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 | 18,445 | 12,435,000 | PRN | DFND | 1,2,3,4 | 12,435,000 | 0 | 0 | |
ACETO CORP | CV SR UNSEC NT | 004446AD2 | 6,599 | 7,370,000 | PRN | DFND | 1,2,3,4 | 7,370,000 | 0 | 0 | |
ACORDA THERAPEUTICS INC | CV SR UNSEC NT PNC | 00484MAA4 | 14,176 | 15,690,000 | PRN | DFND | 1,2,3,4 | 15,690,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | CV SR UNSEC NT | 00971TAG6 | 9,411 | 9,636,000 | PRN | DFND | 1,2,3,4 | 9,636,000 | 0 | 0 | |
ALASKA COMMUNICATIONS SYSTEMS GROUP INC | CV SR SUB NT | 01167PAE1 | 1,270 | 1,227,000 | PRN | DFND | 1,2,3,4 | 1,227,000 | 0 | 0 | |
ALIBABA GROUP HOLDING-SP ADR | ADR | 01609W102 | 117,848 | 682,345 | SH | DFND | 1,2,3,4 | 682,345 | 0 | 0 | |
ALLERGAN PLC | 5.50% MAND CV PFD SER A | G0177J116 | 18,664 | 25,296 | SH | DFND | 1,2,3,4 | 25,296 | 0 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTIONS INC | CV SR UNSEC NT | 01988PAD0 | 31,494 | 29,488,000 | PRN | DFND | 1,2,3,4 | 29,488,000 | 0 | 0 | |
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 240,013 | 9,893,300 | SH | DFND | 1,2,3,4 | 9,893,300 | 0 | 0 | |
ALTABA INC | COMMON STOCK | 021346101 | 206,112 | 3,111,588 | SH | DFND | 1,2,3,4 | 3,111,588 | 0 | 0 | |
ALTABA INC | CV SR UNSEC NT | 984332AF3 | 72,801 | 55,871,000 | PRN | DFND | 1,2,3,4 | 55,871,000 | 0 | 0 | |
AMAG PHARMACEUTICALS INC | CV SR UNSEC NT | 00163UAD8 | 13,660 | 14,000,000 | PRN | DFND | 1,2,3,4 | 14,000,000 | 0 | 0 | |
AMBEV SA-ADR | ADR | 02319V103 | 36,026 | 5,466,785 | SH | DFND | 1,2,3,4 | 5,466,785 | 0 | 0 | |
AMERICAN TOWER CORP | 5.50% MAND CV SER-B PFD REIT | 03027X407 | 25,706 | 210,561 | SH | DFND | 1,2,3,4 | 210,561 | 0 | 0 | |
ANGLOGOLD ASHANTI-SPON ADR | ADR | 035128206 | 30,072 | 3,237,041 | SH | DFND | 1,2,3,4 | 3,237,041 | 0 | 0 | |
ANTHEM INC | 5.25% CV MAND PFD | 036752202 | 31,192 | 596,530 | SH | DFND | 1,2,3,4 | 596,530 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CV SR UNSEC NT REIT | 03762UAA3 | 18,882 | 17,408,000 | PRN | DFND | 1,2,3,4 | 17,408,000 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CV SR UNSEC NT | 03762UAB1 | 18,245 | 17,970,000 | PRN | DFND | 1,2,3,4 | 17,970,000 | 0 | 0 | |
ATLAS AIR WORLDWIDE HOLDINGS INC | CV SR UNSEC NT | 049164BH8 | 19,176 | 16,000,000 | PRN | DFND | 1,2,3,4 | 16,000,000 | 0 | 0 | |
AZUL SA-ADR | ADR | 05501U106 | 31,698 | 1,154,741 | SH | DFND | 1,2,3,4 | 1,154,741 | 0 | 0 | |
BANK OF AMERICA CORP | 7.250000% CV PFD PERPETUAL PNC | 060505682 | 7,808 | 6,000 | SH | DFND | 1,2,3,4 | 6,000 | 0 | 0 | |
BECTON DICKINSON AND CO | 6.125% CV PFD | 075887208 | 47,882 | 866,470 | SH | DFND | 1,2,3,4 | 866,470 | 0 | 0 | |
BELLATRIX EXPLORATION LTD | COMMON STOCK | 078314507 | 10,674 | 3,750,000 | SH | DFND | 1,2,3,4 | 3,750,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | CV SR SUB NT | 09061GAE1 | 19,906 | 17,801,000 | PRN | DFND | 1,2,3,4 | 17,801,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | CV SR SUB NT | 09061GAF8 | 12,142 | 10,000,000 | PRN | DFND | 1,2,3,4 | 10,000,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | CV SR SUB NT | 09061GAH4 | 5,042 | 4,953,000 | PRN | DFND | 1,2,3,4 | 4,953,000 | 0 | 0 | |
BLACKHAWK NETWORK HOLDINGS INC | CV SR UNSEC NT | 09238EAB0 | 52,427 | 47,000,000 | PRN | DFND | 1,2,3,4 | 47,000,000 | 0 | 0 | |
BLACKROCK CAPITAL INVESTMENT CORP | CV SR UNSEC NT | 092533AB4 | 4,065 | 4,000,000 | PRN | DFND | 1,2,3,4 | 4,000,000 | 0 | 0 | |
BLACKROCK CAPITAL INVESTMENT CORP | CV SR UNSEC NT | 092533AC2 | 14,189 | 13,540,000 | PRN | DFND | 1,2,3,4 | 13,540,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST INC | CV SR UNSEC NT | 09257WAB6 | 37,846 | 37,560,000 | PRN | DFND | 1,2,3,4 | 37,560,000 | 0 | 0 | |
BONANZA CREEK ENERGY INC | COMMON STOCK | 097793400 | 17,358 | 526,173 | SH | DFND | 1,2,3,4 | 526,173 | 0 | 0 | |
BRF SA-ADR | ADR | 10552T107 | 44,138 | 3,062,998 | SH | DFND | 1,2,3,4 | 3,062,998 | 0 | 0 | |
BROOKDALE SENIOR LIVING INC | CV SR UNSEC NT | 112463AA2 | 17,903 | 17,950,000 | PRN | DFND | 1,2,3,4 | 17,950,000 | 0 | 0 | |
CALAMP CORP | CV SR UNSEC NT | 128126AB5 | 17,198 | 16,000,000 | PRN | DFND | 1,2,3,4 | 16,000,000 | 0 | 0 | |
CALATLANTIC GROUP INC | CV SR UNSEC NT PNC | 783764AS2 | 24,835 | 25,750,000 | PRN | DFND | 1,2,3,4 | 25,750,000 | 0 | 0 | |
CANADIAN SOLAR INC | CV SR UNSEC NT PNC | 136635AE9 | 11,429 | 11,750,000 | PRN | DFND | 1,2,3,4 | 11,750,000 | 0 | 0 | |
CAPITAL PRODUCT PARTNERS LP | COMMON STOCK | Y11082107 | 2,868 | 819,228 | SH | DFND | 1,2,3,4 | 819,228 | 0 | 0 | |
CARDTRONICS INC | CV SR UNSEC NT | 14161HAG3 | 2,146 | 2,335,000 | PRN | DFND | 1,2,3,4 | 2,335,000 | 0 | 0 | |
CEMEX SAB DE CV | COMMON STOCK ADR | 151290889 | 15,109 | 1,663,998 | SH | DFND | 1,2,3,4 | 1,663,998 | 0 | 0 | |
CEMEX SAB DE CV | CV SUB NT | 151290BR3 | 94,755 | 84,165,000 | PRN | DFND | 1,2,3,4 | 84,165,000 | 0 | 0 | |
CEMEX SAB-SPONS ADR PART CER | ADR | 151290889 | 34,419 | 3,790,648 | SH | DFND | 1,2,3,4 | 3,790,648 | 0 | 0 | |
CENTURY COMMUNITIES INC | COMMON STOCK | 156504300 | 36,284 | 1,469,003 | SH | DFND | 1,2,3,4 | 1,469,003 | 0 | 0 | |
CHART INDUSTRIES INC | CV SR SUB NT | 16115QAC4 | 18,337 | 18,354,000 | PRN | DFND | 1,2,3,4 | 18,354,000 | 0 | 0 | |
CHENIERE ENERGY INC | CV SR UNSEC NT PNC | 16411RAG4 | 12,358 | 17,814,000 | PRN | DFND | 1,2,3,4 | 17,814,000 | 0 | 0 | |
CIT GROUP INC | COMMON STOCK | 125581801 | 4,905 | 100,000 | SH | DFND | 1,2,3,4 | 100,000 | 0 | 0 | |
CITRIX SYSTEMS INC | CV SR UNSEC NT | 177376AD2 | 12,412 | 10,662,000 | PRN | DFND | 1,2,3,4 | 10,662,000 | 0 | 0 | |
CNOOC LTD-SPON ADR | ADR | 126132109 | 28,932 | 223,071 | SH | DFND | 1,2,3,4 | 223,071 | 0 | 0 | |
COLONY NORTHSTAR INC | CV SR UNSEC NT REIT PNC | 19624RAA4 | 13,108 | 12,742,000 | PRN | DFND | 1,2,3,4 | 12,742,000 | 0 | 0 | |
COLONY NORTHSTAR INC | CV SR UNSEC NT REIT PNC | 19624RAB2 | 9,650 | 9,560,000 | PRN | DFND | 1,2,3,4 | 9,560,000 | 0 | 0 | |
COMSTOCK RESOURCES INC | CV SEC 2ND LIEN PIK NT PNC | 205768AM6 | 16,268 | 19,947,031 | PRN | DFND | 1,2,3,4 | 19,947,031 | 0 | 0 | |
COMSTOCK RESOURCES INC | CV SEC 2ND LIEN PIK NT PNC | 205768AN4 | 28,560 | 35,498,104 | PRN | DFND | 1,2,3,4 | 35,498,104 | 0 | 0 | |
CONTANGO OIL & GAS CO | COMMON STOCK | 21075N204 | 6,524 | 1,296,813 | SH | DFND | 1,2,3,4 | 1,296,813 | 0 | 0 | |
COWEN INC | CV SR UNSEC NT | 223622AB7 | 9,668 | 9,180,000 | PRN | DFND | 1,2,3,4 | 9,180,000 | 0 | 0 | |
CROWN CASTLE INTERNATIONAL CORP | 6.875% CV PFD | 22822V309 | 32,041 | 30,000 | SH | DFND | 1,2,3,4 | 30,000 | 0 | 0 | |
CSG SYSTEMS INTERNATIONAL INC | CV SR UNSEC NT PNC | 126349AF6 | 4,497 | 4,158,000 | PRN | DFND | 1,2,3,4 | 4,158,000 | 0 | 0 | |
CTRIP.COM INTERNATIONAL LTD | CV SR UNSEC NT | 22943FAM2 | 49,124 | 45,525,000 | PRN | DFND | 1,2,3,4 | 45,525,000 | 0 | 0 | |
CTRIP.COM INTERNATIONAL-ADR | ADR | 22943F100 | 15,034 | 285,066 | SH | DFND | 1,2,3,4 | 285,066 | 0 | 0 | |
CYPRESS SEMICONDUCTOR CORP | CV SR UNSEC NT | 232806AM1 | 37,943 | 28,998,000 | PRN | DFND | 1,2,3,4 | 28,998,000 | 0 | 0 | |
DEPOMED INC | CV SR UNSEC NT PNC | 249908AA2 | 932 | 1,255,000 | PRN | DFND | 1,2,3,4 | 1,255,000 | 0 | 0 | |
DHT HOLDINGS INC | CV SR UNSEC NT PNC | 23335SAB2 | 6,617 | 6,660,000 | PRN | DFND | 1,2,3,4 | 6,660,000 | 0 | 0 | |
DOMINION ENERGY INC | 6.75% CV PFD | 25746U836 | 20,503 | 404,000 | SH | DFND | 1,2,3,4 | 404,000 | 0 | 0 | |
DYCOM INDUSTRIES INC | CV SR UNSEC NT | 267475AB7 | 4,064 | 3,554,000 | PRN | DFND | 1,2,3,4 | 3,554,000 | 0 | 0 | |
DYNEGY INC | COMMON STOCK | 26817R108 | 82,473 | 8,424,322 | SH | DFND | 1,2,3,4 | 8,424,322 | 0 | 0 | |
DYNEGY INC | 7% CV PFD | 26817R405 | 13,171 | 195,500 | SH | DFND | 1,2,3,4 | 195,500 | 0 | 0 | |
EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A143 | 3,558 | 785,363 | SH | DFND | 1,2,3,4 | 785,363 | 0 | 0 | |
ECHO GLOBAL LOGISTICS INC | CV SR UNSEC NT | 27875TAA9 | 6,246 | 6,486,000 | PRN | DFND | 1,2,3,4 | 6,486,000 | 0 | 0 | |
ELECTRONICS FOR IMAGING INC | CV SR UNSEC NT | 286082AC6 | 23,263 | 22,293,000 | PRN | DFND | 1,2,3,4 | 22,293,000 | 0 | 0 | |
ENCORE CAPITAL GROUP INC | CV SR UNSEC NT | 292554AF9 | 20,948 | 18,196,000 | PRN | DFND | 1,2,3,4 | 18,196,000 | 0 | 0 | |
ENCORE CAPITAL GROUP INC | CV SR UNSEC NT | 292554AH5 | 15,919 | 15,931,000 | PRN | DFND | 1,2,3,4 | 15,931,000 | 0 | 0 | |
ENERGY TRANSFER PARTNERS LP | COMMON STOCK | 29278N103 | 4,883 | 267,000 | SH | DFND | 1,2,3,4 | 267,000 | 0 | 0 | |
ENERGY XXI GULF COAST INC | COMMON STOCK | 29276K101 | 40,435 | 3,910,545 | SH | DFND | 1,2,3,4 | 3,910,545 | 0 | 0 | |
ENVESTNET INC | CV SR UNSEC NT | 29404KAA4 | 19,214 | 18,227,000 | PRN | DFND | 1,2,3,4 | 18,227,000 | 0 | 0 | |
EXCO RESOURCES INC | COMMON STOCK | 269279501 | 2,750 | 2,051,579 | SH | DFND | 1,2,3,4 | 2,051,579 | 0 | 0 | |
EXTRACTION OIL & GAS INC | COMMON STOCK | 30227M105 | 3,122 | 202,787 | SH | DFND | 1,2,3,4 | 202,787 | 0 | 0 | |
EZCORP INC | CV SR UNSEC MULTI CPN NT | 302301AB2 | 16,613 | 16,840,000 | PRN | DFND | 1,2,3,4 | 16,840,000 | 0 | 0 | |
FIESTA RESTAURANT GROUP INC | COMMON STOCK | 31660B101 | 5,258 | 276,714 | SH | DFND | 1,2,3,4 | 276,714 | 0 | 0 | |
FIRST BANCORP/PUERTO RICO | COMMON STOCK | 318672706 | 51,378 | 10,034,725 | SH | DFND | 1,2,3,4 | 10,034,725 | 0 | 0 | |
FORESTAR GROUP INC | CV SR UNSEC NT | 346232AB7 | 4,466 | 4,400,000 | PRN | DFND | 1,2,3,4 | 4,400,000 | 0 | 0 | |
GENER8 MARITIME INC | COMMON STOCK | Y26889108 | 58,909 | 13,062,118 | SH | DFND | 1,2,3,4 | 13,062,118 | 0 | 0 | |
GENERAL CABLE CORP | CV SUB NT MULTI-CPN PNC | 369300AL2 | 40,706 | 45,270,000 | PRN | DFND | 1,2,3,4 | 45,270,000 | 0 | 0 | |
GERDAU SA -SPON ADR | ADR | 373737105 | 17,167 | 5,005,057 | SH | DFND | 1,2,3,4 | 5,005,057 | 0 | 0 | |
GOGO INC | CV SR UNSEC NT | 38046CAB5 | 10,334 | 11,320,000 | PRN | DFND | 1,2,3,4 | 11,320,000 | 0 | 0 | |
GREEN PLAINS INC | CV SR UNSEC NT PNC | 393222AF1 | 11,099 | 10,730,000 | PRN | DFND | 1,2,3,4 | 10,730,000 | 0 | 0 | |
GSV CAPITAL CORP | CV SR UNSEC NT | 36191JAB7 | 4,929 | 4,960,000 | PRN | DFND | 1,2,3,4 | 4,960,000 | 0 | 0 | |
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | CV SR UNSEC NT | 41068XAB6 | 16,218 | 15,710,000 | PRN | DFND | 1,2,3,4 | 15,710,000 | 0 | 0 | |
HCI GROUP INC | CV SR UNSEC NT | 40416EAB9 | 8,928 | 9,000,000 | PRN | DFND | 1,2,3,4 | 9,000,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CV SR UNSEC NT CPDI | 42330PAG2 | 13,732 | 13,835,000 | PRN | DFND | 1,2,3,4 | 13,835,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CV SR UNSEC NT PNC | 42330PAH0 | 6,843 | 6,940,000 | PRN | DFND | 1,2,3,4 | 6,940,000 | 0 | 0 | |
HERBALIFE LTD | CV SR UNSEC NT | 42703MAB9 | 31,901 | 31,655,000 | PRN | DFND | 1,2,3,4 | 31,655,000 | 0 | 0 | |
HORIZON PHARMA INVESTMENT LTD | CV SR UNSEC NT PNC | 44052TAB7 | 6,715 | 7,397,000 | PRN | DFND | 1,2,3,4 | 7,397,000 | 0 | 0 | |
HURON CONSULTING GROUP INC | CV SR UNSEC NT | 447462AB8 | 20,551 | 21,973,000 | PRN | DFND | 1,2,3,4 | 21,973,000 | 0 | 0 | |
ICICI BANK LTD-SPON ADR | ADR | 45104G104 | 65,633 | 7,667,330 | SH | DFND | 1,2,3,4 | 7,667,330 | 0 | 0 | |
ILLUMINA INC | CV SR UNSEC NT | 452327AF6 | 42,545 | 40,125,000 | PRN | DFND | 1,2,3,4 | 40,125,000 | 0 | 0 | |
IMPAX LABORATORIES INC | CV SR UNSEC NT | 45256BAE1 | 16,179 | 17,860,000 | PRN | DFND | 1,2,3,4 | 17,860,000 | 0 | 0 | |
INFOSYS LTD-SP ADR | ADR | 456788108 | 463 | 31,701 | SH | DFND | 1,2,3,4 | 31,701 | 0 | 0 | |
INNOVIVA INC | CV SUB NT | 88338TAB0 | 24,630 | 25,290,000 | PRN | DFND | 1,2,3,4 | 25,290,000 | 0 | 0 | |
INTEGRATED DEVICE TECHNOLOGY INC | CV SR UNSEC NT | 458118AC0 | 32,412 | 30,280,000 | PRN | DFND | 1,2,3,4 | 30,280,000 | 0 | 0 | |
IONIS PHARMACEUTICALS INC | CV SR UNSEC NT | 464337AJ3 | 28,888 | 27,195,000 | PRN | DFND | 1,2,3,4 | 27,195,000 | 0 | 0 | |
IRONWOOD PHARMACEUTICALS INC | CV SR UNSEC NT | 46333XAD0 | 6,997 | 5,884,000 | PRN | DFND | 1,2,3,4 | 5,884,000 | 0 | 0 | |
ISHARES MSCI INDIA ETF | ETP | 46429B598 | 730 | 22,200 | SH | DFND | 1,2,3,4 | 22,200 | 0 | 0 | |
ITAU UNIBANCO H-SPON PRF ADR | ADR | 465562106 | 126,590 | 9,240,139 | SH | DFND | 1,2,3,4 | 9,240,139 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | CV SR UNSEC NT PNC | 472145AB7 | 25,670 | 24,268,000 | PRN | DFND | 1,2,3,4 | 24,268,000 | 0 | 0 | |
JEFFERIES GROUP LLC | CV SR UNSEC NT PNC | 472319AG7 | 8,330 | 8,279,000 | PRN | DFND | 1,2,3,4 | 8,279,000 | 0 | 0 | |
K HOVNANIAN ENTERPRISES INC | CV SR UNSEC NT | 442488BN1 | 4,995 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
KB HOME | CV SR UNSEC NT | 48666KAS8 | 20,804 | 19,675,000 | PRN | DFND | 1,2,3,4 | 19,675,000 | 0 | 0 | |
KINDER MORGAN INC/DE | 9.75& CV MAND PFD | 49456B200 | 12,766 | 300,000 | SH | DFND | 1,2,3,4 | 300,000 | 0 | 0 | |
LIBERTY INTERACTIVE LLC | CV SR UNSEC NT 144A (EX: CHTR) | 530610AD6 | 37,324 | 31,320,000 | PRN | DFND | 1,2,3,4 | 31,320,000 | 0 | 0 | |
LIBERTY MEDIA CORP | CV SR UNSEC NT (BASKET: LMCA/FWONA...) | 531229AB8 | 16,298 | 13,513,000 | PRN | DFND | 1,2,3,4 | 13,513,000 | 0 | 0 | |
LIBERTY MEDIA CORP | CV SR UNSEC NT (EXCH: TWX) | 531229AE2 | 37,417 | 35,118,000 | PRN | DFND | 1,2,3,4 | 35,118,000 | 0 | 0 | |
LIBERTY MEDIA CORP-LIBERTY BRAVES | COMMON STOCK | 531229888 | 24,463 | 968,078 | SH | DFND | 1,2,3,4 | 968,078 | 0 | 0 | |
LIBERTY VENTURES | COMMON STOCK | 53071M856 | 17,265 | 300,000 | SH | DFND | 1,2,3,4 | 300,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT INC | CV SR UNSEC NT | 538034AJ8 | 46,727 | 35,207,000 | PRN | DFND | 1,2,3,4 | 35,207,000 | 0 | 0 | |
M/I HOMES INC | CV SR SUB NT PNC | 55292PAB1 | 6,721 | 6,641,000 | PRN | DFND | 1,2,3,4 | 6,641,000 | 0 | 0 | |
MAGNACHIP SEMICONDUCTOR CORP | COMMON STOCK | 55933J203 | 26,559 | 2,340,000 | SH | DFND | 1,2,3,4 | 2,340,000 | 0 | 0 | |
MARRIOTT VACATIONS WORLDWIDE CORP | CV SR UNSEC NT 144A | 57164YAA5 | 15,846 | 15,095,000 | PRN | DFND | 1,2,3,4 | 15,095,000 | 0 | 0 | |
MATLIN AND PARTNERS ACQUISITION CORP | COMMON STOCK | 57682V205 | 15,225 | 1,500,000 | SH | DFND | 1,2,3,4 | 1,500,000 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 15,850 | 1,265,000 | SH | DFND | 1,2,3,4 | 1,265,000 | 0 | 0 | |
MICRON TECHNOLOGY INC | CV SR UNSEC NT SER-G PNC | 595112AY9 | 60,728 | 43,804,000 | PRN | DFND | 1,2,3,4 | 43,804,000 | 0 | 0 | |
MIDSTATES PETROLEUM CO INC | COMMON STOCK | 59804T407 | 3,172 | 204,107 | SH | DFND | 1,2,3,4 | 204,107 | 0 | 0 | |
MOBILE TELESYSTEMS PJSC | COMMON STOCK ADR | 607409109 | 3,116 | 298,500 | SH | DFND | 1,2,3,4 | 298,500 | 0 | 0 | |
MODUSLINK GLOBAL SOLUTIONS INC | CV SR UNSEC NT | 60786LAB3 | 13,703 | 14,120,000 | PRN | DFND | 1,2,3,4 | 14,120,000 | 0 | 0 | |
NATIONAL CINEMEDIA INC | COMMON STOCK | 635309107 | 25,301 | 3,625,000 | SH | DFND | 1,2,3,4 | 3,625,000 | 0 | 0 | |
NATIONSTAR MORTGAGE HOLDINGS INC | COMMON STOCK | 63861C109 | 33,599 | 1,809,291 | SH | DFND | 1,2,3,4 | 1,809,291 | 0 | 0 | |
NAVISTAR INTERNATIONAL CORP | CV SR SUB NT PNC | 63934EAQ1 | 5,904 | 5,650,000 | PRN | DFND | 1,2,3,4 | 5,650,000 | 0 | 0 | |
NAVISTAR INTERNATIONAL CORP | CV SR SUB NT PNC | 63934EAS7 | 8,433 | 7,670,000 | PRN | DFND | 1,2,3,4 | 7,670,000 | 0 | 0 | |
NEVRO CORP | CV SR UNSEC NT | 64157FAA1 | 25,483 | 21,370,000 | PRN | DFND | 1,2,3,4 | 21,370,000 | 0 | 0 | |
NEW MOUNTAIN FINANCE CORP | CV SR UNSEC NT | 647551AB6 | 9,922 | 9,500,000 | PRN | DFND | 1,2,3,4 | 9,500,000 | 0 | 0 | |
NEW YORK MORTGAGE TRUST INC | CV SR UNSEC NT | 649604AD7 | 16,420 | 16,445,000 | PRN | DFND | 1,2,3,4 | 16,445,000 | 0 | 0 | |
NEXTERA ENERGY INC | 6.123% CV PFD | 65339F820 | 32,093 | 580,525 | SH | DFND | 1,2,3,4 | 580,525 | 0 | 0 | |
NMI HOLDINGS INC | COMMON STOCK | 629209305 | 72,124 | 5,816,443 | SH | DFND | 1,2,3,4 | 5,816,443 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | CV SR UNSEC NT CPDI | 67020YAG5 | 8,603 | 8,615,000 | PRN | DFND | 1,2,3,4 | 8,615,000 | 0 | 0 | |
OASIS PETROLEUM INC | CV SR UNSEC NT PNC | 674215AJ7 | 10,736 | 10,000,000 | PRN | DFND | 1,2,3,4 | 10,000,000 | 0 | 0 | |
OCEAN RIG UDW INC | COMMON STOCK | G66964118 | 18,878 | 794,183 | SH | DFND | 1,2,3,4 | 794,183 | 0 | 0 | |
ON SEMICONDUCTOR CORP | CV SR UNSEC NT | 682189AK1 | 71,170 | 59,555,000 | PRN | DFND | 1,2,3,4 | 59,555,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | CV SR UNSEC NT | 697435AB1 | 28,986 | 21,000,000 | PRN | DFND | 1,2,3,4 | 21,000,000 | 0 | 0 | |
PATTERN ENERGY GROUP INC | CV SR UNSEC NT | 70338PAB6 | 21,020 | 20,250,000 | PRN | DFND | 1,2,3,4 | 20,250,000 | 0 | 0 | |
PDL BIOPHARMA INC | CV SR UNSEC NT | 69329YAF1 | 4,940 | 4,940,000 | PRN | DFND | 1,2,3,4 | 4,940,000 | 0 | 0 | |
PDL BIOPHARMA INC | CV SR UNSEC NT | 69329YAG9 | 7,135 | 6,665,000 | PRN | DFND | 1,2,3,4 | 6,665,000 | 0 | 0 | |
PENNYMAC CORP | CV SR UNSEC NT REIT | 70932AAB9 | 26,290 | 26,427,000 | PRN | DFND | 1,2,3,4 | 26,427,000 | 0 | 0 | |
PETROLEO BRASILEIRO-SPON ADR | ADR | 71654V408 | 2,471 | 246,161 | SH | DFND | 1,2,3,4 | 246,161 | 0 | 0 | |
PETROLEO BRASIL-SP PREF ADR | ADR | 71654V101 | 56,085 | 5,805,863 | SH | DFND | 1,2,3,4 | 5,805,863 | 0 | 0 | |
POWERSHARES QQQ TRUST SERIES 1 | ETF | 73935A104 | 5,382 | 37,000 | SH | Put | DFND | 1,2,3,4 | 37,000 | 0 | 0 |
PRA GROUP INC | CV SR UNSEC NT | 73640QAB1 | 13,516 | 14,746,000 | PRN | DFND | 1,2,3,4 | 14,746,000 | 0 | 0 | |
PRICELINE GROUP INC/THE | CV SR UNSEC NT | 741503AX4 | 50,636 | 43,849,000 | PRN | DFND | 1,2,3,4 | 43,849,000 | 0 | 0 | |
PROOFPOINT INC | CV SR UNSEC NT PNC | 743424AD5 | 16,335 | 13,000,000 | PRN | DFND | 1,2,3,4 | 13,000,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAQ5 | 4,059 | 4,000,000 | PRN | DFND | 1,2,3,4 | 4,000,000 | 0 | 0 | |
PTC THERAPEUTICS INC | CV SR UNSEC NT PNC | 69366JAB7 | 8,417 | 10,355,000 | PRN | DFND | 1,2,3,4 | 10,355,000 | 0 | 0 | |
QUIDEL CORP | CV SR UNSEC NT | 74838JAA9 | 15,508 | 10,182,000 | PRN | DFND | 1,2,3,4 | 10,182,000 | 0 | 0 | |
RADIUS HEALTH INC | CV SR UNSEC NT PNC | 750469AA6 | 5,043 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
REDWOOD TRUST INC | CV SR UNSEC NT | 749772AB5 | 20,595 | 19,811,000 | PRN | DFND | 1,2,3,4 | 19,811,000 | 0 | 0 | |
REDWOOD TRUST INC | CV SR UNSEC NT | 758075AC9 | 3,986 | 4,000,000 | PRN | DFND | 1,2,3,4 | 4,000,000 | 0 | 0 | |
REGIS CORP | COMMON STOCK | 758932107 | 4,593 | 321,890 | SH | DFND | 1,2,3,4 | 321,890 | 0 | 0 | |
RENEWABLE ENERGY GROUP INC | CV SR UNSEC NT | 75972AAA1 | 1,094 | 1,009,000 | PRN | DFND | 1,2,3,4 | 1,009,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT REIT | 76120WAA2 | 36,163 | 35,278,000 | PRN | DFND | 1,2,3,4 | 35,278,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT | 76120WAC8 | 60,560 | 58,495,000 | PRN | DFND | 1,2,3,4 | 58,495,000 | 0 | 0 | |
RTI INTERNATIONAL METALS INC | CV SR UNSEC NT | 74973WAB3 | 40,364 | 36,665,000 | PRN | DFND | 1,2,3,4 | 36,665,000 | 0 | 0 | |
SANDRIDGE ENERGY INC | COMMON STOCK | 80007P869 | 2,712 | 135,000 | SH | DFND | 1,2,3,4 | 135,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI | 81170YAB5 | 27,202 | 30,397,000 | PRN | DFND | 1,2,3,4 | 30,397,000 | 0 | 0 | |
SHIP FINANCE INTERNATIONAL LTD | CV SR UNSEC NT | G81075AF3 | 16,789 | 16,035,000 | PRN | DFND | 1,2,3,4 | 16,035,000 | 0 | 0 | |
SMART GLOBAL HOLDINGS INC | COMMON STOCK | G8232Y101 | 12,538 | 468,185 | SH | DFND | 1,2,3,4 | 468,185 | 0 | 0 | |
SOLARCITY CORP | CV SR UNSEC NT | 83416TAC4 | 25,327 | 26,665,000 | PRN | DFND | 1,2,3,4 | 26,665,000 | 0 | 0 | |
SPECTRUM PHARMACEUTICALS INC | CV SR UNSEC NT | 84763AAB4 | 5,861 | 4,269,000 | PRN | DFND | 1,2,3,4 | 4,269,000 | 0 | 0 | |
SSR MINING INC | CV SR UNSEC NT PNC | 82823LAC0 | 28,918 | 28,597,000 | PRN | DFND | 1,2,3,4 | 28,597,000 | 0 | 0 | |
SPDR S&P HOMEBUILDERS ETF | ETF | 78464A888 | 39,820 | 1,000,000 | SH | Put | DFND | 1,2,3,4 | 1,000,000 | 0 | 0 |
SPDR S&P500 ETF TRUST | ETF | 78462F103 | 10,803 | 43,000 | SH | Put | DFND | 1,2,3,4 | 43,000 | 0 | 0 |
STANLEY BLACK & DECKER INC | 5.375% CV PFD | 854502887 | 27,871 | 243,100 | SH | DFND | 1,2,3,4 | 243,100 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 316,347 | 32,579,506 | SH | DFND | 1,2,3,4 | 32,579,506 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CV SR UNSEC NT REIT | 85571BAC9 | 12,077 | 12,040,000 | PRN | DFND | 1,2,3,4 | 12,040,000 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CV SR UNSEC NT | 85571BAH8 | 16,727 | 16,500,000 | PRN | DFND | 1,2,3,4 | 16,500,000 | 0 | 0 | |
STONEMOR PARTNERS LP | COMMON STOCK | 86183Q100 | 9,943 | 1,525,000 | SH | DFND | 1,2,3,4 | 1,525,000 | 0 | 0 | |
SUCAMPO PHARMACEUTICALS INC | CV SR UNSEC NT 144A | 864909AA4 | 6,219 | 6,000,000 | PRN | DFND | 1,2,3,4 | 6,000,000 | 0 | 0 | |
SUNOPTA INC | COMMON STOCK | 8676EP108 | 38,216 | 4,392,699 | SH | DFND | 1,2,3,4 | 4,392,699 | 0 | 0 | |
SUNPOWER CORP | CV SR UNSEC NT | 867652AL3 | 15,030 | 18,077,000 | PRN | DFND | 1,2,3,4 | 18,077,000 | 0 | 0 | |
TAIWAN SEMICONDUCTOR-SP ADR | ADR | 874039100 | 151,984 | 4,047,500 | SH | DFND | 1,2,3,4 | 4,047,500 | 0 | 0 | |
TCP CAPITAL CORP | CV SR UNSEC NT | 87238QAB9 | 7,793 | 7,356,000 | PRN | DFND | 1,2,3,4 | 7,356,000 | 0 | 0 | |
TESLA INC | CV SR UNSEC NT | 88160RAC5 | 63,019 | 55,865,000 | PRN | DFND | 1,2,3,4 | 55,865,000 | 0 | 0 | |
TICC CAPITAL CORP | CV SR UNSEC NT | 87244TAB5 | 13,116 | 13,000,000 | PRN | DFND | 1,2,3,4 | 13,000,000 | 0 | 0 | |
TITAN MACHINERY INC | CV SR UNSEC NT | 88830RAB7 | 12,153 | 12,307,000 | PRN | DFND | 1,2,3,4 | 12,307,000 | 0 | 0 | |
TOWNSQUARE MEDIA INC | COMMON STOCK | 892231101 | 15,953 | 1,595,224 | SH | DFND | 1,2,3,4 | 1,595,224 | 0 | 0 | |
TPG SPECIALTY LENDING INC | CV SR UNSEC NT | 87265KAB8 | 12,086 | 11,583,000 | PRN | DFND | 1,2,3,4 | 11,583,000 | 0 | 0 | |
TRIBUNE MEDIA CO | COMMON STOCK | 896047503 | 579,599 | 14,184,998 | SH | DFND | 1,2,3,4 | 14,184,998 | 0 | 0 | |
TUTOR PERINI CORP | CV SR UNSEC NT PNC | 901109AD0 | 15,335 | 13,090,000 | PRN | DFND | 1,2,3,4 | 13,090,000 | 0 | 0 | |
TWITTER INC | CV SR UNSEC NT | 90184LAB8 | 23,527 | 24,830,000 | PRN | DFND | 1,2,3,4 | 24,830,000 | 0 | 0 | |
TWO HARBORS INVESTMENT CORP | CV SR UNSEC NT | 90187BAA9 | 12,961 | 12,130,000 | PRN | DFND | 1,2,3,4 | 12,130,000 | 0 | 0 | |
ULTRA PETROLEUM CORP | COMMON STOCK | 903914208 | 6,834 | 788,166 | SH | DFND | 1,2,3,4 | 788,166 | 0 | 0 | |
VALE SA | COMMON STOCK | 91912E105 | 13,465 | 1,337,000 | SH | DFND | 1,2,3,4 | 1,337,000 | 0 | 0 | |
VALE SA-SP ADR | ADR | 91912E105 | 77,549 | 7,700,993 | SH | DFND | 1,2,3,4 | 7,700,993 | 0 | 0 | |
VECTOR GROUP LTD | CV SR UNSEC NT VARIABLE | 92240MBC1 | 14,344 | 12,515,000 | PRN | DFND | 1,2,3,4 | 12,515,000 | 0 | 0 | |
VEON LTD | COMMON STOCK ADR | 91822M106 | 7,018 | 1,678,900 | SH | DFND | 1,2,3,4 | 1,678,900 | 0 | 0 | |
VEREIT INC | CV SR UNSEC NT REIT | 02917TAA2 | 17,106 | 17,000,000 | PRN | DFND | 1,2,3,4 | 17,000,000 | 0 | 0 | |
VERINT SYSTEMS INC | CV SR UNSEC NT | 92343XAA8 | 4,811 | 4,900,000 | PRN | DFND | 1,2,3,4 | 4,900,000 | 0 | 0 | |
VERSO CORP | COMMON STOCK | 92531L207 | 14,869 | 2,921,971 | SH | DFND | 1,2,3,4 | 2,921,971 | 0 | 0 | |
VIAVI SOLUTIONS INC | CV SR UNSEC NT | 46612JAF8 | 6,929 | 6,605,000 | PRN | DFND | 1,2,3,4 | 6,605,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | COMMON STOCK | 928298108 | 16,544 | 880,000 | SH | DFND | 1,2,3,4 | 880,000 | 0 | 0 | |
VISTRA ENERGY CORP | COMMON STOCK | 92840M102 | 939,740 | 50,280,227 | SH | DFND | 1,2,3,4 | 50,280,227 | 0 | 0 | |
VITAMIN SHOPPE INC | CV SR UNSEC NT | 92849EAB7 | 904 | 1,218,000 | PRN | DFND | 1,2,3,4 | 1,218,000 | 0 | 0 | |
WAYFAIR INC | CV SR UNSEC NT 144A PNC | 94419LAA9 | 19,369 | 20,000,000 | PRN | DFND | 1,2,3,4 | 20,000,000 | 0 | 0 | |
WEATHERFORD INTERNATIONAL LTD | CV SR UNSEC NT | 947075AH0 | 30,205 | 27,500,000 | PRN | DFND | 1,2,3,4 | 27,500,000 | 0 | 0 | |
WELLS FARGO & CO | 7.500000% CV PFD PERPETUAL PNC | 949746804 | 40,318 | 30,659 | SH | DFND | 1,2,3,4 | 30,659 | 0 | 0 | |
WESTERN ASSET MORTGAGE CAPITAL CORP | CV SR UNSEC NT | 95790DAA3 | 10,364 | 10,400,000 | PRN | DFND | 1,2,3,4 | 10,400,000 | 0 | 0 | |
WHITING PETROLEUM CORP | CV SR UNSEC NT | 966387AL6 | 5,717 | 6,382,000 | PRN | DFND | 1,2,3,4 | 6,382,000 | 0 | 0 | |
WPX ENERGY INC | 6.25% MAND CV PFD | 98212B202 | 13,339 | 250,000 | SH | DFND | 1,2,3,4 | 250,000 | 0 | 0 | |
WRIGHT MEDICAL GROUP INC | CV SR UNSEC NT | 98235TAE7 | 13,514 | 12,450,000 | PRN | DFND | 1,2,3,4 | 12,450,000 | 0 | 0 | |
YANDEX NV | CV SR UNSEC NT | 98474TAB3 | 7,829 | 7,827,000 | PRN | DFND | 1,2,3,4 | 7,827,000 | 0 | 0 | |
YANDEX NV | COMMON STOCK | N97284108 | 2,158 | 65,500 | SH | DFND | 1,2,3,4 | 65,500 | 0 | 0 |