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 37,870 35,863,000 PRN   DFND 1,2,3,4 35,863,000 0 0
ADVANCEPIERRE FOODS HOLDINGS INC COMMON STOCK 00782L107 1,288,537 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 11,470 11,000,000 PRN   DFND 1,2,3,4 11,000,000 0 0
AEGERION PHARMACEUTICALS INC CV SR UNSEC NT 00767EAB8 1,440 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
AKAMAI TECHNOLOGIES INC CV SR UNSEC NT 00971TAG6 25,298 24,250,000 PRN   DFND 1,2,3,4 24,250,000 0 0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC CV SR SUB NT 01167PAE1 1,215 1,227,000 PRN   DFND 1,2,3,4 1,227,000 0 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 54,372 619,374 SH   DFND 1,2,3,4 619,374 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CV SR UNSEC NT 01988PAD0 7,579 8,008,000 PRN   DFND 1,2,3,4 8,008,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 194,887 10,246,462 SH   DFND 1,2,3,4 10,246,462 0 0
ALON USA ENERGY INC CV SR UNSEC NT 020520AB8 12,789 12,000,000 PRN   DFND 1,2,3,4 12,000,000 0 0
AMBEV SA-ADR ADR 02319V103 22,302 4,543,763 SH   DFND 1,2,3,4 4,543,763 0 0
AMERICA MOVIL-SPN ADR CL L ADR 02364W105 30,318 2,412,671 SH   DFND 1,2,3,4 2,412,671 0 0
AMERICAN TOWER CORP 5.50% MAND CV SER-B PFD REIT 03027X407 33,519 320,739 SH   DFND 1,2,3,4 320,739 0 0
AMTRUST FINANCIAL SERVICES INC CV SR UNSEC NT PNC CPDI 032359AG6 37,419 43,451,000 PRN   DFND 1,2,3,4 43,451,000 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 23,194 2,207,653 SH   DFND 1,2,3,4 2,207,653 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT REIT 03762UAA3 47,528 45,257,000 PRN   DFND 1,2,3,4 45,257,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAG8 9,502 9,423,000 PRN   DFND 1,2,3,4 9,423,000 0 0
ARRAY BIOPHARMA INC CV SR UNSEC NT PNC 04269XAA3 17,419 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
AVID TECHNOLOGY INC CV SR UNSEC NT 05367PAB6 8,607 12,900,000 PRN   DFND 1,2,3,4 12,900,000 0 0
BAIDU INC - SPON ADR ADR 056752108 2,114 12,861 SH   DFND 1,2,3,4 12,861 0 0
BANC OF CALIFORNIA INC COMMON STOCK 05990K106 9,855 568,000 SH   DFND 1,2,3,4 568,000 0 0
BELLATRIX EXPLORATION LTD COMMON STOCK 078314101 17,896 18,750,000 SH   DFND 1,2,3,4 18,750,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAE1 40,764 36,023,000 PRN   DFND 1,2,3,4 36,023,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AB4 9,275 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT REIT 09257WAA8 30,761 27,526,000 PRN   DFND 1,2,3,4 27,526,000 0 0
BLUCORA INC CV SR UNSEC NT 095229AB6 15,792 15,798,000 PRN   DFND 1,2,3,4 15,798,000 0 0
CALATLANTIC GROUP INC CV SR UNSEC NT PNC 783764AS2 4,674 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 1,260 1,350,000 PRN   DFND 1,2,3,4 1,350,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 2,606 819,228 SH   DFND 1,2,3,4 819,228 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 56,870 48,025,000 PRN   DFND 1,2,3,4 48,025,000 0 0
CEMEX SAB DE CV ADR 151290889 53,911 6,715,339 SH   DFND 1,2,3,4 6,715,339 0 0
CEMEX SAB DE CV CV SUB NT 151290BR3 100,002 93,548,000 PRN   DFND 1,2,3,4 93,548,000 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 30,849 1,469,003 SH   DFND 1,2,3,4 1,469,003 0 0
CHART INDUSTRIES INC CV SR SUB NT 16115QAC4 14,785 15,000,000 PRN   DFND 1,2,3,4 15,000,000 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 19,435 31,741,000 PRN   DFND 1,2,3,4 31,741,000 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 52,766 45,437,000 PRN   DFND 1,2,3,4 45,437,000 0 0
CLOVIS ONCOLOGY INC CV SR UNSEC NT PNC 189464AB6 19,606 19,000,000 PRN   DFND 1,2,3,4 19,000,000 0 0
CNOOC LTD-SPON ADR ADR 126132109 22,717 183,316 SH   DFND 1,2,3,4 183,316 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAA4 30,855 30,143,000 PRN   DFND 1,2,3,4 30,143,000 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAB2 14,705 14,700,000 PRN   DFND 1,2,3,4 14,700,000 0 0
CONTANGO OIL & GAS CO COMMON STOCK 21075N204 12,112 1,296,813 SH   DFND 1,2,3,4 1,296,813 0 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK 212015101 20,616 400,000 SH Put DFND 1,2,3,4 400,000 0 0
CORENERGY INFRASTRUCTURE TRUST INC CV SR UNSEC NT REIT 21870UAA4 10,680 9,500,000 PRN   DFND 1,2,3,4 9,500,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAF7 45,914 44,360,000 PRN   DFND 1,2,3,4 44,360,000 0 0
DEPOMED INC CV SR UNSEC NT PNC 249908AA2 21,894 19,362,000 PRN   DFND 1,2,3,4 19,362,000 0 0
DHT HOLDINGS INC CV SR UNSEC NT PNC 23335SAB2 10,146 10,820,000 PRN   DFND 1,2,3,4 10,820,000 0 0
DYCOM INDUSTRIES INC CV SR UNSEC NT 267475AB7 19,815 18,017,000 PRN   DFND 1,2,3,4 18,017,000 0 0
DYNEGY INC COMMON STOCK 26817R108 71,269 8,424,322 SH   DFND 1,2,3,4 8,424,322 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 4,595 785,363 SH   DFND 1,2,3,4 785,363 0 0
EGALET CORP CV SR UNSEC NT 28226BAB0 3,713 4,200,000 PRN   DFND 1,2,3,4 4,200,000 0 0
ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 50,608 47,623,000 PRN   DFND 1,2,3,4 47,623,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AF9 29,435 31,010,000 PRN   DFND 1,2,3,4 31,010,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 17,180 19,442,000 PRN   DFND 1,2,3,4 19,442,000 0 0
ENDOLOGIX INC CV SR UNSEC NT PNC 29266SAA4 5,423 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
ENERNOC INC CV SR UNSEC NT 292764AB3 6,209 7,966,000 PRN   DFND 1,2,3,4 7,966,000 0 0
ENVESTNET INC CV SR UNSEC NT 29404KAA4 19,492 20,393,000 PRN   DFND 1,2,3,4 20,393,000 0 0
EURONET WORLDWIDE INC CV SR UNSEC NT PNC 298736AH2 34,971 30,034,000 PRN   DFND 1,2,3,4 30,034,000 0 0
EXCO RESOURCES INC COMMON STOCK 269279402 26,886 30,773,682 SH   DFND 1,2,3,4 30,773,682 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 4,064 202,787 SH   DFND 1,2,3,4 202,787 0 0
EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 35,947 37,010,000 PRN   DFND 1,2,3,4 37,010,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAM3 40,806 34,000,000 PRN   DFND 1,2,3,4 34,000,000 0 0
FIRST BANCORP/PUERTO RICO COMMON STOCK 318672706 208,172 31,493,581 SH   DFND 1,2,3,4 31,493,581 0 0
FLUIDIGM CORP CV SR UNSEC NT PNC 34385PAA6 3,687 5,250,000 PRN   DFND 1,2,3,4 5,250,000 0 0
FOMENTO ECONOMICO MEX-SP ADR ADR 344419106 8,385 110,056 SH   DFND 1,2,3,4 110,056 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 9,709 9,750,000 PRN   DFND 1,2,3,4 9,750,000 0 0
GAIN CAPITAL HOLDINGS INC CV SR UNSEC NT PNC 36268WAB6 10,252 10,579,000 PRN   DFND 1,2,3,4 10,579,000 0 0
GENER8 MARITIME INC COMMON STOCK Y26889108 58,477 13,052,534 SH   DFND 1,2,3,4 13,052,534 0 0
GENERAL CABLE CORP CV SUB NT MULTI-CPN PNC 369300AL2 32,453 41,080,000 PRN   DFND 1,2,3,4 41,080,000 0 0
GERDAU SA -SPON ADR ADR 373737105 18,943 6,034,789 SH   DFND 1,2,3,4 6,034,789 0 0
GLOBAL EAGLE ENTERTAINMENT INC CV SR UNSEC NT PNC 37951DAB8 6,683 8,290,000 PRN   DFND 1,2,3,4 8,290,000 0 0
GOGO INC CV SR UNSEC NT 38046CAB5 4,301 5,800,000 PRN   DFND 1,2,3,4 5,800,000 0 0
GSV CAPITAL CORP CV SR UNSEC NT 36191JAB7 6,565 6,940,000 PRN   DFND 1,2,3,4 6,940,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 10,680 10,700,000 PRN   DFND 1,2,3,4 10,700,000 0 0
HEALTHSOUTH CORP CV SR SUB NT CPDI PNC 421924BL4 44,314 37,161,000 PRN   DFND 1,2,3,4 37,161,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT CPDI 42330PAG2 12,472 12,671,000 PRN   DFND 1,2,3,4 12,671,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAH0 24,432 23,500,000 PRN   DFND 1,2,3,4 23,500,000 0 0
HERBALIFE LTD CV SR UNSEC NT 42703MAB9 42,772 46,486,000 PRN   DFND 1,2,3,4 46,486,000 0 0
HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 40,000 42,060,000 PRN   DFND 1,2,3,4 42,060,000 0 0
HORNBECK OFFSHORE SERVICES INC CV SR UNSEC NT 440543AN6 4,739 6,660,000 PRN   DFND 1,2,3,4 6,660,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 31,326 31,836,000 PRN   DFND 1,2,3,4 31,836,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 47,802 6,384,459 SH   DFND 1,2,3,4 6,384,459 0 0
ICONIX BRAND GROUP INC CV SR SUB NT 451055AF4 11,590 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
IMMUNOMEDICS INC CV SR UNSEC NT 452907AK4 3,976 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
INTEGRATED DEVICE TECHNOLOGY INC CV SR UNSEC NT 458118AC0 41,537 40,250,000 PRN   DFND 1,2,3,4 40,250,000 0 0
INTERDIGITAL INC/PA CV SR UNSEC NT 458660AD9 61,066 45,217,000 PRN   DFND 1,2,3,4 45,217,000 0 0
IONIS PHARMACEUTICALS INC CV SR UNSEC NT 464337AJ3 15,348 15,000,000 PRN   DFND 1,2,3,4 15,000,000 0 0
IRONWOOD PHARMACEUTICALS INC CV SR UNSEC NT 46333XAD0 38,671 33,658,000 PRN   DFND 1,2,3,4 33,658,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 448 17,700 SH   DFND 1,2,3,4 17,700 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 78,179 7,607,716 SH   DFND 1,2,3,4 7,607,716 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 58,214 43,987,000 PRN   DFND 1,2,3,4 43,987,000 0 0
JEFFERIES GROUP LLC CV SR UNSEC NT PNC 472319AG7 10,885 10,750,000 PRN   DFND 1,2,3,4 10,750,000 0 0
KB HOME CV SR UNSEC NT 48666KAS8 4,626 4,776,000 PRN   DFND 1,2,3,4 4,776,000 0 0
KEYW HOLDING CORP/THE CV SR UNSEC NT 493723AA8 27,142 26,980,000 PRN   DFND 1,2,3,4 26,980,000 0 0
LIBERTY EXPEDIA HOLDINGS INC COMMON STOCK 53046P109 15,716 396,180 SH   DFND 1,2,3,4 396,180 0 0
LIBERTY INTERACTIVE LLC CV SR UNSEC NT 144A (EX: CHTR) 530610AD6 67,436 62,550,000 PRN   DFND 1,2,3,4 62,550,000 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT (BASKET) 531229AB8 51,962 48,320,000 PRN   DFND 1,2,3,4 48,320,000 0 0
LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 19,933 968,078 SH   DFND 1,2,3,4 968,078 0 0
LIBERTY VENTURES COMMON STOCK 53071M856 21,911 594,270 SH   DFND 1,2,3,4 594,270 0 0
LIVE NATION ENTERTAINMENT INC CV SR UNSEC NT 538034AJ8 37,731 35,514,000 PRN   DFND 1,2,3,4 35,514,000 0 0
M/I HOMES INC CV SR SUB NT PNC 55292PAB1 2,160 2,120,000 PRN   DFND 1,2,3,4 2,120,000 0 0
MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAB1 40,817 40,600,000 PRN   DFND 1,2,3,4 40,600,000 0 0
MEDIDATA SOLUTIONS INC CV SR UNSEC NT 58471AAB1 26,976 24,632,000 PRN   DFND 1,2,3,4 24,632,000 0 0
MELCO CROWN ENTERTAINME-ADR ADR 585464100 1,441 90,639 SH   DFND 1,2,3,4 90,639 0 0
MERITAGE HOMES CORP CV SR UNSEC NT 59001AAR3 13,365 13,500,000 PRN   DFND 1,2,3,4 13,500,000 0 0
MERITOR INC CV SR UNSEC STEP CPN NT 043353AH4 9,160 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 59,050 5,795,000 SH   DFND 1,2,3,4 5,795,000 0 0
MGIC INVESTMENT CORP CV SR UNSEC NT 552848AD5 7,089 6,997,000 PRN   DFND 1,2,3,4 6,997,000 0 0
MICROCHIP TECHNOLOGY INC CV SR SUB NT 595017AD6 42,749 32,841,000 PRN   DFND 1,2,3,4 32,841,000 0 0
MICRON TECHNOLOGY INC CV SR UNSEC NT SER-G PNC 595112AY9 123,206 124,279,000 PRN   DFND 1,2,3,4 124,279,000 0 0
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 1,131 54,548 SH   DFND 1,2,3,4 54,548 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2,719 298,500 SH   DFND 1,2,3,4 298,500 0 0
NACCO INDUSTRIES INC COMMON STOCK 629579103 8,874 98,000 SH   DFND 1,2,3,4 98,000 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK 63861C109 7,530 416,931 SH   DFND 1,2,3,4 416,931 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAQ1 6,531 6,665,000 PRN   DFND 1,2,3,4 6,665,000 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAS7 6,896 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
NEVRO CORP CV SR UNSEC NT 64157FAA1 19,085 17,965,000 PRN   DFND 1,2,3,4 17,965,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 13,925 13,500,000 PRN   DFND 1,2,3,4 13,500,000 0 0
NEWPARK RESOURCES INC CV SR UNSEC NT 651718AC2 5,245 5,171,000 PRN   DFND 1,2,3,4 5,171,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 61,945 5,816,443 SH   DFND 1,2,3,4 5,816,443 0 0
NOVATEL WIRELESS INC CV SR UNSEC NT PNC 66987MAE9 2,895 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAG5 9,587 9,850,000 PRN   DFND 1,2,3,4 9,850,000 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAK6 20,876 23,000,000 PRN   DFND 1,2,3,4 23,000,000 0 0
NXP SEMICONDUCTORS NV CV SR UNSEC NT 62952QAB6 8,531 7,508,000 PRN   DFND 1,2,3,4 7,508,000 0 0
OASIS PETROLEUM INC CV SR UNSEC NT PNC 674215AJ7 3,825 2,750,000 PRN   DFND 1,2,3,4 2,750,000 0 0
OI SA COMMON STOCK - ADR 670851500 996 251,001 SH   DFND 1,2,3,4 251,001 0 0
ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 53,710 52,745,000 PRN   DFND 1,2,3,4 52,745,000 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207 2,775 190,862 SH   DFND 1,2,3,4 190,862 0 0
PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 27,768 28,478,000 PRN   DFND 1,2,3,4 28,478,000 0 0
PDC ENERGY INC CV SR UNSEC NT 69327RAD3 36,826 33,019,000 PRN   DFND 1,2,3,4 33,019,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAF1 6,369 6,500,000 PRN   DFND 1,2,3,4 6,500,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 20,513 21,000,000 PRN   DFND 1,2,3,4 21,000,000 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 42,264 44,505,000 PRN   DFND 1,2,3,4 44,505,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AS5 12,850 10,080,000 PRN   DFND 1,2,3,4 10,080,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AX4 70,496 66,694,000 PRN   DFND 1,2,3,4 66,694,000 0 0
PROOFPOINT INC CV SR UNSEC NT PNC 743424AD5 34,992 30,805,000 PRN   DFND 1,2,3,4 30,805,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 16,939 17,285,000 PRN   DFND 1,2,3,4 17,285,000 0 0
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AB0 12,639 13,500,000 PRN   DFND 1,2,3,4 13,500,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 13,631 13,567,000 PRN   DFND 1,2,3,4 13,567,000 0 0
RENEWABLE ENERGY GROUP INC CV SR UNSEC NT 75972AAA1 3,265 3,360,000 PRN   DFND 1,2,3,4 3,360,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 11,236 11,643,000 PRN   DFND 1,2,3,4 11,643,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAB0 15,947 16,723,000 PRN   DFND 1,2,3,4 16,723,000 0 0
ROVI CORP CV SR UNSEC NT (ACQUIRED BY: TIVO) 779376AD4 65,139 64,309,000 PRN   DFND 1,2,3,4 64,309,000 0 0
RWT HOLDINGS INC CV SR UNSEC NT 749772AB5 5,711 5,626,000 PRN   DFND 1,2,3,4 5,626,000 0 0
SANCHEZ ENERGY CORP COMMON STOCK 79970Y105 135 14,837 SH   DFND 1,2,3,4 14,837 0 0
SANDRIDGE ENERGY INC COMMON STOCK 80007P869 3,179 135,000 SH   DFND 1,2,3,4 135,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 47,188 53,285,000 PRN   DFND 1,2,3,4 53,285,000 0 0
SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 5,041 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
SILVER STANDARD RESOURCES INC CV SR UNSEC NT PNC 82823LAC0 25,307 27,458,000 PRN   DFND 1,2,3,4 27,458,000 0 0
SM ENERGY CO CV SR UNSEC NT 78454LAM2 29,930 25,800,000 PRN   DFND 1,2,3,4 25,800,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 20,733 24,530,000 PRN   DFND 1,2,3,4 24,530,000 0 0
SOUTHWESTERN ENERGY CO 6.25 % MAND CV PFD SER B 845467208 25,071 984,340 SH   DFND 1,2,3,4 984,340 0 0
SPDR S&P500 ETF TRUST COMMON STOCK 78462F103 61,471 275,000 SH Put DFND 1,2,3,4 275,000 0 0
SPECTRANETICS CORP/THE CV SR UNSEC NT PNC 84760CAA5 34,139 32,984,000 PRN   DFND 1,2,3,4 32,984,000 0 0
SPECTRUM PHARMACEUTICALS INC CV SR UNSEC NT 84763AAB4 9,271 10,319,000 PRN   DFND 1,2,3,4 10,319,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 23,501 22,441,000 PRN   DFND 1,2,3,4 22,441,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 148,593 29,078,777 SH   DFND 1,2,3,4 29,078,777 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAA3 20,754 18,940,000 PRN   DFND 1,2,3,4 18,940,000 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAC9 9,736 9,500,000 PRN   DFND 1,2,3,4 9,500,000 0 0
STONEMOR PARTNERS LP COMMON STOCK 86183Q100 11,138 1,250,000 SH   DFND 1,2,3,4 1,250,000 0 0
SUCAMPO PHARMACEUTICALS INC CV SR UNSEC NT 144A 864909AA4 21,408 20,000,000 PRN   DFND 1,2,3,4 20,000,000 0 0
SUNOCO LOGISTICS PARTNERS LP COMMON STOCK 86764L108 6,413 267,000 SH   DFND 1,2,3,4 267,000 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AL3 2,780 3,941,000 PRN   DFND 1,2,3,4 3,941,000 0 0
SYNCHRONOSS TECHNOLOGIES INC CV SR UNSEC NT 87157BAA1 37,234 35,473,000 PRN   DFND 1,2,3,4 35,473,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 107,695 3,747,347 SH   DFND 1,2,3,4 3,747,347 0 0
TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 15,476 14,828,000 PRN   DFND 1,2,3,4 14,828,000 0 0
TELEFONICA BRASIL-ADR ADR 87936R106 28,353 2,119,808 SH   DFND 1,2,3,4 2,119,808 0 0
TELIGENT INC CV SR UNSEC NT PNC 449575AB5 10,698 11,500,000 PRN   DFND 1,2,3,4 11,500,000 0 0
TERRAVIA HOLDINGS INC CV SR SUB NT 83415TAC5 6,283 14,600,000 PRN   DFND 1,2,3,4 14,600,000 0 0
TICC CAPITAL CORP CV SR UNSEC NT 87244TAB5 11,232 11,000,000 PRN   DFND 1,2,3,4 11,000,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 10,805 12,042,000 PRN   DFND 1,2,3,4 12,042,000 0 0
TOLL BROTHERS FINANCE CORP CV SR UNSEC NT CPDI 88947EAM2 9,350 9,500,000 PRN   DFND 1,2,3,4 9,500,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 16,605 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 13,357 12,987,000 PRN   DFND 1,2,3,4 12,987,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 495,955 14,178,245 SH   DFND 1,2,3,4 14,178,245 0 0
TRINA SOLAR LTD-SPON ADR ADR 89628E104 16,811 1,808,320 SH   DFND 1,2,3,4 1,808,320 0 0
TRONC INC COMMON STOCK 89703P107 65,131 4,695,947 SH   DFND 1,2,3,4 4,695,947 0 0
UNITED STATES STEEL CORP COMMON STOCK 912909108 4,621 140,000 SH Put DFND 1,2,3,4 140,000 0 0
VALE SA COMMON STOCK 91912E105 9,502 1,247,000 SH   DFND 1,2,3,4 1,247,000 0 0
VALE SA-SP PREF ADR ADR 91912E204 36,405 5,285,761 SH   DFND 1,2,3,4 5,285,761 0 0
VECTOR GROUP LTD CV SR UNSEC NT VARIABLE 92240MBC1 39,817 34,550,000 PRN   DFND 1,2,3,4 34,550,000 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAA2 12,831 12,775,000 PRN   DFND 1,2,3,4 12,775,000 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAB0 887 885,000 PRN   DFND 1,2,3,4 885,000 0 0
VERSO CORP COMMON STOCK 92531L207 22,034 3,103,397 SH   DFND 1,2,3,4 3,103,397 0 0
VIMPELCOM LTD ADR 92719A106 17,871 4,642,818 SH   DFND 1,2,3,4 4,642,818 0 0
VIPSHOP HOLDINGS LTD CV SR UNSEC NT 92763WAA1 23,414 23,475,000 PRN   DFND 1,2,3,4 23,475,000 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 20,250 1,250,000 SH   DFND 1,2,3,4 1,250,000 0 0
WALTER INVESTMENT MANAGEMENT CORP CV SR SUB NT 93317WAA0 3,847 5,500,000 PRN   DFND 1,2,3,4 5,500,000 0 0
WEATHERFORD INTERNATIONAL LTD CV SR UNSEC NT 947075AH0 52,475 48,450,000 PRN   DFND 1,2,3,4 48,450,000 0 0
WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 14,651 16,500,000 PRN   DFND 1,2,3,4 16,500,000 0 0
WPX ENERGY INC 6.25% MAND CV PFD 98212B202 5,628 85,700 SH   DFND 1,2,3,4 85,700 0 0
WRIGHT MEDICAL GROUP INC CV SR UNSEC NT 98235TAE7 50,339 48,240,000 PRN   DFND 1,2,3,4 48,240,000 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 6,459 6,750,000 PRN   DFND 1,2,3,4 6,750,000 0 0
YANDEX NV COMMON STOCK N97284108 1,319 65,500 SH   DFND 1,2,3,4 65,500 0 0
YY INC CV SR UNSEC NT 98426TAB2 7,365 7,464,000 PRN   DFND 1,2,3,4 7,464,000 0 0