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
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