The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 28,311 27,738,000 PRN   DFND 1,2,3,4 27,738,000 0 0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC CV SR SUB NT 01167PAE1 6,133 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
ALERE INC 3% CV CUM PFD PERP SER B 01449J204 52,760 147,733 SH   DFND 1,2,3,4 147,733 0 0
ALERE INC CV SR SUB NT 01449JAA3 21,896 17,613,000 PRN   DFND 1,2,3,4 17,613,000 0 0
ALLERGAN PFD CONV SER A G0177J108 74,243 71,000 SH   DFND 1,2,3,4 71,000 0 0
ALLIANCE HEALTHCARE SERVICES COMMON STOCK 018606301 88,899 4,756,491 SH   DFND 1,2,3,4 4,756,491 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS CV SR UNSEC NT 01988PAD0 9,557 9,235,000 PRN   DFND 1,2,3,4 9,235,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 201,948 9,003,530 SH   DFND 1,2,3,4 9,003,530 0 0
ALPHA NATURAL RESOURCES CV SR UNSEC NT 02076XAE2 923 11,365,000 PRN   DFND 1,2,3,4 11,365,000 0 0
AMERICA MOVIL-SPN ADR CL L ADR 02364W105 31,340 1,470,686 SH   DFND 1,2,3,4 1,470,686 0 0
AMERICAN REALTY CAP PROP CV SR UNSEC NT REIT 02917TAA2 14,375 15,200,000 PRN   DFND 1,2,3,4 15,200,000 0 0
AMERICAN REALTY CAP PROP CV SR UNSEC NT REIT 02917TAB0 15,100 16,000,000 PRN   DFND 1,2,3,4 16,000,000 0 0
AMSURG CORP 5.25% MAND CV PFD 03232P504 692 4,954 SH   DFND 1,2,3,4 4,954 0 0
AMTRUST FINANCIAL SERVICES INC CV SR UNSEC NT PNC CPDI 032359AG6 43,021 44,500,000 PRN   DFND 1,2,3,4 44,500,000 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 19,021 2,125,297 SH   DFND 1,2,3,4 2,125,297 0 0
APOLLO COMMERCIAL REAL ESTATE FIN REIT CV SR UNSEC NT 03762UAA3 17,054 17,000,000 PRN   DFND 1,2,3,4 17,000,000 0 0
APOLLO GLOBAL MANAGEMENT - A COMMON STOCK 037612306 22,150 1,000,000 SH   DFND 1,2,3,4 1,000,000 0 0
ARCELORMITTAL MAND 6% CV SR SUB NT L0302D178 4,088 256,300 PRN   DFND 1,2,3,4 256,300 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAG8 8,214 7,900,000 PRN   DFND 1,2,3,4 7,900,000 0 0
ARES COMMERCIAL REAL ESTATE CV SR UNSEC NT 04013VAB4 9,731 9,525,000 PRN   DFND 1,2,3,4 9,525,000 0 0
AV HOMES INC CV SR UNSEC NT 053494AG5 10,500 10,497,000 PRN   DFND 1,2,3,4 10,497,000 0 0
B2GOLD CORP CV SR SUB NT PNC 11777QAB6 17,728 19,781,000 PRN   DFND 1,2,3,4 19,781,000 0 0
BANC OF CALIFORNIA INC COMMON STOCK 05990K106 39,321 2,859,702 SH   DFND 1,2,3,4 2,859,702 0 0
BANCO BRADESCO-ADR ADR 059460303 2,238 244,360 SH   DFND 1,2,3,4 244,360 0 0
BANCO SANTANDER-CHILE-ADR ADR 05965X109 17,876 882,768 SH   DFND 1,2,3,4 882,768 0 0
BANK OF AMERICA CORP 7.25% CV NON-CUM PFD PERP SER-L PNC 060505682 5,560 5,000 SH   DFND 1,2,3,4 5,000 0 0
BIOMARIN PHARMACEUTICAL CV SR SUB NT 09061GAE1 1,547 1,000,000 PRN   DFND 1,2,3,4 1,000,000 0 0
BLUCORA INC CV SR UNSEC NT 095229AB6 16,931 17,033,000 PRN   DFND 1,2,3,4 17,033,000 0 0
BRF SA-ADR ADR 10552T107 59,937 2,866,446 SH   DFND 1,2,3,4 2,866,446 0 0
BROOKDALE SENIOR LIVING CV SR UNSEC NT 112463AA2 81,072 61,727,000 PRN   DFND 1,2,3,4 61,727,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 34,119 34,695,000 PRN   DFND 1,2,3,4 34,695,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 1,478 189,264 SH   DFND 1,2,3,4 189,264 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 54,593 55,388,000 PRN   DFND 1,2,3,4 55,388,000 0 0
CEMEX SAB-SPONS ADR PART CER ADR 151290889 56,907 6,212,533 SH   DFND 1,2,3,4 6,212,533 0 0
CEMIG SA -SPONS ADR ADR 204409601 26,403 6,929,863 SH   DFND 1,2,3,4 6,929,863 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 24,698 1,226,931 SH   DFND 1,2,3,4 1,226,931 0 0
CEPHEID INC CV SR UNSEC NT 15670RAC1 59,447 51,500,000 PRN   DFND 1,2,3,4 51,500,000 0 0
CHART INDUSTRIES INC CV SR SUB NT 16115QAC4 9,251 9,525,000 PRN   DFND 1,2,3,4 9,525,000 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 28,707 38,000,000 PRN   DFND 1,2,3,4 38,000,000 0 0
CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 100,221 94,501,000 PRN   DFND 1,2,3,4 94,501,000 0 0
COBALT INTL ENERGY INC CV SR UNSEC NT 19075FAA4 2,224 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
COBALT INTL ENERGY INC CV SR UNSEC NT PNC 19075FAB2 57,110 78,000,000 PRN   DFND 1,2,3,4 78,000,000 0 0
COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAA4 37,108 35,373,000 PRN   DFND 1,2,3,4 35,373,000 0 0
CONTANGO OIL & GAS COMMON STOCK 21075N204 15,800 1,287,732 SH   DFND 1,2,3,4 1,287,732 0 0
CORSICANTO LTD CV SR UNSEC NT 220480AB3 4,283 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
CROWN CASTLE INTL CORP 4.5% MAND CV SER-A PFD 22822V200 37,908 368,145 SH   DFND 1,2,3,4 368,145 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAD2 1,719 1,500,000 PRN   DFND 1,2,3,4 1,500,000 0 0
DIAMOND FOODS INC COMMON STOCK 252603105 138,726 4,420,859 SH   DFND 1,2,3,4 4,420,859 0 0
DIANA SHIPPING INC COMMON STOCK Y2066G104 3,418 484,800 SH   DFND 1,2,3,4 484,800 0 0
DYNEGY INC COMMON STOCK 26817R108 286,515 9,795,396 SH   DFND 1,2,3,4 9,795,396 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A127 109,637 15,729,717 SH   DFND 1,2,3,4 15,729,717 0 0
ECHO GLOBAL LOGISTICS CV SR UNSEC NT 27875TAA9 38,541 35,500,000 PRN   DFND 1,2,3,4 35,500,000 0 0
EMERGENT BIOSOLUTIONS CV SR UNSEC NT PNC 29089QAB1 38,714 31,164,000 PRN   DFND 1,2,3,4 31,164,000 0 0
ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AF9 32,289 29,793,000 PRN   DFND 1,2,3,4 29,793,000 0 0
EXCO RESOURCES INC COMMON STOCK 269279402 53,305 45,173,682 SH   DFND 1,2,3,4 45,173,682 0 0
EXELIXIS INC CV SR SUB NT PNC 30161QAC8 6,248 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
FIFTH STREET FINANCE CV SR UNSEC NT 31679BAC4 7,726 7,540,000 PRN   DFND 1,2,3,4 7,540,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAM3 32,478 33,500,000 PRN   DFND 1,2,3,4 33,500,000 0 0
FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 201,686 41,843,581 SH   DFND 1,2,3,4 41,843,581 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 9,745 11,022,000 PRN   DFND 1,2,3,4 11,022,000 0 0
GAIN CAPITAL HOLDINGS INC CV SR UNSEC NT PNC 36268WAB6 3,796 3,500,000 PRN   DFND 1,2,3,4 3,500,000 0 0
GENER8 MARITIME INC COMMON STOCK Y26889108 177,904 13,052,534 SH   DFND 1,2,3,4 13,052,534 0 0
GENERAL CABLE CORP CV SUB NT MULTI-CPN PNC 369300AL2 9,278 10,895,000 PRN   DFND 1,2,3,4 10,895,000 0 0
GETTY REALTY CORP COMMON STOCK REIT 374297109 12,975 793,091 SH   DFND 1,2,3,4 793,091 0 0
GOLDEN OCEAN GROUP LTD COMMON STOCK G39637106 4,428 1,150,000 SH   DFND 1,2,3,4 1,150,000 0 0
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 52,757 1,359,026 SH   DFND 1,2,3,4 1,359,026 0 0
GSV CAPITAL CORP CV SR UNSEC NT 36191JAB7 9,725 10,103,000 PRN   DFND 1,2,3,4 10,103,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 12,279 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
HEALTHWAYS INC CV SR UNSEC NT 422245AB6 19,689 21,000,000 PRN   DFND 1,2,3,4 21,000,000 0 0
HERBALIFE LTD CV SR UNSEC NT 42703MAB9 43,952 49,235,000 PRN   DFND 1,2,3,4 49,235,000 0 0
HOLOGIC INC CV SR UNSEC NT 2% MULTI-CPN CPDI 436440AC5 137,880 103,830,000 PRN   DFND 1,2,3,4 103,830,000 0 0
HOLOGIC INC CV SR UNSEC NT 2%/0% MULTI-CPN 436440AG6 7,919 6,500,000 PRN   DFND 1,2,3,4 6,500,000 0 0
HORNBECK OFFSHORE SERVICES CV SR UNSEC NT 440543AN6 5,754 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 44,055 4,227,943 SH   DFND 1,2,3,4 4,227,943 0 0
ICONIX BRAND GROUP INC CV SR SUB NT 451055AF4 74,973 73,002,000 PRN   DFND 1,2,3,4 73,002,000 0 0
IKANG HEALTHCARE GROUP-ADR ADR 45174L108 930 48,100 SH   DFND 1,2,3,4 48,100 0 0
ILLUMINA INC CV SR UNSEC NT 452327AH2 91,106 73,570,000 PRN   DFND 1,2,3,4 73,570,000 0 0
INSULET CORPORATION CV SR UNSEC NT PNC 45784PAD3 37,879 39,213,000 PRN   DFND 1,2,3,4 39,213,000 0 0
INVENSENSE INC CV SR UNSEC NT 46123DAB2 34,617 34,603,000 PRN   DFND 1,2,3,4 34,603,000 0 0
ISHARES MSCI EMERGING MARKET ETP 464287234 1,506 38,000 SH   DFND 1,2,3,4 38,000 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 56,398 5,150,534 SH   DFND 1,2,3,4 5,150,534 0 0
IXIA CV SR UNSEC NT 45071RAB5 13,222 13,230,000 PRN   DFND 1,2,3,4 13,230,000 0 0
J2 GLOBAL COMMUNICATIONS CV SR UNSEC NT CPDI 48123VAC6 75,446 64,459,000 PRN   DFND 1,2,3,4 64,459,000 0 0
JARDEN CORP CV SUB NT PNC 471109AM0 96,611 82,936,000 PRN   DFND 1,2,3,4 82,936,000 0 0
JD.COM INC-ADR ADR 47215P106 38,673 1,134,102 SH   DFND 1,2,3,4 1,134,102 0 0
KB HOME CV SR UNSEC NT 48666KAS8 1,957 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
KEYW HOLDING CORP CV SR UNSEC NT 493723AA8 34,854 40,645,000 PRN   DFND 1,2,3,4 40,645,000 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT 531229AB8 84,178 88,240,000 PRN   DFND 1,2,3,4 88,240,000 0 0
LIBERTY VENTURES - SER A COMMON STOCK CL A 53071M880 34,361 875,000 SH   DFND 1,2,3,4 875,000 0 0
MASONITE INTERNATIONAL CORP COMMON STOCK 575385109 58,097 828,658 SH   DFND 1,2,3,4 828,658 0 0
MEDIDATA SOLUTIONS INC CV SR UNSEC NT 58471AAB1 65,172 54,721,000 PRN   DFND 1,2,3,4 54,721,000 0 0
MERITAGE HOMES CORP CV SR UNSEC NT 59001AAR3 3,741 3,500,000 PRN   DFND 1,2,3,4 3,500,000 0 0
METALICO INC COMMON STOCK 591176102 1,921 3,766,505 SH   DFND 1,2,3,4 3,766,505 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 102,762 9,030,000 SH   DFND 1,2,3,4 9,030,000 0 0
MOBILE TELESYSTEMS-SP ADR ADR 607409109 36,239 3,705,457 SH   DFND 1,2,3,4 3,705,457 0 0
MOLINA HEALTHCARE INC CV SR UNSEC NT 60855RAD2 27,526 20,900,000 PRN   DFND 1,2,3,4 20,900,000 0 0
NATIONAL BANK OF GREECE-ADR ADR 633643705 1,853 1,764,500 SH   DFND 1,2,3,4 1,764,500 0 0
NEW MOUNTAIN FINANCE COR CV SR UNSEC NT 647551AB6 16,319 16,155,000 PRN   DFND 1,2,3,4 16,155,000 0 0
NMI HOLDINGS INC-CLASS A COMMON STOCK 629209305 43,021 5,364,208 SH   DFND 1,2,3,4 5,364,208 0 0
NRG ENERGY INC COMMON STOCK 629377508 16,313 713,000 SH   DFND 1,2,3,4 713,000 0 0
NUVASIVE INC CV SR UNSEC NT 670704AC9 83,255 65,053,000 PRN   DFND 1,2,3,4 65,053,000 0 0
NVIDIA CORP CV SR UNSEC NT 67066GAC8 95,932 83,513,000 PRN   DFND 1,2,3,4 83,513,000 0 0
NXP SEMICONDUCTORS N V CV SR UNSEC NT 144A N6596XAA7 138,111 118,978,000 PRN   DFND 1,2,3,4 118,978,000 0 0
NY COMMUNITY CAP TRUST V 6% CV PFD (BONUSES) PNC 64944P307 3,169 61,960 SH   DFND 1,2,3,4 61,960 0 0
OI SA-ADR COMMON STOCK - ADR 670851302 683 346,452 SH   DFND 1,2,3,4 346,452 0 0
OI SA-ADR PREFERRED STOCK ADR 670851401 1,885 986,395 SH   DFND 1,2,3,4 986,395 0 0
PAR PETROLEUM CORP COMMON STOCK 69888T207 3,573 190,862 SH   DFND 1,2,3,4 190,862 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAF1 13,444 14,138,000 PRN   DFND 1,2,3,4 14,138,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 16,969 18,000,000 PRN   DFND 1,2,3,4 18,000,000 0 0
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 68,401 7,558,156 SH   DFND 1,2,3,4 7,558,156 0 0
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 2,324 284,800 SH   DFND 1,2,3,4 284,800 0 0
PHOTRONICS INC CV SR UNSEC NT 719405AK8 11,575 10,193,000 PRN   DFND 1,2,3,4 10,193,000 0 0
PORTFOLIO RECOVERY ASSOCIATES CV SR UNSEC NT 73640QAB1 83,151 72,400,000 PRN   DFND 1,2,3,4 72,400,000 0 0
PRESS GANEY HOLDINGS INC COMMON STOCK 74113L102 1,312 48,172 SH   DFND 1,2,3,4 48,172 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AS5 123,442 110,122,000 PRN   DFND 1,2,3,4 110,122,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAL6 11,072 11,000,000 PRN   DFND 1,2,3,4 11,000,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 6,520 6,909,000 PRN   DFND 1,2,3,4 6,909,000 0 0
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AB0 13,110 15,545,000 PRN   DFND 1,2,3,4 15,545,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 12,868 13,399,000 PRN   DFND 1,2,3,4 13,399,000 0 0
RENEWABLE ENERGY GROUP I CV SR UNSEC NT 75972AAA1 1,387 1,300,000 PRN   DFND 1,2,3,4 1,300,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 8,025 8,689,000 PRN   DFND 1,2,3,4 8,689,000 0 0
RESTORATION HARDWARE HOLDINGS INC CV SR UNSEC NT 144A 761283AB6 26,837 27,000,000 PRN   DFND 1,2,3,4 27,000,000 0 0
ROCK-TENN COMPANY -CL A COMMON STOCK 772739207 29,680 493,022 SH   DFND 1,2,3,4 493,022 0 0
RTI INTERNATIONAL METALS CV SR UNSEC NT 74973WAB3 79,321 72,942,000 PRN   DFND 1,2,3,4 72,942,000 0 0
RYLAND GROUP CV SR UNSEC NT PNC 783764AS2 2,906 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
SALESFORCE.COM INC CV SR UNSEC NT 79466LAD6 93,870 76,935,000 PRN   DFND 1,2,3,4 76,935,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 12,575 14,058,000 PRN   DFND 1,2,3,4 14,058,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI PNC 811904AM3 68,471 66,400,000 PRN   DFND 1,2,3,4 66,400,000 0 0
SEQUENOM INC CV SR UNSEC NT PNC 817337AC2 3,923 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
SERVICESOURCE INTL INC CV SR UNSEC NT 81763UAB6 5,461 6,400,000 PRN   DFND 1,2,3,4 6,400,000 0 0
SINA CORP CV SR UNSEC NT 82922RAD5 8,612 9,000,000 PRN   DFND 1,2,3,4 9,000,000 0 0
SOLAZYME INC CV SR SUB NT 83415TAC5 5,553 9,500,000 PRN   DFND 1,2,3,4 9,500,000 0 0
SOUFUN HOLDINGS LIMITED CV SR UNSEC NT 836034AB4 9,860 10,400,000 PRN   DFND 1,2,3,4 10,400,000 0 0
SPECTRANETICS CORP CV SR UNSEC NT PNC 84760CAA5 52,043 50,297,000 PRN   DFND 1,2,3,4 50,297,000 0 0
SPECTRUM PHARMACEUTICALS CV SR UNSEC NT 84763AAB4 2,357 2,500,000 PRN   DFND 1,2,3,4 2,500,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 10,621 11,260,000 PRN   DFND 1,2,3,4 11,260,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K121 332,619 113,135,679 SH   DFND 1,2,3,4 113,135,679 0 0
STARWOOD PROPERTY TRUST CV SR UNSEC NT REIT 85571BAC9 12,656 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
STONE ENERGY CORP CV SR UNSEC NT 861642AN6 3,692 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
STORE CAPITAL CORP COMMON STOCK REIT 862121100 1,455,965 72,436,144 SH   DFND 1,2,3,4 72,436,144 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AJ8 26,055 26,975,000 PRN   DFND 1,2,3,4 26,975,000 0 0
SYNCHRONOSS TECHNOLOGIES CV SR UNSEC NT 87157BAA1 57,987 51,493,000 PRN   DFND 1,2,3,4 51,493,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 103,069 4,538,487 SH   DFND 1,2,3,4 4,538,487 0 0
TELECOM ARGENTINA SA-SP ADR COMMON STOCK ADR 879273209 9,352 519,851 SH   DFND 1,2,3,4 519,851 0 0
TELEFONICA BRASIL-ADR ADR 87936R106 28,638 2,055,825 SH   DFND 1,2,3,4 2,055,825 0 0
TERNIUM SA-SPONSORED ADR ADR 880890108 1,792 103,500 SH   DFND 1,2,3,4 103,500 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 15,476 18,853,000 PRN   DFND 1,2,3,4 18,853,000 0 0
TOWNSQUARE MEDIA INC - CL A COMMON STOCK 892231101 21,662 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 15,463 15,465,000 PRN   DFND 1,2,3,4 15,465,000 0 0
TRIBUNE MEDIA CO - A COMMON STOCK 896047503 755,225 14,145,447 SH   DFND 1,2,3,4 14,145,447 0 0
TRIBUNE PUBLISHING CO COMMON STOCK 896082104 72,905 4,691,371 SH   DFND 1,2,3,4 4,691,371 0 0
TRINA SOLAR LTD CV SR UNSEC NT 89628EAC8 18,777 18,510,000 PRN   DFND 1,2,3,4 18,510,000 0 0
TRINA SOLAR LTD-SPON ADR ADR 89628E104 43,054 3,698,763 SH   DFND 1,2,3,4 3,698,763 0 0
TTM TECHNOLOGIES INC CV SR UNSEC NT 87305RAD1 54,800 46,571,000 PRN   DFND 1,2,3,4 46,571,000 0 0
UNITED STATES STEEL CORP CV SR UNSEC NT PNC 912909AH1 31,043 28,000,000 PRN   DFND 1,2,3,4 28,000,000 0 0
UTI WORLDWIDE INC CV SR UNSEC NT 90349LAB0 46,099 45,135,000 PRN   DFND 1,2,3,4 45,135,000 0 0
VALE SA-SP PREF ADR ADR 91912E204 48,257 9,555,744 SH   DFND 1,2,3,4 9,555,744 0 0
VECTOR GROUP LTD CV SR UNSEC NT 92240MBC1 7,710 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 103,306 91,015,000 PRN   DFND 1,2,3,4 91,015,000 0 0
VERSO CORP COMMON STOCK 92531L108 1,702 2,578,897 SH   DFND 1,2,3,4 2,578,897 0 0
VIMPELCOM LTD-SPON ADR COMMON STOCK ADR 92719A106 8,344 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 25,404 2,175,000 SH   DFND 1,2,3,4 2,175,000 0 0
WALTER INVESTMENT MGMT CV SR SUB NT 93317WAA0 6,636 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
WEB.COM GROUP INC CV SR UNSEC NT PNC 94733AAA2 65,584 65,600,000 PRN   DFND 1,2,3,4 65,600,000 0 0
WEBMD HEALTH CORP CV SR UNSEC NT 94770VAF9 18,738 18,300,000 PRN   DFND 1,2,3,4 18,300,000 0 0
WEBMD HEALTH CORP CV UNSEC NT 94770VAK8 37,123 34,425,000 PRN   DFND 1,2,3,4 34,425,000 0 0
WELLS FARGO & COMPANY 7.50% CV PFD CL-A SER-L PERP PNC 949746804 10,644 9,058 SH   DFND 1,2,3,4 9,058 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 6,961 8,026,000 PRN   DFND 1,2,3,4 8,026,000 0 0
YANDEX NV COMMON STOCK N97284108 25,220 1,657,000 SH   DFND 1,2,3,4 1,657,000 0 0
YPF S.A.-SPONSORED ADR ADR 984245100 12,765 465,365 SH   DFND 1,2,3,4 465,365 0 0
YY INC CV SR UNSEC NT 98426TAB2 11,907 12,600,000 PRN   DFND 1,2,3,4 12,600,000 0 0