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
1347 CAP CORP COM 68245V103 4,438 450,540 SH   DFND   0 450,540 0
1347 CAP CORP RIGHT 07/21/2016 68245V111 15 500,600 SH   DFND   0 500,600 0
1347 CAP CORP *W EXP 07/15/202 68245V129 71 500,600 SH   DFND   0 500,600 0
ACCURAY INC DEBT 3.500% 2/0 004397AF2 6,128 4,500,000 PRN   DFND   0 4,500,000 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 30,781 26,650,000 PRN   DFND   0 26,650,000 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 148 11,525 SH   DFND   0 11,525 0
ADVENT CLAY CONV SEC INC FD COM 007639107 1,150 207,148 SH   DFND   0 207,148 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 357 26,400 SH   DFND   0 26,400 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 276 33,372 SH   DFND   0 33,372 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 7,203 8,250,000 PRN   DFND   0 8,250,000 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 3,163 1,750,000 PRN   DFND   0 1,750,000 0
AGL RES INC COM 001204106 76,835 1,204,123 SH   DFND   0 1,204,123 0
AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 508 540,000 SH   DFND   0 540,000 0
AIRGAS INC COM 009363102 72,769 526,089 SH   DFND   0 526,089 0
AKAMAI TECHNOLOGIES INC COM 00971T101 317 6,029 SH   DFND   0 6,029 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 2,869 2,125,000 PRN   DFND   0 2,125,000 0
ALCATEL-LUCENT SPONSORED ADR 013904305 70,309 18,357,422 SH   DFND   0 18,357,422 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 519 500,000 PRN   DFND   0 500,000 0
ALLERGAN PLC SHS G0177J108 101,169 323,742 SH   DFND   0 323,742 0
ALLERGAN PLC PFD CONV SER A G0177J116 211,020 204,750 SH   DFND   0 204,750 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 1,346 124,904 SH   DFND   0 124,904 0
ALLIANZGI CONV & INCOME FD COM 018828103 170 30,728 SH   DFND   0 30,728 0
ALLIANZGI CONV & INCOME FD I COM 018825109 151 29,935 SH   DFND   0 29,935 0
ALLIANZGI EQUITY & CONV INCO COM 018829101 360 20,051 SH   DFND   0 20,051 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 202 16,301 SH   DFND   0 16,301 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 1,718 1,600,000 PRN   DFND   0 1,600,000 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 11,139 9,400,000 PRN   DFND   0 9,400,000 0
ALPHABET INC CAP STK CL C 02079K107 26,724 35,215 SH   DFND   0 35,215 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 715 80,777 SH   DFND   0 80,777 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 2,434 421,806 SH   DFND   0 421,806 0
ALPINE TOTAL DYNAMIC DIVID F COM SH BEN INT N 021060207 566 73,695 SH   DFND   0 73,695 0
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 12,014 635,668 SH   DFND   0 635,668 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 376 10,964 SH   DFND   0 10,964 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 7,621 52,875 SH   DFND   0 52,875 0
AMYRIS INC DBCV 9.500% 4/1 03236MAD3 13,674 12,750,000 PRN   DFND   0 12,750,000 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 514 525,000 PRN   DFND   0 525,000 0
ANTHEM INC UNIT 05/01/20188 036752202 75,199 1,617,175 SH   DFND   0 1,617,175 0
APOLLO SR FLOATING RATE FD I COM 037636107 631 41,665 SH   DFND   0 41,665 0
APOLLO TACTICAL INCOME FD IN COM 037638103 812 58,424 SH   DFND   0 58,424 0
AR CAP ACQUISITION CORP COM 00191R109 9,827 1,010,000 SH   DFND   0 1,010,000 0
AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 135 750,000 SH   DFND   0 750,000 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 1,634 122,272 SH   DFND   0 122,272 0
ARK RESTAURANTS CORP COM 040712101 1,166 50,478 SH   DFND   0 50,478 0
AROWANA INC SHS G05011104 8,593 875,000 SH   DFND   0 875,000 0
AROWANA INC RIGHT 01/01/2017 G05011120 160 800,000 SH   DFND   0 800,000 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 68 23,450 SH   DFND   0 23,450 0
ASTORIA FINL CORP COM 046265104 42,955 2,710,108 SH   DFND   0 2,710,108 0
ATLANTIC ALLIANCE PARTNER CO SHS G04897107 5,055 500,000 SH   DFND   0 500,000 0
ATLANTICUS HLDGS CORP COM 04914Y102 613 191,430 SH   DFND   0 191,430 0
ATLAS ENERGY GROUP LLC COM 04929Q102 15 15,815 SH   DFND   0 15,815 0
ATMEL CORP COM 049513104 10,230 1,188,204 SH   DFND   0 1,188,204 0
AVANGRID INC COM 05351W103 483 12,574 SH   DFND   0 12,574 0
AVENUE INCOME CR STRATEGIES COM 05358E106 702 61,847 SH   DFND   0 61,847 0
AVOLON HLDGS LTD COM G52237107 33,072 1,068,216 SH   DFND   0 1,068,216 0
AZURE MIDSTREAM PARTNERS LP COM UNIT LTD PAR 05501X100 162 51,377 SH   DFND   0 51,377 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 396 18,990 SH   DFND   0 18,990 0
BABSON CAP GLB SHT DURHGH YL COM 05617T100 786 47,693 SH   DFND   0 47,693 0
BAKER HUGHES INC COM 057224107 98,859 2,142,122 SH   DFND   0 2,142,122 0
BARINGTON HILCO ACQUISITION COM 06759V101 5,346 545,520 SH   DFND   0 545,520 0
BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 109 545,520 SH   DFND   0 545,520 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 68 545,520 SH   DFND   0 545,520 0
BARNES & NOBLE ED INC COM 06777U101 609 61,196 SH   DFND   0 61,196 0
BAXALTA INC COM 07177M103 26,131 669,505 SH   DFND   0 669,505 0
BIOMED REALTY TRUST INC COM 09063H107 81,949 3,459,223 SH   DFND   0 3,459,223 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 14,422 260,000 SH   DFND   0 260,000 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 11,388 257,591 SH   DFND   0 257,591 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 3,332 263,622 SH   DFND   0 263,622 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 3,628 370,936 SH   DFND   0 370,936 0
BLACKROCK CR ALLCTN INC TR COM 092508100 3,441 278,877 SH   DFND   0 278,877 0
BLACKROCK FLOAT RATE OME STR COM 09255X100 1,702 131,928 SH   DFND   0 131,928 0
BLACKROCK FLOATING RATE INCO COM 091941104 464 37,133 SH   DFND   0 37,133 0
BLACKROCK LONG-TERM MUNI ADV COM 09250B103 169 14,664 SH   DFND   0 14,664 0
BLACKROCK LTD DURATION INC T COM SHS 09249W101 1,795 123,102 SH   DFND   0 123,102 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 1,259 79,609 SH   DFND   0 79,609 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 1,770 82,057 SH   DFND   0 82,057 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 695 49,028 SH   DFND   0 49,028 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 513 35,527 SH   DFND   0 35,527 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 1,004 71,893 SH   DFND   0 71,893 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 2,929 411,894 SH   DFND   0 411,894 0
BLACKSTONE GSO LNG SHRT CR I COM SHS BN INT 09257D102 1,283 95,163 SH   DFND   0 95,163 0
BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 2,996 224,112 SH   DFND   0 224,112 0
BLOUNT INTL INC NEW COM 095180105 5,255 535,672 SH   DFND   0 535,672 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 483 37,202 SH   DFND   0 37,202 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 561 116,799 SH   DFND   0 116,799 0
BOULDER BRANDS INC COM 101405108 25,277 2,302,115 SH   DFND   0 2,302,115 0
BOULDER GROWTH & INCOME FD I COM 101507101 92 11,875 SH   DFND   0 11,875 0
BOULEVARD ACQUISITION CL A 10157Q102 13,718 1,385,684 SH   DFND   0 1,385,684 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 747 1,867,842 SH   DFND   0 1,867,842 0
BROADCOM CORP CL A 111320107 131,783 2,279,196 SH   DFND   0 2,279,196 0
BROOKFIELD GLOBL LISTED INFR COM SHS 11273Q109 654 55,633 SH   DFND   0 55,633 0
BROOKFIELD HIGH INCOME FD IN COM 11272P102 401 58,296 SH   DFND   0 58,296 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 441 6,687 SH   DFND   0 6,687 0
C B PHARMA ACQUISITION CORP SHS G2029P126 3,483 350,000 SH   DFND   0 350,000 0
C B PHARMA ACQUISITION CORP RIGHT 06/17/2016 G2029P134 45 350,000 SH   DFND   0 350,000 0
C1 FINL INC COM 12591N109 940 38,840 SH   DFND   0 38,840 0
CABLE ONE INC COM 12685J105 12,155 28,030 SH   DFND   0 28,030 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 95,882 3,005,699 SH   DFND   0 3,005,699 0
CALAMOS GBL DYN INCOME FUND COM 12811L107 243 33,871 SH   DFND   0 33,871 0
CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 121 12,254 SH   DFND   0 12,254 0
CALIFORNIA RES CORP COM 13057Q107 7,634 3,276,510 SH   DFND   0 3,276,510 0
CAMERON INTERNATIONAL CORP COM 13342B105 71,379 1,129,409 SH   DFND   0 1,129,409 0
CAMPUS CREST CMNTYS INC COM 13466Y105 2,574 378,506 SH   DFND   0 378,506 0
CAPITOL ACQUISITION CORP III COM 14055M106 4,541 475,000 SH   DFND   0 475,000 0
CAPITOL ACQUISITION CORP III *W EXP 10/13/202 14055M114 735 1,750,000 SH   DFND   0 1,750,000 0
CARE CAP PPTYS INC COM 141624106 15,634 511,403 SH   DFND   0 511,403 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 2,366 2,000,000 PRN   DFND   0 2,000,000 0
CASTLE A M & CO NOTE 7.000%12/1 148411AF8 554 1,450,000 PRN   DFND   0 1,450,000 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 2,650 346,831 SH   DFND   0 346,831 0
CDK GLOBAL INC COM 12508E101 15,052 317,075 SH   DFND   0 317,075 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 22,391 22,475,000 PRN   DFND   0 22,475,000 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 6,637 7,075,000 PRN   DFND   0 7,075,000 0
CENTRAL SECS CORP COM 155123102 1,175 61,769 SH   DFND   0 61,769 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 2,022 2,725,000 PRN   DFND   0 2,725,000 0
CHEMOURS CO COM 163851108 9,684 1,806,661 SH   DFND   0 1,806,661 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 36,066 69,025,000 PRN   DFND   0 69,025,000 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 471 18,085 SH   DFND   0 18,085 0
CHUBB CORP COM 171232101 155,590 1,173,027 SH   DFND   0 1,173,027 0
CIENA CORP DEBT 4.000%12/1 171779AK7 10,443 8,010,000 PRN   DFND   0 8,010,000 0
CIGNA CORPORATION COM 125509109 144,424 986,975 SH   DFND   0 986,975 0
CITRIX SYS INC COM 177376100 5,629 74,402 SH   DFND   0 74,402 0
CLECO CORP NEW COM 12561W105 78,686 1,507,112 SH   DFND   0 1,507,112 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 358 34,278 SH   DFND   0 34,278 0
COHEN & STEERS QUALITY RLTY COM 19247L106 3,718 304,258 SH   DFND   0 304,258 0
COHEN & STEERS REIT & PFD IN COM 19247X100 2,370 128,535 SH   DFND   0 128,535 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 17,192 18,375,000 PRN   DFND   0 18,375,000 0
COLUMBIA PIPELINE GROUP INC COM 198280109 11,053 552,636 SH   DFND   0 552,636 0
COMMUNICATIONS SALES&LEAS IN COM 20341J104 441 23,600 SH   DFND   0 23,600 0
COMMUNITY BK SYS INC COM 203607106 287 7,189 SH   DFND   0 7,189 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 90 10,026,149 SH   DFND   0 10,026,149 0
COMMUNITYONE BANCORP COM 20416Q108 1,639 121,694 SH   DFND   0 121,694 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,166 5,000,000 PRN   DFND   0 5,000,000 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 162 16,400 SH   DFND   0 16,400 0
CONSTANT CONTACT INC COM 210313102 56,830 1,943,582 SH   DFND   0 1,943,582 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 20,272 8,975,000 PRN   DFND   0 8,975,000 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 763 1,000,000 PRN   DFND   0 1,000,000 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 7,339 7,600,000 PRN   DFND   0 7,600,000 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 470 22,635 SH   DFND   0 22,635 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 69,871 651,750 SH   DFND   0 651,750 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 435 17,646 SH   DFND   0 17,646 0
DEL TACO RESTAURANTS INC *W EXP 06/30/202 245496112 2,414 832,350 SH   DFND   0 832,350 0
DELAWARE ENHANCED GBL DIV & COM 246060107 556 59,457 SH   DFND   0 59,457 0
DEUTSCHE HIGH INCOME TR SHS 25155R100 297 37,306 SH   DFND   0 37,306 0
DIAMOND FOODS INC COM 252603105 11,605 301,032 SH   DFND   0 301,032 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 76,751 1,446,625 SH   DFND   0 1,446,625 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 36,065 745,300 SH   DFND   0 745,300 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 98,508 1,833,225 SH   DFND   0 1,833,225 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 1,936 202,500 SH   DFND   0 202,500 0
DOW CHEM CO COM 260543103 2,125 41,286 SH   DFND   0 41,286 0
DT ASIA INVTS LTD SHS G2615J104 2,249 225,112 SH   DFND   0 225,112 0
DT ASIA INVTS LTD RIGHT 03/30/2016 G2615J112 23 225,112 SH   DFND   0 225,112 0
DYAX CORP COM 26746E103 20,691 550,004 SH   DFND   0 550,004 0
E M C CORP MASS COM 268648102 19,204 747,803 SH   DFND   0 747,803 0
EASTERLY ACQUISITION CORP COM 27616L102 13,365 1,350,000 SH   DFND   0 1,350,000 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 305 925,000 SH   DFND   0 925,000 0
EATON VANCE FLTG RATE INCOM COM SHS BEN INT 278284104 216 15,240 SH   DFND   0 15,240 0
EATON VANCE FLTING RATE INC COM 278279104 412 32,599 SH   DFND   0 32,599 0
EATON VANCE LTD DUR INCOME F COM 27828H105 4,126 323,391 SH   DFND   0 323,391 0
EATON VANCE SH TM DR DIVR IN COM 27828V104 1,372 102,305 SH   DFND   0 102,305 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 782 135,608 SH   DFND   0 135,608 0
EATON VANCE TAX-ADV BD & OPT COM SH BEN INT 27829M103 261 20,790 SH   DFND   0 20,790 0
EBAY INC COM 278642103 15,131 550,608 SH   DFND   0 550,608 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 1,060 110,000 SH   DFND   0 110,000 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 387 42,053 SH   DFND   0 42,053 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 449 19,465 SH   DFND   0 19,465 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 1,351 1,575,000 PRN   DFND   0 1,575,000 0
ENERGIZER HLDGS INC NEW COM 29272W109 13,746 403,584 SH   DFND   0 403,584 0
ENERGY FUELS INC COM NEW 292671708 53 17,980 SH   DFND   0 17,980 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 560 16,605 SH   DFND   0 16,605 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 1,757 3,000,000 PRN   DFND   0 3,000,000 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 481 29,009 SH   DFND   0 29,009 0
ENTERPRISE PRODS PARTNERS L COM 293792107 708 27,660 SH   DFND   0 27,660 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 22,829 5,775,000 PRN   DFND   0 5,775,000 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 25,850 1,045,711 SH   DFND   0 1,045,711 0
EZCORP INC NOTE 2.125% 6/1 302301AB2 3,414 4,925,000 PRN   DFND   0 4,925,000 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 33,769 1,630,566 SH   DFND   0 1,630,566 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 186,763 1,603,975 SH   DFND   0 1,603,975 0
FIDELITY & GTY LIFE COM 315785105 6,560 258,591 SH   DFND   0 258,591 0
FINTECH ACQUISITION CORP COM 31809H100 8,464 890,000 SH   DFND   0 890,000 0
FINTECH ACQUISITION CORP *W EXP 02/19/202 31809H118 223 890,000 SH   DFND   0 890,000 0
FIRST NIAGARA FINL GP INC COM 33582V108 67,422 6,214,043 SH   DFND   0 6,214,043 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 1,395 137,696 SH   DFND   0 137,696 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 2,827 200,796 SH   DFND   0 200,796 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 287 23,246 SH   DFND   0 23,246 0
FIRST TR STRATEGIC HIGH INC COM SHS NEW 337353304 402 36,075 SH   DFND   0 36,075 0
FOX CHASE BANCORP INC NEW COM 35137T108 1,170 57,654 SH   DFND   0 57,654 0
FRANKLIN LTD DURATION INC TR COM 35472T101 1,621 151,195 SH   DFND   0 151,195 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 4,553 50,000 SH   DFND   0 50,000 0
FURMANITE CORPORATION COM 361086101 1,991 298,953 SH   DFND   0 298,953 0
GABELLI DIVD & INCOME TR COM 36242H104 678 36,741 SH   DFND   0 36,741 0
GABELLI HLTHCARE & WELLNESS SHS 36246K103 414 40,402 SH   DFND   0 40,402 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 3,796 3,775,000 PRN   DFND   0 3,775,000 0
GANNETT CO INC COM 36473H104 8,991 551,936 SH   DFND   0 551,936 0
GARNERO GROUP ACQUISITION CO SHS G5866L108 19,350 1,972,460 SH   DFND   0 1,972,460 0
GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 668 2,785,000 SH   DFND   0 2,785,000 0
GENCORP INC SDCV 4.062%12/3 368682AN0 14,345 8,250,000 PRN   DFND   0 8,250,000 0
GENERAL AMERN INVS INC COM 368802104 1,100 34,454 SH   DFND   0 34,454 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 6,861 11,122,000 PRN   DFND   0 11,122,000 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 475 12,925 SH   DFND   0 12,925 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 8,789 887,800 SH   DFND   0 887,800 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 343 1,200,000 SH   DFND   0 1,200,000 0
GORES HLDGS INC CL A 382866101 5,730 600,000 SH   DFND   0 600,000 0
GORES HLDGS INC *W EXP 08/13/202 382866119 945 3,500,000 SH   DFND   0 3,500,000 0
GP INVTS ACQUISITION COR SHS G40357124 23,040 2,400,000 SH   DFND   0 2,400,000 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 1,273 1,000,000 PRN   DFND   0 1,000,000 0
HALYARD HEALTH INC COM 40650V100 8,385 250,973 SH   DFND   0 250,973 0
HARMONY MERGER CORP COM 413247107 14,936 1,531,880 SH   DFND   0 1,531,880 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 571 1,631,880 SH   DFND   0 1,631,880 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 75,717 2,615,426 SH   DFND   0 2,615,426 0
HEALTH NET INC COM 42222G108 113,177 1,653,183 SH   DFND   0 1,653,183 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 7,861 8,275,000 PRN   DFND   0 8,275,000 0
HEARTLAND PMT SYS INC COM 42235N108 25,918 273,341 SH   DFND   0 273,341 0
HENNESSY CAP ACQUISITION COR COM 42588J100 7,084 734,895 SH   DFND   0 734,895 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 219 1,153,895 SH   DFND   0 1,153,895 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 36,708 43,700,000 PRN   DFND   0 43,700,000 0
HERBALIFE LTD COM USD SHS G4412G101 5,088 94,882 SH   DFND   0 94,882 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 29,527 1,942,552 SH   DFND   0 1,942,552 0
HF FINL CORP COM 404172108 834 44,140 SH   DFND   0 44,140 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 541 17,387 SH   DFND   0 17,387 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 15,509 9,150,000 PRN   DFND   0 9,150,000 0
HUMANA INC COM 444859102 140,317 786,047 SH   DFND   0 786,047 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1,079 800 SH   DFND   0 800 0
HUTCHINSON TECHNOLOGY INC COM 448407106 850 236,795 SH   DFND   0 236,795 0
HYDRA INDS ACQUISITION CORP COM 448740100 16,808 1,740,000 SH   DFND   0 1,740,000 0
HYDRA INDS ACQUISITION CORP *W EXP 10/20/202 448740118 374 2,000,000 SH   DFND   0 2,000,000 0
HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 464 2,000,000 SH   DFND   0 2,000,000 0
INLAND REAL ESTATE CORP COM NEW 457461200 24,077 2,267,149 SH   DFND   0 2,267,149 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 123,462 74,151,000 PRN   DFND   0 74,151,000 0
INVACARE CORP SDCV 4.125% 2/0 461203AD3 2,556 2,500,000 PRN   DFND   0 2,500,000 0
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INVESCO PA VALUE MUN INCOME COM 46132K109 382 29,783 SH   DFND   0 29,783 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 924 72,775 SH   DFND   0 72,775 0
ISTAR INC NOTE 3.000%11/1 45031UBR1 2,803 2,600,000 PRN   DFND   0 2,600,000 0
IVY HIGH INC OPPORTUNITIES F COM 465893105 774 62,494 SH   DFND   0 62,494 0
JARDEN CORP COM 471109108 93,662 1,639,739 SH   DFND   0 1,639,739 0
JASON INDS INC *W EXP 06/30/201 471172114 133 2,213,300 SH   DFND   0 2,213,300 0
JOURNAL MEDIA GROUP INC COM 48114A109 757 62,975 SH   DFND   0 62,975 0
KEURIG GREEN MTN INC COM 49271M100 75,537 839,485 SH   DFND   0 839,485 0
KEYCORP NEW PFD 7.75% SR A 493267405 2,630 20,000 SH   DFND   0 20,000 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 14,222 502,006 SH   DFND   0 502,006 0
KINDER MORGAN INC DEL COM 49456B101 408 27,367 SH   DFND   0 27,367 0
KING DIGITAL ENTMT PLC ORD SHS G5258J109 85,120 4,760,639 SH   DFND   0 4,760,639 0
KKR INCOME OPPORTUNITIES FD COM 48249T106 600 43,243 SH   DFND   0 43,243 0
KLA-TENCOR CORP COM 482480100 89,169 1,285,785 SH   DFND   0 1,285,785 0
KLX INC COM 482539103 12,566 408,122 SH   DFND   0 408,122 0
KNOWLES CORP COM 49926D109 8,902 667,791 SH   DFND   0 667,791 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 38,737 29,712,000 PRN   DFND   0 29,712,000 0
LAZARD GLB TTL RET&INCM FD I COM 52106W103 177 13,500 SH   DFND   0 13,500 0
LIBERATOR MEDICAL HLDGS INC COM 53012L108 1,829 547,719 SH   DFND   0 547,719 0
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LIBERTY ALL-STAR GROWTH FD I COM 529900102 60 13,172 SH   DFND   0 13,172 0
LIBERTY BROADBAND CORP COM SER A 530307107 3,823 74,027 SH   DFND   0 74,027 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 11,223 369,905 SH   DFND   0 369,905 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 71,550 67,900,000 PRN   DFND   0 67,900,000 0
LMP CAP & INCOME FD INC COM 50208A102 536 43,369 SH   DFND   0 43,369 0
LUMENTUM HLDGS INC COM 55024U109 4,936 224,177 SH   DFND   0 224,177 0
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 610 32,020 SH   DFND   0 32,020 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 608 8,957 SH   DFND   0 8,957 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 407 18,768 SH   DFND   0 18,768 0
MEDASSETS INC COM 584045108 32,318 1,044,541 SH   DFND   0 1,044,541 0
MEDIA GEN INC NEW COM 58441K100 40,151 2,486,134 SH   DFND   0 2,486,134 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 39,566 27,705,000 PRN   DFND   0 27,705,000 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 15,154 14,475,000 PRN   DFND   0 14,475,000 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 34,536 28,840,000 PRN   DFND   0 28,840,000 0
METRO BANCORP INC PA COM 59161R101 5,907 188,231 SH   DFND   0 188,231 0
MFS MUN INCOME TR SH BEN INT 552738106 440 64,737 SH   DFND   0 64,737 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 26,903 26,025,000 PRN   DFND   0 26,025,000 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 108,008 77,425,000 PRN   DFND   0 77,425,000 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 171,016 89,625,000 PRN   DFND   0 89,625,000 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 35,850 24,305,000 PRN   DFND   0 24,305,000 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 47,192 29,975,000 PRN   DFND   0 29,975,000 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 25,032 15,700,000 PRN   DFND   0 15,700,000 0
MITEL NETWORKS CORP COM 60671Q104 288 37,487 SH   DFND   0 37,487 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 6,598 8,500,000 PRN   DFND   0 8,500,000 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 29,640 19,000,000 PRN   DFND   0 19,000,000 0
MONARCH FINANCIAL HOLDINGS I COM 60907Q100 2,136 118,724 SH   DFND   0 118,724 0
MONSTER WORLDWIDE INC NOTE 3.500%10/1 611742AB3 4,877 3,825,000 PRN   DFND   0 3,825,000 0
MORGAN STANLEY TRUSTS INCOME SECS INC 61745P874 366 21,691 SH   DFND   0 21,691 0
MPLX LP COM UNIT REP LTD 55336V100 905 23,015 SH   DFND   0 23,015 0
MSG NETWORK INC CL A 553573106 13,135 631,490 SH   DFND   0 631,490 0
NATIONAL PENN BANCSHARES INC COM 637138108 45,821 3,716,227 SH   DFND   0 3,716,227 0
NAVIENT CORP COM 63938C108 9,191 802,671 SH   DFND   0 802,671 0
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NEW AMER HIGH INCOME FD INC COM NEW 641876800 211 27,520 SH   DFND   0 27,520 0
NEWBRIDGE BANCORP CL A NO PAR 65080T102 671 55,062 SH   DFND   0 55,062 0
NEWS CORP NEW CL A 65249B109 3,541 265,042 SH   DFND   0 265,042 0
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NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 13,862 1,141,850 SH   DFND   0 1,141,850 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 229,714 97,414,000 PRN   DFND   0 97,414,000 0
NOW INC COM 67011P100 11,906 752,596 SH   DFND   0 752,596 0
NTELOS HLDGS CORP COM NEW 67020Q305 1,713 187,373 SH   DFND   0 187,373 0
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NXP SEMICONDUCTORS N V COM N6596X109 444 5,269 SH   DFND   0 5,269 0
OCATA THERAPEUTICS INC COM 67457L100 4,067 483,046 SH   DFND   0 483,046 0
OFFICE DEPOT INC COM 676220106 72,296 12,818,373 SH   DFND   0 12,818,373 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 16,349 14,614,000 PRN   DFND   0 14,614,000 0
ONE GAS INC COM 68235P108 5,707 113,753 SH   DFND   0 113,753 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 514 17,057 SH   DFND   0 17,057 0
PACE HLDGS CORP CL A G6865N103 432 45,000 SH   DFND   0 45,000 0
PACIFIC SPL ACQUISITION CORP SHS G68588105 4,088 415,000 SH   DFND   0 415,000 0
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PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 126,718 76,050,000 PRN   DFND   0 76,050,000 0
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PAYPAL HLDGS INC COM 70450Y103 7,579 209,368 SH   DFND   0 209,368 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 18,912 23,475,000 PRN   DFND   0 23,475,000 0
PEP BOYS MANNY MOE & JACK COM 713278109 28,867 1,567,994 SH   DFND   0 1,567,994 0
PEPCO HOLDINGS INC COM 713291102 138,167 5,312,075 SH   DFND   0 5,312,075 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 506 8,245 SH   DFND   0 8,245 0
PHOENIX COS INC NEW COM NEW 71902E604 3,429 92,575 SH   DFND   0 92,575 0
PIEDMONT NAT GAS INC COM 720186105 66,552 1,167,174 SH   DFND   0 1,167,174 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 3,488 193,442 SH   DFND   0 193,442 0
PINNACLE ENTMT INC COM 723456109 1,052 33,805 SH   DFND   0 33,805 0
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PIONEER FLOATING RATE TR COM 72369J102 988 91,015 SH   DFND   0 91,015 0
PJT PARTNERS INC COM CL A 69343T107 760 26,861 SH   DFND   0 26,861 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 408 17,670 SH   DFND   0 17,670 0
PLUM CREEK TIMBER CO INC COM 729251108 44,042 922,933 SH   DFND   0 922,933 0
PMC-SIERRA INC COM 69344F106 77,522 6,671,439 SH   DFND   0 6,671,439 0
PRECISION CASTPARTS CORP COM 740189105 196,367 846,373 SH   DFND   0 846,373 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 37,277 26,125,000 PRN   DFND   0 26,125,000 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 21,237 24,375,000 PRN   DFND   0 24,375,000 0
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PULASKI FINL CORP COM 745548107 1,227 76,854 SH   DFND   0 76,854 0
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 532 72,731 SH   DFND   0 72,731 0
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PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 400 32,565 SH   DFND   0 32,565 0
QUANTUM CORP NOTE 4.500%11/1 747906AJ4 1,518 1,650,000 PRN   DFND   0 1,650,000 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 974 1,000,000 PRN   DFND   0 1,000,000 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 718 3,500,000 SH   DFND   0 3,500,000 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 12,101 9,358,000 PRN   DFND   0 9,358,000 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 2,985 2,575,000 PRN   DFND   0 2,575,000 0
REALD INC COM 75604L105 9,692 918,657 SH   DFND   0 918,657 0
RED HAT INC COM 756577102 15,123 182,619 SH   DFND   0 182,619 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 4,162 4,900,000 PRN   DFND   0 4,900,000 0
RENTRAK CORP COM 760174102 323 6,800 SH   DFND   0 6,800 0
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RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 1,444 1,500,000 PRN   DFND   0 1,500,000 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 335 24,868 SH   DFND   0 24,868 0
RITE AID CORP COM 767754104 87,055 11,103,976 SH   DFND   0 11,103,976 0
RMR REAL ESTATE INCOME FUND COM 76970B101 998 51,771 SH   DFND   0 51,771 0
ROSE ROCK MIDSTREAM L P COM U REP LTD 777149105 295 19,584 SH   DFND   0 19,584 0
ROYCE MICRO-CAP TR INC COM 780915104 317 43,719 SH   DFND   0 43,719 0
ROYCE VALUE TR INC COM 780910105 790 67,146 SH   DFND   0 67,146 0
SANDISK CORP COM 80004C101 14,158 186,311 SH   DFND   0 186,311 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 123,696 78,631,000 PRN   DFND   0 78,631,000 0
SEQUENOM INC NOTE 5.000% 1/0 817337AC2 7,206 9,450,000 PRN   DFND   0 9,450,000 0
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 1,790 226,259 SH   DFND   0 226,259 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 399 9,609 SH   DFND   0 9,609 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 53,940 50,500,000 PRN   DFND   0 50,500,000 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 1,018 9,293 SH   DFND   0 9,293 0
SOLARWINDS INC COM 83416B109 68,487 1,162,770 SH   DFND   0 1,162,770 0
SOLERA HOLDINGS INC COM 83421A104 66,076 1,205,115 SH   DFND   0 1,205,115 0
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SPECTRA ENERGY PARTNERS LP COM 84756N109 497 10,414 SH   DFND   0 10,414 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 6,213 7,050,000 PRN   DFND   0 7,050,000 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 28,462 29,725,000 PRN   DFND   0 29,725,000 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 15,075 15,900,000 PRN   DFND   0 15,900,000 0
SPROTT FOCUS TR INC COM 85208J109 364 62,744 SH   DFND   0 62,744 0
SPX CORP COM 784635104 668 71,599 SH   DFND   0 71,599 0
STANCORP FINL GROUP INC COM 852891100 49,863 437,852 SH   DFND   0 437,852 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 16,424 14,730,000 PRN   DFND   0 14,730,000 0
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STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 38,627 37,800,000 PRN   DFND   0 37,800,000 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 23,809 22,825,000 PRN   DFND   0 22,825,000 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 19,305 19,525,000 PRN   DFND   0 19,525,000 0
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STERICYCLE INC DEP PFD A 1/10 858912207 51,978 569,250 SH   DFND   0 569,250 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 24,170 25,325,000 PRN   DFND   0 25,325,000 0
STONE HBR EMERG MKTS TL INC COM 86164W100 331 29,103 SH   DFND   0 29,103 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 489 26,128 SH   DFND   0 26,128 0
SUNEDISON INC COM 86732Y109 517 101,487 SH   DFND   0 101,487 0
SUNEDISON INC NOTE 2.000%10/0 86732YAC3 33,258 60,400,000 PRN   DFND   0 60,400,000 0
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SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 462 17,976 SH   DFND   0 17,976 0
SWISS HELVETIA FD INC COM 870875101 423 40,074 SH   DFND   0 40,074 0
SYMETRA FINL CORP COM 87151Q106 80,692 2,539,893 SH   DFND   0 2,539,893 0
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TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 20,876 11,400,000 PRN   DFND   0 11,400,000 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 464 11,260 SH   DFND   0 11,260 0
TARGA RES CORP COM 87612G101 288 10,648 SH   DFND   0 10,648 0
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TC PIPELINES LP UT COM LTD PRT 87233Q108 491 9,875 SH   DFND   0 9,875 0
TECO ENERGY INC COM 872375100 59,322 2,225,976 SH   DFND   0 2,225,976 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 267 20,319 SH   DFND   0 20,319 0
TELECOMMUNICATION SYS INC CL A 87929J103 6,935 1,395,360 SH   DFND   0 1,395,360 0
TEMPLETON GLOBAL INCOME FD COM 880198106 2,169 341,510 SH   DFND   0 341,510 0
TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 425 1,700,000 SH   DFND   0 1,700,000 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 84,997 43,050,000 PRN   DFND   0 43,050,000 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 465 9,250 SH   DFND   0 9,250 0
THL CR SR LN FD COM 87244R103 245 15,463 SH   DFND   0 15,463 0
TIME INC NEW COM 887228104 11,500 733,897 SH   DFND   0 733,897 0
TIME WARNER CABLE INC COM 88732J207 137,480 740,770 SH   DFND   0 740,770 0
TOPBUILD CORP COM 89055F103 10,678 347,034 SH   DFND   0 347,034 0
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TRI CONTL CORP COM 895436103 837 41,814 SH   DFND   0 41,814 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 23,381 25,800,000 PRN   DFND   0 25,800,000 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 21,156 778,923 SH   DFND   0 778,923 0
TYSON FOODS INC UNIT 99/99/9999 902494301 153,133 2,504,625 SH   DFND   0 2,504,625 0
URBAN EDGE PPTYS COM 91704F104 6,568 280,071 SH   DFND   0 280,071 0
UTI WORLDWIDE INC NOTE 4.500% 3/0 90349LAB0 38,138 38,475,000 PRN   DFND   0 38,475,000 0
UTI WORLDWIDE INC ORD G87210103 40,845 5,810,144 SH   DFND   0 5,810,144 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 528 10,221 SH   DFND   0 10,221 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 17 116,185 SH   DFND   0 116,185 0
VANGUARD NAT RES LLC COM UNIT 92205F106 161 54,023 SH   DFND   0 54,023 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 5,227 3,400,000 PRN   DFND   0 3,400,000 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 9,730 8,475,000 PRN   DFND   0 8,475,000 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 354,505 138,175,000 PRN   DFND   0 138,175,000 0
VIAVI SOLUTIONS INC COM 925550105 284 46,639 SH   DFND   0 46,639 0
VIVINT SOLAR INC COM 92854Q106 2,105 220,143 SH   DFND   0 220,143 0
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VOYA PRIME RATE TR SH BEN INT 92913A100 285 56,378 SH   DFND   0 56,378 0
WAUSAU PAPER CORP COM 943315101 2,927 286,120 SH   DFND   0 286,120 0
WCI CMNTYS INC COM PAR $0.01 92923C807 663 29,776 SH   DFND   0 29,776 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 27,575 26,675,000 PRN   DFND   0 26,675,000 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 29,029 25,875,000 PRN   DFND   0 25,875,000 0
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WELLS FARGO INCOME OPPORTUNI COM SHS 94987B105 1,152 154,685 SH   DFND   0 154,685 0
WELLS FARGO MULTI SECTOR INC COM SHS 94987D101 2,034 179,660 SH   DFND   0 179,660 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 94,833 1,553,050 SH   DFND   0 1,553,050 0
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WESTERN ASSET GLB PTNRS INCO COM 95766G108 702 90,853 SH   DFND   0 90,853 0
WESTERN ASSET GLOBAL CP DEFI COM 95790C107 758 47,967 SH   DFND   0 47,967 0
WESTERN ASSET HGH YLD DFNDFD COM 95768B107 434 30,798 SH   DFND   0 30,798 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 445 70,468 SH   DFND   0 70,468 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 2,087 445,011 SH   DFND   0 445,011 0
WESTERN ASSET MGD HI INCM FD COM 95766L107 1,263 279,421 SH   DFND   0 279,421 0
WESTERN ASSET WORLDWIDE INCO COM 957668106 1,034 102,570 SH   DFND   0 102,570 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 492 10,341 SH   DFND   0 10,341 0
WEYERHAEUSER CO PREF CONV SER A 962166872 26,293 520,325 SH   DFND   0 520,325 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 527 18,936 SH   DFND   0 18,936 0
WILSHIRE BANCORP INC COM 97186T108 10,545 912,962 SH   DFND   0 912,962 0
WL ROSS HLDG CORP COM SHS 92939D104 273 27,388 SH   DFND   0 27,388 0
WL ROSS HLDG CORP *W EXP 06/11/201 92939D112 1,025 3,105,000 SH   DFND   0 3,105,000 0
WP GLIMCHER IN COM 92939N102 8,338 785,858 SH   DFND   0 785,858 0
WPX ENERGY INC PFD SER A CV 98212B202 14,783 474,725 SH   DFND   0 474,725 0
YAHOO INC COM 984332106 173,303 5,210,541 SH   DFND   0 5,210,541 0
ZWEIG TOTAL RETURN FD INC COM NEW 989837208 510 41,890 SH   DFND   0 41,890 0