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 14,762 16,632,000 PRN   DFND 1,2,3,4 16,632,000 0 0
AIR TRANSPORT SERVICES GROUP INC CV SR UNSEC NT 00922RAB1 5,513 5,500,000 PRN   DFND 1,2,3,4 5,500,000 0 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 63,794 349,648 SH   DFND 1,2,3,4 349,648 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 306,337 11,143,541 SH   DFND 1,2,3,4 11,143,541 0 0
ALTABA INC COMMON STOCK 021346101 35,864 483,866 SH   DFND 1,2,3,4 483,866 0 0
AMAG PHARMACEUTICALS INC CV SR UNSEC NT 00163UAD8 4,681 5,365,000 PRN   DFND 1,2,3,4 5,365,000 0 0
AMERICAN ELECTRIC POWER CO INC 6.125% CV PFD 025537127 3,601 70,000 SH   DFND 1,2,3,4 70,000 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 41,530 3,170,233 SH   DFND 1,2,3,4 3,170,233 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT 03762UAB1 17,739 18,143,000 PRN   DFND 1,2,3,4 18,143,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAW3 3,193 3,200,000 PRN   DFND 1,2,3,4 3,200,000 0 0
ASSERTIO THERAPEUTICS INC CV SR UNSEC NT PNC 249908AA2 20,485 26,583,000 PRN   DFND 1,2,3,4 26,583,000 0 0
AZUL SA-ADR ADR 05501U106 43,227 1,479,868 SH   DFND 1,2,3,4 1,479,868 0 0
BANK OF AMERICA CORP 7.250000% CV PFD PERPETUAL PNC 060505682 2,551 1,960 SH   DFND 1,2,3,4 1,960 0 0
BECTON DICKINSON AND CO 6.125% CV PFD 075887208 13,672 221,210 SH   DFND 1,2,3,4 221,210 0 0
BEL FUSE INC COMMON STOCK 077347201 1,534 71,613 SH   DFND 1,2,3,4 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 4,426 175,060 SH   DFND 1,2,3,4 175,060 0 0
BELLATRIX EXPLORATION LTD COMMON STOCK 078314507 1,078 3,350,000 SH   DFND 1,2,3,4 3,350,000 0 0
BERRY PETROLEUM CORP COMMON STOCK 08579X101 90,090 7,806,717 SH   DFND 1,2,3,4 7,806,717 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAH4 2,154 2,100,000 PRN   DFND 1,2,3,4 2,100,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AC2 11,920 11,935,000 PRN   DFND 1,2,3,4 11,935,000 0 0
BLACKROCK TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 8,829 8,733,000 PRN   DFND 1,2,3,4 8,733,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT 09257WAB6 14,157 13,981,000 PRN   DFND 1,2,3,4 13,981,000 0 0
BONANZA CREEK ENERGY INC COMMON STOCK 097793400 38,577 1,700,156 SH   DFND 1,2,3,4 1,700,156 0 0
BRF SA-ADR ADR 10552T107 34,751 5,971,024 SH   DFND 1,2,3,4 5,971,024 0 0
CAESARS ENTERTAINMENT CORP COMMON STOCK 127686103 132,522 15,250,000 SH   DFND 1,2,3,4 15,250,000 0 0
CAESARS ENTERTAINMENT CORP CV SR UNSEC NT PNC 127686AA1 4,983 3,500,000 PRN   DFND 1,2,3,4 3,500,000 0 0
CALAMP CORP CV SR UNSEC NT 128126AB5 3,743 3,844,000 PRN   DFND 1,2,3,4 3,844,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082206 1,227 117,032 SH   DFND 1,2,3,4 117,032 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 25,981 26,161,000 PRN   DFND 1,2,3,4 26,161,000 0 0
CEMEX SAB DE CV CV SUB NT 151290BR3 6,371 6,385,000 PRN   DFND 1,2,3,4 6,385,000 0 0
CEMEX SAB DE CV CV SUB NT 151290BT9 7,133 7,165,000 PRN   DFND 1,2,3,4 7,165,000 0 0
CEMEX SAB-SPONS ADR PART CER ADR 151290889 29,380 6,331,930 SH   DFND 1,2,3,4 6,331,930 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 43,602 1,819,003 SH   DFND 1,2,3,4 1,819,003 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 1,819 2,312,000 PRN   DFND 1,2,3,4 2,312,000 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT PNC 165167CY1 10,954 11,790,000 PRN   DFND 1,2,3,4 11,790,000 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 29,060 415,735 SH   DFND 1,2,3,4 415,735 0 0
CLOVIS ONCOLOGY INC CV SR UNSEC NT PNC 189464AB6 9,041 9,680,000 PRN   DFND 1,2,3,4 9,680,000 0 0
CNOOC LTD-SPON ADR ADR 126132109 63,972 344,381 SH   DFND 1,2,3,4 344,381 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAB2 25,836 27,018,000 PRN   DFND 1,2,3,4 27,018,000 0 0
CONTURA ENERGY INC COMMON STOCK 21241B100 11,558 199,560 SH   DFND 1,2,3,4 199,560 0 0
CROWN CASTLE INTERNATIONAL CORP 6.875% CV PFD 22822V309 11,262 9,506 SH   DFND 1,2,3,4 9,506 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT (SERIES: C) 22943FAF7 2,039 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAM2 16,045 15,776,000 PRN   DFND 1,2,3,4 15,776,000 0 0
CYPRESS SEMICONDUCTOR CORP CV SR UNSEC NT 232806AM1 7,277 5,685,000 PRN   DFND 1,2,3,4 5,685,000 0 0
DANAHER CORP 4.75% CV PFD 235851300 7,372 7,000 SH   DFND 1,2,3,4 7,000 0 0
DERMIRA INC CV SR UNSEC NT 24983LAB0 4,207 4,740,000 PRN   DFND 1,2,3,4 4,740,000 0 0
DHT HOLDINGS INC CV SR UNSEC NT PNC 23335SAB2 5,714 5,714,000 PRN   DFND 1,2,3,4 5,714,000 0 0
DIAMOND S SHIPPING INC COMMON STOCK Y20676105 836 80,382 SH   DFND 1,2,3,4 80,382 0 0
DISH NETWORK CORP CV SR UNSEC NT 25470MAB5 27,512 32,291,000 PRN   DFND 1,2,3,4 32,291,000 0 0
DISH NETWORK CORP CV SR UNSEC NT 25470MAD1 13,166 15,890,000 PRN   DFND 1,2,3,4 15,890,000 0 0
DOMINION ENERGY INC 6.75% CV PFD 25746U836 6,023 120,650 SH   DFND 1,2,3,4 120,650 0 0
DTE ENERGY CO 6.5% CV PFD 233331883 5,313 96,000 SH   DFND 1,2,3,4 96,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 122,143 26,267,467 SH   DFND 1,2,3,4 26,267,467 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 13,762 13,810,000 PRN   DFND 1,2,3,4 13,810,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 18,916 20,474,000 PRN   DFND 1,2,3,4 20,474,000 0 0
ENSCO JERSEY FINANCE LTD CV SR UNSEC NT 29359WAB1 16,255 21,007,000 PRN   DFND 1,2,3,4 21,007,000 0 0
EURONAV NV COMMON STOCK B38564108 66,074 8,107,246 SH   DFND 1,2,3,4 8,107,246 0 0
EXACT SCIENCES CORP CV SR UNSEC NT 30063PAB1 9,108 8,905,000 PRN   DFND 1,2,3,4 8,905,000 0 0
EXANTAS CAPITAL CORP CV SR UNSEC NT 76120WAC8 53,312 54,185,000 PRN   DFND 1,2,3,4 54,185,000 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 731 172,787 SH   DFND 1,2,3,4 172,787 0 0
EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 7,969 7,952,000 PRN   DFND 1,2,3,4 7,952,000 0 0
FARMLAND PARTNERS INC COMMON STOCK REIT 31154R109 2,240 350,000 SH   DFND 1,2,3,4 350,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAP6 7,961 8,096,000 PRN   DFND 1,2,3,4 8,096,000 0 0
FIREEYE INC CV SR UNSEC NT 31816QAB7 7,278 7,479,000 PRN   DFND 1,2,3,4 7,479,000 0 0
FLEXION THERAPEUTICS INC CV SR UNSEC NT PNC 33938JAB2 4,443 5,064,000 PRN   DFND 1,2,3,4 5,064,000 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 16,584 16,600,000 PRN   DFND 1,2,3,4 16,600,000 0 0
FORTIVE CORP 5% CV PFD 34959J207 5,769 5,500 SH   DFND 1,2,3,4 5,500 0 0
GCI LIBERTY INC COMMON STOCK 36164V305 8,341 150,000 SH   DFND 1,2,3,4 150,000 0 0
GLOBAL EAGLE ENTERTAINMENT INC CV SR UNSEC NT PNC 37951DAB8 1,708 3,285,000 PRN   DFND 1,2,3,4 3,285,000 0 0
GNC HOLDINGS INC CV SR UNSEC NT 36191GAB3 5,636 6,884,000 PRN   DFND 1,2,3,4 6,884,000 0 0
GOLAR LNG LTD CV SR UNSEC NT 38046YAB7 7,654 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
GOLDMAN SACHS BDC INC CV SR UNSEC NT 38147UAB3 10,523 10,650,000 PRN   DFND 1,2,3,4 10,650,000 0 0
GOPRO INC CV SR UNSEC NT 38268TAB9 1,913 1,940,000 PRN   DFND 1,2,3,4 1,940,000 0 0
GREEN PLAINS INC CV SR UNSEC NT PNC 393222AF1 20,259 21,116,000 PRN   DFND 1,2,3,4 21,116,000 0 0
GUIDEWIRE SOFTWARE INC CV SR UNSEC NT PNC 40171VAA8 11,455 10,500,000 PRN   DFND 1,2,3,4 10,500,000 0 0
HALCON RESOURCES CORP COMMON STOCK 40537Q605 15,525 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 7,381 7,275,000 PRN   DFND 1,2,3,4 7,275,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAD5 3,918 3,923,000 PRN   DFND 1,2,3,4 3,923,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAH0 6,399 6,455,000 PRN   DFND 1,2,3,4 6,455,000 0 0
HERBALIFE NUTRITION LTD CV SR UNSEC NT PNC 42703MAD5 12,733 12,020,000 PRN   DFND 1,2,3,4 12,020,000 0 0
HERCULES CAPITAL INC CV SR UNSEC NT 427096AF9 18,644 19,041,000 PRN   DFND 1,2,3,4 19,041,000 0 0
HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 7,284 6,385,000 PRN   DFND 1,2,3,4 6,385,000 0 0
HUAZHU GROUP LTD CV SR UNSEC NT 16949NAC3 5,758 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 28,760 29,132,000 PRN   DFND 1,2,3,4 29,132,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 118,188 10,313,083 SH   DFND 1,2,3,4 10,313,083 0 0
II-VI INC CV SR UNSEC NT 902104AB4 2,039 1,945,000 PRN   DFND 1,2,3,4 1,945,000 0 0
ILLUMINA INC CV SR UNSEC NT 452327AH2 16,961 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
INFINERA CORP COMMON STOCK 45667G103 91,033 20,975,384 SH   DFND 1,2,3,4 20,975,384 0 0
INFINERA CORP CV SR UNSEC NT PNC 45667GAC7 2,202 2,780,000 PRN   DFND 1,2,3,4 2,780,000 0 0
INFOSYS LTD-SP ADR ADR 456788108 39,790 3,640,465 SH   DFND 1,2,3,4 3,640,465 0 0
INPHI CORP CV SR UNSEC NT 45772FAB3 9,811 7,975,000 PRN   DFND 1,2,3,4 7,975,000 0 0
INSMED INC CV SR UNSEC NT PNC 457669AA7 11,150 11,000,000 PRN   DFND 1,2,3,4 11,000,000 0 0
INTERCEPT PHARMACEUTICALS INC CV SR UNSEC NT PNC 45845PAA6 12,621 12,689,000 PRN   DFND 1,2,3,4 12,689,000 0 0
INVACARE CORP CV SR UNSEC NT 461203AF8 3,123 3,415,000 PRN   DFND 1,2,3,4 3,415,000 0 0
INVACARE CORP CV SR UNSEC NT 461203AH4 698 810,000 PRN   DFND 1,2,3,4 810,000 0 0
INVITATION HOMES (IH MERGER SUB LLC) CV SR UNSEC NT 19625XAB8 10,838 9,461,000 PRN   DFND 1,2,3,4 9,461,000 0 0
IONIS PHARMACEUTICALS INC CV SR UNSEC NT 464337AJ3 10,347 7,640,000 PRN   DFND 1,2,3,4 7,640,000 0 0
IRONWOOD PHARMACEUTICALS INC CV SR UNSEC NT 46333XAD0 5,247 4,750,000 PRN   DFND 1,2,3,4 4,750,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 1,657 47,000 SH   DFND 1,2,3,4 47,000 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 106,292 12,064,930 SH   DFND 1,2,3,4 12,064,930 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 10,708 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AB7 7,112 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AD3 4,912 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
LAM RESEARCH CORP COMMON STOCK 512807108 17,901 100,000 SH Put DFND 1,2,3,4 100,000 0 0
LENDINGTREE INC CV SR UNSEC NT 52603BAA5 1,759 1,000,000 PRN   DFND 1,2,3,4 1,000,000 0 0
LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 7,412 266,900 SH   DFND 1,2,3,4 266,900 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CV SR UNSEC NT (LMCK/FWONK) 531229AF9 5,052 4,500,000 PRN   DFND 1,2,3,4 4,500,000 0 0
LIVE NATION ENTERTAINMENT INC CV SR UNSEC NT 538034AQ2 3,860 3,340,000 PRN   DFND 1,2,3,4 3,340,000 0 0
LUMENTUM HOLDINGS INC CV SR UNSEC NT 55024UAB5 10,640 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAB1 19,142 21,660,000 PRN   DFND 1,2,3,4 21,660,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 24,050 3,250,000 SH   DFND 1,2,3,4 3,250,000 0 0
MEDICINES CO/THE CV SR UNSEC NT PNC 584688AG0 4,096 4,840,000 PRN   DFND 1,2,3,4 4,840,000 0 0
MERITOR INC CV SR UNSEC NT 59001KAF7 1,447 1,500,000 PRN   DFND 1,2,3,4 1,500,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 29,282 2,220,000 SH   DFND 1,2,3,4 2,220,000 0 0
MICROCHIP TECHNOLOGY INC CV SR SUB NT 595017AF1 14,854 13,500,000 PRN   DFND 1,2,3,4 13,500,000 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 92,993 2,250,000 SH Put DFND 1,2,3,4 2,250,000 0 0
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 1,362 139,473 SH   DFND 1,2,3,4 139,473 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2,256 298,500 SH   DFND 1,2,3,4 298,500 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 18,486 1,927,544 SH   DFND 1,2,3,4 1,927,544 0 0
NEUROCRINE BIOSCIENCES INC CV SR UNSEC NT PNC 64125CAD1 8,800 6,500,000 PRN   DFND 1,2,3,4 6,500,000 0 0
NEVRO CORP CV SR UNSEC NT 64157FAA1 9,376 9,284,000 PRN   DFND 1,2,3,4 9,284,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 13,546 13,513,000 PRN   DFND 1,2,3,4 13,513,000 0 0
NEW YORK COMMUNITY CAPITAL TRUST V 6.000000 CV PFD PNC 64944P307 2,275 47,149 SH   DFND 1,2,3,4 47,149 0 0
NEW YORK MORTGAGE TRUST INC CV SR UNSEC NT 649604AD7 18,278 18,247,000 PRN   DFND 1,2,3,4 18,247,000 0 0
NEXTERA ENERGY INC 6.123% CV PFD 65339F820 10,912 176,390 SH   DFND 1,2,3,4 176,390 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 146,993 5,681,992 SH   DFND 1,2,3,4 5,681,992 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAK6 8,792 9,375,000 PRN   DFND 1,2,3,4 9,375,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT 67020YAN0 5,470 5,500,000 PRN   DFND 1,2,3,4 5,500,000 0 0
NUVASIVE INC CV SR UNSEC NT PNC 670704AG0 5,870 5,260,000 PRN   DFND 1,2,3,4 5,260,000 0 0
NXP SEMICONDUCTORS NV CV SR UNSEC NT 62952QAB6 8,609 8,389,000 PRN   DFND 1,2,3,4 8,389,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,430 276,000 SH   DFND 1,2,3,4 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 3,175 392,000 SH   DFND 1,2,3,4 392,000 0 0
OI SA COMMON STOCK ADR 670851500 4,139 2,201,646 SH   DFND 1,2,3,4 2,201,646 0 0
ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 13,004 10,500,000 PRN   DFND 1,2,3,4 10,500,000 0 0
OSI SYSTEMS INC CV SR UNSEC NT PNC 671044AD7 10,558 10,390,000 PRN   DFND 1,2,3,4 10,390,000 0 0
PAMPA ENERGIA SA COMMON STOCK ADR 697660207 12,172 441,500 SH   DFND 1,2,3,4 441,500 0 0
PATRICK INDUSTRIES INC CV SR UNSEC NT 703343AB9 17,729 19,754,000 PRN   DFND 1,2,3,4 19,754,000 0 0
PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 21,557 21,410,000 PRN   DFND 1,2,3,4 21,410,000 0 0
PDC ENERGY INC CV SR UNSEC NT 69327RAD3 314 335,000 PRN   DFND 1,2,3,4 335,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAG9 1,047 914,000 PRN   DFND 1,2,3,4 914,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 34,077 33,921,000 PRN   DFND 1,2,3,4 33,921,000 0 0
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 79,301 5,545,468 SH   DFND 1,2,3,4 5,545,468 0 0
PG&E CORP COMMON STOCK 69331C108 21,627 1,215,000 SH   DFND 1,2,3,4 1,215,000 0 0
PRA GROUP INC CV SR UNSEC NT PNC 69354NAB2 9,904 11,030,000 PRN   DFND 1,2,3,4 11,030,000 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 26,196 27,068,000 PRN   DFND 1,2,3,4 27,068,000 0 0
PRETIUM RESOURCES INC CV SR SUB NT PNC 74139CAB8 1,313 1,395,000 PRN   DFND 1,2,3,4 1,395,000 0 0
Q2 HOLDINGS INC CV SR UNSEC NT 74736LAB5 2,625 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
QIAGEN NV CV SR UNSEC NT REG S N72482AT4 13,109 12,000,000 PRN   DFND 1,2,3,4 12,000,000 0 0
QTS REALTY TRUST INC 6.500000% CV PFD PERPETUAL PNC 74736A301 6,662 61,340 SH   DFND 1,2,3,4 61,340 0 0
RADIUS HEALTH INC CV SR UNSEC NT PNC 750469AA6 11,197 13,450,000 PRN   DFND 1,2,3,4 13,450,000 0 0
REDFIN CORP CV SR UNSEC NT PNC 75737FAA6 5,701 5,925,000 PRN   DFND 1,2,3,4 5,925,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 21,156 20,972,000 PRN   DFND 1,2,3,4 20,972,000 0 0
RETROPHIN INC CV SR UNSEC NT PNC 761299AB2 8,413 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
RH CV SR UNSEC NT 761283AC4 5,484 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
RINGCENTRAL INC CV SR UNSEC NT PNC 76680RAD9 2,791 1,952,000 PRN   DFND 1,2,3,4 1,952,000 0 0
ROYAL GOLD INC CV SR UNSEC NT PNC 780287AA6 6,053 6,034,000 PRN   DFND 1,2,3,4 6,034,000 0 0
SANDRIDGE ENERGY INC COMMON STOCK 80007P869 1,083 135,000 SH   DFND 1,2,3,4 135,000 0 0
SAREPTA THERAPEUTICS INC CV SR UNSEC NT 803607AB6 2,282 1,260,000 PRN   DFND 1,2,3,4 1,260,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 19,764 20,169,000 PRN   DFND 1,2,3,4 20,169,000 0 0
SEMPRA ENERGY 6.75% CV PFD 816851505 9,362 88,190 SH   DFND 1,2,3,4 88,190 0 0
SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 12,832 12,913,000 PRN   DFND 1,2,3,4 12,913,000 0 0
SIGA TECHNOLOGIES INC COMMON STOCK 826917106 959 159,782 SH   DFND 1,2,3,4 159,782 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 17,705 18,289,000 PRN   DFND 1,2,3,4 18,289,000 0 0
SPDR S&P 500 ETF TRUST ETF 78462F103 141,240 500,000 SH Put DFND 1,2,3,4 500,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 7,611 7,613,000 PRN   DFND 1,2,3,4 7,613,000 0 0
SSR MINING INC CV SR UNSEC NT PNC 82823LAC0 14,214 14,141,000 PRN   DFND 1,2,3,4 14,141,000 0 0
STANLEY BLACK & DECKER INC 5.375% CV PFD 854502887 3,657 37,500 SH   DFND 1,2,3,4 37,500 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 232,827 35,384,197 SH   DFND 1,2,3,4 35,384,197 0 0
STONEMOR PARTNERS LP COMMON STOCK 86183Q100 16,882 4,477,857 SH   DFND 1,2,3,4 4,477,857 0 0
SUNOPTA INC COMMON STOCK 8676EP108 28,001 8,092,699 SH   DFND 1,2,3,4 8,092,699 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AL3 1,963 2,374,000 PRN   DFND 1,2,3,4 2,374,000 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 42,255 2,000,000 SH   DFND 1,2,3,4 2,000,000 0 0
SYNAPTICS INC CV SR UNSEC NT PNC 87157DAD1 7,787 8,415,000 PRN   DFND 1,2,3,4 8,415,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 118,799 2,900,352 SH   DFND 1,2,3,4 2,900,352 0 0
TELECOM ARGENTINA SA COMMON STOCK ADR 879273209 15,243 1,044,000 SH   DFND 1,2,3,4 1,044,000 0 0
TESLA INC CV SR UNSEC NT 88160RAC5 3,710 3,605,000 PRN   DFND 1,2,3,4 3,605,000 0 0
TESLA INC CV SR UNSEC NT 88160RAD3 5,469 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
TEVA PHARMACEUTICAL FINANCE CO LLC CV SR UNSEC NT 88163VAE9 12,863 13,878,000 PRN   DFND 1,2,3,4 13,878,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 9,713 9,725,000 PRN   DFND 1,2,3,4 9,725,000 0 0
TORM PLC COMMON STOCK G89479102 357,969 47,600,172 SH   DFND 1,2,3,4 47,600,172 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 9,124 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 8,755 8,707,000 PRN   DFND 1,2,3,4 8,707,000 0 0
TRANSOCEAN INC CV SR UNSEC NT 893830BJ7 5,601 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK ADR 893870204 9,066 689,000 SH   DFND 1,2,3,4 689,000 0 0
TUTOR PERINI CORP CV SR UNSEC NT PNC 901109AD0 5,565 5,806,000 PRN   DFND 1,2,3,4 5,806,000 0 0
TWITTER INC CV SR UNSEC NT 90184LAB8 21,077 21,381,000 PRN   DFND 1,2,3,4 21,381,000 0 0
ULTRA PETROLEUM CORP COMMON STOCK 903914208 361 590,799 SH   DFND 1,2,3,4 590,799 0 0
US WELL SERVICES INC WARRANT STRIKE 5.75 EXP 11/09/2023 91274U119 1,515 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
VECTOR GROUP LTD CV SR UNSEC NT VARIABLE 92240MBC1 8,227 8,085,000 PRN   DFND 1,2,3,4 8,085,000 0 0
VEECO INSTRUMENTS INC CV SR UNSEC NT PNC 922417AD2 15,470 18,031,000 PRN   DFND 1,2,3,4 18,031,000 0 0
VEON LTD COMMON STOCK ADR 91822M106 3,508 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 8,921 8,061,000 PRN   DFND 1,2,3,4 8,061,000 0 0
VERSO CORP COMMON STOCK 92531L207 20,591 961,319 SH   DFND 1,2,3,4 961,319 0 0
VIAVI SOLUTIONS INC CV SR UNSEC NT 925550AB1 12,041 10,660,000 PRN   DFND 1,2,3,4 10,660,000 0 0
VICI PROPERTIES INC COMMON STOCK REIT 925652109 32,820 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 626,058 24,051,399 SH   DFND 1,2,3,4 24,051,399 0 0
VISTRA ENERGY CORP 7% CV PFD 92840M300 4,071 41,300 SH   DFND 1,2,3,4 41,300 0 0
VITAMIN SHOPPE INC CV SR UNSEC NT 92849EAB7 8,536 9,525,000 PRN   DFND 1,2,3,4 9,525,000 0 0
WEATHERFORD INTERNATIONAL LTD CV SR UNSEC NT 947075AH0 48,577 59,790,000 PRN   DFND 1,2,3,4 59,790,000 0 0
WEIBO CORP-SPON ADR ADR 948596101 32,769 528,618 SH   DFND 1,2,3,4 528,618 0 0
WELLS FARGO & CO 7.500000% CV PFD PERPETUAL PNC 949746804 3,716 2,875 SH   DFND 1,2,3,4 2,875 0 0
WESTERN ASSET MORTGAGE CAPITAL CORP CV SR UNSEC NT 95790DAA3 10,098 10,304,000 PRN   DFND 1,2,3,4 10,304,000 0 0
WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 27,281 28,150,000 PRN   DFND 1,2,3,4 28,150,000 0 0
WORKDAY INC CV SR UNSEC NT 98138HAF8 10,141 7,158,000 PRN   DFND 1,2,3,4 7,158,000 0 0
YANDEX NV-A Common Stock N97284108 22,687 660,649 SH   DFND 1,2,3,4 660,649 0 0
YETI HOLDINGS INC COMMON STOCK 98585X104 19,177 633,938 SH   DFND 1,2,3,4 633,938 0 0
YUM CHINA HOLDINGS INC Common Stock 98850P109 33,437 744,536 SH   DFND 1,2,3,4 744,536 0 0
ZENDESK INC CV SR UNSEC NT 98936JAB7 5,604 3,835,000 PRN   DFND 1,2,3,4 3,835,000 0 0
ZILLOW GROUP INC CV SR UNSEC NT PNC 98954MAB7 22,097 21,554,000 PRN   DFND 1,2,3,4 21,554,000 0 0
ZILLOW GROUP INC CV SR UNSEC NT PNC 98954MAC5 20,357 22,227,000 PRN   DFND 1,2,3,4 22,227,000 0 0