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 7,785 7,500,000 PRN   DFND 1,2,3,4 7,500,000 0 0
AIR LEASE CORP CV SR UNSEC NT 00912XAK0 34,855 23,023,000 PRN   DFND 1,2,3,4 23,023,000 0 0
ALBANY MOLECULAR RESEARCH INC CV SR UNSEC NT 144A 012423AA7 9,777 7,305,000 PRN   DFND 1,2,3,4 7,305,000 0 0
ALERE INC 3% CV CUM PFD PERP SER B 01449J204 61,652 212,800 SH   DFND 1,2,3,4 212,800 0 0
ALERE INC CV SR SUB NT 01449JAA3 31,214 27,980,000 PRN   DFND 1,2,3,4 27,980,000 0 0
ALLIANCE HEALTHCARE SERVICES COMMON STOCK 018606301 159,485 4,756,490 SH   DFND 1,2,3,4 4,756,490 0 0
ALPHA NATURAL RESOURCES CV SR UNSEC NT 02076XAE2 26,871 31,500,000 PRN   DFND 1,2,3,4 31,500,000 0 0
AMBEV SA-ADR ADR 02319V103 19,637 2,650,005 SH   DFND 1,2,3,4 2,650,005 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 46,464 929,100 SH   DFND 1,2,3,4 929,100 0 0
AMERICAN REALTY CAP PROP CV SR UNSEC NT REIT 02917TAA2 30,591 28,700,000 PRN   DFND 1,2,3,4 28,700,000 0 0
AMERICAN REALTY CAP PROP CV SR UNSEC NT REIT 02917TAB0 67,175 61,460,000 PRN   DFND 1,2,3,4 61,460,000 0 0
ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 21,095 1,235,044 SH   DFND 1,2,3,4 1,235,044 0 0
ANNALY CAPITAL MGMT CV SR UNSEC NT 035710AB8 8,243 8,000,000 PRN   DFND 1,2,3,4 8,000,000 0 0
APOLLO COMMERCIAL REAL ESTATE FIN REIT CV SR UNSEC NT 03762UAA3 7,171 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
APOLLO GLOBAL MANAGEMENT - A COMMON STOCK 037612306 20,988 660,000 SH   DFND 1,2,3,4 660,000 0 0
APOLLO INVESTMENT CORP CV SR UNSEC NT 03761UAE6 2,942 2,750,000 PRN   DFND 1,2,3,4 2,750,000 0 0
ARCELORMITTAL MAND 6% CV SR SUB NT L0302D178 15,107 630,000 PRN   DFND 1,2,3,4 630,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAG8 6,087 5,646,000 PRN   DFND 1,2,3,4 5,646,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAJ2 7,583 7,019,000 PRN   DFND 1,2,3,4 7,019,000 0 0
ARES COMMERCIAL REAL ESTATE CV SR UNSEC NT 04013VAB4 13,633 13,250,000 PRN   DFND 1,2,3,4 13,250,000 0 0
ASCENT CAPITAL GROUP INC CV SR UNSEC NT 043632AA6 3,442 3,420,000 PRN   DFND 1,2,3,4 3,420,000 0 0
AURICO GOLD (NORTHGATE MINERALS) CV SR UNSEC NT 666416AB8 14,838 14,267,000 PRN   DFND 1,2,3,4 14,267,000 0 0
AV HOMES INC CV SR UNSEC NT 053494AG5 10,763 10,014,000 PRN   DFND 1,2,3,4 10,014,000 0 0
BANK OF AMERICA CORP 7.25% CV NON-CUM PFD PERP SER-L PNC 060505682 19,247 16,800 SH   DFND 1,2,3,4 16,800 0 0
BGC PARTNERS INC CV SR UNSEC NT 05541TAD3 12,942 12,145,000 PRN   DFND 1,2,3,4 12,145,000 0 0
BIOMARIN PHARMACEUTICAL CV SR SUB NT 09061GAE1 26,747 24,250,000 PRN   DFND 1,2,3,4 24,250,000 0 0
BIOMARIN PHARMACEUTICAL CV SR SUB NT 09061GAF8 70,357 63,045,000 PRN   DFND 1,2,3,4 63,045,000 0 0
BLACKROCK KELSO CAPITAL CV SR UNSEC NT 092533AB4 20,748 19,946,000 PRN   DFND 1,2,3,4 19,946,000 0 0
BOTTOMLINE TECHNOLOGIES CV SR UNSEC NT 101388AA4 23,270 17,780,000 PRN   DFND 1,2,3,4 17,780,000 0 0
BPZ RESOURCES INC CV SR UNSEC NT PNC 055639AB4 3,337 3,260,000 PRN   DFND 1,2,3,4 3,260,000 0 0
BPZ RESOURCES INC CV SR UNSEC NT 055639AC2 43,155 37,500,000 PRN   DFND 1,2,3,4 37,500,000 0 0
BROOKDALE SENIOR LIVING CV SR UNSEC NT 112463AA2 87,905 64,475,000 PRN   DFND 1,2,3,4 64,475,000 0 0
CAL DIVE INTERNATIONAL CV SR UNSEC NT 12802TAB7 3,063 3,185,000 PRN   DFND 1,2,3,4 3,185,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 8,842 807,500 SH   DFND 1,2,3,4 807,500 0 0
CEMEX SAB DE CV CV SUB NT 151290AV5 28,908 23,495,000 PRN   DFND 1,2,3,4 23,495,000 0 0
CEMEX SAB DE CV CV SUB NT 151290BB8 13,123 9,500,000 PRN   DFND 1,2,3,4 9,500,000 0 0
CEMEX SAB-SPONS ADR PART CER ADR 151290889 29,111 2,304,945 SH   DFND 1,2,3,4 2,304,945 0 0
CENVEO CORP CV SR UNSEC NT 15671BAJ0 3,281 3,174,000 PRN   DFND 1,2,3,4 3,174,000 0 0
CHARTER COMMUNICATION-A COMMON STOCK 16117M305 24,640 200,000 SH   DFND 1,2,3,4 200,000 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT CPDI 165167CB1 16,730 17,747,000 PRN   DFND 1,2,3,4 17,747,000 0 0
CHIQUITA BRANDS INTL CV SR UNSEC NT PNC 170032AT3 10,260 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
CIA BRASILEIRA DE DIS-SP PRF ADR 20440T201 24,819 567,156 SH   DFND 1,2,3,4 567,156 0 0
CIENA CORP CV SR UNSEC NT 171779AE1 66,336 65,000,000 PRN   DFND 1,2,3,4 65,000,000 0 0
COBALT INTL ENERGY INC CV SR UNSEC NT 19075FAA4 70,588 74,760,000 PRN   DFND 1,2,3,4 74,760,000 0 0
COLONY FINANCIAL INC CV SR UNSEC NT REIT PNC 19624RAA4 33,067 31,020,000 PRN   DFND 1,2,3,4 31,020,000 0 0
COMMONWEALTH REIT 6.5% CV PERP PFD SER-D REIT 203233408 10,295 410,000 SH   DFND 1,2,3,4 410,000 0 0
CONTANGO OIL & GAS COMMON STOCK 21075N204 61,476 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 228227500 59,173 585,000 SH   DFND 1,2,3,4 585,000 0 0
DFC GLOBAL CORP CV SR UNSEC NT 23324TAB3 4,294 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
DIAMOND FOODS INC COMMON STOCK 252603105 154,421 4,420,859 SH   DFND 1,2,3,4 4,420,859 0 0
DOLLAR FINANCIAL CORP CV SR UNSEC NT 256664AB9 7,511 7,880,000 PRN   DFND 1,2,3,4 7,880,000 0 0
DRYSHIPS INC CV SR UNSEC NT 262498AB4 14,956 15,021,000 PRN   DFND 1,2,3,4 15,021,000 0 0
DYNEGY INC COMMON STOCK 26817R108 205,655 8,245,986 SH   DFND 1,2,3,4 8,245,986 0 0
E*TRADE FINANCIAL CORP COMMON STOCK 269246401 23,020 1,000,000 SH   DFND 1,2,3,4 1,000,000 0 0
EMC CORP/MA COMMON STOCK 268648102 16,720 610,000 SH   DFND 1,2,3,4 610,000 0 0
ENDOLOGIX INC CV SR UNSEC NT PNC 29266SAA4 6,670 7,000,000 PRN   DFND 1,2,3,4 7,000,000 0 0
EPR PROPERTIES 5.75% CV PERP PFD SER-C REIT 26884U208 8,607 400,321 SH   DFND 1,2,3,4 400,321 0 0
EPR PROPERTIES 9% CV PERP PFD SER-E REIT PNC 26884U307 3,157 103,500 SH   DFND 1,2,3,4 103,500 0 0
EXCO RESOURCES INC COMMON STOCK 269279402 252,973 45,173,682 SH   DFND 1,2,3,4 45,173,682 0 0
FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 227,629 41,843,581 SH   DFND 1,2,3,4 41,843,581 0 0
FLUIDIGM CORP CV SR UNSEC NT 34385PAA6 21,924 19,348,000 PRN   DFND 1,2,3,4 19,348,000 0 0
FOREST CITY ENTERPRISES CV SR UNSEC NT PNC 345550AP2 58,356 51,821,000 PRN   DFND 1,2,3,4 51,821,000 0 0
GENESEE & WYOMING INC 5% CV MAND PFD EQUITY UNITS 371559204 45,737 352,500 SH   DFND 1,2,3,4 352,500 0 0
GETTY REALTY CORP COMMON STOCK REIT 374297109 26,866 1,422,221 SH   DFND 1,2,3,4 1,422,221 0 0
GOLDEN STAR RESOURCES CV SR UNSEC NT 38119TAE4 10,285 13,750,000 PRN   DFND 1,2,3,4 13,750,000 0 0
GOODRICH PETROLEUM CORP CV SR UNSEC NT PNC 382410AG3 2,569 2,505,000 PRN   DFND 1,2,3,4 2,505,000 0 0
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 27,415 823,510 SH   DFND 1,2,3,4 823,510 0 0
HANWHA SOLARONE CO LTD CV SR UNSEC NT 83415UAB4 31,753 34,146,000 PRN   DFND 1,2,3,4 34,146,000 0 0
HEADWATERS INC CV SR SUB NT 42210PAR3 10,364 9,346,000 PRN   DFND 1,2,3,4 9,346,000 0 0
HEALTH CARE REIT INC 6.5% CV PERP PFD SER-I REIT PNC 42217K601 6,268 112,874 SH   DFND 1,2,3,4 112,874 0 0
HEARTWARE INTERNATIONAL CV SR UNSEC NT 422368AA8 31,833 26,166,000 PRN   DFND 1,2,3,4 26,166,000 0 0
HELIX ENERGY SOLUTIONS CV SR UNSEC NT CPDI 42330PAG2 45,522 36,892,000 PRN   DFND 1,2,3,4 36,892,000 0 0
HOLOGIC INC CV SR UNSEC NT SER-2010 CPDI 436440AB7 8,219 7,179,000 PRN   DFND 1,2,3,4 7,179,000 0 0
HOLOGIC INC CV SR UNSEC NT 2% MULTI-CPN CPDI 436440AC5 15,408 15,075,000 PRN   DFND 1,2,3,4 15,075,000 0 0
HOLOGIC INC CV SR UNSEC NT 2%/0% MULTI-CPN 436440AG6 15,915 15,000,000 PRN   DFND 1,2,3,4 15,000,000 0 0
HOME INNS HTL MNGMT INC CV SR UNSEC NT 43713WAB3 5,345 5,500,000 PRN   DFND 1,2,3,4 5,500,000 0 0
HORNBECK OFFSHORE SERVICES CV SR UNSEC NT 440543AN6 82,821 72,620,000 PRN   DFND 1,2,3,4 72,620,000 0 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK 44157R109 11,365 559,024 SH   DFND 1,2,3,4 559,024 0 0
ICONIX BRAND GROUP INC CV SR SUB NT 451055AE7 11,242 8,255,000 PRN   DFND 1,2,3,4 8,255,000 0 0
INTEGRA LIFESCIENCES HLD CV SR UNSEC NT 457985AK5 1,073 1,000,000 PRN   DFND 1,2,3,4 1,000,000 0 0
INTEL CORP CV JR SUB NT CPDI PNC 458140AD2 46,947 39,725,000 PRN   DFND 1,2,3,4 39,725,000 0 0
INTEL CORP CV JR SUB NT CPDI PNC 458140AF7 37,909 27,000,000 PRN   DFND 1,2,3,4 27,000,000 0 0
INTERMUNE INC CV SR UNSEC NT PNC 45884XAE3 9,163 7,165,000 PRN   DFND 1,2,3,4 7,165,000 0 0
INTEROIL CORP CV SR UNSEC NT PNC 460951AC0 8,044 7,919,000 PRN   DFND 1,2,3,4 7,919,000 0 0
IXIA CV SR UNSEC NT 45071RAB5 9,927 9,410,000 PRN   DFND 1,2,3,4 9,410,000 0 0
LAM RESEARCH CORP CV SR UNSEC NT 512807AJ7 70,589 60,700,000 PRN   DFND 1,2,3,4 60,700,000 0 0
LAM RESEARCH CORP CV SR UNSEC NT SER B 512807AL2 4,900 3,930,000 PRN   DFND 1,2,3,4 3,930,000 0 0
LEAP WIRELESS INTL INC CV SR UNSEC NT 521863AL4 3,310 3,269,000 PRN   DFND 1,2,3,4 3,269,000 0 0
LEVEL 3 COMMUNICATIONS INC COMMON STOCK NEW 52729N308 33,146 846,859 SH   DFND 1,2,3,4 846,859 0 0
LEXINGTON REALTY TRUST 6.50% CV PERP PFD SER-C REIT 529043309 740 16,050 SH   DFND 1,2,3,4 16,050 0 0
MASONITE INTERNATIONAL CORP COMMON STOCK 575385109 230,962 4,086,372 SH   DFND 1,2,3,4 4,086,372 0 0
MCDERMOTT INTL INC COMMON STOCK 580037109 17,521 2,240,599 SH   DFND 1,2,3,4 2,240,599 0 0
MENTOR GRAPHICS CORP CV SUB UNSEC NT 587200AK2 41,443 33,056,000 PRN   DFND 1,2,3,4 33,056,000 0 0
MERITAGE HOMES CORP CV SR UNSEC NT 59001AAR3 4,872 4,550,000 PRN   DFND 1,2,3,4 4,550,000 0 0
MERITOR INC CV SR UNSEC STEP CPN NT 043353AH4 12,622 12,000,000 PRN   DFND 1,2,3,4 12,000,000 0 0
MERRIMACK PHARMACEUTICALS CV SR UNSEC NT 590328AA8 1,936 1,900,000 PRN   DFND 1,2,3,4 1,900,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 97,128 11,400,000 SH   DFND 1,2,3,4 11,400,000 0 0
MICRON TECHNOLOGY INC CV SR UNSEC NT SER-G PNC 595112AY9 97,798 89,500,000 PRN   DFND 1,2,3,4 89,500,000 0 0
MOBILE TELESYSTEMS-SP ADR ADR 607409109 14,332 819,448 SH   DFND 1,2,3,4 819,448 0 0
MOLYCORP INC CV SR UNSEC NT 608753AA7 4,028 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
MOLYCORP INC CV SR UNSEC NT PNC 608753AF6 5,840 7,300,000 PRN   DFND 1,2,3,4 7,300,000 0 0
MORGANS HOTEL GROUP CO CV SR SUB NT 61748WAB4 14,071 14,410,000 PRN   DFND 1,2,3,4 14,410,000 0 0
NETAPP INC COMMON STOCK 64110D104 18,081 490,000 SH   DFND 1,2,3,4 490,000 0 0
NRG ENERGY INC COMMON STOCK 629377508 42,135 1,325,000 SH   DFND 1,2,3,4 1,325,000 0 0
NUANCE COMMUNICATIONS CV SR UNSEC NT 67020YAF7 11,069 11,000,000 PRN   DFND 1,2,3,4 11,000,000 0 0
NUVASIVE INC CV SR UNSEC NT 670704AC9 98,968 82,525,000 PRN   DFND 1,2,3,4 82,525,000 0 0
NY COMMUNITY CAP TRUST V 6% CV PFD (BONUSES) PNC 64944P307 12,089 247,341 SH   DFND 1,2,3,4 247,341 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746309 9,286 237,000 SH   DFND 1,2,3,4 237,000 0 0
OI SA-ADR COMMON STOCK ADR 670851203 3,489 2,623,000 SH   DFND 1,2,3,4 2,623,000 0 0
OMNICARE INC CV SR SUB NT CPDI 681904AQ1 85,532 83,800,000 PRN   DFND 1,2,3,4 83,800,000 0 0
ON SEMICONDUCTOR CORP CV SR SUB NT SER-B 682189AH8 92,898 75,954,000 PRN   DFND 1,2,3,4 75,954,000 0 0
PARAGON SHIPPING INC-CLASS A COMMON STOCK CL A 69913R408 2,740 400,000 SH   DFND 1,2,3,4 400,000 0 0
PETROLEO BRASILEIRO S.A.-ADR ADR 71654V408 52,361 3,981,791 SH   DFND 1,2,3,4 3,981,791 0 0
PHOTRONICS INC CV SR UNSEC NT 719405AH5 29,994 27,217,000 PRN   DFND 1,2,3,4 27,217,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAD4 7,708 7,288,000 PRN   DFND 1,2,3,4 7,288,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAK8 5,288 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAL6 6,440 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
PROVIDENCE SERVICE CORP CV SR SUB NT 743815AB8 13,421 13,240,000 PRN   DFND 1,2,3,4 13,240,000 0 0
PULSE ELECTRONICS CORP COMMON STOCK 74586W205 46,198 11,999,585 SH   DFND 1,2,3,4 11,999,585 0 0
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AB0 9,875 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 5,635 5,260,000 PRN   DFND 1,2,3,4 5,260,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 17,215 17,117,000 PRN   DFND 1,2,3,4 17,117,000 0 0
RTI INTERNATIONAL METALS CV SR UNSEC NT 74973WAA5 31,565 29,475,000 PRN   DFND 1,2,3,4 29,475,000 0 0
RTI INTERNATIONAL METALS CV SR UNSEC NT 74973WAB3 40,840 41,450,000 PRN   DFND 1,2,3,4 41,450,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI PNC 811904AM3 65,930 55,020,000 PRN   DFND 1,2,3,4 55,020,000 0 0
SEQUENOM INC CV SR UNSEC NT PNC 817337AB4 7,485 8,240,000 PRN   DFND 1,2,3,4 8,240,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K121 82,394 5,773,907 SH   DFND 1,2,3,4 5,773,907 0 0
STARWOOD PROPERTY TRUST CV SR UNSEC NT REIT 85571BAA3 20,899 18,250,000 PRN   DFND 1,2,3,4 18,250,000 0 0
STARWOOD PROPERTY TRUST CV SR UNSEC NT REIT 85571BAB1 29,126 25,500,000 PRN   DFND 1,2,3,4 25,500,000 0 0
STERLITE INDUSTRIES LTD CV SR UNSEC NT PNC 859737AB4 17,412 17,291,000 PRN   DFND 1,2,3,4 17,291,000 0 0
STONE ENERGY CORP CV SR UNSEC NT 861642AN6 97,579 79,800,000 PRN   DFND 1,2,3,4 79,800,000 0 0
SURGICAL CARE AFFILIATES INC COMMON STOCK 86881L106 71,587 2,328,027 SH   DFND 1,2,3,4 2,328,027 0 0
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 54,776 2,736,084 SH   DFND 1,2,3,4 2,736,084 0 0
TAKE-TWO INTERACTIVE SOFTWARE CV SR UNSEC NT 874054AC3 32,760 24,828,000 PRN   DFND 1,2,3,4 24,828,000 0 0
TAKE-TWO INTERACTIVE SOFTWARE CV SR UNSEC NT 874054AD1 41,082 33,380,000 PRN   DFND 1,2,3,4 33,380,000 0 0
TATA MOTORS LTD-SPON ADR ADR 876568502 36,981 1,044,361 SH   DFND 1,2,3,4 1,044,361 0 0
TELECOM ARGENTINA SA-SP ADR COMMON STOCK ADR 879273209 6,197 324,973 SH   DFND 1,2,3,4 324,973 0 0
TELEFONICA BRASIL-ADR ADR 87936R106 22,795 1,073,210 SH   DFND 1,2,3,4 1,073,210 0 0
TESLA MOTORS INC CV SR UNSEC NT 88160RAC5 93,478 102,845,000 PRN   DFND 1,2,3,4 102,845,000 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 9,804 11,397,000 PRN   DFND 1,2,3,4 11,397,000 0 0
TOWER GROUP INTL LTD CV SR UNSEC NT 891777AC8 21,683 22,830,000 PRN   DFND 1,2,3,4 22,830,000 0 0
TRINA SOLAR LTD-SPON ADR ADR 89628E104 24,171 1,797,124 SH   DFND 1,2,3,4 1,797,124 0 0
TTM TECHNOLOGIES CV SR UNSEC NT 87305RAC3 8,292 8,049,000 PRN   DFND 1,2,3,4 8,049,000 0 0
TTM TECHNOLOGIES INC CV SR UNSEC NT 87305RAD1 45,138 40,750,000 PRN   DFND 1,2,3,4 40,750,000 0 0
VALE SA-SP PREF ADR ADR 91912E204 41,728 3,351,672 SH   DFND 1,2,3,4 3,351,672 0 0
VECTOR GROUP LTD CV SR UNSEC VARIABLE NT CPDI 92240MAY4 24,950 18,185,000 PRN   DFND 1,2,3,4 18,185,000 0 0
VIMPELCOM LTD-SPON ADR COMMON STOCK ADR 92719A106 2,348 260,000 SH   DFND 1,2,3,4 260,000 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 40,920 2,750,000 SH   DFND 1,2,3,4 2,750,000 0 0
WABASH NATIONAL CORP CV SR UNSEC NT 929566AH0 15,064 10,730,000 PRN   DFND 1,2,3,4 10,730,000 0 0
WALTER INVESTMENT MGMT CV SR SUB NT 93317WAA0 12,563 13,284,000 PRN   DFND 1,2,3,4 13,284,000 0 0
WEB.COM GROUP INC CV SR UNSEC NT PNC 94733AAA2 42,423 36,000,000 PRN   DFND 1,2,3,4 36,000,000 0 0
WEBMD HEALTH CORP CV SR UNSEC NT 94770VAF9 21,692 21,500,000 PRN   DFND 1,2,3,4 21,500,000 0 0
WELLS FARGO & COMPANY 7.50% CV PFD CL-A SER-L PERPETUAL PNC 949746804 21,060 18,000 SH   DFND 1,2,3,4 18,000 0 0
WRIGHT MEDICAL GROUP INC CV SR UNSEC NT 98235TAC1 69,043 51,082,000 PRN   DFND 1,2,3,4 51,082,000 0 0
WSP HOLDINGS LTD-ADR COMMON STOCK 92934F203 3,832 1,408,800 SH   DFND 1,2,3,4 1,408,800 0 0
YRC WORLDWIDE INC CV SEC 2ND LIEN 10% PIK NT SER-A 984249AB8 6,316 5,930,266 PRN   DFND 1,2,3,4 5,930,266 0 0