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 13,779 12,685,000 PRN   DFND 1,2,3,4 12,685,000 0 0
ACCURAY INC CV SR UNSEC NT PNC 004397AB1 3,933 3,500,000 PRN   DFND 1,2,3,4 3,500,000 0 0
AIR LEASE CORP CV SR UNSEC NT 00912XAK0 62,907 47,100,000 PRN   DFND 1,2,3,4 47,100,000 0 0
AK STEEL CORP CV SR UNSEC NT 001546AP5 12,247 7,500,000 PRN   DFND 1,2,3,4 7,500,000 0 0
ALERE INC CV SR SUB NT 01449JAA3 27,557 24,380,000 PRN   DFND 1,2,3,4 24,380,000 0 0
ALERE INC 3% CV CUM PFD PERP SER B 01449J204 60,925 212,800 SH   DFND 1,2,3,4 212,800 0 0
ALLIANCE HEALTHCARE SERVICES COMMON STOCK 018606301 117,676 4,756,490 SH   DFND 1,2,3,4 4,756,490 0 0
ALPHA NATURAL RESOURCES CV SR UNSEC NT 02076XAE2 28,891 28,000,000 PRN   DFND 1,2,3,4 28,000,000 0 0
ALTRIA GROUP INC COMMON STOCK 02209S103 11,056 288,000 SH   DFND 1,2,3,4 288,000 0 0
AMBEV SA-SPN ADR AMBEV SA-SPN ADR 02319V103 14,742 2,005,765 SH   DFND 1,2,3,4 2,005,765 0 0
AMERICA MOVIL AMERICA MOVIL 02364W105 23,798 1,018,304 SH   DFND 1,2,3,4 1,018,304 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 47,431 929,100 SH   DFND 1,2,3,4 929,100 0 0
AMERICAN REALTY CAP PROP CV SR UNSEC NT REIT 02917TAA2 12,068 12,000,000 PRN   DFND 1,2,3,4 12,000,000 0 0
Anglogold Anglogold 035128206 2,778 237,000 SH   DFND 1,2,3,4 237,000 0 0
ANNALY CAPITAL MGMT CV SR UNSEC NT 035710AB8 20,501 20,157,000 PRN   DFND 1,2,3,4 20,157,000 0 0
APOLLO GLOBAL MANAGEMENT - A COMMON STOCK 037612306 15,805 500,000 SH   DFND 1,2,3,4 500,000 0 0
APOLLO INVESTMENT CORP CV SR UNSEC NT 03761UAE6 535 500,000 PRN   DFND 1,2,3,4 500,000 0 0
ARCELORMITTAL MAND 6% CV SR SUB NT L0302D178 16,380 630,000 PRN   DFND 1,2,3,4 630,000 0 0
ARCELORMITTAL CV SR UNSEC NT 03938LAK0 7,573 7,410,000 PRN   DFND 1,2,3,4 7,410,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAJ2 7,517 7,019,000 PRN   DFND 1,2,3,4 7,019,000 0 0
ARES CAPITAL CORP CV SR UNSEC NT 04010LAG8 6,529 6,146,000 PRN   DFND 1,2,3,4 6,146,000 0 0
AV HOMES INC CV SR UNSEC NT 053494AG5 10,780 10,014,000 PRN   DFND 1,2,3,4 10,014,000 0 0
Baidu Inc Baidu Inc 056752108 24,387 137,097 SH   DFND 1,2,3,4 137,097 0 0
BANK OF AMERICA CORP 7.25% CV NON-CUM PFD PERP SER-L PNC 060505682 16,778 15,800 SH   DFND 1,2,3,4 15,800 0 0
BGC PARTNERS INC CV SR UNSEC NT 05541TAD3 14,510 13,845,000 PRN   DFND 1,2,3,4 13,845,000 0 0
BIOMARIN PHARMACEUTICAL CV SR SUB NT 09061GAF8 40,523 37,500,000 PRN   DFND 1,2,3,4 37,500,000 0 0
BIOMARIN PHARMACEUTICAL CV SR SUB NT 09061GAE1 19,797 18,500,000 PRN   DFND 1,2,3,4 18,500,000 0 0
BOTTOMLINE TECHNOLOGIES CV SR UNSEC NT 101388AA4 24,135 17,980,000 PRN   DFND 1,2,3,4 17,980,000 0 0
BPZ RESOURCES INC CV SR UNSEC NT 055639AC2 33,820 38,000,000 PRN   DFND 1,2,3,4 38,000,000 0 0
BPZ RESOURCES INC CV SR UNSEC NT PNC 055639AB4 2,934 3,260,000 PRN   DFND 1,2,3,4 3,260,000 0 0
BRISTOW GROUP INC CV SR UNSEC NT 110394AC7 4,993 4,045,000 PRN   DFND 1,2,3,4 4,045,000 0 0
BROOKDALE SENIOR LIVING CV SR UNSEC NT 112463AA2 79,046 65,975,000 PRN   DFND 1,2,3,4 65,975,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 8,455 807,500 SH   DFND 1,2,3,4 807,500 0 0
CEMEX SAB DE CV CV SUB NT 151290BB8 14,474 11,000,000 PRN   DFND 1,2,3,4 11,000,000 0 0
CEMEX SAB DE CV CV SUB NT 151290AV5 75,500 63,577,000 PRN   DFND 1,2,3,4 63,577,000 0 0
Cemex SA-Sponsored ADR Cemex SA-Sponsored ADR 151290889 20,722 1,751,663 SH   DFND 1,2,3,4 1,751,663 0 0
CHARTER COMMUNICATION-A COMMON STOCK 16117M305 99,791 729,683 SH   DFND 1,2,3,4 729,683 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT CPDI 165167CB1 16,621 17,747,000 PRN   DFND 1,2,3,4 17,747,000 0 0
CHESAPEAKE ENERGY CORP CV SR UNSEC NT CPDI 165167BZ9 6,128 6,000,000 PRN   DFND 1,2,3,4 6,000,000 0 0
CHIQUITA BRANDS INTL CV SR UNSEC NT PNC 170032AT3 14,681 15,000,000 PRN   DFND 1,2,3,4 15,000,000 0 0
Cia Brasileira de Distribuicao Grupo Pao Cia Brasileira de Distribuicao Grupo Pao 20440T201 20,388 456,413 SH   DFND 1,2,3,4 456,413 0 0
CIENA CORP CV SR UNSEC NT 171779AE1 67,889 65,500,000 PRN   DFND 1,2,3,4 65,500,000 0 0
COBALT INTL ENERGY INC CV SR UNSEC NT 19075FAA4 65,234 73,375,000 PRN   DFND 1,2,3,4 73,375,000 0 0
COLONY FINANCIAL INC CV SR UNSEC NT REIT PNC 19624RAA4 32,620 31,520,000 PRN   DFND 1,2,3,4 31,520,000 0 0
COMMONWEALTH REIT 6.5% CV PERP PFD SER-D REIT 203233408 12,062 588,084 SH   DFND 1,2,3,4 588,084 0 0
COMPANIA DE MINAS BUEN SPON ADR SER B COMPANIA DE MINAS BUEN SPON ADR SER B 204448104 13,305 1,185,858 SH   DFND 1,2,3,4 1,185,858 0 0
CONTAINER STORE GROUP INC/THE COMMON STOCK 210751103 24,689 557,565 SH   DFND 1,2,3,4 557,565 0 0
CONTAINER STORE GROUP INC/THE COMMON STOCK 210751103 24,664 557,000 SH Put DFND 1,2,3,4 557,565 0 0
CONTANGO OIL & GAS COMMON STOCK 21075N204 60,858 1,287,734 SH   DFND 1,2,3,4 1,287,734 0 0
CROWN CASTLE INTL CORP 4.5% MAND CV SER-A PFD 228227500 45,532 455,000 SH   DFND 1,2,3,4 455,000 0 0
DEALERTRACK TECHNOLOGIES CV SR UNSEC NT 242309AB8 16,549 11,904,000 PRN   DFND 1,2,3,4 11,904,000 0 0
DELPHI AUTOMOTIVE PLC COMMON STOCK G27823106 127,776 2,125,000 SH   DFND 1,2,3,4 2,125,000 0 0
DFC GLOBAL CORP CV SR UNSEC NT 23324TAB3 29,855 33,035,000 PRN   DFND 1,2,3,4 33,035,000 0 0
DOLLAR FINANCIAL CORP CV SR UNSEC NT 256664AB9 7,795 7,880,000 PRN   DFND 1,2,3,4 7,880,000 0 0
DRYSHIPS INC CV SR UNSEC NT 262498AB4 22,186 22,021,000 PRN   DFND 1,2,3,4 22,021,000 0 0
DYNEGY INC COMMON STOCK 26817R108 177,454 8,245,986 SH   DFND 1,2,3,4 8,245,986 0 0
E*TRADE FINANCIAL CORP COMMON STOCK 269246401 36,558 1,861,400 SH   DFND 1,2,3,4 1,861,400 0 0
EMC CORP/MA COMMON STOCK 268648102 15,342 610,000 SH   DFND 1,2,3,4 610,000 0 0
ENDEAVOUR INTERNATIONAL CV SR UNSEC NT 29257MAE0 8,004 10,100,000 PRN   DFND 1,2,3,4 10,100,000 0 0
EPR PROPERTIES 9% CV PERP PFD SER-E REIT PNC 26884U307 3,015 107,500 SH   DFND 1,2,3,4 107,500 0 0
EPR PROPERTIES 5.75% CV PERP PFD SER-C REIT 26884U208 10,937 534,821 SH   DFND 1,2,3,4 534,821 0 0
EXCO RESOURCES INC COMMON STOCK 269279402 195,296 36,778,946 SH   DFND 1,2,3,4 36,778,946 0 0
FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 259,012 41,843,581 SH   DFND 1,2,3,4 41,843,581 0 0
FOREST CITY ENTERPRISES CV SR UNSEC NT PNC 345550AP2 63,971 57,171,000 PRN   DFND 1,2,3,4 57,171,000 0 0
GENESEE & WYOMING INC 5% CV MAND PFD EQUITY UNITS 371559204 47,531 372,500 SH   DFND 1,2,3,4 372,500 0 0
GETTY REALTY CORP COMMON STOCK REIT 374297109 26,126 1,422,221 SH   DFND 1,2,3,4 1,422,221 0 0
GOLDEN STAR RESOURCES CV SR UNSEC NT 38119TAE4 3,740 5,500,000 PRN   DFND 1,2,3,4 5,500,000 0 0
GOODRICH PETROLEUM CORP CV SR UNSEC NT PNC 382410AG3 37,717 36,465,000 PRN   DFND 1,2,3,4 36,465,000 0 0
GREENBRIER COS INC CV SR UNSEC NT 393657AH4 17,811 15,000,000 PRN   DFND 1,2,3,4 15,000,000 0 0
GRUPO TELEVISA SA DE SPN ADR REPORD GRUPO TELEVISA SA DE SPN ADR REPORD 40049J206 18,863 623,359 SH   DFND 1,2,3,4 623,359 0 0
HANWHA SOLARONE CO LTD CV SR UNSEC NT 83415UAB4 34,546 37,146,000 PRN   DFND 1,2,3,4 37,146,000 0 0
HEADWATERS INC CV SR SUB NT 42210PAR3 8,474 7,846,000 PRN   DFND 1,2,3,4 7,846,000 0 0
HEALTH CARE REIT INC 6.5% CV PERP PFD SER-I REIT PNC 42217K601 8,349 162,874 SH   DFND 1,2,3,4 162,874 0 0
HEARTWARE INTERNATIONAL CV SR UNSEC NT 422368AA8 31,819 26,416,000 PRN   DFND 1,2,3,4 26,416,000 0 0
HELIX ENERGY SOLUTIONS CV SR UNSEC NT CPDI 42330PAG2 44,609 36,892,000 PRN   DFND 1,2,3,4 36,892,000 0 0
HOLOGIC INC CV SR UNSEC NT MULTI-CPN 436440AG6 15,634 14,814,000 PRN   DFND 1,2,3,4 14,814,000 0 0
HOLOGIC INC CV SR UNSEC NT 2% MULTI-CPN CPDI 436440AC5 15,467 15,075,000 PRN   DFND 1,2,3,4 15,075,000 0 0
HOLOGIC INC CV SR UNSEC NT SER-2010 CPDI 436440AB7 11,246 9,679,000 PRN   DFND 1,2,3,4 9,679,000 0 0
HOME INNS HTL MNGMT INC CV SR UNSEC NT 43713WAB3 13,687 13,000,000 PRN   DFND 1,2,3,4 13,000,000 0 0
HORNBECK OFFSHORE SERVICES CV SR UNSEC NT 440543AN6 87,520 73,080,000 PRN   DFND 1,2,3,4 73,080,000 0 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK 44157R109 9,481 559,024 SH   DFND 1,2,3,4 559,024 0 0
ICONIX BRAND GROUP INC CV SR SUB NT 451055AE7 21,180 15,305,000 PRN   DFND 1,2,3,4 15,305,000 0 0
INTEGRA LIFESCIENCES HLD CV SR UNSEC NT 457985AK5 4,771 4,435,000 PRN   DFND 1,2,3,4 4,435,000 0 0
INTEL CORP CV JR SUB NT PNC CPDI 458140AF7 42,301 31,000,000 PRN   DFND 1,2,3,4 31,000,000 0 0
INTEL CORP CV JR SUB NT CPDI PNC 458140AD2 44,559 39,725,000 PRN   DFND 1,2,3,4 39,725,000 0 0
INTERMUNE INC CV SR UNSEC NT PNC 45884XAE3 4,507 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
INTEROIL CORP CV SR UNSEC NT PNC 460951AC0 5,605 5,900,000 PRN   DFND 1,2,3,4 5,900,000 0 0
ISHARES RUSSELL 2000 ETF 464287655 49,605 430,000 SH Put DFND 1,2,3,4 430,000 0 0
JAKKS PACIFIC INC CV SR UNSEC NT 47012EAD8 1,151 1,150,000 PRN   DFND 1,2,3,4 1,150,000 0 0
JARDEN CORP CV SR SUB NT 471109AH1 78,795 55,750,000 PRN   DFND 1,2,3,4 55,750,000 0 0
JINKOSOLAR HOLDING CO LT CV SR UNSEC NT 144A 47759TAA8 6,104 5,750,000 PRN   DFND 1,2,3,4 5,750,000 0 0
LAM RESEARCH CORP CV SR UNSEC NT SER B 512807AL2 12,210 10,000,000 PRN   DFND 1,2,3,4 10,000,000 0 0
LAM RESEARCH CORP CV SR UNSEC NT 512807AJ7 70,406 61,700,000 PRN   DFND 1,2,3,4 61,700,000 0 0
LEAP WIRELESS INTL INC CV SR UNSEC NT 521863AL4 4,359 4,269,000 PRN   DFND 1,2,3,4 4,269,000 0 0
LEVEL 3 COMMUNICATIONS INC COMMON STOCK NEW 52729N308 51,881 1,564,100 SH   DFND 1,2,3,4 1,564,100 0 0
MASONITE INTERNATIONAL CORP COMMON STOCK 575385109 268,670 4,477,837 SH   DFND 1,2,3,4 4,477,837 0 0
MCDERMOTT INTL INC COMMON STOCK 580037109 13,654 1,490,599 SH   DFND 1,2,3,4 1,490,599 0 0
MENTOR GRAPHICS CORP CV SUB UNSEC NT 587200AK2 46,037 34,556,000 PRN   DFND 1,2,3,4 34,556,000 0 0
MERITAGE HOMES CORP CV SR UNSEC NT 59001AAR3 32,293 28,650,000 PRN   DFND 1,2,3,4 28,650,000 0 0
MERITOR INC CV SR UNSEC STEP CPN NT 043353AH4 15,356 15,868,000 PRN   DFND 1,2,3,4 15,868,000 0 0
MGIC INVESTMENT CORP CV SR UNSEC NT 552848AE3 9,400 6,760,000 PRN   DFND 1,2,3,4 6,760,000 0 0
MGIC INVESTMENT CORP CV SR UNSEC NT 552848AD5 2,275 2,000,000 PRN   DFND 1,2,3,4 2,000,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 101,280 12,000,000 SH   DFND 1,2,3,4 12,000,000 0 0
MGM RESORTS INTL CV SR UNSEC NT 55303QAE0 84,482 61,865,000 PRN   DFND 1,2,3,4 61,865,000 0 0
Mobile Telesystems OJSC Mobile Telesystems OJSC 607409109 13,405 619,721 SH   DFND 1,2,3,4 619,721 0 0
MOLYCORP INC CV SR UNSEC NT PNC 608753AF6 4,878 6,300,000 PRN   DFND 1,2,3,4 6,300,000 0 0
MOLYCORP INC CV SR UNSEC NT 608753AA7 3,560 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
MORGANS HOTEL GROUP CO CV SR SUB NT 61748WAB4 13,483 13,677,000 PRN   DFND 1,2,3,4 13,677,000 0 0
NETAPP INC COMMON STOCK 64110D104 15,222 370,000 SH   DFND 1,2,3,4 370,000 0 0
NRG ENERGY INC COMMON STOCK 629377508 38,054 1,325,000 SH   DFND 1,2,3,4 1,325,000 0 0
NUANCE COMMUNICATIONS CV SR UNSEC NT 67020YAF7 13,748 14,000,000 PRN   DFND 1,2,3,4 14,000,000 0 0
NUVASIVE INC CV SR UNSEC NT 670704AC9 78,317 72,120,000 PRN   DFND 1,2,3,4 72,120,000 0 0
NY COMMUNITY CAP TRUST V 6% CV PFD (BONUSES) PNC 64944P307 16,117 322,341 SH   DFND 1,2,3,4 322,341 0 0
OLD REPUBLIC INTL CORP CV SR UNSEC NT 680223AH7 7,002 5,613,000 PRN   DFND 1,2,3,4 5,613,000 0 0
OMNICARE INC CV SR SUB NT CPDI 681904AQ1 87,290 85,750,000 PRN   DFND 1,2,3,4 85,750,000 0 0
ON SEMICONDUCTOR CORP CV SR SUB NT SER-B 682189AH8 72,300 65,445,000 PRN   DFND 1,2,3,4 65,445,000 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 43,051 3,124,177 SH   DFND 1,2,3,4 3,124,177 0 0
PHOTRONICS INC CV SR UNSEC NT 719405AH5 34,540 30,132,000 PRN   DFND 1,2,3,4 30,132,000 0 0
PREFORMED LINE PRODUCTS CO COMMON STOCK 740444104 3,928 53,691 SH   DFND 1,2,3,4 53,691 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAL6 7,770 7,304,000 PRN   DFND 1,2,3,4 7,304,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAK8 5,271 5,000,000 PRN   DFND 1,2,3,4 5,000,000 0 0
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAD4 8,772 8,288,000 PRN   DFND 1,2,3,4 8,288,000 0 0
PROVIDENCE SERVICE CORP CV SR SUB NT 743815AB8 10,752 10,382,000 PRN   DFND 1,2,3,4 10,382,000 0 0
PULSE ELECTRONICS CORP COMMON STOCK 74586W205 11,111 3,844,658 SH   DFND 1,2,3,4 3,844,658 0 0
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 4,174 4,000,000 PRN   DFND 1,2,3,4 4,000,000 0 0
RESOURCE CAPITAL CORP CV SR UNSEC NT REIT 76120WAA2 12,803 12,767,000 PRN   DFND 1,2,3,4 12,767,000 0 0
RPM INTERNATIONAL INC CV SR UNSEC NT 749685AT0 25,474 23,000,000 PRN   DFND 1,2,3,4 23,000,000 0 0
RTI INTERNATIONAL METALS CV SR UNSEC NT 74973WAB3 43,952 41,450,000 PRN   DFND 1,2,3,4 41,450,000 0 0
RTI INTERNATIONAL METALS CV SR UNSEC NT 74973WAA5 35,442 30,975,000 PRN   DFND 1,2,3,4 30,975,000 0 0
SALIX PHARMACEUTICALS LTD CV SR UNSEC NT 795435AE6 54,620 36,808,000 PRN   DFND 1,2,3,4 36,808,000 0 0
SANDISK CORP CV SR UNSEC NT 80004CAD3 16,883 11,430,000 PRN   DFND 1,2,3,4 11,430,000 0 0
SEACOR HOLDINGS INC CV SR UNSEC NT CPDI PNC 811904AM3 68,797 56,270,000 PRN   DFND 1,2,3,4 56,270,000 0 0
SEQUENOM INC CV SR UNSEC NT PNC 817337AB4 3,728 4,240,000 PRN   DFND 1,2,3,4 4,240,000 0 0
SOLARCITY CORP CV SR UNSEC NT 83416TAA8 36,419 30,500,000 PRN   DFND 1,2,3,4 30,500,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K121 76,966 5,773,907 SH   DFND 1,2,3,4 5,773,907 0 0
STARWOOD PROPERTY TRUST CV SR UNSEC NT REIT 85571BAB1 33,280 30,000,000 PRN   DFND 1,2,3,4 30,000,000 0 0
STARWOOD PROPERTY TRUST CV SR UNSEC NT REIT 85571BAA3 20,541 18,500,000 PRN   DFND 1,2,3,4 18,500,000 0 0
STERLITE INDUSTRIES LTD CV SR UNSEC NT PNC 859737AB4 17,735 17,791,000 PRN   DFND 1,2,3,4 17,791,000 0 0
STONE ENERGY CORP CV SR UNSEC NT 861642AN6 76,398 69,200,000 PRN   DFND 1,2,3,4 69,200,000 0 0
SURGICAL CARE AFFILIATES INC COMMON STOCK 86881L106 77,864 2,328,027 SH   DFND 1,2,3,4 2,328,027 0 0
TAIWAN SEMICONDUCTOR SPONSORED ADR TAIWAN SEMICONDUCTOR SPONSORED ADR 874039100 37,676 2,160,340 SH   DFND 1,2,3,4 2,160,340 0 0
TAKE-TWO INTERACTIVE SOFTWARE CV SR UNSEC NT 874054AD1 34,782 32,500,000 PRN   DFND 1,2,3,4 32,500,000 0 0
TAKE-TWO INTERACTIVE SOFTWARE CV SR UNSEC NT 874054AC3 29,915 25,828,000 PRN   DFND 1,2,3,4 25,828,000 0 0
Tata Motors Tata Motors 876568502 28,973 940,691 SH   DFND 1,2,3,4 940,691 0 0
TELEF BRASIL TELEF BRASIL 87936R106 16,678 867,758 SH   DFND 1,2,3,4 867,758 0 0
TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 9,407 10,897,000 PRN   DFND 1,2,3,4 10,897,000 0 0
TOWER GROUP INTL LTD CV SR UNSEC NT 891777AC8 36,269 43,830,000 PRN   DFND 1,2,3,4 43,830,000 0 0
Trina Solar LTD Trina Solar LTD 89628E104 15,739 1,151,328 SH   DFND 1,2,3,4 1,151,328 0 0
TTM TECHNOLOGIES CV SR UNSEC NT 87305RAC3 7,755 7,500,000 PRN   DFND 1,2,3,4 7,500,000 0 0
TURKCELL ILETISIM HIZM SPONSORED ADR TURKCELL ILETISIM HIZM SPONSORED ADR 900111204 9,293 696,116 SH   DFND 1,2,3,4 696,116 0 0
UNITED TECHNOLOGIES CORP 7.50% CV MAND PFD EQUITY UNITS 913017117 32,077 489,950 SH   DFND 1,2,3,4 489,950 0 0
US STEEL CORP CV SR UNSEC NT PNC 912909AH1 8,982 6,740,000 PRN   DFND 1,2,3,4 6,740,000 0 0
US STEEL CORP CV SR UNSEC NT 912909AE8 3,755 3,500,000 PRN   DFND 1,2,3,4 3,500,000 0 0
Vale S.A. PFD Vale S.A. PFD 91912E204 37,236 2,657,843 SH   DFND 1,2,3,4 2,657,843 0 0
VECTOR GROUP LTD CV SR UNSEC VARIABLE NT CPDI 92240MAY4 21,677 18,185,000 PRN   DFND 1,2,3,4 18,185,000 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 36,465 2,750,000 SH   DFND 1,2,3,4 2,750,000 0 0
WABASH NATIONAL CORP CV SR UNSEC NT 929566AH0 27,723 20,980,000 PRN   DFND 1,2,3,4 20,980,000 0 0
WALTER INVESTMENT MGMT CV SR SUB NT 93317WAA0 25,240 25,255,000 PRN   DFND 1,2,3,4 25,255,000 0 0
WEB.COM GROUP INC CV SR UNSEC NT PNC 94733AAA2 40,023 35,500,000 PRN   DFND 1,2,3,4 35,500,000 0 0
WEBMD HEALTH CORP CV SR UNSEC NT 94770VAF9 2,964 3,000,000 PRN   DFND 1,2,3,4 3,000,000 0 0
WELLS FARGO & COMPANY 7.50% CV PFD CL-A SER-L PERPETUAL PNC 949746804 13,734 12,440 SH   DFND 1,2,3,4 12,440 0 0
WRIGHT MEDICAL GROUP INC CV SR UNSEC NT 98235TAC1 75,447 55,612,000 PRN   DFND 1,2,3,4 55,612,000 0 0
WSP HOLDINGS LTD-ADR COMMON STOCK 92934F203 3,846 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 5,916 6,146,385 PRN   DFND 1,2,3,4 6,146,385 0 0