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 6,088 7,114,000 PRN   DFND 1,2,3,4 7,114,000 0 0
AIR TRANSPORT SERVICES GROUP INC CV SR UNSEC NT 00922RAB1 3,465 3,385,000 PRN   DFND 1,2,3,4 3,385,000 0 0
AK STEEL CORP CV SR UNSEC NT 001546AP5 3,967 3,950,000 PRN   DFND 1,2,3,4 3,950,000 0 0
AKAMAI TECHNOLOGIES INC CV SR UNSEC NT 00971TAJ0 5,501 5,125,000 PRN   DFND 1,2,3,4 5,125,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 339,140 10,943,541 SH   DFND 1,2,3,4 10,943,541 0 0
ALTABA INC COMMON STOCK 021346101 16,783 241,933 SH   DFND 1,2,3,4 241,933 0 0
AMAG PHARMACEUTICALS INC CV SR UNSEC NT 00163UAD8 1,263 1,575,000 PRN   DFND 1,2,3,4 1,575,000 0 0
AMERICAN ELECTRIC POWER CO INC 6.125% CV PFD 025537127 511 9,550 SH   DFND 1,2,3,4 9,550 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 53,399 2,998,204 SH   DFND 1,2,3,4 2,998,204 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT 03762UAB1 6,687 6,669,000 PRN   DFND 1,2,3,4 6,669,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAW3 3,612 3,499,000 PRN   DFND 1,2,3,4 3,499,000 0 0
ASSERTIO THERAPEUTICS INC CV SR UNSEC NT PNC 249908AA2 19,126 26,583,000 PRN   DFND 1,2,3,4 26,583,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CV SR UNSEC NT 049164BH8 5,709 5,750,000 PRN   DFND 1,2,3,4 5,750,000 0 0
AZUL SA-ADR ADR 05501U106 50,718 1,516,668 SH   DFND 1,2,3,4 1,516,668 0 0
BANK OF AMERICA CORP 7.250000% CV PFD PERPETUAL PNC 060505682 2,688 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
BEIGENE LTD-ADR ADR 07725L102 3,310 26,700 SH   DFND 1,2,3,4 26,700 0 0
BEL FUSE INC COMMON STOCK 077347201 1,092 71,613 SH   DFND 1,2,3,4 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 3,006 175,060 SH   DFND 1,2,3,4 175,060 0 0
BERRY PETROLEUM CORP COMMON STOCK 08579X101 136,653 12,891,717 SH   DFND 1,2,3,4 12,891,717 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AC2 11,673 11,630,000 PRN   DFND 1,2,3,4 11,630,000 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 1,995 1,905,000 PRN   DFND 1,2,3,4 1,905,000 0 0
BONANZA CREEK ENERGY INC COMMON STOCK 097793400 33,125 1,586,383 SH   DFND 1,2,3,4 1,586,383 0 0
BOOKING HOLDINGS INC CV SR UNSEC NT 741503AX4 4,012 3,500,000 PRN   DFND 1,2,3,4 3,500,000 0 0
BRF SA-ADR ADR 10552T107 42,544 5,597,803 SH   DFND 1,2,3,4 5,597,803 0 0
CAESARS ENTERTAINMENT CORP COMMON STOCK 127686103 180,255 15,250,000 SH   DFND 1,2,3,4 15,250,000 0 0
CALAMP CORP CV SR UNSEC NT 128126AB5 3,752 3,844,000 PRN   DFND 1,2,3,4 3,844,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082206 338 32,142 SH   DFND 1,2,3,4 32,142 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 24,500 25,174,000 PRN   DFND 1,2,3,4 25,174,000 0 0
CEMEX SAB DE CV COMMON STOCK ADR 151290889 3,435 810,000 SH   DFND 1,2,3,4 810,000 0 0
CEMEX SAB DE CV CV SUB NT 151290BR3 8,338 8,335,000 PRN   DFND 1,2,3,4 8,335,000 0 0
CEMEX SAB DE CV CV SUB NT 151290BT9 6,805 6,805,000 PRN   DFND 1,2,3,4 6,805,000 0 0
CEMEX SAB-SPONS ADR PART CER ADR 151290889 27,023 6,373,331 SH   DFND 1,2,3,4 6,373,331 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 48,349 1,819,003 SH   DFND 1,2,3,4 1,819,003 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 666 845,000 PRN   DFND 1,2,3,4 845,000 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 24,665 415,735 SH   DFND 1,2,3,4 415,735 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS INC COMMON STOCK 18453H106 7,938 1,681,898 SH   DFND 1,2,3,4 1,681,898 0 0
CLOVIS ONCOLOGY INC CV SR UNSEC NT PNC 189464AB6 5,634 6,315,000 PRN   DFND 1,2,3,4 6,315,000 0 0
CNOOC LTD-SPON ADR ADR 126132109 59,112 346,997 SH   DFND 1,2,3,4 346,997 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAB2 27,691 28,328,000 PRN   DFND 1,2,3,4 28,328,000 0 0
CONTURA ENERGY INC COMMON STOCK 21241B100 5,191 100,000 SH   DFND 1,2,3,4 100,000 0 0
CROWN CASTLE INTERNATIONAL CORP 6.875% CV PFD 22822V309 2,887 2,402 SH   DFND 1,2,3,4 2,402 0 0
CSG SYSTEMS INTERNATIONAL INC CV SR UNSEC NT PNC 126349AF6 2,223 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT (SERIES: C) 22943FAF7 1,137 1,150,000 PRN   DFND 1,2,3,4 1,150,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAM2 15,353 15,416,000 PRN   DFND 1,2,3,4 15,416,000 0 0
CYPRESS SEMICONDUCTOR CORP CV SR UNSEC NT 232806AM1 424 252,000 PRN   DFND 1,2,3,4 252,000 0 0
DANAHER CORP 4.75% CV PFD 235851300 3,237 2,930 SH   DFND 1,2,3,4 2,930 0 0
DERMIRA INC CV SR UNSEC NT 24983LAB0 5,521 6,380,000 PRN   DFND 1,2,3,4 6,380,000 0 0
DHT HOLDINGS INC CV SR UNSEC NT PNC 23335SAB2 2,068 1,973,000 PRN   DFND 1,2,3,4 1,973,000 0 0
DIAMOND S SHIPPING INC COMMON STOCK Y20676105 282 22,076 SH   DFND 1,2,3,4 22,076 0 0
DISH NETWORK CORP CV SR UNSEC NT 25470MAB5 32,734 33,584,000 PRN   DFND 1,2,3,4 33,584,000 0 0
DISH NETWORK CORP CV SR UNSEC NT 25470MAD1 26,046 28,081,000 PRN   DFND 1,2,3,4 28,081,000 0 0
DTE ENERGY CO 6.5% CV PFD 233331883 1,534 27,300 SH   DFND 1,2,3,4 27,300 0 0
DYCOM INDUSTRIES INC CV SR UNSEC NT 267475AB7 17,229 17,576,000 PRN   DFND 1,2,3,4 17,576,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 141,658 27,034,083 SH   DFND 1,2,3,4 27,034,083 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 16,715 16,810,000 PRN   DFND 1,2,3,4 16,810,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 19,348 20,353,000 PRN   DFND 1,2,3,4 20,353,000 0 0
ENVESTNET INC CV SR UNSEC NT PNC 29404KAB2 2,706 2,265,000 PRN   DFND 1,2,3,4 2,265,000 0 0
EURONAV NV COMMON STOCK B38564108 76,532 8,107,246 SH   DFND 1,2,3,4 8,107,246 0 0
EXACT SCIENCES CORP CV SR UNSEC NT 30063PAB1 5,056 3,992,000 PRN   DFND 1,2,3,4 3,992,000 0 0
EXANTAS CAPITAL CORP CV SR UNSEC NT 76120WAC8 72,815 71,093,000 PRN   DFND 1,2,3,4 71,093,000 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 749 172,787 SH   DFND 1,2,3,4 172,787 0 0
FARMLAND PARTNERS INC COMMON STOCK REIT 31154R109 1,410 200,000 SH   DFND 1,2,3,4 200,000 0 0
FIREEYE INC CV SR UNSEC NT 31816QAB7 4,206 4,314,000 PRN   DFND 1,2,3,4 4,314,000 0 0
FLEXION THERAPEUTICS INC CV SR UNSEC NT PNC 33938JAB2 3,012 3,449,000 PRN   DFND 1,2,3,4 3,449,000 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 17,083 17,060,000 PRN   DFND 1,2,3,4 17,060,000 0 0
GCI LIBERTY INC COMMON STOCK 36164V305 9,219 150,000 SH   DFND 1,2,3,4 150,000 0 0
GNC HOLDINGS INC CV SR UNSEC NT 36191GAB3 3,150 3,694,000 PRN   DFND 1,2,3,4 3,694,000 0 0
GOLAR LNG LTD CV SR UNSEC NT 38046YAB7 13,483 14,555,000 PRN   DFND 1,2,3,4 14,555,000 0 0
GOLDMAN SACHS BDC INC CV SR UNSEC NT 38147UAB3 11,603 11,520,000 PRN   DFND 1,2,3,4 11,520,000 0 0
GOPRO INC CV SR UNSEC NT 38268TAB9 1,523 1,535,000 PRN   DFND 1,2,3,4 1,535,000 0 0
GREEN PLAINS INC CV SR UNSEC NT PNC 393222AF1 15,249 17,636,000 PRN   DFND 1,2,3,4 17,636,000 0 0
GRUPO TELEVISA SAB COMMON STOCK ADR 40049J206 3,250 385,000 SH   DFND 1,2,3,4 385,000 0 0
GUIDEWIRE SOFTWARE INC CV SR UNSEC NT PNC 40171VAA8 3,381 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC CV SR UNSEC NT 41068XAB6 3,132 2,845,000 PRN   DFND 1,2,3,4 2,845,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAD5 3,806 3,862,000 PRN   DFND 1,2,3,4 3,862,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAH0 9,420 9,340,000 PRN   DFND 1,2,3,4 9,340,000 0 0
HERCULES CAPITAL INC CV SR UNSEC NT 427096AF9 11,540 11,507,000 PRN   DFND 1,2,3,4 11,507,000 0 0
HOPE BANCORP INC CV SR UNSEC NT 43940TAB5 21,063 23,000,000 PRN   DFND 1,2,3,4 23,000,000 0 0
HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 2,584 2,325,000 PRN   DFND 1,2,3,4 2,325,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 23,672 23,784,000 PRN   DFND 1,2,3,4 23,784,000 0 0
HUYA INC-ADR ADR 44852D108 13,346 540,100 SH   DFND 1,2,3,4 540,100 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 108,728 8,635,910 SH   DFND 1,2,3,4 8,635,910 0 0
ILLUMINA INC CV SR UNSEC NT 452327AH2 5,571 3,600,000 PRN   DFND 1,2,3,4 3,600,000 0 0
INFINERA CORP COMMON STOCK 45667G103 61,038 20,975,384 SH   DFND 1,2,3,4 20,975,384 0 0
INFOSYS LTD-SP ADR ADR 456788108 39,301 3,672,938 SH   DFND 1,2,3,4 3,672,938 0 0
INFRASTRUCTURE AND ENERGY ALTERNATIVES INC COMMON STOCK 45686J104 39 18,926 SH   DFND 1,2,3,4 18,926 0 0
INPHI CORP CV SR UNSEC NT 45772FAB3 2,825 2,100,000 PRN   DFND 1,2,3,4 2,100,000 0 0
INSMED INC CV SR UNSEC NT PNC 457669AA7 3,778 3,875,000 PRN   DFND 1,2,3,4 3,875,000 0 0
INSULET CORP CV SR UNSEC NT PNC 45784PAH4 1,607 1,128,000 PRN   DFND 1,2,3,4 1,128,000 0 0
INTERCEPT PHARMACEUTICALS INC CV SR UNSEC NT PNC 45845PAA6 5,342 5,959,000 PRN   DFND 1,2,3,4 5,959,000 0 0
INVACARE CORP CV SR UNSEC NT 461203AF8 1,426 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 2,732 2,236,000 PRN   DFND 1,2,3,4 2,236,000 0 0
IONIS PHARMACEUTICALS INC CV SR UNSEC NT 464337AJ3 2,828 2,386,000 PRN   DFND 1,2,3,4 2,386,000 0 0
IRONWOOD PHARMACEUTICALS INC CV SR UNSEC NT 46333XAD0 1,071 1,000,000 PRN   DFND 1,2,3,4 1,000,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 2,114 59,800 SH   DFND 1,2,3,4 59,800 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 112,323 11,923,666 SH   DFND 1,2,3,4 11,923,666 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 4,063 2,910,000 PRN   DFND 1,2,3,4 2,910,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AB7 2,236 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 20,137 19,385,000 PRN   DFND 1,2,3,4 19,385,000 0 0
LAM RESEARCH CORP COMMON STOCK 512807108 18,784 100,000 SH Put DFND 1,2,3,4 100,000 0 0
LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 5,113 182,800 SH   DFND 1,2,3,4 182,800 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CV SR UNSEC NT (LMCK/FWONK) 531229AF9 2,976 2,522,000 PRN   DFND 1,2,3,4 2,522,000 0 0
LIGAND PHARMACEUTICALS INC CV SR UNSEC NT 53220KAF5 17,013 19,648,000 PRN   DFND 1,2,3,4 19,648,000 0 0
LIVE NATION ENTERTAINMENT INC CV SR UNSEC NT 538034AQ2 1,335 1,125,000 PRN   DFND 1,2,3,4 1,125,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK ADR 54150E104 1,252 107,000 SH   DFND 1,2,3,4 107,000 0 0
LUMENTUM HOLDINGS INC CV SR UNSEC NT 55024UAB5 1,882 1,596,000 PRN   DFND 1,2,3,4 1,596,000 0 0
MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAB1 22,724 25,711,000 PRN   DFND 1,2,3,4 25,711,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 33,638 3,250,000 SH   DFND 1,2,3,4 3,250,000 0 0
MEDICINES CO/THE CV SR UNSEC NT PNC 584688AG0 3,549 3,530,000 PRN   DFND 1,2,3,4 3,530,000 0 0
MERITOR INC CV SR UNSEC NT 59001KAF7 2,712 2,595,000 PRN   DFND 1,2,3,4 2,595,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 29,171 2,220,000 SH   DFND 1,2,3,4 2,220,000 0 0
MICROCHIP TECHNOLOGY INC CV SR SUB NT 595017AF1 11,294 9,567,000 PRN   DFND 1,2,3,4 9,567,000 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 57,885 1,500,000 SH Put DFND 1,2,3,4 1,500,000 0 0
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 821 139,473 SH   DFND 1,2,3,4 139,473 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2,779 298,500 SH   DFND 1,2,3,4 298,500 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 15,440 1,927,544 SH   DFND 1,2,3,4 1,927,544 0 0
NEUROCRINE BIOSCIENCES INC CV SR UNSEC NT PNC 64125CAD1 3,952 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
NEVRO CORP CV SR UNSEC NT 64157FAA1 8,721 8,429,000 PRN   DFND 1,2,3,4 8,429,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AC4 4,698 4,545,000 PRN   DFND 1,2,3,4 4,545,000 0 0
NEW YORK MORTGAGE TRUST INC CV SR UNSEC NT 649604AD7 16,611 16,504,000 PRN   DFND 1,2,3,4 16,504,000 0 0
NEXTERA ENERGY INC 6.123% CV PFD 65339F820 1,557 23,980 SH   DFND 1,2,3,4 23,980 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 141,266 4,975,911 SH   DFND 1,2,3,4 4,975,911 0 0
NRG ENERGY INC CV SR UNSEC NT 629377CG5 1,531 1,430,000 PRN   DFND 1,2,3,4 1,430,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT 67020YAF7 6,019 6,318,000 PRN   DFND 1,2,3,4 6,318,000 0 0
NUVASIVE INC CV SR UNSEC NT PNC 670704AG0 2,373 2,085,000 PRN   DFND 1,2,3,4 2,085,000 0 0
NXP SEMICONDUCTORS NV CV SR UNSEC NT 62952QAB6 3,616 3,424,000 PRN   DFND 1,2,3,4 3,424,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,496 276,000 SH   DFND 1,2,3,4 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 3,328 392,000 SH   DFND 1,2,3,4 392,000 0 0
OI SA COMMON STOCK ADR 670851500 4,425 2,201,646 SH   DFND 1,2,3,4 2,201,646 0 0
ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 3,532 2,870,000 PRN   DFND 1,2,3,4 2,870,000 0 0
OSI SYSTEMS INC CV SR UNSEC NT PNC 671044AD7 3,391 2,855,000 PRN   DFND 1,2,3,4 2,855,000 0 0
PAMPA ENERGIA SA COMMON STOCK ADR 697660207 18,306 528,000 SH   DFND 1,2,3,4 528,000 0 0
PATRICK INDUSTRIES INC CV SR UNSEC NT 703343AB9 14,174 15,547,000 PRN   DFND 1,2,3,4 15,547,000 0 0
PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 21,836 21,567,000 PRN   DFND 1,2,3,4 21,567,000 0 0
PDC ENERGY INC CV SR UNSEC NT 69327RAD3 5,730 6,086,000 PRN   DFND 1,2,3,4 6,086,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAG9 964 914,000 PRN   DFND 1,2,3,4 914,000 0 0
PENN VIRGINIA CORP COMMON STOCK 70788V102 7,639 248,979 SH   DFND 1,2,3,4 248,979 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 26,497 26,125,000 PRN   DFND 1,2,3,4 26,125,000 0 0
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 34,268 2,200,848 SH   DFND 1,2,3,4 2,200,848 0 0
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 79,349 5,587,814 SH   DFND 1,2,3,4 5,587,814 0 0
PG&E CORP COMMON STOCK 69331C108 27,848 1,215,000 SH   DFND 1,2,3,4 1,215,000 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 26,067 26,192,000 PRN   DFND 1,2,3,4 26,192,000 0 0
PRETIUM RESOURCES INC CV SR SUB NT PNC 74139CAB8 1,366 1,395,000 PRN   DFND 1,2,3,4 1,395,000 0 0
PTC THERAPEUTICS INC CV SR UNSEC NT PNC 69366JAB7 2,219 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
QIAGEN NV CV SR UNSEC NT REG S N72482AT4 13,121 11,800,000 PRN   DFND 1,2,3,4 11,800,000 0 0
QTS REALTY TRUST INC 6.500000% CV PFD PERPETUAL PNC 74736A301 1,860 16,790 SH   DFND 1,2,3,4 16,790 0 0
RADIUS HEALTH INC CV SR UNSEC NT PNC 750469AA6 10,399 11,460,000 PRN   DFND 1,2,3,4 11,460,000 0 0
REDFIN CORP CV SR UNSEC NT PNC 75737FAA6 5,488 5,901,000 PRN   DFND 1,2,3,4 5,901,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 18,735 18,577,000 PRN   DFND 1,2,3,4 18,577,000 0 0
SANDRIDGE ENERGY INC COMMON STOCK 80007P869 934 135,000 SH   DFND 1,2,3,4 135,000 0 0
SAREPTA THERAPEUTICS INC CV SR UNSEC NT 803607AB6 691 310,000 PRN   DFND 1,2,3,4 310,000 0 0
SCORPIO TANKERS INC CV SR UNSEC NT 80918TAB5 3,001 2,875,000 PRN   DFND 1,2,3,4 2,875,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 15,322 15,468,000 PRN   DFND 1,2,3,4 15,468,000 0 0
SEMPRA ENERGY 6.75% CV PFD 816851505 1,593 14,350 SH   DFND 1,2,3,4 14,350 0 0
SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 22,302 21,993,000 PRN   DFND 1,2,3,4 21,993,000 0 0
SIGA TECHNOLOGIES INC COMMON STOCK 826917106 908 159,782 SH   DFND 1,2,3,4 159,782 0 0
SILICON LABORATORIES INC CV SR UNSEC NT PNC 826919AB8 2,449 1,965,000 PRN   DFND 1,2,3,4 1,965,000 0 0
SM ENERGY CO CV SR UNSEC NT 78454LAM2 8,369 9,047,000 PRN   DFND 1,2,3,4 9,047,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 26,140 27,039,000 PRN   DFND 1,2,3,4 27,039,000 0 0
SPDR S&P 500 ETF TRUST ETF 78462F103 237,330 810,000 SH Put DFND 1,2,3,4 810,000 0 0
SQUARE INC CV SR UNSEC NT 852234AD5 4,793 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
SSR MINING INC CV SR UNSEC NT PNC 82823LAC0 13,760 13,744,000 PRN   DFND 1,2,3,4 13,744,000 0 0
STANLEY BLACK & DECKER INC 5.375% CV PFD 854502887 2,862 28,300 SH   DFND 1,2,3,4 28,300 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 361,043 37,413,697 SH   DFND 1,2,3,4 37,413,697 0 0
STONEMOR PARTNERS LP COMMON STOCK 86183Q100 9,851 4,477,857 SH   DFND 1,2,3,4 4,477,857 0 0
SUNOPTA INC COMMON STOCK 8676EP108 26,625 8,092,699 SH   DFND 1,2,3,4 8,092,699 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AL3 2,115 2,374,000 PRN   DFND 1,2,3,4 2,374,000 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 46,440 2,400,000 SH   DFND 1,2,3,4 2,400,000 0 0
SYNAPTICS INC CV SR UNSEC NT PNC 87157DAD1 15,380 17,170,000 PRN   DFND 1,2,3,4 17,170,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 114,362 2,919,573 SH   DFND 1,2,3,4 2,919,573 0 0
TELECOM ARGENTINA SA COMMON STOCK ADR 879273209 21,169 1,198,000 SH   DFND 1,2,3,4 1,198,000 0 0
TESLA INC CV SR UNSEC NT 88160RAC5 875 920,000 PRN   DFND 1,2,3,4 920,000 0 0
TESLA INC CV SR UNSEC NT 88160RAD3 7,901 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
TEVA PHARMACEUTICAL FINANCE CO LLC CV SR UNSEC NT 88163VAE9 6,907 7,511,000 PRN   DFND 1,2,3,4 7,511,000 0 0
TORM PLC COMMON STOCK G89479102 413,978 47,600,172 SH   DFND 1,2,3,4 47,600,172 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 8,583 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 10,765 10,686,000 PRN   DFND 1,2,3,4 10,686,000 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK ADR 893870204 15,082 1,043,000 SH   DFND 1,2,3,4 1,043,000 0 0
TUTOR PERINI CORP CV SR UNSEC NT PNC 901109AD0 17,235 18,135,000 PRN   DFND 1,2,3,4 18,135,000 0 0
TWILIO INC CV SR UNSEC NT PNC 90138FAB8 824 410,000 PRN   DFND 1,2,3,4 410,000 0 0
TWITTER INC CV SR UNSEC NT 90184LAB8 6,659 6,680,000 PRN   DFND 1,2,3,4 6,680,000 0 0
TWITTER INC CV SR UNSEC NT 90184LAD4 20,151 21,000,000 PRN   DFND 1,2,3,4 21,000,000 0 0
TWITTER INC CV SR UNSEC NT 90184LAF9 5,397 5,514,000 PRN   DFND 1,2,3,4 5,514,000 0 0
TWO HARBORS INVESTMENT CORP CV SR UNSEC NT 90187BAA9 18,841 18,646,000 PRN   DFND 1,2,3,4 18,646,000 0 0
ULTRA PETROLEUM CORP COMMON STOCK 903914208 109 590,799 SH   DFND 1,2,3,4 590,799 0 0
US WELL SERVICES INC WARRANT STRIKE 5.75 EXP 11/09/2023 91274U119 950 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
VANECK VECTORS SEMICONDUCTOR ETF ETF 92189F676 82,635 750,000 SH Put DFND 1,2,3,4 750,000 0 0
VEECO INSTRUMENTS INC CV SR UNSEC NT PNC 922417AD2 14,778 16,560,000 PRN   DFND 1,2,3,4 16,560,000 0 0
VEON LTD COMMON STOCK ADR 91822M106 4,700 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 2,614 2,428,000 PRN   DFND 1,2,3,4 2,428,000 0 0
VERSO CORP COMMON STOCK 92531L207 25,361 1,331,319 SH   DFND 1,2,3,4 1,331,319 0 0
VIAVI SOLUTIONS INC CV SR UNSEC NT 925550AB1 3,904 3,315,000 PRN   DFND 1,2,3,4 3,315,000 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 637,347 28,151,399 SH   DFND 1,2,3,4 28,151,399 0 0
VITAMIN SHOPPE INC CV SR UNSEC NT 92849EAB7 8,487 9,525,000 PRN   DFND 1,2,3,4 9,525,000 0 0
WEIBO CORP CV SR UNSEC NT 948596AC5 4,698 4,950,000 PRN   DFND 1,2,3,4 4,950,000 0 0
WEIBO CORP-SPON ADR ADR 948596101 23,165 531,918 SH   DFND 1,2,3,4 531,918 0 0
WELLS FARGO & CO 7.500000% CV PFD PERPETUAL PNC 949746804 984 721 SH   DFND 1,2,3,4 721 0 0
WESTERN ASSET MORTGAGE CAPITAL CORP CV SR UNSEC NT 95790DAA3 7,376 7,452,000 PRN   DFND 1,2,3,4 7,452,000 0 0
WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 27,137 27,975,000 PRN   DFND 1,2,3,4 27,975,000 0 0
WORKDAY INC CV SR UNSEC NT 98138HAF8 2,516 1,675,000 PRN   DFND 1,2,3,4 1,675,000 0 0
YANDEX NV-A Common Stock N97284108 22,155 583,020 SH   DFND 1,2,3,4 583,020 0 0
YETI HOLDINGS INC COMMON STOCK 98585X104 15,564 537,629 SH   DFND 1,2,3,4 537,629 0 0
ZILLOW GROUP INC CV SR UNSEC NT PNC 98954MAB7 9,703 8,554,000 PRN   DFND 1,2,3,4 8,554,000 0 0
ZILLOW GROUP INC CV SR UNSEC NT PNC 98954MAC5 18,048 18,289,000 PRN   DFND 1,2,3,4 18,289,000 0 0