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 |
AIR LEASE CORP | CV SR UNSEC NT | 00912XAK0 | 21,756 | 15,841,000 | PRN | DFND | 1,2,3,4 | 15,841,000 | 0 | 0 | |
ALASKA COMMUNICATIONS SYSTEMS GROUP INC | CV SR SUB NT | 01167PAE1 | 5,679 | 6,055,000 | PRN | DFND | 1,2,3,4 | 6,055,000 | 0 | 0 | |
ALERE INC | 3% CV CUM PFD PERP SER B | 01449J204 | 31,730 | 100,733 | SH | DFND | 1,2,3,4 | 100,733 | 0 | 0 | |
ALERE INC | CV SR SUB NT | 01449JAA3 | 27,840 | 26,613,000 | PRN | DFND | 1,2,3,4 | 26,613,000 | 0 | 0 | |
ALLIANCE HEALTHCARE SERVICES | COMMON STOCK | 018606301 | 99,839 | 4,756,491 | SH | DFND | 1,2,3,4 | 4,756,491 | 0 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTIONS | CV SR UNSEC NT | 01988PAD0 | 65,284 | 65,735,000 | PRN | DFND | 1,2,3,4 | 65,735,000 | 0 | 0 | |
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 220,340 | 9,328,530 | SH | DFND | 1,2,3,4 | 9,328,530 | 0 | 0 | |
ALPHA NATURAL RESOURCES | CV SR UNSEC NT | 02076XAE2 | 5,733 | 11,365,000 | PRN | DFND | 1,2,3,4 | 11,365,000 | 0 | 0 | |
AMERICAN INTERNATIONAL GROUP | COMMON STOCK | 026874784 | 2,470 | 44,100 | SH | DFND | 1,2,3,4 | 44,100 | 0 | 0 | |
AMERICAN REALTY CAP PROP | CV SR UNSEC NT REIT | 02917TAA2 | 11,059 | 12,000,000 | PRN | DFND | 1,2,3,4 | 12,000,000 | 0 | 0 | |
AMERICAN REALTY CAP PROP | CV SR UNSEC NT REIT | 02917TAB0 | 49,772 | 53,945,000 | PRN | DFND | 1,2,3,4 | 53,945,000 | 0 | 0 | |
AMSURG CORP | 5.25% MAND CV PFD | 03232P504 | 33,438 | 295,904 | SH | DFND | 1,2,3,4 | 295,904 | 0 | 0 | |
ANGLOGOLD ASHANTI-SPON ADR | ADR | 035128206 | 16,380 | 1,882,744 | SH | DFND | 1,2,3,4 | 1,882,744 | 0 | 0 | |
ANNALY CAPITAL MGMT | CV SR UNSEC NT | 035710AB8 | 9,251 | 9,257,000 | PRN | DFND | 1,2,3,4 | 9,257,000 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FIN REIT | CV SR UNSEC NT | 03762UAA3 | 16,438 | 16,505,000 | PRN | DFND | 1,2,3,4 | 16,505,000 | 0 | 0 | |
APOLLO GLOBAL MANAGEMENT - A | COMMON STOCK | 037612306 | 23,580 | 1,000,000 | SH | DFND | 1,2,3,4 | 1,000,000 | 0 | 0 | |
APOLLO INVESTMENT CORP | CV SR UNSEC NT | 03761UAE6 | 5,699 | 5,525,000 | PRN | DFND | 1,2,3,4 | 5,525,000 | 0 | 0 | |
ARCELORMITTAL | MAND 6% CV SR SUB NT | L0302D178 | 6,403 | 363,100 | PRN | DFND | 1,2,3,4 | 363,100 | 0 | 0 | |
ARES CAPITAL CORP | CV SR UNSEC NT | 04010LAG8 | 15,882 | 15,374,000 | PRN | DFND | 1,2,3,4 | 15,374,000 | 0 | 0 | |
ARES COMMERCIAL REAL ESTATE | CV SR UNSEC NT | 04013VAB4 | 11,297 | 11,025,000 | PRN | DFND | 1,2,3,4 | 11,025,000 | 0 | 0 | |
ASCENT CAPITAL GROUP INC | CV SR UNSEC NT | 043632AA6 | 4,531 | 5,420,000 | PRN | DFND | 1,2,3,4 | 5,420,000 | 0 | 0 | |
AV HOMES INC | CV SR UNSEC NT | 053494AG5 | 10,124 | 10,147,000 | PRN | DFND | 1,2,3,4 | 10,147,000 | 0 | 0 | |
B2GOLD CORP | CV SR SUB NT PNC | 11777QAB6 | 5,313 | 5,960,000 | PRN | DFND | 1,2,3,4 | 5,960,000 | 0 | 0 | |
BAIDU INC - SPON ADR | ADR | 056752108 | 31,558 | 138,429 | SH | DFND | 1,2,3,4 | 138,429 | 0 | 0 | |
BANC OF CALIFORNIA INC | COMMON STOCK | 05990K106 | 37,724 | 3,288,947 | SH | DFND | 1,2,3,4 | 3,288,947 | 0 | 0 | |
BANK OF AMERICA CORP | 7.25% CV NON-CUM PFD PERP SER-L PNC | 060505682 | 5,820 | 5,000 | SH | DFND | 1,2,3,4 | 5,000 | 0 | 0 | |
BGC PARTNERS INC | CV SR UNSEC NT | 05541TAD3 | 14,175 | 13,145,000 | PRN | DFND | 1,2,3,4 | 13,145,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL | CV SR SUB NT | 09061GAE1 | 42,718 | 36,083,000 | PRN | DFND | 1,2,3,4 | 36,083,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL | CV SR SUB NT | 09061GAF8 | 87,691 | 71,763,000 | PRN | DFND | 1,2,3,4 | 71,763,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TR | CV SR UNSEC NT REIT | 09257WAA8 | 635 | 598,000 | PRN | DFND | 1,2,3,4 | 598,000 | 0 | 0 | |
BLUCORA INC | CV SR UNSEC NT | 095229AB6 | 6,375 | 6,733,000 | PRN | DFND | 1,2,3,4 | 6,733,000 | 0 | 0 | |
BPZ RESOURCES INC | CV SR UNSEC NT | 055639AC2 | 6,681 | 20,800,000 | PRN | DFND | 1,2,3,4 | 20,800,000 | 0 | 0 | |
BRF SA-ADR | ADR | 10552T107 | 53,535 | 2,292,713 | SH | DFND | 1,2,3,4 | 2,292,713 | 0 | 0 | |
BROOKDALE SENIOR LIVING | CV SR UNSEC NT | 112463AA2 | 83,468 | 61,227,000 | PRN | DFND | 1,2,3,4 | 61,227,000 | 0 | 0 | |
CAPITAL PRODUCT PARTNERS LP | COMMON STOCK | Y11082107 | 2,200 | 275,000 | SH | DFND | 1,2,3,4 | 275,000 | 0 | 0 | |
CARDTRONICS INC | CV SR UNSEC NT | 14161HAG3 | 51,990 | 52,388,000 | PRN | DFND | 1,2,3,4 | 52,388,000 | 0 | 0 | |
CEMEX SAB DE CV | CV SUB NT | 151290AV5 | 9,546 | 9,235,000 | PRN | DFND | 1,2,3,4 | 9,235,000 | 0 | 0 | |
CEMEX SAB-SPONS ADR PART CER | ADR | 151290889 | 44,643 | 4,381,037 | SH | DFND | 1,2,3,4 | 4,381,037 | 0 | 0 | |
CENTURY COMMUNITIES INC | COMMON STOCK | 156504300 | 17,677 | 1,022,980 | SH | DFND | 1,2,3,4 | 1,022,980 | 0 | 0 | |
CHART INDUSTRIES INC | CV SR SUB NT | 16115QAC4 | 23,873 | 24,856,000 | PRN | DFND | 1,2,3,4 | 24,856,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | CV SR UNSEC NT CPDI | 165167BZ9 | 5,849 | 6,000,000 | PRN | DFND | 1,2,3,4 | 6,000,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | CV SR UNSEC NT CPDI | 165167CB1 | 9,736 | 10,700,000 | PRN | DFND | 1,2,3,4 | 10,700,000 | 0 | 0 | |
CHINA UNICOM HONG KONG-ADR | ADR | 16945R104 | 2,982 | 221,700 | SH | DFND | 1,2,3,4 | 221,700 | 0 | 0 | |
COBALT INTL ENERGY INC | CV SR UNSEC NT | 19075FAA4 | 2,177 | 3,500,000 | PRN | DFND | 1,2,3,4 | 3,500,000 | 0 | 0 | |
COBALT INTL ENERGY INC | CV SR UNSEC NT PNC | 19075FAB2 | 52,610 | 78,500,000 | PRN | DFND | 1,2,3,4 | 78,500,000 | 0 | 0 | |
COLONY FINANCIAL INC | CV SR UNSEC NT REIT PNC | 19624RAA4 | 29,801 | 27,873,000 | PRN | DFND | 1,2,3,4 | 27,873,000 | 0 | 0 | |
COLONY FINANCIAL INC | CV SR UNSEC NT REIT PNC | 19624RAB2 | 769 | 749,000 | PRN | DFND | 1,2,3,4 | 749,000 | 0 | 0 | |
CONTANGO OIL & GAS | COMMON STOCK | 21075N204 | 37,653 | 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 | 22822V200 | 57,768 | 563,145 | SH | DFND | 1,2,3,4 | 563,145 | 0 | 0 | |
CTRIP.COM INTERNATIONAL LTD | CV SR UNSEC NT | 22943FAD2 | 30,528 | 31,171,000 | PRN | DFND | 1,2,3,4 | 31,171,000 | 0 | 0 | |
CUBIST PHARMACEUTICALS | CV SR UNSEC NT | 229678AH0 | 1,126 | 824,000 | PRN | DFND | 1,2,3,4 | 824,000 | 0 | 0 | |
DEPOMED INC | CV SR UNSEC NT PNC | 249908AA2 | 44,673 | 41,000,000 | PRN | DFND | 1,2,3,4 | 41,000,000 | 0 | 0 | |
DIAMOND FOODS INC | COMMON STOCK | 252603105 | 124,801 | 4,420,859 | SH | DFND | 1,2,3,4 | 4,420,859 | 0 | 0 | |
DIANA SHIPPING INC | COMMON STOCK | Y2066G104 | 3,253 | 484,800 | SH | DFND | 1,2,3,4 | 484,800 | 0 | 0 | |
DYNEGY INC | COMMON STOCK | 26817R108 | 308,044 | 10,149,712 | SH | DFND | 1,2,3,4 | 10,149,712 | 0 | 0 | |
EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A127 | 209,744 | 14,297,424 | SH | DFND | 1,2,3,4 | 14,297,424 | 0 | 0 | |
EMULEX CORPORATION | CV SR UNSEC NT | 292475AF7 | 4,606 | 5,065,000 | PRN | DFND | 1,2,3,4 | 5,065,000 | 0 | 0 | |
ENERGY XXI LTD | CV SR UNSEC NT | 29274UAB7 | 992 | 3,331,000 | PRN | DFND | 1,2,3,4 | 3,331,000 | 0 | 0 | |
EPR PROPERTIES | 5.75% CV PERP PFD SER-C REIT | 26884U208 | 2,833 | 121,071 | SH | DFND | 1,2,3,4 | 121,071 | 0 | 0 | |
EPR PROPERTIES | 9% CV PERP PFD SER-E REIT PNC | 26884U307 | 1,942 | 61,650 | SH | DFND | 1,2,3,4 | 61,650 | 0 | 0 | |
EXCO RESOURCES INC | COMMON STOCK | 269279402 | 98,026 | 45,173,682 | SH | DFND | 1,2,3,4 | 45,173,682 | 0 | 0 | |
FIFTH STREET FINANCE | CV SR UNSEC NT | 31679BAC4 | 14,313 | 13,895,000 | PRN | DFND | 1,2,3,4 | 13,895,000 | 0 | 0 | |
FIRST BANCORP PUERTO RICO | COMMON STOCK | 318672706 | 245,622 | 41,843,581 | SH | DFND | 1,2,3,4 | 41,843,581 | 0 | 0 | |
FOREST CITY ENTERPRISES | CV SR UNSEC NT PNC | 345550AP2 | 36,865 | 32,321,000 | PRN | DFND | 1,2,3,4 | 32,321,000 | 0 | 0 | |
GAIN CAPITAL HOLDINGS INC | CV SR UNSEC NT PNC | 36268WAB6 | 6,418 | 6,128,000 | PRN | DFND | 1,2,3,4 | 6,128,000 | 0 | 0 | |
GENERAL CABLE CORP | CV SUB NT MULTI-CPN PNC | 369300AL2 | 4,108 | 5,817,000 | PRN | DFND | 1,2,3,4 | 5,817,000 | 0 | 0 | |
GENESEE & WYOMING INC | 5% MAND CV PFD EQUITY UNITS | 371559204 | 35,780 | 308,300 | SH | DFND | 1,2,3,4 | 308,300 | 0 | 0 | |
GETTY REALTY CORP | COMMON STOCK REIT | 374297109 | 24,225 | 1,330,319 | SH | DFND | 1,2,3,4 | 1,330,319 | 0 | 0 | |
GOLDEN STAR RESOURCES | CV SR UNSEC NT | 38119TAE4 | 3,061 | 8,750,000 | PRN | DFND | 1,2,3,4 | 8,750,000 | 0 | 0 | |
GOODRICH PETROLEUM CORP | CV SR UNSEC NT PNC | 382410AG3 | 1,858 | 3,500,000 | PRN | DFND | 1,2,3,4 | 3,500,000 | 0 | 0 | |
GRUPO TELEVISA SA-SPON ADR | ADR | 40049J206 | 39,534 | 1,160,710 | SH | DFND | 1,2,3,4 | 1,160,710 | 0 | 0 | |
GSV CAPITAL CORP | CV SR UNSEC NT | 36191JAB7 | 8,837 | 9,649,000 | PRN | DFND | 1,2,3,4 | 9,649,000 | 0 | 0 | |
HANWHA SOLARONE CO LTD | CV SR UNSEC NT | 83415UAB4 | 29,040 | 29,330,000 | PRN | DFND | 1,2,3,4 | 29,330,000 | 0 | 0 | |
HEADWATERS INC | CV SR SUB NT | 42210PAR3 | 10,202 | 9,646,000 | PRN | DFND | 1,2,3,4 | 9,646,000 | 0 | 0 | |
HEARTWARE INTERNATIONAL | CV SR UNSEC NT | 422368AA8 | 22,713 | 21,162,000 | PRN | DFND | 1,2,3,4 | 21,162,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS | CV SR UNSEC NT CPDI | 42330PAG2 | 9,110 | 8,197,000 | PRN | DFND | 1,2,3,4 | 8,197,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT SER-2010 CPDI | 436440AB7 | 29,161 | 23,184,000 | PRN | DFND | 1,2,3,4 | 23,184,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 | 106,238 | 95,154,000 | PRN | DFND | 1,2,3,4 | 95,154,000 | 0 | 0 | |
HOLOGIC INC | CV SR UNSEC NT 2%/0% MULTI-CPN | 436440AG6 | 8,420 | 7,598,000 | PRN | DFND | 1,2,3,4 | 7,598,000 | 0 | 0 | |
ICICI BANK LTD-SPON ADR | ADR | 45104G104 | 46,560 | 4,031,168 | SH | DFND | 1,2,3,4 | 4,031,168 | 0 | 0 | |
ICONIX BRAND GROUP INC | CV SR SUB NT | 451055AE7 | 878 | 739,000 | PRN | DFND | 1,2,3,4 | 739,000 | 0 | 0 | |
ICONIX BRAND GROUP INC | CV SR SUB NT | 451055AF4 | 9,974 | 8,395,000 | PRN | DFND | 1,2,3,4 | 8,395,000 | 0 | 0 | |
INCYTE CORP LTD | CV SR UNSEC NT | 45337CAM4 | 12,546 | 8,350,000 | PRN | DFND | 1,2,3,4 | 8,350,000 | 0 | 0 | |
INSULET CORPORATION | CV SR UNSEC NT PNC | 45784PAD3 | 39,864 | 33,213,000 | PRN | DFND | 1,2,3,4 | 33,213,000 | 0 | 0 | |
INTEROIL CORP | CV SR UNSEC NT PNC | 460951AC0 | 7,156 | 7,150,000 | PRN | DFND | 1,2,3,4 | 7,150,000 | 0 | 0 | |
INVENSENSE INC | CV SR UNSEC NT | 46123DAB2 | 33,548 | 33,653,000 | PRN | DFND | 1,2,3,4 | 33,653,000 | 0 | 0 | |
IRIDIUM COMMUNICATIONS INC | 6.75% CV CUM PERP SER-B PFD PNC | 46269C409 | 28,357 | 77,500 | SH | DFND | 1,2,3,4 | 77,500 | 0 | 0 | |
ITAU UNIBANCO H-SPON PRF ADR | ADR | 465562106 | 51,869 | 3,986,869 | SH | DFND | 1,2,3,4 | 3,986,869 | 0 | 0 | |
IXIA | CV SR UNSEC NT | 45071RAB5 | 8,716 | 8,699,000 | PRN | DFND | 1,2,3,4 | 8,699,000 | 0 | 0 | |
J2 GLOBAL COMMUNICATIONS | CV SR UNSEC NT CPDI | 48123VAC6 | 60,352 | 54,309,000 | PRN | DFND | 1,2,3,4 | 54,309,000 | 0 | 0 | |
JARDEN CORP | CV SR SUB NT | 471109AL2 | 59,173 | 44,600,000 | PRN | DFND | 1,2,3,4 | 44,600,000 | 0 | 0 | |
JD.COM INC-ADR | ADR | 47215P106 | 31,506 | 1,361,550 | SH | DFND | 1,2,3,4 | 1,361,550 | 0 | 0 | |
JDS UNIPHASE CORP | CV SR UNSEC NT | 46612JAF8 | 932 | 880,000 | PRN | DFND | 1,2,3,4 | 880,000 | 0 | 0 | |
KEYW HOLDING CORP | CV SR UNSEC NT | 493723AA8 | 27,834 | 30,345,000 | PRN | DFND | 1,2,3,4 | 30,345,000 | 0 | 0 | |
LIBERTY MEDIA CORP | CV SR UNSEC NT | 531229AB8 | 84,025 | 84,740,000 | PRN | DFND | 1,2,3,4 | 84,740,000 | 0 | 0 | |
MACQUARIE INFRASTRUCTURE | CV SR UNSEC NT | 55608BAA3 | 31,334 | 27,640,000 | PRN | DFND | 1,2,3,4 | 27,640,000 | 0 | 0 | |
MASONITE INTERNATIONAL CORP | COMMON STOCK | 575385109 | 149,753 | 2,436,585 | SH | DFND | 1,2,3,4 | 2,436,585 | 0 | 0 | |
MEDIDATA SOLUTIONS INC | CV SR UNSEC NT | 58471AAB1 | 60,266 | 54,721,000 | PRN | DFND | 1,2,3,4 | 54,721,000 | 0 | 0 | |
MENTOR GRAPHICS CORP | CV SUB UNSEC NT | 587200AK2 | 40,293 | 33,166,000 | PRN | DFND | 1,2,3,4 | 33,166,000 | 0 | 0 | |
METALICO INC | COMMON STOCK | 591176102 | 1,881 | 5,534,605 | SH | DFND | 1,2,3,4 | 5,534,605 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 99,773 | 10,705,200 | SH | DFND | 1,2,3,4 | 10,705,200 | 0 | 0 | |
MICRON TECHNOLOGY INC | CV SR UNSEC NT SER-G PNC | 595112AY9 | 87,295 | 65,901,000 | PRN | DFND | 1,2,3,4 | 65,901,000 | 0 | 0 | |
MOBILE TELESYSTEMS-SP ADR | COMMON STOCK ADR | 607409109 | 240 | 33,500 | SH | DFND | 1,2,3,4 | 33,500 | 0 | 0 | |
MOLINA HEALTHCARE INC | CV SR UNSEC NT | 60855RAC4 | 22,855 | 16,457,000 | PRN | DFND | 1,2,3,4 | 16,457,000 | 0 | 0 | |
MOLINA HEALTHCARE INC | CV SR UNSEC NT | 60855RAD2 | 24,880 | 22,300,000 | PRN | DFND | 1,2,3,4 | 22,300,000 | 0 | 0 | |
NAVISTAR INTL CORP | CV SR SUB NT | 63934EAQ1 | 628 | 663,000 | PRN | DFND | 1,2,3,4 | 663,000 | 0 | 0 | |
NETSUITE INC | CV SR UNSEC NT | 64118QAB3 | 25,256 | 22,457,000 | PRN | DFND | 1,2,3,4 | 22,457,000 | 0 | 0 | |
NMI HOLDINGS INC-CLASS A | COMMON STOCK | 629209305 | 24,552 | 2,689,080 | SH | DFND | 1,2,3,4 | 2,689,080 | 0 | 0 | |
NRG ENERGY INC | COMMON STOCK | 629377508 | 19,215 | 713,000 | SH | DFND | 1,2,3,4 | 713,000 | 0 | 0 | |
NUANCE COMMUNICATIONS | CV SR UNSEC NT | 67020YAF7 | 16,521 | 16,602,000 | PRN | DFND | 1,2,3,4 | 16,602,000 | 0 | 0 | |
NUVASIVE INC | CV SR UNSEC NT | 670704AC9 | 105,270 | 82,053,000 | PRN | DFND | 1,2,3,4 | 82,053,000 | 0 | 0 | |
NVIDIA CORP | CV SR UNSEC NT | 67066GAC8 | 112,397 | 98,363,000 | PRN | DFND | 1,2,3,4 | 98,363,000 | 0 | 0 | |
NXP SEMICONDUCTOR NV | CV SR UNSEC NT 144A | N6596XAA7 | 94,404 | 91,900,000 | PRN | DFND | 1,2,3,4 | 91,900,000 | 0 | 0 | |
NY COMMUNITY CAP TRUST V | 6% CV PFD (BONUSES) PNC | 64944P307 | 3,088 | 61,960 | SH | DFND | 1,2,3,4 | 61,960 | 0 | 0 | |
OCWEN FINANCIAL CORP | COMMON STOCK | 675746309 | 3,578 | 237,000 | SH | DFND | 1,2,3,4 | 237,000 | 0 | 0 | |
OI SA-ADR | COMMON STOCK - ADR | 670851302 | 1,161 | 346,452 | SH | DFND | 1,2,3,4 | 346,452 | 0 | 0 | |
OI SA-ADR | PREFERRED STOCK ADR | 670851401 | 3,146 | 986,395 | SH | DFND | 1,2,3,4 | 986,395 | 0 | 0 | |
OMNICARE INC | CV SR SUB NT CPDI | 681904AQ1 | 99,253 | 82,624,000 | PRN | DFND | 1,2,3,4 | 82,624,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | CV SR SUB NT SER-B | 682189AH8 | 97,767 | 81,834,000 | PRN | DFND | 1,2,3,4 | 81,834,000 | 0 | 0 | |
PAR PETROLEUM CORP | COMMON STOCK | 69888T207 | 3,102 | 190,862 | SH | DFND | 1,2,3,4 | 190,862 | 0 | 0 | |
PENNYMAC CORP | CV SR UNSEC NT REIT | 70932AAB9 | 15,820 | 16,526,000 | PRN | DFND | 1,2,3,4 | 16,526,000 | 0 | 0 | |
PETROLEO BRASILEIRO-SPON ADR | ADR | 71654V408 | 47,807 | 6,548,845 | SH | DFND | 1,2,3,4 | 6,548,845 | 0 | 0 | |
PETROLEO BRASIL-SP PREF ADR | ADR | 71654V101 | 3,488 | 460,200 | SH | DFND | 1,2,3,4 | 460,200 | 0 | 0 | |
PHOTRONICS INC | CV SR UNSEC NT | 719405AH5 | 26,340 | 25,007,000 | PRN | DFND | 1,2,3,4 | 25,007,000 | 0 | 0 | |
PRICELINE GROUP INC/THE | CV SR UNSEC NT | 741503AS5 | 83,602 | 74,025,000 | PRN | DFND | 1,2,3,4 | 74,025,000 | 0 | 0 | |
PROLOGIS LP | CV SR UNSEC NT REIT | 74340XAT8 | 776 | 691,000 | PRN | DFND | 1,2,3,4 | 691,000 | 0 | 0 | |
PROOFPOINT INC | CV SR UNSEC NT PNC | 743424AB9 | 39,189 | 28,245,000 | PRN | DFND | 1,2,3,4 | 28,245,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAD4 | 11,544 | 11,421,000 | PRN | DFND | 1,2,3,4 | 11,421,000 | 0 | 0 | |
PROSPECT CAPITAL CORP | CV SR UNSEC NT | 74348TAL6 | 7,037 | 7,070,000 | PRN | DFND | 1,2,3,4 | 7,070,000 | 0 | 0 | |
PULSE ELECTRONICS CORP | COMMON STOCK | 74586W205 | 27,119 | 11,999,585 | SH | DFND | 1,2,3,4 | 11,999,585 | 0 | 0 | |
RAIT FINANCIAL TRUST | CV SR UNSEC NT REIT | 749227AB0 | 12,437 | 13,895,000 | PRN | DFND | 1,2,3,4 | 13,895,000 | 0 | 0 | |
REDWOOD TRUST INC | CV SR UNSEC NT REIT | 758075AB1 | 6,645 | 6,737,000 | PRN | DFND | 1,2,3,4 | 6,737,000 | 0 | 0 | |
RESOURCE CAPITAL CORP | CV SR UNSEC NT REIT | 76120WAA2 | 8,471 | 8,689,000 | PRN | DFND | 1,2,3,4 | 8,689,000 | 0 | 0 | |
ROCK-TENN COMPANY -CL A | COMMON STOCK | 772739207 | 30,663 | 502,832 | SH | DFND | 1,2,3,4 | 502,832 | 0 | 0 | |
RTI INTERNATIONAL METALS | CV SR UNSEC NT | 74973WAB3 | 44,291 | 45,593,000 | PRN | DFND | 1,2,3,4 | 45,593,000 | 0 | 0 | |
SALESFORCE.COM INC | CV SR UNSEC NT | 79466LAD6 | 90,967 | 79,935,000 | PRN | DFND | 1,2,3,4 | 79,935,000 | 0 | 0 | |
SANDISK CORP | CV SR UNSEC NT | 80004CAF8 | 48,521 | 40,328,000 | PRN | DFND | 1,2,3,4 | 40,328,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI | 81170YAB5 | 35,438 | 38,546,000 | PRN | DFND | 1,2,3,4 | 38,546,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI PNC | 811904AM3 | 59,195 | 55,420,000 | PRN | DFND | 1,2,3,4 | 55,420,000 | 0 | 0 | |
SEQUENOM INC | CV SR UNSEC NT PNC | 817337AB4 | 1,036 | 1,000,000 | PRN | DFND | 1,2,3,4 | 1,000,000 | 0 | 0 | |
SERVICENOW INC | CV SR UNSEC NT | 81762PAB8 | 818 | 718,000 | PRN | DFND | 1,2,3,4 | 718,000 | 0 | 0 | |
SINA CORP | CV SR UNSEC NT | 82922RAD5 | 11,526 | 12,500,000 | PRN | DFND | 1,2,3,4 | 12,500,000 | 0 | 0 | |
SOUFUN HOLDINGS LIMITED | CV SR UNSEC NT | 836034AB4 | 9,384 | 10,650,000 | PRN | DFND | 1,2,3,4 | 10,650,000 | 0 | 0 | |
SPECTRANETICS CORP | CV SR UNSEC NT PNC | 84760CAA5 | 59,047 | 45,797,000 | PRN | DFND | 1,2,3,4 | 45,797,000 | 0 | 0 | |
SPIRIT REALTY CAPITAL INC | CV SR UNSEC NT REIT | 84860WAA0 | 12,879 | 13,260,000 | PRN | DFND | 1,2,3,4 | 13,260,000 | 0 | 0 | |
SPIRIT REALTY CAPITAL INC | CV SR UNSEC NT REIT | 84860WAB8 | 573 | 590,000 | PRN | DFND | 1,2,3,4 | 590,000 | 0 | 0 | |
STANLEY BLACK & DECKER INC | 6.25% MAND CV PFD EQUITY UNITS | 854502804 | 1,338 | 11,367 | SH | DFND | 1,2,3,4 | 11,367 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K121 | 336,098 | 51,234,231 | SH | DFND | 1,2,3,4 | 51,234,231 | 0 | 0 | |
STARWOOD PROPERTY TRUST | CV SR UNSEC NT REIT | 85571BAA3 | 277 | 260,000 | PRN | DFND | 1,2,3,4 | 260,000 | 0 | 0 | |
STARWOOD PROPERTY TRUST | CV SR UNSEC NT REIT | 85571BAC9 | 13,202 | 13,000,000 | PRN | DFND | 1,2,3,4 | 13,000,000 | 0 | 0 | |
STILLWATER MINING COMPANY | CV SR UNSEC NT | 86074QAL6 | 557 | 449,000 | PRN | DFND | 1,2,3,4 | 449,000 | 0 | 0 | |
STONE ENERGY CORP | CV SR UNSEC NT | 861642AN6 | 65,919 | 74,956,000 | PRN | DFND | 1,2,3,4 | 74,956,000 | 0 | 0 | |
STORE CAPITAL CORP | COMMON STOCK REIT | 862121100 | 1,775,232 | 82,148,645 | SH | DFND | 1,2,3,4 | 82,148,645 | 0 | 0 | |
SUNPOWER CORP | CV SR UNSEC NT | 867652AG4 | 9,785 | 8,000,000 | PRN | DFND | 1,2,3,4 | 8,000,000 | 0 | 0 | |
SYNCHRONOSS TECHNOLOGIES | CV SR UNSEC NT | 87157BAA1 | 31,236 | 29,420,000 | PRN | DFND | 1,2,3,4 | 29,420,000 | 0 | 0 | |
TAIWAN SEMICONDUCTOR-SP ADR | ADR | 874039100 | 109,389 | 4,887,784 | SH | DFND | 1,2,3,4 | 4,887,784 | 0 | 0 | |
TATA MOTORS LTD-SPON ADR | ADR | 876568502 | 52,075 | 1,231,661 | SH | DFND | 1,2,3,4 | 1,231,661 | 0 | 0 | |
TELECOM ARGENTINA SA-SP ADR | COMMON STOCK ADR | 879273209 | 10,060 | 519,851 | SH | DFND | 1,2,3,4 | 519,851 | 0 | 0 | |
TERNIUM SA-SPONSORED ADR | ADR | 880890108 | 2,138 | 121,200 | SH | DFND | 1,2,3,4 | 121,200 | 0 | 0 | |
TESLA MOTORS INC | CV SR UNSEC NT | 88160RAB7 | 991 | 1,071,000 | PRN | DFND | 1,2,3,4 | 1,071,000 | 0 | 0 | |
TESLA MOTORS INC | CV SR UNSEC NT | 88160RAC5 | 61,470 | 67,870,000 | PRN | DFND | 1,2,3,4 | 67,870,000 | 0 | 0 | |
TITAN MACHINERY INC | CV SR UNSEC NT | 88830RAB7 | 6,546 | 9,034,000 | PRN | DFND | 1,2,3,4 | 9,034,000 | 0 | 0 | |
TOWNSQUARE MEDIA INC - CL A | COMMON STOCK | 892231101 | 21,057 | 1,595,224 | SH | DFND | 1,2,3,4 | 1,595,224 | 0 | 0 | |
TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK - ADR | 893870204 | 1,916 | 547,476 | SH | DFND | 1,2,3,4 | 547,476 | 0 | 0 | |
TRIBUNE MEDIA CO - A | COMMON STOCK | 896047503 | 1,121,613 | 18,765,484 | SH | DFND | 1,2,3,4 | 18,765,484 | 0 | 0 | |
TRIBUNE PUBLISHING CO | COMMON STOCK | 896082104 | 107,433 | 4,691,371 | SH | DFND | 1,2,3,4 | 4,691,371 | 0 | 0 | |
TRINA SOLAR LTD-SPON ADR | ADR | 89628E104 | 34,741 | 3,751,724 | SH | DFND | 1,2,3,4 | 3,751,724 | 0 | 0 | |
TTM TECHNOLOGIES | CV SR UNSEC NT | 87305RAC3 | 11,007 | 10,999,000 | PRN | DFND | 1,2,3,4 | 10,999,000 | 0 | 0 | |
TTM TECHNOLOGIES INC | CV SR UNSEC NT | 87305RAD1 | 29,091 | 30,246,000 | PRN | DFND | 1,2,3,4 | 30,246,000 | 0 | 0 | |
VALE SA-SP PREF ADR | ADR | 91912E204 | 48,778 | 6,718,672 | SH | DFND | 1,2,3,4 | 6,718,672 | 0 | 0 | |
VECTOR GROUP LTD | CV SR UNSEC NT | 92240MBC1 | 9,078 | 8,500,000 | PRN | DFND | 1,2,3,4 | 8,500,000 | 0 | 0 | |
VERINT SYSTEMS INC | CV SR UNSEC NT | 92343XAA8 | 93,358 | 84,015,000 | PRN | DFND | 1,2,3,4 | 84,015,000 | 0 | 0 | |
VIMPELCOM LTD-SPON ADR | COMMON STOCK ADR | 92719A106 | 7,010 | 1,678,900 | SH | DFND | 1,2,3,4 | 1,678,900 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | COMMON STOCK | 928298108 | 30,776 | 2,175,000 | SH | DFND | 1,2,3,4 | 2,175,000 | 0 | 0 | |
VOLCANO CORP | CV SR UNSEC NT | 928645AB6 | 7,161 | 7,189,000 | PRN | DFND | 1,2,3,4 | 7,189,000 | 0 | 0 | |
WALTER INVESTMENT MGMT | CV SR SUB NT | 93317WAA0 | 3,786 | 5,000,000 | PRN | DFND | 1,2,3,4 | 5,000,000 | 0 | 0 | |
WEB.COM GROUP INC | CV SR UNSEC NT PNC | 94733AAA2 | 4,538 | 4,938,000 | PRN | DFND | 1,2,3,4 | 4,938,000 | 0 | 0 | |
WEBMD HEALTH CORP | CV SR UNSEC NT | 94770VAF9 | 18,342 | 18,300,000 | PRN | DFND | 1,2,3,4 | 18,300,000 | 0 | 0 | |
WEBMD HEALTH CORP | CV UNSEC NT | 94770VAK8 | 31,061 | 30,925,000 | PRN | DFND | 1,2,3,4 | 30,925,000 | 0 | 0 | |
WELLS FARGO & COMPANY | 7.50% CV PFD CL-A SER-L PERP PNC | 949746804 | 9,909 | 8,158 | SH | DFND | 1,2,3,4 | 8,158 | 0 | 0 | |
WILLIAMS PARTNERS LP | COMMON STOCK | 96950F104 | 5,251 | 117,333 | SH | DFND | 1,2,3,4 | 117,333 | 0 | 0 | |
WRIGHT MEDICAL GROUP INC | CV SR UNSEC NT | 98235TAC1 | 62,511 | 51,357,000 | PRN | DFND | 1,2,3,4 | 51,357,000 | 0 | 0 | |
YANDEX NV | COMMON STOCK | N97284108 | 1,176 | 65,500 | SH | DFND | 1,2,3,4 | 65,500 | 0 | 0 | |
YANDEX NV | CV SR UNSEC NT 144A | N97284AA6 | 8,688 | 10,500,000 | PRN | DFND | 1,2,3,4 | 10,500,000 | 0 | 0 |