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 | 37,870 | 35,863,000 | PRN | DFND | 1,2,3,4 | 35,863,000 | 0 | 0 | |
ADVANCEPIERRE FOODS HOLDINGS INC | COMMON STOCK | 00782L107 | 1,288,537 | 43,268,538 | SH | DFND | 1,2,3,4 | 43,268,538 | 0 | 0 | |
AEGEAN MARINE PETROLEUM NETWORK INC | CV SR UNSEC NT PNC | Y0020QAA9 | 11,470 | 11,000,000 | PRN | DFND | 1,2,3,4 | 11,000,000 | 0 | 0 | |
AEGERION PHARMACEUTICALS INC | CV SR UNSEC NT | 00767EAB8 | 1,440 | 2,000,000 | PRN | DFND | 1,2,3,4 | 2,000,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | CV SR UNSEC NT | 00971TAG6 | 25,298 | 24,250,000 | PRN | DFND | 1,2,3,4 | 24,250,000 | 0 | 0 | |
ALASKA COMMUNICATIONS SYSTEMS GROUP INC | CV SR SUB NT | 01167PAE1 | 1,215 | 1,227,000 | PRN | DFND | 1,2,3,4 | 1,227,000 | 0 | 0 | |
ALIBABA GROUP HOLDING-SP ADR | ADR | 01609W102 | 54,372 | 619,374 | SH | DFND | 1,2,3,4 | 619,374 | 0 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTIONS INC | CV SR UNSEC NT | 01988PAD0 | 7,579 | 8,008,000 | PRN | DFND | 1,2,3,4 | 8,008,000 | 0 | 0 | |
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 194,887 | 10,246,462 | SH | DFND | 1,2,3,4 | 10,246,462 | 0 | 0 | |
ALON USA ENERGY INC | CV SR UNSEC NT | 020520AB8 | 12,789 | 12,000,000 | PRN | DFND | 1,2,3,4 | 12,000,000 | 0 | 0 | |
AMBEV SA-ADR | ADR | 02319V103 | 22,302 | 4,543,763 | SH | DFND | 1,2,3,4 | 4,543,763 | 0 | 0 | |
AMERICA MOVIL-SPN ADR CL L | ADR | 02364W105 | 30,318 | 2,412,671 | SH | DFND | 1,2,3,4 | 2,412,671 | 0 | 0 | |
AMERICAN TOWER CORP | 5.50% MAND CV SER-B PFD REIT | 03027X407 | 33,519 | 320,739 | SH | DFND | 1,2,3,4 | 320,739 | 0 | 0 | |
AMTRUST FINANCIAL SERVICES INC | CV SR UNSEC NT PNC CPDI | 032359AG6 | 37,419 | 43,451,000 | PRN | DFND | 1,2,3,4 | 43,451,000 | 0 | 0 | |
ANGLOGOLD ASHANTI-SPON ADR | ADR | 035128206 | 23,194 | 2,207,653 | SH | DFND | 1,2,3,4 | 2,207,653 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CV SR UNSEC NT REIT | 03762UAA3 | 47,528 | 45,257,000 | PRN | DFND | 1,2,3,4 | 45,257,000 | 0 | 0 | |
ARES CAPITAL CORP | CV SR UNSEC NT | 04010LAG8 | 9,502 | 9,423,000 | PRN | DFND | 1,2,3,4 | 9,423,000 | 0 | 0 | |
ARRAY BIOPHARMA INC | CV SR UNSEC NT PNC | 04269XAA3 | 17,419 | 12,500,000 | PRN | DFND | 1,2,3,4 | 12,500,000 | 0 | 0 | |
AVID TECHNOLOGY INC | CV SR UNSEC NT | 05367PAB6 | 8,607 | 12,900,000 | PRN | DFND | 1,2,3,4 | 12,900,000 | 0 | 0 | |
BAIDU INC - SPON ADR | ADR | 056752108 | 2,114 | 12,861 | SH | DFND | 1,2,3,4 | 12,861 | 0 | 0 | |
BANC OF CALIFORNIA INC | COMMON STOCK | 05990K106 | 9,855 | 568,000 | SH | DFND | 1,2,3,4 | 568,000 | 0 | 0 | |
BELLATRIX EXPLORATION LTD | COMMON STOCK | 078314101 | 17,896 | 18,750,000 | SH | DFND | 1,2,3,4 | 18,750,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | CV SR SUB NT | 09061GAE1 | 40,764 | 36,023,000 | PRN | DFND | 1,2,3,4 | 36,023,000 | 0 | 0 | |
BLACKROCK CAPITAL INVESTMENT CORP | CV SR UNSEC NT | 092533AB4 | 9,275 | 9,000,000 | PRN | DFND | 1,2,3,4 | 9,000,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST INC | CV SR UNSEC NT REIT | 09257WAA8 | 30,761 | 27,526,000 | PRN | DFND | 1,2,3,4 | 27,526,000 | 0 | 0 | |
BLUCORA INC | CV SR UNSEC NT | 095229AB6 | 15,792 | 15,798,000 | PRN | DFND | 1,2,3,4 | 15,798,000 | 0 | 0 | |
CALATLANTIC GROUP INC | CV SR UNSEC NT PNC | 783764AS2 | 4,674 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
CANADIAN SOLAR INC | CV SR UNSEC NT PNC | 136635AE9 | 1,260 | 1,350,000 | PRN | DFND | 1,2,3,4 | 1,350,000 | 0 | 0 | |
CAPITAL PRODUCT PARTNERS LP | COMMON STOCK | Y11082107 | 2,606 | 819,228 | SH | DFND | 1,2,3,4 | 819,228 | 0 | 0 | |
CARDTRONICS INC | CV SR UNSEC NT | 14161HAG3 | 56,870 | 48,025,000 | PRN | DFND | 1,2,3,4 | 48,025,000 | 0 | 0 | |
CEMEX SAB DE CV | ADR | 151290889 | 53,911 | 6,715,339 | SH | DFND | 1,2,3,4 | 6,715,339 | 0 | 0 | |
CEMEX SAB DE CV | CV SUB NT | 151290BR3 | 100,002 | 93,548,000 | PRN | DFND | 1,2,3,4 | 93,548,000 | 0 | 0 | |
CENTURY COMMUNITIES INC | COMMON STOCK | 156504300 | 30,849 | 1,469,003 | SH | DFND | 1,2,3,4 | 1,469,003 | 0 | 0 | |
CHART INDUSTRIES INC | CV SR SUB NT | 16115QAC4 | 14,785 | 15,000,000 | PRN | DFND | 1,2,3,4 | 15,000,000 | 0 | 0 | |
CHENIERE ENERGY INC | CV SR UNSEC NT PNC | 16411RAG4 | 19,435 | 31,741,000 | PRN | DFND | 1,2,3,4 | 31,741,000 | 0 | 0 | |
CITRIX SYSTEMS INC | CV SR UNSEC NT | 177376AD2 | 52,766 | 45,437,000 | PRN | DFND | 1,2,3,4 | 45,437,000 | 0 | 0 | |
CLOVIS ONCOLOGY INC | CV SR UNSEC NT PNC | 189464AB6 | 19,606 | 19,000,000 | PRN | DFND | 1,2,3,4 | 19,000,000 | 0 | 0 | |
CNOOC LTD-SPON ADR | ADR | 126132109 | 22,717 | 183,316 | SH | DFND | 1,2,3,4 | 183,316 | 0 | 0 | |
COLONY CAPITAL INC | CV SR UNSEC NT REIT PNC | 19624RAA4 | 30,855 | 30,143,000 | PRN | DFND | 1,2,3,4 | 30,143,000 | 0 | 0 | |
COLONY CAPITAL INC | CV SR UNSEC NT REIT PNC | 19624RAB2 | 14,705 | 14,700,000 | PRN | DFND | 1,2,3,4 | 14,700,000 | 0 | 0 | |
CONTANGO OIL & GAS CO | COMMON STOCK | 21075N204 | 12,112 | 1,296,813 | SH | DFND | 1,2,3,4 | 1,296,813 | 0 | 0 | |
CONTINENTAL RESOURCES INC/OK | COMMON STOCK | 212015101 | 20,616 | 400,000 | SH | Put | DFND | 1,2,3,4 | 400,000 | 0 | 0 |
CORENERGY INFRASTRUCTURE TRUST INC | CV SR UNSEC NT REIT | 21870UAA4 | 10,680 | 9,500,000 | PRN | DFND | 1,2,3,4 | 9,500,000 | 0 | 0 | |
CTRIP.COM INTERNATIONAL LTD | CV SR UNSEC NT | 22943FAF7 | 45,914 | 44,360,000 | PRN | DFND | 1,2,3,4 | 44,360,000 | 0 | 0 | |
DEPOMED INC | CV SR UNSEC NT PNC | 249908AA2 | 21,894 | 19,362,000 | PRN | DFND | 1,2,3,4 | 19,362,000 | 0 | 0 | |
DHT HOLDINGS INC | CV SR UNSEC NT PNC | 23335SAB2 | 10,146 | 10,820,000 | PRN | DFND | 1,2,3,4 | 10,820,000 | 0 | 0 | |
DYCOM INDUSTRIES INC | CV SR UNSEC NT | 267475AB7 | 19,815 | 18,017,000 | PRN | DFND | 1,2,3,4 | 18,017,000 | 0 | 0 | |
DYNEGY INC | COMMON STOCK | 26817R108 | 71,269 | 8,424,322 | SH | DFND | 1,2,3,4 | 8,424,322 | 0 | 0 | |
EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A143 | 4,595 | 785,363 | SH | DFND | 1,2,3,4 | 785,363 | 0 | 0 | |
EGALET CORP | CV SR UNSEC NT | 28226BAB0 | 3,713 | 4,200,000 | PRN | DFND | 1,2,3,4 | 4,200,000 | 0 | 0 | |
ELECTRONICS FOR IMAGING INC | CV SR UNSEC NT | 286082AC6 | 50,608 | 47,623,000 | PRN | DFND | 1,2,3,4 | 47,623,000 | 0 | 0 | |
ENCORE CAPITAL GROUP INC | CV SR UNSEC NT | 292554AF9 | 29,435 | 31,010,000 | PRN | DFND | 1,2,3,4 | 31,010,000 | 0 | 0 | |
ENCORE CAPITAL GROUP INC | CV SR UNSEC NT | 292554AH5 | 17,180 | 19,442,000 | PRN | DFND | 1,2,3,4 | 19,442,000 | 0 | 0 | |
ENDOLOGIX INC | CV SR UNSEC NT PNC | 29266SAA4 | 5,423 | 6,000,000 | PRN | DFND | 1,2,3,4 | 6,000,000 | 0 | 0 | |
ENERNOC INC | CV SR UNSEC NT | 292764AB3 | 6,209 | 7,966,000 | PRN | DFND | 1,2,3,4 | 7,966,000 | 0 | 0 | |
ENVESTNET INC | CV SR UNSEC NT | 29404KAA4 | 19,492 | 20,393,000 | PRN | DFND | 1,2,3,4 | 20,393,000 | 0 | 0 | |
EURONET WORLDWIDE INC | CV SR UNSEC NT PNC | 298736AH2 | 34,971 | 30,034,000 | PRN | DFND | 1,2,3,4 | 30,034,000 | 0 | 0 | |
EXCO RESOURCES INC | COMMON STOCK | 269279402 | 26,886 | 30,773,682 | SH | DFND | 1,2,3,4 | 30,773,682 | 0 | 0 | |
EXTRACTION OIL & GAS INC | COMMON STOCK | 30227M105 | 4,064 | 202,787 | SH | DFND | 1,2,3,4 | 202,787 | 0 | 0 | |
EZCORP INC | CV SR UNSEC MULTI CPN NT | 302301AB2 | 35,947 | 37,010,000 | PRN | DFND | 1,2,3,4 | 37,010,000 | 0 | 0 | |
FINISAR CORP | CV SR UNSEC NT | 31787AAM3 | 40,806 | 34,000,000 | PRN | DFND | 1,2,3,4 | 34,000,000 | 0 | 0 | |
FIRST BANCORP/PUERTO RICO | COMMON STOCK | 318672706 | 208,172 | 31,493,581 | SH | DFND | 1,2,3,4 | 31,493,581 | 0 | 0 | |
FLUIDIGM CORP | CV SR UNSEC NT PNC | 34385PAA6 | 3,687 | 5,250,000 | PRN | DFND | 1,2,3,4 | 5,250,000 | 0 | 0 | |
FOMENTO ECONOMICO MEX-SP ADR | ADR | 344419106 | 8,385 | 110,056 | SH | DFND | 1,2,3,4 | 110,056 | 0 | 0 | |
FORESTAR GROUP INC | CV SR UNSEC NT | 346232AB7 | 9,709 | 9,750,000 | PRN | DFND | 1,2,3,4 | 9,750,000 | 0 | 0 | |
GAIN CAPITAL HOLDINGS INC | CV SR UNSEC NT PNC | 36268WAB6 | 10,252 | 10,579,000 | PRN | DFND | 1,2,3,4 | 10,579,000 | 0 | 0 | |
GENER8 MARITIME INC | COMMON STOCK | Y26889108 | 58,477 | 13,052,534 | SH | DFND | 1,2,3,4 | 13,052,534 | 0 | 0 | |
GENERAL CABLE CORP | CV SUB NT MULTI-CPN PNC | 369300AL2 | 32,453 | 41,080,000 | PRN | DFND | 1,2,3,4 | 41,080,000 | 0 | 0 | |
GERDAU SA -SPON ADR | ADR | 373737105 | 18,943 | 6,034,789 | SH | DFND | 1,2,3,4 | 6,034,789 | 0 | 0 | |
GLOBAL EAGLE ENTERTAINMENT INC | CV SR UNSEC NT PNC | 37951DAB8 | 6,683 | 8,290,000 | PRN | DFND | 1,2,3,4 | 8,290,000 | 0 | 0 | |
GOGO INC | CV SR UNSEC NT | 38046CAB5 | 4,301 | 5,800,000 | PRN | DFND | 1,2,3,4 | 5,800,000 | 0 | 0 | |
GSV CAPITAL CORP | CV SR UNSEC NT | 36191JAB7 | 6,565 | 6,940,000 | PRN | DFND | 1,2,3,4 | 6,940,000 | 0 | 0 | |
HCI GROUP INC | CV SR UNSEC NT | 40416EAB9 | 10,680 | 10,700,000 | PRN | DFND | 1,2,3,4 | 10,700,000 | 0 | 0 | |
HEALTHSOUTH CORP | CV SR SUB NT CPDI PNC | 421924BL4 | 44,314 | 37,161,000 | PRN | DFND | 1,2,3,4 | 37,161,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CV SR UNSEC NT CPDI | 42330PAG2 | 12,472 | 12,671,000 | PRN | DFND | 1,2,3,4 | 12,671,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CV SR UNSEC NT PNC | 42330PAH0 | 24,432 | 23,500,000 | PRN | DFND | 1,2,3,4 | 23,500,000 | 0 | 0 | |
HERBALIFE LTD | CV SR UNSEC NT | 42703MAB9 | 42,772 | 46,486,000 | PRN | DFND | 1,2,3,4 | 46,486,000 | 0 | 0 | |
HORIZON PHARMA INVESTMENT LTD | CV SR UNSEC NT PNC | 44052TAB7 | 40,000 | 42,060,000 | PRN | DFND | 1,2,3,4 | 42,060,000 | 0 | 0 | |
HORNBECK OFFSHORE SERVICES INC | CV SR UNSEC NT | 440543AN6 | 4,739 | 6,660,000 | PRN | DFND | 1,2,3,4 | 6,660,000 | 0 | 0 | |
HURON CONSULTING GROUP INC | CV SR UNSEC NT | 447462AB8 | 31,326 | 31,836,000 | PRN | DFND | 1,2,3,4 | 31,836,000 | 0 | 0 | |
ICICI BANK LTD-SPON ADR | ADR | 45104G104 | 47,802 | 6,384,459 | SH | DFND | 1,2,3,4 | 6,384,459 | 0 | 0 | |
ICONIX BRAND GROUP INC | CV SR SUB NT | 451055AF4 | 11,590 | 12,500,000 | PRN | DFND | 1,2,3,4 | 12,500,000 | 0 | 0 | |
IMMUNOMEDICS INC | CV SR UNSEC NT | 452907AK4 | 3,976 | 4,000,000 | PRN | DFND | 1,2,3,4 | 4,000,000 | 0 | 0 | |
INTEGRATED DEVICE TECHNOLOGY INC | CV SR UNSEC NT | 458118AC0 | 41,537 | 40,250,000 | PRN | DFND | 1,2,3,4 | 40,250,000 | 0 | 0 | |
INTERDIGITAL INC/PA | CV SR UNSEC NT | 458660AD9 | 61,066 | 45,217,000 | PRN | DFND | 1,2,3,4 | 45,217,000 | 0 | 0 | |
IONIS PHARMACEUTICALS INC | CV SR UNSEC NT | 464337AJ3 | 15,348 | 15,000,000 | PRN | DFND | 1,2,3,4 | 15,000,000 | 0 | 0 | |
IRONWOOD PHARMACEUTICALS INC | CV SR UNSEC NT | 46333XAD0 | 38,671 | 33,658,000 | PRN | DFND | 1,2,3,4 | 33,658,000 | 0 | 0 | |
ISHARES MSCI INDIA ETF | ETP | 46429B598 | 448 | 17,700 | SH | DFND | 1,2,3,4 | 17,700 | 0 | 0 | |
ITAU UNIBANCO H-SPON PRF ADR | ADR | 465562106 | 78,179 | 7,607,716 | SH | DFND | 1,2,3,4 | 7,607,716 | 0 | 0 | |
J2 GLOBAL INC | CV SR UNSEC NT CPDI | 48123VAC6 | 58,214 | 43,987,000 | PRN | DFND | 1,2,3,4 | 43,987,000 | 0 | 0 | |
JEFFERIES GROUP LLC | CV SR UNSEC NT PNC | 472319AG7 | 10,885 | 10,750,000 | PRN | DFND | 1,2,3,4 | 10,750,000 | 0 | 0 | |
KB HOME | CV SR UNSEC NT | 48666KAS8 | 4,626 | 4,776,000 | PRN | DFND | 1,2,3,4 | 4,776,000 | 0 | 0 | |
KEYW HOLDING CORP/THE | CV SR UNSEC NT | 493723AA8 | 27,142 | 26,980,000 | PRN | DFND | 1,2,3,4 | 26,980,000 | 0 | 0 | |
LIBERTY EXPEDIA HOLDINGS INC | COMMON STOCK | 53046P109 | 15,716 | 396,180 | SH | DFND | 1,2,3,4 | 396,180 | 0 | 0 | |
LIBERTY INTERACTIVE LLC | CV SR UNSEC NT 144A (EX: CHTR) | 530610AD6 | 67,436 | 62,550,000 | PRN | DFND | 1,2,3,4 | 62,550,000 | 0 | 0 | |
LIBERTY MEDIA CORP | CV SR UNSEC NT (BASKET) | 531229AB8 | 51,962 | 48,320,000 | PRN | DFND | 1,2,3,4 | 48,320,000 | 0 | 0 | |
LIBERTY MEDIA CORP-LIBERTY BRAVES | COMMON STOCK | 531229888 | 19,933 | 968,078 | SH | DFND | 1,2,3,4 | 968,078 | 0 | 0 | |
LIBERTY VENTURES | COMMON STOCK | 53071M856 | 21,911 | 594,270 | SH | DFND | 1,2,3,4 | 594,270 | 0 | 0 | |
LIVE NATION ENTERTAINMENT INC | CV SR UNSEC NT | 538034AJ8 | 37,731 | 35,514,000 | PRN | DFND | 1,2,3,4 | 35,514,000 | 0 | 0 | |
M/I HOMES INC | CV SR SUB NT PNC | 55292PAB1 | 2,160 | 2,120,000 | PRN | DFND | 1,2,3,4 | 2,120,000 | 0 | 0 | |
MACQUARIE INFRASTRUCTURE CORP | CV SR UNSEC NT | 55608BAB1 | 40,817 | 40,600,000 | PRN | DFND | 1,2,3,4 | 40,600,000 | 0 | 0 | |
MEDIDATA SOLUTIONS INC | CV SR UNSEC NT | 58471AAB1 | 26,976 | 24,632,000 | PRN | DFND | 1,2,3,4 | 24,632,000 | 0 | 0 | |
MELCO CROWN ENTERTAINME-ADR | ADR | 585464100 | 1,441 | 90,639 | SH | DFND | 1,2,3,4 | 90,639 | 0 | 0 | |
MERITAGE HOMES CORP | CV SR UNSEC NT | 59001AAR3 | 13,365 | 13,500,000 | PRN | DFND | 1,2,3,4 | 13,500,000 | 0 | 0 | |
MERITOR INC | CV SR UNSEC STEP CPN NT | 043353AH4 | 9,160 | 9,000,000 | PRN | DFND | 1,2,3,4 | 9,000,000 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 59,050 | 5,795,000 | SH | DFND | 1,2,3,4 | 5,795,000 | 0 | 0 | |
MGIC INVESTMENT CORP | CV SR UNSEC NT | 552848AD5 | 7,089 | 6,997,000 | PRN | DFND | 1,2,3,4 | 6,997,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | CV SR SUB NT | 595017AD6 | 42,749 | 32,841,000 | PRN | DFND | 1,2,3,4 | 32,841,000 | 0 | 0 | |
MICRON TECHNOLOGY INC | CV SR UNSEC NT SER-G PNC | 595112AY9 | 123,206 | 124,279,000 | PRN | DFND | 1,2,3,4 | 124,279,000 | 0 | 0 | |
MIDSTATES PETROLEUM CO INC | COMMON STOCK | 59804T407 | 1,131 | 54,548 | SH | DFND | 1,2,3,4 | 54,548 | 0 | 0 | |
MOBILE TELESYSTEMS PJSC | COMMON STOCK ADR | 607409109 | 2,719 | 298,500 | SH | DFND | 1,2,3,4 | 298,500 | 0 | 0 | |
NACCO INDUSTRIES INC | COMMON STOCK | 629579103 | 8,874 | 98,000 | SH | DFND | 1,2,3,4 | 98,000 | 0 | 0 | |
NATIONSTAR MORTGAGE HOLDINGS INC | COMMON STOCK | 63861C109 | 7,530 | 416,931 | SH | DFND | 1,2,3,4 | 416,931 | 0 | 0 | |
NAVISTAR INTERNATIONAL CORP | CV SR SUB NT PNC | 63934EAQ1 | 6,531 | 6,665,000 | PRN | DFND | 1,2,3,4 | 6,665,000 | 0 | 0 | |
NAVISTAR INTERNATIONAL CORP | CV SR SUB NT PNC | 63934EAS7 | 6,896 | 7,000,000 | PRN | DFND | 1,2,3,4 | 7,000,000 | 0 | 0 | |
NEVRO CORP | CV SR UNSEC NT | 64157FAA1 | 19,085 | 17,965,000 | PRN | DFND | 1,2,3,4 | 17,965,000 | 0 | 0 | |
NEW MOUNTAIN FINANCE CORP | CV SR UNSEC NT | 647551AB6 | 13,925 | 13,500,000 | PRN | DFND | 1,2,3,4 | 13,500,000 | 0 | 0 | |
NEWPARK RESOURCES INC | CV SR UNSEC NT | 651718AC2 | 5,245 | 5,171,000 | PRN | DFND | 1,2,3,4 | 5,171,000 | 0 | 0 | |
NMI HOLDINGS INC | COMMON STOCK | 629209305 | 61,945 | 5,816,443 | SH | DFND | 1,2,3,4 | 5,816,443 | 0 | 0 | |
NOVATEL WIRELESS INC | CV SR UNSEC NT PNC | 66987MAE9 | 2,895 | 3,000,000 | PRN | DFND | 1,2,3,4 | 3,000,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | CV SR UNSEC NT CPDI | 67020YAG5 | 9,587 | 9,850,000 | PRN | DFND | 1,2,3,4 | 9,850,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | CV SR UNSEC NT CPDI | 67020YAK6 | 20,876 | 23,000,000 | PRN | DFND | 1,2,3,4 | 23,000,000 | 0 | 0 | |
NXP SEMICONDUCTORS NV | CV SR UNSEC NT | 62952QAB6 | 8,531 | 7,508,000 | PRN | DFND | 1,2,3,4 | 7,508,000 | 0 | 0 | |
OASIS PETROLEUM INC | CV SR UNSEC NT PNC | 674215AJ7 | 3,825 | 2,750,000 | PRN | DFND | 1,2,3,4 | 2,750,000 | 0 | 0 | |
OI SA | COMMON STOCK - ADR | 670851500 | 996 | 251,001 | SH | DFND | 1,2,3,4 | 251,001 | 0 | 0 | |
ON SEMICONDUCTOR CORP | CV SR UNSEC NT | 682189AK1 | 53,710 | 52,745,000 | PRN | DFND | 1,2,3,4 | 52,745,000 | 0 | 0 | |
PAR PACIFIC HOLDINGS INC | COMMON STOCK | 69888T207 | 2,775 | 190,862 | SH | DFND | 1,2,3,4 | 190,862 | 0 | 0 | |
PATTERN ENERGY GROUP INC | CV SR UNSEC NT | 70338PAB6 | 27,768 | 28,478,000 | PRN | DFND | 1,2,3,4 | 28,478,000 | 0 | 0 | |
PDC ENERGY INC | CV SR UNSEC NT | 69327RAD3 | 36,826 | 33,019,000 | PRN | DFND | 1,2,3,4 | 33,019,000 | 0 | 0 | |
PDL BIOPHARMA INC | CV SR UNSEC NT | 69329YAF1 | 6,369 | 6,500,000 | PRN | DFND | 1,2,3,4 | 6,500,000 | 0 | 0 | |
PENNYMAC CORP | CV SR UNSEC NT REIT | 70932AAB9 | 20,513 | 21,000,000 | PRN | DFND | 1,2,3,4 | 21,000,000 | 0 | 0 | |
PRA GROUP INC | CV SR UNSEC NT | 73640QAB1 | 42,264 | 44,505,000 | PRN | DFND | 1,2,3,4 | 44,505,000 | 0 | 0 | |
PRICELINE GROUP INC/THE | CV SR UNSEC NT | 741503AS5 | 12,850 | 10,080,000 | PRN | DFND | 1,2,3,4 | 10,080,000 | 0 | 0 | |
PRICELINE GROUP INC/THE | CV SR UNSEC NT | 741503AX4 | 70,496 | 66,694,000 | PRN | DFND | 1,2,3,4 | 66,694,000 | 0 | 0 | |
PROOFPOINT INC | CV SR UNSEC NT PNC | 743424AD5 | 34,992 | 30,805,000 | PRN | DFND | 1,2,3,4 | 30,805,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAQ5 | 16,939 | 17,285,000 | PRN | DFND | 1,2,3,4 | 17,285,000 | 0 | 0 | |
RAIT FINANCIAL TRUST | CV SR UNSEC NT REIT | 749227AB0 | 12,639 | 13,500,000 | PRN | DFND | 1,2,3,4 | 13,500,000 | 0 | 0 | |
REDWOOD TRUST INC | CV SR UNSEC NT REIT | 758075AB1 | 13,631 | 13,567,000 | PRN | DFND | 1,2,3,4 | 13,567,000 | 0 | 0 | |
RENEWABLE ENERGY GROUP INC | CV SR UNSEC NT | 75972AAA1 | 3,265 | 3,360,000 | PRN | DFND | 1,2,3,4 | 3,360,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT REIT | 76120WAA2 | 11,236 | 11,643,000 | PRN | DFND | 1,2,3,4 | 11,643,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT REIT | 76120WAB0 | 15,947 | 16,723,000 | PRN | DFND | 1,2,3,4 | 16,723,000 | 0 | 0 | |
ROVI CORP | CV SR UNSEC NT (ACQUIRED BY: TIVO) | 779376AD4 | 65,139 | 64,309,000 | PRN | DFND | 1,2,3,4 | 64,309,000 | 0 | 0 | |
RWT HOLDINGS INC | CV SR UNSEC NT | 749772AB5 | 5,711 | 5,626,000 | PRN | DFND | 1,2,3,4 | 5,626,000 | 0 | 0 | |
SANCHEZ ENERGY CORP | COMMON STOCK | 79970Y105 | 135 | 14,837 | SH | DFND | 1,2,3,4 | 14,837 | 0 | 0 | |
SANDRIDGE ENERGY INC | COMMON STOCK | 80007P869 | 3,179 | 135,000 | SH | DFND | 1,2,3,4 | 135,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI | 81170YAB5 | 47,188 | 53,285,000 | PRN | DFND | 1,2,3,4 | 53,285,000 | 0 | 0 | |
SHIP FINANCE INTERNATIONAL LTD | CV SR UNSEC NT | G81075AF3 | 5,041 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
SILVER STANDARD RESOURCES INC | CV SR UNSEC NT PNC | 82823LAC0 | 25,307 | 27,458,000 | PRN | DFND | 1,2,3,4 | 27,458,000 | 0 | 0 | |
SM ENERGY CO | CV SR UNSEC NT | 78454LAM2 | 29,930 | 25,800,000 | PRN | DFND | 1,2,3,4 | 25,800,000 | 0 | 0 | |
SOLARCITY CORP | CV SR UNSEC NT | 83416TAC4 | 20,733 | 24,530,000 | PRN | DFND | 1,2,3,4 | 24,530,000 | 0 | 0 | |
SOUTHWESTERN ENERGY CO | 6.25 % MAND CV PFD SER B | 845467208 | 25,071 | 984,340 | SH | DFND | 1,2,3,4 | 984,340 | 0 | 0 | |
SPDR S&P500 ETF TRUST | COMMON STOCK | 78462F103 | 61,471 | 275,000 | SH | Put | DFND | 1,2,3,4 | 275,000 | 0 | 0 |
SPECTRANETICS CORP/THE | CV SR UNSEC NT PNC | 84760CAA5 | 34,139 | 32,984,000 | PRN | DFND | 1,2,3,4 | 32,984,000 | 0 | 0 | |
SPECTRUM PHARMACEUTICALS INC | CV SR UNSEC NT | 84763AAB4 | 9,271 | 10,319,000 | PRN | DFND | 1,2,3,4 | 10,319,000 | 0 | 0 | |
SPIRIT REALTY CAPITAL INC | CV SR UNSEC NT REIT | 84860WAA0 | 23,501 | 22,441,000 | PRN | DFND | 1,2,3,4 | 22,441,000 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 148,593 | 29,078,777 | SH | DFND | 1,2,3,4 | 29,078,777 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CV SR UNSEC NT REIT | 85571BAA3 | 20,754 | 18,940,000 | PRN | DFND | 1,2,3,4 | 18,940,000 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CV SR UNSEC NT REIT | 85571BAC9 | 9,736 | 9,500,000 | PRN | DFND | 1,2,3,4 | 9,500,000 | 0 | 0 | |
STONEMOR PARTNERS LP | COMMON STOCK | 86183Q100 | 11,138 | 1,250,000 | SH | DFND | 1,2,3,4 | 1,250,000 | 0 | 0 | |
SUCAMPO PHARMACEUTICALS INC | CV SR UNSEC NT 144A | 864909AA4 | 21,408 | 20,000,000 | PRN | DFND | 1,2,3,4 | 20,000,000 | 0 | 0 | |
SUNOCO LOGISTICS PARTNERS LP | COMMON STOCK | 86764L108 | 6,413 | 267,000 | SH | DFND | 1,2,3,4 | 267,000 | 0 | 0 | |
SUNPOWER CORP | CV SR UNSEC NT | 867652AL3 | 2,780 | 3,941,000 | PRN | DFND | 1,2,3,4 | 3,941,000 | 0 | 0 | |
SYNCHRONOSS TECHNOLOGIES INC | CV SR UNSEC NT | 87157BAA1 | 37,234 | 35,473,000 | PRN | DFND | 1,2,3,4 | 35,473,000 | 0 | 0 | |
TAIWAN SEMICONDUCTOR-SP ADR | ADR | 874039100 | 107,695 | 3,747,347 | SH | DFND | 1,2,3,4 | 3,747,347 | 0 | 0 | |
TCP CAPITAL CORP | CV SR UNSEC NT | 87238QAB9 | 15,476 | 14,828,000 | PRN | DFND | 1,2,3,4 | 14,828,000 | 0 | 0 | |
TELEFONICA BRASIL-ADR | ADR | 87936R106 | 28,353 | 2,119,808 | SH | DFND | 1,2,3,4 | 2,119,808 | 0 | 0 | |
TELIGENT INC | CV SR UNSEC NT PNC | 449575AB5 | 10,698 | 11,500,000 | PRN | DFND | 1,2,3,4 | 11,500,000 | 0 | 0 | |
TERRAVIA HOLDINGS INC | CV SR SUB NT | 83415TAC5 | 6,283 | 14,600,000 | PRN | DFND | 1,2,3,4 | 14,600,000 | 0 | 0 | |
TICC CAPITAL CORP | CV SR UNSEC NT | 87244TAB5 | 11,232 | 11,000,000 | PRN | DFND | 1,2,3,4 | 11,000,000 | 0 | 0 | |
TITAN MACHINERY INC | CV SR UNSEC NT | 88830RAB7 | 10,805 | 12,042,000 | PRN | DFND | 1,2,3,4 | 12,042,000 | 0 | 0 | |
TOLL BROTHERS FINANCE CORP | CV SR UNSEC NT CPDI | 88947EAM2 | 9,350 | 9,500,000 | PRN | DFND | 1,2,3,4 | 9,500,000 | 0 | 0 | |
TOWNSQUARE MEDIA INC | COMMON STOCK | 892231101 | 16,605 | 1,595,224 | SH | DFND | 1,2,3,4 | 1,595,224 | 0 | 0 | |
TPG SPECIALTY LENDING INC | CV SR UNSEC NT | 87265KAB8 | 13,357 | 12,987,000 | PRN | DFND | 1,2,3,4 | 12,987,000 | 0 | 0 | |
TRIBUNE MEDIA CO | COMMON STOCK | 896047503 | 495,955 | 14,178,245 | SH | DFND | 1,2,3,4 | 14,178,245 | 0 | 0 | |
TRINA SOLAR LTD-SPON ADR | ADR | 89628E104 | 16,811 | 1,808,320 | SH | DFND | 1,2,3,4 | 1,808,320 | 0 | 0 | |
TRONC INC | COMMON STOCK | 89703P107 | 65,131 | 4,695,947 | SH | DFND | 1,2,3,4 | 4,695,947 | 0 | 0 | |
UNITED STATES STEEL CORP | COMMON STOCK | 912909108 | 4,621 | 140,000 | SH | Put | DFND | 1,2,3,4 | 140,000 | 0 | 0 |
VALE SA | COMMON STOCK | 91912E105 | 9,502 | 1,247,000 | SH | DFND | 1,2,3,4 | 1,247,000 | 0 | 0 | |
VALE SA-SP PREF ADR | ADR | 91912E204 | 36,405 | 5,285,761 | SH | DFND | 1,2,3,4 | 5,285,761 | 0 | 0 | |
VECTOR GROUP LTD | CV SR UNSEC NT VARIABLE | 92240MBC1 | 39,817 | 34,550,000 | PRN | DFND | 1,2,3,4 | 34,550,000 | 0 | 0 | |
VEREIT INC | CV SR UNSEC NT REIT | 02917TAA2 | 12,831 | 12,775,000 | PRN | DFND | 1,2,3,4 | 12,775,000 | 0 | 0 | |
VEREIT INC | CV SR UNSEC NT REIT | 02917TAB0 | 887 | 885,000 | PRN | DFND | 1,2,3,4 | 885,000 | 0 | 0 | |
VERSO CORP | COMMON STOCK | 92531L207 | 22,034 | 3,103,397 | SH | DFND | 1,2,3,4 | 3,103,397 | 0 | 0 | |
VIMPELCOM LTD | ADR | 92719A106 | 17,871 | 4,642,818 | SH | DFND | 1,2,3,4 | 4,642,818 | 0 | 0 | |
VIPSHOP HOLDINGS LTD | CV SR UNSEC NT | 92763WAA1 | 23,414 | 23,475,000 | PRN | DFND | 1,2,3,4 | 23,475,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | COMMON STOCK | 928298108 | 20,250 | 1,250,000 | SH | DFND | 1,2,3,4 | 1,250,000 | 0 | 0 | |
WALTER INVESTMENT MANAGEMENT CORP | CV SR SUB NT | 93317WAA0 | 3,847 | 5,500,000 | PRN | DFND | 1,2,3,4 | 5,500,000 | 0 | 0 | |
WEATHERFORD INTERNATIONAL LTD | CV SR UNSEC NT | 947075AH0 | 52,475 | 48,450,000 | PRN | DFND | 1,2,3,4 | 48,450,000 | 0 | 0 | |
WHITING PETROLEUM CORP | CV SR UNSEC NT | 966387AL6 | 14,651 | 16,500,000 | PRN | DFND | 1,2,3,4 | 16,500,000 | 0 | 0 | |
WPX ENERGY INC | 6.25% MAND CV PFD | 98212B202 | 5,628 | 85,700 | SH | DFND | 1,2,3,4 | 85,700 | 0 | 0 | |
WRIGHT MEDICAL GROUP INC | CV SR UNSEC NT | 98235TAE7 | 50,339 | 48,240,000 | PRN | DFND | 1,2,3,4 | 48,240,000 | 0 | 0 | |
YANDEX NV | CV SR UNSEC NT | 98474TAB3 | 6,459 | 6,750,000 | PRN | DFND | 1,2,3,4 | 6,750,000 | 0 | 0 | |
YANDEX NV | COMMON STOCK | N97284108 | 1,319 | 65,500 | SH | DFND | 1,2,3,4 | 65,500 | 0 | 0 | |
YY INC | CV SR UNSEC NT | 98426TAB2 | 7,365 | 7,464,000 | PRN | DFND | 1,2,3,4 | 7,464,000 | 0 | 0 |