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 34,604 32,150,000 PRN   DFND 1,2,3,4 32,150,000 0 0
ACORDA THERAPEUTICS INC CV SR UNSEC NT PNC 00484MAA4 31,980 37,450,000 PRN   DFND 1,2,3,4 37,450,000 0 0
ADVANCEPIERRE FOODS HOLDINGS INC COMMON STOCK 00782L107 989,090 31,732,120 SH   DFND 1,2,3,4 31,732,120 0 0
AEGEAN MARINE PETROLEUM NETWORK INC CV SR UNSEC NT PNC Y0020QAA9 3,856 3,500,000 PRN   DFND 1,2,3,4 3,500,000 0 0
AEGERION PHARMACEUTICALS INC CV SR UNSEC NT 00767EAB8 5,931 7,250,000 PRN   DFND 1,2,3,4 7,250,000 0 0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC CV SR SUB NT 01167PAE1 1,280 1,227,000 PRN   DFND 1,2,3,4 1,227,000 0 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 69,324 643,156 SH   DFND 1,2,3,4 643,156 0 0
ALLERGAN PLC 5.50% MAND CV PFD SER A 00BY9D6T8 56,845 67,000 SH   DFND 1,2,3,4 67,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 211,055 10,381,462 SH   DFND 1,2,3,4 10,381,462 0 0
ALON USA ENERGY INC CV SR UNSEC NT 020520AB8 2,205 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
AMBEV SA-ADR ADR 02319V103 29,692 5,157,300 SH   DFND 1,2,3,4 5,157,300 0 0
AMERICA MOVIL-SPN ADR CL L ADR 02364W105 35,436 2,501,889 SH   DFND 1,2,3,4 2,501,889 0 0
AMTRUST FINANCIAL SERVICES INC CV SR UNSEC NT PNC CPDI 032359AG6 26,674 35,901,000 PRN   DFND 1,2,3,4 35,901,000 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 29,562 2,746,100 SH   DFND 1,2,3,4 2,746,100 0 0
ANTHEM INC 5.25% CV MAND PFD 036752202 33,508 657,000 SH   DFND 1,2,3,4 657,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT REIT 03762UAA3 34,415 31,457,000 PRN   DFND 1,2,3,4 31,457,000 0 0
AVID TECHNOLOGY INC CV SR UNSEC NT 05367PAB6 3,504 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
BANK OF AMERICA CORP 7.250000% CV PFD PERPETUAL PNC 060505682 4,184 3,500 SH   DFND 1,2,3,4 3,500 0 0
BELLATRIX EXPLORATION LTD COMMON STOCK 078314101 14,762 18,750,000 SH   DFND 1,2,3,4 18,750,000 0 0
BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAE1 36,696 32,163,000 PRN   DFND 1,2,3,4 32,163,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AB4 6,192 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT REIT 09257WAA8 15,862 13,826,000 PRN   DFND 1,2,3,4 13,826,000 0 0
BLUCORA INC CV SR UNSEC NT 095229AB6 20,008 19,800,000 PRN   DFND 1,2,3,4 19,800,000 0 0
BROOKDALE SENIOR LIVING INC CV SR UNSEC NT 112463AA2 19,226 19,500,000 PRN   DFND 1,2,3,4 19,500,000 0 0
CALATLANTIC GROUP INC CV SR UNSEC NT PNC 783764AS2 20,809 22,050,000 PRN   DFND 1,2,3,4 22,050,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 2,359 2,500,000 PRN   DFND 1,2,3,4 2,500,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 2,925 819,228 SH   DFND 1,2,3,4 819,228 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 28,465 26,175,000 PRN   DFND 1,2,3,4 26,175,000 0 0
CEMEX SAB DE CV COMMON STOCK ADR 151290889 62,548 6,898,566 SH   DFND 1,2,3,4 6,898,566 0 0
CEMEX SAB DE CV CV SUB NT 151290BR3 103,410 90,950,000 PRN   DFND 1,2,3,4 90,950,000 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 37,313 1,469,003 SH   DFND 1,2,3,4 1,469,003 0 0
CHART INDUSTRIES INC CV SR SUB NT 16115QAC4 15,887 16,000,000 PRN   DFND 1,2,3,4 16,000,000 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 18,467 27,116,000 PRN   DFND 1,2,3,4 27,116,000 0 0
CHINA MOBILE LTD-SPON ADR ADR 16941M109 1,311 23,741 SH   DFND 1,2,3,4 23,741 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 41,320 32,787,000 PRN   DFND 1,2,3,4 32,787,000 0 0
CLOVIS ONCOLOGY INC CV SR UNSEC NT PNC 189464AB6 15,302 11,750,000 PRN   DFND 1,2,3,4 11,750,000 0 0
CNOOC LTD-SPON ADR ADR 126132109 25,261 210,960 SH   DFND 1,2,3,4 210,960 0 0
COLONY NORTHSTAR INC CV SR UNSEC NT REIT PNC 19624RAA4 26,589 26,543,000 PRN   DFND 1,2,3,4 26,543,000 0 0
COLONY NORTHSTAR INC CV SR UNSEC NT REIT PNC 19624RAB2 8,916 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
COMSTOCK RESOURCES INC CV SEC 2ND LIEN PIK NT PNC 205768AM6 16,385 19,100,000 PRN   DFND 1,2,3,4 19,100,000 0 0
COMSTOCK RESOURCES INC CV SEC 2ND LIEN PIK NT PNC 205768AN4 28,636 33,888,405 PRN   DFND 1,2,3,4 33,888,405 0 0
CONTANGO OIL & GAS CO COMMON STOCK 21075N204 9,493 1,296,813 SH   DFND 1,2,3,4 1,296,813 0 0
CSG SYSTEMS INTERNATIONAL INC CV SR UNSEC NT PNC 126349AF6 12,326 11,838,000 PRN   DFND 1,2,3,4 11,838,000 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT (SERIES: C) 22943FAF7 46,139 41,560,000 PRN   DFND 1,2,3,4 41,560,000 0 0
DHT HOLDINGS INC CV SR UNSEC NT PNC 23335SAB2 8,996 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
DYCOM INDUSTRIES INC CV SR UNSEC NT 267475AB7 10,343 8,817,000 PRN   DFND 1,2,3,4 8,817,000 0 0
DYNEGY INC COMMON STOCK 26817R108 66,215 8,424,322 SH   DFND 1,2,3,4 8,424,322 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 4,470 785,363 SH   DFND 1,2,3,4 785,363 0 0
EGALET CORP CV SR UNSEC NT 28226BAB0 3,293 4,200,000 PRN   DFND 1,2,3,4 4,200,000 0 0
ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 63,191 57,670,000 PRN   DFND 1,2,3,4 57,670,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AF9 31,362 32,860,000 PRN   DFND 1,2,3,4 32,860,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 16,923 19,138,000 PRN   DFND 1,2,3,4 19,138,000 0 0
ENDOLOGIX INC CV SR UNSEC NT PNC 29266SAA4 5,808 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
ENERGY XXI GULF COAST INC COMMON STOCK 29276K101 117,200 3,910,545 SH   DFND 1,2,3,4 3,910,545 0 0
ENERNOC INC CV SR UNSEC NT 292764AB3 2,581 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
ENVESTNET INC CV SR UNSEC NT 29404KAA4 8,951 9,559,000 PRN   DFND 1,2,3,4 9,559,000 0 0
EXCO RESOURCES INC COMMON STOCK 269279402 19,076 30,773,682 SH   DFND 1,2,3,4 30,773,682 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 3,761 202,787 SH   DFND 1,2,3,4 202,787 0 0
EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 20,252 21,703,000 PRN   DFND 1,2,3,4 21,703,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAM3 31,738 27,950,000 PRN   DFND 1,2,3,4 27,950,000 0 0
FIRST BANCORP/PUERTO RICO COMMON STOCK 318672706 113,006 20,001,066 SH   DFND 1,2,3,4 20,001,066 0 0
FLUIDIGM CORP CV SR UNSEC NT PNC 34385PAA6 2,906 4,273,000 PRN   DFND 1,2,3,4 4,273,000 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 8,409 8,400,000 PRN   DFND 1,2,3,4 8,400,000 0 0
GAIN CAPITAL HOLDINGS INC CV SR UNSEC NT PNC 36268WAB6 11,346 11,350,000 PRN   DFND 1,2,3,4 11,350,000 0 0
GENER8 MARITIME INC COMMON STOCK Y26889108 74,010 13,052,534 SH   DFND 1,2,3,4 13,052,534 0 0
GENERAL CABLE CORP CV SUB NT MULTI-CPN PNC 369300AL2 22,112 28,350,000 PRN   DFND 1,2,3,4 28,350,000 0 0
GERDAU SA -SPON ADR ADR 373737105 21,584 6,259,033 SH   DFND 1,2,3,4 6,259,033 0 0
GLOBAL EAGLE ENTERTAINMENT INC CV SR UNSEC NT PNC 37951DAB8 1,779 3,500,000 PRN   DFND 1,2,3,4 3,500,000 0 0
GOGO INC CV SR UNSEC NT 38046CAB5 3,327 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
GSV CAPITAL CORP CV SR UNSEC NT 36191JAB7 6,335 6,400,000 PRN   DFND 1,2,3,4 6,400,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 11,461 11,500,000 PRN   DFND 1,2,3,4 11,500,000 0 0
HEALTHSOUTH CORP CV SR SUB NT CPDI PNC 421924BL4 37,024 30,186,000 PRN   DFND 1,2,3,4 30,186,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT CPDI 42330PAG2 12,813 13,000,000 PRN   DFND 1,2,3,4 13,000,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAH0 2,962 3,029,000 PRN   DFND 1,2,3,4 3,029,000 0 0
HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 1,551 1,664,000 PRN   DFND 1,2,3,4 1,664,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 56,871 6,616,322 SH   DFND 1,2,3,4 6,616,322 0 0
ICONIX BRAND GROUP INC CV SR SUB NT 451055AF4 5,744 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
IMMUNOMEDICS INC CV SR UNSEC NT 452907AK4 1,054 750,000 PRN   DFND 1,2,3,4 750,000 0 0
INFOSYS LTD-SP ADR ADR 456788108 478 31,181 SH   DFND 1,2,3,4 31,181 0 0
INNOVIVA INC CV SUB NT 88338TAB0 27,580 28,890,000 PRN   DFND 1,2,3,4 28,890,000 0 0
INSEEGO CORP CV SR UNSEC NT PNC 45782BAA2 2,217 2,500,000 PRN   DFND 1,2,3,4 2,500,000 0 0
INTEGRATED DEVICE TECHNOLOGY INC CV SR UNSEC NT 458118AC0 48,224 47,857,000 PRN   DFND 1,2,3,4 47,857,000 0 0
INTERDIGITAL INC/PA CV SR UNSEC NT 458660AD9 32,177 24,717,000 PRN   DFND 1,2,3,4 24,717,000 0 0
IONIS PHARMACEUTICALS INC CV SR UNSEC NT 464337AJ3 12,915 13,350,000 PRN   DFND 1,2,3,4 13,350,000 0 0
IRONWOOD PHARMACEUTICALS INC CV SR UNSEC NT 46333XAD0 38,714 30,958,000 PRN   DFND 1,2,3,4 30,958,000 0 0
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF ETF 464288513 12,289 140,000 SH Put DFND 1,2,3,4 140,000 0 0
ISHARES MSCI INDIA ETF ETP 46429B598 567 19,400 SH   DFND 1,2,3,4 19,400 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 90,555 7,506,320 SH   DFND 1,2,3,4 7,506,320 0 0
J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 36,650 27,037,000 PRN   DFND 1,2,3,4 27,037,000 0 0
JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AB7 39,231 36,497,000 PRN   DFND 1,2,3,4 36,497,000 0 0
JEFFERIES GROUP LLC CV SR UNSEC NT PNC 472319AG7 19,115 18,844,000 PRN   DFND 1,2,3,4 18,844,000 0 0
KB HOME CV SR UNSEC NT 48666KAS8 6,163 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
KEYW HOLDING CORP/THE CV SR UNSEC NT 493723AA8 7,716 8,005,000 PRN   DFND 1,2,3,4 8,005,000 0 0
LIBERTY INTERACTIVE LLC CV SR UNSEC NT 144A (EX: CHTR) 530610AD6 68,589 60,850,000 PRN   DFND 1,2,3,4 60,850,000 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT (BASKET: LMCA/FWONA...) 531229AB8 16,309 14,570,000 PRN   DFND 1,2,3,4 14,570,000 0 0
LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 22,895 968,078 SH   DFND 1,2,3,4 968,078 0 0
LIBERTY VENTURES COMMON STOCK 53071M856 26,433 594,270 SH   DFND 1,2,3,4 594,270 0 0
LIVE NATION ENTERTAINMENT INC CV SR UNSEC NT 538034AJ8 36,984 33,967,000 PRN   DFND 1,2,3,4 33,967,000 0 0
M/I HOMES INC CV SR SUB NT PNC 55292PAB1 6,558 6,470,000 PRN   DFND 1,2,3,4 6,470,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 11,988 1,255,275 SH   DFND 1,2,3,4 1,255,275 0 0
MATLIN AND PARTNERS ACQUISITION CORP COMMON STOCK 57682V205 15,030 1,500,000 SH   DFND 1,2,3,4 1,500,000 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 2,001 107,927 SH   DFND 1,2,3,4 107,927 0 0
MERITAGE HOMES CORP CV SR UNSEC NT 59001AAR3 19,271 19,184,000 PRN   DFND 1,2,3,4 19,184,000 0 0
MERITOR INC CV SR UNSEC STEP CPN NT 043353AH4 8,714 8,301,000 PRN   DFND 1,2,3,4 8,301,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 46,264 4,567,000 SH   DFND 1,2,3,4 4,567,000 0 0
MGIC INVESTMENT CORP CV SR UNSEC NT 552848AD5 7,712 7,643,000 PRN   DFND 1,2,3,4 7,643,000 0 0
MICRON TECHNOLOGY INC CV SR UNSEC NT SER-G PNC 595112AY9 90,343 80,729,000 PRN   DFND 1,2,3,4 80,729,000 0 0
MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 1,007 54,548 SH   DFND 1,2,3,4 54,548 0 0
MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 3,292 298,500 SH   DFND 1,2,3,4 298,500 0 0
MODUSLINK GLOBAL SOLUTIONS INC CV SR UNSEC NT 60786LAB3 3,196 3,400,000 PRN   DFND 1,2,3,4 3,400,000 0 0
NACCO INDUSTRIES INC COMMON STOCK 629579103 6,840 98,000 SH   DFND 1,2,3,4 98,000 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK 63861C109 25,372 1,609,891 SH   DFND 1,2,3,4 1,609,891 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK 63861C109 3,152 200,000 SH Call DFND 1,2,3,4 200,000 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAQ1 5,826 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAS7 7,486 7,750,000 PRN   DFND 1,2,3,4 7,750,000 0 0
NETEASE INC-ADR ADR 64110W102 11,945 42,080 SH   DFND 1,2,3,4 42,080 0 0
NEVRO CORP CV SR UNSEC NT 64157FAA1 33,841 27,840,000 PRN   DFND 1,2,3,4 27,840,000 0 0
NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 14,597 14,021,000 PRN   DFND 1,2,3,4 14,021,000 0 0
NEW YORK MORTGAGE TRUST INC CV SR UNSEC NT 649604AD7 9,843 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
NEWPARK RESOURCES INC CV SR UNSEC NT 651718AC2 4,023 3,921,000 PRN   DFND 1,2,3,4 3,921,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 66,308 5,816,443 SH   DFND 1,2,3,4 5,816,443 0 0
NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAG5 29,868 28,900,000 PRN   DFND 1,2,3,4 28,900,000 0 0
NUVASIVE INC CV SR UNSEC NT PNC 670704AG0 46,263 33,765,000 PRN   DFND 1,2,3,4 33,765,000 0 0
ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 72,938 66,395,000 PRN   DFND 1,2,3,4 66,395,000 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207 3,147 190,862 SH   DFND 1,2,3,4 190,862 0 0
PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 2,993 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
PDC ENERGY INC CV SR UNSEC NT 69327RAD3 5,209 5,034,000 PRN   DFND 1,2,3,4 5,034,000 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAF1 9,157 9,200,000 PRN   DFND 1,2,3,4 9,200,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 21,947 22,577,000 PRN   DFND 1,2,3,4 22,577,000 0 0
PRA GROUP INC CV SR UNSEC NT 73640QAB1 38,054 41,944,000 PRN   DFND 1,2,3,4 41,944,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AS5 8,815 6,177,000 PRN   DFND 1,2,3,4 6,177,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AX4 65,974 58,574,000 PRN   DFND 1,2,3,4 58,574,000 0 0
PROOFPOINT INC CV SR UNSEC NT PNC 743424AD5 23,115 20,220,000 PRN   DFND 1,2,3,4 20,220,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAK8 1,014 1,000,000 PRN   DFND 1,2,3,4 1,000,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 21,035 21,250,000 PRN   DFND 1,2,3,4 21,250,000 0 0
PTC THERAPEUTICS INC CV SR UNSEC NT PNC 69366JAB7 1,691 2,600,000 PRN   DFND 1,2,3,4 2,600,000 0 0
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AB0 16,149 16,700,000 PRN   DFND 1,2,3,4 16,700,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 12,970 12,567,000 PRN   DFND 1,2,3,4 12,567,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 8,988 8,908,000 PRN   DFND 1,2,3,4 8,908,000 0 0
RENEWABLE ENERGY GROUP INC CV SR UNSEC NT 75972AAA1 3,558 3,509,000 PRN   DFND 1,2,3,4 3,509,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 12,233 12,188,000 PRN   DFND 1,2,3,4 12,188,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAB0 16,836 16,723,000 PRN   DFND 1,2,3,4 16,723,000 0 0
ROVI CORP CV SR UNSEC NT (ACQUIRED BY: TIVO) 779376AD4 6,186 6,335,000 PRN   DFND 1,2,3,4 6,335,000 0 0
RTI INTERNATIONAL METALS INC CV SR UNSEC NT 74973WAB3 20,402 17,500,000 PRN   DFND 1,2,3,4 17,500,000 0 0
SANCHEZ ENERGY CORP COMMON STOCK 79970Y105 372 39,177 SH   DFND 1,2,3,4 39,177 0 0
SANDRIDGE ENERGY INC COMMON STOCK 80007P869 2,496 135,000 SH   DFND 1,2,3,4 135,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 47,238 52,585,000 PRN   DFND 1,2,3,4 52,585,000 0 0
SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 16,197 16,350,000 PRN   DFND 1,2,3,4 16,350,000 0 0
SILVER STANDARD RESOURCES INC CV SR UNSEC NT PNC 82823LAC0 30,650 31,108,000 PRN   DFND 1,2,3,4 31,108,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAC4 49,310 55,000,000 PRN   DFND 1,2,3,4 55,000,000 0 0
SPDR S&P500 ETF TRUST ETF 78462F103 31,825 135,000 SH Put DFND 1,2,3,4 135,000 0 0
SPDR S&P500 ETF TRUST ETF 78462F103 412,545 1,750,000 SH Call DFND 1,2,3,4 1,750,000 0 0
SPECTRANETICS CORP/THE CV SR UNSEC NT PNC 84760CAA5 36,023 31,704,000 PRN   DFND 1,2,3,4 31,704,000 0 0
SPECTRUM PHARMACEUTICALS INC CV SR UNSEC NT 84763AAB4 12,777 12,619,000 PRN   DFND 1,2,3,4 12,619,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 385,382 32,439,506 SH   DFND 1,2,3,4 32,439,506 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAA3 13,032 11,902,000 PRN   DFND 1,2,3,4 11,902,000 0 0
STARWOOD PROPERTY TRUST INC CV SR UNSEC NT REIT 85571BAC9 3,556 3,500,000 PRN   DFND 1,2,3,4 3,500,000 0 0
STONEMOR PARTNERS LP COMMON STOCK 86183Q100 9,912 1,250,000 SH   DFND 1,2,3,4 1,250,000 0 0
SUNOCO LOGISTICS PARTNERS LP COMMON STOCK 86764L108 6,520 267,000 SH   DFND 1,2,3,4 267,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 20,850 3,000,000 SH   DFND 1,2,3,4 3,000,000 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AL3 7,071 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 124,883 3,804,736 SH   DFND 1,2,3,4 3,804,736 0 0
TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 15,295 14,600,000 PRN   DFND 1,2,3,4 14,600,000 0 0
TELEFONICA BRASIL-ADR ADR 87936R106 32,583 2,195,204 SH   DFND 1,2,3,4 2,195,204 0 0
TELIGENT INC CV SR UNSEC NT PNC 449575AB5 13,859 13,750,000 PRN   DFND 1,2,3,4 13,750,000 0 0
TESLA INC CV SR UNSEC NT 88160RAC5 67,175 68,525,000 PRN   DFND 1,2,3,4 68,525,000 0 0
TESLA INC CV SR UNSEC NT 88160RAD3 10,434 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
TICC CAPITAL CORP CV SR UNSEC NT 87244TAB5 12,684 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 11,878 12,307,000 PRN   DFND 1,2,3,4 12,307,000 0 0
TOLL BROTHERS FINANCE CORP CV SR UNSEC NT CPDI 88947EAM2 17,489 17,599,000 PRN   DFND 1,2,3,4 17,599,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 19,430 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 15,799 15,350,000 PRN   DFND 1,2,3,4 15,350,000 0 0
TRIBUNE MEDIA CO COMMON STOCK 896047503 528,677 14,184,998 SH   DFND 1,2,3,4 14,184,998 0 0
TWO HARBORS INVESTMENT CORP CV SR UNSEC NT 90187BAA9 10,209 9,900,000 PRN   DFND 1,2,3,4 9,900,000 0 0
VALE SA COMMON STOCK 91912E105 11,846 1,247,000 SH   DFND 1,2,3,4 1,247,000 0 0
VALE SA-SP PREF ADR ADR 91912E204 46,105 5,136,879 SH   DFND 1,2,3,4 5,136,879 0 0
VECTOR GROUP LTD CV SR UNSEC NT VARIABLE 92240MBC1 34,584 30,500,000 PRN   DFND 1,2,3,4 30,500,000 0 0
VEECO INSTRUMENTS INC CV SR UNSEC NT PNC 922417AD2 33,700 32,245,000 PRN   DFND 1,2,3,4 32,245,000 0 0
VEON LTD COMMON STOCK ADR 91822M106 6,850 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAA2 19,833 19,746,000 PRN   DFND 1,2,3,4 19,746,000 0 0
VEREIT INC CV SR UNSEC NT REIT 02917TAB0 892 885,000 PRN   DFND 1,2,3,4 885,000 0 0
VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 40,628 41,129,000 PRN   DFND 1,2,3,4 41,129,000 0 0
VERSO CORP COMMON STOCK 92531L207 18,095 3,015,680 SH   DFND 1,2,3,4 3,015,680 0 0
VIAVI SOLUTIONS INC CV SR UNSEC NT 46612JAF8 31,787 28,455,000 PRN   DFND 1,2,3,4 28,455,000 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 18,841 1,145,367 SH   DFND 1,2,3,4 1,145,367 0 0
WEATHERFORD INTERNATIONAL LTD CV SR UNSEC NT 947075AH0 55,014 42,615,000 PRN   DFND 1,2,3,4 42,615,000 0 0
WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 14,022 16,000,000 PRN   DFND 1,2,3,4 16,000,000 0 0
WPX ENERGY INC 6.25% MAND CV PFD 98212B202 15,394 254,690 SH   DFND 1,2,3,4 254,690 0 0
WRIGHT MEDICAL GROUP INC CV SR UNSEC NT 98235TAE7 58,519 49,000,000 PRN   DFND 1,2,3,4 49,000,000 0 0
YAHOO! INC COMMON STOCK 984332106 40,841 880,000 SH   DFND 1,2,3,4 880,000 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 6,180 6,423,000 PRN   DFND 1,2,3,4 6,423,000 0 0
YANDEX NV COMMON STOCK N97284108 1,436 65,500 SH   DFND 1,2,3,4 65,500 0 0
YY INC CV SR UNSEC NT 98426TAB2 7,198 7,184,000 PRN   DFND 1,2,3,4 7,184,000 0 0