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
AAR CORP CV SR UNSEC NT 000361AM7 2,009 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
AIR LEASE CORP CV SR UNSEC NT 00912XAK0 22,139 16,223,000 PRN   DFND 1,2,3,4 16,223,000 0 0
ALERE INC 3% CV CUM PFD PERP SER B 01449J204 27,040 83,368 SH   DFND 1,2,3,4 83,368 0 0
ALERE INC CV SR SUB NT 01449JAA3 32,653 30,735,000 PRN   DFND 1,2,3,4 30,735,000 0 0
ALLIANCE HEALTHCARE SERVICES COMMON STOCK 018606301 107,544 4,756,491 SH   DFND 1,2,3,4 4,756,491 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS CV SR UNSEC NT 01988PAD0 75,022 73,785,000 PRN   DFND 1,2,3,4 73,785,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 191,045 8,256,030 SH   DFND 1,2,3,4 8,256,030 0 0
ALPHA NATURAL RESOURCES CV SR UNSEC NT 02076XAE2 8,159 11,365,000 PRN   DFND 1,2,3,4 11,365,000 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 29,392 544,100 SH   DFND 1,2,3,4 544,100 0 0
AMERICAN REALTY CAP PROP CV SR UNSEC NT REIT 02917TAA2 8,487 8,500,000 PRN   DFND 1,2,3,4 8,500,000 0 0
AMERICAN REALTY CAP PROP CV SR UNSEC NT REIT 02917TAB0 69,750 69,165,000 PRN   DFND 1,2,3,4 69,165,000 0 0
AMSURG CORP 5.25% MAND CV PFD 03232P504 31,139 292,600 SH   DFND 1,2,3,4 292,600 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 20,637 1,719,744 SH   DFND 1,2,3,4 1,719,744 0 0
ANNALY CAPITAL MGMT CV SR UNSEC NT 035710AB8 7,049 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
APOLLO COMMERCIAL REAL ESTATE FIN REIT CV SR UNSEC NT 03762UAA3 18,433 18,475,000 PRN   DFND 1,2,3,4 18,475,000 0 0
APOLLO GLOBAL MANAGEMENT - A COMMON STOCK 037612306 23,840 1,000,000 SH   DFND 1,2,3,4 1,000,000 0 0
APOLLO INVESTMENT CORP CV SR UNSEC NT 03761UAE6 10,976 10,525,000 PRN   DFND 1,2,3,4 10,525,000 0 0
ARCELORMITTAL MAND 6% CV SR SUB NT L0302D178 8,128 380,000 PRN   DFND 1,2,3,4 380,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAG8 2,250 2,146,000 PRN   DFND 1,2,3,4 2,146,000 0 0
ARES COMMERCIAL REAL ESTATE CV SR UNSEC NT 04013VAB4 11,321 11,025,000 PRN   DFND 1,2,3,4 11,025,000 0 0
ASCENT CAPITAL GROUP INC CV SR UNSEC NT 043632AA6 8,490 9,390,000 PRN   DFND 1,2,3,4 9,390,000 0 0
AV HOMES INC CV SR UNSEC NT 053494AG5 12,333 11,717,000 PRN   DFND 1,2,3,4 11,717,000 0 0
BANK OF AMERICA CORP 7.25% CV NON-CUM PFD PERP SER-L PNC 060505682 16,510 14,400 SH   DFND 1,2,3,4 14,400 0 0
BGC PARTNERS INC CV SR UNSEC NT 05541TAD3 15,080 14,145,000 PRN   DFND 1,2,3,4 14,145,000 0 0
BIOMARIN PHARMACEUTICAL CV SR SUB NT 09061GAE1 37,002 34,510,000 PRN   DFND 1,2,3,4 34,510,000 0 0
BIOMARIN PHARMACEUTICAL CV SR SUB NT 09061GAF8 73,802 66,800,000 PRN   DFND 1,2,3,4 66,800,000 0 0
BPZ RESOURCES INC CV SR UNSEC NT PNC 055639AB4 2,590 2,590,000 PRN   DFND 1,2,3,4 2,590,000 0 0
BPZ RESOURCES INC CV SR UNSEC NT 055639AC2 30,657 30,550,000 PRN   DFND 1,2,3,4 30,550,000 0 0
BRF SA-ADR ADR 10552T107 33,984 1,428,500 SH   DFND 1,2,3,4 1,428,500 0 0
BROOKDALE SENIOR LIVING CV SR UNSEC NT 112463AA2 80,017 61,350,000 PRN   DFND 1,2,3,4 61,350,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 2,745 275,000 SH   DFND 1,2,3,4 275,000 0 0
CEMEX SAB DE CV CV SUB NT 151290AV5 24,481 20,395,000 PRN   DFND 1,2,3,4 20,395,000 0 0
CEMEX SAB-SPONS ADR PART CER ADR 151290889 51,360 3,938,637 SH   DFND 1,2,3,4 3,938,637 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT CPDI 165167CB1 13,357 14,000,000 PRN   DFND 1,2,3,4 14,000,000 0 0
COBALT INTL ENERGY INC CV SR UNSEC NT PNC 19075FAB2 98,468 109,000,000 PRN   DFND 1,2,3,4 109,000,000 0 0
COLONY FINANCIAL INC CV SR UNSEC NT REIT PNC 19624RAA4 29,386 28,138,000 PRN   DFND 1,2,3,4 28,138,000 0 0
CONTANGO OIL & GAS COMMON STOCK 21075N204 42,804 1,287,732 SH   DFND 1,2,3,4 1,287,732 0 0
CORNERSTONE ONDEMAND INC CV SR UNSEC NT 21925YAB9 33,416 33,219,000 PRN   DFND 1,2,3,4 33,219,000 0 0
CROWN CASTLE INTL CORP 4.5% MAND CV SER-A PFD 228227500 76,782 730,000 SH   DFND 1,2,3,4 730,000 0 0
CUBIST PHARMACEUTICALS CV SR UNSEC NT 229678AF4 44,832 41,100,000 PRN   DFND 1,2,3,4 41,100,000 0 0
CUBIST PHARMACEUTICALS CV SR UNSEC NT 229678AH0 19,801 17,731,000 PRN   DFND 1,2,3,4 17,731,000 0 0
DEPOMED INC CV SR UNSEC NT PNC 249908AA2 42,135 39,540,000 PRN   DFND 1,2,3,4 39,540,000 0 0
DIAMOND FOODS INC COMMON STOCK 252603105 126,480 4,420,859 SH   DFND 1,2,3,4 4,420,859 0 0
DIANA SHIPPING INC COMMON STOCK Y2066G104 4,334 484,800 SH   DFND 1,2,3,4 484,800 0 0
DYNEGY INC COMMON STOCK 26817R108 228,825 7,928,800 SH   DFND 1,2,3,4 7,928,800 0 0
EMC CORP/MA COMMON STOCK 268648102 17,849 610,000 SH   DFND 1,2,3,4 610,000 0 0
EPR PROPERTIES 5.75% CV PERP PFD SER-C REIT 26884U208 6,086 276,321 SH   DFND 1,2,3,4 276,321 0 0
EPR PROPERTIES 9% CV PERP PFD SER-E REIT PNC 26884U307 1,898 62,250 SH   DFND 1,2,3,4 62,250 0 0
EXCO RESOURCES INC COMMON STOCK 269279402 150,880 45,173,682 SH   DFND 1,2,3,4 45,173,682 0 0
FIFTH STREET FINANCE CV SR UNSEC NT 31679BAC4 13,657 13,115,000 PRN   DFND 1,2,3,4 13,115,000 0 0
FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 198,757 41,843,581 SH   DFND 1,2,3,4 41,843,581 0 0
FOREST CITY ENTERPRISES CV SR UNSEC NT PNC 345550AP2 40,279 36,356,000 PRN   DFND 1,2,3,4 36,356,000 0 0
GENESEE & WYOMING INC 5% CV MAND PFD EQUITY UNITS 371559204 37,070 301,100 SH   DFND 1,2,3,4 301,100 0 0
GETTY REALTY CORP COMMON STOCK REIT 374297109 24,178 1,422,221 SH   DFND 1,2,3,4 1,422,221 0 0
GOLDEN STAR RESOURCES CV SR UNSEC NT 38119TAE4 5,902 8,750,000 PRN   DFND 1,2,3,4 8,750,000 0 0
GOODRICH PETROLEUM CORP CV SR UNSEC NT PNC 382410AG3 19,743 18,757,000 PRN   DFND 1,2,3,4 18,757,000 0 0
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 35,283 1,041,410 SH   DFND 1,2,3,4 1,041,410 0 0
HANWHA SOLARONE CO LTD CV SR UNSEC NT 83415UAB4 29,394 30,476,000 PRN   DFND 1,2,3,4 30,476,000 0 0
HEADWATERS INC CV SR SUB NT 42210PAR3 8,335 7,646,000 PRN   DFND 1,2,3,4 7,646,000 0 0
HEARTWARE INTERNATIONAL CV SR UNSEC NT 422368AA8 23,394 21,166,000 PRN   DFND 1,2,3,4 21,166,000 0 0
HELIX ENERGY SOLUTIONS CV SR UNSEC NT CPDI 42330PAG2 15,449 13,087,000 PRN   DFND 1,2,3,4 13,087,000 0 0
HOLOGIC INC CV SR UNSEC NT SER-2010 CPDI 436440AB7 25,352 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 84,663 79,702,000 PRN   DFND 1,2,3,4 79,702,000 0 0
HOLOGIC INC CV SR UNSEC NT 2%/0% MULTI-CPN 436440AG6 14,321 13,098,000 PRN   DFND 1,2,3,4 13,098,000 0 0
HOME INNS HTL MNGMT INC CV SR UNSEC NT 43713WAB3 12,235 12,630,000 PRN   DFND 1,2,3,4 12,630,000 0 0
HORNBECK OFFSHORE SERVICES CV SR UNSEC NT 440543AN6 56,713 57,810,000 PRN   DFND 1,2,3,4 57,810,000 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 25,120 511,615 SH   DFND 1,2,3,4 511,615 0 0
ICONIX BRAND GROUP INC CV SR SUB NT 451055AF4 20,953 16,395,000 PRN   DFND 1,2,3,4 16,395,000 0 0
INSULET CORPORATION CV SR UNSEC NT PNC 45784PAD3 10,108 9,436,000 PRN   DFND 1,2,3,4 9,436,000 0 0
INTEL CORP CV JR SUB NT CPDI PNC 458140AD2 43,193 33,690,000 PRN   DFND 1,2,3,4 33,690,000 0 0
IRIDIUM COMMUNICATIONS INC 6.75% CV CUM PERP SER-B PFD PNC 46269C409 26,045 76,720 SH   DFND 1,2,3,4 76,720 0 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 25,756 1,855,600 SH   DFND 1,2,3,4 1,855,600 0 0
J2 GLOBAL COMMUNICATIONS CV SR UNSEC NT CPDI 48123VAC6 33,372 33,115,000 PRN   DFND 1,2,3,4 33,115,000 0 0
JD.COM INC-ADR ADR 47215P106 29,155 1,129,150 SH   DFND 1,2,3,4 1,129,150 0 0
KEYW HOLDING CORP CV SR UNSEC NT 493723AA8 27,307 27,820,000 PRN   DFND 1,2,3,4 27,820,000 0 0
LAM RESEARCH CORP CV SR UNSEC NT 512807AJ7 64,317 50,260,000 PRN   DFND 1,2,3,4 50,260,000 0 0
MACQUARIE INFRASTRUCTURE CV SR UNSEC NT 55608BAA3 30,008 26,835,000 PRN   DFND 1,2,3,4 26,835,000 0 0
MASONITE INTERNATIONAL CORP COMMON STOCK 575385109 164,289 2,966,585 SH   DFND 1,2,3,4 2,966,585 0 0
MCDERMOTT INTL INC COMMON STOCK 580037109 12,817 2,240,599 SH   DFND 1,2,3,4 2,240,599 0 0
MEDICINES COMPANY CV SR UNSEC NT 584688AC9 8,618 8,085,000 PRN   DFND 1,2,3,4 8,085,000 0 0
MEDIDATA SOLUTIONS INC CV SR UNSEC NT 58471AAB1 61,532 56,488,000 PRN   DFND 1,2,3,4 56,488,000 0 0
MENTOR GRAPHICS CORP CV SUB UNSEC NT 587200AK2 38,141 32,106,000 PRN   DFND 1,2,3,4 32,106,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 100,951 12,925,800 SH   DFND 1,2,3,4 12,925,800 0 0
MICRON TECHNOLOGY INC CV SR UNSEC NT SER-G PNC 595112AY9 114,687 86,790,000 PRN   DFND 1,2,3,4 86,790,000 0 0
MOBILE TELESYSTEMS-SP ADR ADR 607409109 20,277 1,357,248 SH   DFND 1,2,3,4 1,357,248 0 0
MOLINA HEALTHCARE INC CV SR UNSEC NT 60855RAC4 44,815 37,870,000 PRN   DFND 1,2,3,4 37,870,000 0 0
NETAPP INC COMMON STOCK 64110D104 21,050 490,000 SH   DFND 1,2,3,4 490,000 0 0
NETSUITE INC CV SR UNSEC NT 64118QAB3 21,584 20,741,000 PRN   DFND 1,2,3,4 20,741,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 5,193 600,300 SH   DFND 1,2,3,4 600,300 0 0
NRG ENERGY INC COMMON STOCK 629377508 40,386 1,325,000 SH   DFND 1,2,3,4 1,325,000 0 0
NUANCE COMMUNICATIONS CV SR UNSEC NT 67020YAF7 9,417 9,500,000 PRN   DFND 1,2,3,4 9,500,000 0 0
NUVASIVE INC CV SR UNSEC NT 670704AC9 93,588 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 11,455 227,585 SH   DFND 1,2,3,4 227,585 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746309 6,205 237,000 SH   DFND 1,2,3,4 237,000 0 0
OI SA-ADR COMMON STOCK - ADR 670851104 2,563 3,464,543 SH   DFND 1,2,3,4 3,464,543 0 0
OI SA-ADR PREFERRED STOCK ADR 670851203 6,905 9,863,971 SH   DFND 1,2,3,4 9,863,971 0 0
OMNICARE INC CV SR SUB NT CPDI 681904AQ1 87,402 79,145,000 PRN   DFND 1,2,3,4 79,145,000 0 0
ON SEMICONDUCTOR CORP CV SR SUB NT SER-B 682189AH8 89,497 79,204,000 PRN   DFND 1,2,3,4 79,204,000 0 0
PAR PETROLEUM CORP COMMON STOCK 69888T207 3,216 190,862 SH   DFND 1,2,3,4 190,862 0 0
PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 17,331 17,480,000 PRN   DFND 1,2,3,4 17,480,000 0 0
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 89,482 6,305,991 SH   DFND 1,2,3,4 6,305,991 0 0
PHOTRONICS INC CV SR UNSEC NT 719405AH5 26,121 24,717,000 PRN   DFND 1,2,3,4 24,717,000 0 0
PRICELINE GROUP INC/THE CV SR UNSEC NT 741503AS5 82,987 73,755,000 PRN   DFND 1,2,3,4 73,755,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAD4 8,725 8,421,000 PRN   DFND 1,2,3,4 8,421,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAK8 7,294 7,082,000 PRN   DFND 1,2,3,4 7,082,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAL6 4,893 4,750,000 PRN   DFND 1,2,3,4 4,750,000 0 0
PULSE ELECTRONICS CORP COMMON STOCK 74586W205 27,119 11,999,585 SH   DFND 1,2,3,4 11,999,585 0 0
QUAD GRAPHICS INC COMMON STOCK 747301109 864 44,931 SH   DFND 1,2,3,4 44,931 0 0
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AB0 13,239 14,095,000 PRN   DFND 1,2,3,4 14,095,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 8,643 8,689,000 PRN   DFND 1,2,3,4 8,689,000 0 0
ROCK TENN COMPANY -CL A COMMON STOCK 772739207 28,017 588,832 SH   DFND 1,2,3,4 588,832 0 0
RTI INTERNATIONAL METALS CV SR UNSEC NT 74973WAB3 42,123 43,805,000 PRN   DFND 1,2,3,4 43,805,000 0 0
SALESFORCE.COM INC CV SR UNSEC NT 79466LAD6 94,385 84,705,000 PRN   DFND 1,2,3,4 84,705,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI PNC 811904AM3 63,256 58,420,000 PRN   DFND 1,2,3,4 58,420,000 0 0
SEQUENOM INC CV SR UNSEC NT PNC 817337AB4 2,672 2,800,000 PRN   DFND 1,2,3,4 2,800,000 0 0
SPECTRANETICS CORP CV SR UNSEC NT PNC 84760CAA5 50,846 45,015,000 PRN   DFND 1,2,3,4 45,015,000 0 0
SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 6,358 6,510,000 PRN   DFND 1,2,3,4 6,510,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K121 564,602 51,234,231 SH   DFND 1,2,3,4 51,234,231 0 0
STERLITE INDUSTRIES LTD CV SR UNSEC NT PNC 859737AB4 13,298 13,335,000 PRN   DFND 1,2,3,4 13,335,000 0 0
STONE ENERGY CORP CV SR UNSEC NT 861642AN6 76,872 72,280,000 PRN   DFND 1,2,3,4 72,280,000 0 0
SURGICAL CARE AFFILIATES INC COMMON STOCK 86881L106 29,379 1,099,090 SH   DFND 1,2,3,4 1,099,090 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 89,104 4,415,484 SH   DFND 1,2,3,4 4,415,484 0 0
TATA MOTORS LTD-SPON ADR ADR 876568502 56,380 1,289,861 SH   DFND 1,2,3,4 1,289,861 0 0
TELECOM ARGENTINA SA-SP ADR COMMON STOCK ADR 879273209 10,553 519,851 SH   DFND 1,2,3,4 519,851 0 0
TELEFONICA BRASIL-ADR ADR 87936R106 32,016 1,626,810 SH   DFND 1,2,3,4 1,626,810 0 0
TESLA MOTORS INC CV SR UNSEC NT 88160RAC5 65,749 69,000,000 PRN   DFND 1,2,3,4 69,000,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 4,958 6,429,000 PRN   DFND 1,2,3,4 6,429,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 19,174 1,595,224 SH   DFND 1,2,3,4 1,595,224 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK - ADR 893870204 1,817 547,476 SH   DFND 1,2,3,4 547,476 0 0
TRIBUNE PUBLISHING CO COMMON STOCK 896082104 94,672 4,691,371 SH   DFND 1,2,3,4 4,691,371 0 0
TRINA SOLAR LTD-SPON ADR ADR 89628E104 37,968 3,145,624 SH   DFND 1,2,3,4 3,145,624 0 0
TTM TECHNOLOGIES CV SR UNSEC NT 87305RAC3 8,397 8,299,000 PRN   DFND 1,2,3,4 8,299,000 0 0
TTM TECHNOLOGIES INC CV SR UNSEC NT 87305RAD1 29,955 30,858,000 PRN   DFND 1,2,3,4 30,858,000 0 0
VALE SA-SP PREF ADR ADR 91912E204 54,743 5,637,772 SH   DFND 1,2,3,4 5,637,772 0 0
VECTOR GROUP LTD CV SR UNSEC NT 92240MBC1 11,191 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 74,494 68,130,000 PRN   DFND 1,2,3,4 68,130,000 0 0
VIMPELCOM LTD-SPON ADR COMMON STOCK ADR 92719A106 10,181 1,410,000 SH   DFND 1,2,3,4 1,410,000 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 39,298 2,750,000 SH   DFND 1,2,3,4 2,750,000 0 0
WALTER INVESTMENT MGMT CV SR SUB NT 93317WAA0 6,564 7,846,000 PRN   DFND 1,2,3,4 7,846,000 0 0
WEBMD HEALTH CORP CV SR UNSEC NT 94770VAF9 22,321 22,200,000 PRN   DFND 1,2,3,4 22,200,000 0 0
WELLS FARGO & COMPANY 7.50% CV PFD CL-A SER-L PERP PNC 949746804 18,938 15,750 SH   DFND 1,2,3,4 15,750 0 0
WILLIAMS PARTNERS LP PARTNERSHIP SHARES 96950F104 11,520 217,146 SH   DFND 1,2,3,4 217,146 0 0
WRIGHT MEDICAL GROUP INC CV SR UNSEC NT 98235TAC1 71,863 53,237,000 PRN   DFND 1,2,3,4 53,237,000 0 0
WSP HOLDINGS LTD-ADR COMMON STOCK 92934F203 423 1,408,800 SH   DFND 1,2,3,4 1,408,800 0 0
YANDEX NV COMMON STOCK N97284108 26,714 961,100 SH   DFND 1,2,3,4 961,100 0 0