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 20,719 20,363,000 PRN   DFND 1,2,3,4 20,363,000 0 0
AEGEAN MARINE PETROLEUM NETWORK INC CV SR UNSEC NT PNC Y0020QAA9 10,123 12,849,000 PRN   DFND 1,2,3,4 12,849,000 0 0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC CV SR SUB NT 01167PAE1 2,458 2,542,000 PRN   DFND 1,2,3,4 2,542,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CV SR UNSEC NT 01988PAD0 30,960 30,708,000 PRN   DFND 1,2,3,4 30,708,000 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 83,928 90,683 SH   DFND 1,2,3,4 90,683 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 177,553 10,401,462 SH   DFND 1,2,3,4 10,401,462 0 0
AMBEV SA-ADR ADR 02319V103 24,026 4,638,200 SH   DFND 1,2,3,4 4,638,200 0 0
AMERICAN TOWER CORP 5.50% MAND CV SER-B PFD REIT 03027X407 76,740 683,239 SH   DFND 1,2,3,4 683,239 0 0
AMTRUST FINANCIAL SERVICES INC CV SR UNSEC NT PNC CPDI 032359AG6 27,069 35,494,000 PRN   DFND 1,2,3,4 35,494,000 0 0
ANADARKO PETROLEUM CORP 7.50% MAND CV PFD 032511404 5,995 163,500 SH   DFND 1,2,3,4 163,500 0 0
ANGLOGOLD ASHANTI-SPON ADR Common Stock 035128206 24,684 1,803,059 SH   DFND 1,2,3,4 1,803,059 0 0
ANI PHARMACEUTICALS INC CV SR UNSEC NT 00182CAA1 2,224 2,042,000 PRN   DFND 1,2,3,4 2,042,000 0 0
ANTHEM INC 5.25% CV MAND PFD 036752202 22,068 493,335 SH   DFND 1,2,3,4 493,335 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT REIT 03762UAA3 19,766 19,373,000 PRN   DFND 1,2,3,4 19,373,000 0 0
APOLLO GLOBAL MANAGEMENT LLC COMMON STOCK 037612306 5,361 353,842 SH   DFND 1,2,3,4 353,842 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAG8 7,184 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CV SR UNSEC NT 049164BH8 27,245 28,051,000 PRN   DFND 1,2,3,4 28,051,000 0 0
AVID TECHNOLOGY INC CV SR UNSEC NT 05367PAB6 1,351 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
B2GOLD CORP CV SR SUB NT PNC 11777QAB6 16,106 16,355,000 PRN   DFND 1,2,3,4 16,355,000 0 0
BANCO SANTANDER-CHILE-ADR ADR 05965X109 16,821 869,282 SH   DFND 1,2,3,4 869,282 0 0
BANNER CORP COMMON STOCK 06652V208 110,561 2,598,988 SH   DFND 1,2,3,4 2,598,988 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAE1 49,860 44,823,000 PRN   DFND 1,2,3,4 44,823,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AB4 4,393 4,285,000 PRN   DFND 1,2,3,4 4,285,000 0 0
BLACKSTONE GROUP LP/THE COMMON STOCK 09253U108 12,884 525,000 SH   DFND 1,2,3,4 525,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT REIT 09257WAA8 21,898 20,526,000 PRN   DFND 1,2,3,4 20,526,000 0 0
BLUCORA INC COMMON STOCK 095229100 3,367 325,000 SH   DFND 1,2,3,4 325,000 0 0
BLUCORA INC CV SR UNSEC NT 095229AB6 19,846 21,368,000 PRN   DFND 1,2,3,4 21,368,000 0 0
BRF SA-ADR ADR 10552T107 27,341 1,922,699 SH   DFND 1,2,3,4 1,922,699 0 0
CALATLANTIC GROUP INC CV SR UNSEC NT PNC 783764AS2 7,805 8,416,000 PRN   DFND 1,2,3,4 8,416,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 21,165 24,650,000 PRN   DFND 1,2,3,4 24,650,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 2,442 819,228 SH   DFND 1,2,3,4 819,228 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 59,375 58,175,000 PRN   DFND 1,2,3,4 58,175,000 0 0
CEMEX SAB DE CV COMMON STOCK ADR 151290889 48,532 6,772,156 SH   DFND 1,2,3,4 6,772,156 0 0
CEMEX SAB DE CV CV SUB NT 151290BR3 90,679 96,265,000 PRN   DFND 1,2,3,4 96,265,000 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 25,473 1,469,003 SH   DFND 1,2,3,4 1,469,003 0 0
CHART INDUSTRIES INC CV SR SUB NT 16115QAC4 14,301 15,151,000 PRN   DFND 1,2,3,4 15,151,000 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 13,837 24,241,000 PRN   DFND 1,2,3,4 24,241,000 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 130,626 116,187,000 PRN   DFND 1,2,3,4 116,187,000 0 0
CNOOC LTD-SPON ADR ADR 126132109 13,485 115,200 SH   DFND 1,2,3,4 115,200 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAA4 27,471 28,393,000 PRN   DFND 1,2,3,4 28,393,000 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAB2 11,566 12,127,000 PRN   DFND 1,2,3,4 12,127,000 0 0
COLONY STARWOOD HOMES CV SR UNSEC NT REIT 85571WAB5 9,893 9,070,000 PRN   DFND 1,2,3,4 9,070,000 0 0
COLONY STARWOOD HOMES CV SR UNSEC NT REIT 85571WAD1 7,572 6,848,000 PRN   DFND 1,2,3,4 6,848,000 0 0
CONTANGO OIL & GAS CO COMMON STOCK 21075N204 15,872 1,296,813 SH   DFND 1,2,3,4 1,296,813 0 0
CONTINENTAL RESOURCES INC COMMON STOCK 212015101 18,108 400,000 SH Put DFND 1,2,3,4 400,000 0 0
CORENERGY INFRASTRUCTURE TRUST INC CV SR UNSEC NT REIT 21870UAA4 11,494 11,454,000 PRN   DFND 1,2,3,4 11,454,000 0 0
CROWN CASTLE INTERNATIONAL CORP 4.5% MAND CV SER-A PFD 22822V200 14,242 117,700 SH   DFND 1,2,3,4 117,700 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAF7 68,141 64,415,000 PRN   DFND 1,2,3,4 64,415,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAH3 2,824 2,605,000 PRN   DFND 1,2,3,4 2,605,000 0 0
DEPOMED INC CV SR UNSEC NT PNC 249908AA2 35,300 29,212,000 PRN   DFND 1,2,3,4 29,212,000 0 0
DYNEGY INC COMMON STOCK 26817R108 145,236 8,424,322 SH   DFND 1,2,3,4 8,424,322 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A127 6,889 15,707,276 SH   DFND 1,2,3,4 15,707,276 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 25,007 26,270,000 PRN   DFND 1,2,3,4 26,270,000 0 0
ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 58,728 54,823,000 PRN   DFND 1,2,3,4 54,823,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AF9 31,319 39,289,000 PRN   DFND 1,2,3,4 39,289,000 0 0
ENDOLOGIX INC CV SR UNSEC NT PNC 29266SAA4 2,292 2,446,000 PRN   DFND 1,2,3,4 2,446,000 0 0
ENERNOC INC CV SR UNSEC NT 292764AB3 9,362 13,036,000 PRN   DFND 1,2,3,4 13,036,000 0 0
ENVESTNET INC CV SR UNSEC NT 29404KAA4 2,921 3,202,000 PRN   DFND 1,2,3,4 3,202,000 0 0
EPR PROPERTIES 9% CV PERP PFD SER-E REIT PNC 26884U307 2,056 55,000 SH   DFND 1,2,3,4 55,000 0 0
EURONET WORLDWIDE INC CV SR UNSEC NT PNC 298736AH2 47,395 41,134,000 PRN   DFND 1,2,3,4 41,134,000 0 0
EXCO RESOURCES INC COMMON STOCK 269279402 58,725 45,173,682 SH   DFND 1,2,3,4 45,173,682 0 0
EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 13,887 16,417,000 PRN   DFND 1,2,3,4 16,417,000 0 0
FIRST BANCORP/PUERTO RICO COMMON STOCK 318672706 166,119 41,843,581 SH   DFND 1,2,3,4 41,843,581 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 15,001 16,359,000 PRN   DFND 1,2,3,4 16,359,000 0 0
FRONTIER COMMUNICATIONS CORP 11.125% MAND CV PFD 35906A207 16,528 174,324 SH   DFND 1,2,3,4 174,324 0 0
GAIN CAPITAL HOLDINGS INC CV SR UNSEC NT PNC 36268WAB6 6,217 6,565,000 PRN   DFND 1,2,3,4 6,565,000 0 0
GENER8 MARITIME INC COMMON STOCK Y26889108 83,537 13,052,534 SH   DFND 1,2,3,4 13,052,534 0 0
GENERAL CABLE CORP CV SUB NT MULTI-CPN PNC 369300AL2 5,665 9,756,000 PRN   DFND 1,2,3,4 9,756,000 0 0
GERDAU SA -SPON ADR ADR 373737105 16,913 9,501,727 SH   DFND 1,2,3,4 9,501,727 0 0
GOGO INC CV SR UNSEC NT 38046CAB5 2,560 3,750,000 PRN   DFND 1,2,3,4 3,750,000 0 0
GSV CAPITAL CORP CV SR UNSEC NT 36191JAB7 5,470 5,977,000 PRN   DFND 1,2,3,4 5,977,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 12,428 14,144,000 PRN   DFND 1,2,3,4 14,144,000 0 0
HEALTHWAYS INC CV SR UNSEC NT 422245AB6 25,773 27,466,000 PRN   DFND 1,2,3,4 27,466,000 0 0
HEARTWARE INTERNATIONAL INC CV SR UNSEC NT PNC 422368AC4 8,157 8,197,000 PRN   DFND 1,2,3,4 8,197,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT CPDI 42330PAG2 14,371 16,289,000 PRN   DFND 1,2,3,4 16,289,000 0 0
HERBALIFE LTD CV SR UNSEC NT 42703MAB9 90,028 90,586,000 PRN   DFND 1,2,3,4 90,586,000 0 0
HOLOGIC INC CV SR UNSEC NT 2%/0% MULTI-CPN 436440AG6 32,197 26,453,000 PRN   DFND 1,2,3,4 26,453,000 0 0
HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 37,662 40,989,000 PRN   DFND 1,2,3,4 40,989,000 0 0
HORNBECK OFFSHORE SERVICES INC CV SR UNSEC NT 440543AN6 11,940 20,683,000 PRN   DFND 1,2,3,4 20,683,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 44,072 43,300,000 PRN   DFND 1,2,3,4 43,300,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 29,646 4,140,476 SH   DFND 1,2,3,4 4,140,476 0 0
ICONIX BRAND GROUP INC CV SR SUB NT 451055AF4 2,365 2,900,000 PRN   DFND 1,2,3,4 2,900,000 0 0
INFOSYS LTD-SP ADR ADR 456788108 4,101 215,600 SH   DFND 1,2,3,4 215,600 0 0
INGEVITY CORP COMMON STOCK 45688C107 8,912 261,810 SH   DFND 1,2,3,4 261,810 0 0
INSULET CORP CV SR UNSEC NT PNC 45784PAD3 33,957 35,447,000 PRN   DFND 1,2,3,4 35,447,000 0 0
INTEGRATED DEVICE TECHNOLOGY INC CV SR UNSEC NT 144A 458118AB2 54,059 55,342,000 PRN   DFND 1,2,3,4 55,342,000 0 0
INTEL CORP CV JR SUB NT CPDI MULTI CPN 458140AD2 12,971 10,039,000 PRN   DFND 1,2,3,4 10,039,000 0 0
INTERDIGITAL INC/PA CV SR UNSEC NT 458660AD9 49,664 47,367,000 PRN   DFND 1,2,3,4 47,367,000 0 0
IRONWOOD PHARMACEUTICALS INC CV SR UNSEC NT 46333XAD0 48,577 46,958,000 PRN   DFND 1,2,3,4 46,958,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 9,862 117,500 SH Put DFND 1,2,3,4 117,500 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 702 25,900 SH   DFND 1,2,3,4 25,900 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 57,825 6,731,675 SH   DFND 1,2,3,4 6,731,675 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 72,473 64,637,000 PRN   DFND 1,2,3,4 64,637,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT 472145AB7 73,799 68,407,000 PRN   DFND 1,2,3,4 68,407,000 0 0
JD.COM INC-ADR ADR 47215P106 30,659 1,156,960 SH   DFND 1,2,3,4 1,156,960 0 0
JEFFERIES GROUP LLC CV SR UNSEC NT PNC 472319AG7 11,346 11,195,000 PRN   DFND 1,2,3,4 11,195,000 0 0
KB HOME CV SR UNSEC NT 48666KAS8 5,184 5,392,000 PRN   DFND 1,2,3,4 5,392,000 0 0
KEYW HOLDING CORP/THE CV SR UNSEC NT 493723AA8 30,944 34,250,000 PRN   DFND 1,2,3,4 34,250,000 0 0
KINDER MORGAN INC/DE 9.75& CV MAND PFD 49456B200 15,110 309,284 SH   DFND 1,2,3,4 309,284 0 0
LIBERTY BRAVES GROUP COMMON STOCK 531229888 14,192 968,078 SH   DFND 1,2,3,4 968,078 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT 531229AB8 74,099 74,268,000 PRN   DFND 1,2,3,4 74,268,000 0 0
LIBERTY VENTURES COMMON STOCK CL A 53071M880 36,716 990,450 SH   DFND 1,2,3,4 990,450 0 0
LIVE NATION ENTERTAINMENT INC CV SR UNSEC NT 538034AJ8 4,678 4,620,000 PRN   DFND 1,2,3,4 4,620,000 0 0
M/I HOMES INC CV SR SUB NT PNC 55292PAB1 2,359 2,398,000 PRN   DFND 1,2,3,4 2,398,000 0 0
MEDIDATA SOLUTIONS INC CV SR UNSEC NT 58471AAB1 46,372 42,782,000 PRN   DFND 1,2,3,4 42,782,000 0 0
MERITAGE HOMES CORP CV SR UNSEC NT 59001AAR3 6,727 6,666,000 PRN   DFND 1,2,3,4 6,666,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 53,729 9,030,000 SH   DFND 1,2,3,4 9,030,000 0 0
MICROCHIP TECHNOLOGY INC CV SR SUB NT 595017AD6 83,156 74,616,000 PRN   DFND 1,2,3,4 74,616,000 0 0
MICRON TECHNOLOGY INC CV SR UNSEC NT SER-G PNC 595112AY9 25,697 33,479,000 PRN   DFND 1,2,3,4 33,479,000 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2,471 298,500 SH   DFND 1,2,3,4 298,500 0 0
MODUSLINK GLOBAL SOLUTIONS INC CV SR UNSEC NT 60786LAB3 3,534 4,970,000 PRN   DFND 1,2,3,4 4,970,000 0 0
NACCO INDUSTRIES INC COMMON STOCK 629579103 9,212 164,500 SH   DFND 1,2,3,4 164,500 0 0
NEVRO CORP CV SR UNSEC NT 64157FAA1 27,610 26,265,000 PRN   DFND 1,2,3,4 26,265,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 6,118 6,129,000 PRN   DFND 1,2,3,4 6,129,000 0 0
NEWPARK RESOURCES INC CV SR UNSEC NT 651718AC2 14,070 14,971,000 PRN   DFND 1,2,3,4 14,971,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 31,874 5,816,443 SH   DFND 1,2,3,4 5,816,443 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT 67020YAF7 5,102 5,075,000 PRN   DFND 1,2,3,4 5,075,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAG5 42,509 43,839,000 PRN   DFND 1,2,3,4 43,839,000 0 0
NXP SEMICONDUCTORS NV CV SR UNSEC NT 62952QAB6 74,729 68,769,000 PRN   DFND 1,2,3,4 68,769,000 0 0
OI SA COMMON STOCK - ADR 670851500 765 251,001 SH   DFND 1,2,3,4 251,001 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207 2,928 190,862 SH   DFND 1,2,3,4 190,862 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAF1 12,160 12,791,000 PRN   DFND 1,2,3,4 12,791,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 16,052 17,000,000 PRN   DFND 1,2,3,4 17,000,000 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 25,249 32,309,000 PRN   DFND 1,2,3,4 32,309,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AS5 84,054 71,780,000 PRN   DFND 1,2,3,4 71,780,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AX4 20,185 19,894,000 PRN   DFND 1,2,3,4 19,894,000 0 0
PROOFPOINT INC CV SR UNSEC NT PNC 743424AD5 36,398 33,855,000 PRN   DFND 1,2,3,4 33,855,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAL6 4,974 4,942,000 PRN   DFND 1,2,3,4 4,942,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 12,093 12,717,000 PRN   DFND 1,2,3,4 12,717,000 0 0
QIHOO 360 TECHNOLOGY CO LTD CV SR UNSEC NT 74734MAE9 4,962 5,023,000 PRN   DFND 1,2,3,4 5,023,000 0 0
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AB0 10,409 11,500,000 PRN   DFND 1,2,3,4 11,500,000 0 0
RED HAT INC CV SR UNSEC NT 756577AD4 23,328 19,147,000 PRN   DFND 1,2,3,4 19,147,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 10,040 10,167,000 PRN   DFND 1,2,3,4 10,167,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 3,369 3,484,000 PRN   DFND 1,2,3,4 3,484,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAB0 14,058 14,316,000 PRN   DFND 1,2,3,4 14,316,000 0 0
ROVI CORP CV SR UNSEC NT 779376AD4 56,970 60,079,000 PRN   DFND 1,2,3,4 60,079,000 0 0
ROYAL GOLD INC CV SR UNSEC NT PNC 780287AA6 4,311 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
RTI INTERNATIONAL METALS INC CV SR UNSEC NT 74973WAB3 48,491 45,165,000 PRN   DFND 1,2,3,4 45,165,000 0 0
RWT HOLDINGS INC CV SR UNSEC NT 749772AB5 5,523 5,626,000 PRN   DFND 1,2,3,4 5,626,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 39,543 48,915,000 PRN   DFND 1,2,3,4 48,915,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI PNC 811904AM3 15,069 15,371,000 PRN   DFND 1,2,3,4 15,371,000 0 0
SHUTTERFLY INC CV SR UNSEC NT 82568PAB2 24,216 24,328,000 PRN   DFND 1,2,3,4 24,328,000 0 0
SINA CORP/CHINA CV SR UNSEC NT 82922RAD5 8,013 8,106,000 PRN   DFND 1,2,3,4 8,106,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 1,859 2,745,000 PRN   DFND 1,2,3,4 2,745,000 0 0
SOUTHWESTERN ENERGY CO 6.25 % MAND CV PFD SER B 845467208 40,257 1,337,340 SH   DFND 1,2,3,4 1,337,340 0 0
SPECTRANETICS CORP/THE CV SR UNSEC NT PNC 84760CAA5 30,731 34,863,000 PRN   DFND 1,2,3,4 34,863,000 0 0
SPECTRUM PHARMACEUTICALS INC CV SR UNSEC NT 84763AAB4 7,431 8,113,000 PRN   DFND 1,2,3,4 8,113,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 25,046 23,141,000 PRN   DFND 1,2,3,4 23,141,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAB8 14,800 13,190,000 PRN   DFND 1,2,3,4 13,190,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 67,667 22,860,798 SH   DFND 1,2,3,4 22,860,798 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAA3 20,339 19,490,000 PRN   DFND 1,2,3,4 19,490,000 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAC9 14,803 14,662,000 PRN   DFND 1,2,3,4 14,662,000 0 0
STILLWATER MINING CO CV SR UNSEC NT 86074QAL6 58,336 51,816,000 PRN   DFND 1,2,3,4 51,816,000 0 0
SYNCHRONOSS TECHNOLOGIES INC CV SR UNSEC NT 87157BAA1 36,015 36,190,000 PRN   DFND 1,2,3,4 36,190,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 113,901 4,347,356 SH   DFND 1,2,3,4 4,347,356 0 0
TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 12,625 12,149,000 PRN   DFND 1,2,3,4 12,149,000 0 0
TELECOM ARGENTINA SA COMMON STOCK ADR 879273209 10,231 558,151 SH   DFND 1,2,3,4 558,151 0 0
TELEFONICA BRASIL-ADR ADR 87936R106 25,173 2,015,426 SH   DFND 1,2,3,4 2,015,426 0 0
TELIGENT INC CV SR UNSEC NT PNC 449575AB5 4,591 5,206,000 PRN   DFND 1,2,3,4 5,206,000 0 0
TERRAFORM POWER INC COMMON STOCK 88104R100 3,978 365,000 SH   DFND 1,2,3,4 365,000 0 0
TERRAVIA HOLDINGS INC CV SR SUB NT 83415TAC5 7,502 14,600,000 PRN   DFND 1,2,3,4 14,600,000 0 0
TICC CAPITAL CORP CV SR UNSEC NT 87244TAB5 6,151 6,096,000 PRN   DFND 1,2,3,4 6,096,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 10,440 12,542,000 PRN   DFND 1,2,3,4 12,542,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 12,586 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 6,524 6,387,000 PRN   DFND 1,2,3,4 6,387,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 555,504 14,178,245 SH   DFND 1,2,3,4 14,178,245 0 0
TRINA SOLAR LTD CV SR UNSEC NT 89628EAC8 4,313 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
TRINA SOLAR LTD-SPON ADR ADR 89628E104 35,865 3,608,122 SH   DFND 1,2,3,4 3,608,122 0 0
TRONC INC COMMON STOCK 89703P107 64,740 4,691,371 SH   DFND 1,2,3,4 4,691,371 0 0
TTM TECHNOLOGIES INC CV SR UNSEC NT 87305RAD1 40,475 40,852,000 PRN   DFND 1,2,3,4 40,852,000 0 0
TWITTER INC CV SR UNSEC NT 90184LAB8 4,684 5,084,000 PRN   DFND 1,2,3,4 5,084,000 0 0
VALE SA COMMON STOCK 91912E105 2,768 547,000 SH   DFND 1,2,3,4 547,000 0 0
VALE SA-SP PREF ADR ADR 91912E204 30,105 9,649,085 SH   DFND 1,2,3,4 9,649,085 0 0
VECTOR GROUP LTD CV SR UNSEC NT VARIABLE 92240MBC1 42,629 38,450,000 PRN   DFND 1,2,3,4 38,450,000 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAA2 9,301 9,374,000 PRN   DFND 1,2,3,4 9,374,000 0 0
VIMPELCOM LTD COMMON STOCK ADR 92719A106 6,514 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 15,488 1,250,000 SH   DFND 1,2,3,4 1,250,000 0 0
WEATHERFORD INTERNATIONAL LTD CV SR UNSEC NT 947075AH0 37,565 34,475,000 PRN   DFND 1,2,3,4 34,475,000 0 0
WEBMD HEALTH CORP CV SR UNSEC NT 94770VAF9 2,321 2,102,000 PRN   DFND 1,2,3,4 2,102,000 0 0
WESTROCK CO COMMON STOCK 96145D105 10,684 274,864 SH   DFND 1,2,3,4 274,864 0 0
WORKDAY INC CV SR UNSEC NT 98138HAC5 14,366 12,918,000 PRN   DFND 1,2,3,4 12,918,000 0 0
WORKDAY INC CV SR UNSEC NT 98138HAD3 23,003 19,665,000 PRN   DFND 1,2,3,4 19,665,000 0 0
WPX ENERGY INC 6.25% MAND CV PFD 98212B202 15,268 330,700 SH   DFND 1,2,3,4 330,700 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 10,397 11,108,000 PRN   DFND 1,2,3,4 11,108,000 0 0
YANDEX NV COMMON STOCK N97284108 1,431 65,500 SH   DFND 1,2,3,4 65,500 0 0