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 25,159 25,518,000 PRN   DFND 1,2,3,4 25,518,000 0 0
AAR CORP CV SR UNSEC NT 000361AM7 8,393 8,360,000 PRN   DFND 1,2,3,4 8,360,000 0 0
ACORDA THERAPEUTICS INC CV SR UNSEC NT PNC 00484MAA4 42,596 36,900,000 PRN   DFND 1,2,3,4 36,900,000 0 0
AEGEAN MARINE PETROLEUM NETWORK INC CV SR UNSEC NT PNC Y0020QAA9 2,588 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC CV SR SUB NT 01167PAE1 2,482 2,500,000 PRN   DFND 1,2,3,4 2,500,000 0 0
ALERE INC 3% CV CUM PFD PERP SER B 01449J204 40,137 142,733 SH   DFND 1,2,3,4 142,733 0 0
ALERE INC CV SR SUB NT 01449JAA3 5,050 4,863,000 PRN   DFND 1,2,3,4 4,863,000 0 0
ALEXANDRIA REAL ESTATE EQUITIES INC 7% CV PFD SER-D PERP REIT PNC 015271505 3,125 113,691 SH   DFND 1,2,3,4 113,691 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 96,619 93,900 SH   DFND 1,2,3,4 93,900 0 0
ALLIANCE HEALTHCARE SERVICES INC COMMON STOCK 018606301 74,201 4,756,491 SH   DFND 1,2,3,4 4,756,491 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CV SR UNSEC NT 01988PAD0 37,846 34,785,000 PRN   DFND 1,2,3,4 34,785,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 160,874 8,630,530 SH   DFND 1,2,3,4 8,630,530 0 0
AMTRUST FINANCIAL SERVICES INC CV SR UNSEC NT PNC CPDI 032359AG6 37,598 41,135,000 PRN   DFND 1,2,3,4 41,135,000 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 14,724 2,073,759 SH   DFND 1,2,3,4 2,073,759 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT REIT 03762UAA3 14,423 14,165,000 PRN   DFND 1,2,3,4 14,165,000 0 0
APOLLO GLOBAL MANAGEMENT LLC COMMON STOCK 037612306 5,371 353,842 SH   DFND 1,2,3,4 353,842 0 0
APOLLO INVESTMENT CORP CV SR UNSEC NT 03761UAE6 5,839 5,834,000 PRN   DFND 1,2,3,4 5,834,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAG8 13,384 13,280,000 PRN   DFND 1,2,3,4 13,280,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CV SR UNSEC NT 049164BH8 1,659 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
AV HOMES INC CV SR UNSEC NT 053494AG5 10,269 10,497,000 PRN   DFND 1,2,3,4 10,497,000 0 0
B2GOLD CORP CV SR SUB NT PNC 11777QAB6 13,482 16,109,000 PRN   DFND 1,2,3,4 16,109,000 0 0
BANC OF CALIFORNIA INC COMMON STOCK 05990K106 18,993 1,299,144 SH   DFND 1,2,3,4 1,299,144 0 0
BANCO SANTANDER-CHILE-ADR ADR 05965X109 15,348 870,082 SH   DFND 1,2,3,4 870,082 0 0
BANK OF AMERICA CORP 7.25% CV NON-CUM PFD PERP SER-L PNC 060505682 7,654 7,000 SH   DFND 1,2,3,4 7,000 0 0
BANNER CORP COMMON STOCK 06652V208 119,190 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
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AB4 9,608 9,314,000 PRN   DFND 1,2,3,4 9,314,000 0 0
BLACKSTONE GROUP LP/THE COMMON STOCK 09253U108 15,351 525,000 SH   DFND 1,2,3,4 525,000 0 0
BLUCORA INC CV SR UNSEC NT 095229AB6 10,812 13,000,000 PRN   DFND 1,2,3,4 13,000,000 0 0
BRF SA-ADR ADR 10552T107 39,044 2,825,199 SH   DFND 1,2,3,4 2,825,199 0 0
BROOKDALE SENIOR LIVING INC CV SR UNSEC NT 112463AA2 53,585 54,057,000 PRN   DFND 1,2,3,4 54,057,000 0 0
CALATLANTIC GROUP INC CV SR UNSEC NT PNC 783764AS2 4,507 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 32,293 35,195,000 PRN   DFND 1,2,3,4 35,195,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 4,522 819,228 SH   DFND 1,2,3,4 819,228 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 47,212 50,488,000 PRN   DFND 1,2,3,4 50,488,000 0 0
CEMEX SAB DE CV CV SUB NT 151290BR3 56,475 71,500,000 PRN   DFND 1,2,3,4 71,500,000 0 0
CEMEX SAB-SPONS ADR PART CER ADR 151290889 34,065 6,115,759 SH   DFND 1,2,3,4 6,115,759 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 23,979 1,354,003 SH   DFND 1,2,3,4 1,354,003 0 0
CEPHEID CV SR UNSEC NT 15670RAC1 19,777 21,845,000 PRN   DFND 1,2,3,4 21,845,000 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 18,133 34,625,000 PRN   DFND 1,2,3,4 34,625,000 0 0
CIENA CORP CV SR UNSEC NT 171779AE1 6,114 6,208,000 PRN   DFND 1,2,3,4 6,208,000 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 116,712 106,901,000 PRN   DFND 1,2,3,4 106,901,000 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 1,707 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
COBALT INTERNATIONAL ENERGY INC CV SR UNSEC NT PNC 19075FAB2 24,765 47,110,000 PRN   DFND 1,2,3,4 47,110,000 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAA4 36,012 37,123,000 PRN   DFND 1,2,3,4 37,123,000 0 0
CONTANGO OIL & GAS CO COMMON STOCK 21075N204 8,255 1,287,732 SH   DFND 1,2,3,4 1,287,732 0 0
CORNERSTONE ONDEMAND INC CV SR UNSEC NT 21925YAB9 46,501 47,000,000 PRN   DFND 1,2,3,4 47,000,000 0 0
CORSICANTO LTD CV SR UNSEC NT 220480AB3 1,375 1,500,000 PRN   DFND 1,2,3,4 1,500,000 0 0
CROWN CASTLE INTERNATIONAL CORP 4.5% MAND CV SER-A PFD 22822V200 34,249 319,285 SH   DFND 1,2,3,4 319,285 0 0
DEPOMED INC CV SR UNSEC NT PNC 249908AA2 40,761 35,500,000 PRN   DFND 1,2,3,4 35,500,000 0 0
DIAMOND FOODS INC COMMON STOCK 252603105 170,425 4,420,859 SH   DFND 1,2,3,4 4,420,859 0 0
DYNEGY INC COMMON STOCK 26817R108 131,865 9,840,696 SH   DFND 1,2,3,4 9,840,696 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A127 55,290 15,707,276 SH   DFND 1,2,3,4 15,707,276 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 14,283 16,250,000 PRN   DFND 1,2,3,4 16,250,000 0 0
ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 65,539 61,527,000 PRN   DFND 1,2,3,4 61,527,000 0 0
EMERGENT BIOSOLUTIONS INC CV SR UNSEC NT PNC 29089QAB1 34,198 24,664,000 PRN   DFND 1,2,3,4 24,664,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AF9 30,647 35,543,000 PRN   DFND 1,2,3,4 35,543,000 0 0
ENVESTNET INC CV SR UNSEC NT 29404KAA4 3,535 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
EPR PROPERTIES 9% CV PERP PFD SER-E REIT PNC 26884U307 458 14,657 SH   DFND 1,2,3,4 14,657 0 0
EURONET WORLDWIDE INC CV SR UNSEC NT PNC 298736AH2 79,190 66,630,000 PRN   DFND 1,2,3,4 66,630,000 0 0
EXCO RESOURCES INC COMMON STOCK 269279402 56,015 45,173,682 SH   DFND 1,2,3,4 45,173,682 0 0
EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 1,136 1,641,000 PRN   DFND 1,2,3,4 1,641,000 0 0
FIFTH STREET FINANCE CORP CV SR UNSEC NT 31679BAC4 12,007 11,950,000 PRN   DFND 1,2,3,4 11,950,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAM3 3,922 4,183,000 PRN   DFND 1,2,3,4 4,183,000 0 0
FIRST BANCORP/PUERTO RICO COMMON STOCK 318672706 135,992 41,843,581 SH   DFND 1,2,3,4 41,843,581 0 0
FLUIDIGM CORP CV SR UNSEC NT 34385PAA6 1,246 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 10,184 12,447,000 PRN   DFND 1,2,3,4 12,447,000 0 0
FORTRESS INVESTMENT GROUP LLC COMMON STOCK 34958B106 12,343 2,425,000 SH   DFND 1,2,3,4 2,425,000 0 0
GAIN CAPITAL HOLDINGS INC CV SR UNSEC NT PNC 36268WAB6 7,000 7,100,000 PRN   DFND 1,2,3,4 7,100,000 0 0
GENER8 MARITIME INC COMMON STOCK Y26889108 123,347 13,052,534 SH   DFND 1,2,3,4 13,052,534 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 7,247 7,603,000 PRN   DFND 1,2,3,4 7,603,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 9,695 11,125,000 PRN   DFND 1,2,3,4 11,125,000 0 0
HEALTHWAYS INC CV SR UNSEC NT 422245AB6 25,147 26,475,000 PRN   DFND 1,2,3,4 26,475,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT CPDI 42330PAG2 2,358 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
HERBALIFE LTD CV SR UNSEC NT 42703MAB9 57,751 68,435,000 PRN   DFND 1,2,3,4 68,435,000 0 0
HOLOGIC INC CV SR UNSEC NT 2% MULTI-CPN CPDI 436440AC5 20,720 15,405,000 PRN   DFND 1,2,3,4 15,405,000 0 0
HOLOGIC INC CV SR UNSEC NT 2%/0% MULTI-CPN 436440AG6 61,492 48,100,000 PRN   DFND 1,2,3,4 48,100,000 0 0
HORNBECK OFFSHORE SERVICES INC CV SR UNSEC NT 440543AN6 6,397 11,059,000 PRN   DFND 1,2,3,4 11,059,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 42,374 42,415,000 PRN   DFND 1,2,3,4 42,415,000 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
ICONIX BRAND GROUP INC CV SR SUB NT 451055AF4 19,654 39,112,000 PRN   DFND 1,2,3,4 39,112,000 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 41,084 35,070,000 PRN   DFND 1,2,3,4 35,070,000 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 36,897 35,619,000 PRN   DFND 1,2,3,4 35,619,000 0 0
INTEGRATED DEVICE TECHNOLOGY INC CV SR UNSEC NT 144A 458118AB2 59,361 58,200,000 PRN   DFND 1,2,3,4 58,200,000 0 0
INTEL CORP CV JR SUB NT CPDI MULTI CPN 458140AD2 25,085 19,500,000 PRN   DFND 1,2,3,4 19,500,000 0 0
INVENSENSE INC CV SR UNSEC NT 46123DAB2 5,396 5,893,000 PRN   DFND 1,2,3,4 5,893,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 798 29,000 SH   DFND 1,2,3,4 29,000 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 87,295 66,159,000 PRN   DFND 1,2,3,4 66,159,000 0 0
JARDEN CORP CV SUB NT PNC 471109AM0 95,021 77,578,000 PRN   DFND 1,2,3,4 77,578,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT 472145AB7 100,932 96,080,000 PRN   DFND 1,2,3,4 96,080,000 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 12,282 12,290,000 PRN   DFND 1,2,3,4 12,290,000 0 0
KB HOME CV SR UNSEC NT 48666KAS8 2,403 2,650,000 PRN   DFND 1,2,3,4 2,650,000 0 0
KEYW HOLDING CORP/THE CV SR UNSEC NT 493723AA8 29,928 40,145,000 PRN   DFND 1,2,3,4 40,145,000 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT 531229AB8 77,760 78,640,000 PRN   DFND 1,2,3,4 78,640,000 0 0
LIBERTY VENTURES COMMON STOCK CL A 53071M880 39,471 875,000 SH   DFND 1,2,3,4 875,000 0 0
LINKEDIN CORP CV SR UNSEC NT 53578AAB4 98,813 94,050,000 PRN   DFND 1,2,3,4 94,050,000 0 0
MEDIDATA SOLUTIONS INC CV SR UNSEC NT 58471AAB1 52,146 47,721,000 PRN   DFND 1,2,3,4 47,721,000 0 0
MERITAGE HOMES CORP CV SR UNSEC NT 59001AAR3 4,855 4,900,000 PRN   DFND 1,2,3,4 4,900,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 79,735 9,030,000 SH   DFND 1,2,3,4 9,030,000 0 0
MICRON TECHNOLOGY INC CV SR UNSEC NT SER-G PNC 595112AY9 47,196 56,200,000 PRN   DFND 1,2,3,4 56,200,000 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 1,844 298,500 SH   DFND 1,2,3,4 298,500 0 0
MODUSLINK GLOBAL SOLUTIONS INC CV SR UNSEC NT 60786LAB3 4,367 5,590,000 PRN   DFND 1,2,3,4 5,590,000 0 0
MOLINA HEALTHCARE INC CV SR UNSEC NT 60855RAD2 19,814 16,345,000 PRN   DFND 1,2,3,4 16,345,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 9,058 9,155,000 PRN   DFND 1,2,3,4 9,155,000 0 0
NEWPARK RESOURCES INC CV SR UNSEC NT 651718AC2 3,648 4,025,000 PRN   DFND 1,2,3,4 4,025,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 38,362 5,666,443 SH   DFND 1,2,3,4 5,666,443 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT 67020YAF7 7,106 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAG5 58,016 53,503,000 PRN   DFND 1,2,3,4 53,503,000 0 0
NUVASIVE INC CV SR UNSEC NT 670704AC9 32,922 23,918,000 PRN   DFND 1,2,3,4 23,918,000 0 0
NXP SEMICONDUCTORS NV CV SR UNSEC NT 62952QAB6 96,154 87,627,000 PRN   DFND 1,2,3,4 87,627,000 0 0
OI SA COMMON STOCK - ADR 670851302 765 1,255,018 SH   DFND 1,2,3,4 1,255,018 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207 4,492 190,862 SH   DFND 1,2,3,4 190,862 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAF1 6,595 8,296,000 PRN   DFND 1,2,3,4 8,296,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 12,982 14,000,000 PRN   DFND 1,2,3,4 14,000,000 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
PRA GROUP INC CV SR UNSEC NT 73640QAB1 37,004 44,050,000 PRN   DFND 1,2,3,4 44,050,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AS5 85,442 71,922,000 PRN   DFND 1,2,3,4 71,922,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AX4 23,166 23,000,000 PRN   DFND 1,2,3,4 23,000,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAL6 12,421 12,705,000 PRN   DFND 1,2,3,4 12,705,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 3,709 4,257,000 PRN   DFND 1,2,3,4 4,257,000 0 0
QIHOO 360 TECHNOLOGY CO LTD CV SR UNSEC NT 74734MAE9 8,263 8,527,000 PRN   DFND 1,2,3,4 8,527,000 0 0
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AB0 9,913 12,545,000 PRN   DFND 1,2,3,4 12,545,000 0 0
RED HAT INC CV SR UNSEC NT 756577AD4 114,217 87,195,000 PRN   DFND 1,2,3,4 87,195,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 8,399 8,936,000 PRN   DFND 1,2,3,4 8,936,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 3,274 3,484,000 PRN   DFND 1,2,3,4 3,484,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAB0 7,990 8,276,000 PRN   DFND 1,2,3,4 8,276,000 0 0
RTI INTERNATIONAL METALS INC CV SR UNSEC NT 74973WAB3 65,895 64,242,000 PRN   DFND 1,2,3,4 64,242,000 0 0
RWT HOLDINGS INC CV SR UNSEC NT 749772AB5 32,882 35,475,000 PRN   DFND 1,2,3,4 35,475,000 0 0
SALESFORCE.COM INC CV SR UNSEC NT 79466LAD6 36,244 28,092,000 PRN   DFND 1,2,3,4 28,092,000 0 0
SANDISK CORP CV SR UNSEC NT 80004CAF8 63,232 60,500,000 PRN   DFND 1,2,3,4 60,500,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 10,448 13,058,000 PRN   DFND 1,2,3,4 13,058,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI PNC 811904AM3 30,989 32,900,000 PRN   DFND 1,2,3,4 32,900,000 0 0
SERVICESOURCE INTERNATIONAL INC CV SR UNSEC NT 81763UAB6 5,464 6,400,000 PRN   DFND 1,2,3,4 6,400,000 0 0
SINA CORP/CHINA CV SR UNSEC NT 82922RAD5 8,132 8,380,000 PRN   DFND 1,2,3,4 8,380,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAA8 33,085 34,200,000 PRN   DFND 1,2,3,4 34,200,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 3,224 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
SOLAZYME INC CV SR SUB NT 83415TAC5 7,561 15,600,000 PRN   DFND 1,2,3,4 15,600,000 0 0
SOUFUN HOLDINGS LTD CV SR UNSEC NT 836034AB4 4,889 5,105,000 PRN   DFND 1,2,3,4 5,105,000 0 0
SOUTHWESTERN ENERGY CO CV PFD SER B STOCK 845467208 1,485 80,000 SH   DFND 1,2,3,4 80,000 0 0
SPECTRANETICS CORP/THE CV SR UNSEC NT PNC 84760CAA5 1,514 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
SPECTRUM PHARMACEUTICALS INC CV SR UNSEC NT 84763AAB4 2,181 2,470,000 PRN   DFND 1,2,3,4 2,470,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 7,933 8,275,000 PRN   DFND 1,2,3,4 8,275,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAB8 26,374 27,750,000 PRN   DFND 1,2,3,4 27,750,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K121 69,167 114,304,005 SH   DFND 1,2,3,4 114,304,005 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAA3 3,777 3,700,000 PRN   DFND 1,2,3,4 3,700,000 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAB1 11,374 10,911,000 PRN   DFND 1,2,3,4 10,911,000 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAC9 12,630 12,775,000 PRN   DFND 1,2,3,4 12,775,000 0 0
STARWOOD WAYPOINT RESIDENTIAL TRUST CV SR UNSEC NT REIT 85571WAB5 6,211 6,650,000 PRN   DFND 1,2,3,4 6,650,000 0 0
STARWOOD WAYPOINT RESIDENTIAL TRUST CV SR UNSEC NT REIT 85571WAD1 4,259 4,250,000 PRN   DFND 1,2,3,4 4,250,000 0 0
STONE ENERGY CORP CV SR UNSEC NT 861642AN6 1,444 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
STORE CAPITAL CORP COMMON STOCK REIT 862121100 1,631,800 70,336,144 SH   DFND 1,2,3,4 70,336,144 0 0
SUNEDISON INC CV SR UNSEC NT 86732YAC3 2,804 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AJ8 3,046 3,514,000 PRN   DFND 1,2,3,4 3,514,000 0 0
SYNCHRONOSS TECHNOLOGIES INC CV SR UNSEC NT 87157BAA1 51,554 51,493,000 PRN   DFND 1,2,3,4 51,493,000 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 13,036 13,198,000 PRN   DFND 1,2,3,4 13,198,000 0 0
TELECOM ARGENTINA SA COMMON STOCK ADR 879273209 8,354 519,851 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 7,341 7,445,000 PRN   DFND 1,2,3,4 7,445,000 0 0
TERNIUM SA-SPONSORED ADR ADR 880890108 1,287 103,500 SH   DFND 1,2,3,4 103,500 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 10,892 16,400,000 PRN   DFND 1,2,3,4 16,400,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 19,079 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 6,185 6,245,000 PRN   DFND 1,2,3,4 6,245,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 478,257 14,145,447 SH   DFND 1,2,3,4 14,145,447 0 0
TRIBUNE PUBLISHING CO COMMON STOCK 896082104 43,256 4,691,371 SH   DFND 1,2,3,4 4,691,371 0 0
TRINA SOLAR LTD CV SR UNSEC NT 89628EAC8 19,391 19,760,000 PRN   DFND 1,2,3,4 19,760,000 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 40,375 44,721,000 PRN   DFND 1,2,3,4 44,721,000 0 0
TWITTER INC CV SR UNSEC NT 90184LAB8 6,815 8,000,000 PRN   DFND 1,2,3,4 8,000,000 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 26,428 23,000,000 PRN   DFND 1,2,3,4 23,000,000 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAA2 8,903 9,600,000 PRN   DFND 1,2,3,4 9,600,000 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAB0 14,446 16,000,000 PRN   DFND 1,2,3,4 16,000,000 0 0
VIMPELCOM LTD COMMON STOCK ADR 92719A106 5,507 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 18,196 1,510,000 SH   DFND 1,2,3,4 1,510,000 0 0
WEB.COM GROUP INC CV SR UNSEC NT PNC 94733AAA2 50,112 53,723,000 PRN   DFND 1,2,3,4 53,723,000 0 0
WEBMD HEALTH CORP CV SR UNSEC NT 94770VAF9 17,071 16,525,000 PRN   DFND 1,2,3,4 16,525,000 0 0
WEBMD HEALTH CORP CV SR UNSEC NT 94770VAH5 9,804 9,790,000 PRN   DFND 1,2,3,4 9,790,000 0 0
WEBMD HEALTH CORP CV UNSEC NT 94770VAK8 50,912 45,460,000 PRN   DFND 1,2,3,4 45,460,000 0 0
WELLS FARGO & CO 7.50% CV PFD CL-A SER-L PERP PNC 949746804 8,812 7,602 SH   DFND 1,2,3,4 7,602 0 0
WESTROCK CO COMMON STOCK 96145D105 12,539 274,864 SH   DFND 1,2,3,4 274,864 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 15,203 17,427,000 PRN   DFND 1,2,3,4 17,427,000 0 0
YANDEX NV COMMON STOCK N97284108 1,030 65,500 SH   DFND 1,2,3,4 65,500 0 0
YPF S.A.-SPONSORED ADR ADR 984245100 12,358 786,136 SH   DFND 1,2,3,4 786,136 0 0
YY INC CV SR UNSEC NT 98426TAB2 5,612 5,815,000 PRN   DFND 1,2,3,4 5,815,000 0 0