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 | 5,245 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
AIR LEASE CORP | CV SR UNSEC NT | 00912XAK0 | 24,436 | 16,223,000 | PRN | DFND | 1,2,3,4 | 16,223,000 | 0 | 0 | |
ALERE INC | 3% CV CUM PFD PERP SER B | 01449J204 | 67,643 | 212,800 | SH | DFND | 1,2,3,4 | 212,800 | 0 | 0 | |
ALERE INC | CV SR SUB NT | 01449JAA3 | 34,304 | 30,735,000 | PRN | DFND | 1,2,3,4 | 30,735,000 | 0 | 0 | |
ALLIANCE HEALTHCARE SERVICES | COMMON STOCK | 018606301 | 128,425 | 4,756,491 | SH | DFND | 1,2,3,4 | 4,756,491 | 0 | 0 | |
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 191,118 | 7,993,230 | SH | DFND | 1,2,3,4 | 7,993,230 | 0 | 0 | |
ALPHA NATURAL RESOURCES | CV SR UNSEC NT | 02076XAE2 | 9,914 | 11,365,000 | PRN | DFND | 1,2,3,4 | 11,365,000 | 0 | 0 | |
AMBEV SA-ADR | ADR | 02319V103 | 23,906 | 3,395,805 | SH | DFND | 1,2,3,4 | 3,395,805 | 0 | 0 | |
AMERICAN INTERNATIONAL GROUP | COMMON STOCK | 026874784 | 50,710 | 929,100 | SH | DFND | 1,2,3,4 | 929,100 | 0 | 0 | |
AMERICAN REALTY CAP PROP | CV SR UNSEC NT REIT | 02917TAA2 | 4,583 | 4,500,000 | PRN | DFND | 1,2,3,4 | 4,500,000 | 0 | 0 | |
AMERICAN REALTY CAP PROP | CV SR UNSEC NT REIT | 02917TAB0 | 66,156 | 63,335,000 | PRN | DFND | 1,2,3,4 | 63,335,000 | 0 | 0 | |
ANGLOGOLD ASHANTI-SPON ADR | ADR | 035128206 | 23,148 | 1,345,044 | SH | DFND | 1,2,3,4 | 1,345,044 | 0 | 0 | |
ANNALY CAPITAL MGMT | CV SR UNSEC NT | 035710AB8 | 9,735 | 9,501,000 | PRN | DFND | 1,2,3,4 | 9,501,000 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FIN REIT | CV SR UNSEC NT | 03762UAA3 | 19,048 | 18,050,000 | PRN | DFND | 1,2,3,4 | 18,050,000 | 0 | 0 | |
APOLLO GLOBAL MANAGEMENT - A | COMMON STOCK | 037612306 | 30,977 | 1,117,500 | SH | DFND | 1,2,3,4 | 1,117,500 | 0 | 0 | |
APOLLO INVESTMENT CORP | CV SR UNSEC NT | 03761UAE6 | 11,819 | 11,020,000 | PRN | DFND | 1,2,3,4 | 11,020,000 | 0 | 0 | |
ARCELORMITTAL | MAND 6% CV SR SUB NT | L0302D178 | 14,172 | 630,000 | PRN | DFND | 1,2,3,4 | 630,000 | 0 | 0 | |
ARES CAPITAL CORP | CV SR UNSEC NT | 04010LAG8 | 2,855 | 2,646,000 | PRN | DFND | 1,2,3,4 | 2,646,000 | 0 | 0 | |
ARES COMMERCIAL REAL ESTATE | CV SR UNSEC NT | 04013VAB4 | 13,507 | 13,250,000 | PRN | DFND | 1,2,3,4 | 13,250,000 | 0 | 0 | |
ASCENT CAPITAL GROUP INC | CV SR UNSEC NT | 043632AA6 | 3,191 | 3,420,000 | PRN | DFND | 1,2,3,4 | 3,420,000 | 0 | 0 | |
AV HOMES INC | CV SR UNSEC NT | 053494AG5 | 12,118 | 11,217,000 | PRN | DFND | 1,2,3,4 | 11,217,000 | 0 | 0 | |
BANK OF AMERICA CORP | 7.25% CV NON-CUM PFD PERP SER-L PNC | 060505682 | 19,820 | 16,900 | SH | DFND | 1,2,3,4 | 16,900 | 0 | 0 | |
BGC PARTNERS INC | CV SR UNSEC NT | 05541TAD3 | 15,077 | 14,145,000 | PRN | DFND | 1,2,3,4 | 14,145,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL | CV SR SUB NT | 09061GAE1 | 28,273 | 27,250,000 | PRN | DFND | 1,2,3,4 | 27,250,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL | CV SR SUB NT | 09061GAF8 | 70,446 | 66,800,000 | PRN | DFND | 1,2,3,4 | 66,800,000 | 0 | 0 | |
BLACKSTONE GROUP LP/THE | COMMON STOCK | 09253U108 | 11,704 | 350,000 | SH | DFND | 1,2,3,4 | 350,000 | 0 | 0 | |
BOTTOMLINE TECHNOLOGIES | CV SR UNSEC NT | 101388AA4 | 14,571 | 12,280,000 | PRN | DFND | 1,2,3,4 | 12,280,000 | 0 | 0 | |
BPZ RESOURCES INC | CV SR UNSEC NT PNC | 055639AB4 | 3,353 | 3,260,000 | PRN | DFND | 1,2,3,4 | 3,260,000 | 0 | 0 | |
BPZ RESOURCES INC | CV SR UNSEC NT | 055639AC2 | 39,884 | 33,800,000 | PRN | DFND | 1,2,3,4 | 33,800,000 | 0 | 0 | |
BRF SA-ADR | ADR | 10552T107 | 27,329 | 1,124,200 | SH | DFND | 1,2,3,4 | 1,124,200 | 0 | 0 | |
BROOKDALE SENIOR LIVING | CV SR UNSEC NT | 112463AA2 | 89,799 | 65,580,000 | PRN | DFND | 1,2,3,4 | 65,580,000 | 0 | 0 | |
CAL DIVE INTERNATIONAL | CV SR UNSEC NT | 12802TAB7 | 2,723 | 3,185,000 | PRN | DFND | 1,2,3,4 | 3,185,000 | 0 | 0 | |
CEMEX SAB DE CV | CV SUB NT | 151290AV5 | 28,174 | 22,395,000 | PRN | DFND | 1,2,3,4 | 22,395,000 | 0 | 0 | |
CEMEX SAB-SPONS ADR PART CER | ADR | 151290889 | 39,750 | 3,004,537 | SH | DFND | 1,2,3,4 | 3,004,537 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | CV SR UNSEC NT CPDI | 165167CB1 | 14,685 | 15,150,000 | PRN | DFND | 1,2,3,4 | 15,150,000 | 0 | 0 | |
CIENA CORP | CV SR UNSEC NT | 171779AE1 | 11,411 | 11,430,000 | PRN | DFND | 1,2,3,4 | 11,430,000 | 0 | 0 | |
COBALT INTL ENERGY INC | CV SR UNSEC NT PNC | 19075FAB2 | 115,456 | 107,500,000 | PRN | DFND | 1,2,3,4 | 107,500,000 | 0 | 0 | |
COLONY FINANCIAL INC | CV SR UNSEC NT REIT PNC | 19624RAA4 | 33,231 | 30,515,000 | PRN | DFND | 1,2,3,4 | 30,515,000 | 0 | 0 | |
CONCUR TECHNOLOGIES INC | CV SR UNSEC NT | 206708AC3 | 67,832 | 60,390,000 | PRN | DFND | 1,2,3,4 | 60,390,000 | 0 | 0 | |
CONTANGO OIL & GAS | COMMON STOCK | 21075N204 | 54,484 | 1,287,732 | SH | DFND | 1,2,3,4 | 1,287,732 | 0 | 0 | |
CROWN CASTLE INTL CORP | 4.5% MAND CV SER-A PFD | 228227500 | 74,399 | 730,000 | SH | DFND | 1,2,3,4 | 730,000 | 0 | 0 | |
DIAMOND FOODS INC | COMMON STOCK | 252603105 | 124,668 | 4,420,859 | SH | DFND | 1,2,3,4 | 4,420,859 | 0 | 0 | |
DRYSHIPS INC | CV SR UNSEC NT | 262498AB4 | 4,927 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
DYNEGY INC | COMMON STOCK | 26817R108 | 241,516 | 6,940,100 | SH | DFND | 1,2,3,4 | 6,940,100 | 0 | 0 | |
EMC CORP/MA | COMMON STOCK | 268648102 | 16,067 | 610,000 | SH | DFND | 1,2,3,4 | 610,000 | 0 | 0 | |
ENDOLOGIX INC | CV SR UNSEC NT PNC | 29266SAA4 | 2,989 | 3,000,000 | PRN | DFND | 1,2,3,4 | 3,000,000 | 0 | 0 | |
EPR PROPERTIES | 5.75% CV PERP PFD SER-C REIT | 26884U208 | 9,222 | 401,321 | SH | DFND | 1,2,3,4 | 401,321 | 0 | 0 | |
EPR PROPERTIES | 9% CV PERP PFD SER-E REIT PNC | 26884U307 | 3,625 | 115,050 | SH | DFND | 1,2,3,4 | 115,050 | 0 | 0 | |
EXCO RESOURCES INC | COMMON STOCK | 269279402 | 266,071 | 45,173,682 | SH | DFND | 1,2,3,4 | 45,173,682 | 0 | 0 | |
FIFTH STREET FINANCE | CV SR UNSEC NT | 31679BAC4 | 13,269 | 12,450,000 | PRN | DFND | 1,2,3,4 | 12,450,000 | 0 | 0 | |
FIRST BANCORP PUERTO RICO | COMMON STOCK | 318672706 | 227,630 | 41,843,581 | SH | DFND | 1,2,3,4 | 41,843,581 | 0 | 0 | |
FOREST CITY ENTERPRISES | CV SR UNSEC NT PNC | 345550AP2 | 55,148 | 48,691,000 | PRN | DFND | 1,2,3,4 | 48,691,000 | 0 | 0 | |
GENESEE & WYOMING INC | 5% CV MAND PFD EQUITY UNITS | 371559204 | 40,346 | 301,100 | SH | DFND | 1,2,3,4 | 301,100 | 0 | 0 | |
GETTY REALTY CORP | COMMON STOCK REIT | 374297109 | 27,136 | 1,422,221 | SH | DFND | 1,2,3,4 | 1,422,221 | 0 | 0 | |
GOLDEN STAR RESOURCES | CV SR UNSEC NT | 38119TAE4 | 10,008 | 13,750,000 | PRN | DFND | 1,2,3,4 | 13,750,000 | 0 | 0 | |
GOODRICH PETROLEUM CORP | CV SR UNSEC NT PNC | 382410AG3 | 23,461 | 18,757,000 | PRN | DFND | 1,2,3,4 | 18,757,000 | 0 | 0 | |
GRUPO TELEVISA SA-SPON ADR | ADR | 40049J206 | 36,180 | 1,054,510 | SH | DFND | 1,2,3,4 | 1,054,510 | 0 | 0 | |
HANWHA SOLARONE CO LTD | CV SR UNSEC NT | 83415UAB4 | 31,716 | 33,246,000 | PRN | DFND | 1,2,3,4 | 33,246,000 | 0 | 0 | |
HEADWATERS INC | CV SR SUB NT | 42210PAR3 | 9,387 | 8,646,000 | PRN | DFND | 1,2,3,4 | 8,646,000 | 0 | 0 | |
HEARTWARE INTERNATIONAL | CV SR UNSEC NT | 422368AA8 | 30,734 | 26,166,000 | PRN | DFND | 1,2,3,4 | 26,166,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS | CV SR UNSEC NT CPDI | 42330PAG2 | 32,416 | 23,847,000 | PRN | DFND | 1,2,3,4 | 23,847,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT SER-2010 CPDI | 436440AB7 | 26,632 | 21,179,000 | PRN | DFND | 1,2,3,4 | 21,179,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 | 82,694 | 75,387,000 | PRN | DFND | 1,2,3,4 | 75,387,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 | 19,174 | 17,493,000 | PRN | DFND | 1,2,3,4 | 17,493,000 | 0 | 0 | |
HOME INNS HTL MNGMT INC | CV SR UNSEC NT | 43713WAB3 | 8,038 | 8,110,000 | PRN | DFND | 1,2,3,4 | 8,110,000 | 0 | 0 | |
HORNBECK OFFSHORE SERVICES | CV SR UNSEC NT | 440543AN6 | 74,459 | 61,215,000 | PRN | DFND | 1,2,3,4 | 61,215,000 | 0 | 0 | |
INTEL CORP | CV JR SUB NT CPDI PNC | 458140AD2 | 50,197 | 40,225,000 | PRN | DFND | 1,2,3,4 | 40,225,000 | 0 | 0 | |
INTEL CORP | CV JR SUB NT CPDI PNC | 458140AF7 | 1,546 | 1,000,000 | PRN | DFND | 1,2,3,4 | 1,000,000 | 0 | 0 | |
INTEROIL CORP | CV SR UNSEC NT PNC | 460951AC0 | 6,800 | 6,669,000 | PRN | DFND | 1,2,3,4 | 6,669,000 | 0 | 0 | |
IRIDIUM COMMUNICATIONS INC | 6.75% CV CUM PERP SER-B PFD PNC | 46269C409 | 25,330 | 76,720 | SH | DFND | 1,2,3,4 | 76,720 | 0 | 0 | |
J2 GLOBAL COMMUNICATIONS | CV SR UNSEC NT CPDI | 48123VAC6 | 25,167 | 24,480,000 | PRN | DFND | 1,2,3,4 | 24,480,000 | 0 | 0 | |
JD.COM INC-ADR | ADR | 47215P106 | 28,197 | 989,010 | SH | DFND | 1,2,3,4 | 989,010 | 0 | 0 | |
LAM RESEARCH CORP | CV SR UNSEC NT | 512807AJ7 | 95,256 | 76,165,000 | PRN | DFND | 1,2,3,4 | 76,165,000 | 0 | 0 | |
LEXINGTON REALTY TRUST | 6.50% CV PERP PFD SER-C REIT | 529043309 | 1,426 | 29,266 | SH | DFND | 1,2,3,4 | 29,266 | 0 | 0 | |
LIBERTY INTERACTIVE LLC | CV SR UNSEC NT (TWC, TWX) CPDI | 530610AC8 | 57,664 | 43,005,000 | PRN | DFND | 1,2,3,4 | 43,005,000 | 0 | 0 | |
MASONITE INTERNATIONAL CORP | COMMON STOCK | 575385109 | 203,737 | 3,621,363 | SH | DFND | 1,2,3,4 | 3,621,363 | 0 | 0 | |
MCDERMOTT INTL INC | COMMON STOCK | 580037109 | 18,126 | 2,240,599 | SH | DFND | 1,2,3,4 | 2,240,599 | 0 | 0 | |
MEDICINES COMPANY | CV SR UNSEC NT | 584688AC9 | 9,922 | 8,085,000 | PRN | DFND | 1,2,3,4 | 8,085,000 | 0 | 0 | |
MENTOR GRAPHICS CORP | CV SUB UNSEC NT | 587200AK2 | 41,733 | 33,806,000 | PRN | DFND | 1,2,3,4 | 33,806,000 | 0 | 0 | |
MERITAGE HOMES CORP | CV SR UNSEC NT | 59001AAR3 | 6,122 | 5,770,000 | PRN | DFND | 1,2,3,4 | 5,770,000 | 0 | 0 | |
MERITOR INC | CV SR UNSEC STEP CPN NT | 043353AH4 | 5,325 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
MERRIMACK PHARMACEUTICALS | CV SR UNSEC NT | 590328AA8 | 1,336 | 1,000,000 | PRN | DFND | 1,2,3,4 | 1,000,000 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 105,336 | 11,400,000 | SH | DFND | 1,2,3,4 | 11,400,000 | 0 | 0 | |
MOBILE TELESYSTEMS-SP ADR | ADR | 607409109 | 20,700 | 1,048,648 | SH | DFND | 1,2,3,4 | 1,048,648 | 0 | 0 | |
MOLINA HEALTHCARE INC | CV SR UNSEC NT | 60855RAC4 | 85,875 | 68,495,000 | PRN | DFND | 1,2,3,4 | 68,495,000 | 0 | 0 | |
MOLYCORP INC | CV SR UNSEC NT | 608753AA7 | 18,015 | 23,495,000 | PRN | DFND | 1,2,3,4 | 23,495,000 | 0 | 0 | |
MOLYCORP INC | CV SR UNSEC NT PNC | 608753AF6 | 2,648 | 4,000,000 | PRN | DFND | 1,2,3,4 | 4,000,000 | 0 | 0 | |
MORGANS HOTEL GROUP CO | CV SR SUB NT | 61748WAB4 | 14,238 | 14,410,000 | PRN | DFND | 1,2,3,4 | 14,410,000 | 0 | 0 | |
NETAPP INC | COMMON STOCK | 64110D104 | 17,895 | 490,000 | SH | DFND | 1,2,3,4 | 490,000 | 0 | 0 | |
NETSUITE INC | CV SR UNSEC NT | 64118QAB3 | 21,297 | 20,741,000 | PRN | DFND | 1,2,3,4 | 20,741,000 | 0 | 0 | |
NRG ENERGY INC | COMMON STOCK | 629377508 | 49,290 | 1,325,000 | SH | DFND | 1,2,3,4 | 1,325,000 | 0 | 0 | |
NUANCE COMMUNICATIONS | CV SR UNSEC NT | 67020YAF7 | 10,084 | 10,000,000 | PRN | DFND | 1,2,3,4 | 10,000,000 | 0 | 0 | |
NUVASIVE INC | CV SR UNSEC NT | 670704AC9 | 95,630 | 83,710,000 | PRN | DFND | 1,2,3,4 | 83,710,000 | 0 | 0 | |
NY COMMUNITY CAP TRUST V | 6% CV PFD (BONUSES) PNC | 64944P307 | 12,360 | 251,385 | SH | DFND | 1,2,3,4 | 251,385 | 0 | 0 | |
OCWEN FINANCIAL CORP | COMMON STOCK | 675746309 | 8,792 | 237,000 | SH | DFND | 1,2,3,4 | 237,000 | 0 | 0 | |
OI SA-ADR | COMMON STOCK - ADR | 670851104 | 3,351 | 3,464,543 | SH | DFND | 1,2,3,4 | 3,464,543 | 0 | 0 | |
OI SA-ADR | PREFERRED STOCK ADR | 670851203 | 8,465 | 9,863,971 | SH | DFND | 1,2,3,4 | 9,863,971 | 0 | 0 | |
OMNICARE INC | CV SR SUB NT CPDI | 681904AQ1 | 91,778 | 80,645,000 | PRN | DFND | 1,2,3,4 | 80,645,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | CV SR SUB NT SER-B | 682189AH8 | 93,940 | 79,704,000 | PRN | DFND | 1,2,3,4 | 79,704,000 | 0 | 0 | |
PARAGON SHIPPING INC-CLASS A | COMMON STOCK CL A | 69913R408 | 2,955 | 500,000 | SH | DFND | 1,2,3,4 | 500,000 | 0 | 0 | |
PENNYMAC CORP | CV SR UNSEC NT REIT | 70932AAB9 | 20,149 | 20,300,000 | PRN | DFND | 1,2,3,4 | 20,300,000 | 0 | 0 | |
PETROLEO BRASILEIRO S.A.-ADR | ADR | 71654V408 | 81,112 | 5,544,191 | SH | DFND | 1,2,3,4 | 5,544,191 | 0 | 0 | |
PHOTRONICS INC | CV SR UNSEC NT | 719405AH5 | 27,065 | 24,717,000 | PRN | DFND | 1,2,3,4 | 24,717,000 | 0 | 0 | |
PRICELINE GROUP INC/THE | CV SR UNSEC NT | 741503AS5 | 101,408 | 85,090,000 | PRN | DFND | 1,2,3,4 | 85,090,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAD4 | 7,393 | 7,070,000 | PRN | DFND | 1,2,3,4 | 7,070,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAK8 | 6,902 | 6,594,000 | PRN | DFND | 1,2,3,4 | 6,594,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAL6 | 6,371 | 6,000,000 | PRN | DFND | 1,2,3,4 | 6,000,000 | 0 | 0 | |
PULSE ELECTRONICS CORP | COMMON STOCK | 74586W205 | 29,999 | 11,999,585 | SH | DFND | 1,2,3,4 | 11,999,585 | 0 | 0 | |
RAIT FINANCIAL TRUST | CV SR UNSEC NT REIT | 749227AB0 | 16,655 | 17,000,000 | PRN | DFND | 1,2,3,4 | 17,000,000 | 0 | 0 | |
REDWOOD TRUST INC | CV SR UNSEC NT REIT | 758075AB1 | 3,104 | 3,000,000 | PRN | DFND | 1,2,3,4 | 3,000,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT REIT | 76120WAA2 | 16,378 | 16,172,000 | PRN | DFND | 1,2,3,4 | 16,172,000 | 0 | 0 | |
RTI INTERNATIONAL METALS | CV SR UNSEC NT | 74973WAA5 | 3,131 | 2,975,000 | PRN | DFND | 1,2,3,4 | 2,975,000 | 0 | 0 | |
RTI INTERNATIONAL METALS | CV SR UNSEC NT | 74973WAB3 | 42,534 | 42,305,000 | PRN | DFND | 1,2,3,4 | 42,305,000 | 0 | 0 | |
SALESFORCE.COM INC | CV SR UNSEC NT | 79466LAD6 | 95,446 | 83,205,000 | PRN | DFND | 1,2,3,4 | 83,205,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI PNC | 811904AM3 | 66,224 | 57,420,000 | PRN | DFND | 1,2,3,4 | 57,420,000 | 0 | 0 | |
SEQUENOM INC | CV SR UNSEC NT PNC | 817337AB4 | 8,803 | 8,179,000 | PRN | DFND | 1,2,3,4 | 8,179,000 | 0 | 0 | |
SOLARCITY CORP | CV SR UNSEC NT | 83416TAA8 | 29,981 | 21,580,000 | PRN | DFND | 1,2,3,4 | 21,580,000 | 0 | 0 | |
SPECTRANETICS CORP | CV SR UNSEC NT PNC | 84760CAA5 | 34,102 | 32,620,000 | PRN | DFND | 1,2,3,4 | 32,620,000 | 0 | 0 | |
SPIRIT REALTY CAPITAL INC | CV SR UNSEC NT REIT | 84860WAA0 | 10,133 | 10,110,000 | PRN | DFND | 1,2,3,4 | 10,110,000 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K121 | 74,888 | 5,773,907 | SH | DFND | 1,2,3,4 | 5,773,907 | 0 | 0 | |
STARWOOD PROPERTY TRUST | CV SR UNSEC NT REIT | 85571BAA3 | 8,168 | 7,250,000 | PRN | DFND | 1,2,3,4 | 7,250,000 | 0 | 0 | |
STARWOOD PROPERTY TRUST | CV SR UNSEC NT REIT | 85571BAB1 | 20,574 | 18,000,000 | PRN | DFND | 1,2,3,4 | 18,000,000 | 0 | 0 | |
STERLITE INDUSTRIES LTD | CV SR UNSEC NT PNC | 859737AB4 | 15,345 | 15,335,000 | PRN | DFND | 1,2,3,4 | 15,335,000 | 0 | 0 | |
STONE ENERGY CORP | CV SR UNSEC NT | 861642AN6 | 90,693 | 71,295,000 | PRN | DFND | 1,2,3,4 | 71,295,000 | 0 | 0 | |
SURGICAL CARE AFFILIATES INC | COMMON STOCK | 86881L106 | 47,758 | 1,642,285 | SH | DFND | 1,2,3,4 | 1,642,285 | 0 | 0 | |
TAIWAN SEMICONDUCTOR-SP ADR | ADR | 874039100 | 69,278 | 3,238,784 | SH | DFND | 1,2,3,4 | 3,238,784 | 0 | 0 | |
TAKE-TWO INTERACTIVE SOFTWARE | CV SR UNSEC NT | 874054AD1 | 37,175 | 30,370,000 | PRN | DFND | 1,2,3,4 | 30,370,000 | 0 | 0 | |
TATA MOTORS LTD-SPON ADR | ADR | 876568502 | 41,039 | 1,050,661 | SH | DFND | 1,2,3,4 | 1,050,661 | 0 | 0 | |
TELECOM ARGENTINA SA-SP ADR | COMMON STOCK ADR | 879273209 | 12,030 | 510,851 | SH | DFND | 1,2,3,4 | 510,851 | 0 | 0 | |
TELEFONICA BRASIL-ADR | ADR | 87936R106 | 26,885 | 1,310,810 | SH | DFND | 1,2,3,4 | 1,310,810 | 0 | 0 | |
TESLA MOTORS INC | CV SR UNSEC NT | 88160RAC5 | 80,602 | 82,560,000 | PRN | DFND | 1,2,3,4 | 82,560,000 | 0 | 0 | |
TITAN MACHINERY INC | CV SR UNSEC NT | 88830RAB7 | 16,818 | 19,029,000 | PRN | DFND | 1,2,3,4 | 19,029,000 | 0 | 0 | |
TOWER GROUP INTL LTD | CV SR UNSEC NT | 891777AC8 | 17,524 | 19,830,000 | PRN | DFND | 1,2,3,4 | 19,830,000 | 0 | 0 | |
TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK - ADR | 893870204 | 1,511 | 547,476 | SH | DFND | 1,2,3,4 | 547,476 | 0 | 0 | |
TRINA SOLAR LTD-SPON ADR | ADR | 89628E104 | 32,564 | 2,538,124 | SH | DFND | 1,2,3,4 | 2,538,124 | 0 | 0 | |
TTM TECHNOLOGIES | CV SR UNSEC NT | 87305RAC3 | 8,501 | 8,299,000 | PRN | DFND | 1,2,3,4 | 8,299,000 | 0 | 0 | |
TTM TECHNOLOGIES INC | CV SR UNSEC NT | 87305RAD1 | 45,444 | 41,250,000 | PRN | DFND | 1,2,3,4 | 41,250,000 | 0 | 0 | |
VALE SA-SP PREF ADR | ADR | 91912E204 | 48,255 | 4,055,072 | SH | DFND | 1,2,3,4 | 4,055,072 | 0 | 0 | |
VECTOR GROUP LTD | CV SR UNSEC NT | 92240MBC1 | 21,037 | 19,540,000 | PRN | DFND | 1,2,3,4 | 19,540,000 | 0 | 0 | |
VIMPELCOM LTD-SPON ADR | COMMON STOCK ADR | 92719A106 | 11,844 | 1,410,000 | SH | DFND | 1,2,3,4 | 1,410,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | COMMON STOCK | 928298108 | 42,598 | 2,750,000 | SH | DFND | 1,2,3,4 | 2,750,000 | 0 | 0 | |
WABASH NATIONAL CORP | CV SR UNSEC NT | 929566AH0 | 8,075 | 5,730,000 | PRN | DFND | 1,2,3,4 | 5,730,000 | 0 | 0 | |
WALTER INVESTMENT MGMT | CV SR SUB NT | 93317WAA0 | 15,923 | 17,126,000 | PRN | DFND | 1,2,3,4 | 17,126,000 | 0 | 0 | |
WEB.COM GROUP INC | CV SR UNSEC NT PNC | 94733AAA2 | 45,862 | 42,755,000 | PRN | DFND | 1,2,3,4 | 42,755,000 | 0 | 0 | |
WEBMD HEALTH CORP | CV SR UNSEC NT | 94770VAF9 | 22,642 | 21,500,000 | PRN | DFND | 1,2,3,4 | 21,500,000 | 0 | 0 | |
WELLS FARGO & COMPANY | 7.50% CV PFD CL-A SER-L PERP PNC | 949746804 | 22,167 | 18,250 | SH | DFND | 1,2,3,4 | 18,250 | 0 | 0 | |
WRIGHT MEDICAL GROUP INC | CV SR UNSEC NT | 98235TAC1 | 73,691 | 53,737,000 | PRN | DFND | 1,2,3,4 | 53,737,000 | 0 | 0 | |
WSP HOLDINGS LTD-ADR | COMMON STOCK | 92934F203 | 1,296 | 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 | 6,049 | 5,930,266 | PRN | DFND | 1,2,3,4 | 5,930,266 | 0 | 0 |