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 |
AAR CORP | CV SR UNSEC NT | 000361AM7 | 13,779 | 12,685,000 | PRN | DFND | 1,2,3,4 | 12,685,000 | 0 | 0 | |
ACCURAY INC | CV SR UNSEC NT PNC | 004397AB1 | 3,933 | 3,500,000 | PRN | DFND | 1,2,3,4 | 3,500,000 | 0 | 0 | |
AIR LEASE CORP | CV SR UNSEC NT | 00912XAK0 | 62,907 | 47,100,000 | PRN | DFND | 1,2,3,4 | 47,100,000 | 0 | 0 | |
AK STEEL CORP | CV SR UNSEC NT | 001546AP5 | 12,247 | 7,500,000 | PRN | DFND | 1,2,3,4 | 7,500,000 | 0 | 0 | |
ALERE INC | CV SR SUB NT | 01449JAA3 | 27,557 | 24,380,000 | PRN | DFND | 1,2,3,4 | 24,380,000 | 0 | 0 | |
ALERE INC | 3% CV CUM PFD PERP SER B | 01449J204 | 60,925 | 212,800 | SH | DFND | 1,2,3,4 | 212,800 | 0 | 0 | |
ALLIANCE HEALTHCARE SERVICES | COMMON STOCK | 018606301 | 117,676 | 4,756,490 | SH | DFND | 1,2,3,4 | 4,756,490 | 0 | 0 | |
ALPHA NATURAL RESOURCES | CV SR UNSEC NT | 02076XAE2 | 28,891 | 28,000,000 | PRN | DFND | 1,2,3,4 | 28,000,000 | 0 | 0 | |
ALTRIA GROUP INC | COMMON STOCK | 02209S103 | 11,056 | 288,000 | SH | DFND | 1,2,3,4 | 288,000 | 0 | 0 | |
AMBEV SA-SPN ADR | AMBEV SA-SPN ADR | 02319V103 | 14,742 | 2,005,765 | SH | DFND | 1,2,3,4 | 2,005,765 | 0 | 0 | |
AMERICA MOVIL | AMERICA MOVIL | 02364W105 | 23,798 | 1,018,304 | SH | DFND | 1,2,3,4 | 1,018,304 | 0 | 0 | |
AMERICAN INTERNATIONAL GROUP | COMMON STOCK | 026874784 | 47,431 | 929,100 | SH | DFND | 1,2,3,4 | 929,100 | 0 | 0 | |
AMERICAN REALTY CAP PROP | CV SR UNSEC NT REIT | 02917TAA2 | 12,068 | 12,000,000 | PRN | DFND | 1,2,3,4 | 12,000,000 | 0 | 0 | |
Anglogold | Anglogold | 035128206 | 2,778 | 237,000 | SH | DFND | 1,2,3,4 | 237,000 | 0 | 0 | |
ANNALY CAPITAL MGMT | CV SR UNSEC NT | 035710AB8 | 20,501 | 20,157,000 | PRN | DFND | 1,2,3,4 | 20,157,000 | 0 | 0 | |
APOLLO GLOBAL MANAGEMENT - A | COMMON STOCK | 037612306 | 15,805 | 500,000 | SH | DFND | 1,2,3,4 | 500,000 | 0 | 0 | |
APOLLO INVESTMENT CORP | CV SR UNSEC NT | 03761UAE6 | 535 | 500,000 | PRN | DFND | 1,2,3,4 | 500,000 | 0 | 0 | |
ARCELORMITTAL | MAND 6% CV SR SUB NT | L0302D178 | 16,380 | 630,000 | PRN | DFND | 1,2,3,4 | 630,000 | 0 | 0 | |
ARCELORMITTAL | CV SR UNSEC NT | 03938LAK0 | 7,573 | 7,410,000 | PRN | DFND | 1,2,3,4 | 7,410,000 | 0 | 0 | |
ARES CAPITAL CORP | CV SR UNSEC NT | 04010LAJ2 | 7,517 | 7,019,000 | PRN | DFND | 1,2,3,4 | 7,019,000 | 0 | 0 | |
ARES CAPITAL CORP | CV SR UNSEC NT | 04010LAG8 | 6,529 | 6,146,000 | PRN | DFND | 1,2,3,4 | 6,146,000 | 0 | 0 | |
AV HOMES INC | CV SR UNSEC NT | 053494AG5 | 10,780 | 10,014,000 | PRN | DFND | 1,2,3,4 | 10,014,000 | 0 | 0 | |
Baidu Inc | Baidu Inc | 056752108 | 24,387 | 137,097 | SH | DFND | 1,2,3,4 | 137,097 | 0 | 0 | |
BANK OF AMERICA CORP | 7.25% CV NON-CUM PFD PERP SER-L PNC | 060505682 | 16,778 | 15,800 | SH | DFND | 1,2,3,4 | 15,800 | 0 | 0 | |
BGC PARTNERS INC | CV SR UNSEC NT | 05541TAD3 | 14,510 | 13,845,000 | PRN | DFND | 1,2,3,4 | 13,845,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL | CV SR SUB NT | 09061GAF8 | 40,523 | 37,500,000 | PRN | DFND | 1,2,3,4 | 37,500,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL | CV SR SUB NT | 09061GAE1 | 19,797 | 18,500,000 | PRN | DFND | 1,2,3,4 | 18,500,000 | 0 | 0 | |
BOTTOMLINE TECHNOLOGIES | CV SR UNSEC NT | 101388AA4 | 24,135 | 17,980,000 | PRN | DFND | 1,2,3,4 | 17,980,000 | 0 | 0 | |
BPZ RESOURCES INC | CV SR UNSEC NT | 055639AC2 | 33,820 | 38,000,000 | PRN | DFND | 1,2,3,4 | 38,000,000 | 0 | 0 | |
BPZ RESOURCES INC | CV SR UNSEC NT PNC | 055639AB4 | 2,934 | 3,260,000 | PRN | DFND | 1,2,3,4 | 3,260,000 | 0 | 0 | |
BRISTOW GROUP INC | CV SR UNSEC NT | 110394AC7 | 4,993 | 4,045,000 | PRN | DFND | 1,2,3,4 | 4,045,000 | 0 | 0 | |
BROOKDALE SENIOR LIVING | CV SR UNSEC NT | 112463AA2 | 79,046 | 65,975,000 | PRN | DFND | 1,2,3,4 | 65,975,000 | 0 | 0 | |
CAPITAL PRODUCT PARTNERS LP | COMMON STOCK | Y11082107 | 8,455 | 807,500 | SH | DFND | 1,2,3,4 | 807,500 | 0 | 0 | |
CEMEX SAB DE CV | CV SUB NT | 151290BB8 | 14,474 | 11,000,000 | PRN | DFND | 1,2,3,4 | 11,000,000 | 0 | 0 | |
CEMEX SAB DE CV | CV SUB NT | 151290AV5 | 75,500 | 63,577,000 | PRN | DFND | 1,2,3,4 | 63,577,000 | 0 | 0 | |
Cemex SA-Sponsored ADR | Cemex SA-Sponsored ADR | 151290889 | 20,722 | 1,751,663 | SH | DFND | 1,2,3,4 | 1,751,663 | 0 | 0 | |
CHARTER COMMUNICATION-A | COMMON STOCK | 16117M305 | 99,791 | 729,683 | SH | DFND | 1,2,3,4 | 729,683 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | CV SR UNSEC NT CPDI | 165167CB1 | 16,621 | 17,747,000 | PRN | DFND | 1,2,3,4 | 17,747,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | CV SR UNSEC NT CPDI | 165167BZ9 | 6,128 | 6,000,000 | PRN | DFND | 1,2,3,4 | 6,000,000 | 0 | 0 | |
CHIQUITA BRANDS INTL | CV SR UNSEC NT PNC | 170032AT3 | 14,681 | 15,000,000 | PRN | DFND | 1,2,3,4 | 15,000,000 | 0 | 0 | |
Cia Brasileira de Distribuicao Grupo Pao | Cia Brasileira de Distribuicao Grupo Pao | 20440T201 | 20,388 | 456,413 | SH | DFND | 1,2,3,4 | 456,413 | 0 | 0 | |
CIENA CORP | CV SR UNSEC NT | 171779AE1 | 67,889 | 65,500,000 | PRN | DFND | 1,2,3,4 | 65,500,000 | 0 | 0 | |
COBALT INTL ENERGY INC | CV SR UNSEC NT | 19075FAA4 | 65,234 | 73,375,000 | PRN | DFND | 1,2,3,4 | 73,375,000 | 0 | 0 | |
COLONY FINANCIAL INC | CV SR UNSEC NT REIT PNC | 19624RAA4 | 32,620 | 31,520,000 | PRN | DFND | 1,2,3,4 | 31,520,000 | 0 | 0 | |
COMMONWEALTH REIT | 6.5% CV PERP PFD SER-D REIT | 203233408 | 12,062 | 588,084 | SH | DFND | 1,2,3,4 | 588,084 | 0 | 0 | |
COMPANIA DE MINAS BUEN SPON ADR SER B | COMPANIA DE MINAS BUEN SPON ADR SER B | 204448104 | 13,305 | 1,185,858 | SH | DFND | 1,2,3,4 | 1,185,858 | 0 | 0 | |
CONTAINER STORE GROUP INC/THE | COMMON STOCK | 210751103 | 24,689 | 557,565 | SH | DFND | 1,2,3,4 | 557,565 | 0 | 0 | |
CONTAINER STORE GROUP INC/THE | COMMON STOCK | 210751103 | 24,664 | 557,000 | SH | Put | DFND | 1,2,3,4 | 557,565 | 0 | 0 |
CONTANGO OIL & GAS | COMMON STOCK | 21075N204 | 60,858 | 1,287,734 | SH | DFND | 1,2,3,4 | 1,287,734 | 0 | 0 | |
CROWN CASTLE INTL CORP | 4.5% MAND CV SER-A PFD | 228227500 | 45,532 | 455,000 | SH | DFND | 1,2,3,4 | 455,000 | 0 | 0 | |
DEALERTRACK TECHNOLOGIES | CV SR UNSEC NT | 242309AB8 | 16,549 | 11,904,000 | PRN | DFND | 1,2,3,4 | 11,904,000 | 0 | 0 | |
DELPHI AUTOMOTIVE PLC | COMMON STOCK | G27823106 | 127,776 | 2,125,000 | SH | DFND | 1,2,3,4 | 2,125,000 | 0 | 0 | |
DFC GLOBAL CORP | CV SR UNSEC NT | 23324TAB3 | 29,855 | 33,035,000 | PRN | DFND | 1,2,3,4 | 33,035,000 | 0 | 0 | |
DOLLAR FINANCIAL CORP | CV SR UNSEC NT | 256664AB9 | 7,795 | 7,880,000 | PRN | DFND | 1,2,3,4 | 7,880,000 | 0 | 0 | |
DRYSHIPS INC | CV SR UNSEC NT | 262498AB4 | 22,186 | 22,021,000 | PRN | DFND | 1,2,3,4 | 22,021,000 | 0 | 0 | |
DYNEGY INC | COMMON STOCK | 26817R108 | 177,454 | 8,245,986 | SH | DFND | 1,2,3,4 | 8,245,986 | 0 | 0 | |
E*TRADE FINANCIAL CORP | COMMON STOCK | 269246401 | 36,558 | 1,861,400 | SH | DFND | 1,2,3,4 | 1,861,400 | 0 | 0 | |
EMC CORP/MA | COMMON STOCK | 268648102 | 15,342 | 610,000 | SH | DFND | 1,2,3,4 | 610,000 | 0 | 0 | |
ENDEAVOUR INTERNATIONAL | CV SR UNSEC NT | 29257MAE0 | 8,004 | 10,100,000 | PRN | DFND | 1,2,3,4 | 10,100,000 | 0 | 0 | |
EPR PROPERTIES | 9% CV PERP PFD SER-E REIT PNC | 26884U307 | 3,015 | 107,500 | SH | DFND | 1,2,3,4 | 107,500 | 0 | 0 | |
EPR PROPERTIES | 5.75% CV PERP PFD SER-C REIT | 26884U208 | 10,937 | 534,821 | SH | DFND | 1,2,3,4 | 534,821 | 0 | 0 | |
EXCO RESOURCES INC | COMMON STOCK | 269279402 | 195,296 | 36,778,946 | SH | DFND | 1,2,3,4 | 36,778,946 | 0 | 0 | |
FIRST BANCORP PUERTO RICO | COMMON STOCK | 318672706 | 259,012 | 41,843,581 | SH | DFND | 1,2,3,4 | 41,843,581 | 0 | 0 | |
FOREST CITY ENTERPRISES | CV SR UNSEC NT PNC | 345550AP2 | 63,971 | 57,171,000 | PRN | DFND | 1,2,3,4 | 57,171,000 | 0 | 0 | |
GENESEE & WYOMING INC | 5% CV MAND PFD EQUITY UNITS | 371559204 | 47,531 | 372,500 | SH | DFND | 1,2,3,4 | 372,500 | 0 | 0 | |
GETTY REALTY CORP | COMMON STOCK REIT | 374297109 | 26,126 | 1,422,221 | SH | DFND | 1,2,3,4 | 1,422,221 | 0 | 0 | |
GOLDEN STAR RESOURCES | CV SR UNSEC NT | 38119TAE4 | 3,740 | 5,500,000 | PRN | DFND | 1,2,3,4 | 5,500,000 | 0 | 0 | |
GOODRICH PETROLEUM CORP | CV SR UNSEC NT PNC | 382410AG3 | 37,717 | 36,465,000 | PRN | DFND | 1,2,3,4 | 36,465,000 | 0 | 0 | |
GREENBRIER COS INC | CV SR UNSEC NT | 393657AH4 | 17,811 | 15,000,000 | PRN | DFND | 1,2,3,4 | 15,000,000 | 0 | 0 | |
GRUPO TELEVISA SA DE SPN ADR REPORD | GRUPO TELEVISA SA DE SPN ADR REPORD | 40049J206 | 18,863 | 623,359 | SH | DFND | 1,2,3,4 | 623,359 | 0 | 0 | |
HANWHA SOLARONE CO LTD | CV SR UNSEC NT | 83415UAB4 | 34,546 | 37,146,000 | PRN | DFND | 1,2,3,4 | 37,146,000 | 0 | 0 | |
HEADWATERS INC | CV SR SUB NT | 42210PAR3 | 8,474 | 7,846,000 | PRN | DFND | 1,2,3,4 | 7,846,000 | 0 | 0 | |
HEALTH CARE REIT INC | 6.5% CV PERP PFD SER-I REIT PNC | 42217K601 | 8,349 | 162,874 | SH | DFND | 1,2,3,4 | 162,874 | 0 | 0 | |
HEARTWARE INTERNATIONAL | CV SR UNSEC NT | 422368AA8 | 31,819 | 26,416,000 | PRN | DFND | 1,2,3,4 | 26,416,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS | CV SR UNSEC NT CPDI | 42330PAG2 | 44,609 | 36,892,000 | PRN | DFND | 1,2,3,4 | 36,892,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT MULTI-CPN | 436440AG6 | 15,634 | 14,814,000 | PRN | DFND | 1,2,3,4 | 14,814,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 | 15,467 | 15,075,000 | PRN | DFND | 1,2,3,4 | 15,075,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT SER-2010 CPDI | 436440AB7 | 11,246 | 9,679,000 | PRN | DFND | 1,2,3,4 | 9,679,000 | 0 | 0 | |
HOME INNS HTL MNGMT INC | CV SR UNSEC NT | 43713WAB3 | 13,687 | 13,000,000 | PRN | DFND | 1,2,3,4 | 13,000,000 | 0 | 0 | |
HORNBECK OFFSHORE SERVICES | CV SR UNSEC NT | 440543AN6 | 87,520 | 73,080,000 | PRN | DFND | 1,2,3,4 | 73,080,000 | 0 | 0 | |
HOUGHTON MIFFLIN HARCOURT CO | COMMON STOCK | 44157R109 | 9,481 | 559,024 | SH | DFND | 1,2,3,4 | 559,024 | 0 | 0 | |
ICONIX BRAND GROUP INC | CV SR SUB NT | 451055AE7 | 21,180 | 15,305,000 | PRN | DFND | 1,2,3,4 | 15,305,000 | 0 | 0 | |
INTEGRA LIFESCIENCES HLD | CV SR UNSEC NT | 457985AK5 | 4,771 | 4,435,000 | PRN | DFND | 1,2,3,4 | 4,435,000 | 0 | 0 | |
INTEL CORP | CV JR SUB NT PNC CPDI | 458140AF7 | 42,301 | 31,000,000 | PRN | DFND | 1,2,3,4 | 31,000,000 | 0 | 0 | |
INTEL CORP | CV JR SUB NT CPDI PNC | 458140AD2 | 44,559 | 39,725,000 | PRN | DFND | 1,2,3,4 | 39,725,000 | 0 | 0 | |
INTERMUNE INC | CV SR UNSEC NT PNC | 45884XAE3 | 4,507 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
INTEROIL CORP | CV SR UNSEC NT PNC | 460951AC0 | 5,605 | 5,900,000 | PRN | DFND | 1,2,3,4 | 5,900,000 | 0 | 0 | |
ISHARES RUSSELL 2000 | ETF | 464287655 | 49,605 | 430,000 | SH | Put | DFND | 1,2,3,4 | 430,000 | 0 | 0 |
JAKKS PACIFIC INC | CV SR UNSEC NT | 47012EAD8 | 1,151 | 1,150,000 | PRN | DFND | 1,2,3,4 | 1,150,000 | 0 | 0 | |
JARDEN CORP | CV SR SUB NT | 471109AH1 | 78,795 | 55,750,000 | PRN | DFND | 1,2,3,4 | 55,750,000 | 0 | 0 | |
JINKOSOLAR HOLDING CO LT | CV SR UNSEC NT 144A | 47759TAA8 | 6,104 | 5,750,000 | PRN | DFND | 1,2,3,4 | 5,750,000 | 0 | 0 | |
LAM RESEARCH CORP | CV SR UNSEC NT SER B | 512807AL2 | 12,210 | 10,000,000 | PRN | DFND | 1,2,3,4 | 10,000,000 | 0 | 0 | |
LAM RESEARCH CORP | CV SR UNSEC NT | 512807AJ7 | 70,406 | 61,700,000 | PRN | DFND | 1,2,3,4 | 61,700,000 | 0 | 0 | |
LEAP WIRELESS INTL INC | CV SR UNSEC NT | 521863AL4 | 4,359 | 4,269,000 | PRN | DFND | 1,2,3,4 | 4,269,000 | 0 | 0 | |
LEVEL 3 COMMUNICATIONS INC | COMMON STOCK NEW | 52729N308 | 51,881 | 1,564,100 | SH | DFND | 1,2,3,4 | 1,564,100 | 0 | 0 | |
MASONITE INTERNATIONAL CORP | COMMON STOCK | 575385109 | 268,670 | 4,477,837 | SH | DFND | 1,2,3,4 | 4,477,837 | 0 | 0 | |
MCDERMOTT INTL INC | COMMON STOCK | 580037109 | 13,654 | 1,490,599 | SH | DFND | 1,2,3,4 | 1,490,599 | 0 | 0 | |
MENTOR GRAPHICS CORP | CV SUB UNSEC NT | 587200AK2 | 46,037 | 34,556,000 | PRN | DFND | 1,2,3,4 | 34,556,000 | 0 | 0 | |
MERITAGE HOMES CORP | CV SR UNSEC NT | 59001AAR3 | 32,293 | 28,650,000 | PRN | DFND | 1,2,3,4 | 28,650,000 | 0 | 0 | |
MERITOR INC | CV SR UNSEC STEP CPN NT | 043353AH4 | 15,356 | 15,868,000 | PRN | DFND | 1,2,3,4 | 15,868,000 | 0 | 0 | |
MGIC INVESTMENT CORP | CV SR UNSEC NT | 552848AE3 | 9,400 | 6,760,000 | PRN | DFND | 1,2,3,4 | 6,760,000 | 0 | 0 | |
MGIC INVESTMENT CORP | CV SR UNSEC NT | 552848AD5 | 2,275 | 2,000,000 | PRN | DFND | 1,2,3,4 | 2,000,000 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 101,280 | 12,000,000 | SH | DFND | 1,2,3,4 | 12,000,000 | 0 | 0 | |
MGM RESORTS INTL | CV SR UNSEC NT | 55303QAE0 | 84,482 | 61,865,000 | PRN | DFND | 1,2,3,4 | 61,865,000 | 0 | 0 | |
Mobile Telesystems OJSC | Mobile Telesystems OJSC | 607409109 | 13,405 | 619,721 | SH | DFND | 1,2,3,4 | 619,721 | 0 | 0 | |
MOLYCORP INC | CV SR UNSEC NT PNC | 608753AF6 | 4,878 | 6,300,000 | PRN | DFND | 1,2,3,4 | 6,300,000 | 0 | 0 | |
MOLYCORP INC | CV SR UNSEC NT | 608753AA7 | 3,560 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
MORGANS HOTEL GROUP CO | CV SR SUB NT | 61748WAB4 | 13,483 | 13,677,000 | PRN | DFND | 1,2,3,4 | 13,677,000 | 0 | 0 | |
NETAPP INC | COMMON STOCK | 64110D104 | 15,222 | 370,000 | SH | DFND | 1,2,3,4 | 370,000 | 0 | 0 | |
NRG ENERGY INC | COMMON STOCK | 629377508 | 38,054 | 1,325,000 | SH | DFND | 1,2,3,4 | 1,325,000 | 0 | 0 | |
NUANCE COMMUNICATIONS | CV SR UNSEC NT | 67020YAF7 | 13,748 | 14,000,000 | PRN | DFND | 1,2,3,4 | 14,000,000 | 0 | 0 | |
NUVASIVE INC | CV SR UNSEC NT | 670704AC9 | 78,317 | 72,120,000 | PRN | DFND | 1,2,3,4 | 72,120,000 | 0 | 0 | |
NY COMMUNITY CAP TRUST V | 6% CV PFD (BONUSES) PNC | 64944P307 | 16,117 | 322,341 | SH | DFND | 1,2,3,4 | 322,341 | 0 | 0 | |
OLD REPUBLIC INTL CORP | CV SR UNSEC NT | 680223AH7 | 7,002 | 5,613,000 | PRN | DFND | 1,2,3,4 | 5,613,000 | 0 | 0 | |
OMNICARE INC | CV SR SUB NT CPDI | 681904AQ1 | 87,290 | 85,750,000 | PRN | DFND | 1,2,3,4 | 85,750,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | CV SR SUB NT SER-B | 682189AH8 | 72,300 | 65,445,000 | PRN | DFND | 1,2,3,4 | 65,445,000 | 0 | 0 | |
PETROLEO BRASILEIRO SA SPONSORED ADR | PETROLEO BRASILEIRO SA SPONSORED ADR | 71654V408 | 43,051 | 3,124,177 | SH | DFND | 1,2,3,4 | 3,124,177 | 0 | 0 | |
PHOTRONICS INC | CV SR UNSEC NT | 719405AH5 | 34,540 | 30,132,000 | PRN | DFND | 1,2,3,4 | 30,132,000 | 0 | 0 | |
PREFORMED LINE PRODUCTS CO | COMMON STOCK | 740444104 | 3,928 | 53,691 | SH | DFND | 1,2,3,4 | 53,691 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAL6 | 7,770 | 7,304,000 | PRN | DFND | 1,2,3,4 | 7,304,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAK8 | 5,271 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAD4 | 8,772 | 8,288,000 | PRN | DFND | 1,2,3,4 | 8,288,000 | 0 | 0 | |
PROVIDENCE SERVICE CORP | CV SR SUB NT | 743815AB8 | 10,752 | 10,382,000 | PRN | DFND | 1,2,3,4 | 10,382,000 | 0 | 0 | |
PULSE ELECTRONICS CORP | COMMON STOCK | 74586W205 | 11,111 | 3,844,658 | SH | DFND | 1,2,3,4 | 3,844,658 | 0 | 0 | |
REDWOOD TRUST INC | CV SR UNSEC NT REIT | 758075AB1 | 4,174 | 4,000,000 | PRN | DFND | 1,2,3,4 | 4,000,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT REIT | 76120WAA2 | 12,803 | 12,767,000 | PRN | DFND | 1,2,3,4 | 12,767,000 | 0 | 0 | |
RPM INTERNATIONAL INC | CV SR UNSEC NT | 749685AT0 | 25,474 | 23,000,000 | PRN | DFND | 1,2,3,4 | 23,000,000 | 0 | 0 | |
RTI INTERNATIONAL METALS | CV SR UNSEC NT | 74973WAB3 | 43,952 | 41,450,000 | PRN | DFND | 1,2,3,4 | 41,450,000 | 0 | 0 | |
RTI INTERNATIONAL METALS | CV SR UNSEC NT | 74973WAA5 | 35,442 | 30,975,000 | PRN | DFND | 1,2,3,4 | 30,975,000 | 0 | 0 | |
SALIX PHARMACEUTICALS LTD | CV SR UNSEC NT | 795435AE6 | 54,620 | 36,808,000 | PRN | DFND | 1,2,3,4 | 36,808,000 | 0 | 0 | |
SANDISK CORP | CV SR UNSEC NT | 80004CAD3 | 16,883 | 11,430,000 | PRN | DFND | 1,2,3,4 | 11,430,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI PNC | 811904AM3 | 68,797 | 56,270,000 | PRN | DFND | 1,2,3,4 | 56,270,000 | 0 | 0 | |
SEQUENOM INC | CV SR UNSEC NT PNC | 817337AB4 | 3,728 | 4,240,000 | PRN | DFND | 1,2,3,4 | 4,240,000 | 0 | 0 | |
SOLARCITY CORP | CV SR UNSEC NT | 83416TAA8 | 36,419 | 30,500,000 | PRN | DFND | 1,2,3,4 | 30,500,000 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K121 | 76,966 | 5,773,907 | SH | DFND | 1,2,3,4 | 5,773,907 | 0 | 0 | |
STARWOOD PROPERTY TRUST | CV SR UNSEC NT REIT | 85571BAB1 | 33,280 | 30,000,000 | PRN | DFND | 1,2,3,4 | 30,000,000 | 0 | 0 | |
STARWOOD PROPERTY TRUST | CV SR UNSEC NT REIT | 85571BAA3 | 20,541 | 18,500,000 | PRN | DFND | 1,2,3,4 | 18,500,000 | 0 | 0 | |
STERLITE INDUSTRIES LTD | CV SR UNSEC NT PNC | 859737AB4 | 17,735 | 17,791,000 | PRN | DFND | 1,2,3,4 | 17,791,000 | 0 | 0 | |
STONE ENERGY CORP | CV SR UNSEC NT | 861642AN6 | 76,398 | 69,200,000 | PRN | DFND | 1,2,3,4 | 69,200,000 | 0 | 0 | |
SURGICAL CARE AFFILIATES INC | COMMON STOCK | 86881L106 | 77,864 | 2,328,027 | SH | DFND | 1,2,3,4 | 2,328,027 | 0 | 0 | |
TAIWAN SEMICONDUCTOR SPONSORED ADR | TAIWAN SEMICONDUCTOR SPONSORED ADR | 874039100 | 37,676 | 2,160,340 | SH | DFND | 1,2,3,4 | 2,160,340 | 0 | 0 | |
TAKE-TWO INTERACTIVE SOFTWARE | CV SR UNSEC NT | 874054AD1 | 34,782 | 32,500,000 | PRN | DFND | 1,2,3,4 | 32,500,000 | 0 | 0 | |
TAKE-TWO INTERACTIVE SOFTWARE | CV SR UNSEC NT | 874054AC3 | 29,915 | 25,828,000 | PRN | DFND | 1,2,3,4 | 25,828,000 | 0 | 0 | |
Tata Motors | Tata Motors | 876568502 | 28,973 | 940,691 | SH | DFND | 1,2,3,4 | 940,691 | 0 | 0 | |
TELEF BRASIL | TELEF BRASIL | 87936R106 | 16,678 | 867,758 | SH | DFND | 1,2,3,4 | 867,758 | 0 | 0 | |
TITAN MACHINERY INC | CV SR UNSEC NT | 88830RAB7 | 9,407 | 10,897,000 | PRN | DFND | 1,2,3,4 | 10,897,000 | 0 | 0 | |
TOWER GROUP INTL LTD | CV SR UNSEC NT | 891777AC8 | 36,269 | 43,830,000 | PRN | DFND | 1,2,3,4 | 43,830,000 | 0 | 0 | |
Trina Solar LTD | Trina Solar LTD | 89628E104 | 15,739 | 1,151,328 | SH | DFND | 1,2,3,4 | 1,151,328 | 0 | 0 | |
TTM TECHNOLOGIES | CV SR UNSEC NT | 87305RAC3 | 7,755 | 7,500,000 | PRN | DFND | 1,2,3,4 | 7,500,000 | 0 | 0 | |
TURKCELL ILETISIM HIZM SPONSORED ADR | TURKCELL ILETISIM HIZM SPONSORED ADR | 900111204 | 9,293 | 696,116 | SH | DFND | 1,2,3,4 | 696,116 | 0 | 0 | |
UNITED TECHNOLOGIES CORP | 7.50% CV MAND PFD EQUITY UNITS | 913017117 | 32,077 | 489,950 | SH | DFND | 1,2,3,4 | 489,950 | 0 | 0 | |
US STEEL CORP | CV SR UNSEC NT PNC | 912909AH1 | 8,982 | 6,740,000 | PRN | DFND | 1,2,3,4 | 6,740,000 | 0 | 0 | |
US STEEL CORP | CV SR UNSEC NT | 912909AE8 | 3,755 | 3,500,000 | PRN | DFND | 1,2,3,4 | 3,500,000 | 0 | 0 | |
Vale S.A. PFD | Vale S.A. PFD | 91912E204 | 37,236 | 2,657,843 | SH | DFND | 1,2,3,4 | 2,657,843 | 0 | 0 | |
VECTOR GROUP LTD | CV SR UNSEC VARIABLE NT CPDI | 92240MAY4 | 21,677 | 18,185,000 | PRN | DFND | 1,2,3,4 | 18,185,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | COMMON STOCK | 928298108 | 36,465 | 2,750,000 | SH | DFND | 1,2,3,4 | 2,750,000 | 0 | 0 | |
WABASH NATIONAL CORP | CV SR UNSEC NT | 929566AH0 | 27,723 | 20,980,000 | PRN | DFND | 1,2,3,4 | 20,980,000 | 0 | 0 | |
WALTER INVESTMENT MGMT | CV SR SUB NT | 93317WAA0 | 25,240 | 25,255,000 | PRN | DFND | 1,2,3,4 | 25,255,000 | 0 | 0 | |
WEB.COM GROUP INC | CV SR UNSEC NT PNC | 94733AAA2 | 40,023 | 35,500,000 | PRN | DFND | 1,2,3,4 | 35,500,000 | 0 | 0 | |
WEBMD HEALTH CORP | CV SR UNSEC NT | 94770VAF9 | 2,964 | 3,000,000 | PRN | DFND | 1,2,3,4 | 3,000,000 | 0 | 0 | |
WELLS FARGO & COMPANY | 7.50% CV PFD CL-A SER-L PERPETUAL PNC | 949746804 | 13,734 | 12,440 | SH | DFND | 1,2,3,4 | 12,440 | 0 | 0 | |
WRIGHT MEDICAL GROUP INC | CV SR UNSEC NT | 98235TAC1 | 75,447 | 55,612,000 | PRN | DFND | 1,2,3,4 | 55,612,000 | 0 | 0 | |
WSP HOLDINGS LTD-ADR | COMMON STOCK | 92934F203 | 3,846 | 1,408,800 | SH | DFND | 1,2,3,4 | 1,408,800 | 0 | 0 | |
YRC WORLDWIDE INC | CV SEC 2ND LIEN 10% PIK NT SER-A | 984249AB8 | 5,916 | 6,146,385 | PRN | DFND | 1,2,3,4 | 6,146,385 | 0 | 0 |