The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 | 21,927 | 21,363,000 | PRN | DFND | 1,2,3,4 | 21,363,000 | 0 | 0 | |
AEGEAN MARINE PETROLEUM NETWORK INC | CV SR UNSEC NT PNC | Y0020QAA9 | 12,804 | 15,945,000 | PRN | DFND | 1,2,3,4 | 15,945,000 | 0 | 0 | |
ALASKA COMMUNICATIONS SYSTEMS GROUP INC | CV SR SUB NT | 01167PAE1 | 2,412 | 2,500,000 | PRN | DFND | 1,2,3,4 | 2,500,000 | 0 | 0 | |
ALERE INC | 3% CV CUM PFD PERP SER B | 01449J204 | 3,310 | 8,856 | SH | DFND | 1,2,3,4 | 8,856 | 0 | 0 | |
ALLERGAN PLC | PFD CONV SER A | G0177J116 | 56,894 | 61,900 | SH | DFND | 1,2,3,4 | 61,900 | 0 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTIONS INC | CV SR UNSEC NT | 01988PAD0 | 32,630 | 32,065,000 | PRN | DFND | 1,2,3,4 | 32,065,000 | 0 | 0 | |
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 180,284 | 9,630,530 | SH | DFND | 1,2,3,4 | 9,630,530 | 0 | 0 | |
AMTRUST FINANCIAL SERVICES INC | CV SR UNSEC NT PNC CPDI | 032359AG6 | 30,321 | 38,270,000 | PRN | DFND | 1,2,3,4 | 38,270,000 | 0 | 0 | |
ANGLOGOLD ASHANTI-SPON ADR | ADR | 035128206 | 14,724 | 2,073,759 | SH | DFND | 1,2,3,4 | 2,073,759 | 0 | 0 | |
ANTHEM INC | 5.25% CV MAND PFD | 036752202 | 35,624 | 763,000 | SH | DFND | 1,2,3,4 | 763,000 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CV SR UNSEC NT REIT | 03762UAA3 | 28,365 | 28,125,000 | PRN | DFND | 1,2,3,4 | 28,125,000 | 0 | 0 | |
APOLLO GLOBAL MANAGEMENT LLC | COMMON STOCK | 037612306 | 6,058 | 353,842 | SH | DFND | 1,2,3,4 | 353,842 | 0 | 0 | |
ARES CAPITAL CORP | CV SR UNSEC NT | 04010LAG8 | 10,527 | 10,319,000 | PRN | DFND | 1,2,3,4 | 10,319,000 | 0 | 0 | |
ATLAS AIR WORLDWIDE HOLDINGS INC | CV SR UNSEC NT | 049164BH8 | 8,105 | 9,498,000 | PRN | DFND | 1,2,3,4 | 9,498,000 | 0 | 0 | |
B2GOLD CORP | CV SR SUB NT PNC | 11777QAB6 | 13,062 | 15,355,000 | PRN | DFND | 1,2,3,4 | 15,355,000 | 0 | 0 | |
BANC OF CALIFORNIA INC | COMMON STOCK | 05990K106 | 5,015 | 286,594 | SH | DFND | 1,2,3,4 | 286,594 | 0 | 0 | |
BANCO SANTANDER-CHILE-ADR | ADR | 05965X109 | 15,348 | 870,082 | SH | DFND | 1,2,3,4 | 870,082 | 0 | 0 | |
BANNER CORP | COMMON STOCK | 06652V208 | 109,262 | 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 | |
BIOMARIN PHARMACEUTICAL INC | CV SR SUB NT | 09061GAE1 | 47,468 | 40,810,000 | PRN | DFND | 1,2,3,4 | 40,810,000 | 0 | 0 | |
BLACKROCK CAPITAL INVESTMENT CORP | CV SR UNSEC NT | 092533AB4 | 6,407 | 6,218,000 | PRN | DFND | 1,2,3,4 | 6,218,000 | 0 | 0 | |
BLACKSTONE GROUP LP/THE | COMMON STOCK | 09253U108 | 14,726 | 525,000 | SH | DFND | 1,2,3,4 | 525,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST INC | CV SR UNSEC NT REIT | 09257WAA8 | 21,412 | 20,270,000 | PRN | DFND | 1,2,3,4 | 20,270,000 | 0 | 0 | |
BLUCORA INC | COMMON STOCK | 095229100 | 1,264 | 245,000 | SH | DFND | 1,2,3,4 | 245,000 | 0 | 0 | |
BLUCORA INC | CV SR UNSEC NT | 095229AB6 | 13,611 | 18,007,000 | PRN | DFND | 1,2,3,4 | 18,007,000 | 0 | 0 | |
BRF SA-ADR | ADR | 10552T107 | 39,044 | 2,825,199 | SH | DFND | 1,2,3,4 | 2,825,199 | 0 | 0 | |
BROCADE COMMUNICATIONS SYSTEMS INC | CV SR UNSEC NT | 111621AQ1 | 39,426 | 39,610,000 | PRN | DFND | 1,2,3,4 | 39,610,000 | 0 | 0 | |
BROOKDALE SENIOR LIVING INC | CV SR UNSEC NT | 112463AA2 | 44,005 | 45,537,000 | PRN | DFND | 1,2,3,4 | 45,537,000 | 0 | 0 | |
CALATLANTIC GROUP INC | CV SR UNSEC NT PNC | 783764AS2 | 10,458 | 11,767,000 | PRN | DFND | 1,2,3,4 | 11,767,000 | 0 | 0 | |
CANADIAN SOLAR INC | CV SR UNSEC NT PNC | 136635AE9 | 26,088 | 30,845,000 | PRN | DFND | 1,2,3,4 | 30,845,000 | 0 | 0 | |
CAPITAL PRODUCT PARTNERS LP | COMMON STOCK | Y11082107 | 2,589 | 819,228 | SH | DFND | 1,2,3,4 | 819,228 | 0 | 0 | |
CARDTRONICS INC | CV SR UNSEC NT | 14161HAG3 | 45,928 | 47,483,000 | PRN | DFND | 1,2,3,4 | 47,483,000 | 0 | 0 | |
CEMEX SAB DE CV | COMMON STOCK ADR | 151290889 | 37,377 | 6,570,759 | SH | DFND | 1,2,3,4 | 6,570,759 | 0 | 0 | |
CEMEX SAB DE CV | CV SUB NT | 151290BR3 | 92,662 | 99,645,000 | PRN | DFND | 1,2,3,4 | 99,645,000 | 0 | 0 | |
CENTURY COMMUNITIES INC | COMMON STOCK | 156504300 | 25,076 | 1,469,003 | SH | DFND | 1,2,3,4 | 1,469,003 | 0 | 0 | |
CEPHEID | CV SR UNSEC NT | 15670RAC1 | 15,171 | 16,967,000 | PRN | DFND | 1,2,3,4 | 16,967,000 | 0 | 0 | |
CHART INDUSTRIES INC | CV SR SUB NT | 16115QAC4 | 6,173 | 6,866,000 | PRN | DFND | 1,2,3,4 | 6,866,000 | 0 | 0 | |
CHENIERE ENERGY INC | CV SR UNSEC NT PNC | 16411RAG4 | 12,899 | 24,615,000 | PRN | DFND | 1,2,3,4 | 24,615,000 | 0 | 0 | |
CIENA CORP | CV SR UNSEC NT | 171779AE1 | 12,568 | 12,728,000 | PRN | DFND | 1,2,3,4 | 12,728,000 | 0 | 0 | |
CITRIX SYSTEMS INC | CV SR UNSEC NT | 177376AD2 | 110,004 | 98,521,000 | PRN | DFND | 1,2,3,4 | 98,521,000 | 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 | 3,431 | 6,894,000 | PRN | DFND | 1,2,3,4 | 6,894,000 | 0 | 0 | |
COLONY CAPITAL INC | CV SR UNSEC NT REIT PNC | 19624RAA4 | 24,510 | 27,323,000 | PRN | DFND | 1,2,3,4 | 27,323,000 | 0 | 0 | |
COLONY STARWOOD HOMES | CV SR UNSEC NT REIT | 85571WAB5 | 12,444 | 12,565,000 | PRN | DFND | 1,2,3,4 | 12,565,000 | 0 | 0 | |
COLONY STARWOOD HOMES | CV SR UNSEC NT REIT | 85571WAD1 | 8,663 | 8,348,000 | PRN | DFND | 1,2,3,4 | 8,348,000 | 0 | 0 | |
CONTANGO OIL & GAS CO | COMMON STOCK | 21075N204 | 15,236 | 1,292,279 | SH | DFND | 1,2,3,4 | 1,292,279 | 0 | 0 | |
CONTINENTAL RESOURCES INC | COMMON STOCK | 212015101 | 12,144 | 400,000 | SH | Put | DFND | 1,2,3,4 | 400,000 | 0 | 0 |
CROWN CASTLE INTERNATIONAL CORP | 4.5% MAND CV SER-A PFD | 22822V200 | 32,629 | 304,385 | SH | DFND | 1,2,3,4 | 304,385 | 0 | 0 | |
DEPOMED INC | CV SR UNSEC NT PNC | 249908AA2 | 18,068 | 19,205,000 | PRN | DFND | 1,2,3,4 | 19,205,000 | 0 | 0 | |
DYNEGY INC | COMMON STOCK | 26817R108 | 136,864 | 9,524,322 | SH | DFND | 1,2,3,4 | 9,524,322 | 0 | 0 | |
EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A127 | 5,655 | 15,707,276 | SH | DFND | 1,2,3,4 | 15,707,276 | 0 | 0 | |
ECHO GLOBAL LOGISTICS INC | CV SR UNSEC NT | 27875TAA9 | 27,579 | 27,198,000 | PRN | DFND | 1,2,3,4 | 27,198,000 | 0 | 0 | |
ELECTRONICS FOR IMAGING INC | CV SR UNSEC NT | 286082AC6 | 54,409 | 52,026,000 | PRN | DFND | 1,2,3,4 | 52,026,000 | 0 | 0 | |
ENCORE CAPITAL GROUP INC | CV SR UNSEC NT | 292554AF9 | 27,903 | 35,859,000 | PRN | DFND | 1,2,3,4 | 35,859,000 | 0 | 0 | |
ENERNOC INC | CV SR UNSEC NT | 292764AB3 | 8,393 | 11,820,000 | PRN | DFND | 1,2,3,4 | 11,820,000 | 0 | 0 | |
ENVESTNET INC | CV SR UNSEC NT | 29404KAA4 | 2,732 | 3,150,000 | PRN | DFND | 1,2,3,4 | 3,150,000 | 0 | 0 | |
EPR PROPERTIES | 9% CV PERP PFD SER-E REIT PNC | 26884U307 | 4,803 | 137,227 | SH | DFND | 1,2,3,4 | 137,227 | 0 | 0 | |
EURONET WORLDWIDE INC | CV SR UNSEC NT PNC | 298736AH2 | 45,616 | 38,230,000 | PRN | DFND | 1,2,3,4 | 38,230,000 | 0 | 0 | |
EXCO RESOURCES INC | COMMON STOCK | 269279402 | 44,681 | 45,173,682 | SH | DFND | 1,2,3,4 | 45,173,682 | 0 | 0 | |
FIFTH STREET FINANCE CORP | CV SR UNSEC NT | 31679BAC4 | 11,991 | 11,950,000 | PRN | DFND | 1,2,3,4 | 11,950,000 | 0 | 0 | |
FINISAR CORP | CV SR UNSEC NT | 31787AAM3 | 6,858 | 7,000,000 | PRN | DFND | 1,2,3,4 | 7,000,000 | 0 | 0 | |
FIRST BANCORP/PUERTO RICO | COMMON STOCK | 318672706 | 122,183 | 41,843,581 | SH | DFND | 1,2,3,4 | 41,843,581 | 0 | 0 | |
FORESTAR GROUP INC | CV SR UNSEC NT | 346232AB7 | 13,985 | 16,060,000 | PRN | DFND | 1,2,3,4 | 16,060,000 | 0 | 0 | |
FORTRESS INVESTMENT GROUP LLC | COMMON STOCK | 34958B106 | 11,592 | 2,425,000 | SH | DFND | 1,2,3,4 | 2,425,000 | 0 | 0 | |
GAIN CAPITAL HOLDINGS INC | CV SR UNSEC NT PNC | 36268WAB6 | 6,032 | 6,500,000 | PRN | DFND | 1,2,3,4 | 6,500,000 | 0 | 0 | |
GENER8 MARITIME INC | COMMON STOCK | Y26889108 | 92,151 | 13,052,534 | SH | DFND | 1,2,3,4 | 13,052,534 | 0 | 0 | |
GENERAL CABLE CORP | CV SUB NT MULTI-CPN PNC | 369300AL2 | 2,782 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 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 | 5,412 | 5,887,000 | PRN | DFND | 1,2,3,4 | 5,887,000 | 0 | 0 | |
HCI GROUP INC | CV SR UNSEC NT | 40416EAB9 | 12,043 | 13,885,000 | PRN | DFND | 1,2,3,4 | 13,885,000 | 0 | 0 | |
HEALTHWAYS INC | CV SR UNSEC NT | 422245AB6 | 22,349 | 24,515,000 | PRN | DFND | 1,2,3,4 | 24,515,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CV SR UNSEC NT CPDI | 42330PAG2 | 8,200 | 10,240,000 | PRN | DFND | 1,2,3,4 | 10,240,000 | 0 | 0 | |
HERBALIFE LTD | CV SR UNSEC NT | 42703MAB9 | 85,673 | 88,521,000 | PRN | DFND | 1,2,3,4 | 88,521,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 | 51,988 | 41,635,000 | PRN | DFND | 1,2,3,4 | 41,635,000 | 0 | 0 | |
HORIZON PHARMA INVESTMENT LTD | CV SR UNSEC NT PNC | 44052TAB7 | 21,835 | 25,307,000 | PRN | DFND | 1,2,3,4 | 25,307,000 | 0 | 0 | |
HORNBECK OFFSHORE SERVICES INC | CV SR UNSEC NT | 440543AN6 | 7,616 | 12,834,000 | PRN | DFND | 1,2,3,4 | 12,834,000 | 0 | 0 | |
HURON CONSULTING GROUP INC | CV SR UNSEC NT | 447462AB8 | 43,932 | 44,630,000 | PRN | DFND | 1,2,3,4 | 44,630,000 | 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 | |
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 | 16,622 | 15,435,000 | PRN | DFND | 1,2,3,4 | 15,435,000 | 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 | 34,756 | 35,419,000 | PRN | DFND | 1,2,3,4 | 35,419,000 | 0 | 0 | |
INTEGRATED DEVICE TECHNOLOGY INC | CV SR UNSEC NT 144A | 458118AB2 | 33,314 | 35,530,000 | PRN | DFND | 1,2,3,4 | 35,530,000 | 0 | 0 | |
INTEL CORP | CV JR SUB NT CPDI MULTI CPN | 458140AD2 | 12,962 | 10,165,000 | PRN | DFND | 1,2,3,4 | 10,165,000 | 0 | 0 | |
INTERDIGITAL INC/PA | CV SR UNSEC NT | 458660AD9 | 13,369 | 13,000,000 | PRN | DFND | 1,2,3,4 | 13,000,000 | 0 | 0 | |
ISHARES MSCI INDIA ETF | ETP | 46429B598 | 798 | 29,000 | SH | DFND | 1,2,3,4 | 29,000 | 0 | 0 | |
ISHARES TR RUSSELL 2000 ETF | ETF | 464287655 | 16,595 | 150,000 | SH | Put | DFND | 1,2,3,4 | 150,000 | 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 | 68,678 | 62,917,000 | PRN | DFND | 1,2,3,4 | 62,917,000 | 0 | 0 | |
JARDEN CORP | CV SUB NT PNC | 471109AM0 | 95,115 | 74,961,000 | PRN | DFND | 1,2,3,4 | 74,961,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | CV SR UNSEC NT | 472145AB7 | 84,550 | 81,496,000 | PRN | DFND | 1,2,3,4 | 81,496,000 | 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 | 10,589 | 10,752,000 | PRN | DFND | 1,2,3,4 | 10,752,000 | 0 | 0 | |
KB HOME | CV SR UNSEC NT | 48666KAS8 | 9,089 | 9,850,000 | PRN | DFND | 1,2,3,4 | 9,850,000 | 0 | 0 | |
KEYW HOLDING CORP/THE | CV SR UNSEC NT | 493723AA8 | 25,301 | 33,960,000 | PRN | DFND | 1,2,3,4 | 33,960,000 | 0 | 0 | |
KINDER MORGAN INC/DE | 9.75& CV MAND PFD | 49456B200 | 35,095 | 778,100 | SH | DFND | 1,2,3,4 | 778,100 | 0 | 0 | |
LIBERTY MEDIA CORP | CV SR UNSEC NT | 531229AB8 | 75,727 | 75,958,000 | PRN | DFND | 1,2,3,4 | 75,958,000 | 0 | 0 | |
LIBERTY VENTURES | COMMON STOCK CL A | 53071M880 | 38,746 | 990,450 | SH | DFND | 1,2,3,4 | 990,450 | 0 | 0 | |
M/I HOMES INC | CV SR SUB NT PNC | 55292PAB1 | 1,214 | 1,250,000 | PRN | DFND | 1,2,3,4 | 1,250,000 | 0 | 0 | |
MEDICINES CO/THE | CV SR UNSEC NT PNC | 584688AE5 | 26,530 | 23,415,000 | PRN | DFND | 1,2,3,4 | 23,415,000 | 0 | 0 | |
MEDIDATA SOLUTIONS INC | CV SR UNSEC NT | 58471AAB1 | 38,772 | 38,193,000 | PRN | DFND | 1,2,3,4 | 38,193,000 | 0 | 0 | |
MERITAGE HOMES CORP | CV SR UNSEC NT | 59001AAR3 | 12,250 | 12,358,000 | PRN | DFND | 1,2,3,4 | 12,358,000 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 69,261 | 9,030,000 | SH | DFND | 1,2,3,4 | 9,030,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | CV SR SUB NT | 595017AD6 | 58,001 | 56,765,000 | PRN | DFND | 1,2,3,4 | 56,765,000 | 0 | 0 | |
MICRON TECHNOLOGY INC | CV SR UNSEC NT SER-G PNC | 595112AY9 | 11,696 | 17,125,000 | PRN | DFND | 1,2,3,4 | 17,125,000 | 0 | 0 | |
MOBILE TELESYSTEMS PJSC | COMMON STOCK ADR | 607409109 | 2,414 | 298,500 | SH | DFND | 1,2,3,4 | 298,500 | 0 | 0 | |
MODUSLINK GLOBAL SOLUTIONS INC | CV SR UNSEC NT | 60786LAB3 | 3,814 | 5,470,000 | PRN | DFND | 1,2,3,4 | 5,470,000 | 0 | 0 | |
MOLINA HEALTHCARE INC | CV SR UNSEC NT | 60855RAD2 | 22,220 | 17,520,000 | PRN | DFND | 1,2,3,4 | 17,520,000 | 0 | 0 | |
NACCO INDUSTRIES INC | COMMON STOCK | 629579103 | 8,870 | 154,500 | SH | DFND | 1,2,3,4 | 154,500 | 0 | 0 | |
NEW MOUNTAIN FINANCE CORP | CV SR UNSEC NT | 647551AB6 | 5,908 | 6,040,000 | PRN | DFND | 1,2,3,4 | 6,040,000 | 0 | 0 | |
NEWPARK RESOURCES INC | CV SR UNSEC NT | 651718AC2 | 6,175 | 7,025,000 | PRN | DFND | 1,2,3,4 | 7,025,000 | 0 | 0 | |
NMI HOLDINGS INC | COMMON STOCK | 629209305 | 29,373 | 5,816,443 | SH | DFND | 1,2,3,4 | 5,816,443 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | CV SR UNSEC NT | 67020YAF7 | 12,645 | 12,575,000 | PRN | DFND | 1,2,3,4 | 12,575,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | CV SR UNSEC NT CPDI | 67020YAG5 | 46,815 | 45,828,000 | PRN | DFND | 1,2,3,4 | 45,828,000 | 0 | 0 | |
NXP SEMICONDUCTORS NV | CV SR UNSEC NT | 62952QAB6 | 81,390 | 73,686,000 | PRN | DFND | 1,2,3,4 | 73,686,000 | 0 | 0 | |
OI SA | COMMON STOCK - ADR | 670851500 | 357 | 251,001 | SH | DFND | 1,2,3,4 | 251,001 | 0 | 0 | |
PAR PACIFIC HOLDINGS INC | COMMON STOCK | 69888T207 | 3,581 | 190,862 | SH | DFND | 1,2,3,4 | 190,862 | 0 | 0 | |
PDL BIOPHARMA INC | CV SR UNSEC NT | 69329YAF1 | 10,106 | 11,121,000 | PRN | DFND | 1,2,3,4 | 11,121,000 | 0 | 0 | |
PENNYMAC CORP | CV SR UNSEC NT REIT | 70932AAB9 | 12,148 | 13,410,000 | PRN | DFND | 1,2,3,4 | 13,410,000 | 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 | |
POWERSHARES QQQ TRUST | ETF | 73935A104 | 16,926 | 155,000 | SH | Put | DFND | 1,2,3,4 | 155,000 | 0 | 0 |
PRA GROUP INC | CV SR UNSEC NT | 73640QAB1 | 18,968 | 23,624,000 | PRN | DFND | 1,2,3,4 | 23,624,000 | 0 | 0 | |
PRICELINE GROUP INC/THE | CV SR UNSEC NT | 741503AS5 | 79,774 | 66,052,000 | PRN | DFND | 1,2,3,4 | 66,052,000 | 0 | 0 | |
PRICELINE GROUP INC/THE | CV SR UNSEC NT | 741503AX4 | 21,717 | 21,460,000 | PRN | DFND | 1,2,3,4 | 21,460,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAL6 | 4,767 | 4,870,000 | PRN | DFND | 1,2,3,4 | 4,870,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAQ5 | 10,518 | 11,837,000 | PRN | DFND | 1,2,3,4 | 11,837,000 | 0 | 0 | |
QIHOO 360 TECHNOLOGY CO LTD | CV SR UNSEC NT | 74734MAE9 | 8,250 | 8,327,000 | PRN | DFND | 1,2,3,4 | 8,327,000 | 0 | 0 | |
RAIT FINANCIAL TRUST | CV SR UNSEC NT REIT | 749227AB0 | 11,166 | 13,260,000 | PRN | DFND | 1,2,3,4 | 13,260,000 | 0 | 0 | |
RED HAT INC | CV SR UNSEC NT | 756577AD4 | 70,575 | 56,700,000 | PRN | DFND | 1,2,3,4 | 56,700,000 | 0 | 0 | |
REDWOOD TRUST INC | CV SR UNSEC NT REIT | 758075AB1 | 9,434 | 10,036,000 | PRN | DFND | 1,2,3,4 | 10,036,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT REIT | 76120WAA2 | 3,235 | 3,484,000 | PRN | DFND | 1,2,3,4 | 3,484,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT REIT | 76120WAB0 | 13,679 | 14,316,000 | PRN | DFND | 1,2,3,4 | 14,316,000 | 0 | 0 | |
ROVI CORP | CV SR UNSEC NT | 779376AD4 | 65,852 | 68,576,000 | PRN | DFND | 1,2,3,4 | 68,576,000 | 0 | 0 | |
ROYAL GOLD INC | CV SR UNSEC NT PNC | 780287AA6 | 11,914 | 12,283,000 | PRN | DFND | 1,2,3,4 | 12,283,000 | 0 | 0 | |
RTI INTERNATIONAL METALS INC | CV SR UNSEC NT | 74973WAB3 | 49,259 | 46,753,000 | PRN | DFND | 1,2,3,4 | 46,753,000 | 0 | 0 | |
RWT HOLDINGS INC | CV SR UNSEC NT | 749772AB5 | 20,847 | 22,630,000 | PRN | DFND | 1,2,3,4 | 22,630,000 | 0 | 0 | |
SANDISK CORP | CV SR UNSEC NT | 80004CAF8 | 48,626 | 46,490,000 | PRN | DFND | 1,2,3,4 | 46,490,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI | 81170YAB5 | 17,730 | 22,753,000 | PRN | DFND | 1,2,3,4 | 22,753,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI PNC | 811904AM3 | 31,078 | 32,585,000 | PRN | DFND | 1,2,3,4 | 32,585,000 | 0 | 0 | |
SHUTTERFLY INC | CV SR UNSEC NT | 82568PAB2 | 24,287 | 24,260,000 | PRN | DFND | 1,2,3,4 | 24,260,000 | 0 | 0 | |
SINA CORP/CHINA | CV SR UNSEC NT | 82922RAD5 | 6,586 | 6,695,000 | PRN | DFND | 1,2,3,4 | 6,695,000 | 0 | 0 | |
SNYDER'S-LANCE INC | COMMON STOCK | 833551104 | 38,530 | 1,223,965 | SH | DFND | 1,2,3,4 | 1,223,965 | 0 | 0 | |
SOLARCITY CORP | CV SR UNSEC NT | 83416TAC4 | 1,454 | 2,460,000 | PRN | DFND | 1,2,3,4 | 2,460,000 | 0 | 0 | |
SOLAZYME INC | CV SR SUB NT | 83415TAC5 | 6,811 | 14,000,000 | PRN | DFND | 1,2,3,4 | 14,000,000 | 0 | 0 | |
SPECTRANETICS CORP/THE | CV SR UNSEC NT PNC | 84760CAA5 | 2,394 | 3,000,000 | PRN | DFND | 1,2,3,4 | 3,000,000 | 0 | 0 | |
SPECTRUM PHARMACEUTICALS INC | CV SR UNSEC NT | 84763AAB4 | 7,124 | 7,985,000 | PRN | DFND | 1,2,3,4 | 7,985,000 | 0 | 0 | |
SPIRIT REALTY CAPITAL INC | CV SR UNSEC NT REIT | 84860WAA0 | 32,741 | 32,685,000 | PRN | DFND | 1,2,3,4 | 32,685,000 | 0 | 0 | |
SPIRIT REALTY CAPITAL INC | CV SR UNSEC NT REIT | 84860WAB8 | 13,790 | 13,615,000 | PRN | DFND | 1,2,3,4 | 13,615,000 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K121 | 85,729 | 114,304,005 | SH | DFND | 1,2,3,4 | 114,304,005 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CV SR UNSEC NT REIT | 85571BAA3 | 19,728 | 19,632,000 | PRN | DFND | 1,2,3,4 | 19,632,000 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CV SR UNSEC NT REIT | 85571BAC9 | 13,317 | 13,415,000 | PRN | DFND | 1,2,3,4 | 13,415,000 | 0 | 0 | |
STILLWATER MINING CO | CV SR UNSEC NT | 86074QAL6 | 34,048 | 31,665,000 | PRN | DFND | 1,2,3,4 | 31,665,000 | 0 | 0 | |
SUNPOWER CORP | CV SR UNSEC NT | 867652AJ8 | 2,499 | 3,204,000 | PRN | DFND | 1,2,3,4 | 3,204,000 | 0 | 0 | |
SYNCHRONOSS TECHNOLOGIES INC | CV SR UNSEC NT | 87157BAA1 | 39,523 | 40,632,000 | PRN | DFND | 1,2,3,4 | 40,632,000 | 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 | 11,910 | 11,972,000 | PRN | DFND | 1,2,3,4 | 11,972,000 | 0 | 0 | |
TELECOM ARGENTINA SA | COMMON STOCK ADR | 879273209 | 9,300 | 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 | 1,720 | 2,165,000 | PRN | DFND | 1,2,3,4 | 2,165,000 | 0 | 0 | |
TERNIUM SA-SPONSORED ADR | ADR | 880890108 | 1,287 | 103,500 | SH | DFND | 1,2,3,4 | 103,500 | 0 | 0 | |
TICC CAPITAL CORP | CV SR UNSEC NT | 87244TAB5 | 5,898 | 6,004,000 | PRN | DFND | 1,2,3,4 | 6,004,000 | 0 | 0 | |
TITAN MACHINERY INC | CV SR UNSEC NT | 88830RAB7 | 8,917 | 11,325,000 | PRN | DFND | 1,2,3,4 | 11,325,000 | 0 | 0 | |
TOLL BROTHERS FINANCE CORP | CV SR UNSEC NT CPDI | 88947EAM2 | 11,618 | 11,829,000 | PRN | DFND | 1,2,3,4 | 11,829,000 | 0 | 0 | |
TOWNSQUARE MEDIA INC | COMMON STOCK | 892231101 | 17,883 | 1,595,224 | SH | DFND | 1,2,3,4 | 1,595,224 | 0 | 0 | |
TPG SPECIALTY LENDING INC | CV SR UNSEC NT | 87265KAB8 | 6,074 | 6,135,000 | PRN | DFND | 1,2,3,4 | 6,135,000 | 0 | 0 | |
TRIBUNE MEDIA CO | COMMON STOCK | 896047503 | 543,663 | 14,176,353 | SH | DFND | 1,2,3,4 | 14,176,353 | 0 | 0 | |
TRIBUNE PUBLISHING CO | COMMON STOCK | 896082104 | 36,217 | 4,691,371 | SH | DFND | 1,2,3,4 | 4,691,371 | 0 | 0 | |
TRINA SOLAR LTD | CV SR UNSEC NT | 89628EAC8 | 16,941 | 18,377,000 | PRN | DFND | 1,2,3,4 | 18,377,000 | 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 | 37,648 | 41,770,000 | PRN | DFND | 1,2,3,4 | 41,770,000 | 0 | 0 | |
TWITTER INC | CV SR UNSEC NT | 90184LAB8 | 9,552 | 10,830,000 | PRN | DFND | 1,2,3,4 | 10,830,000 | 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 | 43,258 | 39,000,000 | PRN | DFND | 1,2,3,4 | 39,000,000 | 0 | 0 | |
VEREIT INC | CV SR UNSEC NT REIT | 02917TAA2 | 9,914 | 10,200,000 | PRN | DFND | 1,2,3,4 | 10,200,000 | 0 | 0 | |
VEREIT INC | CV SR UNSEC NT REIT | 02917TAB0 | 7,645 | 8,000,000 | PRN | DFND | 1,2,3,4 | 8,000,000 | 0 | 0 | |
VIAVI SOLUTIONS INC | CV SR UNSEC NT | 46612JAF8 | 9,798 | 10,000,000 | PRN | DFND | 1,2,3,4 | 10,000,000 | 0 | 0 | |
VIMPELCOM LTD | COMMON STOCK ADR | 92719A106 | 7,153 | 1,678,900 | SH | DFND | 1,2,3,4 | 1,678,900 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | COMMON STOCK | 928298108 | 15,263 | 1,250,000 | SH | DFND | 1,2,3,4 | 1,250,000 | 0 | 0 | |
WEB.COM GROUP INC | CV SR UNSEC NT PNC | 94733AAA2 | 43,317 | 45,438,000 | PRN | DFND | 1,2,3,4 | 45,438,000 | 0 | 0 | |
WEBMD HEALTH CORP | CV SR UNSEC NT | 94770VAF9 | 40,815 | 35,620,000 | PRN | DFND | 1,2,3,4 | 35,620,000 | 0 | 0 | |
WEBMD HEALTH CORP | CV UNSEC NT | 94770VAK8 | 44,080 | 32,885,000 | PRN | DFND | 1,2,3,4 | 32,885,000 | 0 | 0 | |
WESTROCK CO | COMMON STOCK | 96145D105 | 10,728 | 274,864 | SH | DFND | 1,2,3,4 | 274,864 | 0 | 0 | |
WORKDAY INC | CV SR UNSEC NT | 98138HAC5 | 4,933 | 4,350,000 | PRN | DFND | 1,2,3,4 | 4,350,000 | 0 | 0 | |
WORKDAY INC | CV SR UNSEC NT | 98138HAD3 | 30,612 | 25,910,000 | PRN | DFND | 1,2,3,4 | 25,910,000 | 0 | 0 | |
WPX ENERGY INC | 6.25% MAND CV PFD | 98212B202 | 28,008 | 761,900 | SH | DFND | 1,2,3,4 | 761,900 | 0 | 0 | |
WRIGHT MEDICAL GROUP INC | CV SR UNSEC NT | 98235TAE7 | 40,918 | 45,755,000 | PRN | DFND | 1,2,3,4 | 45,755,000 | 0 | 0 | |
YAHOO! INC | COMMON STOCK | 984332106 | 15,594 | 423,626 | SH | DFND | 1,2,3,4 | 423,626 | 0 | 0 | |
YAHOO! INC | CV SR UNSEC NT | 984332AF3 | 11,603 | 11,682,000 | PRN | DFND | 1,2,3,4 | 11,682,000 | 0 | 0 | |
YANDEX NV | CV SR UNSEC NT | 98474TAB3 | 14,967 | 16,799,000 | PRN | DFND | 1,2,3,4 | 16,799,000 | 0 | 0 | |
YANDEX NV | COMMON STOCK | N97284108 | 1,003 | 131,100 | SH | DFND | 1,2,3,4 | 131,100 | 0 | 0 | |
YPF S.A.-SPONSORED ADR | ADR | 984245100 | 12,358 | 786,136 | SH | DFND | 1,2,3,4 | 786,136 | 0 | 0 |