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 | 25,159 | 25,518,000 | PRN | DFND | 1,2,3,4 | 25,518,000 | 0 | 0 | |
AAR CORP | CV SR UNSEC NT | 000361AM7 | 8,393 | 8,360,000 | PRN | DFND | 1,2,3,4 | 8,360,000 | 0 | 0 | |
ACORDA THERAPEUTICS INC | CV SR UNSEC NT PNC | 00484MAA4 | 42,596 | 36,900,000 | PRN | DFND | 1,2,3,4 | 36,900,000 | 0 | 0 | |
AEGEAN MARINE PETROLEUM NETWORK INC | CV SR UNSEC NT PNC | Y0020QAA9 | 2,588 | 3,000,000 | PRN | DFND | 1,2,3,4 | 3,000,000 | 0 | 0 | |
ALASKA COMMUNICATIONS SYSTEMS GROUP INC | CV SR SUB NT | 01167PAE1 | 2,482 | 2,500,000 | PRN | DFND | 1,2,3,4 | 2,500,000 | 0 | 0 | |
ALERE INC | 3% CV CUM PFD PERP SER B | 01449J204 | 40,137 | 142,733 | SH | DFND | 1,2,3,4 | 142,733 | 0 | 0 | |
ALERE INC | CV SR SUB NT | 01449JAA3 | 5,050 | 4,863,000 | PRN | DFND | 1,2,3,4 | 4,863,000 | 0 | 0 | |
ALEXANDRIA REAL ESTATE EQUITIES INC | 7% CV PFD SER-D PERP REIT PNC | 015271505 | 3,125 | 113,691 | SH | DFND | 1,2,3,4 | 113,691 | 0 | 0 | |
ALLERGAN PLC | PFD CONV SER A | G0177J116 | 96,619 | 93,900 | SH | DFND | 1,2,3,4 | 93,900 | 0 | 0 | |
ALLIANCE HEALTHCARE SERVICES INC | COMMON STOCK | 018606301 | 74,201 | 4,756,491 | SH | DFND | 1,2,3,4 | 4,756,491 | 0 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTIONS INC | CV SR UNSEC NT | 01988PAD0 | 37,846 | 34,785,000 | PRN | DFND | 1,2,3,4 | 34,785,000 | 0 | 0 | |
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 160,874 | 8,630,530 | SH | DFND | 1,2,3,4 | 8,630,530 | 0 | 0 | |
AMTRUST FINANCIAL SERVICES INC | CV SR UNSEC NT PNC CPDI | 032359AG6 | 37,598 | 41,135,000 | PRN | DFND | 1,2,3,4 | 41,135,000 | 0 | 0 | |
ANGLOGOLD ASHANTI-SPON ADR | ADR | 035128206 | 14,724 | 2,073,759 | SH | DFND | 1,2,3,4 | 2,073,759 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CV SR UNSEC NT REIT | 03762UAA3 | 14,423 | 14,165,000 | PRN | DFND | 1,2,3,4 | 14,165,000 | 0 | 0 | |
APOLLO GLOBAL MANAGEMENT LLC | COMMON STOCK | 037612306 | 5,371 | 353,842 | SH | DFND | 1,2,3,4 | 353,842 | 0 | 0 | |
APOLLO INVESTMENT CORP | CV SR UNSEC NT | 03761UAE6 | 5,839 | 5,834,000 | PRN | DFND | 1,2,3,4 | 5,834,000 | 0 | 0 | |
ARES CAPITAL CORP | CV SR UNSEC NT | 04010LAG8 | 13,384 | 13,280,000 | PRN | DFND | 1,2,3,4 | 13,280,000 | 0 | 0 | |
ATLAS AIR WORLDWIDE HOLDINGS INC | CV SR UNSEC NT | 049164BH8 | 1,659 | 2,000,000 | PRN | DFND | 1,2,3,4 | 2,000,000 | 0 | 0 | |
AV HOMES INC | CV SR UNSEC NT | 053494AG5 | 10,269 | 10,497,000 | PRN | DFND | 1,2,3,4 | 10,497,000 | 0 | 0 | |
B2GOLD CORP | CV SR SUB NT PNC | 11777QAB6 | 13,482 | 16,109,000 | PRN | DFND | 1,2,3,4 | 16,109,000 | 0 | 0 | |
BANC OF CALIFORNIA INC | COMMON STOCK | 05990K106 | 18,993 | 1,299,144 | SH | DFND | 1,2,3,4 | 1,299,144 | 0 | 0 | |
BANCO SANTANDER-CHILE-ADR | ADR | 05965X109 | 15,348 | 870,082 | SH | DFND | 1,2,3,4 | 870,082 | 0 | 0 | |
BANK OF AMERICA CORP | 7.25% CV NON-CUM PFD PERP SER-L PNC | 060505682 | 7,654 | 7,000 | SH | DFND | 1,2,3,4 | 7,000 | 0 | 0 | |
BANNER CORP | COMMON STOCK | 06652V208 | 119,190 | 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 | |
BLACKROCK CAPITAL INVESTMENT CORP | CV SR UNSEC NT | 092533AB4 | 9,608 | 9,314,000 | PRN | DFND | 1,2,3,4 | 9,314,000 | 0 | 0 | |
BLACKSTONE GROUP LP/THE | COMMON STOCK | 09253U108 | 15,351 | 525,000 | SH | DFND | 1,2,3,4 | 525,000 | 0 | 0 | |
BLUCORA INC | CV SR UNSEC NT | 095229AB6 | 10,812 | 13,000,000 | PRN | DFND | 1,2,3,4 | 13,000,000 | 0 | 0 | |
BRF SA-ADR | ADR | 10552T107 | 39,044 | 2,825,199 | SH | DFND | 1,2,3,4 | 2,825,199 | 0 | 0 | |
BROOKDALE SENIOR LIVING INC | CV SR UNSEC NT | 112463AA2 | 53,585 | 54,057,000 | PRN | DFND | 1,2,3,4 | 54,057,000 | 0 | 0 | |
CALATLANTIC GROUP INC | CV SR UNSEC NT PNC | 783764AS2 | 4,507 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
CANADIAN SOLAR INC | CV SR UNSEC NT PNC | 136635AE9 | 32,293 | 35,195,000 | PRN | DFND | 1,2,3,4 | 35,195,000 | 0 | 0 | |
CAPITAL PRODUCT PARTNERS LP | COMMON STOCK | Y11082107 | 4,522 | 819,228 | SH | DFND | 1,2,3,4 | 819,228 | 0 | 0 | |
CARDTRONICS INC | CV SR UNSEC NT | 14161HAG3 | 47,212 | 50,488,000 | PRN | DFND | 1,2,3,4 | 50,488,000 | 0 | 0 | |
CEMEX SAB DE CV | CV SUB NT | 151290BR3 | 56,475 | 71,500,000 | PRN | DFND | 1,2,3,4 | 71,500,000 | 0 | 0 | |
CEMEX SAB-SPONS ADR PART CER | ADR | 151290889 | 34,065 | 6,115,759 | SH | DFND | 1,2,3,4 | 6,115,759 | 0 | 0 | |
CENTURY COMMUNITIES INC | COMMON STOCK | 156504300 | 23,979 | 1,354,003 | SH | DFND | 1,2,3,4 | 1,354,003 | 0 | 0 | |
CEPHEID | CV SR UNSEC NT | 15670RAC1 | 19,777 | 21,845,000 | PRN | DFND | 1,2,3,4 | 21,845,000 | 0 | 0 | |
CHENIERE ENERGY INC | CV SR UNSEC NT PNC | 16411RAG4 | 18,133 | 34,625,000 | PRN | DFND | 1,2,3,4 | 34,625,000 | 0 | 0 | |
CIENA CORP | CV SR UNSEC NT | 171779AE1 | 6,114 | 6,208,000 | PRN | DFND | 1,2,3,4 | 6,208,000 | 0 | 0 | |
CITRIX SYSTEMS INC | CV SR UNSEC NT | 177376AD2 | 116,712 | 106,901,000 | PRN | DFND | 1,2,3,4 | 106,901,000 | 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 | 1,707 | 3,000,000 | PRN | DFND | 1,2,3,4 | 3,000,000 | 0 | 0 | |
COBALT INTERNATIONAL ENERGY INC | CV SR UNSEC NT PNC | 19075FAB2 | 24,765 | 47,110,000 | PRN | DFND | 1,2,3,4 | 47,110,000 | 0 | 0 | |
COLONY CAPITAL INC | CV SR UNSEC NT REIT PNC | 19624RAA4 | 36,012 | 37,123,000 | PRN | DFND | 1,2,3,4 | 37,123,000 | 0 | 0 | |
CONTANGO OIL & GAS CO | COMMON STOCK | 21075N204 | 8,255 | 1,287,732 | SH | DFND | 1,2,3,4 | 1,287,732 | 0 | 0 | |
CORNERSTONE ONDEMAND INC | CV SR UNSEC NT | 21925YAB9 | 46,501 | 47,000,000 | PRN | DFND | 1,2,3,4 | 47,000,000 | 0 | 0 | |
CORSICANTO LTD | CV SR UNSEC NT | 220480AB3 | 1,375 | 1,500,000 | PRN | DFND | 1,2,3,4 | 1,500,000 | 0 | 0 | |
CROWN CASTLE INTERNATIONAL CORP | 4.5% MAND CV SER-A PFD | 22822V200 | 34,249 | 319,285 | SH | DFND | 1,2,3,4 | 319,285 | 0 | 0 | |
DEPOMED INC | CV SR UNSEC NT PNC | 249908AA2 | 40,761 | 35,500,000 | PRN | DFND | 1,2,3,4 | 35,500,000 | 0 | 0 | |
DIAMOND FOODS INC | COMMON STOCK | 252603105 | 170,425 | 4,420,859 | SH | DFND | 1,2,3,4 | 4,420,859 | 0 | 0 | |
DYNEGY INC | COMMON STOCK | 26817R108 | 131,865 | 9,840,696 | SH | DFND | 1,2,3,4 | 9,840,696 | 0 | 0 | |
EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A127 | 55,290 | 15,707,276 | SH | DFND | 1,2,3,4 | 15,707,276 | 0 | 0 | |
ECHO GLOBAL LOGISTICS INC | CV SR UNSEC NT | 27875TAA9 | 14,283 | 16,250,000 | PRN | DFND | 1,2,3,4 | 16,250,000 | 0 | 0 | |
ELECTRONICS FOR IMAGING INC | CV SR UNSEC NT | 286082AC6 | 65,539 | 61,527,000 | PRN | DFND | 1,2,3,4 | 61,527,000 | 0 | 0 | |
EMERGENT BIOSOLUTIONS INC | CV SR UNSEC NT PNC | 29089QAB1 | 34,198 | 24,664,000 | PRN | DFND | 1,2,3,4 | 24,664,000 | 0 | 0 | |
ENCORE CAPITAL GROUP INC | CV SR UNSEC NT | 292554AF9 | 30,647 | 35,543,000 | PRN | DFND | 1,2,3,4 | 35,543,000 | 0 | 0 | |
ENVESTNET INC | CV SR UNSEC NT | 29404KAA4 | 3,535 | 4,000,000 | PRN | DFND | 1,2,3,4 | 4,000,000 | 0 | 0 | |
EPR PROPERTIES | 9% CV PERP PFD SER-E REIT PNC | 26884U307 | 458 | 14,657 | SH | DFND | 1,2,3,4 | 14,657 | 0 | 0 | |
EURONET WORLDWIDE INC | CV SR UNSEC NT PNC | 298736AH2 | 79,190 | 66,630,000 | PRN | DFND | 1,2,3,4 | 66,630,000 | 0 | 0 | |
EXCO RESOURCES INC | COMMON STOCK | 269279402 | 56,015 | 45,173,682 | SH | DFND | 1,2,3,4 | 45,173,682 | 0 | 0 | |
EZCORP INC | CV SR UNSEC MULTI CPN NT | 302301AB2 | 1,136 | 1,641,000 | PRN | DFND | 1,2,3,4 | 1,641,000 | 0 | 0 | |
FIFTH STREET FINANCE CORP | CV SR UNSEC NT | 31679BAC4 | 12,007 | 11,950,000 | PRN | DFND | 1,2,3,4 | 11,950,000 | 0 | 0 | |
FINISAR CORP | CV SR UNSEC NT | 31787AAM3 | 3,922 | 4,183,000 | PRN | DFND | 1,2,3,4 | 4,183,000 | 0 | 0 | |
FIRST BANCORP/PUERTO RICO | COMMON STOCK | 318672706 | 135,992 | 41,843,581 | SH | DFND | 1,2,3,4 | 41,843,581 | 0 | 0 | |
FLUIDIGM CORP | CV SR UNSEC NT | 34385PAA6 | 1,246 | 2,000,000 | PRN | DFND | 1,2,3,4 | 2,000,000 | 0 | 0 | |
FORESTAR GROUP INC | CV SR UNSEC NT | 346232AB7 | 10,184 | 12,447,000 | PRN | DFND | 1,2,3,4 | 12,447,000 | 0 | 0 | |
FORTRESS INVESTMENT GROUP LLC | COMMON STOCK | 34958B106 | 12,343 | 2,425,000 | SH | DFND | 1,2,3,4 | 2,425,000 | 0 | 0 | |
GAIN CAPITAL HOLDINGS INC | CV SR UNSEC NT PNC | 36268WAB6 | 7,000 | 7,100,000 | PRN | DFND | 1,2,3,4 | 7,100,000 | 0 | 0 | |
GENER8 MARITIME INC | COMMON STOCK | Y26889108 | 123,347 | 13,052,534 | SH | DFND | 1,2,3,4 | 13,052,534 | 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 | 7,247 | 7,603,000 | PRN | DFND | 1,2,3,4 | 7,603,000 | 0 | 0 | |
HCI GROUP INC | CV SR UNSEC NT | 40416EAB9 | 9,695 | 11,125,000 | PRN | DFND | 1,2,3,4 | 11,125,000 | 0 | 0 | |
HEALTHWAYS INC | CV SR UNSEC NT | 422245AB6 | 25,147 | 26,475,000 | PRN | DFND | 1,2,3,4 | 26,475,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CV SR UNSEC NT CPDI | 42330PAG2 | 2,358 | 3,000,000 | PRN | DFND | 1,2,3,4 | 3,000,000 | 0 | 0 | |
HERBALIFE LTD | CV SR UNSEC NT | 42703MAB9 | 57,751 | 68,435,000 | PRN | DFND | 1,2,3,4 | 68,435,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 | 20,720 | 15,405,000 | PRN | DFND | 1,2,3,4 | 15,405,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 | 61,492 | 48,100,000 | PRN | DFND | 1,2,3,4 | 48,100,000 | 0 | 0 | |
HORNBECK OFFSHORE SERVICES INC | CV SR UNSEC NT | 440543AN6 | 6,397 | 11,059,000 | PRN | DFND | 1,2,3,4 | 11,059,000 | 0 | 0 | |
HURON CONSULTING GROUP INC | CV SR UNSEC NT | 447462AB8 | 42,374 | 42,415,000 | PRN | DFND | 1,2,3,4 | 42,415,000 | 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 | |
ICONIX BRAND GROUP INC | CV SR SUB NT | 451055AF4 | 19,654 | 39,112,000 | PRN | DFND | 1,2,3,4 | 39,112,000 | 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 | 41,084 | 35,070,000 | PRN | DFND | 1,2,3,4 | 35,070,000 | 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 | 36,897 | 35,619,000 | PRN | DFND | 1,2,3,4 | 35,619,000 | 0 | 0 | |
INTEGRATED DEVICE TECHNOLOGY INC | CV SR UNSEC NT 144A | 458118AB2 | 59,361 | 58,200,000 | PRN | DFND | 1,2,3,4 | 58,200,000 | 0 | 0 | |
INTEL CORP | CV JR SUB NT CPDI MULTI CPN | 458140AD2 | 25,085 | 19,500,000 | PRN | DFND | 1,2,3,4 | 19,500,000 | 0 | 0 | |
INVENSENSE INC | CV SR UNSEC NT | 46123DAB2 | 5,396 | 5,893,000 | PRN | DFND | 1,2,3,4 | 5,893,000 | 0 | 0 | |
ISHARES MSCI INDIA ETF | ETP | 46429B598 | 798 | 29,000 | SH | DFND | 1,2,3,4 | 29,000 | 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 | 87,295 | 66,159,000 | PRN | DFND | 1,2,3,4 | 66,159,000 | 0 | 0 | |
JARDEN CORP | CV SUB NT PNC | 471109AM0 | 95,021 | 77,578,000 | PRN | DFND | 1,2,3,4 | 77,578,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | CV SR UNSEC NT | 472145AB7 | 100,932 | 96,080,000 | PRN | DFND | 1,2,3,4 | 96,080,000 | 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 | 12,282 | 12,290,000 | PRN | DFND | 1,2,3,4 | 12,290,000 | 0 | 0 | |
KB HOME | CV SR UNSEC NT | 48666KAS8 | 2,403 | 2,650,000 | PRN | DFND | 1,2,3,4 | 2,650,000 | 0 | 0 | |
KEYW HOLDING CORP/THE | CV SR UNSEC NT | 493723AA8 | 29,928 | 40,145,000 | PRN | DFND | 1,2,3,4 | 40,145,000 | 0 | 0 | |
LIBERTY MEDIA CORP | CV SR UNSEC NT | 531229AB8 | 77,760 | 78,640,000 | PRN | DFND | 1,2,3,4 | 78,640,000 | 0 | 0 | |
LIBERTY VENTURES | COMMON STOCK CL A | 53071M880 | 39,471 | 875,000 | SH | DFND | 1,2,3,4 | 875,000 | 0 | 0 | |
LINKEDIN CORP | CV SR UNSEC NT | 53578AAB4 | 98,813 | 94,050,000 | PRN | DFND | 1,2,3,4 | 94,050,000 | 0 | 0 | |
MEDIDATA SOLUTIONS INC | CV SR UNSEC NT | 58471AAB1 | 52,146 | 47,721,000 | PRN | DFND | 1,2,3,4 | 47,721,000 | 0 | 0 | |
MERITAGE HOMES CORP | CV SR UNSEC NT | 59001AAR3 | 4,855 | 4,900,000 | PRN | DFND | 1,2,3,4 | 4,900,000 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 79,735 | 9,030,000 | SH | DFND | 1,2,3,4 | 9,030,000 | 0 | 0 | |
MICRON TECHNOLOGY INC | CV SR UNSEC NT SER-G PNC | 595112AY9 | 47,196 | 56,200,000 | PRN | DFND | 1,2,3,4 | 56,200,000 | 0 | 0 | |
MOBILE TELESYSTEMS PJSC | COMMON STOCK ADR | 607409109 | 1,844 | 298,500 | SH | DFND | 1,2,3,4 | 298,500 | 0 | 0 | |
MODUSLINK GLOBAL SOLUTIONS INC | CV SR UNSEC NT | 60786LAB3 | 4,367 | 5,590,000 | PRN | DFND | 1,2,3,4 | 5,590,000 | 0 | 0 | |
MOLINA HEALTHCARE INC | CV SR UNSEC NT | 60855RAD2 | 19,814 | 16,345,000 | PRN | DFND | 1,2,3,4 | 16,345,000 | 0 | 0 | |
NEW MOUNTAIN FINANCE CORP | CV SR UNSEC NT | 647551AB6 | 9,058 | 9,155,000 | PRN | DFND | 1,2,3,4 | 9,155,000 | 0 | 0 | |
NEWPARK RESOURCES INC | CV SR UNSEC NT | 651718AC2 | 3,648 | 4,025,000 | PRN | DFND | 1,2,3,4 | 4,025,000 | 0 | 0 | |
NMI HOLDINGS INC | COMMON STOCK | 629209305 | 38,362 | 5,666,443 | SH | DFND | 1,2,3,4 | 5,666,443 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | CV SR UNSEC NT | 67020YAF7 | 7,106 | 7,000,000 | PRN | DFND | 1,2,3,4 | 7,000,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | CV SR UNSEC NT CPDI | 67020YAG5 | 58,016 | 53,503,000 | PRN | DFND | 1,2,3,4 | 53,503,000 | 0 | 0 | |
NUVASIVE INC | CV SR UNSEC NT | 670704AC9 | 32,922 | 23,918,000 | PRN | DFND | 1,2,3,4 | 23,918,000 | 0 | 0 | |
NXP SEMICONDUCTORS NV | CV SR UNSEC NT | 62952QAB6 | 96,154 | 87,627,000 | PRN | DFND | 1,2,3,4 | 87,627,000 | 0 | 0 | |
OI SA | COMMON STOCK - ADR | 670851302 | 765 | 1,255,018 | SH | DFND | 1,2,3,4 | 1,255,018 | 0 | 0 | |
PAR PACIFIC HOLDINGS INC | COMMON STOCK | 69888T207 | 4,492 | 190,862 | SH | DFND | 1,2,3,4 | 190,862 | 0 | 0 | |
PDL BIOPHARMA INC | CV SR UNSEC NT | 69329YAF1 | 6,595 | 8,296,000 | PRN | DFND | 1,2,3,4 | 8,296,000 | 0 | 0 | |
PENNYMAC CORP | CV SR UNSEC NT REIT | 70932AAB9 | 12,982 | 14,000,000 | PRN | DFND | 1,2,3,4 | 14,000,000 | 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 | |
PRA GROUP INC | CV SR UNSEC NT | 73640QAB1 | 37,004 | 44,050,000 | PRN | DFND | 1,2,3,4 | 44,050,000 | 0 | 0 | |
PRICELINE GROUP INC/THE | CV SR UNSEC NT | 741503AS5 | 85,442 | 71,922,000 | PRN | DFND | 1,2,3,4 | 71,922,000 | 0 | 0 | |
PRICELINE GROUP INC/THE | CV SR UNSEC NT | 741503AX4 | 23,166 | 23,000,000 | PRN | DFND | 1,2,3,4 | 23,000,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAL6 | 12,421 | 12,705,000 | PRN | DFND | 1,2,3,4 | 12,705,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAQ5 | 3,709 | 4,257,000 | PRN | DFND | 1,2,3,4 | 4,257,000 | 0 | 0 | |
QIHOO 360 TECHNOLOGY CO LTD | CV SR UNSEC NT | 74734MAE9 | 8,263 | 8,527,000 | PRN | DFND | 1,2,3,4 | 8,527,000 | 0 | 0 | |
RAIT FINANCIAL TRUST | CV SR UNSEC NT REIT | 749227AB0 | 9,913 | 12,545,000 | PRN | DFND | 1,2,3,4 | 12,545,000 | 0 | 0 | |
RED HAT INC | CV SR UNSEC NT | 756577AD4 | 114,217 | 87,195,000 | PRN | DFND | 1,2,3,4 | 87,195,000 | 0 | 0 | |
REDWOOD TRUST INC | CV SR UNSEC NT REIT | 758075AB1 | 8,399 | 8,936,000 | PRN | DFND | 1,2,3,4 | 8,936,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT REIT | 76120WAA2 | 3,274 | 3,484,000 | PRN | DFND | 1,2,3,4 | 3,484,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT REIT | 76120WAB0 | 7,990 | 8,276,000 | PRN | DFND | 1,2,3,4 | 8,276,000 | 0 | 0 | |
RTI INTERNATIONAL METALS INC | CV SR UNSEC NT | 74973WAB3 | 65,895 | 64,242,000 | PRN | DFND | 1,2,3,4 | 64,242,000 | 0 | 0 | |
RWT HOLDINGS INC | CV SR UNSEC NT | 749772AB5 | 32,882 | 35,475,000 | PRN | DFND | 1,2,3,4 | 35,475,000 | 0 | 0 | |
SALESFORCE.COM INC | CV SR UNSEC NT | 79466LAD6 | 36,244 | 28,092,000 | PRN | DFND | 1,2,3,4 | 28,092,000 | 0 | 0 | |
SANDISK CORP | CV SR UNSEC NT | 80004CAF8 | 63,232 | 60,500,000 | PRN | DFND | 1,2,3,4 | 60,500,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI | 81170YAB5 | 10,448 | 13,058,000 | PRN | DFND | 1,2,3,4 | 13,058,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI PNC | 811904AM3 | 30,989 | 32,900,000 | PRN | DFND | 1,2,3,4 | 32,900,000 | 0 | 0 | |
SERVICESOURCE INTERNATIONAL INC | CV SR UNSEC NT | 81763UAB6 | 5,464 | 6,400,000 | PRN | DFND | 1,2,3,4 | 6,400,000 | 0 | 0 | |
SINA CORP/CHINA | CV SR UNSEC NT | 82922RAD5 | 8,132 | 8,380,000 | PRN | DFND | 1,2,3,4 | 8,380,000 | 0 | 0 | |
SOLARCITY CORP | CV SR UNSEC NT | 83416TAA8 | 33,085 | 34,200,000 | PRN | DFND | 1,2,3,4 | 34,200,000 | 0 | 0 | |
SOLARCITY CORP | CV SR UNSEC NT | 83416TAC4 | 3,224 | 4,000,000 | PRN | DFND | 1,2,3,4 | 4,000,000 | 0 | 0 | |
SOLAZYME INC | CV SR SUB NT | 83415TAC5 | 7,561 | 15,600,000 | PRN | DFND | 1,2,3,4 | 15,600,000 | 0 | 0 | |
SOUFUN HOLDINGS LTD | CV SR UNSEC NT | 836034AB4 | 4,889 | 5,105,000 | PRN | DFND | 1,2,3,4 | 5,105,000 | 0 | 0 | |
SOUTHWESTERN ENERGY CO | CV PFD SER B STOCK | 845467208 | 1,485 | 80,000 | SH | DFND | 1,2,3,4 | 80,000 | 0 | 0 | |
SPECTRANETICS CORP/THE | CV SR UNSEC NT PNC | 84760CAA5 | 1,514 | 2,000,000 | PRN | DFND | 1,2,3,4 | 2,000,000 | 0 | 0 | |
SPECTRUM PHARMACEUTICALS INC | CV SR UNSEC NT | 84763AAB4 | 2,181 | 2,470,000 | PRN | DFND | 1,2,3,4 | 2,470,000 | 0 | 0 | |
SPIRIT REALTY CAPITAL INC | CV SR UNSEC NT REIT | 84860WAA0 | 7,933 | 8,275,000 | PRN | DFND | 1,2,3,4 | 8,275,000 | 0 | 0 | |
SPIRIT REALTY CAPITAL INC | CV SR UNSEC NT REIT | 84860WAB8 | 26,374 | 27,750,000 | PRN | DFND | 1,2,3,4 | 27,750,000 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K121 | 69,167 | 114,304,005 | SH | DFND | 1,2,3,4 | 114,304,005 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CV SR UNSEC NT REIT | 85571BAA3 | 3,777 | 3,700,000 | PRN | DFND | 1,2,3,4 | 3,700,000 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CV SR UNSEC NT REIT | 85571BAB1 | 11,374 | 10,911,000 | PRN | DFND | 1,2,3,4 | 10,911,000 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CV SR UNSEC NT REIT | 85571BAC9 | 12,630 | 12,775,000 | PRN | DFND | 1,2,3,4 | 12,775,000 | 0 | 0 | |
STARWOOD WAYPOINT RESIDENTIAL TRUST | CV SR UNSEC NT REIT | 85571WAB5 | 6,211 | 6,650,000 | PRN | DFND | 1,2,3,4 | 6,650,000 | 0 | 0 | |
STARWOOD WAYPOINT RESIDENTIAL TRUST | CV SR UNSEC NT REIT | 85571WAD1 | 4,259 | 4,250,000 | PRN | DFND | 1,2,3,4 | 4,250,000 | 0 | 0 | |
STONE ENERGY CORP | CV SR UNSEC NT | 861642AN6 | 1,444 | 2,000,000 | PRN | DFND | 1,2,3,4 | 2,000,000 | 0 | 0 | |
STORE CAPITAL CORP | COMMON STOCK REIT | 862121100 | 1,631,800 | 70,336,144 | SH | DFND | 1,2,3,4 | 70,336,144 | 0 | 0 | |
SUNEDISON INC | CV SR UNSEC NT | 86732YAC3 | 2,804 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
SUNPOWER CORP | CV SR UNSEC NT | 867652AJ8 | 3,046 | 3,514,000 | PRN | DFND | 1,2,3,4 | 3,514,000 | 0 | 0 | |
SYNCHRONOSS TECHNOLOGIES INC | CV SR UNSEC NT | 87157BAA1 | 51,554 | 51,493,000 | PRN | DFND | 1,2,3,4 | 51,493,000 | 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 | 13,036 | 13,198,000 | PRN | DFND | 1,2,3,4 | 13,198,000 | 0 | 0 | |
TELECOM ARGENTINA SA | COMMON STOCK ADR | 879273209 | 8,354 | 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 | 7,341 | 7,445,000 | PRN | DFND | 1,2,3,4 | 7,445,000 | 0 | 0 | |
TERNIUM SA-SPONSORED ADR | ADR | 880890108 | 1,287 | 103,500 | SH | DFND | 1,2,3,4 | 103,500 | 0 | 0 | |
TITAN MACHINERY INC | CV SR UNSEC NT | 88830RAB7 | 10,892 | 16,400,000 | PRN | DFND | 1,2,3,4 | 16,400,000 | 0 | 0 | |
TOWNSQUARE MEDIA INC | COMMON STOCK | 892231101 | 19,079 | 1,595,224 | SH | DFND | 1,2,3,4 | 1,595,224 | 0 | 0 | |
TPG SPECIALTY LENDING INC | CV SR UNSEC NT | 87265KAB8 | 6,185 | 6,245,000 | PRN | DFND | 1,2,3,4 | 6,245,000 | 0 | 0 | |
TRIBUNE MEDIA CO | COMMON STOCK | 896047503 | 478,257 | 14,145,447 | SH | DFND | 1,2,3,4 | 14,145,447 | 0 | 0 | |
TRIBUNE PUBLISHING CO | COMMON STOCK | 896082104 | 43,256 | 4,691,371 | SH | DFND | 1,2,3,4 | 4,691,371 | 0 | 0 | |
TRINA SOLAR LTD | CV SR UNSEC NT | 89628EAC8 | 19,391 | 19,760,000 | PRN | DFND | 1,2,3,4 | 19,760,000 | 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 | 40,375 | 44,721,000 | PRN | DFND | 1,2,3,4 | 44,721,000 | 0 | 0 | |
TWITTER INC | CV SR UNSEC NT | 90184LAB8 | 6,815 | 8,000,000 | PRN | DFND | 1,2,3,4 | 8,000,000 | 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 | 26,428 | 23,000,000 | PRN | DFND | 1,2,3,4 | 23,000,000 | 0 | 0 | |
VEREIT INC | CV SR UNSEC NT REIT | 02917TAA2 | 8,903 | 9,600,000 | PRN | DFND | 1,2,3,4 | 9,600,000 | 0 | 0 | |
VEREIT INC | CV SR UNSEC NT REIT | 02917TAB0 | 14,446 | 16,000,000 | PRN | DFND | 1,2,3,4 | 16,000,000 | 0 | 0 | |
VIMPELCOM LTD | COMMON STOCK ADR | 92719A106 | 5,507 | 1,678,900 | SH | DFND | 1,2,3,4 | 1,678,900 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | COMMON STOCK | 928298108 | 18,196 | 1,510,000 | SH | DFND | 1,2,3,4 | 1,510,000 | 0 | 0 | |
WEB.COM GROUP INC | CV SR UNSEC NT PNC | 94733AAA2 | 50,112 | 53,723,000 | PRN | DFND | 1,2,3,4 | 53,723,000 | 0 | 0 | |
WEBMD HEALTH CORP | CV SR UNSEC NT | 94770VAF9 | 17,071 | 16,525,000 | PRN | DFND | 1,2,3,4 | 16,525,000 | 0 | 0 | |
WEBMD HEALTH CORP | CV SR UNSEC NT | 94770VAH5 | 9,804 | 9,790,000 | PRN | DFND | 1,2,3,4 | 9,790,000 | 0 | 0 | |
WEBMD HEALTH CORP | CV UNSEC NT | 94770VAK8 | 50,912 | 45,460,000 | PRN | DFND | 1,2,3,4 | 45,460,000 | 0 | 0 | |
WELLS FARGO & CO | 7.50% CV PFD CL-A SER-L PERP PNC | 949746804 | 8,812 | 7,602 | SH | DFND | 1,2,3,4 | 7,602 | 0 | 0 | |
WESTROCK CO | COMMON STOCK | 96145D105 | 12,539 | 274,864 | SH | DFND | 1,2,3,4 | 274,864 | 0 | 0 | |
YANDEX NV | CV SR UNSEC NT | 98474TAB3 | 15,203 | 17,427,000 | PRN | DFND | 1,2,3,4 | 17,427,000 | 0 | 0 | |
YANDEX NV | COMMON STOCK | N97284108 | 1,030 | 65,500 | SH | DFND | 1,2,3,4 | 65,500 | 0 | 0 | |
YPF S.A.-SPONSORED ADR | ADR | 984245100 | 12,358 | 786,136 | SH | DFND | 1,2,3,4 | 786,136 | 0 | 0 | |
YY INC | CV SR UNSEC NT | 98426TAB2 | 5,612 | 5,815,000 | PRN | DFND | 1,2,3,4 | 5,815,000 | 0 | 0 |