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 |
|
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 |