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
51JOB INC CV SR NT 316827AC8 20,429 17,435,000 PRN   DFND 1,2,3,4 17,435,000 0 0
ACETO CORP CV SR UNSEC NT 004446AD2 7,215 7,814,000 PRN   DFND 1,2,3,4 7,814,000 0 0
ACORDA THERAPEUTICS INC CV SR UNSEC NT PNC 00484MAA4 6,021 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
AEGEAN MARINE PETROLEUM NETWORK INC CV SR UNSEC NT PNC Y0020QAA9 2,486 2,500,000 PRN   DFND 1,2,3,4 2,500,000 0 0
AEGERION PHARMACEUTICALS INC CV SR UNSEC NT 00767EAB8 3,826 4,750,000 PRN   DFND 1,2,3,4 4,750,000 0 0
AKAMAI TECHNOLOGIES INC CV SR UNSEC NT 00971TAG6 3,999 4,080,000 PRN   DFND 1,2,3,4 4,080,000 0 0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC CV SR SUB NT 01167PAE1 1,273 1,227,000 PRN   DFND 1,2,3,4 1,227,000 0 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 91,151 647,279 SH   DFND 1,2,3,4 647,279 0 0
ALLERGAN PLC 5.50% MAND CV PFD SER A G0177J116 60,975 70,296 SH   DFND 1,2,3,4 70,296 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 216,973 10,381,462 SH   DFND 1,2,3,4 10,381,462 0 0
ALTABA INC COMMON STOCK 021346101 57,835 1,061,588 SH   DFND 1,2,3,4 1,061,588 0 0
ALTABA INC CV SR UNSEC NT 984332AF3 35,300 30,963,000 PRN   DFND 1,2,3,4 30,963,000 0 0
AMBEV SA-ADR ADR 02319V103 28,506 5,195,776 SH   DFND 1,2,3,4 5,195,776 0 0
AMERICA MOVIL-SPN ADR CL L ADR 02364W105 25,652 1,612,339 SH   DFND 1,2,3,4 1,612,339 0 0
AMERICAN TOWER CORP 5.50% MAND CV SER-B PFD REIT 03027X407 26,035 214,761 SH   DFND 1,2,3,4 214,761 0 0
AMTRUST FINANCIAL SERVICES INC CV SR UNSEC NT PNC CPDI 032359AG6 11,036 14,663,000 PRN   DFND 1,2,3,4 14,663,000 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 29,892 3,077,225 SH   DFND 1,2,3,4 3,077,225 0 0
ANTHEM INC 5.25% CV MAND PFD 036752202 32,224 610,100 SH   DFND 1,2,3,4 610,100 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT REIT 03762UAA3 23,267 21,158,000 PRN   DFND 1,2,3,4 21,158,000 0 0
AVID TECHNOLOGY INC CV SR UNSEC NT 05367PAB6 6,265 8,500,000 PRN   DFND 1,2,3,4 8,500,000 0 0
AZUL SA ADR 05501U106 20,763 985,641 SH   DFND 1,2,3,4 985,641 0 0
BANK OF AMERICA CORP 7.250000% CV PFD PERPETUAL PNC 060505682 7,571 6,000 SH   DFND 1,2,3,4 6,000 0 0
BECTON DICKINSON AND CO 6.125% CV PFD 075887208 45,068 822,700 SH   DFND 1,2,3,4 822,700 0 0
BELLATRIX EXPLORATION LTD COMMON STOCK 078314101 10,684 18,750,000 SH   DFND 1,2,3,4 18,750,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAE1 36,632 32,883,000 PRN   DFND 1,2,3,4 32,883,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAF8 5,968 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AB4 6,159 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AC2 8,192 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT 09257WAB6 23,689 23,170,000 PRN   DFND 1,2,3,4 23,170,000 0 0
BONANZA CREEK ENERGY INC COMMON STOCK 097793400 16,676 525,900 SH   DFND 1,2,3,4 525,900 0 0
BRF SA-ADR ADR 10552T107 29,321 2,488,561 SH   DFND 1,2,3,4 2,488,561 0 0
BROOKDALE SENIOR LIVING INC CV SR UNSEC NT 112463AA2 25,664 25,800,000 PRN   DFND 1,2,3,4 25,800,000 0 0
CALATLANTIC GROUP INC CV SR UNSEC NT PNC 783764AS2 26,204 27,500,000 PRN   DFND 1,2,3,4 27,500,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 11,253 11,500,000 PRN   DFND 1,2,3,4 11,500,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 2,785 819,228 SH   DFND 1,2,3,4 819,228 0 0
CEMEX SAB DE CV COMMON STOCK ADR 151290889 68,927 7,320,811 SH   DFND 1,2,3,4 7,320,811 0 0
CEMEX SAB DE CV CV SUB NT 151290BR3 101,636 87,665,000 PRN   DFND 1,2,3,4 87,665,000 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 36,431 1,469,003 SH   DFND 1,2,3,4 1,469,003 0 0
CHART INDUSTRIES INC CV SR SUB NT 16115QAC4 14,197 14,250,000 PRN   DFND 1,2,3,4 14,250,000 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 21,440 31,016,000 PRN   DFND 1,2,3,4 31,016,000 0 0
CIT GROUP INC COMMON STOCK 125581801 16,588 340,600 SH   DFND 1,2,3,4 340,600 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 18,842 15,662,000 PRN   DFND 1,2,3,4 15,662,000 0 0
CNOOC LTD-SPON ADR ADR 126132109 23,226 212,425 SH   DFND 1,2,3,4 212,425 0 0
COLONY NORTHSTAR INC CV SR UNSEC NT REIT PNC 19624RAA4 31,950 30,287,000 PRN   DFND 1,2,3,4 30,287,000 0 0
COLONY NORTHSTAR INC CV SR UNSEC NT REIT PNC 19624RAB2 6,110 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
COMSTOCK RESOURCES INC CV SEC 2ND LIEN PIK NT PNC 205768AM6 15,559 19,947,031 PRN   DFND 1,2,3,4 19,947,031 0 0
COMSTOCK RESOURCES INC CV SEC 2ND LIEN PIK NT PNC 205768AN4 27,334 35,498,104 PRN   DFND 1,2,3,4 35,498,104 0 0
CONTANGO OIL & GAS CO COMMON STOCK 21075N204 8,611 1,296,813 SH   DFND 1,2,3,4 1,296,813 0 0
CSG SYSTEMS INTERNATIONAL INC CV SR UNSEC NT PNC 126349AF6 13,767 12,758,000 PRN   DFND 1,2,3,4 12,758,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT (SERIES: C) 22943FAF7 25,305 21,870,000 PRN   DFND 1,2,3,4 21,870,000 0 0
DHT HOLDINGS INC CV SR UNSEC NT PNC 23335SAB2 7,380 7,500,000 PRN   DFND 1,2,3,4 7,500,000 0 0
DOMINION ENERGY INC 6.75% CV PFD 25746U836 20,330 404,000 SH   DFND 1,2,3,4 404,000 0 0
DYCOM INDUSTRIES INC CV SR UNSEC NT 267475AB7 22,678 19,554,000 PRN   DFND 1,2,3,4 19,554,000 0 0
DYNEGY INC COMMON STOCK 26817R108 69,670 8,424,322 SH   DFND 1,2,3,4 8,424,322 0 0
DYNEGY INC 7% CV PFD 26817R405 5,815 95,500 SH   DFND 1,2,3,4 95,500 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 3,715 785,363 SH   DFND 1,2,3,4 785,363 0 0
EGALET CORP CV SR UNSEC NT 28226BAB0 1,844 3,200,000 PRN   DFND 1,2,3,4 3,200,000 0 0
ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 37,535 34,888,000 PRN   DFND 1,2,3,4 34,888,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AF9 16,830 15,746,000 PRN   DFND 1,2,3,4 15,746,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 18,528 19,500,000 PRN   DFND 1,2,3,4 19,500,000 0 0
ENDOLOGIX INC CV SR UNSEC NT PNC 29266SAA4 3,814 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
ENERGY TRANSFER PARTNERS LP COMMON STOCK 29278N103 5,444 267,000 SH   DFND 1,2,3,4 267,000 0 0
ENERGY XXI GULF COAST INC COMMON STOCK 29276K101 72,619 3,910,545 SH   DFND 1,2,3,4 3,910,545 0 0
ENERNOC INC CV SR UNSEC NT 292764AB3 2,008 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
ENVESTNET INC CV SR UNSEC NT 29404KAA4 7,092 7,227,000 PRN   DFND 1,2,3,4 7,227,000 0 0
EXCO RESOURCES INC COMMON STOCK 269279501 5,437 2,051,578 SH   DFND 1,2,3,4 2,051,578 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 2,727 202,787 SH   DFND 1,2,3,4 202,787 0 0
EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 13,306 13,740,000 PRN   DFND 1,2,3,4 13,740,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAM3 12,759 11,350,000 PRN   DFND 1,2,3,4 11,350,000 0 0
FIRST BANCORP/PUERTO RICO COMMON STOCK 318672706 115,806 20,001,066 SH   DFND 1,2,3,4 20,001,066 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 4,456 4,400,000 PRN   DFND 1,2,3,4 4,400,000 0 0
GAIN CAPITAL HOLDINGS INC CV SR UNSEC NT PNC 36268WAB6 10,149 10,750,000 PRN   DFND 1,2,3,4 10,750,000 0 0
GENER8 MARITIME INC COMMON STOCK Y26889108 74,268 13,052,534 SH   DFND 1,2,3,4 13,052,534 0 0
GENERAL CABLE CORP CV SUB NT MULTI-CPN PNC 369300AL2 9,873 12,780,000 PRN   DFND 1,2,3,4 12,780,000 0 0
GERDAU SA -SPON ADR ADR 373737105 22,165 7,271,848 SH   DFND 1,2,3,4 7,271,848 0 0
GLOBAL EAGLE ENTERTAINMENT INC CV SR UNSEC NT PNC 37951DAB8 1,877 2,910,000 PRN   DFND 1,2,3,4 2,910,000 0 0
GNC HOLDINGS INC CV SR UNSEC NT 36191GAB3 3,377 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
GOGO INC CV SR UNSEC NT 38046CAB5 10,413 11,500,000 PRN   DFND 1,2,3,4 11,500,000 0 0
GSV CAPITAL CORP CV SR UNSEC NT 36191JAB7 5,977 6,100,000 PRN   DFND 1,2,3,4 6,100,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 10,867 10,731,000 PRN   DFND 1,2,3,4 10,731,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT CPDI 42330PAG2 12,894 13,000,000 PRN   DFND 1,2,3,4 13,000,000 0 0
HERBALIFE LTD CV SR UNSEC NT 42703MAB9 36,136 34,500,000 PRN   DFND 1,2,3,4 34,500,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 11,622 12,066,000 PRN   DFND 1,2,3,4 12,066,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 65,217 7,275,866 SH   DFND 1,2,3,4 7,275,866 0 0
INFOSYS LTD-SP ADR ADR 456788108 440 30,624 SH   DFND 1,2,3,4 30,624 0 0
INNOVIVA INC CV SUB NT 88338TAB0 22,016 24,060,000 PRN   DFND 1,2,3,4 24,060,000 0 0
INTEGRATED DEVICE TECHNOLOGY INC CV SR UNSEC NT 458118AC0 37,541 35,175,000 PRN   DFND 1,2,3,4 35,175,000 0 0
INTERCEPT PHARMACEUTICALS INC CV SR UNSEC NT PNC 45845PAA6 9,807 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
IONIS PHARMACEUTICALS INC CV SR UNSEC NT 464337AJ3 24,499 22,860,000 PRN   DFND 1,2,3,4 22,860,000 0 0
IRONWOOD PHARMACEUTICALS INC CV SR UNSEC NT 46333XAD0 26,612 19,584,000 PRN   DFND 1,2,3,4 19,584,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 583 20,100 SH   DFND 1,2,3,4 20,100 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 97,408 8,821,428 SH   DFND 1,2,3,4 8,821,428 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 20,497 14,927,000 PRN   DFND 1,2,3,4 14,927,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AB7 38,015 34,343,000 PRN   DFND 1,2,3,4 34,343,000 0 0
JEFFERIES GROUP LLC CV SR UNSEC NT PNC 472319AG7 17,691 17,500,000 PRN   DFND 1,2,3,4 17,500,000 0 0
KB HOME CV SR UNSEC NT 48666KAS8 8,381 7,800,000 PRN   DFND 1,2,3,4 7,800,000 0 0
KNOWLES CORP CV SR UNSEC NT 49926DAB5 14,728 12,469,000 PRN   DFND 1,2,3,4 12,469,000 0 0
LIBERTY INTERACTIVE LLC CV SR UNSEC NT 144A (EX: CHTR) 530610AD6 62,314 54,180,000 PRN   DFND 1,2,3,4 54,180,000 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT (BASKET: LMCA/FWONA...) 531229AB8 15,912 13,463,000 PRN   DFND 1,2,3,4 13,463,000 0 0
LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 23,205 968,078 SH   DFND 1,2,3,4 968,078 0 0
LIBERTY VENTURES COMMON STOCK 53071M856 15,687 300,000 SH   DFND 1,2,3,4 300,000 0 0
LIVE NATION ENTERTAINMENT INC CV SR UNSEC NT 538034AJ8 41,418 36,072,000 PRN   DFND 1,2,3,4 36,072,000 0 0
M/I HOMES INC CV SR SUB NT PNC 55292PAB1 6,126 5,885,000 PRN   DFND 1,2,3,4 5,885,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 15,827 1,615,000 SH   DFND 1,2,3,4 1,615,000 0 0
MATLIN AND PARTNERS ACQUISITION CORP COMMON STOCK 57682V205 15,045 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
MERITAGE HOMES CORP CV SR UNSEC NT 59001AAR3 8,408 8,300,000 PRN   DFND 1,2,3,4 8,300,000 0 0
MERITOR INC CV SR UNSEC STEP CPN NT 043353AH4 5,760 5,500,000 PRN   DFND 1,2,3,4 5,500,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 14,168 1,265,000 SH   DFND 1,2,3,4 1,265,000 0 0
MICRON TECHNOLOGY INC CV SR UNSEC NT SER-G PNC 595112AY9 60,578 53,364,000 PRN   DFND 1,2,3,4 53,364,000 0 0
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 2,586 204,107 SH   DFND 1,2,3,4 204,107 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2,502 298,500 SH   DFND 1,2,3,4 298,500 0 0
MODUSLINK GLOBAL SOLUTIONS INC CV SR UNSEC NT 60786LAB3 3,192 3,400,000 PRN   DFND 1,2,3,4 3,400,000 0 0
NACCO INDUSTRIES INC COMMON STOCK 629579103 3,285 46,370 SH   DFND 1,2,3,4 46,370 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK 63861C109 32,368 1,809,291 SH   DFND 1,2,3,4 1,809,291 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAQ1 6,331 6,300,000 PRN   DFND 1,2,3,4 6,300,000 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAS7 7,895 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
NEVRO CORP CV SR UNSEC NT 64157FAA1 11,088 10,230,000 PRN   DFND 1,2,3,4 10,230,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 10,380 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
NEW YORK MORTGAGE TRUST INC CV SR UNSEC NT 649604AD7 13,542 13,500,000 PRN   DFND 1,2,3,4 13,500,000 0 0
NEWPARK RESOURCES INC CV SR UNSEC NT 651718AC2 3,991 3,921,000 PRN   DFND 1,2,3,4 3,921,000 0 0
NEXTERA ENERGY INC 6.123% CV PFD 65339F820 28,997 536,900 SH   DFND 1,2,3,4 536,900 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 66,598 5,816,443 SH   DFND 1,2,3,4 5,816,443 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAG5 24,413 23,415,000 PRN   DFND 1,2,3,4 23,415,000 0 0
NUVASIVE INC CV SR UNSEC NT PNC 670704AG0 36,726 26,555,000 PRN   DFND 1,2,3,4 26,555,000 0 0
ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 44,717 43,040,000 PRN   DFND 1,2,3,4 43,040,000 0 0
PALO ALTO NETWORKS INC CV SR UNSEC NT 697435AB1 14,435 11,000,000 PRN   DFND 1,2,3,4 11,000,000 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207 3,443 190,862 SH   DFND 1,2,3,4 190,862 0 0
PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 13,485 13,000,000 PRN   DFND 1,2,3,4 13,000,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAF1 4,989 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAG9 7,253 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 30,061 30,162,000 PRN   DFND 1,2,3,4 30,162,000 0 0
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 1,967 246,161 SH   DFND 1,2,3,4 246,161 0 0
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 41,007 5,501,097 SH   DFND 1,2,3,4 5,501,097 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 25,691 26,850,000 PRN   DFND 1,2,3,4 26,850,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AX4 52,407 45,669,000 PRN   DFND 1,2,3,4 45,669,000 0 0
PROOFPOINT INC CV SR UNSEC NT PNC 743424AD5 6,617 5,306,000 PRN   DFND 1,2,3,4 5,306,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 19,077 18,951,000 PRN   DFND 1,2,3,4 18,951,000 0 0
PTC THERAPEUTICS INC CV SR UNSEC NT PNC 69366JAB7 7,617 9,700,000 PRN   DFND 1,2,3,4 9,700,000 0 0
QIAGEN NV CV SR UNSEC NT REG S 104647723 6,631 5,400,000 PRN   DFND 1,2,3,4 5,400,000 0 0
QUIDEL CORP CV SR UNSEC NT 74838JAA9 9,034 8,097,000 PRN   DFND 1,2,3,4 8,097,000 0 0
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AB0 9,175 9,650,000 PRN   DFND 1,2,3,4 9,650,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 12,154 11,567,000 PRN   DFND 1,2,3,4 11,567,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 9,370 9,210,000 PRN   DFND 1,2,3,4 9,210,000 0 0
RENEWABLE ENERGY GROUP INC CV SR UNSEC NT 75972AAA1 2,237 2,009,000 PRN   DFND 1,2,3,4 2,009,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 12,389 12,188,000 PRN   DFND 1,2,3,4 12,188,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAB0 17,337 16,723,000 PRN   DFND 1,2,3,4 16,723,000 0 0
RTI INTERNATIONAL METALS INC CV SR UNSEC NT 74973WAB3 23,967 22,385,000 PRN   DFND 1,2,3,4 22,385,000 0 0
SANCHEZ ENERGY CORP COMMON STOCK 79970Y105 258 36,079 SH   DFND 1,2,3,4 36,079 0 0
SANDRIDGE ENERGY INC COMMON STOCK 80007P869 2,323 135,000 SH   DFND 1,2,3,4 135,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 30,744 36,333,000 PRN   DFND 1,2,3,4 36,333,000 0 0
SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 12,242 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
SILVER STANDARD RESOURCES INC CV SR UNSEC NT PNC 82823LAC0 19,745 20,283,000 PRN   DFND 1,2,3,4 20,283,000 0 0
SMART GLOBAL HOLDINGS INC COMMON STOCK G8232Y101 7,580 468,185 SH   DFND 1,2,3,4 468,185 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 39,123 41,210,000 PRN   DFND 1,2,3,4 41,210,000 0 0
SPECTRANETICS CORP/THE CV SR UNSEC NT PNC 84760CAA5 8,202 6,041,000 PRN   DFND 1,2,3,4 6,041,000 0 0
SPECTRUM PHARMACEUTICALS INC CV SR UNSEC NT 84763AAB4 9,693 9,119,000 PRN   DFND 1,2,3,4 9,119,000 0 0
SPDR S&P HOMEBUILDERS ETF ETF 78464A888 38,530 1,000,000 SH Put DFND 1,2,3,4 1,000,000 0 0
STANLEY BLACK & DECKER INC 5.375% CV PFD 854502887 15,701 143,100 SH   DFND 1,2,3,4 143,100 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 318,879 32,439,506 SH   DFND 1,2,3,4 32,439,506 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAA3 7,185 6,606,000 PRN   DFND 1,2,3,4 6,606,000 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAC9 23,239 23,100,000 PRN   DFND 1,2,3,4 23,100,000 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT 85571BAH8 6,062 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
STONEMOR PARTNERS LP COMMON STOCK 86183Q100 11,812 1,250,000 SH   DFND 1,2,3,4 1,250,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 44,805 4,392,699 SH   DFND 1,2,3,4 4,392,699 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AL3 19,853 23,000,000 PRN   DFND 1,2,3,4 23,000,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 133,979 3,835,125 SH   DFND 1,2,3,4 3,835,125 0 0
TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 8,004 7,500,000 PRN   DFND 1,2,3,4 7,500,000 0 0
TELIGENT INC CV SR UNSEC NT PNC 449575AB5 11,241 10,500,000 PRN   DFND 1,2,3,4 10,500,000 0 0
TESLA INC CV SR UNSEC NT 88160RAC5 73,493 63,340,000 PRN   DFND 1,2,3,4 63,340,000 0 0
TICC CAPITAL CORP CV SR UNSEC NT 87244TAB5 13,168 13,000,000 PRN   DFND 1,2,3,4 13,000,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 11,938 12,307,000 PRN   DFND 1,2,3,4 12,307,000 0 0
TOLL BROTHERS FINANCE CORP CV SR UNSEC NT CPDI 88947EAM2 21,236 21,210,000 PRN   DFND 1,2,3,4 21,210,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 16,335 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 12,302 11,800,000 PRN   DFND 1,2,3,4 11,800,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 578,320 14,184,998 SH   DFND 1,2,3,4 14,184,998 0 0
TWITTER INC CV SR UNSEC NT 90184LAB8 16,411 17,375,000 PRN   DFND 1,2,3,4 17,375,000 0 0
TWO HARBORS INVESTMENT CORP CV SR UNSEC NT 90187BAA9 11,643 11,000,000 PRN   DFND 1,2,3,4 11,000,000 0 0
ULTRA PETROLEUM CORP COMMON STOCK 903914208 8,931 823,044 SH   DFND 1,2,3,4 823,044 0 0
VALE SA COMMON STOCK 91912E105 11,699 1,337,000 SH   DFND 1,2,3,4 1,337,000 0 0
VALE SA-SP PREF ADR ADR 91912E204 72,903 8,951,386 SH   DFND 1,2,3,4 8,951,386 0 0
VECTOR GROUP LTD CV SR UNSEC NT VARIABLE 92240MBC1 28,044 24,335,000 PRN   DFND 1,2,3,4 24,335,000 0 0
VEECO INSTRUMENTS INC CV SR UNSEC NT PNC 922417AD2 15,520 15,093,000 PRN   DFND 1,2,3,4 15,093,000 0 0
VEON LTD COMMON STOCK ADR 91822M106 6,564 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAA2 18,631 18,500,000 PRN   DFND 1,2,3,4 18,500,000 0 0
VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 37,591 38,309,000 PRN   DFND 1,2,3,4 38,309,000 0 0
VERSO CORP COMMON STOCK 92531L207 13,704 2,921,971 SH   DFND 1,2,3,4 2,921,971 0 0
VIAVI SOLUTIONS INC CV SR UNSEC NT 46612JAF8 30,185 27,240,000 PRN   DFND 1,2,3,4 27,240,000 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 19,013 1,145,367 SH   DFND 1,2,3,4 1,145,367 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 844,875 50,320,153 SH   DFND 1,2,3,4 50,320,153 0 0
WARRIOR MET COAL INC COMMON STOCK 93627C101 4,164 243,100 SH   DFND 1,2,3,4 243,100 0 0
WEATHERFORD INTERNATIONAL LTD CV SR UNSEC NT 947075AH0 9,631 9,500,000 PRN   DFND 1,2,3,4 9,500,000 0 0
WEBMD HEALTH CORP CV UNSEC NT 94770VAM4 11,740 11,955,000 PRN   DFND 1,2,3,4 11,955,000 0 0
WELLS FARGO & CO 7.500000% CV PFD PERPETUAL PNC 949746804 38,558 29,409 SH   DFND 1,2,3,4 29,409 0 0
WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 7,429 8,726,000 PRN   DFND 1,2,3,4 8,726,000 0 0
WRIGHT MEDICAL GROUP INC CV SR UNSEC NT 98235TAE7 50,422 45,035,000 PRN   DFND 1,2,3,4 45,035,000 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 6,863 7,070,000 PRN   DFND 1,2,3,4 7,070,000 0 0
YANDEX NV COMMON STOCK N97284108 1,719 65,500 SH   DFND 1,2,3,4 65,500 0 0