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 26,382 27,738,000 PRN   DFND 1,2,3,4 27,738,000 0 0
AAR CORP CV SR UNSEC NT 000361AM7 6,868 6,860,000 PRN   DFND 1,2,3,4 6,860,000 0 0
ALERE INC 3% CV CUM PFD PERP SER B 01449J204 44,934 142,733 SH   DFND 1,2,3,4 142,733 0 0
ALERE INC CV SR SUB NT 01449JAA3 5,901 5,113,000 PRN   DFND 1,2,3,4 5,113,000 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 67,929 72,000 SH   DFND 1,2,3,4 72,000 0 0
ALLIANCE HEALTHCARE SERVICES INC COMMON STOCK 018606301 83,239 4,756,491 SH   DFND 1,2,3,4 4,756,491 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CV SR UNSEC NT 01988PAD0 35,465 35,785,000 PRN   DFND 1,2,3,4 35,785,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 175,890 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 41,141 43,750,000 PRN   DFND 1,2,3,4 43,750,000 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 18,417 2,248,731 SH   DFND 1,2,3,4 2,248,731 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT REIT 03762UAA3 13,845 14,000,000 PRN   DFND 1,2,3,4 14,000,000 0 0
APOLLO INVESTMENT CORP CV SR UNSEC NT 03761UAE6 3,863 3,810,000 PRN   DFND 1,2,3,4 3,810,000 0 0
ARCELORMITTAL MAND 6% CV SR SUB NT L0302D178 2,200 256,300 PRN   DFND 1,2,3,4 256,300 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAG8 12,924 12,400,000 PRN   DFND 1,2,3,4 12,400,000 0 0
ARES COMMERCIAL REAL ESTATE CORP CV SR UNSEC NT 04013VAB4 9,699 9,525,000 PRN   DFND 1,2,3,4 9,525,000 0 0
AV HOMES INC CV SR UNSEC NT 053494AG5 10,563 10,497,000 PRN   DFND 1,2,3,4 10,497,000 0 0
B2GOLD CORP CV SR SUB NT PNC 11777QAB6 15,970 18,781,000 PRN   DFND 1,2,3,4 18,781,000 0 0
BANC OF CALIFORNIA INC COMMON STOCK 05990K106 24,593 2,004,204 SH   DFND 1,2,3,4 2,004,204 0 0
BANCO SANTANDER-CHILE-ADR ADR 05965X109 17,151 941,304 SH   DFND 1,2,3,4 941,304 0 0
BANK OF AMERICA CORP 7.25% CV NON-CUM PFD PERP SER-L PNC 060505682 5,475 5,000 SH   DFND 1,2,3,4 5,000 0 0
BLACKSTONE GROUP LP/THE COMMON STOCK 09253U108 16,627 525,000 SH   DFND 1,2,3,4 525,000 0 0
BLUCORA INC CV SR UNSEC NT 095229AB6 12,403 13,033,000 PRN   DFND 1,2,3,4 13,033,000 0 0
BRF SA-ADR ADR 10552T107 54,397 3,057,732 SH   DFND 1,2,3,4 3,057,732 0 0
BROOKDALE SENIOR LIVING INC CV SR UNSEC NT 112463AA2 64,274 59,527,000 PRN   DFND 1,2,3,4 59,527,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 31,871 37,695,000 PRN   DFND 1,2,3,4 37,695,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 3,784 614,264 SH   DFND 1,2,3,4 614,264 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 52,573 55,188,000 PRN   DFND 1,2,3,4 55,188,000 0 0
CEMEX SAB-SPONS ADR PART CER ADR 151290889 46,301 6,623,880 SH   DFND 1,2,3,4 6,623,880 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 24,355 1,226,931 SH   DFND 1,2,3,4 1,226,931 0 0
CEPHEID CV SR UNSEC NT 15670RAC1 56,273 55,000,000 PRN   DFND 1,2,3,4 55,000,000 0 0
CHART INDUSTRIES INC CV SR SUB NT 16115QAC4 4,722 5,382,000 PRN   DFND 1,2,3,4 5,382,000 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 23,154 37,000,000 PRN   DFND 1,2,3,4 37,000,000 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT CPDI 165167BW6 9,165 9,201,000 PRN   DFND 1,2,3,4 9,201,000 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT CPDI 165167BZ9 6,765 7,500,000 PRN   DFND 1,2,3,4 7,500,000 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT CPDI 165167CB1 1,379 1,900,000 PRN   DFND 1,2,3,4 1,900,000 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 117,888 112,001,000 PRN   DFND 1,2,3,4 112,001,000 0 0
COBALT INTERNATIONAL ENERGY INC CV SR UNSEC NT PNC 19075FAB2 30,136 47,250,000 PRN   DFND 1,2,3,4 47,250,000 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAA4 33,585 34,623,000 PRN   DFND 1,2,3,4 34,623,000 0 0
CONTANGO OIL & GAS CO COMMON STOCK 21075N204 9,787 1,287,732 SH   DFND 1,2,3,4 1,287,732 0 0
CORNERSTONE ONDEMAND INC CV SR UNSEC NT 21925YAB9 50,022 50,000,000 PRN   DFND 1,2,3,4 50,000,000 0 0
CORSICANTO LTD CV SR UNSEC NT 220480AB3 1,433 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 36,595 359,285 SH   DFND 1,2,3,4 359,285 0 0
DIAMOND FOODS INC COMMON STOCK 252603105 136,428 4,420,859 SH   DFND 1,2,3,4 4,420,859 0 0
DYNEGY INC COMMON STOCK 26817R108 203,406 9,840,696 SH   DFND 1,2,3,4 9,840,696 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A127 93,145 15,707,276 SH   DFND 1,2,3,4 15,707,276 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 32,669 36,250,000 PRN   DFND 1,2,3,4 36,250,000 0 0
ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 63,470 61,827,000 PRN   DFND 1,2,3,4 61,827,000 0 0
EMERGENT BIOSOLUTIONS INC CV SR UNSEC NT PNC 29089QAB1 34,736 30,664,000 PRN   DFND 1,2,3,4 30,664,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AF9 34,364 34,543,000 PRN   DFND 1,2,3,4 34,543,000 0 0
ENERNOC INC CV SR UNSEC NT 292764AB3 9,895 14,150,000 PRN   DFND 1,2,3,4 14,150,000 0 0
EXCO RESOURCES INC COMMON STOCK 269279402 33,881 45,173,682 SH   DFND 1,2,3,4 45,173,682 0 0
EXELIXIS INC CV SR SUB NT PNC 30161QAC8 1,157 950,000 PRN   DFND 1,2,3,4 950,000 0 0
FIFTH STREET FINANCE CORP CV SR UNSEC NT 31679BAC4 11,512 11,290,000 PRN   DFND 1,2,3,4 11,290,000 0 0
FIRST BANCORP/PUERTO RICO COMMON STOCK 318672706 148,963 41,843,581 SH   DFND 1,2,3,4 41,843,581 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 10,296 12,022,000 PRN   DFND 1,2,3,4 12,022,000 0 0
FORTRESS INVESTMENT GROUP LLC COMMON STOCK 34958B106 3,472 625,614 SH   DFND 1,2,3,4 625,614 0 0
GAIN CAPITAL HOLDINGS INC CV SR UNSEC NT PNC 36268WAB6 2,894 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
GENER8 MARITIME INC COMMON STOCK Y26889108 142,924 13,052,534 SH   DFND 1,2,3,4 13,052,534 0 0
GOLDEN OCEAN GROUP LTD COMMON STOCK G39637106 2,460 1,000,000 SH   DFND 1,2,3,4 1,000,000 0 0
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 37,717 1,449,550 SH   DFND 1,2,3,4 1,449,550 0 0
GSV CAPITAL CORP CV SR UNSEC NT 36191JAB7 6,873 7,603,000 PRN   DFND 1,2,3,4 7,603,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 10,278 11,000,000 PRN   DFND 1,2,3,4 11,000,000 0 0
HEALTHWAYS INC CV SR UNSEC NT 422245AB6 24,290 26,250,000 PRN   DFND 1,2,3,4 26,250,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT CPDI 42330PAG2 816 1,000,000 PRN   DFND 1,2,3,4 1,000,000 0 0
HERBALIFE LTD CV SR UNSEC NT 42703MAB9 59,859 67,235,000 PRN   DFND 1,2,3,4 67,235,000 0 0
HOLOGIC INC CV SR UNSEC NT 2% MULTI-CPN CPDI 436440AC5 33,013 24,405,000 PRN   DFND 1,2,3,4 24,405,000 0 0
HOLOGIC INC CV SR UNSEC NT 2%/0% MULTI-CPN 436440AG6 62,933 49,800,000 PRN   DFND 1,2,3,4 49,800,000 0 0
HORNBECK OFFSHORE SERVICES INC CV SR UNSEC NT 440543AN6 4,105 5,459,000 PRN   DFND 1,2,3,4 5,459,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 54,194 51,915,000 PRN   DFND 1,2,3,4 51,915,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 37,799 4,510,647 SH   DFND 1,2,3,4 4,510,647 0 0
ICONIX BRAND GROUP INC CV SR SUB NT 451055AE7 1,421 1,500,000 PRN   DFND 1,2,3,4 1,500,000 0 0
ICONIX BRAND GROUP INC CV SR SUB NT 451055AF4 56,800 70,862,000 PRN   DFND 1,2,3,4 70,862,000 0 0
IKANG HEALTHCARE GROUP-ADR ADR 45174L108 712 48,100 SH   DFND 1,2,3,4 48,100 0 0
ILLUMINA INC CV SR UNSEC NT 452327AH2 72,581 62,570,000 PRN   DFND 1,2,3,4 62,570,000 0 0
INFOSYS LTD-SP ADR ADR 456788108 8,976 470,200 SH   DFND 1,2,3,4 470,200 0 0
INSULET CORP CV SR UNSEC NT PNC 45784PAD3 35,097 37,819,000 PRN   DFND 1,2,3,4 37,819,000 0 0
INTEL CORP CV JR SUB NT CPDI MULTI CPN 458140AD2 27,456 22,500,000 PRN   DFND 1,2,3,4 22,500,000 0 0
INVENSENSE INC CV SR UNSEC NT 46123DAB2 5,510 6,033,000 PRN   DFND 1,2,3,4 6,033,000 0 0
ISHARES MSCI EMERGING MARKET ETP 464287234 1,246 38,000 SH   DFND 1,2,3,4 38,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 17,178 601,246 SH   DFND 1,2,3,4 601,246 0 0
ISHARES RUSSELL 2000 ETF 464287655 17,745 162,500 SH Put DFND 1,2,3,4 162,500 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 42,355 6,398,060 SH   DFND 1,2,3,4 6,398,060 0 0
IXIA CV SR UNSEC NT 45071RAB5 14,290 14,184,000 PRN   DFND 1,2,3,4 14,184,000 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 88,832 74,459,000 PRN   DFND 1,2,3,4 74,459,000 0 0
JARDEN CORP CV SUB NT PNC 471109AM0 95,757 83,286,000 PRN   DFND 1,2,3,4 83,286,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT 472145AB7 108,510 106,480,000 PRN   DFND 1,2,3,4 106,480,000 0 0
JD.COM INC-ADR ADR 47215P106 40,667 1,560,503 SH   DFND 1,2,3,4 1,560,503 0 0
JEFFERIES GROUP LLC CV SR UNSEC NT PNC 472319AG7 11,098 10,810,000 PRN   DFND 1,2,3,4 10,810,000 0 0
KEYW HOLDING CORP/THE CV SR UNSEC NT 493723AA8 30,591 40,145,000 PRN   DFND 1,2,3,4 40,145,000 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT 531229AB8 82,357 86,240,000 PRN   DFND 1,2,3,4 86,240,000 0 0
LIBERTY VENTURES COMMON STOCK CL A 53071M880 35,306 875,000 SH   DFND 1,2,3,4 875,000 0 0
MEDIDATA SOLUTIONS INC CV SR UNSEC NT 58471AAB1 56,830 53,721,000 PRN   DFND 1,2,3,4 53,721,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 83,618 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 26,314 31,000,000 PRN   DFND 1,2,3,4 31,000,000 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2,154 298,500 SH   DFND 1,2,3,4 298,500 0 0
MODUSLINK GLOBAL SOLUTIONS INC CV SR UNSEC NT 60786LAB3 5,376 6,435,000 PRN   DFND 1,2,3,4 6,435,000 0 0
MOLINA HEALTHCARE INC CV SR UNSEC NT 60855RAD2 23,560 18,145,000 PRN   DFND 1,2,3,4 18,145,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 12,568 12,655,000 PRN   DFND 1,2,3,4 12,655,000 0 0
NEWPARK RESOURCES INC CV SR UNSEC NT 651718AC2 3,818 4,025,000 PRN   DFND 1,2,3,4 4,025,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 41,550 5,467,043 SH   DFND 1,2,3,4 5,467,043 0 0
NRG ENERGY INC COMMON STOCK 629377508 10,588 713,000 SH   DFND 1,2,3,4 713,000 0 0
NUVASIVE INC CV SR UNSEC NT 670704AC9 69,694 55,053,000 PRN   DFND 1,2,3,4 55,053,000 0 0
NVIDIA CORP CV SR UNSEC NT 67066GAC8 72,501 55,013,000 PRN   DFND 1,2,3,4 55,013,000 0 0
NXP SEMICONDUCTORS NV CV SR UNSEC NT 144A N6596XAA7 129,775 116,728,000 PRN   DFND 1,2,3,4 116,728,000 0 0
OI SA COMMON STOCK - ADR 670851302 236 346,452 SH   DFND 1,2,3,4 346,452 0 0
OI SA PREFERRED STOCK ADR 670851401 667 986,395 SH   DFND 1,2,3,4 986,395 0 0
PAR PETROLEUM CORP COMMON STOCK 69888T207 3,975 190,862 SH   DFND 1,2,3,4 190,862 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAF1 12,446 14,138,000 PRN   DFND 1,2,3,4 14,138,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 13,622 15,000,000 PRN   DFND 1,2,3,4 15,000,000 0 0
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 30,399 8,260,700 SH   DFND 1,2,3,4 8,260,700 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 60,881 58,400,000 PRN   DFND 1,2,3,4 58,400,000 0 0
PRESS GANEY HOLDINGS INC COMMON STOCK 74113L102 1,420 47,987 SH   DFND 1,2,3,4 47,987 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AS5 125,979 106,422,000 PRN   DFND 1,2,3,4 106,422,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAL6 14,684 14,976,000 PRN   DFND 1,2,3,4 14,976,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 2,627 2,909,000 PRN   DFND 1,2,3,4 2,909,000 0 0
QIHOO 360 TECHNOLOGY CO LTD CV SR UNSEC NT 74734MAE9 9,226 10,500,000 PRN   DFND 1,2,3,4 10,500,000 0 0
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AB0 10,449 12,545,000 PRN   DFND 1,2,3,4 12,545,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 9,690 10,192,000 PRN   DFND 1,2,3,4 10,192,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 2,976 3,234,000 PRN   DFND 1,2,3,4 3,234,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAB0 4,351 4,626,000 PRN   DFND 1,2,3,4 4,626,000 0 0
RESTORATION HARDWARE HOLDINGS INC CV SR UNSEC NT 144A 761283AB6 33,662 34,500,000 PRN   DFND 1,2,3,4 34,500,000 0 0
RTI INTERNATIONAL METALS INC CV SR UNSEC NT 74973WAB3 75,270 71,442,000 PRN   DFND 1,2,3,4 71,442,000 0 0
SALESFORCE.COM INC CV SR UNSEC NT 79466LAD6 91,860 74,882,000 PRN   DFND 1,2,3,4 74,882,000 0 0
SANDISK CORP CV SR UNSEC NT 80004CAF8 26,669 27,500,000 PRN   DFND 1,2,3,4 27,500,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 10,855 13,558,000 PRN   DFND 1,2,3,4 13,558,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI PNC 811904AM3 62,750 65,400,000 PRN   DFND 1,2,3,4 65,400,000 0 0
SERVICESOURCE INTERNATIONAL INC CV SR UNSEC NT 81763UAB6 7,248 8,400,000 PRN   DFND 1,2,3,4 8,400,000 0 0
SINA CORP/CHINA CV SR UNSEC NT 82922RAD5 9,475 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAA8 28,811 31,000,000 PRN   DFND 1,2,3,4 31,000,000 0 0
SOLAZYME INC CV SR SUB NT 83415TAC5 7,273 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
SOUFUN HOLDINGS LTD CV SR UNSEC NT 836034AB4 7,656 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
SPECTRUM PHARMACEUTICALS INC CV SR UNSEC NT 84763AAB4 2,489 2,760,000 PRN   DFND 1,2,3,4 2,760,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 9,116 9,760,000 PRN   DFND 1,2,3,4 9,760,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K121 231,928 113,135,679 SH   DFND 1,2,3,4 113,135,679 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAC9 12,513 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
STARWOOD WAYPOINT RESIDENTIAL TRUST CV SR UNSEC NT REIT 85571WAB5 8,609 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
STORE CAPITAL CORP COMMON STOCK REIT 862121100 1,496,530 72,436,144 SH   DFND 1,2,3,4 72,436,144 0 0
SUNEDISON INC CV SR UNSEC NT 86732YAC3 16,791 22,000,000 PRN   DFND 1,2,3,4 22,000,000 0 0
SUNEDISON INC CV SR UNSEC NT 86732YAD1 21,380 29,610,000 PRN   DFND 1,2,3,4 29,610,000 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AJ8 8,701 10,514,000 PRN   DFND 1,2,3,4 10,514,000 0 0
SYNCHRONOSS TECHNOLOGIES INC CV SR UNSEC NT 87157BAA1 52,086 51,493,000 PRN   DFND 1,2,3,4 51,493,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 52,780 2,543,638 SH   DFND 1,2,3,4 2,543,638 0 0
TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 15,541 15,530,000 PRN   DFND 1,2,3,4 15,530,000 0 0
TELECOM ARGENTINA SA COMMON STOCK ADR 879273209 7,568 519,851 SH   DFND 1,2,3,4 519,851 0 0
TELEFONICA BRASIL-ADR ADR 87936R106 19,952 2,185,338 SH   DFND 1,2,3,4 2,185,338 0 0
TERNIUM SA-SPONSORED ADR ADR 880890108 1,272 103,500 SH   DFND 1,2,3,4 103,500 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 13,537 17,400,000 PRN   DFND 1,2,3,4 17,400,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 15,586 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 15,046 15,065,000 PRN   DFND 1,2,3,4 15,065,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 503,579 14,145,447 SH   DFND 1,2,3,4 14,145,447 0 0
TRIBUNE PUBLISHING CO COMMON STOCK 896082104 36,781 4,691,371 SH   DFND 1,2,3,4 4,691,371 0 0
TRINA SOLAR LTD CV SR UNSEC NT 89628EAC8 22,395 25,010,000 PRN   DFND 1,2,3,4 25,010,000 0 0
TRINA SOLAR LTD-SPON ADR ADR 89628E104 35,649 3,974,270 SH   DFND 1,2,3,4 3,974,270 0 0
TTM TECHNOLOGIES INC CV SR UNSEC NT 87305RAD1 44,124 50,071,000 PRN   DFND 1,2,3,4 50,071,000 0 0
UNITED STATES STEEL CORP CV SR UNSEC NT PNC 912909AH1 42,668 43,000,000 PRN   DFND 1,2,3,4 43,000,000 0 0
VALE SA-SP PREF ADR ADR 91912E204 34,237 10,219,929 SH   DFND 1,2,3,4 10,219,929 0 0
VECTOR GROUP LTD CV SR UNSEC NT 92240MBC1 23,916 22,000,000 PRN   DFND 1,2,3,4 22,000,000 0 0
VELOCITYSHARES DAILY INVERSE VIX SHORT TERM ETN EXCHANGE TRADED NOTE 22542D795 4,870 200,000 SH   DFND 1,2,3,4 200,000 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAA2 11,109 11,700,000 PRN   DFND 1,2,3,4 11,700,000 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAB0 14,934 16,000,000 PRN   DFND 1,2,3,4 16,000,000 0 0
VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 40,874 42,315,000 PRN   DFND 1,2,3,4 42,315,000 0 0
VERSO CORP COMMON STOCK 92531L108 286 2,378,485 SH   DFND 1,2,3,4 2,378,485 0 0
VIMPELCOM LTD COMMON STOCK ADR 92719A106 6,909 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 21,076 2,175,000 SH   DFND 1,2,3,4 2,175,000 0 0
WEB.COM GROUP INC CV SR UNSEC NT PNC 94733AAA2 51,432 54,223,000 PRN   DFND 1,2,3,4 54,223,000 0 0
WEBMD HEALTH CORP CV SR UNSEC NT 94770VAF9 18,943 18,800,000 PRN   DFND 1,2,3,4 18,800,000 0 0
WEBMD HEALTH CORP CV SR UNSEC NT 94770VAH5 3,920 3,900,000 PRN   DFND 1,2,3,4 3,900,000 0 0
WEBMD HEALTH CORP CV UNSEC NT 94770VAK8 50,192 48,650,000 PRN   DFND 1,2,3,4 48,650,000 0 0
WELLS FARGO & CO 7.50% CV PFD CL-A SER-L PERP PNC 949746804 10,644 9,058 SH   DFND 1,2,3,4 9,058 0 0
WESTROCK CO COMMON STOCK 96145D105 14,139 274,864 SH   DFND 1,2,3,4 274,864 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 6,852 8,026,000 PRN   DFND 1,2,3,4 8,026,000 0 0
YANDEX NV COMMON STOCK N97284108 703 65,500 SH   DFND 1,2,3,4 65,500 0 0
YPF S.A.-SPONSORED ADR ADR 984245100 13,069 858,100 SH   DFND 1,2,3,4 858,100 0 0
YY INC CV SR UNSEC NT 98426TAB2 7,987 8,500,000 PRN   DFND 1,2,3,4 8,500,000 0 0