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 21,927 21,363,000 PRN   DFND 1,2,3,4 21,363,000 0 0
AEGEAN MARINE PETROLEUM NETWORK INC CV SR UNSEC NT PNC Y0020QAA9 12,804 15,945,000 PRN   DFND 1,2,3,4 15,945,000 0 0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC CV SR SUB NT 01167PAE1 2,412 2,500,000 PRN   DFND 1,2,3,4 2,500,000 0 0
ALERE INC 3% CV CUM PFD PERP SER B 01449J204 3,310 8,856 SH   DFND 1,2,3,4 8,856 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 56,894 61,900 SH   DFND 1,2,3,4 61,900 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CV SR UNSEC NT 01988PAD0 32,630 32,065,000 PRN   DFND 1,2,3,4 32,065,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 180,284 9,630,530 SH   DFND 1,2,3,4 9,630,530 0 0
AMTRUST FINANCIAL SERVICES INC CV SR UNSEC NT PNC CPDI 032359AG6 30,321 38,270,000 PRN   DFND 1,2,3,4 38,270,000 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 14,724 2,073,759 SH   DFND 1,2,3,4 2,073,759 0 0
ANTHEM INC 5.25% CV MAND PFD 036752202 35,624 763,000 SH   DFND 1,2,3,4 763,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT REIT 03762UAA3 28,365 28,125,000 PRN   DFND 1,2,3,4 28,125,000 0 0
APOLLO GLOBAL MANAGEMENT LLC COMMON STOCK 037612306 6,058 353,842 SH   DFND 1,2,3,4 353,842 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAG8 10,527 10,319,000 PRN   DFND 1,2,3,4 10,319,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CV SR UNSEC NT 049164BH8 8,105 9,498,000 PRN   DFND 1,2,3,4 9,498,000 0 0
B2GOLD CORP CV SR SUB NT PNC 11777QAB6 13,062 15,355,000 PRN   DFND 1,2,3,4 15,355,000 0 0
BANC OF CALIFORNIA INC COMMON STOCK 05990K106 5,015 286,594 SH   DFND 1,2,3,4 286,594 0 0
BANCO SANTANDER-CHILE-ADR ADR 05965X109 15,348 870,082 SH   DFND 1,2,3,4 870,082 0 0
BANNER CORP COMMON STOCK 06652V208 109,262 2,598,988 SH   DFND 1,2,3,4 2,598,988 0 0
BHP BILLITON PLC-ADR ADR 05545E209 1,402 61,900 SH   DFND 1,2,3,4 61,900 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAE1 47,468 40,810,000 PRN   DFND 1,2,3,4 40,810,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AB4 6,407 6,218,000 PRN   DFND 1,2,3,4 6,218,000 0 0
BLACKSTONE GROUP LP/THE COMMON STOCK 09253U108 14,726 525,000 SH   DFND 1,2,3,4 525,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT REIT 09257WAA8 21,412 20,270,000 PRN   DFND 1,2,3,4 20,270,000 0 0
BLUCORA INC COMMON STOCK 095229100 1,264 245,000 SH   DFND 1,2,3,4 245,000 0 0
BLUCORA INC CV SR UNSEC NT 095229AB6 13,611 18,007,000 PRN   DFND 1,2,3,4 18,007,000 0 0
BRF SA-ADR ADR 10552T107 39,044 2,825,199 SH   DFND 1,2,3,4 2,825,199 0 0
BROCADE COMMUNICATIONS SYSTEMS INC CV SR UNSEC NT 111621AQ1 39,426 39,610,000 PRN   DFND 1,2,3,4 39,610,000 0 0
BROOKDALE SENIOR LIVING INC CV SR UNSEC NT 112463AA2 44,005 45,537,000 PRN   DFND 1,2,3,4 45,537,000 0 0
CALATLANTIC GROUP INC CV SR UNSEC NT PNC 783764AS2 10,458 11,767,000 PRN   DFND 1,2,3,4 11,767,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 26,088 30,845,000 PRN   DFND 1,2,3,4 30,845,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 2,589 819,228 SH   DFND 1,2,3,4 819,228 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 45,928 47,483,000 PRN   DFND 1,2,3,4 47,483,000 0 0
CEMEX SAB DE CV COMMON STOCK ADR 151290889 37,377 6,570,759 SH   DFND 1,2,3,4 6,570,759 0 0
CEMEX SAB DE CV CV SUB NT 151290BR3 92,662 99,645,000 PRN   DFND 1,2,3,4 99,645,000 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 25,076 1,469,003 SH   DFND 1,2,3,4 1,469,003 0 0
CEPHEID CV SR UNSEC NT 15670RAC1 15,171 16,967,000 PRN   DFND 1,2,3,4 16,967,000 0 0
CHART INDUSTRIES INC CV SR SUB NT 16115QAC4 6,173 6,866,000 PRN   DFND 1,2,3,4 6,866,000 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 12,899 24,615,000 PRN   DFND 1,2,3,4 24,615,000 0 0
CIENA CORP CV SR UNSEC NT 171779AE1 12,568 12,728,000 PRN   DFND 1,2,3,4 12,728,000 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 110,004 98,521,000 PRN   DFND 1,2,3,4 98,521,000 0 0
CNOOC LTD-SPON ADR ADR 126132109 1,482 14,200 SH   DFND 1,2,3,4 14,200 0 0
COBALT INTERNATIONAL ENERGY INC CV SR UNSEC NT 19075FAA4 3,431 6,894,000 PRN   DFND 1,2,3,4 6,894,000 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAA4 24,510 27,323,000 PRN   DFND 1,2,3,4 27,323,000 0 0
COLONY STARWOOD HOMES CV SR UNSEC NT REIT 85571WAB5 12,444 12,565,000 PRN   DFND 1,2,3,4 12,565,000 0 0
COLONY STARWOOD HOMES CV SR UNSEC NT REIT 85571WAD1 8,663 8,348,000 PRN   DFND 1,2,3,4 8,348,000 0 0
CONTANGO OIL & GAS CO COMMON STOCK 21075N204 15,236 1,292,279 SH   DFND 1,2,3,4 1,292,279 0 0
CONTINENTAL RESOURCES INC COMMON STOCK 212015101 12,144 400,000 SH Put DFND 1,2,3,4 400,000 0 0
CROWN CASTLE INTERNATIONAL CORP 4.5% MAND CV SER-A PFD 22822V200 32,629 304,385 SH   DFND 1,2,3,4 304,385 0 0
DEPOMED INC CV SR UNSEC NT PNC 249908AA2 18,068 19,205,000 PRN   DFND 1,2,3,4 19,205,000 0 0
DYNEGY INC COMMON STOCK 26817R108 136,864 9,524,322 SH   DFND 1,2,3,4 9,524,322 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A127 5,655 15,707,276 SH   DFND 1,2,3,4 15,707,276 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 27,579 27,198,000 PRN   DFND 1,2,3,4 27,198,000 0 0
ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 54,409 52,026,000 PRN   DFND 1,2,3,4 52,026,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AF9 27,903 35,859,000 PRN   DFND 1,2,3,4 35,859,000 0 0
ENERNOC INC CV SR UNSEC NT 292764AB3 8,393 11,820,000 PRN   DFND 1,2,3,4 11,820,000 0 0
ENVESTNET INC CV SR UNSEC NT 29404KAA4 2,732 3,150,000 PRN   DFND 1,2,3,4 3,150,000 0 0
EPR PROPERTIES 9% CV PERP PFD SER-E REIT PNC 26884U307 4,803 137,227 SH   DFND 1,2,3,4 137,227 0 0
EURONET WORLDWIDE INC CV SR UNSEC NT PNC 298736AH2 45,616 38,230,000 PRN   DFND 1,2,3,4 38,230,000 0 0
EXCO RESOURCES INC COMMON STOCK 269279402 44,681 45,173,682 SH   DFND 1,2,3,4 45,173,682 0 0
FIFTH STREET FINANCE CORP CV SR UNSEC NT 31679BAC4 11,991 11,950,000 PRN   DFND 1,2,3,4 11,950,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAM3 6,858 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
FIRST BANCORP/PUERTO RICO COMMON STOCK 318672706 122,183 41,843,581 SH   DFND 1,2,3,4 41,843,581 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 13,985 16,060,000 PRN   DFND 1,2,3,4 16,060,000 0 0
FORTRESS INVESTMENT GROUP LLC COMMON STOCK 34958B106 11,592 2,425,000 SH   DFND 1,2,3,4 2,425,000 0 0
GAIN CAPITAL HOLDINGS INC CV SR UNSEC NT PNC 36268WAB6 6,032 6,500,000 PRN   DFND 1,2,3,4 6,500,000 0 0
GENER8 MARITIME INC COMMON STOCK Y26889108 92,151 13,052,534 SH   DFND 1,2,3,4 13,052,534 0 0
GENERAL CABLE CORP CV SUB NT MULTI-CPN PNC 369300AL2 2,782 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
GERDAU SA -SPON ADR ADR 373737105 10,562 8,801,905 SH   DFND 1,2,3,4 8,801,905 0 0
GSV CAPITAL CORP CV SR UNSEC NT 36191JAB7 5,412 5,887,000 PRN   DFND 1,2,3,4 5,887,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 12,043 13,885,000 PRN   DFND 1,2,3,4 13,885,000 0 0
HEALTHWAYS INC CV SR UNSEC NT 422245AB6 22,349 24,515,000 PRN   DFND 1,2,3,4 24,515,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT CPDI 42330PAG2 8,200 10,240,000 PRN   DFND 1,2,3,4 10,240,000 0 0
HERBALIFE LTD CV SR UNSEC NT 42703MAB9 85,673 88,521,000 PRN   DFND 1,2,3,4 88,521,000 0 0
HOLOGIC INC CV SR UNSEC NT 2%/0% MULTI-CPN 436440AG6 51,988 41,635,000 PRN   DFND 1,2,3,4 41,635,000 0 0
HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 21,835 25,307,000 PRN   DFND 1,2,3,4 25,307,000 0 0
HORNBECK OFFSHORE SERVICES INC CV SR UNSEC NT 440543AN6 7,616 12,834,000 PRN   DFND 1,2,3,4 12,834,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 43,932 44,630,000 PRN   DFND 1,2,3,4 44,630,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 32,454 4,144,876 SH   DFND 1,2,3,4 4,144,876 0 0
IKANG HEALTHCARE GROUP-ADR ADR 45174L108 983 48,100 SH   DFND 1,2,3,4 48,100 0 0
ILLUMINA INC CV SR UNSEC NT 452327AH2 16,622 15,435,000 PRN   DFND 1,2,3,4 15,435,000 0 0
INFOSYS LTD-SP ADR ADR 456788108 3,672 219,200 SH   DFND 1,2,3,4 219,200 0 0
INSULET CORP CV SR UNSEC NT PNC 45784PAD3 34,756 35,419,000 PRN   DFND 1,2,3,4 35,419,000 0 0
INTEGRATED DEVICE TECHNOLOGY INC CV SR UNSEC NT 144A 458118AB2 33,314 35,530,000 PRN   DFND 1,2,3,4 35,530,000 0 0
INTEL CORP CV JR SUB NT CPDI MULTI CPN 458140AD2 12,962 10,165,000 PRN   DFND 1,2,3,4 10,165,000 0 0
INTERDIGITAL INC/PA CV SR UNSEC NT 458660AD9 13,369 13,000,000 PRN   DFND 1,2,3,4 13,000,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 798 29,000 SH   DFND 1,2,3,4 29,000 0 0
ISHARES TR RUSSELL 2000 ETF ETF 464287655 16,595 150,000 SH Put DFND 1,2,3,4 150,000 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 40,461 6,215,175 SH   DFND 1,2,3,4 6,215,175 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 68,678 62,917,000 PRN   DFND 1,2,3,4 62,917,000 0 0
JARDEN CORP CV SUB NT PNC 471109AM0 95,115 74,961,000 PRN   DFND 1,2,3,4 74,961,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT 472145AB7 84,550 81,496,000 PRN   DFND 1,2,3,4 81,496,000 0 0
JD.COM INC-ADR ADR 47215P106 46,580 1,443,660 SH   DFND 1,2,3,4 1,443,660 0 0
JEFFERIES GROUP LLC CV SR UNSEC NT PNC 472319AG7 10,589 10,752,000 PRN   DFND 1,2,3,4 10,752,000 0 0
KB HOME CV SR UNSEC NT 48666KAS8 9,089 9,850,000 PRN   DFND 1,2,3,4 9,850,000 0 0
KEYW HOLDING CORP/THE CV SR UNSEC NT 493723AA8 25,301 33,960,000 PRN   DFND 1,2,3,4 33,960,000 0 0
KINDER MORGAN INC/DE 9.75& CV MAND PFD 49456B200 35,095 778,100 SH   DFND 1,2,3,4 778,100 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT 531229AB8 75,727 75,958,000 PRN   DFND 1,2,3,4 75,958,000 0 0
LIBERTY VENTURES COMMON STOCK CL A 53071M880 38,746 990,450 SH   DFND 1,2,3,4 990,450 0 0
M/I HOMES INC CV SR SUB NT PNC 55292PAB1 1,214 1,250,000 PRN   DFND 1,2,3,4 1,250,000 0 0
MEDICINES CO/THE CV SR UNSEC NT PNC 584688AE5 26,530 23,415,000 PRN   DFND 1,2,3,4 23,415,000 0 0
MEDIDATA SOLUTIONS INC CV SR UNSEC NT 58471AAB1 38,772 38,193,000 PRN   DFND 1,2,3,4 38,193,000 0 0
MERITAGE HOMES CORP CV SR UNSEC NT 59001AAR3 12,250 12,358,000 PRN   DFND 1,2,3,4 12,358,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 69,261 9,030,000 SH   DFND 1,2,3,4 9,030,000 0 0
MICROCHIP TECHNOLOGY INC CV SR SUB NT 595017AD6 58,001 56,765,000 PRN   DFND 1,2,3,4 56,765,000 0 0
MICRON TECHNOLOGY INC CV SR UNSEC NT SER-G PNC 595112AY9 11,696 17,125,000 PRN   DFND 1,2,3,4 17,125,000 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2,414 298,500 SH   DFND 1,2,3,4 298,500 0 0
MODUSLINK GLOBAL SOLUTIONS INC CV SR UNSEC NT 60786LAB3 3,814 5,470,000 PRN   DFND 1,2,3,4 5,470,000 0 0
MOLINA HEALTHCARE INC CV SR UNSEC NT 60855RAD2 22,220 17,520,000 PRN   DFND 1,2,3,4 17,520,000 0 0
NACCO INDUSTRIES INC COMMON STOCK 629579103 8,870 154,500 SH   DFND 1,2,3,4 154,500 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 5,908 6,040,000 PRN   DFND 1,2,3,4 6,040,000 0 0
NEWPARK RESOURCES INC CV SR UNSEC NT 651718AC2 6,175 7,025,000 PRN   DFND 1,2,3,4 7,025,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 29,373 5,816,443 SH   DFND 1,2,3,4 5,816,443 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT 67020YAF7 12,645 12,575,000 PRN   DFND 1,2,3,4 12,575,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAG5 46,815 45,828,000 PRN   DFND 1,2,3,4 45,828,000 0 0
NXP SEMICONDUCTORS NV CV SR UNSEC NT 62952QAB6 81,390 73,686,000 PRN   DFND 1,2,3,4 73,686,000 0 0
OI SA COMMON STOCK - ADR 670851500 357 251,001 SH   DFND 1,2,3,4 251,001 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207 3,581 190,862 SH   DFND 1,2,3,4 190,862 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAF1 10,106 11,121,000 PRN   DFND 1,2,3,4 11,121,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 12,148 13,410,000 PRN   DFND 1,2,3,4 13,410,000 0 0
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 31,480 9,258,683 SH   DFND 1,2,3,4 9,258,683 0 0
POWERSHARES QQQ TRUST ETF 73935A104 16,926 155,000 SH Put DFND 1,2,3,4 155,000 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 18,968 23,624,000 PRN   DFND 1,2,3,4 23,624,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AS5 79,774 66,052,000 PRN   DFND 1,2,3,4 66,052,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AX4 21,717 21,460,000 PRN   DFND 1,2,3,4 21,460,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAL6 4,767 4,870,000 PRN   DFND 1,2,3,4 4,870,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 10,518 11,837,000 PRN   DFND 1,2,3,4 11,837,000 0 0
QIHOO 360 TECHNOLOGY CO LTD CV SR UNSEC NT 74734MAE9 8,250 8,327,000 PRN   DFND 1,2,3,4 8,327,000 0 0
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AB0 11,166 13,260,000 PRN   DFND 1,2,3,4 13,260,000 0 0
RED HAT INC CV SR UNSEC NT 756577AD4 70,575 56,700,000 PRN   DFND 1,2,3,4 56,700,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 9,434 10,036,000 PRN   DFND 1,2,3,4 10,036,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 3,235 3,484,000 PRN   DFND 1,2,3,4 3,484,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAB0 13,679 14,316,000 PRN   DFND 1,2,3,4 14,316,000 0 0
ROVI CORP CV SR UNSEC NT 779376AD4 65,852 68,576,000 PRN   DFND 1,2,3,4 68,576,000 0 0
ROYAL GOLD INC CV SR UNSEC NT PNC 780287AA6 11,914 12,283,000 PRN   DFND 1,2,3,4 12,283,000 0 0
RTI INTERNATIONAL METALS INC CV SR UNSEC NT 74973WAB3 49,259 46,753,000 PRN   DFND 1,2,3,4 46,753,000 0 0
RWT HOLDINGS INC CV SR UNSEC NT 749772AB5 20,847 22,630,000 PRN   DFND 1,2,3,4 22,630,000 0 0
SANDISK CORP CV SR UNSEC NT 80004CAF8 48,626 46,490,000 PRN   DFND 1,2,3,4 46,490,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 17,730 22,753,000 PRN   DFND 1,2,3,4 22,753,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI PNC 811904AM3 31,078 32,585,000 PRN   DFND 1,2,3,4 32,585,000 0 0
SHUTTERFLY INC CV SR UNSEC NT 82568PAB2 24,287 24,260,000 PRN   DFND 1,2,3,4 24,260,000 0 0
SINA CORP/CHINA CV SR UNSEC NT 82922RAD5 6,586 6,695,000 PRN   DFND 1,2,3,4 6,695,000 0 0
SNYDER'S-LANCE INC COMMON STOCK 833551104 38,530 1,223,965 SH   DFND 1,2,3,4 1,223,965 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 1,454 2,460,000 PRN   DFND 1,2,3,4 2,460,000 0 0
SOLAZYME INC CV SR SUB NT 83415TAC5 6,811 14,000,000 PRN   DFND 1,2,3,4 14,000,000 0 0
SPECTRANETICS CORP/THE CV SR UNSEC NT PNC 84760CAA5 2,394 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
SPECTRUM PHARMACEUTICALS INC CV SR UNSEC NT 84763AAB4 7,124 7,985,000 PRN   DFND 1,2,3,4 7,985,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 32,741 32,685,000 PRN   DFND 1,2,3,4 32,685,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAB8 13,790 13,615,000 PRN   DFND 1,2,3,4 13,615,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K121 85,729 114,304,005 SH   DFND 1,2,3,4 114,304,005 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAA3 19,728 19,632,000 PRN   DFND 1,2,3,4 19,632,000 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAC9 13,317 13,415,000 PRN   DFND 1,2,3,4 13,415,000 0 0
STILLWATER MINING CO CV SR UNSEC NT 86074QAL6 34,048 31,665,000 PRN   DFND 1,2,3,4 31,665,000 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AJ8 2,499 3,204,000 PRN   DFND 1,2,3,4 3,204,000 0 0
SYNCHRONOSS TECHNOLOGIES INC CV SR UNSEC NT 87157BAA1 39,523 40,632,000 PRN   DFND 1,2,3,4 40,632,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 101,473 4,460,356 SH   DFND 1,2,3,4 4,460,356 0 0
TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 11,910 11,972,000 PRN   DFND 1,2,3,4 11,972,000 0 0
TELECOM ARGENTINA SA COMMON STOCK ADR 879273209 9,300 519,851 SH   DFND 1,2,3,4 519,851 0 0
TELEFONICA BRASIL-ADR ADR 87936R106 18,283 2,024,726 SH   DFND 1,2,3,4 2,024,726 0 0
TELIGENT INC CV SR UNSEC NT PNC 449575AB5 1,720 2,165,000 PRN   DFND 1,2,3,4 2,165,000 0 0
TERNIUM SA-SPONSORED ADR ADR 880890108 1,287 103,500 SH   DFND 1,2,3,4 103,500 0 0
TICC CAPITAL CORP CV SR UNSEC NT 87244TAB5 5,898 6,004,000 PRN   DFND 1,2,3,4 6,004,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 8,917 11,325,000 PRN   DFND 1,2,3,4 11,325,000 0 0
TOLL BROTHERS FINANCE CORP CV SR UNSEC NT CPDI 88947EAM2 11,618 11,829,000 PRN   DFND 1,2,3,4 11,829,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 17,883 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 6,074 6,135,000 PRN   DFND 1,2,3,4 6,135,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 543,663 14,176,353 SH   DFND 1,2,3,4 14,176,353 0 0
TRIBUNE PUBLISHING CO COMMON STOCK 896082104 36,217 4,691,371 SH   DFND 1,2,3,4 4,691,371 0 0
TRINA SOLAR LTD CV SR UNSEC NT 89628EAC8 16,941 18,377,000 PRN   DFND 1,2,3,4 18,377,000 0 0
TRINA SOLAR LTD-SPON ADR ADR 89628E104 40,429 3,668,722 SH   DFND 1,2,3,4 3,668,722 0 0
TTM TECHNOLOGIES INC CV SR UNSEC NT 87305RAD1 37,648 41,770,000 PRN   DFND 1,2,3,4 41,770,000 0 0
TWITTER INC CV SR UNSEC NT 90184LAB8 9,552 10,830,000 PRN   DFND 1,2,3,4 10,830,000 0 0
VALE SA-SP ADR ADR 91912E105 1,054 320,300 SH   DFND 1,2,3,4 320,300 0 0
VALE SA-SP PREF ADR ADR 91912E204 23,132 9,071,485 SH   DFND 1,2,3,4 9,071,485 0 0
VECTOR GROUP LTD CV SR UNSEC NT 92240MBC1 43,258 39,000,000 PRN   DFND 1,2,3,4 39,000,000 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAA2 9,914 10,200,000 PRN   DFND 1,2,3,4 10,200,000 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAB0 7,645 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
VIAVI SOLUTIONS INC CV SR UNSEC NT 46612JAF8 9,798 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
VIMPELCOM LTD COMMON STOCK ADR 92719A106 7,153 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 15,263 1,250,000 SH   DFND 1,2,3,4 1,250,000 0 0
WEB.COM GROUP INC CV SR UNSEC NT PNC 94733AAA2 43,317 45,438,000 PRN   DFND 1,2,3,4 45,438,000 0 0
WEBMD HEALTH CORP CV SR UNSEC NT 94770VAF9 40,815 35,620,000 PRN   DFND 1,2,3,4 35,620,000 0 0
WEBMD HEALTH CORP CV UNSEC NT 94770VAK8 44,080 32,885,000 PRN   DFND 1,2,3,4 32,885,000 0 0
WESTROCK CO COMMON STOCK 96145D105 10,728 274,864 SH   DFND 1,2,3,4 274,864 0 0
WORKDAY INC CV SR UNSEC NT 98138HAC5 4,933 4,350,000 PRN   DFND 1,2,3,4 4,350,000 0 0
WORKDAY INC CV SR UNSEC NT 98138HAD3 30,612 25,910,000 PRN   DFND 1,2,3,4 25,910,000 0 0
WPX ENERGY INC 6.25% MAND CV PFD 98212B202 28,008 761,900 SH   DFND 1,2,3,4 761,900 0 0
WRIGHT MEDICAL GROUP INC CV SR UNSEC NT 98235TAE7 40,918 45,755,000 PRN   DFND 1,2,3,4 45,755,000 0 0
YAHOO! INC COMMON STOCK 984332106 15,594 423,626 SH   DFND 1,2,3,4 423,626 0 0
YAHOO! INC CV SR UNSEC NT 984332AF3 11,603 11,682,000 PRN   DFND 1,2,3,4 11,682,000 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 14,967 16,799,000 PRN   DFND 1,2,3,4 16,799,000 0 0
YANDEX NV COMMON STOCK N97284108 1,003 131,100 SH   DFND 1,2,3,4 131,100 0 0
YPF S.A.-SPONSORED ADR ADR 984245100 12,358 786,136 SH   DFND 1,2,3,4 786,136 0 0