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 | 20,719 | 20,363,000 | PRN | DFND | 1,2,3,4 | 20,363,000 | 0 | 0 | |
AEGEAN MARINE PETROLEUM NETWORK INC | CV SR UNSEC NT PNC | Y0020QAA9 | 10,123 | 12,849,000 | PRN | DFND | 1,2,3,4 | 12,849,000 | 0 | 0 | |
ALASKA COMMUNICATIONS SYSTEMS GROUP INC | CV SR SUB NT | 01167PAE1 | 2,458 | 2,542,000 | PRN | DFND | 1,2,3,4 | 2,542,000 | 0 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTIONS INC | CV SR UNSEC NT | 01988PAD0 | 30,960 | 30,708,000 | PRN | DFND | 1,2,3,4 | 30,708,000 | 0 | 0 | |
ALLERGAN PLC | PFD CONV SER A | G0177J116 | 83,928 | 90,683 | SH | DFND | 1,2,3,4 | 90,683 | 0 | 0 | |
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 177,553 | 10,401,462 | SH | DFND | 1,2,3,4 | 10,401,462 | 0 | 0 | |
AMBEV SA-ADR | ADR | 02319V103 | 24,026 | 4,638,200 | SH | DFND | 1,2,3,4 | 4,638,200 | 0 | 0 | |
AMERICAN TOWER CORP | 5.50% MAND CV SER-B PFD REIT | 03027X407 | 76,740 | 683,239 | SH | DFND | 1,2,3,4 | 683,239 | 0 | 0 | |
AMTRUST FINANCIAL SERVICES INC | CV SR UNSEC NT PNC CPDI | 032359AG6 | 27,069 | 35,494,000 | PRN | DFND | 1,2,3,4 | 35,494,000 | 0 | 0 | |
ANADARKO PETROLEUM CORP | 7.50% MAND CV PFD | 032511404 | 5,995 | 163,500 | SH | DFND | 1,2,3,4 | 163,500 | 0 | 0 | |
ANGLOGOLD ASHANTI-SPON ADR | Common Stock | 035128206 | 24,684 | 1,803,059 | SH | DFND | 1,2,3,4 | 1,803,059 | 0 | 0 | |
ANI PHARMACEUTICALS INC | CV SR UNSEC NT | 00182CAA1 | 2,224 | 2,042,000 | PRN | DFND | 1,2,3,4 | 2,042,000 | 0 | 0 | |
ANTHEM INC | 5.25% CV MAND PFD | 036752202 | 22,068 | 493,335 | SH | DFND | 1,2,3,4 | 493,335 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CV SR UNSEC NT REIT | 03762UAA3 | 19,766 | 19,373,000 | PRN | DFND | 1,2,3,4 | 19,373,000 | 0 | 0 | |
APOLLO GLOBAL MANAGEMENT LLC | COMMON STOCK | 037612306 | 5,361 | 353,842 | SH | DFND | 1,2,3,4 | 353,842 | 0 | 0 | |
ARES CAPITAL CORP | CV SR UNSEC NT | 04010LAG8 | 7,184 | 7,000,000 | PRN | DFND | 1,2,3,4 | 7,000,000 | 0 | 0 | |
ATLAS AIR WORLDWIDE HOLDINGS INC | CV SR UNSEC NT | 049164BH8 | 27,245 | 28,051,000 | PRN | DFND | 1,2,3,4 | 28,051,000 | 0 | 0 | |
AVID TECHNOLOGY INC | CV SR UNSEC NT | 05367PAB6 | 1,351 | 2,000,000 | PRN | DFND | 1,2,3,4 | 2,000,000 | 0 | 0 | |
B2GOLD CORP | CV SR SUB NT PNC | 11777QAB6 | 16,106 | 16,355,000 | PRN | DFND | 1,2,3,4 | 16,355,000 | 0 | 0 | |
BANCO SANTANDER-CHILE-ADR | ADR | 05965X109 | 16,821 | 869,282 | SH | DFND | 1,2,3,4 | 869,282 | 0 | 0 | |
BANNER CORP | COMMON STOCK | 06652V208 | 110,561 | 2,598,988 | SH | DFND | 1,2,3,4 | 2,598,988 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | CV SR SUB NT | 09061GAE1 | 49,860 | 44,823,000 | PRN | DFND | 1,2,3,4 | 44,823,000 | 0 | 0 | |
BLACKROCK CAPITAL INVESTMENT CORP | CV SR UNSEC NT | 092533AB4 | 4,393 | 4,285,000 | PRN | DFND | 1,2,3,4 | 4,285,000 | 0 | 0 | |
BLACKSTONE GROUP LP/THE | COMMON STOCK | 09253U108 | 12,884 | 525,000 | SH | DFND | 1,2,3,4 | 525,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST INC | CV SR UNSEC NT REIT | 09257WAA8 | 21,898 | 20,526,000 | PRN | DFND | 1,2,3,4 | 20,526,000 | 0 | 0 | |
BLUCORA INC | COMMON STOCK | 095229100 | 3,367 | 325,000 | SH | DFND | 1,2,3,4 | 325,000 | 0 | 0 | |
BLUCORA INC | CV SR UNSEC NT | 095229AB6 | 19,846 | 21,368,000 | PRN | DFND | 1,2,3,4 | 21,368,000 | 0 | 0 | |
BRF SA-ADR | ADR | 10552T107 | 27,341 | 1,922,699 | SH | DFND | 1,2,3,4 | 1,922,699 | 0 | 0 | |
CALATLANTIC GROUP INC | CV SR UNSEC NT PNC | 783764AS2 | 7,805 | 8,416,000 | PRN | DFND | 1,2,3,4 | 8,416,000 | 0 | 0 | |
CANADIAN SOLAR INC | CV SR UNSEC NT PNC | 136635AE9 | 21,165 | 24,650,000 | PRN | DFND | 1,2,3,4 | 24,650,000 | 0 | 0 | |
CAPITAL PRODUCT PARTNERS LP | COMMON STOCK | Y11082107 | 2,442 | 819,228 | SH | DFND | 1,2,3,4 | 819,228 | 0 | 0 | |
CARDTRONICS INC | CV SR UNSEC NT | 14161HAG3 | 59,375 | 58,175,000 | PRN | DFND | 1,2,3,4 | 58,175,000 | 0 | 0 | |
CEMEX SAB DE CV | COMMON STOCK ADR | 151290889 | 48,532 | 6,772,156 | SH | DFND | 1,2,3,4 | 6,772,156 | 0 | 0 | |
CEMEX SAB DE CV | CV SUB NT | 151290BR3 | 90,679 | 96,265,000 | PRN | DFND | 1,2,3,4 | 96,265,000 | 0 | 0 | |
CENTURY COMMUNITIES INC | COMMON STOCK | 156504300 | 25,473 | 1,469,003 | SH | DFND | 1,2,3,4 | 1,469,003 | 0 | 0 | |
CHART INDUSTRIES INC | CV SR SUB NT | 16115QAC4 | 14,301 | 15,151,000 | PRN | DFND | 1,2,3,4 | 15,151,000 | 0 | 0 | |
CHENIERE ENERGY INC | CV SR UNSEC NT PNC | 16411RAG4 | 13,837 | 24,241,000 | PRN | DFND | 1,2,3,4 | 24,241,000 | 0 | 0 | |
CITRIX SYSTEMS INC | CV SR UNSEC NT | 177376AD2 | 130,626 | 116,187,000 | PRN | DFND | 1,2,3,4 | 116,187,000 | 0 | 0 | |
CNOOC LTD-SPON ADR | ADR | 126132109 | 13,485 | 115,200 | SH | DFND | 1,2,3,4 | 115,200 | 0 | 0 | |
COLONY CAPITAL INC | CV SR UNSEC NT REIT PNC | 19624RAA4 | 27,471 | 28,393,000 | PRN | DFND | 1,2,3,4 | 28,393,000 | 0 | 0 | |
COLONY CAPITAL INC | CV SR UNSEC NT REIT PNC | 19624RAB2 | 11,566 | 12,127,000 | PRN | DFND | 1,2,3,4 | 12,127,000 | 0 | 0 | |
COLONY STARWOOD HOMES | CV SR UNSEC NT REIT | 85571WAB5 | 9,893 | 9,070,000 | PRN | DFND | 1,2,3,4 | 9,070,000 | 0 | 0 | |
COLONY STARWOOD HOMES | CV SR UNSEC NT REIT | 85571WAD1 | 7,572 | 6,848,000 | PRN | DFND | 1,2,3,4 | 6,848,000 | 0 | 0 | |
CONTANGO OIL & GAS CO | COMMON STOCK | 21075N204 | 15,872 | 1,296,813 | SH | DFND | 1,2,3,4 | 1,296,813 | 0 | 0 | |
CONTINENTAL RESOURCES INC | COMMON STOCK | 212015101 | 18,108 | 400,000 | SH | Put | DFND | 1,2,3,4 | 400,000 | 0 | 0 |
CORENERGY INFRASTRUCTURE TRUST INC | CV SR UNSEC NT REIT | 21870UAA4 | 11,494 | 11,454,000 | PRN | DFND | 1,2,3,4 | 11,454,000 | 0 | 0 | |
CROWN CASTLE INTERNATIONAL CORP | 4.5% MAND CV SER-A PFD | 22822V200 | 14,242 | 117,700 | SH | DFND | 1,2,3,4 | 117,700 | 0 | 0 | |
CTRIP.COM INTERNATIONAL LTD | CV SR UNSEC NT | 22943FAF7 | 68,141 | 64,415,000 | PRN | DFND | 1,2,3,4 | 64,415,000 | 0 | 0 | |
CTRIP.COM INTERNATIONAL LTD | CV SR UNSEC NT | 22943FAH3 | 2,824 | 2,605,000 | PRN | DFND | 1,2,3,4 | 2,605,000 | 0 | 0 | |
DEPOMED INC | CV SR UNSEC NT PNC | 249908AA2 | 35,300 | 29,212,000 | PRN | DFND | 1,2,3,4 | 29,212,000 | 0 | 0 | |
DYNEGY INC | COMMON STOCK | 26817R108 | 145,236 | 8,424,322 | SH | DFND | 1,2,3,4 | 8,424,322 | 0 | 0 | |
EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A127 | 6,889 | 15,707,276 | SH | DFND | 1,2,3,4 | 15,707,276 | 0 | 0 | |
ECHO GLOBAL LOGISTICS INC | CV SR UNSEC NT | 27875TAA9 | 25,007 | 26,270,000 | PRN | DFND | 1,2,3,4 | 26,270,000 | 0 | 0 | |
ELECTRONICS FOR IMAGING INC | CV SR UNSEC NT | 286082AC6 | 58,728 | 54,823,000 | PRN | DFND | 1,2,3,4 | 54,823,000 | 0 | 0 | |
ENCORE CAPITAL GROUP INC | CV SR UNSEC NT | 292554AF9 | 31,319 | 39,289,000 | PRN | DFND | 1,2,3,4 | 39,289,000 | 0 | 0 | |
ENDOLOGIX INC | CV SR UNSEC NT PNC | 29266SAA4 | 2,292 | 2,446,000 | PRN | DFND | 1,2,3,4 | 2,446,000 | 0 | 0 | |
ENERNOC INC | CV SR UNSEC NT | 292764AB3 | 9,362 | 13,036,000 | PRN | DFND | 1,2,3,4 | 13,036,000 | 0 | 0 | |
ENVESTNET INC | CV SR UNSEC NT | 29404KAA4 | 2,921 | 3,202,000 | PRN | DFND | 1,2,3,4 | 3,202,000 | 0 | 0 | |
EPR PROPERTIES | 9% CV PERP PFD SER-E REIT PNC | 26884U307 | 2,056 | 55,000 | SH | DFND | 1,2,3,4 | 55,000 | 0 | 0 | |
EURONET WORLDWIDE INC | CV SR UNSEC NT PNC | 298736AH2 | 47,395 | 41,134,000 | PRN | DFND | 1,2,3,4 | 41,134,000 | 0 | 0 | |
EXCO RESOURCES INC | COMMON STOCK | 269279402 | 58,725 | 45,173,682 | SH | DFND | 1,2,3,4 | 45,173,682 | 0 | 0 | |
EZCORP INC | CV SR UNSEC MULTI CPN NT | 302301AB2 | 13,887 | 16,417,000 | PRN | DFND | 1,2,3,4 | 16,417,000 | 0 | 0 | |
FIRST BANCORP/PUERTO RICO | COMMON STOCK | 318672706 | 166,119 | 41,843,581 | SH | DFND | 1,2,3,4 | 41,843,581 | 0 | 0 | |
FORESTAR GROUP INC | CV SR UNSEC NT | 346232AB7 | 15,001 | 16,359,000 | PRN | DFND | 1,2,3,4 | 16,359,000 | 0 | 0 | |
FRONTIER COMMUNICATIONS CORP | 11.125% MAND CV PFD | 35906A207 | 16,528 | 174,324 | SH | DFND | 1,2,3,4 | 174,324 | 0 | 0 | |
GAIN CAPITAL HOLDINGS INC | CV SR UNSEC NT PNC | 36268WAB6 | 6,217 | 6,565,000 | PRN | DFND | 1,2,3,4 | 6,565,000 | 0 | 0 | |
GENER8 MARITIME INC | COMMON STOCK | Y26889108 | 83,537 | 13,052,534 | SH | DFND | 1,2,3,4 | 13,052,534 | 0 | 0 | |
GENERAL CABLE CORP | CV SUB NT MULTI-CPN PNC | 369300AL2 | 5,665 | 9,756,000 | PRN | DFND | 1,2,3,4 | 9,756,000 | 0 | 0 | |
GERDAU SA -SPON ADR | ADR | 373737105 | 16,913 | 9,501,727 | SH | DFND | 1,2,3,4 | 9,501,727 | 0 | 0 | |
GOGO INC | CV SR UNSEC NT | 38046CAB5 | 2,560 | 3,750,000 | PRN | DFND | 1,2,3,4 | 3,750,000 | 0 | 0 | |
GSV CAPITAL CORP | CV SR UNSEC NT | 36191JAB7 | 5,470 | 5,977,000 | PRN | DFND | 1,2,3,4 | 5,977,000 | 0 | 0 | |
HCI GROUP INC | CV SR UNSEC NT | 40416EAB9 | 12,428 | 14,144,000 | PRN | DFND | 1,2,3,4 | 14,144,000 | 0 | 0 | |
HEALTHWAYS INC | CV SR UNSEC NT | 422245AB6 | 25,773 | 27,466,000 | PRN | DFND | 1,2,3,4 | 27,466,000 | 0 | 0 | |
HEARTWARE INTERNATIONAL INC | CV SR UNSEC NT PNC | 422368AC4 | 8,157 | 8,197,000 | PRN | DFND | 1,2,3,4 | 8,197,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CV SR UNSEC NT CPDI | 42330PAG2 | 14,371 | 16,289,000 | PRN | DFND | 1,2,3,4 | 16,289,000 | 0 | 0 | |
HERBALIFE LTD | CV SR UNSEC NT | 42703MAB9 | 90,028 | 90,586,000 | PRN | DFND | 1,2,3,4 | 90,586,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 | 32,197 | 26,453,000 | PRN | DFND | 1,2,3,4 | 26,453,000 | 0 | 0 | |
HORIZON PHARMA INVESTMENT LTD | CV SR UNSEC NT PNC | 44052TAB7 | 37,662 | 40,989,000 | PRN | DFND | 1,2,3,4 | 40,989,000 | 0 | 0 | |
HORNBECK OFFSHORE SERVICES INC | CV SR UNSEC NT | 440543AN6 | 11,940 | 20,683,000 | PRN | DFND | 1,2,3,4 | 20,683,000 | 0 | 0 | |
HURON CONSULTING GROUP INC | CV SR UNSEC NT | 447462AB8 | 44,072 | 43,300,000 | PRN | DFND | 1,2,3,4 | 43,300,000 | 0 | 0 | |
ICICI BANK LTD-SPON ADR | ADR | 45104G104 | 29,646 | 4,140,476 | SH | DFND | 1,2,3,4 | 4,140,476 | 0 | 0 | |
ICONIX BRAND GROUP INC | CV SR SUB NT | 451055AF4 | 2,365 | 2,900,000 | PRN | DFND | 1,2,3,4 | 2,900,000 | 0 | 0 | |
INFOSYS LTD-SP ADR | ADR | 456788108 | 4,101 | 215,600 | SH | DFND | 1,2,3,4 | 215,600 | 0 | 0 | |
INGEVITY CORP | COMMON STOCK | 45688C107 | 8,912 | 261,810 | SH | DFND | 1,2,3,4 | 261,810 | 0 | 0 | |
INSULET CORP | CV SR UNSEC NT PNC | 45784PAD3 | 33,957 | 35,447,000 | PRN | DFND | 1,2,3,4 | 35,447,000 | 0 | 0 | |
INTEGRATED DEVICE TECHNOLOGY INC | CV SR UNSEC NT 144A | 458118AB2 | 54,059 | 55,342,000 | PRN | DFND | 1,2,3,4 | 55,342,000 | 0 | 0 | |
INTEL CORP | CV JR SUB NT CPDI MULTI CPN | 458140AD2 | 12,971 | 10,039,000 | PRN | DFND | 1,2,3,4 | 10,039,000 | 0 | 0 | |
INTERDIGITAL INC/PA | CV SR UNSEC NT | 458660AD9 | 49,664 | 47,367,000 | PRN | DFND | 1,2,3,4 | 47,367,000 | 0 | 0 | |
IRONWOOD PHARMACEUTICALS INC | CV SR UNSEC NT | 46333XAD0 | 48,577 | 46,958,000 | PRN | DFND | 1,2,3,4 | 46,958,000 | 0 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 9,862 | 117,500 | SH | Put | DFND | 1,2,3,4 | 117,500 | 0 | 0 |
ISHARES MSCI INDIA ETF | ETP | 46429B598 | 702 | 25,900 | SH | DFND | 1,2,3,4 | 25,900 | 0 | 0 | |
ITAU UNIBANCO H-SPON PRF ADR | ADR | 465562106 | 57,825 | 6,731,675 | SH | DFND | 1,2,3,4 | 6,731,675 | 0 | 0 | |
J2 GLOBAL INC | CV SR UNSEC NT CPDI | 48123VAC6 | 72,473 | 64,637,000 | PRN | DFND | 1,2,3,4 | 64,637,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | CV SR UNSEC NT | 472145AB7 | 73,799 | 68,407,000 | PRN | DFND | 1,2,3,4 | 68,407,000 | 0 | 0 | |
JD.COM INC-ADR | ADR | 47215P106 | 30,659 | 1,156,960 | SH | DFND | 1,2,3,4 | 1,156,960 | 0 | 0 | |
JEFFERIES GROUP LLC | CV SR UNSEC NT PNC | 472319AG7 | 11,346 | 11,195,000 | PRN | DFND | 1,2,3,4 | 11,195,000 | 0 | 0 | |
KB HOME | CV SR UNSEC NT | 48666KAS8 | 5,184 | 5,392,000 | PRN | DFND | 1,2,3,4 | 5,392,000 | 0 | 0 | |
KEYW HOLDING CORP/THE | CV SR UNSEC NT | 493723AA8 | 30,944 | 34,250,000 | PRN | DFND | 1,2,3,4 | 34,250,000 | 0 | 0 | |
KINDER MORGAN INC/DE | 9.75& CV MAND PFD | 49456B200 | 15,110 | 309,284 | SH | DFND | 1,2,3,4 | 309,284 | 0 | 0 | |
LIBERTY BRAVES GROUP | COMMON STOCK | 531229888 | 14,192 | 968,078 | SH | DFND | 1,2,3,4 | 968,078 | 0 | 0 | |
LIBERTY MEDIA CORP | CV SR UNSEC NT | 531229AB8 | 74,099 | 74,268,000 | PRN | DFND | 1,2,3,4 | 74,268,000 | 0 | 0 | |
LIBERTY VENTURES | COMMON STOCK CL A | 53071M880 | 36,716 | 990,450 | SH | DFND | 1,2,3,4 | 990,450 | 0 | 0 | |
LIVE NATION ENTERTAINMENT INC | CV SR UNSEC NT | 538034AJ8 | 4,678 | 4,620,000 | PRN | DFND | 1,2,3,4 | 4,620,000 | 0 | 0 | |
M/I HOMES INC | CV SR SUB NT PNC | 55292PAB1 | 2,359 | 2,398,000 | PRN | DFND | 1,2,3,4 | 2,398,000 | 0 | 0 | |
MEDIDATA SOLUTIONS INC | CV SR UNSEC NT | 58471AAB1 | 46,372 | 42,782,000 | PRN | DFND | 1,2,3,4 | 42,782,000 | 0 | 0 | |
MERITAGE HOMES CORP | CV SR UNSEC NT | 59001AAR3 | 6,727 | 6,666,000 | PRN | DFND | 1,2,3,4 | 6,666,000 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 53,729 | 9,030,000 | SH | DFND | 1,2,3,4 | 9,030,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | CV SR SUB NT | 595017AD6 | 83,156 | 74,616,000 | PRN | DFND | 1,2,3,4 | 74,616,000 | 0 | 0 | |
MICRON TECHNOLOGY INC | CV SR UNSEC NT SER-G PNC | 595112AY9 | 25,697 | 33,479,000 | PRN | DFND | 1,2,3,4 | 33,479,000 | 0 | 0 | |
MOBILE TELESYSTEMS PJSC | COMMON STOCK ADR | 607409109 | 2,471 | 298,500 | SH | DFND | 1,2,3,4 | 298,500 | 0 | 0 | |
MODUSLINK GLOBAL SOLUTIONS INC | CV SR UNSEC NT | 60786LAB3 | 3,534 | 4,970,000 | PRN | DFND | 1,2,3,4 | 4,970,000 | 0 | 0 | |
NACCO INDUSTRIES INC | COMMON STOCK | 629579103 | 9,212 | 164,500 | SH | DFND | 1,2,3,4 | 164,500 | 0 | 0 | |
NEVRO CORP | CV SR UNSEC NT | 64157FAA1 | 27,610 | 26,265,000 | PRN | DFND | 1,2,3,4 | 26,265,000 | 0 | 0 | |
NEW MOUNTAIN FINANCE CORP | CV SR UNSEC NT | 647551AB6 | 6,118 | 6,129,000 | PRN | DFND | 1,2,3,4 | 6,129,000 | 0 | 0 | |
NEWPARK RESOURCES INC | CV SR UNSEC NT | 651718AC2 | 14,070 | 14,971,000 | PRN | DFND | 1,2,3,4 | 14,971,000 | 0 | 0 | |
NMI HOLDINGS INC | COMMON STOCK | 629209305 | 31,874 | 5,816,443 | SH | DFND | 1,2,3,4 | 5,816,443 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | CV SR UNSEC NT | 67020YAF7 | 5,102 | 5,075,000 | PRN | DFND | 1,2,3,4 | 5,075,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | CV SR UNSEC NT CPDI | 67020YAG5 | 42,509 | 43,839,000 | PRN | DFND | 1,2,3,4 | 43,839,000 | 0 | 0 | |
NXP SEMICONDUCTORS NV | CV SR UNSEC NT | 62952QAB6 | 74,729 | 68,769,000 | PRN | DFND | 1,2,3,4 | 68,769,000 | 0 | 0 | |
OI SA | COMMON STOCK - ADR | 670851500 | 765 | 251,001 | SH | DFND | 1,2,3,4 | 251,001 | 0 | 0 | |
PAR PACIFIC HOLDINGS INC | COMMON STOCK | 69888T207 | 2,928 | 190,862 | SH | DFND | 1,2,3,4 | 190,862 | 0 | 0 | |
PDL BIOPHARMA INC | CV SR UNSEC NT | 69329YAF1 | 12,160 | 12,791,000 | PRN | DFND | 1,2,3,4 | 12,791,000 | 0 | 0 | |
PENNYMAC CORP | CV SR UNSEC NT REIT | 70932AAB9 | 16,052 | 17,000,000 | PRN | DFND | 1,2,3,4 | 17,000,000 | 0 | 0 | |
PRA GROUP INC | CV SR UNSEC NT | 73640QAB1 | 25,249 | 32,309,000 | PRN | DFND | 1,2,3,4 | 32,309,000 | 0 | 0 | |
PRICELINE GROUP INC/THE | CV SR UNSEC NT | 741503AS5 | 84,054 | 71,780,000 | PRN | DFND | 1,2,3,4 | 71,780,000 | 0 | 0 | |
PRICELINE GROUP INC/THE | CV SR UNSEC NT | 741503AX4 | 20,185 | 19,894,000 | PRN | DFND | 1,2,3,4 | 19,894,000 | 0 | 0 | |
PROOFPOINT INC | CV SR UNSEC NT PNC | 743424AD5 | 36,398 | 33,855,000 | PRN | DFND | 1,2,3,4 | 33,855,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAL6 | 4,974 | 4,942,000 | PRN | DFND | 1,2,3,4 | 4,942,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAQ5 | 12,093 | 12,717,000 | PRN | DFND | 1,2,3,4 | 12,717,000 | 0 | 0 | |
QIHOO 360 TECHNOLOGY CO LTD | CV SR UNSEC NT | 74734MAE9 | 4,962 | 5,023,000 | PRN | DFND | 1,2,3,4 | 5,023,000 | 0 | 0 | |
RAIT FINANCIAL TRUST | CV SR UNSEC NT REIT | 749227AB0 | 10,409 | 11,500,000 | PRN | DFND | 1,2,3,4 | 11,500,000 | 0 | 0 | |
RED HAT INC | CV SR UNSEC NT | 756577AD4 | 23,328 | 19,147,000 | PRN | DFND | 1,2,3,4 | 19,147,000 | 0 | 0 | |
REDWOOD TRUST INC | CV SR UNSEC NT REIT | 758075AB1 | 10,040 | 10,167,000 | PRN | DFND | 1,2,3,4 | 10,167,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT REIT | 76120WAA2 | 3,369 | 3,484,000 | PRN | DFND | 1,2,3,4 | 3,484,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT REIT | 76120WAB0 | 14,058 | 14,316,000 | PRN | DFND | 1,2,3,4 | 14,316,000 | 0 | 0 | |
ROVI CORP | CV SR UNSEC NT | 779376AD4 | 56,970 | 60,079,000 | PRN | DFND | 1,2,3,4 | 60,079,000 | 0 | 0 | |
ROYAL GOLD INC | CV SR UNSEC NT PNC | 780287AA6 | 4,311 | 4,000,000 | PRN | DFND | 1,2,3,4 | 4,000,000 | 0 | 0 | |
RTI INTERNATIONAL METALS INC | CV SR UNSEC NT | 74973WAB3 | 48,491 | 45,165,000 | PRN | DFND | 1,2,3,4 | 45,165,000 | 0 | 0 | |
RWT HOLDINGS INC | CV SR UNSEC NT | 749772AB5 | 5,523 | 5,626,000 | PRN | DFND | 1,2,3,4 | 5,626,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI | 81170YAB5 | 39,543 | 48,915,000 | PRN | DFND | 1,2,3,4 | 48,915,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI PNC | 811904AM3 | 15,069 | 15,371,000 | PRN | DFND | 1,2,3,4 | 15,371,000 | 0 | 0 | |
SHUTTERFLY INC | CV SR UNSEC NT | 82568PAB2 | 24,216 | 24,328,000 | PRN | DFND | 1,2,3,4 | 24,328,000 | 0 | 0 | |
SINA CORP/CHINA | CV SR UNSEC NT | 82922RAD5 | 8,013 | 8,106,000 | PRN | DFND | 1,2,3,4 | 8,106,000 | 0 | 0 | |
SOLARCITY CORP | CV SR UNSEC NT | 83416TAC4 | 1,859 | 2,745,000 | PRN | DFND | 1,2,3,4 | 2,745,000 | 0 | 0 | |
SOUTHWESTERN ENERGY CO | 6.25 % MAND CV PFD SER B | 845467208 | 40,257 | 1,337,340 | SH | DFND | 1,2,3,4 | 1,337,340 | 0 | 0 | |
SPECTRANETICS CORP/THE | CV SR UNSEC NT PNC | 84760CAA5 | 30,731 | 34,863,000 | PRN | DFND | 1,2,3,4 | 34,863,000 | 0 | 0 | |
SPECTRUM PHARMACEUTICALS INC | CV SR UNSEC NT | 84763AAB4 | 7,431 | 8,113,000 | PRN | DFND | 1,2,3,4 | 8,113,000 | 0 | 0 | |
SPIRIT REALTY CAPITAL INC | CV SR UNSEC NT REIT | 84860WAA0 | 25,046 | 23,141,000 | PRN | DFND | 1,2,3,4 | 23,141,000 | 0 | 0 | |
SPIRIT REALTY CAPITAL INC | CV SR UNSEC NT REIT | 84860WAB8 | 14,800 | 13,190,000 | PRN | DFND | 1,2,3,4 | 13,190,000 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 67,667 | 22,860,798 | SH | DFND | 1,2,3,4 | 22,860,798 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CV SR UNSEC NT REIT | 85571BAA3 | 20,339 | 19,490,000 | PRN | DFND | 1,2,3,4 | 19,490,000 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CV SR UNSEC NT REIT | 85571BAC9 | 14,803 | 14,662,000 | PRN | DFND | 1,2,3,4 | 14,662,000 | 0 | 0 | |
STILLWATER MINING CO | CV SR UNSEC NT | 86074QAL6 | 58,336 | 51,816,000 | PRN | DFND | 1,2,3,4 | 51,816,000 | 0 | 0 | |
SYNCHRONOSS TECHNOLOGIES INC | CV SR UNSEC NT | 87157BAA1 | 36,015 | 36,190,000 | PRN | DFND | 1,2,3,4 | 36,190,000 | 0 | 0 | |
TAIWAN SEMICONDUCTOR-SP ADR | ADR | 874039100 | 113,901 | 4,347,356 | SH | DFND | 1,2,3,4 | 4,347,356 | 0 | 0 | |
TCP CAPITAL CORP | CV SR UNSEC NT | 87238QAB9 | 12,625 | 12,149,000 | PRN | DFND | 1,2,3,4 | 12,149,000 | 0 | 0 | |
TELECOM ARGENTINA SA | COMMON STOCK ADR | 879273209 | 10,231 | 558,151 | SH | DFND | 1,2,3,4 | 558,151 | 0 | 0 | |
TELEFONICA BRASIL-ADR | ADR | 87936R106 | 25,173 | 2,015,426 | SH | DFND | 1,2,3,4 | 2,015,426 | 0 | 0 | |
TELIGENT INC | CV SR UNSEC NT PNC | 449575AB5 | 4,591 | 5,206,000 | PRN | DFND | 1,2,3,4 | 5,206,000 | 0 | 0 | |
TERRAFORM POWER INC | COMMON STOCK | 88104R100 | 3,978 | 365,000 | SH | DFND | 1,2,3,4 | 365,000 | 0 | 0 | |
TERRAVIA HOLDINGS INC | CV SR SUB NT | 83415TAC5 | 7,502 | 14,600,000 | PRN | DFND | 1,2,3,4 | 14,600,000 | 0 | 0 | |
TICC CAPITAL CORP | CV SR UNSEC NT | 87244TAB5 | 6,151 | 6,096,000 | PRN | DFND | 1,2,3,4 | 6,096,000 | 0 | 0 | |
TITAN MACHINERY INC | CV SR UNSEC NT | 88830RAB7 | 10,440 | 12,542,000 | PRN | DFND | 1,2,3,4 | 12,542,000 | 0 | 0 | |
TOWNSQUARE MEDIA INC | COMMON STOCK | 892231101 | 12,586 | 1,595,224 | SH | DFND | 1,2,3,4 | 1,595,224 | 0 | 0 | |
TPG SPECIALTY LENDING INC | CV SR UNSEC NT | 87265KAB8 | 6,524 | 6,387,000 | PRN | DFND | 1,2,3,4 | 6,387,000 | 0 | 0 | |
TRIBUNE MEDIA CO | COMMON STOCK | 896047503 | 555,504 | 14,178,245 | SH | DFND | 1,2,3,4 | 14,178,245 | 0 | 0 | |
TRINA SOLAR LTD | CV SR UNSEC NT | 89628EAC8 | 4,313 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
TRINA SOLAR LTD-SPON ADR | ADR | 89628E104 | 35,865 | 3,608,122 | SH | DFND | 1,2,3,4 | 3,608,122 | 0 | 0 | |
TRONC INC | COMMON STOCK | 89703P107 | 64,740 | 4,691,371 | SH | DFND | 1,2,3,4 | 4,691,371 | 0 | 0 | |
TTM TECHNOLOGIES INC | CV SR UNSEC NT | 87305RAD1 | 40,475 | 40,852,000 | PRN | DFND | 1,2,3,4 | 40,852,000 | 0 | 0 | |
TWITTER INC | CV SR UNSEC NT | 90184LAB8 | 4,684 | 5,084,000 | PRN | DFND | 1,2,3,4 | 5,084,000 | 0 | 0 | |
VALE SA | COMMON STOCK | 91912E105 | 2,768 | 547,000 | SH | DFND | 1,2,3,4 | 547,000 | 0 | 0 | |
VALE SA-SP PREF ADR | ADR | 91912E204 | 30,105 | 9,649,085 | SH | DFND | 1,2,3,4 | 9,649,085 | 0 | 0 | |
VECTOR GROUP LTD | CV SR UNSEC NT VARIABLE | 92240MBC1 | 42,629 | 38,450,000 | PRN | DFND | 1,2,3,4 | 38,450,000 | 0 | 0 | |
VEREIT INC | CV SR UNSEC NT REIT | 02917TAA2 | 9,301 | 9,374,000 | PRN | DFND | 1,2,3,4 | 9,374,000 | 0 | 0 | |
VIMPELCOM LTD | COMMON STOCK ADR | 92719A106 | 6,514 | 1,678,900 | SH | DFND | 1,2,3,4 | 1,678,900 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | COMMON STOCK | 928298108 | 15,488 | 1,250,000 | SH | DFND | 1,2,3,4 | 1,250,000 | 0 | 0 | |
WEATHERFORD INTERNATIONAL LTD | CV SR UNSEC NT | 947075AH0 | 37,565 | 34,475,000 | PRN | DFND | 1,2,3,4 | 34,475,000 | 0 | 0 | |
WEBMD HEALTH CORP | CV SR UNSEC NT | 94770VAF9 | 2,321 | 2,102,000 | PRN | DFND | 1,2,3,4 | 2,102,000 | 0 | 0 | |
WESTROCK CO | COMMON STOCK | 96145D105 | 10,684 | 274,864 | SH | DFND | 1,2,3,4 | 274,864 | 0 | 0 | |
WORKDAY INC | CV SR UNSEC NT | 98138HAC5 | 14,366 | 12,918,000 | PRN | DFND | 1,2,3,4 | 12,918,000 | 0 | 0 | |
WORKDAY INC | CV SR UNSEC NT | 98138HAD3 | 23,003 | 19,665,000 | PRN | DFND | 1,2,3,4 | 19,665,000 | 0 | 0 | |
WPX ENERGY INC | 6.25% MAND CV PFD | 98212B202 | 15,268 | 330,700 | SH | DFND | 1,2,3,4 | 330,700 | 0 | 0 | |
YANDEX NV | CV SR UNSEC NT | 98474TAB3 | 10,397 | 11,108,000 | PRN | DFND | 1,2,3,4 | 11,108,000 | 0 | 0 | |
YANDEX NV | COMMON STOCK | N97284108 | 1,431 | 65,500 | SH | DFND | 1,2,3,4 | 65,500 | 0 | 0 |