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
AFYA LTD-CLASS A Common Stock G01125106 17,885 697,554 SH   DFND 1,2,3,4 697,554 0 0
AK STEEL CORP CV SR UNSEC NT 001546AP5 12,673 12,610,000 PRN   DFND 1,2,3,4 12,610,000 0 0
AKAMAI TECHNOLOGIES INC CV SR UNSEC NT 00971TAJ0 1,581 1,375,000 PRN   DFND 1,2,3,4 1,375,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 362,888 10,943,541 SH   DFND 1,2,3,4 10,943,541 0 0
ALTABA INC COMMON STOCK 021346101 4,713 241,933 SH   DFND 1,2,3,4 241,933 0 0
AMERICAN ELECTRIC POWER CO INC 6.125% CV PFD 025537127 1,352 24,550 SH   DFND 1,2,3,4 24,550 0 0
AMPLIFY ENERGY CORP COMMON STOCK 03212B103 2,534 410,750 SH   DFND 1,2,3,4 410,750 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 43,858 2,400,512 SH   DFND 1,2,3,4 2,400,512 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT 03762UAB1 24,609 24,174,000 PRN   DFND 1,2,3,4 24,174,000 0 0
AQUA AMERICA INC 6.00 CV PFD PNC 03836W202 787 13,000 SH   DFND 1,2,3,4 13,000 0 0
ARBOR REALTY TRUST INC CV SR UNSEC NT 038923AH1 9,577 8,942,000 PRN   DFND 1,2,3,4 8,942,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAW3 4,170 3,946,000 PRN   DFND 1,2,3,4 3,946,000 0 0
ASSERTIO THERAPEUTICS INC COMMON STOCK 04545L107 1,910 1,492,455 SH   DFND 1,2,3,4 1,492,455 0 0
ASSERTIO THERAPEUTICS INC CV SR UNSEC NT PNC 249908AA2 2,077 2,780,000 PRN   DFND 1,2,3,4 2,780,000 0 0
AZUL SA-ADR ADR 05501U106 37,126 1,036,438 SH   DFND 1,2,3,4 1,036,438 0 0
BANK OF AMERICA CORP 7.250000% CV PFD PERPETUAL PNC 060505682 2,938 1,960 SH   DFND 1,2,3,4 1,960 0 0
BECTON DICKINSON AND CO 6.125% CV PFD 075887208 3,161 51,050 SH   DFND 1,2,3,4 51,050 0 0
BEL FUSE INC COMMON STOCK 077347201 987 71,613 SH   DFND 1,2,3,4 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 6,954 462,679 SH   DFND 1,2,3,4 462,679 0 0
BERRY PETROLEUM CORP COMMON STOCK 08579X101 120,667 12,891,717 SH   DFND 1,2,3,4 12,891,717 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AC2 3,254 3,270,000 PRN   DFND 1,2,3,4 3,270,000 0 0
BLACKROCK TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 8,851 8,773,000 PRN   DFND 1,2,3,4 8,773,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT 09257WAB6 1,993 1,905,000 PRN   DFND 1,2,3,4 1,905,000 0 0
BONANZA CREEK ENERGY INC COMMON STOCK 097793400 28,735 1,283,452 SH   DFND 1,2,3,4 1,283,452 0 0
BOOKING HOLDINGS INC CV SR UNSEC NT 741503AX4 5,810 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
BRF SA-ADR ADR 10552T107 49,873 5,444,574 SH   DFND 1,2,3,4 5,444,574 0 0
CAESARS ENTERTAINMENT CORP COMMON STOCK 127686103 177,815 15,250,000 SH   DFND 1,2,3,4 15,250,000 0 0
CALAMP CORP CV SR UNSEC NT 128126AB5 5,938 6,059,000 PRN   DFND 1,2,3,4 6,059,000 0 0
CALAMP CORP CV SR UNSEC NT PNC 128126AD1 5,402 6,600,000 PRN   DFND 1,2,3,4 6,600,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082206 343 32,142 SH   DFND 1,2,3,4 32,142 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 22,876 23,382,000 PRN   DFND 1,2,3,4 23,382,000 0 0
CEMEX SAB DE CV COMMON STOCK ADR 151290889 5,539 1,413,000 SH   DFND 1,2,3,4 1,413,000 0 0
CEMEX SAB-SPONS ADR PART CER ADR 151290889 24,298 6,198,460 SH   DFND 1,2,3,4 6,198,460 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 55,716 1,819,003 SH   DFND 1,2,3,4 1,819,003 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 19,931 415,735 SH   DFND 1,2,3,4 415,735 0 0
CINCINNATI BELL INC COMMON STOCK 171871502 671 132,500 SH   DFND 1,2,3,4 132,500 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS INC COMMON STOCK 18453H106 4,239 1,681,898 SH   DFND 1,2,3,4 1,681,898 0 0
CNOOC LTD-SPON ADR ADR 126132109 51,473 338,074 SH   DFND 1,2,3,4 338,074 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAB2 26,727 26,997,000 PRN   DFND 1,2,3,4 26,997,000 0 0
CROWN CASTLE INTERNATIONAL CORP 6.875% CV PFD 22822V309 3,031 2,402 SH   DFND 1,2,3,4 2,402 0 0
CSG SYSTEMS INTERNATIONAL INC CV SR UNSEC NT PNC 126349AF6 2,271 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
DANAHER CORP 4.75% CV PFD 235851300 2,201 1,930 SH   DFND 1,2,3,4 1,930 0 0
DERMIRA INC CV SR UNSEC NT 24983LAB0 5,388 6,380,000 PRN   DFND 1,2,3,4 6,380,000 0 0
DIAMOND S SHIPPING INC COMMON STOCK Y20676105 243 22,076 SH   DFND 1,2,3,4 22,076 0 0
DISH NETWORK CORP CV SR UNSEC NT 25470MAB5 34,530 37,584,000 PRN   DFND 1,2,3,4 37,584,000 0 0
DISH NETWORK CORP CV SR UNSEC NT 25470MAD1 22,740 25,767,000 PRN   DFND 1,2,3,4 25,767,000 0 0
DOMINION ENERGY INC 7.25% CV PFD 25746U133 1,586 15,000 SH   DFND 1,2,3,4 15,000 0 0
DYCOM INDUSTRIES INC CV SR UNSEC NT 267475AB7 20,965 21,734,000 PRN   DFND 1,2,3,4 21,734,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 129,255 29,544,139 SH   DFND 1,2,3,4 29,544,139 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 9,850 9,850,000 PRN   DFND 1,2,3,4 9,850,000 0 0
ENCORE CAPITAL EUROPE FINANCE LTD CV SR UNSEC NT 29260UAA5 2,326 2,250,000 PRN   DFND 1,2,3,4 2,250,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 16,929 17,216,000 PRN   DFND 1,2,3,4 17,216,000 0 0
EURONAV NV COMMON STOCK B38564108 69,937 7,601,881 SH   DFND 1,2,3,4 7,601,881 0 0
EXACT SCIENCES CORP CV SR UNSEC NT 30063PAB1 1,617 1,492,000 PRN   DFND 1,2,3,4 1,492,000 0 0
EXANTAS CAPITAL CORP CV SR UNSEC NT 76120WAC8 75,643 72,863,000 PRN   DFND 1,2,3,4 72,863,000 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 509 172,787 SH   DFND 1,2,3,4 172,787 0 0
FARMLAND PARTNERS INC COMMON STOCK REIT 31154R109 1,336 200,000 SH   DFND 1,2,3,4 200,000 0 0
FIREEYE INC CV SR UNSEC NT 31816QAB7 4,271 4,314,000 PRN   DFND 1,2,3,4 4,314,000 0 0
FLEXION THERAPEUTICS INC CV SR UNSEC NT PNC 33938JAB2 5,050 5,609,000 PRN   DFND 1,2,3,4 5,609,000 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 13,764 13,665,000 PRN   DFND 1,2,3,4 13,665,000 0 0
FTI CONSULTING INC CV SR UNSEC NT 302941AP4 2,441 1,997,000 PRN   DFND 1,2,3,4 1,997,000 0 0
GCI LIBERTY INC COMMON STOCK 36164V305 9,311 150,000 SH   DFND 1,2,3,4 150,000 0 0
GNC HOLDINGS INC CV SR UNSEC NT 36191GAB3 5,247 5,639,000 PRN   DFND 1,2,3,4 5,639,000 0 0
GOLAR LNG LTD CV SR UNSEC NT 38046YAB7 6,870 7,859,000 PRN   DFND 1,2,3,4 7,859,000 0 0
GOLDMAN SACHS BDC INC CV SR UNSEC NT 38147UAB3 10,179 9,895,000 PRN   DFND 1,2,3,4 9,895,000 0 0
GREEN PLAINS INC CV SR UNSEC NT PNC 393222AF1 3,583 4,364,000 PRN   DFND 1,2,3,4 4,364,000 0 0
GREENBRIER COS INC/THE CV SR UNSEC NT 393657AK7 12,708 13,292,000 PRN   DFND 1,2,3,4 13,292,000 0 0
GRUPO TELEVISA SAB COMMON STOCK ADR 40049J206 5,536 566,000 SH   DFND 1,2,3,4 566,000 0 0
GUIDEWIRE SOFTWARE INC CV SR UNSEC NT PNC 40171VAA8 4,025 3,500,000 PRN   DFND 1,2,3,4 3,500,000 0 0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC CV SR UNSEC NT 41068XAB6 2,205 1,970,000 PRN   DFND 1,2,3,4 1,970,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAD5 2,892 2,897,000 PRN   DFND 1,2,3,4 2,897,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAH0 6,103 6,030,000 PRN   DFND 1,2,3,4 6,030,000 0 0
HERCULES CAPITAL INC CV SR UNSEC NT 427096AF9 11,351 11,060,000 PRN   DFND 1,2,3,4 11,060,000 0 0
HOPE BANCORP INC CV SR UNSEC NT 43940TAB5 19,795 21,372,000 PRN   DFND 1,2,3,4 21,372,000 0 0
HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 2,832 2,425,000 PRN   DFND 1,2,3,4 2,425,000 0 0
HUAZHU GROUP LTD CV SR UNSEC NT 16949NAC3 4,579 4,400,000 PRN   DFND 1,2,3,4 4,400,000 0 0
HUYA INC-ADR ADR 44852D108 16,833 712,025 SH   DFND 1,2,3,4 712,025 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 101,893 8,365,394 SH   DFND 1,2,3,4 8,365,394 0 0
IHEARTMEDIA INC COMMON STOCK CLASS A 45174J509 10,729 715,247 SH   DFND 1,2,3,4 715,247 0 0
II-VI INC CV SR UNSEC NT 902104AB4 3,105 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
ILLUMINA INC CV SR UNSEC NT 452327AH2 797 600,000 PRN   DFND 1,2,3,4 600,000 0 0
INFINERA CORP COMMON STOCK 45667G103 114,316 20,975,384 SH   DFND 1,2,3,4 20,975,384 0 0
INFOSYS LTD-SP ADR ADR 456788108 40,795 3,587,835 SH   DFND 1,2,3,4 3,587,835 0 0
INFRASTRUCTURE AND ENERGY ALTERNATIVES INC COMMON STOCK 45686J104 88 18,926 SH   DFND 1,2,3,4 18,926 0 0
INPHI CORP CV SR UNSEC NT 45772FAC1 2,487 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
INSMED INC CV SR UNSEC NT PNC 457669AA7 3,299 3,935,000 PRN   DFND 1,2,3,4 3,935,000 0 0
INTERCEPT PHARMACEUTICALS INC CV SR UNSEC NT PNC 45845PAA6 5,041 5,828,000 PRN   DFND 1,2,3,4 5,828,000 0 0
INVACARE CORP CV SR UNSEC NT 461203AF8 1,648 1,745,000 PRN   DFND 1,2,3,4 1,745,000 0 0
INVITATION HOMES (IH MERGER SUB LLC) CV SR UNSEC NT 19625XAB8 2,981 2,236,000 PRN   DFND 1,2,3,4 2,236,000 0 0
IONIS PHARMACEUTICALS INC CV SR UNSEC NT 464337AJ3 1,583 1,386,000 PRN   DFND 1,2,3,4 1,386,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 2,151 64,000 SH   DFND 1,2,3,4 64,000 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 98,097 11,664,043 SH   DFND 1,2,3,4 11,664,043 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 3,423 2,410,000 PRN   DFND 1,2,3,4 2,410,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AB7 2,200 2,190,000 PRN   DFND 1,2,3,4 2,190,000 0 0
KKR REAL ESTATE FINANCE TRUST INC CV SR UNSEC NT 48251KAB6 21,112 20,175,000 PRN   DFND 1,2,3,4 20,175,000 0 0
LAM RESEARCH CORP COMMON STOCK 512807108 28,889 125,000 SH Put DFND 1,2,3,4 125,000 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CV SR UNSEC NT (LMCK/FWONK) 531229AF9 4,420 3,522,000 PRN   DFND 1,2,3,4 3,522,000 0 0
LIGAND PHARMACEUTICALS INC CV SR UNSEC NT 53220KAF5 12,849 15,368,000 PRN   DFND 1,2,3,4 15,368,000 0 0
LIVE NATION ENTERTAINMENT INC CV SR UNSEC NT 538034AQ2 1,322 1,125,000 PRN   DFND 1,2,3,4 1,125,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK ADR 54150E104 1,219 212,000 SH   DFND 1,2,3,4 212,000 0 0
LUMENTUM HOLDINGS INC CV SR UNSEC NT 55024UAB5 4,179 3,596,000 PRN   DFND 1,2,3,4 3,596,000 0 0
MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAB1 20,978 22,929,000 PRN   DFND 1,2,3,4 22,929,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 32,955 3,250,000 SH   DFND 1,2,3,4 3,250,000 0 0
MARRIOTT VACATIONS WORLDWIDE CORP CV SR UNSEC NT 57164YAB3 3,022 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
MEDICINES CO/THE CV SR UNSEC NT PNC 584688AG0 2,765 2,285,000 PRN   DFND 1,2,3,4 2,285,000 0 0
MERITOR INC CV SR UNSEC NT 59001KAF7 1,565 1,595,000 PRN   DFND 1,2,3,4 1,595,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 27,928 2,220,000 SH   DFND 1,2,3,4 2,220,000 0 0
MICROCHIP TECHNOLOGY INC CV SR SUB NT 595017AF1 12,597 9,767,000 PRN   DFND 1,2,3,4 9,767,000 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 83,986 1,960,000 SH Put DFND 1,2,3,4 1,960,000 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2,418 298,500 SH   DFND 1,2,3,4 298,500 0 0
MOMO INC CV SR UNSEC NT 60879BAB3 2,716 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 20,471 1,927,544 SH   DFND 1,2,3,4 1,927,544 0 0
NABORS INDUSTRIES INC CV SR UNSEC NT 62957HAB1 6,134 9,555,000 PRN   DFND 1,2,3,4 9,555,000 0 0
NEUROCRINE BIOSCIENCES INC CV SR UNSEC NT PNC 64125CAD1 3,431 2,500,000 PRN   DFND 1,2,3,4 2,500,000 0 0
NEVRO CORP CV SR UNSEC NT 64157FAA1 6,498 5,653,000 PRN   DFND 1,2,3,4 5,653,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AC4 6,471 6,162,000 PRN   DFND 1,2,3,4 6,162,000 0 0
NEW YORK MORTGAGE TRUST INC CV SR UNSEC NT 649604AD7 16,142 15,826,000 PRN   DFND 1,2,3,4 15,826,000 0 0
NEXTERA ENERGY INC 4.872% CV PFD 65339F796 3,009 60,000 SH   DFND 1,2,3,4 60,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 130,667 4,975,911 SH   DFND 1,2,3,4 4,975,911 0 0
NRG ENERGY INC CV SR UNSEC NT 629377CG5 4,989 4,430,000 PRN   DFND 1,2,3,4 4,430,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT 67020YAF7 10,990 11,238,000 PRN   DFND 1,2,3,4 11,238,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT 67020YAG5 3,014 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
NUVASIVE INC CV SR UNSEC NT PNC 670704AG0 3,063 2,585,000 PRN   DFND 1,2,3,4 2,585,000 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 3,234 392,000 SH   DFND 1,2,3,4 392,000 0 0
OI SA COMMON STOCK ADR 670851500 2,421 2,201,646 SH   DFND 1,2,3,4 2,201,646 0 0
OIL STATES INTERNATIONAL INC CV SR UNSEC NT PNC 678026AH8 2,637 3,137,000 PRN   DFND 1,2,3,4 3,137,000 0 0
ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 3,357 2,870,000 PRN   DFND 1,2,3,4 2,870,000 0 0
OSI SYSTEMS INC CV SR UNSEC NT PNC 671044AD7 2,084 1,855,000 PRN   DFND 1,2,3,4 1,855,000 0 0
PALO ALTO NETWORKS INC CV SR UNSEC NT 697435AD7 5,283 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
PAMPA ENERGIA SA COMMON STOCK ADR 697660207 10,296 593,000 SH   DFND 1,2,3,4 593,000 0 0
PATRICK INDUSTRIES INC CV SR UNSEC NT 703343AB9 10,526 11,604,000 PRN   DFND 1,2,3,4 11,604,000 0 0
PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 20,377 19,353,000 PRN   DFND 1,2,3,4 19,353,000 0 0
PDC ENERGY INC CV SR UNSEC NT 69327RAD3 10,049 10,844,000 PRN   DFND 1,2,3,4 10,844,000 0 0
PENN VIRGINIA CORP COMMON STOCK 70788V102 7,238 248,979 SH   DFND 1,2,3,4 248,979 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 20,680 20,450,000 PRN   DFND 1,2,3,4 20,450,000 0 0
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 31,026 2,144,121 SH   DFND 1,2,3,4 2,144,121 0 0
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 71,693 5,455,930 SH   DFND 1,2,3,4 5,455,930 0 0
PG&E CORP COMMON STOCK 69331C108 8,150 815,000 SH   DFND 1,2,3,4 815,000 0 0
PRA GROUP INC CV SR UNSEC NT PNC 69354NAB2 2,037 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 24,120 24,225,000 PRN   DFND 1,2,3,4 24,225,000 0 0
QIAGEN NV CV SR UNSEC NT REG S N72482AT4 12,041 11,600,000 PRN   DFND 1,2,3,4 11,600,000 0 0
QTS REALTY TRUST INC 6.500000% CV PFD PERPETUAL PNC 74736A301 2,186 17,990 SH   DFND 1,2,3,4 17,990 0 0
RADIUS HEALTH INC CV SR UNSEC NT PNC 750469AA6 5,757 6,315,000 PRN   DFND 1,2,3,4 6,315,000 0 0
REDFIN CORP CV SR UNSEC NT PNC 75737FAA6 3,636 3,952,000 PRN   DFND 1,2,3,4 3,952,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 17,916 17,851,000 PRN   DFND 1,2,3,4 17,851,000 0 0
REPLIGEN CORP CV SR UNSEC NT 759916AB5 1,988 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
RH CV SR UNSEC NT 74967XAA1 2,169 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
SANDRIDGE ENERGY INC COMMON STOCK 80007P869 634 135,000 SH   DFND 1,2,3,4 135,000 0 0
SCORPIO TANKERS INC CV SR UNSEC NT 80918TAB5 1,579 1,485,000 PRN   DFND 1,2,3,4 1,485,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 14,332 14,448,000 PRN   DFND 1,2,3,4 14,448,000 0 0
SEMPRA ENERGY 6.75% CV PFD 816851505 2,865 24,350 SH   DFND 1,2,3,4 24,350 0 0
SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 23,930 22,855,000 PRN   DFND 1,2,3,4 22,855,000 0 0
SIGA TECHNOLOGIES INC COMMON STOCK 826917106 817 159,782 SH   DFND 1,2,3,4 159,782 0 0
SILICON LABORATORIES INC CV SR UNSEC NT PNC 826919AB8 2,825 2,165,000 PRN   DFND 1,2,3,4 2,165,000 0 0
SM ENERGY CO CV SR UNSEC NT 78454LAM2 7,385 8,144,000 PRN   DFND 1,2,3,4 8,144,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 26,788 27,039,000 PRN   DFND 1,2,3,4 27,039,000 0 0
SOUTHERN CO/THE 6.75% CV PFD 842587602 2,140 40,000 SH   DFND 1,2,3,4 40,000 0 0
SPLUNK INC CV SR UNSEC NT PNC 848637AC8 4,216 3,905,000 PRN   DFND 1,2,3,4 3,905,000 0 0
SQUARE INC CV SR UNSEC NT 852234AD5 1,115 1,000,000 PRN   DFND 1,2,3,4 1,000,000 0 0
SSR MINING INC CV SR UNSEC NT PNC 82823LAC0 11,025 10,769,000 PRN   DFND 1,2,3,4 10,769,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 383,303 38,063,697 SH   DFND 1,2,3,4 38,063,697 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT 85571BAH8 2,594 2,500,000 PRN   DFND 1,2,3,4 2,500,000 0 0
STONEMOR PARTNERS LP COMMON STOCK 86183Q100 4,970 4,477,857 SH   DFND 1,2,3,4 4,477,857 0 0
SUNOPTA INC COMMON STOCK 8676EP108 14,566 8,092,699 SH   DFND 1,2,3,4 8,092,699 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AL3 2,160 2,374,000 PRN   DFND 1,2,3,4 2,374,000 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 46,080 2,400,000 SH   DFND 1,2,3,4 2,400,000 0 0
SYNAPTICS INC CV SR UNSEC NT PNC 87157DAD1 21,767 23,314,000 PRN   DFND 1,2,3,4 23,314,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 132,405 2,848,572 SH   DFND 1,2,3,4 2,848,572 0 0
TELECOM ARGENTINA SA COMMON STOCK ADR 879273209 13,105 1,310,500 SH   DFND 1,2,3,4 1,310,500 0 0
TESLA INC CV SR UNSEC NT 88160RAC5 8,181 8,365,000 PRN   DFND 1,2,3,4 8,365,000 0 0
TESLA INC CV SR UNSEC NT 88160RAD3 10,166 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
TEVA PHARMACEUTICAL FINANCE CO LLC CV SR UNSEC NT 88163VAE9 3,169 3,480,000 PRN   DFND 1,2,3,4 3,480,000 0 0
TORM PLC COMMON STOCK G89479102 408,745 48,263,921 SH   DFND 1,2,3,4 48,263,921 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 11,215 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 12,653 12,516,000 PRN   DFND 1,2,3,4 12,516,000 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK ADR 893870204 10,257 1,208,000 SH   DFND 1,2,3,4 1,208,000 0 0
TUTOR PERINI CORP CV SR UNSEC NT PNC 901109AD0 9,930 10,405,000 PRN   DFND 1,2,3,4 10,405,000 0 0
TWITTER INC CV SR UNSEC NT 90184LAD4 25,661 26,000,000 PRN   DFND 1,2,3,4 26,000,000 0 0
TWITTER INC CV SR UNSEC NT 90184LAF9 5,319 5,014,000 PRN   DFND 1,2,3,4 5,014,000 0 0
TWO HARBORS INVESTMENT CORP CV SR UNSEC NT 90187BAA9 28,324 27,471,000 PRN   DFND 1,2,3,4 27,471,000 0 0
ULTRA PETROLEUM CORP COMMON STOCK 903914208 133 590,799 SH   DFND 1,2,3,4 590,799 0 0
US WELL SERVICES INC WARRANT STRIKE 5.75 EXP 11/09/2023 91274U119 450 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
VANECK VECTORS SEMICONDUCTOR ETF ETF 92189F676 89,348 750,000 SH Put DFND 1,2,3,4 750,000 0 0
VEECO INSTRUMENTS INC CV SR UNSEC NT PNC 922417AD2 9,414 10,516,000 PRN   DFND 1,2,3,4 10,516,000 0 0
VEON LTD COMMON STOCK ADR 91822M106 4,030 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VERSO CORP COMMON STOCK 92531L207 22,610 1,826,319 SH   DFND 1,2,3,4 1,826,319 0 0
VIAVI SOLUTIONS INC CV SR UNSEC NT 925550AB1 5,315 4,315,000 PRN   DFND 1,2,3,4 4,315,000 0 0
VISHAY INTERTECHNOLOGY INC CV SR UNSEC NT 928298AP3 6,009 6,410,000 PRN   DFND 1,2,3,4 6,410,000 0 0
VISTA OIL & GAS SAB DE CV COMMON STOCK ADR 92837L109 9,720 1,880,000 SH   DFND 1,2,3,4 1,880,000 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 729,143 27,278,055 SH   DFND 1,2,3,4 27,278,055 0 0
VITAMIN SHOPPE INC CV SR UNSEC NT 92849EAB7 4,895 4,895,000 PRN   DFND 1,2,3,4 4,895,000 0 0
WEIBO CORP CV SR UNSEC NT 948596AC5 1,090 1,160,000 PRN   DFND 1,2,3,4 1,160,000 0 0
WELLS FARGO & CO 7.500000% CV PFD PERPETUAL PNC 949746804 1,098 721 SH   DFND 1,2,3,4 721 0 0
WESTERN ASSET MORTGAGE CAPITAL CORP CV SR UNSEC NT 95790DAA3 17,388 17,217,000 PRN   DFND 1,2,3,4 17,217,000 0 0
WESTERN DIGITAL CORP CV SR UNSEC NT PNC 958102AP0 20,514 21,315,000 PRN   DFND 1,2,3,4 21,315,000 0 0
WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 1,651 1,685,000 PRN   DFND 1,2,3,4 1,685,000 0 0
WIX.COM LTD CV SR UNSEC NT 92940WAB5 1,102 990,000 PRN   DFND 1,2,3,4 990,000 0 0
YANDEX NV-A Common Stock N97284108 17,115 488,857 SH   DFND 1,2,3,4 488,857 0 0
YETI HOLDINGS INC COMMON STOCK 98585X104 15,054 537,629 SH   DFND 1,2,3,4 537,629 0 0
YPF S.A.-SPONSORED ADR ADR 984245100 13,340 1,442,103 SH   DFND 1,2,3,4 1,442,103 0 0
ZILLOW GROUP INC CV SR UNSEC NT PNC 98954MAC5 5,576 6,314,000 PRN   DFND 1,2,3,4 6,314,000 0 0