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 |
OMNICARE INC | NOTE 3.750% 4/0 | 681904AP3 | 94,645 | 102,510,000 | PRN | DFND | 1,2,3,4 | 99,999,999 | 0 | 0 | |
MGM RESORTS INTL | NOTE 4.250% 4/1 | 55303QAE0 | 102,829 | 100,665,000 | PRN | DFND | 1,2,3,4 | 99,999,999 | 0 | 0 | |
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 127,242 | 97,875,000 | PRN | DFND | 1,2,3,4 | 97,875,000 | 0 | 0 | |
CEMEX SAB DE CV | NOTE 4.875% 3/1 | 151290AV5 | 81,583 | 91,976,000 | PRN | DFND | 1,2,3,4 | 91,976,000 | 0 | 0 | |
SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 93,951 | 91,005,000 | PRN | DFND | 1,2,3,4 | 91,005,000 | 0 | 0 | |
US STEEL CORP | NEW NOTE 4.000% | 912909AE8 | 81,867 | 80,070,000 | PRN | DFND | 1,2,3,4 | 80,070,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 73,698 | 68,445,000 | PRN | DFND | 1,2,3,4 | 68,445,000 | 0 | 0 | |
BROOKDALE SENIOR LIVING | NOTE 2.750% 6/1 | 112463AA2 | 56,892 | 60,350,000 | PRN | DFND | 1,2,3,4 | 60,350,000 | 0 | 0 | |
COVANTA HOLDING CORP | NOTE 3.250% 6/0 | 22282EAC6 | 66,132 | 56,135,000 | PRN | DFND | 1,2,3,4 | 56,135,000 | 0 | 0 | |
ANNALY CAPITAL MGMT | NOTE 5.000% 5/1 | 035710AB8 | 55,232 | 55,500,000 | PRN | DFND | 1,2,3,4 | 55,500,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS | NOTE 3.250% 3/1 | 42330PAG2 | 55,483 | 53,750,000 | PRN | DFND | 1,2,3,4 | 53,750,000 | 0 | 0 | |
FIRST BANCORP/PUERTO RIC | COM NEW | 318672706 | 200,711 | 50,684,485 | SH | DFND | 1,2,3,4 | 50,684,485 | 0 | 0 | |
HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 49,925 | 47,319,000 | PRN | DFND | 1,2,3,4 | 47,319,000 | 0 | 0 | |
UNITED THERAPEUTICS CORP | DEL NOTE 1.000% | 91307CAE2 | 56,009 | 46,960,000 | PRN | DFND | 1,2,3,4 | 46,960,000 | 0 | 0 | |
MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 47,311 | 44,006,000 | PRN | DFND | 1,2,3,4 | 44,006,000 | 0 | 0 | |
BPZ RESOURCES INC | MTNF 6.500% 3/0 | 055639AB4 | 34,778 | 42,720,000 | PRN | DFND | 1,2,3,4 | 42,720,000 | 0 | 0 | |
MEDICIS PHARMACEUTICAL | NOTE 1.375% 6/0 | 584690AC5 | 41,908 | 42,100,000 | PRN | DFND | 1,2,3,4 | 42,100,000 | 0 | 0 | |
LIFEPOINT HOSPITALS INC | NOTE 3.500% 5/1 | 53219LAH2 | 45,108 | 41,967,000 | PRN | DFND | 1,2,3,4 | 41,967,000 | 0 | 0 | |
HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 36,781 | 39,500,000 | PRN | DFND | 1,2,3,4 | 39,500,000 | 0 | 0 | |
AVIS BUDGET GROUP INC | NOTE 3.500%10/0 | 053774AB1 | 48,275 | 38,750,000 | PRN | DFND | 1,2,3,4 | 38,750,000 | 0 | 0 | |
KNIGHT CAPITAL GROUP INC | NOTE 3.500% 3/1 | 499005AE6 | 34,465 | 36,935,000 | PRN | DFND | 1,2,3,4 | 36,935,000 | 0 | 0 | |
EXCO RESOURCES INC | COM | 269279402 | 279,152 | 36,778,946 | SH | DFND | 1,2,3,4 | 36,778,946 | 0 | 0 | |
RTI INTERNATIONAL METALS | NOTE 3.000%12/0 | 74973WAA5 | 36,433 | 35,625,000 | PRN | DFND | 1,2,3,4 | 35,625,000 | 0 | 0 | |
CEMEX SAB DE CV | NOTE 3.250% 3/1 | 151290BB8 | 30,338 | 35,575,000 | PRN | DFND | 1,2,3,4 | 35,575,000 | 0 | 0 | |
LIBERTY INTERACTIVE LLC | NEW DEB 3.125% 3 | 530718AF2 | 42,683 | 35,170,000 | PRN | DFND | 1,2,3,4 | 35,170,000 | 0 | 0 | |
MOLINA HEALTHCARE INC | NOTE 3.750%10/0 | 60855RAA8 | 36,572 | 33,250,000 | PRN | DFND | 1,2,3,4 | 33,250,000 | 0 | 0 | |
MICRON TECHNOLOGY INC | DEBT 1.875% 6/0 | 595112AK9 | 28,795 | 32,724,000 | PRN | DFND | 1,2,3,4 | 32,724,000 | 0 | 0 | |
RYLAND GROUP | NOTE 1.625% 5/1 | 783764AQ6 | 35,299 | 32,000,000 | PRN | DFND | 1,2,3,4 | 32,000,000 | 0 | 0 | |
OLD REPUBLIC INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 28,637 | 31,323,000 | PRN | DFND | 1,2,3,4 | 31,323,000 | 0 | 0 | |
LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 30,135 | 31,280,000 | PRN | DFND | 1,2,3,4 | 31,280,000 | 0 | 0 | |
NASH FINCH CO | FRNT 1.631% 3/1 | 631158AD4 | 14,645 | 31,052,000 | PRN | DFND | 1,2,3,4 | 31,052,000 | 0 | 0 | |
TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 35,161 | 30,115,000 | PRN | DFND | 1,2,3,4 | 30,115,000 | 0 | 0 | |
CHART INDUSTRIES INC | NOTE 2.000% 8/0 | 16115QAC4 | 36,224 | 29,443,000 | PRN | DFND | 1,2,3,4 | 29,443,000 | 0 | 0 | |
DFC GLOBAL CORP | NOTE 3.000% 4/0 | 256664AC7 | 32,814 | 28,690,000 | PRN | DFND | 1,2,3,4 | 28,690,000 | 0 | 0 | |
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 28,037 | 28,297,000 | PRN | DFND | 1,2,3,4 | 28,297,000 | 0 | 0 | |
IXIA | NOTE 3.000%12/1 | 45071RAB5 | 26,132 | 25,500,000 | PRN | DFND | 1,2,3,4 | 25,500,000 | 0 | 0 | |
COMTECH TELECOMMUNICATIO | NOTE 3.000% 5/0 | 205826AF7 | 26,492 | 24,820,000 | PRN | DFND | 1,2,3,4 | 24,820,000 | 0 | 0 | |
TRANSOCEAN INC | NOTE 1.500%12/1 | 893830AW9 | 24,240 | 24,214,000 | PRN | DFND | 1,2,3,4 | 24,214,000 | 0 | 0 | |
ALLIANCE HEALTHCARE SERV | IN COM NEW | 018606202 | 23,735 | 23,782,451 | SH | DFND | 1,2,3,4 | 23,782,451 | 0 | 0 | |
ICAHN ENTERPRISES LP | FRNT 8/1 | 451102AB3 | 23,903 | 23,725,000 | PRN | DFND | 1,2,3,4 | 23,725,000 | 0 | 0 | |
VOLCANO CORP | NOTE 2.875% 9/0 | 928645AA8 | 28,629 | 23,690,000 | PRN | DFND | 1,2,3,4 | 23,690,000 | 0 | 0 | |
STEEL DYNAMICS INC | NOTE 5.125% 6/1 | 858119AP5 | 24,600 | 23,151,000 | PRN | DFND | 1,2,3,4 | 23,151,000 | 0 | 0 | |
NETAPP INC | NOTE 1.750% 6/0 | 64110DAB0 | 26,456 | 23,000,000 | PRN | DFND | 1,2,3,4 | 23,000,000 | 0 | 0 | |
INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 25,401 | 22,375,000 | PRN | DFND | 1,2,3,4 | 22,375,000 | 0 | 0 | |
LINEAR TECHNOLOGY CORP | NOTE 3.000% 5/0 | 535678AC0 | 23,043 | 22,130,000 | PRN | DFND | 1,2,3,4 | 22,130,000 | 0 | 0 | |
BARNES GROUP INC | NOTE 3.375% 3/1 | 067806AD1 | 24,003 | 22,062,000 | PRN | DFND | 1,2,3,4 | 22,062,000 | 0 | 0 | |
CHEMED CORP | NEW NOTE 1.875% | 16359RAC7 | 21,288 | 21,255,000 | PRN | DFND | 1,2,3,4 | 21,255,000 | 0 | 0 | |
WABASH NATIONAL CORP | NOTE 3.375% 5/0 | 929566AH0 | 19,873 | 20,550,000 | PRN | DFND | 1,2,3,4 | 20,550,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 18,713 | 20,225,000 | PRN | DFND | 1,2,3,4 | 20,225,000 | 0 | 0 | |
DELPHI AUTOMOTIVE PLC | SHS | G27823106 | 490,058 | 19,217,976 | SH | DFND | 1,2,3,4 | 19,217,976 | 0 | 0 | |
GROUP 1 AUTOMOTIVE INC | FRNT 2.250% 6/1 | 398905AE9 | 19,746 | 19,035,000 | PRN | DFND | 1,2,3,4 | 19,035,000 | 0 | 0 | |
STERLITE INDUSTRIES LTD | NOTE 4.000%10/3 | 859737AB4 | 16,810 | 18,718,000 | PRN | DFND | 1,2,3,4 | 18,718,000 | 0 | 0 | |
GOLDCORP INC | NOTE 2.000% 8/0 | 380956AB8 | 20,757 | 18,370,000 | PRN | DFND | 1,2,3,4 | 18,370,000 | 0 | 0 | |
NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 17,927 | 18,215,000 | PRN | DFND | 1,2,3,4 | 18,215,000 | 0 | 0 | |
ALCATEL-LUCENT USA INC | DBCV 2.875% 6/1 | 549463AG2 | 14,151 | 18,200,000 | PRN | DFND | 1,2,3,4 | 18,200,000 | 0 | 0 | |
PHH CORP | NOTE 4.000% 9/0 | 693320AN3 | 17,945 | 17,975,000 | PRN | DFND | 1,2,3,4 | 17,975,000 | 0 | 0 | |
RADIAN GROUP INC | NOTE 3.000%11/1 | 750236AK7 | 10,428 | 17,380,000 | PRN | DFND | 1,2,3,4 | 17,380,000 | 0 | 0 | |
HERCULES OFFSHORE LLC | NOTE 3.375% 6/0 | 427093AD1 | 17,406 | 17,333,000 | PRN | DFND | 1,2,3,4 | 17,333,000 | 0 | 0 | |
OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 16,061 | 16,815,000 | PRN | DFND | 1,2,3,4 | 16,815,000 | 0 | 0 | |
INSULET CORPORATION | NOTE 3.750% 6/1 | 45784PAC5 | 18,603 | 16,741,000 | PRN | DFND | 1,2,3,4 | 16,741,000 | 0 | 0 | |
CHARTER COMMUNICATIONS I | D CL A NEW | 16117M305 | 1,167,940 | 16,480,036 | SH | DFND | 1,2,3,4 | 16,480,036 | 0 | 0 | |
GREATBATCH INC. | SDCV 2.250% 6/1 | 39153LAB2 | 15,908 | 16,000,000 | PRN | DFND | 1,2,3,4 | 16,000,000 | 0 | 0 | |
CRIMSON EXPLORATION INC | COM NEW | 22662K207 | 71,259 | 15,524,819 | SH | DFND | 1,2,3,4 | 15,524,819 | 0 | 0 | |
ANNALY CAPITAL MGMT | NOTE 4.000% 2/1 | 035710AA0 | 19,068 | 15,500,000 | PRN | DFND | 1,2,3,4 | 15,500,000 | 0 | 0 | |
RADISYS CORP | NOTE 2.750% 2/1 | 750459AE9 | 15,170 | 15,413,000 | PRN | DFND | 1,2,3,4 | 15,413,000 | 0 | 0 | |
HANWHA SOLARONE CO LTD | L NOTE 3.500% 1/ | 83415UAB4 | 10,668 | 15,353,000 | PRN | DFND | 1,2,3,4 | 15,353,000 | 0 | 0 | |
FIVE STAR QUALITY CARE I | NOTE 3.750%10/1 | 33832DAB2 | 14,573 | 15,039,000 | PRN | DFND | 1,2,3,4 | 15,039,000 | 0 | 0 | |
AAR CORP | NOTE 1.625% 3/0 | 000361AK1 | 14,137 | 15,019,000 | PRN | DFND | 1,2,3,4 | 15,019,000 | 0 | 0 | |
KINROSS GOLD CORP | NOTE 1.750% 3/1 | 496902AD9 | 14,937 | 14,959,000 | PRN | DFND | 1,2,3,4 | 14,959,000 | 0 | 0 | |
EXTERRAN ENERGY LLC | NOTE 4.750% 1/1 | 410768AE5 | 14,233 | 14,480,000 | PRN | DFND | 1,2,3,4 | 14,480,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | NOTE 5.500% 8/1 | 74348TAD4 | 13,960 | 13,950,000 | PRN | DFND | 1,2,3,4 | 13,950,000 | 0 | 0 | |
PROVIDENCE SERVICE CORP | NOTE 6.500% 5/1 | 743815AB8 | 12,718 | 12,655,000 | PRN | DFND | 1,2,3,4 | 12,655,000 | 0 | 0 | |
RAIT FINANCIAL TRUST | NOTE 7.000% 4/0 | 749227AA2 | 10,260 | 12,042,000 | PRN | DFND | 1,2,3,4 | 12,042,000 | 0 | 0 | |
HEADWATERS INC | NOTE 2.500% 2/0 | 42210PAD4 | 11,042 | 11,805,000 | PRN | DFND | 1,2,3,4 | 11,805,000 | 0 | 0 | |
MEDIVATION INC | NOTE 2.625% 4/0 | 58501NAA9 | 13,191 | 11,000,000 | PRN | DFND | 1,2,3,4 | 11,000,000 | 0 | 0 | |
SANDISK CORP | NOTE 1.000% 5/1 | 80004CAC5 | 10,917 | 11,000,000 | PRN | DFND | 1,2,3,4 | 11,000,000 | 0 | 0 | |
LIVE NATION ENTERTAINMEN | NOTE 2.875% 7/1 | 538034AB5 | 9,757 | 10,084,000 | PRN | DFND | 1,2,3,4 | 10,084,000 | 0 | 0 | |
MGIC INVESTMENT CORP | NOTE 5.000% 5/0 | 552848AD5 | 6,725 | 10,000,000 | PRN | DFND | 1,2,3,4 | 10,000,000 | 0 | 0 | |
RF MICRO DEVICES INC | NOTE 1.000% 4/1 | 749941AJ9 | 9,923 | 10,000,000 | PRN | DFND | 1,2,3,4 | 10,000,000 | 0 | 0 | |
SUNPOWER CORP | DBCV 4.500% 3/1 | 867652AE9 | 8,589 | 9,834,000 | PRN | DFND | 1,2,3,4 | 9,834,000 | 0 | 0 | |
JEFFERIES GROUP INC | NEW DBCV 3.875% | 472319AG7 | 8,941 | 9,832,000 | PRN | DFND | 1,2,3,4 | 9,832,000 | 0 | 0 | |
APOLLO INVESTMENT CORP | NOTE 5.750% 1/1 | 03761UAE6 | 9,725 | 9,750,000 | PRN | DFND | 1,2,3,4 | 9,750,000 | 0 | 0 | |
SPIRIT AIRLINES INC | COM | 848577102 | 182,825 | 9,394,927 | SH | DFND | 1,2,3,4 | 9,394,927 | 0 | 0 | |
STEWART ENTERPRISES | NOTE 3.125% 7/1 | 860370AH8 | 9,244 | 9,250,000 | PRN | DFND | 1,2,3,4 | 9,250,000 | 0 | 0 | |
NAVISTAR INTL CORP | NOTE 3.000%10/1 | 63934EAL2 | 8,428 | 9,000,000 | PRN | DFND | 1,2,3,4 | 9,000,000 | 0 | 0 | |
GREENBRIER COS INC | NOTE 2.375% 5/1 | 393657AD3 | 8,832 | 8,835,000 | PRN | DFND | 1,2,3,4 | 8,835,000 | 0 | 0 | |
GOODRICH PETROLEUM CORP | NOTE 5.000%10/0 | 382410AC2 | 8,238 | 8,792,000 | PRN | DFND | 1,2,3,4 | 8,792,000 | 0 | 0 | |
DRYSHIPS INC | NOTE 5.000%12/0 | 262498AB4 | 6,316 | 8,630,000 | PRN | DFND | 1,2,3,4 | 8,630,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 2.250% 8/0 | 16411RAE9 | 8,596 | 8,535,000 | PRN | DFND | 1,2,3,4 | 8,535,000 | 0 | 0 | |
GENERAL CABLE CORP | NEW NOTE 0.875%1 | 369300AD0 | 8,130 | 8,500,000 | PRN | DFND | 1,2,3,4 | 8,500,000 | 0 | 0 | |
AAR CORP | NOTE 1.750% 2/0 | 000361AH8 | 8,309 | 8,290,000 | PRN | DFND | 1,2,3,4 | 8,290,000 | 0 | 0 | |
CIT GROUP INC | COM | 125581801 | 290,760 | 8,158,249 | SH | DFND | 1,2,3,4 | 8,158,249 | 0 | 0 | |
MERITOR INC | FRNT 4.625% 3/0 | 043353AF8 | 7,013 | 8,000,000 | PRN | DFND | 1,2,3,4 | 8,000,000 | 0 | 0 | |
RAMBUS INC | NOTE 5.000% 6/1 | 750917AC0 | 7,995 | 8,000,000 | PRN | DFND | 1,2,3,4 | 8,000,000 | 0 | 0 | |
RENTECH INC | NOTE 4.000% 4/1 | 760112AA0 | 7,468 | 7,509,000 | PRN | DFND | 1,2,3,4 | 7,509,000 | 0 | 0 | |
HOLOGIC INC | FRNT 2.000%12/1 | 436440AA9 | 7,384 | 7,500,000 | PRN | DFND | 1,2,3,4 | 7,500,000 | 0 | 0 | |
SUNPOWER CORP | DBCV 4.750% 4/1 | 867652AC3 | 6,591 | 7,350,000 | PRN | DFND | 1,2,3,4 | 7,350,000 | 0 | 0 | |
ARCELORMITTAL | NOTE 5.000% 5/1 | 03938LAK0 | 7,484 | 7,255,000 | PRN | DFND | 1,2,3,4 | 7,255,000 | 0 | 0 | |
ALBANY INTL CORP | FRNT 2.250% 3/1 | 012348AC2 | 6,665 | 7,007,000 | PRN | DFND | 1,2,3,4 | 7,007,000 | 0 | 0 | |
SPARTAN STORES INC | NOTE 3.375% 5/1 | 846822AE4 | 6,820 | 6,934,000 | PRN | DFND | 1,2,3,4 | 6,934,000 | 0 | 0 | |
AMER EQUITY INVT LIFE | NOTE 5.250%12/0 | 025676AE7 | 6,630 | 6,465,000 | PRN | DFND | 1,2,3,4 | 6,465,000 | 0 | 0 | |
ISTAR FINANCIAL INC | FRNT 10/0 | 45031UBF7 | 6,200 | 6,201,000 | PRN | DFND | 1,2,3,4 | 6,201,000 | 0 | 0 | |
ALLIANCE ONE INTL INC | NOTE 5.500% 7/1 | 018772AQ6 | 5,701 | 5,926,000 | PRN | DFND | 1,2,3,4 | 5,926,000 | 0 | 0 | |
CARRIZO OIL & GAS INC | NOTE 4.375% 6/0 | 144577AA1 | 5,201 | 5,220,000 | PRN | DFND | 1,2,3,4 | 5,220,000 | 0 | 0 | |
GOLDEN STAR RESOURCES | CDA DEBT 5.000% | 38119TAE4 | 5,034 | 5,200,000 | PRN | DFND | 1,2,3,4 | 5,200,000 | 0 | 0 | |
GENON ENERGY INC | COM | 37244E107 | 8,550 | 5,000,000 | SH | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
ALCATEL-LUCENT USA INC | DBCV 2.875% 6/1 | 549463AH0 | 4,943 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
EXIDE TECHNOLOGIES | FRNT 9/1 | 302051AL1 | 4,264 | 4,845,000 | PRN | DFND | 1,2,3,4 | 4,845,000 | 0 | 0 | |
HAWAIIAN HOLDINGS INC | NOTE 5.000% 3/1 | 419879AD3 | 5,026 | 4,649,000 | PRN | DFND | 1,2,3,4 | 4,649,000 | 0 | 0 | |
INTEROIL CORP | NOTE 2.750%11/1 | 460951AC0 | 4,007 | 4,250,000 | PRN | DFND | 1,2,3,4 | 4,250,000 | 0 | 0 | |
HILLTOP HOLDINGS INC | NOTE 7.500% 8/1 | 00828UAB9 | 4,694 | 4,226,000 | PRN | DFND | 1,2,3,4 | 4,226,000 | 0 | 0 | |
TTM TECHNOLOGIES | NOTE 3.250% 5/1 | 87305RAC3 | 4,206 | 4,184,000 | PRN | DFND | 1,2,3,4 | 4,184,000 | 0 | 0 | |
INTERPUBLIC GROUP COS | NOTE 4.750% 3/1 | 460690BE9 | 4,506 | 4,145,000 | PRN | DFND | 1,2,3,4 | 4,145,000 | 0 | 0 | |
AV HOMES INC | NOTE 7.500% 2/1 | 053494AG5 | 4,022 | 4,000,000 | PRN | DFND | 1,2,3,4 | 4,000,000 | 0 | 0 | |
ISIS PHARMACEUTICALS INC | DEL NOTE 2.625% | 464337AE4 | 4,073 | 4,000,000 | PRN | DFND | 1,2,3,4 | 4,000,000 | 0 | 0 | |
CUMULUS MEDIA INC | CL A | 231082108 | 11,998 | 3,985,983 | SH | DFND | 1,2,3,4 | 3,985,983 | 0 | 0 | |
SUNTECH POWER HLDGS CO | NOTE 3.000% 3/1 | 86800CAE4 | 2,652 | 3,885,000 | PRN | DFND | 1,2,3,4 | 3,885,000 | 0 | 0 | |
COGENT COMMUNICATIONS GR | NOTE 1.000% 6/1 | 19239VAB0 | 3,340 | 3,500,000 | PRN | DFND | 1,2,3,4 | 3,500,000 | 0 | 0 | |
EXTERRAN HOLDINGS INC | NOTE 4.250% 6/1 | 30225XAA1 | 3,405 | 3,500,000 | PRN | DFND | 1,2,3,4 | 3,500,000 | 0 | 0 | |
USEC INC | NOTE 3.000%10/0 | 90333EAC2 | 1,744 | 3,500,000 | PRN | DFND | 1,2,3,4 | 3,500,000 | 0 | 0 | |
SALIX PHARMACEUTICALS LT | NOTE 2.750% 5/1 | 795435AC0 | 4,682 | 3,454,000 | PRN | DFND | 1,2,3,4 | 3,454,000 | 0 | 0 | |
STILLWATER MINING COMPAN | NOTE 1.875% 3/1 | 86074QAF9 | 3,364 | 3,401,000 | PRN | DFND | 1,2,3,4 | 3,401,000 | 0 | 0 | |
CENTRAL EUR DISTR CORP | NOTE 3.000% 3/1 | 153435AA0 | 2,616 | 3,000,000 | PRN | DFND | 1,2,3,4 | 3,000,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY I | COM | 928298108 | 25,933 | 2,750,000 | SH | DFND | 1,2,3,4 | 2,750,000 | 0 | 0 | |
FURNITURE BRANDS INTERNA | COM | 360921100 | 3,224 | 2,600,000 | SH | DFND | 1,2,3,4 | 2,600,000 | 0 | 0 | |
CAESARS ENTERTAINMENT CORP | COM | 127686103 | 28,933 | 2,537,957 | SH | DFND | 1,2,3,4 | 2,537,957 | 0 | 0 | |
GOLDEN STAR RESOURCES | CDA DBCV 4.000%1 | 38119TAC8 | 2,502 | 2,500,000 | PRN | DFND | 1,2,3,4 | 2,500,000 | 0 | 0 | |
SYMANTEC CORP | NOTE 1.000% 6/1 | 871503AF5 | 2,558 | 2,500,000 | PRN | DFND | 1,2,3,4 | 2,500,000 | 0 | 0 | |
UNITED MICROELECTRONICS | SPON ADR NEW | 910873405 | 5,484 | 2,459,221 | SH | DFND | 1,2,3,4 | 2,459,221 | 0 | 0 | |
HORNBECK OFFSHORE SERV | N FRNT 1.625%11/ | 440543AE6 | 1,928 | 1,837,000 | PRN | DFND | 1,2,3,4 | 1,837,000 | 0 | 0 | |
EAGLE BULK SHIPPING INC | SHS NEW | Y2187A119 | 4,878 | 1,543,750 | SH | DFND | 1,2,3,4 | 1,543,750 | 0 | 0 | |
GENCO SHIPPING & TRADING | SHS | Y2685T107 | 4,613 | 1,512,532 | SH | DFND | 1,2,3,4 | 1,512,532 | 0 | 0 | |
GENERAL MOTORS CO | JR PFD CNV SRB | 37045V209 | 47,390 | 1,427,400 | SH | DFND | 1,2,3,4 | 1,427,400 | 0 | 0 | |
WSP HOLDINGS LTD | ADR NEW | 92934F203 | 1,860 | 1,408,800 | SH | DFND | 1,2,3,4 | 1,408,800 | 0 | 0 | |
GETTY REALTY CORP | COM | 374297109 | 25,139 | 1,312,728 | SH | DFND | 1,2,3,4 | 1,312,728 | 0 | 0 | |
LIBERTY INTERACTIVE LLC | DEB 3.250% 3/1 | 530715AR2 | 917 | 1,075,000 | PRN | DFND | 1,2,3,4 | 1,075,000 | 0 | 0 | |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 1,494 | 1,068,000 | PRN | DFND | 1,2,3,4 | 1,068,000 | 0 | 0 | |
SAFEWAY INC | COM | 786514208 | 18,150 | 1,000,000 | SH | DFND | 1,2,3,4 | 1,000,000 | 0 | 0 | |
ENTERTAINMENT PROPERTIES | PFD C CNV 5.75% | 29380T402 | 18,481 | 977,821 | SH | DFND | 1,2,3,4 | 977,821 | 0 | 0 | |
VALE SA | ADR | 91912E105 | 18,704 | 930,549 | SH | DFND | 1,2,3,4 | 930,549 | 0 | 0 | |
GT ADVANCED TECHNOLOGIES | COM | 36191U106 | 4,710 | 891,977 | SH | DFND | 1,2,3,4 | 891,977 | 0 | 0 | |
NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 1,037 | 825,000 | PRN | DFND | 1,2,3,4 | 825,000 | 0 | 0 | |
TRINITY INDUSTRIES INC | NOTE 3.875% 6/0 | 896522AF6 | 747 | 750,000 | PRN | DFND | 1,2,3,4 | 750,000 | 0 | 0 | |
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 947 | 737,000 | PRN | DFND | 1,2,3,4 | 737,000 | 0 | 0 | |
ENDO HEALTH SOLUTIONS IN | NOTE 1.750% 4/1 | 29264FAB2 | 867 | 725,000 | PRN | DFND | 1,2,3,4 | 725,000 | 0 | 0 | |
OMNICARE CAP TRUST II | PFD B TR 4.00% | 68214Q200 | 31,641 | 720,260 | SH | DFND | 1,2,3,4 | 720,260 | 0 | 0 | |
AFFILIATED MANAGERS GROU | NOTE 3.950% 8/1 | 008252AL2 | 772 | 712,000 | PRN | DFND | 1,2,3,4 | 712,000 | 0 | 0 | |
LEVEL 3 COMMUNICATIONS I | COM NEW | 52729N308 | 14,398 | 650,000 | SH | DFND | 1,2,3,4 | 650,000 | 0 | 0 | |
LEUCADIA NATL CORP | NOTE 3.750% 4/1 | 527288AX2 | 703 | 637,000 | PRN | DFND | 1,2,3,4 | 637,000 | 0 | 0 | |
APACHE CORP | PFD CONV SER D | 037411808 | 26,140 | 520,200 | SH | DFND | 1,2,3,4 | 520,200 | 0 | 0 | |
METLIFE INC | UNIT 99/99/9999 | 59156R116 | 31,820 | 514,300 | SH | DFND | 1,2,3,4 | 514,300 | 0 | 0 | |
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 666 | 500,000 | PRN | DFND | 1,2,3,4 | 500,000 | 0 | 0 | |
TYSON FOODS INC | NOTE 3.250%10/1 | 902494AP8 | 516 | 425,000 | PRN | DFND | 1,2,3,4 | 425,000 | 0 | 0 | |
FIFTH THIRD BANCORP | PFD DEP1/250 | 316773209 | 36,988 | 270,380 | SH | DFND | 1,2,3,4 | 270,380 | 0 | 0 | |
TATA MOTORS LTD | SPONSORED ADR | 876568502 | 5,844 | 266,000 | SH | DFND | 1,2,3,4 | 266,000 | 0 | 0 | |
AMERICA MOVIL SAB DE CV | SPON ADR L SHS | 02364W105 | 6,089 | 232,661 | SH | DFND | 1,2,3,4 | 232,661 | 0 | 0 | |
TERNIUM SA | SPONSORED ADR | 880890108 | 4,424 | 224,900 | SH | DFND | 1,2,3,4 | 224,900 | 0 | 0 | |
GOLDCORP INC | COM | 380956409 | 8,122 | 217,510 | SH | DFND | 1,2,3,4 | 217,510 | 0 | 0 | |
ROVI CORP | NOTE 2.625% 2/1 | 779376AB8 | 194 | 201,000 | PRN | DFND | 1,2,3,4 | 201,000 | 0 | 0 | |
PETROLEO BRASILEIRO SA | PETRO SPONSORED | 71654V408 | 3,435 | 180,129 | SH | DFND | 1,2,3,4 | 180,129 | 0 | 0 | |
CIA DE MINAS BUENAVENTUR | SPONSORED ADR | 204448104 | 5,571 | 145,712 | SH | DFND | 1,2,3,4 | 145,712 | 0 | 0 | |
RIO TINTO PLC | SPONSORED ADR | 767204100 | 6,804 | 141,200 | SH | DFND | 1,2,3,4 | 141,200 | 0 | 0 | |
COMMONWEALTH REIT | 6.50% PFD CUM CO | 203233408 | 3,089 | 140,711 | SH | DFND | 1,2,3,4 | 140,711 | 0 | 0 | |
STANLEY BLACK & DECKER I | UNIT 99/99/9999 | 854502309 | 12,739 | 108,760 | SH | DFND | 1,2,3,4 | 108,760 | 0 | 0 | |
TSMC | SPONSORED ADR | 874039100 | 778 | 54,518 | SH | DFND | 1,2,3,4 | 54,518 | 0 | 0 | |
ITAU UNIBANCO HOLDING SA | SPON ADR REP PF | 465562106 | 734 | 51,731 | SH | DFND | 1,2,3,4 | 51,731 | 0 | 0 | |
MELCO CROWN ENTERTAINMEN | ADR | 585464100 | 374 | 33,781 | SH | DFND | 1,2,3,4 | 33,781 | 0 | 0 | |
SK TELECOM CO LTD | SPONSORED ADR | 78440P108 | 397 | 32,500 | SH | DFND | 1,2,3,4 | 32,500 | 0 | 0 | |
ENTERTAINMENT PROPERTIES | CONV PFD 9% SR E | 29380T600 | 751 | 27,500 | SH | DFND | 1,2,3,4 | 27,500 | 0 | 0 | |
MOBILE TELESYSTEMS OJSC | SPONSORED ADR | 607409109 | 437 | 25,029 | SH | DFND | 1,2,3,4 | 25,029 | 0 | 0 | |
HDFC BANK LTD | ADR REPS 3 SHS | 40415F101 | 626 | 18,972 | SH | DFND | 1,2,3,4 | 18,972 | 0 | 0 | |
TELEFONICA BRASIL SA | SPONSORED ADR | 87936R106 | 485 | 18,900 | SH | DFND | 1,2,3,4 | 18,900 | 0 | 0 | |
CIA BRASILEIRA DE DISTRI | SPN ADR PFD CL A | 20440T201 | 576 | 14,215 | SH | DFND | 1,2,3,4 | 14,215 | 0 | 0 | |
SOUTHERN COPPER CORP | COM | 84265V105 | 394 | 12,505 | SH | DFND | 1,2,3,4 | 12,505 | 0 | 0 | |
CIA DE BEBIDAS DAS AMERI | SPON ADR PFD | 20441W203 | 473 | 12,383 | SH | DFND | 1,2,3,4 | 12,383 | 0 | 0 | |
INFOSYS LTD | SPONSORED ADR | 456788108 | 438 | 9,650 | SH | DFND | 1,2,3,4 | 9,650 | 0 | 0 | |
GENERAL MOTORS CO | *W EXP 07/10/201 | 37045V118 | 97 | 8,810 | SH | DFND | 1,2,3,4 | 8,810 | 0 | 0 | |
GENERAL MOTORS CO | *W EXP 07/10/201 | 37045V126 | 60 | 8,810 | SH | DFND | 1,2,3,4 | 8,810 | 0 | 0 | |
SOCIEDAD QUIMICA Y MINER | SPON ADR SER B | 833635105 | 410 | 7,289 | SH | DFND | 1,2,3,4 | 7,289 | 0 | 0 | |
POSCO | SPONSORED ADR | 693483109 | 387 | 4,795 | SH | DFND | 1,2,3,4 | 4,795 | 0 | 0 | |
GENERAL MOTORS CO | COM | 37045V100 | 4 | 187 | SH | DFND | 1,2,3,4 | 187 | 0 | 0 |