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
ACTAVIS PLC 5.5% MAND CV PFD SER-A G0083B116 66,286 65,500 SH   DFND 1,2,3,4 65,500 0 0
AIR LEASE CORP CV SR UNSEC NT 00912XAK0 7,728 5,341,000 PRN   DFND 1,2,3,4 5,341,000 0 0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC CV SR SUB NT 01167PAE1 6,439 6,555,000 PRN   DFND 1,2,3,4 6,555,000 0 0
ALERE INC 3% CV CUM PFD PERP SER B 01449J204 36,653 107,733 SH   DFND 1,2,3,4 107,733 0 0
ALERE INC CV SR SUB NT 01449JAA3 34,097 28,613,000 PRN   DFND 1,2,3,4 28,613,000 0 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 28,718 345,000 SH   DFND 1,2,3,4 345,000 0 0
ALLIANCE HEALTHCARE SERVICES COMMON STOCK 018606301 105,499 4,756,491 SH   DFND 1,2,3,4 4,756,491 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS CV SR UNSEC NT 01988PAD0 11,561 11,735,000 PRN   DFND 1,2,3,4 11,735,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 200,642 9,563,530 SH   DFND 1,2,3,4 9,563,530 0 0
ALPHA NATURAL RESOURCES CV SR UNSEC NT 02076XAE2 4,536 11,365,000 PRN   DFND 1,2,3,4 11,365,000 0 0
AMERICA MOVIL-SPN ADR CL L ADR 02364W105 29,497 1,441,686 SH   DFND 1,2,3,4 1,441,686 0 0
AMERICAN REALTY CAP PROP CV SR UNSEC NT REIT 02917TAA2 14,698 15,000,000 PRN   DFND 1,2,3,4 15,000,000 0 0
AMERICAN REALTY CAP PROP CV SR UNSEC NT REIT 02917TAB0 15,716 16,000,000 PRN   DFND 1,2,3,4 16,000,000 0 0
AMSURG CORP 5.25% MAND CV PFD 03232P504 34,586 278,904 SH   DFND 1,2,3,4 278,904 0 0
AMTRUST FINANCIAL SERVICES INC CV SR UNSEC NT PNC CPDI 032359AG6 39,108 43,000,000 PRN   DFND 1,2,3,4 43,000,000 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 19,421 2,079,297 SH   DFND 1,2,3,4 2,079,297 0 0
APOLLO COMMERCIAL REAL ESTATE FIN REIT CV SR UNSEC NT 03762UAA3 15,150 15,005,000 PRN   DFND 1,2,3,4 15,005,000 0 0
APOLLO GLOBAL MANAGEMENT - A COMMON STOCK 037612306 21,600 1,000,000 SH   DFND 1,2,3,4 1,000,000 0 0
APOLLO INVESTMENT CORP CV SR UNSEC NT 03761UAE6 5,381 5,225,000 PRN   DFND 1,2,3,4 5,225,000 0 0
ARCELORMITTAL MAND 6% CV SR SUB NT L0302D178 4,014 260,700 PRN   DFND 1,2,3,4 260,700 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAG8 10,471 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
ARES COMMERCIAL REAL ESTATE CV SR UNSEC NT 04013VAB4 11,287 11,025,000 PRN   DFND 1,2,3,4 11,025,000 0 0
AV HOMES INC CV SR UNSEC NT 053494AG5 10,219 10,147,000 PRN   DFND 1,2,3,4 10,147,000 0 0
B2GOLD CORP CV SR SUB NT PNC 11777QAB6 15,431 17,566,000 PRN   DFND 1,2,3,4 17,566,000 0 0
BAIDU INC - SPON ADR ADR 056752108 26,641 127,837 SH   DFND 1,2,3,4 127,837 0 0
BANC OF CALIFORNIA INC COMMON STOCK 05990K106 40,487 3,288,947 SH   DFND 1,2,3,4 3,288,947 0 0
BANCO BRADESCO-ADR ADR 059460303 2,370 255,360 SH   DFND 1,2,3,4 255,360 0 0
BANCO SANTANDER-CHILE-ADR ADR 05965X109 8,890 410,075 SH   DFND 1,2,3,4 410,075 0 0
BANK OF AMERICA CORP 7.25% CV NON-CUM PFD PERP SER-L PNC 060505682 5,785 5,000 SH   DFND 1,2,3,4 5,000 0 0
BGC PARTNERS INC CV SR UNSEC NT 05541TAD3 5,462 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
BIOMARIN PHARMACEUTICAL CV SR SUB NT 09061GAE1 49,182 33,083,000 PRN   DFND 1,2,3,4 33,083,000 0 0
BIOMARIN PHARMACEUTICAL CV SR SUB NT 09061GAF8 35,265 23,188,000 PRN   DFND 1,2,3,4 23,188,000 0 0
BLUCORA INC CV SR UNSEC NT 095229AB6 14,549 15,533,000 PRN   DFND 1,2,3,4 15,533,000 0 0
BRF SA-ADR ADR 10552T107 51,223 2,589,646 SH   DFND 1,2,3,4 2,589,646 0 0
BROOKDALE SENIOR LIVING CV SR UNSEC NT 112463AA2 84,719 60,727,000 PRN   DFND 1,2,3,4 60,727,000 0 0
CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 38,763 37,500,000 PRN   DFND 1,2,3,4 37,500,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 7,600 800,000 SH   DFND 1,2,3,4 800,000 0 0
CARDTRONICS INC CV SR UNSEC NT 14161HAG3 53,806 54,388,000 PRN   DFND 1,2,3,4 54,388,000 0 0
CEMEX SAB-SPONS ADR PART CER ADR 151290889 55,193 5,828,183 SH   DFND 1,2,3,4 5,828,183 0 0
CEMIG SA -SPONS ADR ADR 204409601 28,285 6,915,563 SH   DFND 1,2,3,4 6,915,563 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 23,717 1,226,931 SH   DFND 1,2,3,4 1,226,931 0 0
CEPHEID INC CV SR UNSEC NT 15670RAC1 47,725 43,000,000 PRN   DFND 1,2,3,4 43,000,000 0 0
CHART INDUSTRIES INC CV SR SUB NT 16115QAC4 30,877 31,856,000 PRN   DFND 1,2,3,4 31,856,000 0 0
CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 25,005 30,000,000 PRN   DFND 1,2,3,4 30,000,000 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT CPDI 165167BZ9 6,265 6,500,000 PRN   DFND 1,2,3,4 6,500,000 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT CPDI 165167CB1 2,933 3,200,000 PRN   DFND 1,2,3,4 3,200,000 0 0
COBALT INTL ENERGY INC CV SR UNSEC NT 19075FAA4 5,822 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
COBALT INTL ENERGY INC CV SR UNSEC NT PNC 19075FAB2 57,133 76,500,000 PRN   DFND 1,2,3,4 76,500,000 0 0
COLONY FINANCIAL INC CV SR UNSEC NT REIT PNC 19624RAA4 35,570 31,373,000 PRN   DFND 1,2,3,4 31,373,000 0 0
CONTANGO OIL & GAS COMMON STOCK 21075N204 28,330 1,287,732 SH   DFND 1,2,3,4 1,287,732 0 0
CORSICANTO LTD CV SR UNSEC NT 220480AB3 4,833 4,500,000 PRN   DFND 1,2,3,4 4,500,000 0 0
CROWN CASTLE INTL CORP 4.5% MAND CV SER-A PFD 22822V200 38,592 368,145 SH   DFND 1,2,3,4 368,145 0 0
CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAD2 4,196 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
DEPOMED INC CV SR UNSEC NT PNC 249908AA2 18,680 14,050,000 PRN   DFND 1,2,3,4 14,050,000 0 0
DIAMOND FOODS INC COMMON STOCK 252603105 143,988 4,420,859 SH   DFND 1,2,3,4 4,420,859 0 0
DIANA SHIPPING INC COMMON STOCK Y2066G104 2,967 484,800 SH   DFND 1,2,3,4 484,800 0 0
DYNEGY INC COMMON STOCK 26817R108 333,022 10,595,712 SH   DFND 1,2,3,4 10,595,712 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A127 116,242 15,729,717 SH   DFND 1,2,3,4 15,729,717 0 0
EMERGENT BIOSOLUTIONS CV SR UNSEC NT PNC 29089QAB1 29,531 25,274,000 PRN   DFND 1,2,3,4 25,274,000 0 0
EPR PROPERTIES 5.75% CV PERP PFD SER-C REIT 26884U208 1,720 71,071 SH   DFND 1,2,3,4 71,071 0 0
EPR PROPERTIES 9% CV PERP PFD SER-E REIT PNC 26884U307 1,077 31,650 SH   DFND 1,2,3,4 31,650 0 0
EXCO RESOURCES INC COMMON STOCK 269279402 82,669 45,173,682 SH   DFND 1,2,3,4 45,173,682 0 0
EXELIXIS INC CV SR SUB NT PNC 30161QAC8 4,640 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
FIFTH STREET FINANCE CV SR UNSEC NT 31679BAC4 14,291 13,895,000 PRN   DFND 1,2,3,4 13,895,000 0 0
FINISAR CORP CV SR UNSEC NT 31787AAM3 26,090 25,500,000 PRN   DFND 1,2,3,4 25,500,000 0 0
FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 259,431 41,843,581 SH   DFND 1,2,3,4 41,843,581 0 0
FLUIDIGM CORP CV SR UNSEC NT 34385PAA6 36,426 34,000,000 PRN   DFND 1,2,3,4 34,000,000 0 0
FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 14,747 15,472,000 PRN   DFND 1,2,3,4 15,472,000 0 0
GAIN CAPITAL HOLDINGS INC CV SR UNSEC NT PNC 36268WAB6 6,336 5,828,000 PRN   DFND 1,2,3,4 5,828,000 0 0
GENERAL CABLE CORP CV SUB NT MULTI-CPN PNC 369300AL2 9,081 11,395,000 PRN   DFND 1,2,3,4 11,395,000 0 0
GENESEE & WYOMING INC 5% MAND CV PFD EQUITY UNITS 371559204 22,205 183,300 SH   DFND 1,2,3,4 183,300 0 0
GETTY REALTY CORP COMMON STOCK REIT 374297109 16,243 892,496 SH   DFND 1,2,3,4 892,496 0 0
GOLDEN STAR RESOURCES CV SR UNSEC NT 38119TAE4 4,239 8,750,000 PRN   DFND 1,2,3,4 8,750,000 0 0
GOODRICH PETROLEUM CORP CV SR UNSEC NT PNC 382410AG3 1,332 2,500,000 PRN   DFND 1,2,3,4 2,500,000 0 0
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 43,733 1,324,826 SH   DFND 1,2,3,4 1,324,826 0 0
GSV CAPITAL CORP CV SR UNSEC NT 36191JAB7 9,127 9,649,000 PRN   DFND 1,2,3,4 9,649,000 0 0
HCI GROUP INC CV SR UNSEC NT 40416EAB9 12,432 12,500,000 PRN   DFND 1,2,3,4 12,500,000 0 0
HEARTWARE INTERNATIONAL CV SR UNSEC NT 422368AA8 25,337 22,162,000 PRN   DFND 1,2,3,4 22,162,000 0 0
HELIX ENERGY SOLUTIONS CV SR UNSEC NT CPDI 42330PAG2 28,242 28,197,000 PRN   DFND 1,2,3,4 28,197,000 0 0
HERBALIFE LTD CV SR UNSEC NT 42703MAB9 17,317 20,735,000 PRN   DFND 1,2,3,4 20,735,000 0 0
HOLOGIC INC CV SR UNSEC NT 2% MULTI-CPN CPDI 436440AC5 125,304 101,654,000 PRN   DFND 1,2,3,4 101,654,000 0 0
HOLOGIC INC CV SR UNSEC NT 2%/0% MULTI-CPN 436440AG6 9,546 8,098,000 PRN   DFND 1,2,3,4 8,098,000 0 0
HORNBECK OFFSHORE SERVICES CV SR UNSEC NT 440543AN6 5,342 6,653,000 PRN   DFND 1,2,3,4 6,653,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 52,335 5,051,643 SH   DFND 1,2,3,4 5,051,643 0 0
ICONIX BRAND GROUP INC CV SR SUB NT 451055AE7 852 739,000 PRN   DFND 1,2,3,4 739,000 0 0
ICONIX BRAND GROUP INC CV SR SUB NT 451055AF4 40,241 33,845,000 PRN   DFND 1,2,3,4 33,845,000 0 0
INSULET CORPORATION CV SR UNSEC NT PNC 45784PAD3 38,630 38,213,000 PRN   DFND 1,2,3,4 38,213,000 0 0
INTEROIL CORP CV SR UNSEC NT PNC 460951AC0 3,189 3,150,000 PRN   DFND 1,2,3,4 3,150,000 0 0
INVENSENSE INC CV SR UNSEC NT 46123DAB2 33,268 34,103,000 PRN   DFND 1,2,3,4 34,103,000 0 0
IRIDIUM COMMUNICATIONS INC 6.75% CV CUM PERP SER-B PFD PNC 46269C409 27,590 77,500 SH   DFND 1,2,3,4 77,500 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 49,812 4,503,834 SH   DFND 1,2,3,4 4,503,834 0 0
IXIA CV SR UNSEC NT 45071RAB5 13,790 13,699,000 PRN   DFND 1,2,3,4 13,699,000 0 0
J2 GLOBAL COMMUNICATIONS CV SR UNSEC NT CPDI 48123VAC6 70,382 60,809,000 PRN   DFND 1,2,3,4 60,809,000 0 0
JARDEN CORP CV SR SUB NT 471109AL2 27,192 19,100,000 PRN   DFND 1,2,3,4 19,100,000 0 0
JARDEN CORP CV SUB NT PNC 471109AM0 90,805 76,236,000 PRN   DFND 1,2,3,4 76,236,000 0 0
JD.COM INC-ADR ADR 47215P106 42,293 1,439,502 SH   DFND 1,2,3,4 1,439,502 0 0
KB HOME CV SR UNSEC NT 48666KAS8 5,135 5,363,000 PRN   DFND 1,2,3,4 5,363,000 0 0
KEYW HOLDING CORP CV SR UNSEC NT 493723AA8 24,739 30,345,000 PRN   DFND 1,2,3,4 30,345,000 0 0
LIBERTY MEDIA CORP CV SR UNSEC NT 531229AB8 87,676 87,240,000 PRN   DFND 1,2,3,4 87,240,000 0 0
LIBERTY VENTURES - SER A COMMON STOCK CL A 53071M880 12,947 308,196 SH   DFND 1,2,3,4 308,196 0 0
MACQUARIE INFRASTRUCTURE CV SR UNSEC NT 55608BAA3 24,537 20,640,000 PRN   DFND 1,2,3,4 20,640,000 0 0
MASONITE INTERNATIONAL CORP COMMON STOCK 575385109 109,959 1,634,852 SH   DFND 1,2,3,4 1,634,852 0 0
MEDIDATA SOLUTIONS INC CV SR UNSEC NT 58471AAB1 59,572 52,721,000 PRN   DFND 1,2,3,4 52,721,000 0 0
MENTOR GRAPHICS CORP CV SUB UNSEC NT 587200AK2 38,241 30,666,000 PRN   DFND 1,2,3,4 30,666,000 0 0
MERITAGE HOMES CORP CV SR UNSEC NT 59001AAR3 4,932 4,604,000 PRN   DFND 1,2,3,4 4,604,000 0 0
METALICO INC COMMON STOCK 591176102 1,388 3,766,505 SH   DFND 1,2,3,4 3,766,505 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 96,589 10,030,000 SH   DFND 1,2,3,4 10,030,000 0 0
MOBILE TELESYSTEMS-SP ADR ADR 607409109 31,501 3,118,957 SH   DFND 1,2,3,4 3,118,957 0 0
MOLINA HEALTHCARE INC CV SR UNSEC NT 60855RAD2 29,649 22,900,000 PRN   DFND 1,2,3,4 22,900,000 0 0
NATIONAL BANK OF GREECE-ADR ADR 633643705 2,408 1,881,400 SH   DFND 1,2,3,4 1,881,400 0 0
NMI HOLDINGS INC-CLASS A COMMON STOCK 629209305 27,839 3,716,774 SH   DFND 1,2,3,4 3,716,774 0 0
NRG ENERGY INC COMMON STOCK 629377508 17,960 713,000 SH   DFND 1,2,3,4 713,000 0 0
NUANCE COMMUNICATIONS CV SR UNSEC NT 67020YAF7 16,754 16,852,000 PRN   DFND 1,2,3,4 16,852,000 0 0
NUVASIVE INC CV SR UNSEC NT 670704AC9 105,928 84,553,000 PRN   DFND 1,2,3,4 84,553,000 0 0
NVIDIA CORP CV SR UNSEC NT 67066GAC8 124,106 105,013,000 PRN   DFND 1,2,3,4 105,013,000 0 0
NXP SEMICONDUCTOR NV CV SR UNSEC NT 144A N6596XAA7 140,216 117,600,000 PRN   DFND 1,2,3,4 117,600,000 0 0
NY COMMUNITY CAP TRUST V 6% CV PFD (BONUSES) PNC 64944P307 3,145 61,960 SH   DFND 1,2,3,4 61,960 0 0
OI SA-ADR COMMON STOCK - ADR 670851302 565 346,452 SH   DFND 1,2,3,4 346,452 0 0
OI SA-ADR PREFERRED STOCK ADR 670851401 1,519 986,395 SH   DFND 1,2,3,4 986,395 0 0
OMNICARE INC CV SR SUB NT CPDI 681904AQ1 100,820 82,624,000 PRN   DFND 1,2,3,4 82,624,000 0 0
ON SEMICONDUCTOR CORP CV SR SUB NT SER-B 682189AH8 48,471 37,584,000 PRN   DFND 1,2,3,4 37,584,000 0 0
PAR PETROLEUM CORP COMMON STOCK 69888T207 4,429 190,862 SH   DFND 1,2,3,4 190,862 0 0
PDL BIOPHARMA INC CV SR UNSEC NT 69329YAF1 9,715 10,138,000 PRN   DFND 1,2,3,4 10,138,000 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 15,957 16,480,000 PRN   DFND 1,2,3,4 16,480,000 0 0
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 44,866 7,465,256 SH   DFND 1,2,3,4 7,465,256 0 0
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 3,344 549,100 SH   DFND 1,2,3,4 549,100 0 0
PORTFOLIO RECOVERY ASSOCIATES CV SR UNSEC NT 73640QAB1 75,564 69,900,000 PRN   DFND 1,2,3,4 69,900,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AS5 111,536 97,025,000 PRN   DFND 1,2,3,4 97,025,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAD4 3,531 3,421,000 PRN   DFND 1,2,3,4 3,421,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAL6 5,705 5,570,000 PRN   DFND 1,2,3,4 5,570,000 0 0
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AB0 11,607 13,545,000 PRN   DFND 1,2,3,4 13,545,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 2,870 2,899,000 PRN   DFND 1,2,3,4 2,899,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 7,952 8,689,000 PRN   DFND 1,2,3,4 8,689,000 0 0
ROCK-TENN COMPANY -CL A COMMON STOCK 772739207 31,800 493,022 SH   DFND 1,2,3,4 493,022 0 0
RTI INTERNATIONAL METALS CV SR UNSEC NT 74973WAB3 78,002 67,602,000 PRN   DFND 1,2,3,4 67,602,000 0 0
RYLAND GROUP CV SR UNSEC NT PNC 783764AS2 3,895 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
SALESFORCE.COM INC CV SR UNSEC NT 79466LAD6 93,720 77,935,000 PRN   DFND 1,2,3,4 77,935,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 15,761 18,046,000 PRN   DFND 1,2,3,4 18,046,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI PNC 811904AM3 70,669 68,170,000 PRN   DFND 1,2,3,4 68,170,000 0 0
SEQUENOM INC CV SR UNSEC NT PNC 817337AB4 5,289 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
SINA CORP CV SR UNSEC NT 82922RAD5 12,125 13,350,000 PRN   DFND 1,2,3,4 13,350,000 0 0
SOUFUN HOLDINGS LIMITED CV SR UNSEC NT 836034AB4 11,382 12,650,000 PRN   DFND 1,2,3,4 12,650,000 0 0
SPECTRANETICS CORP CV SR UNSEC NT PNC 84760CAA5 59,461 45,797,000 PRN   DFND 1,2,3,4 45,797,000 0 0
SPECTRUM PHARMACEUTICALS CV SR UNSEC NT 84763AAB4 1,377 1,500,000 PRN   DFND 1,2,3,4 1,500,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 12,307 12,260,000 PRN   DFND 1,2,3,4 12,260,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K121 298,221 82,154,649 SH   DFND 1,2,3,4 82,154,649 0 0
STARWOOD PROPERTY TRUST CV SR UNSEC NT REIT 85571BAC9 14,619 14,000,000 PRN   DFND 1,2,3,4 14,000,000 0 0
STONE ENERGY CORP CV SR UNSEC NT 861642AN6 4,309 4,757,000 PRN   DFND 1,2,3,4 4,757,000 0 0
STORE CAPITAL CORP COMMON STOCK REIT 862121100 1,918,170 82,148,644 SH   DFND 1,2,3,4 82,148,644 0 0
SUNPOWER CORP CV SR UNSEC NT 867652AG4 12,094 8,654,000 PRN   DFND 1,2,3,4 8,654,000 0 0
SYNCHRONOSS TECHNOLOGIES CV SR UNSEC NT 87157BAA1 59,299 50,993,000 PRN   DFND 1,2,3,4 50,993,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 93,044 3,962,687 SH   DFND 1,2,3,4 3,962,687 0 0
TATA MOTORS LTD-SPON ADR ADR 876568502 38,413 852,489 SH   DFND 1,2,3,4 852,489 0 0
TELECOM ARGENTINA SA-SP ADR COMMON STOCK ADR 879273209 11,805 519,851 SH   DFND 1,2,3,4 519,851 0 0
TERNIUM SA-SPONSORED ADR ADR 880890108 2,190 121,200 SH   DFND 1,2,3,4 121,200 0 0
TESLA MOTORS INC CV SR UNSEC NT 88160RAC5 7,910 9,370,000 PRN   DFND 1,2,3,4 9,370,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 9,646 13,753,000 PRN   DFND 1,2,3,4 13,753,000 0 0
TOWNSQUARE MEDIA INC - CL A COMMON STOCK 892231101 20,496 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TRIBUNE MEDIA CO - A COMMON STOCK 896047503 1,141,129 18,765,484 SH   DFND 1,2,3,4 18,765,484 0 0
TRIBUNE PUBLISHING CO COMMON STOCK 896082104 91,013 4,691,371 SH   DFND 1,2,3,4 4,691,371 0 0
TRINA SOLAR LTD-SPON ADR ADR 89628E104 47,235 3,906,963 SH   DFND 1,2,3,4 3,906,963 0 0
TTM TECHNOLOGIES CV SR UNSEC NT 87305RAC3 11,485 11,287,000 PRN   DFND 1,2,3,4 11,287,000 0 0
TTM TECHNOLOGIES INC CV SR UNSEC NT 87305RAD1 45,242 41,196,000 PRN   DFND 1,2,3,4 41,196,000 0 0
UNITED STATES STEEL CORP CV SR UNSEC NT PNC 912909AH1 36,590 30,000,000 PRN   DFND 1,2,3,4 30,000,000 0 0
UTI WORLDWIDE INC CV SR UNSEC NT 90349LAB0 51,197 46,135,000 PRN   DFND 1,2,3,4 46,135,000 0 0
VALE SA-SP PREF ADR ADR 91912E204 37,209 7,672,044 SH   DFND 1,2,3,4 7,672,044 0 0
VECTOR GROUP LTD CV SR UNSEC NT 92240MBC1 7,533 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 103,762 89,015,000 PRN   DFND 1,2,3,4 89,015,000 0 0
VERSO CORP COMMON STOCK 92531L108 4,642 2,578,897 SH   DFND 1,2,3,4 2,578,897 0 0
VIMPELCOM LTD-SPON ADR COMMON STOCK ADR 92719A106 8,797 1,678,900 SH   DFND 1,2,3,4 1,678,900 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 30,058 2,175,000 SH   DFND 1,2,3,4 2,175,000 0 0
WEB.COM GROUP INC CV SR UNSEC NT PNC 94733AAA2 11,275 12,181,000 PRN   DFND 1,2,3,4 12,181,000 0 0
WEBMD HEALTH CORP CV SR UNSEC NT 94770VAF9 18,584 18,300,000 PRN   DFND 1,2,3,4 18,300,000 0 0
WEBMD HEALTH CORP CV UNSEC NT 94770VAK8 34,784 32,425,000 PRN   DFND 1,2,3,4 32,425,000 0 0
WELLS FARGO & COMPANY 7.50% CV PFD CL-A SER-L PERP PNC 949746804 11,783 9,658 SH   DFND 1,2,3,4 9,658 0 0
WILLIAMS PARTNERS LP COMMON STOCK 96949L105 5,005 101,695 SH   DFND 1,2,3,4 101,695 0 0
YANDEX NV COMMON STOCK N97284108 993 65,500 SH   DFND 1,2,3,4 65,500 0 0
YANDEX NV CV SR UNSEC NT 98474TAB3 6,756 8,156,000 PRN   DFND 1,2,3,4 8,156,000 0 0