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 40,837 38,363,000 PRN   DFND 1,2,3,4 38,363,000 0 0
ADVANCEPIERRE FOODS HOLDINGS INC COMMON STOCK 00782L107 1,192,481 43,268,538 SH   DFND 1,2,3,4 43,268,538 0 0
AEGEAN MARINE PETROLEUM NETWORK INC CV SR UNSEC NT PNC Y0020QAA9 11,628 11,599,000 PRN   DFND 1,2,3,4 11,599,000 0 0
AEGERION PHARMACEUTICALS CV SR UNSEC NT 00767EAB8 1,331 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC CV SR SUB NT 01167PAE1 2,514 2,542,000 PRN   DFND 1,2,3,4 2,542,000 0 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 59,238 560,148 SH   DFND 1,2,3,4 560,148 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 5,062 6,183 SH   DFND 1,2,3,4 6,183 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CV SR UNSEC NT 01988PAD0 23,689 23,058,000 PRN   DFND 1,2,3,4 23,058,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 202,516 10,401,462 SH   DFND 1,2,3,4 10,401,462 0 0
ALON USA ENERGY INC CV SR UNSEC NT 020520AB8 10,216 10,667,000 PRN   DFND 1,2,3,4 10,667,000 0 0
AMBEV SA-ADR ADR 02319V103 22,694 3,727,958 SH   DFND 1,2,3,4 3,727,958 0 0
AMERICAN TOWER CORP 5.50% MAND CV SER-B PFD REIT 03027X407 70,491 643,239 SH   DFND 1,2,3,4 643,239 0 0
AMTRUST FINANCIAL SERVICES INC CV SR UNSEC NT PNC CPDI 032359AG6 41,190 47,576,000 PRN   DFND 1,2,3,4 47,576,000 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 24,241 1,523,352 SH   DFND 1,2,3,4 1,523,352 0 0
ANI PHARMACEUTICALS INC CV SR UNSEC NT 00182CAA1 1,284 1,042,000 PRN   DFND 1,2,3,4 1,042,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT REIT 03762UAA3 29,293 28,470,000 PRN   DFND 1,2,3,4 28,470,000 0 0
APOLLO GLOBAL MANAGEMENT LLC COMMON STOCK 037612306 6,355 353,842 SH   DFND 1,2,3,4 353,842 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAG8 5,130 5,045,000 PRN   DFND 1,2,3,4 5,045,000 0 0
ARRAY BIOPHARMA INC CV SR UNSEC NT PNC 04269XAA3 23,231 19,600,000 PRN   DFND 1,2,3,4 19,600,000 0 0
AVID TECHNOLOGY INC CV SR UNSEC NT 05367PAB6 13,689 17,000,000 PRN   DFND 1,2,3,4 17,000,000 0 0
BAIDU INC - SPON ADR ADR 056752108 1,496 8,214 SH   DFND 1,2,3,4 8,214 0 0
BANNER CORP COMMON STOCK 06652V208 108,182 2,473,283 SH   DFND 1,2,3,4 2,473,283 0 0
BELLATRIX EXPLORATION LTD COMMON STOCK 078314101 9,974 11,600,000 SH   DFND 1,2,3,4 11,600,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAE1 45,625 38,073,000 PRN   DFND 1,2,3,4 38,073,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AB4 6,222 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT REIT 09257WAA8 28,396 25,826,000 PRN   DFND 1,2,3,4 25,826,000 0 0
BLUCORA INC CV SR UNSEC NT 095229AB6 13,350 13,868,000 PRN   DFND 1,2,3,4 13,868,000 0 0
BROADSOFT INC CV SR UNSEC NT 11133BAD4 12,428 9,326,000 PRN   DFND 1,2,3,4 9,326,000 0 0
CALATLANTIC GROUP INC CV SR UNSEC NT PNC 783764AS2 4,686 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 13,140 14,675,000 PRN   DFND 1,2,3,4 14,675,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 2,671 819,228 SH   DFND 1,2,3,4 819,228 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 59,301 55,725,000 PRN   DFND 1,2,3,4 55,725,000 0 0
CATERPILLAR INC COMMON STOCK 149123101 3,625 41,200 SH Put DFND 1,2,3,4 41,200 0 0
CEMEX SAB DE CV COMMON STOCK ADR 151290889 53,868 6,786,681 SH   DFND 1,2,3,4 6,786,681 0 0
CEMEX SAB DE CV CV SUB NT 151290BR3 102,720 97,548,000 PRN   DFND 1,2,3,4 97,548,000 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 31,598 1,469,003 SH   DFND 1,2,3,4 1,469,003 0 0
CEPHEID CV SR UNSEC NT 15670RAC1 4,160 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
CHART INDUSTRIES INC CV SR SUB NT 16115QAC4 13,797 14,000,000 PRN   DFND 1,2,3,4 14,000,000 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 28,368 44,312,000 PRN   DFND 1,2,3,4 44,312,000 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 114,964 101,437,000 PRN   DFND 1,2,3,4 101,437,000 0 0
CLOVIS ONCOLOGY INC CV SR UNSEC NT PNC 189464AB6 1,926 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
CNOOC LTD-SPON ADR ADR 126132109 21,159 167,337 SH   DFND 1,2,3,4 167,337 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAA4 27,360 27,393,000 PRN   DFND 1,2,3,4 27,393,000 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAB2 14,735 15,127,000 PRN   DFND 1,2,3,4 15,127,000 0 0
COLONY STARWOOD HOMES CV SR UNSEC NT REIT 85571WAB5 7,768 7,070,000 PRN   DFND 1,2,3,4 7,070,000 0 0
CONTANGO OIL & GAS CO COMMON STOCK 21075N204 13,254 1,296,813 SH   DFND 1,2,3,4 1,296,813 0 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK 212015101 20,784 400,000 SH Put DFND 1,2,3,4 400,000 0 0
CORENERGY INFRASTRUCTURE TRUST INC CV SR UNSEC NT REIT 21870UAA4 9,656 9,500,000 PRN   DFND 1,2,3,4 9,500,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 144A 22943FAL4 20,256 20,000,000 PRN   DFND 1,2,3,4 20,000,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAF7 80,702 74,115,000 PRN   DFND 1,2,3,4 74,115,000 0 0
DEPOMED INC CV SR UNSEC NT PNC 249908AA2 36,175 25,362,000 PRN   DFND 1,2,3,4 25,362,000 0 0
DYCOM INDUSTRIES INC CV SR UNSEC NT 267475AB7 54,112 49,417,000 PRN   DFND 1,2,3,4 49,417,000 0 0
DYNEGY INC COMMON STOCK 26817R108 104,377 8,424,322 SH   DFND 1,2,3,4 8,424,322 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 5,553 785,363 SH   DFND 1,2,3,4 785,363 0 0
ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 20,056 21,153,000 PRN   DFND 1,2,3,4 21,153,000 0 0
ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 57,166 51,523,000 PRN   DFND 1,2,3,4 51,523,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AF9 23,184 27,805,000 PRN   DFND 1,2,3,4 27,805,000 0 0
ENDOLOGIX INC CV SR UNSEC NT PNC 29266SAA4 8,711 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
ENERNOC INC CV SR UNSEC NT 292764AB3 5,654 7,666,000 PRN   DFND 1,2,3,4 7,666,000 0 0
ENVESTNET INC CV SR UNSEC NT 29404KAA4 24,252 25,095,000 PRN   DFND 1,2,3,4 25,095,000 0 0
EPR PROPERTIES 9% CV PERP PFD SER-E REIT PNC 26884U307 2,046 55,000 SH   DFND 1,2,3,4 55,000 0 0
EURONET WORLDWIDE INC CV SR UNSEC NT PNC 298736AH2 49,106 38,734,000 PRN   DFND 1,2,3,4 38,734,000 0 0
EXCO RESOURCES INC COMMON STOCK 269279402 40,419 37,773,682 SH   DFND 1,2,3,4 37,773,682 0 0
EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 44,421 44,770,000 PRN   DFND 1,2,3,4 44,770,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAM3 29,511 25,000,000 PRN   DFND 1,2,3,4 25,000,000 0 0
FIRST BANCORP/PUERTO RICO COMMON STOCK 318672706 217,586 41,843,581 SH   DFND 1,2,3,4 41,843,581 0 0
FOMENTO ECONOMICO MEX-SP ADR ADR 344419106 23,013 250,143 SH   DFND 1,2,3,4 250,143 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 10,908 11,500,000 PRN   DFND 1,2,3,4 11,500,000 0 0
GAIN CAPITAL HOLDINGS INC CV SR UNSEC NT PNC 36268WAB6 7,734 8,079,000 PRN   DFND 1,2,3,4 8,079,000 0 0
GENER8 MARITIME INC COMMON STOCK Y26889108 66,828 13,052,534 SH   DFND 1,2,3,4 13,052,534 0 0
GENERAL CABLE CORP CV SUB NT MULTI-CPN PNC 369300AL2 6,526 9,756,000 PRN   DFND 1,2,3,4 9,756,000 0 0
GERDAU SA -SPON ADR ADR 373737105 21,355 7,854,363 SH   DFND 1,2,3,4 7,854,363 0 0
GLOBAL EAGLE ENTERTAINMENT INC CV SR UNSEC NT PNC 37951DAB8 3,703 4,405,000 PRN   DFND 1,2,3,4 4,405,000 0 0
GOGO INC CV SR UNSEC NT 38046CAB5 5,287 6,800,000 PRN   DFND 1,2,3,4 6,800,000 0 0
GSV CAPITAL CORP CV SR UNSEC NT 36191JAB7 7,062 7,440,000 PRN   DFND 1,2,3,4 7,440,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 12,117 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT CPDI 42330PAG2 12,370 13,000,000 PRN   DFND 1,2,3,4 13,000,000 0 0
HERBALIFE LTD CV SR UNSEC NT 42703MAB9 89,725 90,386,000 PRN   DFND 1,2,3,4 90,386,000 0 0
HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 47,069 48,360,000 PRN   DFND 1,2,3,4 48,360,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 47,960 47,386,000 PRN   DFND 1,2,3,4 47,386,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 44,147 5,912,417 SH   DFND 1,2,3,4 5,912,417 0 0
ICONIX BRAND GROUP INC CV SR SUB NT 451055AF4 13,911 16,000,000 PRN   DFND 1,2,3,4 16,000,000 0 0
INTERCEPT PHARMACEUTICALS INC CV SR UNSEC NT PNC 45845PAA6 21,245 18,900,000 PRN   DFND 1,2,3,4 18,900,000 0 0
INTERDIGITAL INC/PA CV SR UNSEC NT 458660AD9 66,024 53,917,000 PRN   DFND 1,2,3,4 53,917,000 0 0
IONIS PHARMACEUTICALS INC CV SR UNSEC NT 464337AJ3 25,384 27,100,000 PRN   DFND 1,2,3,4 27,100,000 0 0
IRONWOOD PHARMACEUTICALS INC CV SR UNSEC NT 46333XAD0 52,238 43,658,000 PRN   DFND 1,2,3,4 43,658,000 0 0
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF IBOXX HI YD ETF 464288513 17,426 201,500 SH Put DFND 1,2,3,4 201,500 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 70,588 6,455,046 SH   DFND 1,2,3,4 6,455,046 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 63,643 54,637,000 PRN   DFND 1,2,3,4 54,637,000 0 0
JEFFERIES GROUP LLC CV SR UNSEC NT PNC 472319AG7 9,153 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
KB HOME CV SR UNSEC NT 48666KAS8 5,358 5,500,000 PRN   DFND 1,2,3,4 5,500,000 0 0
KEYW HOLDING CORP/THE CV SR UNSEC NT 493723AA8 31,689 32,750,000 PRN   DFND 1,2,3,4 32,750,000 0 0
KINDER MORGAN INC/DE 9.75& CV MAND PFD 49456B200 6,518 130,128 SH   DFND 1,2,3,4 130,128 0 0
KINDER MORGAN INC/DE (HIGHSTAR) COMMON STOCK 49456B101 21,018 908,699 SH   DFND 1,2,3,4 908,699 0 0
LIBERTY BRAVES GROUP COMMON STOCK 531229888 16,825 968,078 SH   DFND 1,2,3,4 968,078 0 0
LIBERTY INTERACTIVE LLC CV SR UNSEC NT 144A (EX: CHTR) 530610AD6 52,462 49,500,000 PRN   DFND 1,2,3,4 49,500,000 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT 531229AB8 67,947 64,618,000 PRN   DFND 1,2,3,4 64,618,000 0 0
LIBERTY VENTURES COMMON STOCK CL A 53071M880 39,489 990,450 SH   DFND 1,2,3,4 990,450 0 0
LIVE NATION ENTERTAINMENT INC CV SR UNSEC NT 538034AJ8 11,423 10,521,000 PRN   DFND 1,2,3,4 10,521,000 0 0
M/I HOMES INC CV SR SUB NT PNC 55292PAB1 2,470 2,398,000 PRN   DFND 1,2,3,4 2,398,000 0 0
MEDIDATA SOLUTIONS INC CV SR UNSEC NT 58471AAB1 46,613 39,532,000 PRN   DFND 1,2,3,4 39,532,000 0 0
MELCO CROWN ENTERTAINME-ADR ADR 585464100 2,133 132,423 SH   DFND 1,2,3,4 132,423 0 0
MERITAGE HOMES CORP CV SR UNSEC NT 59001AAR3 9,713 9,666,000 PRN   DFND 1,2,3,4 9,666,000 0 0
MERITOR INC CV SR UNSEC STEP CPN NT 043353AH4 11,066 11,026,000 PRN   DFND 1,2,3,4 11,026,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 72,240 9,030,000 SH   DFND 1,2,3,4 9,030,000 0 0
MGIC INVESTMENT CORP CV SR UNSEC NT 552848AD5 3,226 3,143,000 PRN   DFND 1,2,3,4 3,143,000 0 0
MICROCHIP TECHNOLOGY INC CV SR SUB NT 595017AD6 79,661 62,091,000 PRN   DFND 1,2,3,4 62,091,000 0 0
MICRON TECHNOLOGY INC CV SR UNSEC NT SER-G PNC 595112AY9 92,089 101,479,000 PRN   DFND 1,2,3,4 101,479,000 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2,278 298,500 SH   DFND 1,2,3,4 298,500 0 0
NACCO INDUSTRIES INC COMMON STOCK 629579103 11,179 164,500 SH   DFND 1,2,3,4 164,500 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAQ1 5,111 5,360,000 PRN   DFND 1,2,3,4 5,360,000 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAS7 6,595 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
NEVRO CORP CV SR UNSEC NT 64157FAA1 35,789 27,515,000 PRN   DFND 1,2,3,4 27,515,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 12,437 12,129,000 PRN   DFND 1,2,3,4 12,129,000 0 0
NEWPARK RESOURCES INC CV SR UNSEC NT 651718AC2 16,358 16,421,000 PRN   DFND 1,2,3,4 16,421,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 44,322 5,816,443 SH   DFND 1,2,3,4 5,816,443 0 0
NOVATEL WIRELESS INC CV SR UNSEC NT PNC 66987MAE9 2,948 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
NXP SEMICONDUCTORS NV CV SR UNSEC NT 62952QAB6 64,064 53,669,000 PRN   DFND 1,2,3,4 53,669,000 0 0
OI SA COMMON STOCK - ADR 670851500 1,426 251,001 SH   DFND 1,2,3,4 251,001 0 0
ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 18,140 18,000,000 PRN   DFND 1,2,3,4 18,000,000 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207 2,497 190,862 SH   DFND 1,2,3,4 190,862 0 0
PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 33,252 32,778,000 PRN   DFND 1,2,3,4 32,778,000 0 0
PDC ENERGY INC CV SR UNSEC NT 69327RAD3 37,586 34,869,000 PRN   DFND 1,2,3,4 34,869,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAF1 10,842 11,091,000 PRN   DFND 1,2,3,4 11,091,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 12,419 12,865,000 PRN   DFND 1,2,3,4 12,865,000 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 28,632 31,617,000 PRN   DFND 1,2,3,4 31,617,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AS5 78,977 61,580,000 PRN   DFND 1,2,3,4 61,580,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AX4 30,292 28,044,000 PRN   DFND 1,2,3,4 28,044,000 0 0
PROOFPOINT INC CV SR UNSEC NT PNC 743424AD5 37,242 31,955,000 PRN   DFND 1,2,3,4 31,955,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 10,421 10,500,000 PRN   DFND 1,2,3,4 10,500,000 0 0
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AB0 11,595 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 5,720 5,626,000 PRN   DFND 1,2,3,4 5,626,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 10,208 10,167,000 PRN   DFND 1,2,3,4 10,167,000 0 0
RENEWABLE ENERGY GROUP INC CV SR UNSEC NT 75972AAA1 861 929,000 PRN   DFND 1,2,3,4 929,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 9,020 9,189,000 PRN   DFND 1,2,3,4 9,189,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAB0 15,566 15,603,000 PRN   DFND 1,2,3,4 15,603,000 0 0
ROVI CORP CV SR UNSEC NT (ACQUIRED BY: TIVO) 779376AD4 69,665 69,603,000 PRN   DFND 1,2,3,4 69,603,000 0 0
RTI INTERNATIONAL METALS INC CV SR UNSEC NT 74973WAB3 42,543 39,715,000 PRN   DFND 1,2,3,4 39,715,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 45,599 55,675,000 PRN   DFND 1,2,3,4 55,675,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI PNC 811904AM3 2,433 2,391,000 PRN   DFND 1,2,3,4 2,391,000 0 0
SHUTTERFLY INC CV SR UNSEC NT 82568PAB2 22,559 22,828,000 PRN   DFND 1,2,3,4 22,828,000 0 0
SM ENERGY CO CV SR UNSEC NT 78454LAM2 27,200 22,600,000 PRN   DFND 1,2,3,4 22,600,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 11,541 15,000,000 PRN   DFND 1,2,3,4 15,000,000 0 0
SOUTHWESTERN ENERGY CO 6.25 % MAND CV PFD SER B 845467208 32,749 1,037,340 SH   DFND 1,2,3,4 1,037,340 0 0
SPDR S&P500 ETF TRUST TR UNIT 78461U101 648,900 3,000,000 SH Call DFND 1,2,3,4 3,000,000 0 0
SPDR S&P500 ETF TRUST TR UNIT 78461U101 13,627 63,000 SH Put DFND 1,2,3,4 63,000 0 0
SPECTRANETICS CORP/THE CV SR UNSEC NT PNC 84760CAA5 43,127 40,584,000 PRN   DFND 1,2,3,4 40,584,000 0 0
SPECTRUM PHARMACEUTICALS INC CV SR UNSEC NT 84763AAB4 7,070 7,819,000 PRN   DFND 1,2,3,4 7,819,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 25,171 22,641,000 PRN   DFND 1,2,3,4 22,641,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAB8 14,683 12,890,000 PRN   DFND 1,2,3,4 12,890,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 132,019 29,078,777 SH   DFND 1,2,3,4 29,078,777 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAA3 19,029 17,240,000 PRN   DFND 1,2,3,4 17,240,000 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAC9 15,047 14,612,000 PRN   DFND 1,2,3,4 14,612,000 0 0
STILLWATER MINING CO CV SR UNSEC NT 86074QAL6 37,944 31,466,000 PRN   DFND 1,2,3,4 31,466,000 0 0
SUNOCO LOGISTICS PARTNERS LP COMMON STOCK 86764L108 6,165 217,000 SH   DFND 1,2,3,4 217,000 0 0
SYNCHRONOSS TECHNOLOGIES INC CV SR UNSEC NT 87157BAA1 44,441 41,923,000 PRN   DFND 1,2,3,4 41,923,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 103,921 3,398,797 SH   DFND 1,2,3,4 3,398,797 0 0
TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 15,710 15,000,000 PRN   DFND 1,2,3,4 15,000,000 0 0
TELEFONICA BRASIL-ADR ADR 87936R106 25,531 1,765,161 SH   DFND 1,2,3,4 1,765,161 0 0
TELIGENT INC CV SR UNSEC NT PNC 449575AB5 8,350 8,706,000 PRN   DFND 1,2,3,4 8,706,000 0 0
TERRAVIA HOLDINGS INC CV SR SUB NT 83415TAC5 7,324 14,600,000 PRN   DFND 1,2,3,4 14,600,000 0 0
TICC CAPITAL CORP CV SR UNSEC NT 87244TAB5 11,150 11,000,000 PRN   DFND 1,2,3,4 11,000,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 10,604 12,042,000 PRN   DFND 1,2,3,4 12,042,000 0 0
TOLL BROTHERS FINANCE CORP CV SR UNSEC NT CPDI 88947EAM2 7,446 7,534,000 PRN   DFND 1,2,3,4 7,534,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 14,900 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 6,623 6,387,000 PRN   DFND 1,2,3,4 6,387,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 517,790 14,178,245 SH   DFND 1,2,3,4 14,178,245 0 0
TRINA SOLAR LTD-SPON ADR ADR 89628E104 25,086 2,450,845 SH   DFND 1,2,3,4 2,450,845 0 0
TRONC INC COMMON STOCK 89703P107 79,268 4,695,947 SH   DFND 1,2,3,4 4,695,947 0 0
TTM TECHNOLOGIES INC CV SR UNSEC NT 87305RAD1 22,800 17,171,000 PRN   DFND 1,2,3,4 17,171,000 0 0
UNITED STATES STEEL CORP COMMON STOCK 912909108 7,412 393,000 SH Put DFND 1,2,3,4 393,000 0 0
VALE SA COMMON STOCK 91912E105 6,858 1,247,000 SH   DFND 1,2,3,4 1,247,000 0 0
VALE SA-SP PREF ADR ADR 91912E204 38,105 8,093,843 SH   DFND 1,2,3,4 8,093,843 0 0
VECTOR GROUP LTD CV SR UNSEC NT VARIABLE 92240MBC1 41,553 36,450,000 PRN   DFND 1,2,3,4 36,450,000 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAA2 15,557 15,524,000 PRN   DFND 1,2,3,4 15,524,000 0 0
VERSO CORP COMMON STOCK 92531L207 20,020 3,103,397 SH   DFND 1,2,3,4 3,103,397 0 0
VIMPELCOM LTD COMMON STOCK ADR 92719A106 17,031 4,895,273 SH   DFND 1,2,3,4 4,895,273 0 0
VIPSHOP HOLDING LTD CV SR UNSEC NT 92763WAA1 16,250 15,000,000 PRN   DFND 1,2,3,4 15,000,000 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 17,612 1,250,000 SH   DFND 1,2,3,4 1,250,000 0 0
WEATHERFORD INTERNATIONAL LTD CV SR UNSEC NT 947075AH0 36,409 32,300,000 PRN   DFND 1,2,3,4 32,300,000 0 0
WEB.COM GROUP INC CV SR UNSEC NT PNC 94733AAA2 7,116 7,511,000 PRN   DFND 1,2,3,4 7,511,000 0 0
WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 8,780 10,500,000 PRN   DFND 1,2,3,4 10,500,000 0 0
WORKDAY INC CV SR UNSEC NT 98138HAC5 15,367 12,518,000 PRN   DFND 1,2,3,4 12,518,000 0 0
WPX ENERGY INC 6.25% MAND CV PFD 98212B202 20,293 330,700 SH   DFND 1,2,3,4 330,700 0 0
WRIGHT MEDICAL GROUP INC CV SR UNSEC NT 98235TAE7 54,566 50,790,000 PRN   DFND 1,2,3,4 50,790,000 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 7,848 8,248,000 PRN   DFND 1,2,3,4 8,248,000 0 0
YANDEX NV COMMON STOCK N97284108 1,379 65,500 SH   DFND 1,2,3,4 65,500 0 0