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 4,393 450,540 SH   DFND   0 450,540 0
1347 CAP CORP RIGHT 07/21/2016 68245V111 190 500,600 SH   DFND   0 500,600 0
1347 CAP CORP *W EXP 07/15/202 68245V129 100 500,600 SH   DFND   0 500,600 0
ABBVIE INC COM 00287Y109 4,046 60,219 SH   DFND   0 60,219 0
ACCURAY INC DEBT 3.500% 2/0 004397AF2 6,086 4,500,000 PRN   DFND   0 4,500,000 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 16,840 16,550,000 PRN   DFND   0 16,550,000 0
ADVENT CLAY CONV SEC INC FD COM 007639107 1,688 263,376 SH   DFND   0 263,376 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 568 62,655 SH   DFND   0 62,655 0
ADVENT SOFTWARE INC COM 007974108 123,464 2,792,671 SH   DFND   0 2,792,671 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 7,440 6,775,000 PRN   DFND   0 6,775,000 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 3,394 1,750,000 PRN   DFND   0 1,750,000 0
ALAMOS GOLD INC COM 011527108 4,576 808,000 SH   DFND   0 808,000 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 2,982 2,125,000 PRN   DFND   0 2,125,000 0
ALCATEL-LUCENT SPONSORED ADR 013904305 19,063 5,265,999 SH   DFND   0 5,265,999 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 623 500,000 PRN   DFND   0 500,000 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 309 25,745 SH   DFND   0 25,745 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 11,792 8,400,000 PRN   DFND   0 8,400,000 0
ALPHA NAT RES INC NOTE 4.875%12/1 02076XAF9 223 2,700,000 PRN   DFND   0 2,700,000 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 911 92,069 SH   DFND   0 92,069 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 3,230 499,243 SH   DFND   0 499,243 0
ALTERA CORP COM 021441100 59,904 1,170,005 SH   DFND   0 1,170,005 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 14,293 141,426 SH   DFND   0 141,426 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 409 8,953 SH   DFND   0 8,953 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 12,718 92,875 SH   DFND   0 92,875 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 7,046 7,250,000 PRN   DFND   0 7,250,000 0
AMYRIS INC NOTE 6.500% 5/1 03236MAC5 6,212 9,350,000 PRN   DFND   0 9,350,000 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 600 525,000 PRN   DFND   0 525,000 0
ANN INC COM 035623107 64,680 1,339,412 SH   DFND   0 1,339,412 0
ANTHEM INC UNIT 05/01/20188 036752202 37,058 700,000 SH   DFND   0 700,000 0
APOLLO TACTICAL INCOME FD IN COM 037638103 172 10,919 SH   DFND   0 10,919 0
AR CAP ACQUISITION CORP COM 00191R109 9,161 1,010,000 SH   DFND   0 1,010,000 0
AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 263 750,000 SH   DFND   0 750,000 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 4,530 4,425,000 PRN   DFND   0 4,425,000 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 1,762 114,955 SH   DFND   0 114,955 0
ARK RESTAURANTS CORP COM 040712101 2,191 87,545 SH   DFND   0 87,545 0
AROWANA INC SHS G05011104 7,816 800,000 SH   DFND   0 800,000 0
AROWANA INC RIGHT 01/01/2017 G05011120 224 800,000 SH   DFND   0 800,000 0
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 2,028 2,000,000 PRN   DFND   0 2,000,000 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 82 23,450 SH   DFND   0 23,450 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 55,641 1,943,456 SH   DFND   0 1,943,456 0
ATLANTIC ALLIANCE PARTNER CO SHS G04897107 5,075 500,000 SH   DFND   0 500,000 0
ATLANTICUS HLDGS CORP COM 04914Y102 676 191,430 SH   DFND   0 191,430 0
ATLAS ENERGY GROUP LLC COM 04929Q102 79 15,815 SH   DFND   0 15,815 0
AUDIENCE INC COM 05070J102 2,482 507,466 SH   DFND   0 507,466 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,898 110,901 SH   DFND   0 110,901 0
AVENUE INCOME CR STRATEGIES COM 05358E106 466 32,812 SH   DFND   0 32,812 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 3,047 57,100 SH   DFND   0 57,100 0
AZURE MIDSTREAM PARTNERS LP COM UNIT LTD PAR 05501X100 328 27,655 SH   DFND   0 27,655 0
BAKER HUGHES INC COM 057224107 114,118 1,849,555 SH   DFND   0 1,849,555 0
BARINGTON HILCO ACQUISITION COM 06759V101 5,292 545,520 SH   DFND   0 545,520 0
BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 152 545,520 SH   DFND   0 545,520 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 87 545,520 SH   DFND   0 545,520 0
BAXTER INTL INC COM 071813109 74,475 1,065,000 SH   DFND   0 1,065,000 0
BEAZER HOMES USA INC UNIT 07/15/2015 07556Q709 4,308 150,000 SH   DFND   0 150,000 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 7,199 174,531 SH   DFND   0 174,531 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 4,570 360,678 SH   DFND   0 360,678 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 4,481 415,327 SH   DFND   0 415,327 0
BLACKROCK CR ALLCTN INC TR COM 092508100 4,352 343,513 SH   DFND   0 343,513 0
BLACKROCK FLOAT RATE OME STR COM 09255X100 1,353 100,052 SH   DFND   0 100,052 0
BLACKROCK FLOATING RATE INCO COM 091941104 402 30,973 SH   DFND   0 30,973 0
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 440 31,991 SH   DFND   0 31,991 0
BLACKROCK LONG-TERM MUNI ADV COM 09250B103 349 32,275 SH   DFND   0 32,275 0
BLACKROCK LTD DURATION INC T COM SHS 09249W101 1,187 78,354 SH   DFND   0 78,354 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 224 13,485 SH   DFND   0 13,485 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 4,418 217,949 SH   DFND   0 217,949 0
BLACKROCK MUNI INCOME INV QL COM 09250G102 324 23,010 SH   DFND   0 23,010 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 792 58,272 SH   DFND   0 58,272 0
BLACKROCK MUNICIPL INC QLTY COM 092479104 176 12,946 SH   DFND   0 12,946 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 593 44,753 SH   DFND   0 44,753 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 236 18,220 SH   DFND   0 18,220 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 143 10,647 SH   DFND   0 10,647 0
BLACKROCK MUNIYLD INVST QLTY COM 09254T100 199 15,110 SH   DFND   0 15,110 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 632 47,532 SH   DFND   0 47,532 0
BLACKROCK MUNIYLD MICH QLTY COM 09254W103 614 49,254 SH   DFND   0 49,254 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 4,306 472,146 SH   DFND   0 472,146 0
BLACKSTONE GSO LNG SHRT CR I COM SHS BN INT 09257D102 1,440 92,978 SH   DFND   0 92,978 0
BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 3,412 218,317 SH   DFND   0 218,317 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 347 23,883 SH   DFND   0 23,883 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 668 117,799 SH   DFND   0 117,799 0
BOULEVARD ACQUISITION CORP COM 10157P104 3,420 273,605 SH   DFND   0 273,605 0
BOULEVARD ACQUISITION CORP *W EXP 02/19/201 10157P112 2,015 552,100 SH   DFND   0 552,100 0
BRIDGE CAP HLDGS COM 108030107 2,450 82,228 SH   DFND   0 82,228 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 497 8,600 SH   DFND   0 8,600 0
BROADCOM CORP CL A 111320107 116,810 2,268,599 SH   DFND   0 2,268,599 0
BROOKFIELD GLOBL LISTED INFR COM SHS 11273Q109 301 18,178 SH   DFND   0 18,178 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 400 5,416 SH   DFND   0 5,416 0
C B PHARMA ACQUISITION CORP SHS G2029P126 3,455 350,000 SH   DFND   0 350,000 0
C B PHARMA ACQUISITION CORP RIGHT 06/17/2016 G2029P134 142 350,000 SH   DFND   0 350,000 0
CAMBRIDGE CAP ACQUISITION CO COM 13215Q106 15,840 1,584,000 SH   DFND   0 1,584,000 0
CAMBRIDGE CAP ACQUISITION CO *W EXP 12/17/201 13215Q114 264 1,760,000 SH   DFND   0 1,760,000 0
CAPITOL ACQUISITION CORP II COM 14056V105 7,430 704,258 SH   DFND   0 704,258 0
CAPITOL ACQUISITION CORP II *W EXP 05/15/201 14056V113 1,923 821,950 SH   DFND   0 821,950 0
CASTLE A M & CO NOTE 7.000%12/1 148411AF8 1,343 1,550,000 PRN   DFND   0 1,550,000 0
CATAMARAN CORP COM 148887102 139,445 2,282,989 SH   DFND   0 2,282,989 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 2,246 282,198 SH   DFND   0 282,198 0
CDK GLOBAL INC COM 12508E101 17,003 314,992 SH   DFND   0 314,992 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 14,364 12,875,000 PRN   DFND   0 12,875,000 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 10,513 8,900,000 PRN   DFND   0 8,900,000 0
CENTRAL SECS CORP COM 155123102 1,626 76,875 SH   DFND   0 76,875 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 2,548 2,725,000 PRN   DFND   0 2,725,000 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 55,759 73,975,000 PRN   DFND   0 73,975,000 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 539 17,460 SH   DFND   0 17,460 0
CIENA CORP DEBT 4.000%12/1 171779AK7 17,929 12,710,000 PRN   DFND   0 12,710,000 0
CIGNA CORPORATION COM 125509109 7,954 49,100 SH   DFND   0 49,100 0
CITRIX SYS INC COM 177376100 4,366 62,227 SH   DFND   0 62,227 0
CITY NATL CORP COM 178566105 76,531 846,673 SH   DFND   0 846,673 0
CLECO CORP NEW COM 12561W105 74,518 1,383,801 SH   DFND   0 1,383,801 0
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 4,640 369,162 SH   DFND   0 369,162 0
COHEN & STEERS QUALITY RLTY COM 19247L106 4,561 426,616 SH   DFND   0 426,616 0
COHEN & STEERS REIT & PFD IN COM 19247X100 1,951 111,530 SH   DFND   0 111,530 0
COMMUNICATIONS SALES&LEAS IN COM 20341J104 5,819 235,387 SH   DFND   0 235,387 0
COMMUNITY HEALTH SYS INC NEW RIGHT 01/27/2016 203668116 140 10,026,149 SH   DFND   0 10,026,149 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,156 5,000,000 PRN   DFND   0 5,000,000 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 28,708 12,550,000 PRN   DFND   0 12,550,000 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 9,961 7,600,000 PRN   DFND   0 7,600,000 0
CRESTWOOD MIDSTREAM PARTNERS UNIT LTD PARTNER 226378107 371 33,135 SH   DFND   0 33,135 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 64,485 624,850 SH   DFND   0 624,850 0
CYAN INC COM 23247W104 1,879 358,500 SH   DFND   0 358,500 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 338 11,024 SH   DFND   0 11,024 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 75,762 1,206,586 SH   DFND   0 1,206,586 0
DELAWARE ENHANCED GBL DIV & COM 246060107 316 29,239 SH   DFND   0 29,239 0
DEUTSCHE HIGH INCOME TR SHS 25155R100 111 13,007 SH   DFND   0 13,007 0
DIRECTV COM 25490A309 155,942 1,680,593 SH   DFND   0 1,680,593 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 77,662 1,446,625 SH   DFND   0 1,446,625 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 98,820 1,833,225 SH   DFND   0 1,833,225 0
DRESSER-RAND GROUP INC COM 261608103 201,802 2,369,124 SH   DFND   0 2,369,124 0
DT ASIA INVTS LTD SHS G2615J104 2,229 225,112 SH   DFND   0 225,112 0
DT ASIA INVTS LTD RIGHT 03/30/2016 G2615J112 66 225,112 SH   DFND   0 225,112 0
DUFF & PHELPS GLB UTL INC FD COM 26433C105 404 22,810 SH   DFND   0 22,810 0
EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 295 117,574 SH   DFND   0 117,574 0
EATON VANCE FLTING RATE INC COM 278279104 604 43,851 SH   DFND   0 43,851 0
EATON VANCE LTD DUR INCOME F COM 27828H105 4,182 310,498 SH   DFND   0 310,498 0
EATON VANCE MUN BD FD COM 27827X101 984 80,860 SH   DFND   0 80,860 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 306 24,837 SH   DFND   0 24,837 0
EATON VANCE RISK MNGD DIV EQ COM 27829G106 224 20,704 SH   DFND   0 20,704 0
EATON VANCE SH TM DR DIVR IN COM 27828V104 1,431 103,315 SH   DFND   0 103,315 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 889 143,079 SH   DFND   0 143,079 0
EATON VANCE TAX-ADV BD & OPT COM SH BEN INT 27829M103 178 13,810 SH   DFND   0 13,810 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 51,758 24,750,000 PRN   DFND   0 24,750,000 0
ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 11,022 1,100,000 SH   DFND   0 1,100,000 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 414 25,923 SH   DFND   0 25,923 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 379 11,378 SH   DFND   0 11,378 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 1,952 1,825,000 PRN   DFND   0 1,825,000 0
ENERGY FUELS INC COM NEW 292671708 81 17,980 SH   DFND   0 17,980 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 867 16,605 SH   DFND   0 16,605 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 461 20,970 SH   DFND   0 20,970 0
ENTERPRISE PRODS PARTNERS L COM 293792107 827 27,660 SH   DFND   0 27,660 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 34,698 10,950,000 PRN   DFND   0 10,950,000 0
EXCEL TR INC COM 30068C109 36,758 2,330,893 SH   DFND   0 2,330,893 0
FAMILY DLR STORES INC COM 307000109 183,769 2,331,792 SH   DFND   0 2,331,792 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 138,921 1,099,275 SH   DFND   0 1,099,275 0
FINTECH ACQUISITION CORP COM 31809H100 8,633 890,000 SH   DFND   0 890,000 0
FINTECH ACQUISITION CORP *W EXP 02/19/202 31809H118 303 890,000 SH   DFND   0 890,000 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 1,738 159,118 SH   DFND   0 159,118 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 3,074 196,571 SH   DFND   0 196,571 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 331 25,146 SH   DFND   0 25,146 0
FRANKLIN LTD DURATION INC TR COM 35472T101 1,816 155,921 SH   DFND   0 155,921 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 135,821 3,398,076 SH   DFND   0 3,398,076 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 4,984 50,000 SH   DFND   0 50,000 0
GABELLI DIVD & INCOME TR COM 36242H104 713 34,241 SH   DFND   0 34,241 0
GABELLI HLTHCARE & WELLNESS SHS 36246K103 547 48,689 SH   DFND   0 48,689 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 4,138 3,775,000 PRN   DFND   0 3,775,000 0
GARNERO GROUP ACQUISITION CO SHS G5866L108 23,273 2,370,000 SH   DFND   0 2,370,000 0
GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 464 2,900,000 SH   DFND   0 2,900,000 0
GEEKNET INC COM NEW 36846Q203 481 24,122 SH   DFND   0 24,122 0
GENCORP INC SDCV 4.062%12/3 368682AN0 18,882 8,250,000 PRN   DFND   0 8,250,000 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 7,189 8,622,000 PRN   DFND   0 8,622,000 0
GENERAL MTRS CO COM 37045V100 547 16,411 SH   DFND   0 16,411 0
GENERAL MTRS CO *W EXP 12/31/201 37045V134 103 356,485 SH   DFND   0 356,485 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 424 9,660 SH   DFND   0 9,660 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 9,140 870,500 SH   DFND   0 870,500 0
GP INVTS ACQUISITION COR UNIT 99/99/9999 G40357116 27,803 2,750,000 SH   DFND   0 2,750,000 0
GRAFTECH INTL LTD COM 384313102 19,190 3,868,853 SH   DFND   0 3,868,853 0
HANCOCK JOHN INCOME SECS TR COM 410123103 198 14,248 SH   DFND   0 14,248 0
HARMONY MERGER CORP COM 413247107 15,992 1,631,880 SH   DFND   0 1,631,880 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 653 1,631,880 SH   DFND   0 1,631,880 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 75,786 2,549,147 SH   DFND   0 2,549,147 0
HCC INS HLDGS INC COM 404132102 38,348 499,058 SH   DFND   0 499,058 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 93,594 1,559,900 SH   DFND   0 1,559,900 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 32,476 25,175,000 PRN   DFND   0 25,175,000 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 9,158 9,775,000 PRN   DFND   0 9,775,000 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 44,331 49,950,000 PRN   DFND   0 49,950,000 0
HERBALIFE LTD COM USD SHS G4412G101 5,842 106,041 SH   DFND   0 106,041 0
HERITAGE FINL GROUP INC COM 42726X102 8,229 272,676 SH   DFND   0 272,676 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 590 16,782 SH   DFND   0 16,782 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 15,338 9,150,000 PRN   DFND   0 9,150,000 0
HOME PROPERTIES INC COM 437306103 23,414 320,527 SH   DFND   0 320,527 0
HOSPIRA INC COM 441060100 138,498 1,561,240 SH   DFND   0 1,561,240 0
HUDSON CITY BANCORP COM 443683107 140,276 14,198,026 SH   DFND   0 14,198,026 0
HUDSON VALLEY HOLDING CORP COM 444172100 21,619 766,355 SH   DFND   0 766,355 0
HUMANA INC COM 444859102 14,048 73,442 SH   DFND   0 73,442 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1,064 800 SH   DFND   0 800 0
HYDRA INDS ACQUISITION CORP COM 448740100 19,300 2,000,000 SH   DFND   0 2,000,000 0
HYDRA INDS ACQUISITION CORP *W EXP 10/20/202 448740118 300 2,000,000 SH   DFND   0 2,000,000 0
HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 680 2,000,000 SH   DFND   0 2,000,000 0
IGATE CORP COM 45169U105 53,580 1,123,498 SH   DFND   0 1,123,498 0
INFORMATICA CORP COM 45666Q102 72,880 1,503,607 SH   DFND   0 1,503,607 0
INTEGRATED SILICON SOLUTION COM 45812P107 27,342 1,234,956 SH   DFND   0 1,234,956 0
INTEL CORP SDCV 12/1 458140AD2 5,003 4,150,000 PRN   DFND   0 4,150,000 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 169,297 111,151,000 PRN   DFND   0 111,151,000 0
INVACARE CORP SDCV 4.125% 2/0 461203AD3 2,742 2,500,000 PRN   DFND   0 2,500,000 0
INVESCO BD FD COM 46132L107 381 21,942 SH   DFND   0 21,942 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 1,560 134,378 SH   DFND   0 134,378 0
INVESCO HIGH INCOME TR II COM 46131F101 446 31,097 SH   DFND   0 31,097 0
INVESCO MUN TR COM 46131J103 786 65,412 SH   DFND   0 65,412 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 1,282 108,463 SH   DFND   0 108,463 0
INVESCO TR INVT GRADE NY MUN COM 46131T101 352 26,399 SH   DFND   0 26,399 0
ISTAR FINL INC NOTE 3.000%11/1 45031UBR1 10,223 8,466,000 PRN   DFND   0 8,466,000 0
JASON INDS INC *W EXP 06/30/201 471172114 1,011 2,331,300 SH   DFND   0 2,331,300 0
JOURNAL MEDIA GROUP INC COM 48114A109 1,455 175,527 SH   DFND   0 175,527 0
KEYCORP NEW PFD 7.75% SR A 493267405 2,625 20,000 SH   DFND   0 20,000 0
KIMBERLY CLARK CORP COM 494368103 5,048 47,635 SH   DFND   0 47,635 0
KINDER MORGAN INC DEL COM 49456B101 1,051 27,367 SH   DFND   0 27,367 0
KOHLBERG CAPITAL CORP NOTE 8.750% 3/1 500233AB7 4,621 4,375,000 PRN   DFND   0 4,375,000 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 9,745 129,400 SH   DFND   0 129,400 0
LANDS END INC NEW COM 51509F105 886 35,689 SH   DFND   0 35,689 0
LEVY ACQUISITION CORP *W EXP 11/19/201 52748T112 5,580 962,100 SH   DFND   0 962,100 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 3,363 584,803 SH   DFND   0 584,803 0
LIBERTY ALL-STAR GROWTH FD I COM 529900102 115 22,350 SH   DFND   0 22,350 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 9,436 240,286 SH   DFND   0 240,286 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2,727 84,623 SH   DFND   0 84,623 0
LMP CAP & INCOME FD INC COM 50208A102 254 16,826 SH   DFND   0 16,826 0
LNB BANCORP INC COM 502100100 4,355 235,424 SH   DFND   0 235,424 0
LUMENIS LTD SHS CL B M6778Q121 6,911 503,702 SH   DFND   0 503,702 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 2,467 2,475,000 PRN   DFND   0 2,475,000 0
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 386 16,530 SH   DFND   0 16,530 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 638 8,690 SH   DFND   0 8,690 0
MANNKIND CORP COM 56400P201 1,149 201,991 SH   DFND   0 201,991 0
MANNKIND CORP NOTE 5.750% 8/1 56400PAC6 3,365 3,295,000 PRN   DFND   0 3,295,000 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 412 7,314 SH   DFND   0 7,314 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 417 13,463 SH   DFND   0 13,463 0
MEADOWBROOK INS GROUP INC COM 58319P108 9,602 1,116,465 SH   DFND   0 1,116,465 0
MEADOWBROOK INS GROUP INC DBCV 5.000% 3/1 58319PAC2 10,787 9,375,000 PRN   DFND   0 9,375,000 0
MEADWESTVACO CORP COM 583334107 32,462 687,905 SH   DFND   0 687,905 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 3,113 2,925,000 PRN   DFND   0 2,925,000 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 44,816 28,275,000 PRN   DFND   0 28,275,000 0
MFS INVT GRADE MUN TR SH BEN INT 59318B108 562 60,442 SH   DFND   0 60,442 0
MFS MUN INCOME TR SH BEN INT 552738106 627 97,560 SH   DFND   0 97,560 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 53,678 46,550,000 PRN   DFND   0 46,550,000 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 140,322 84,025,000 PRN   DFND   0 84,025,000 0
MICREL INC COM 594793101 24,149 1,737,367 SH   DFND   0 1,737,367 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 205,967 107,625,000 PRN   DFND   0 107,625,000 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 16,755 9,315,000 PRN   DFND   0 9,315,000 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 60,156 29,975,000 PRN   DFND   0 29,975,000 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 31,645 15,700,000 PRN   DFND   0 15,700,000 0
MITEL NETWORKS CORP COM 60671Q104 2,073 234,787 SH   DFND   0 234,787 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 17,385 440,119 SH   DFND   0 440,119 0
MORGAN STANLEY TRUSTS INCOME SECS INC 61745P874 867 50,380 SH   DFND   0 50,380 0
MPLX LP COM UNIT REP LTD 55336V100 541 7,579 SH   DFND   0 7,579 0
MYLAN N V SHS EURO N59465109 9,503 140,035 SH   DFND   0 140,035 0
NEUBERGER BERMAN HGH YLD FD COM 64128C106 986 83,691 SH   DFND   0 83,691 0
NEUBERGER BERMAN RE ES SEC F COM 64190A103 527 111,251 SH   DFND   0 111,251 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 197 22,495 SH   DFND   0 22,495 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 9,090 491,644 SH   DFND   0 491,644 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 7,706 484,641 SH   DFND   0 484,641 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 232,150 97,414,000 PRN   DFND   0 97,414,000 0
NOW INC COM 67011P100 4,390 220,504 SH   DFND   0 220,504 0
NUSTAR ENERGY LP UNIT COM 67058H102 518 8,726 SH   DFND   0 8,726 0
NUVEEN CONN PREM INCOME MUN COM 67060D107 598 47,934 SH   DFND   0 47,934 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 4,137 480,492 SH   DFND   0 480,492 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 1,522 113,508 SH   DFND   0 113,508 0
NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 477 41,524 SH   DFND   0 41,524 0
NUVEEN DIVID ADV MUN FD 3 COM SH BEN INT 67070X101 641 48,001 SH   DFND   0 48,001 0
NUVEEN DIVID ADVANTAGE MUN I COM 67071L106 152 11,229 SH   DFND   0 11,229 0
NUVEEN GLOBAL EQUITY INCOME COM 6706EH103 764 61,202 SH   DFND   0 61,202 0
NUVEEN MASS PREM INCOME MUN COM 67061E104 169 12,753 SH   DFND   0 12,753 0
NUVEEN MD PREM INCOME MUN FD COM 67061Q107 1,455 118,787 SH   DFND   0 118,787 0
NUVEEN MUN ADVANTAGE FD INC COM 67062H106 939 72,221 SH   DFND   0 72,221 0
NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 1,206 93,469 SH   DFND   0 93,469 0
NUVEEN N C PREM INCOME MUN F COM 67060P100 1,071 84,368 SH   DFND   0 84,368 0
NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y102 1,728 134,501 SH   DFND   0 134,501 0
NUVEEN NY AMT FREE MUN INCOM COM 670656107 1,282 102,184 SH   DFND   0 102,184 0
NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 370 27,305 SH   DFND   0 27,305 0
NUVEEN OHIO QUALITY INCOME M COM 670980101 215 14,987 SH   DFND   0 14,987 0
NUVEEN PA INVT QUALITY MUN F COM 670972108 1,031 78,368 SH   DFND   0 78,368 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 987 70,374 SH   DFND   0 70,374 0
NUVEEN PREM INCOME MUN FD COM 67062T100 2,268 172,604 SH   DFND   0 172,604 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 1,394 104,975 SH   DFND   0 104,975 0
NUVEEN PREMIER MUN INCOME FD COM 670988104 620 48,097 SH   DFND   0 48,097 0
NUVEEN QUALITY INCOME MUN FD COM 670977107 1,240 92,961 SH   DFND   0 92,961 0
NUVEEN QUALITY MUN FD INC COM 67062N103 1,850 146,586 SH   DFND   0 146,586 0
NUVEEN QUALITY PFD INC FD 3 COM 67072W101 199 24,468 SH   DFND   0 24,468 0
NUVEEN QUALITY PFD INCOME FD COM 67072C105 221 26,128 SH   DFND   0 26,128 0
NUVEEN SELECT QUALITY MUN FD COM 670973106 1,247 94,309 SH   DFND   0 94,309 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 606 36,763 SH   DFND   0 36,763 0
NUVEEN SR INCOME FD COM 67067Y104 222 34,712 SH   DFND   0 34,712 0
OFFICE DEPOT INC COM 676220106 60,447 6,980,063 SH   DFND   0 6,980,063 0
OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 9,801 84,900 SH   DFND   0 84,900 0
OMNICARE INC COM 681904108 50,115 531,720 SH   DFND   0 531,720 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 6,906 5,564,000 PRN   DFND   0 5,564,000 0
ONEIDA FINL CORP MD COM 682479100 2,068 101,147 SH   DFND   0 101,147 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 430 12,635 SH   DFND   0 12,635 0
OPKO HEALTH INC COM 68375N103 142 10,774 SH   DFND   0 10,774 0
ORBITZ WORLDWIDE INC COM 68557K109 69,115 6,052,138 SH   DFND   0 6,052,138 0
PALL CORP COM 696429307 56,293 452,333 SH   DFND   0 452,333 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 273 84,400 SH   DFND   0 84,400 0
PARTNERRE LTD COM G6852T105 4,943 38,467 SH   DFND   0 38,467 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 22,804 23,925,000 PRN   DFND   0 23,925,000 0
PEPCO HOLDINGS INC COM 713291102 128,211 4,759,129 SH   DFND   0 4,759,129 0
PERRIGO CO PLC SHS G97822103 15,988 86,500 SH   DFND   0 86,500 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 485 6,737 SH   DFND   0 6,737 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 330 16,337 SH   DFND   0 16,337 0
PIONEER FLOATING RATE TR COM 72369J102 952 83,616 SH   DFND   0 83,616 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 351 8,056 SH   DFND   0 8,056 0
POLYPORE INTL INC COM 73179V103 88,311 1,474,800 SH   DFND   0 1,474,800 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 27,380 29,050,000 PRN   DFND   0 29,050,000 0
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 655 84,090 SH   DFND   0 84,090 0
PUTNAM MANAGED MUN INCOM TR COM 746823103 922 130,391 SH   DFND   0 130,391 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 969 83,432 SH   DFND   0 83,432 0
QEP MIDSTREAM PARTNERS LP COM UNIT RP LTD 74735R115 525 29,955 SH   DFND   0 29,955 0
QUALITY DISTR INC FLA COM 74756M102 6,146 397,516 SH   DFND   0 397,516 0
QUANTUM CORP NOTE 4.500%11/1 747906AJ4 2,091 1,750,000 PRN   DFND   0 1,750,000 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 1,003 1,000,000 PRN   DFND   0 1,000,000 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 30,891 3,132,926 SH   DFND   0 3,132,926 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 1,050 3,500,000 SH   DFND   0 3,500,000 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 25,281 14,208,000 PRN   DFND   0 14,208,000 0
RALLY SOFTWARE DEV CORP COM 751198102 4,287 220,392 SH   DFND   0 220,392 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 10,888 8,175,000 PRN   DFND   0 8,175,000 0
RAYONIER ADVANCED MATLS INC COM 75508B104 1,472 90,547 SH   DFND   0 90,547 0
RED HAT INC COM 756577102 13,034 171,661 SH   DFND   0 171,661 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 5,225 4,900,000 PRN   DFND   0 4,900,000 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 1,741 1,875,000 PRN   DFND   0 1,875,000 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 1,903 2,000,000 PRN   DFND   0 2,000,000 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 181 10,400 SH   DFND   0 10,400 0
RMR REAL ESTATE INCOME FUND COM 76970B101 1,163 62,704 SH   DFND   0 62,704 0
ROI ACQUISITION CORP II COM 74966G101 9,686 945,000 SH   DFND   0 945,000 0
ROI ACQUISITION CORP II *W EXP 09/17/201 74966G119 263 1,050,000 SH   DFND   0 1,050,000 0
ROSE ROCK MIDSTREAM L P COM U REP LTD 777149105 516 11,040 SH   DFND   0 11,040 0
ROSETTA RESOURCES INC COM 777779307 55,946 2,417,704 SH   DFND   0 2,417,704 0
RTI INTL METALS INC COM 74973W107 18,620 590,721 SH   DFND   0 590,721 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 101,521 78,206,000 PRN   DFND   0 78,206,000 0
SEQUENOM INC NOTE 5.000% 1/0 817337AC2 9,255 9,450,000 PRN   DFND   0 9,450,000 0
SFX ENTMT INC COM 784178303 841 187,206 SH   DFND   0 187,206 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 54,624 51,200,000 PRN   DFND   0 51,200,000 0
SIGMA ALDRICH CORP COM 826552101 161,525 1,159,129 SH   DFND   0 1,159,129 0
SOURCE CAP INC COM 836144105 782 10,747 SH   DFND   0 10,747 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 141,944 2,840,650 SH   DFND   0 2,840,650 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 392 8,497 SH   DFND   0 8,497 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 6,842 7,250,000 PRN   DFND   0 7,250,000 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 26,655 28,225,000 PRN   DFND   0 28,225,000 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 9,046 9,675,000 PRN   DFND   0 9,675,000 0
SPROTT FOCUS TR INC COM 85208J109 305 43,056 SH   DFND   0 43,056 0
SQUARE 1 FINL INC CL A 85223W101 21,835 798,350 SH   DFND   0 798,350 0
STANDARD PAC CORP NEW COM 85375C101 355 39,850 SH   DFND   0 39,850 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 17,989 14,730,000 PRN   DFND   0 14,730,000 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 39,572 37,800,000 PRN   DFND   0 37,800,000 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 24,252 22,825,000 PRN   DFND   0 22,825,000 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 24,437 24,150,000 PRN   DFND   0 24,150,000 0
STATE INVS BANCORP INC COM 857030100 916 43,225 SH   DFND   0 43,225 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 13,376 12,450,000 PRN   DFND   0 12,450,000 0
STONE HBR EMERG MKTS TL INC COM 86164W100 435 31,039 SH   DFND   0 31,039 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 436 13,195 SH   DFND   0 13,195 0
SUNEDISON INC NOTE 2.000%10/0 86732YAC3 140,313 66,975,000 PRN   DFND   0 66,975,000 0
SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 61,463 28,975,000 PRN   DFND   0 28,975,000 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 664 17,472 SH   DFND   0 17,472 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 91,462 6,477,451 SH   DFND   0 6,477,451 0
SWISS HELVETIA FD INC COM 870875101 402 34,393 SH   DFND   0 34,393 0
SYNCHRONY FINL COM 87165B103 5,347 162,361 SH   DFND   0 162,361 0
T MOBILE US INC CONV PFD SER A 872590203 123,862 1,793,800 SH   DFND   0 1,793,800 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 17,000 11,400,000 PRN   DFND   0 11,400,000 0
TALEN ENERGY CORP COM 87422J105 5,149 300,066 SH   DFND   0 300,066 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 493 10,248 SH   DFND   0 10,248 0
TARGA RES CORP COM 87612G101 511 5,722 SH   DFND   0 5,722 0
TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 303 7,849 SH   DFND   0 7,849 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 363 6,375 SH   DFND   0 6,375 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 344 10,685 SH   DFND   0 10,685 0
TEMPLETON GLOBAL INCOME FD COM 880198106 1,764 250,972 SH   DFND   0 250,972 0
TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 15,224 1,530,000 SH   DFND   0 1,530,000 0
TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 536 1,700,000 SH   DFND   0 1,700,000 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 95,648 43,825,000 PRN   DFND   0 43,825,000 0
TIME INC NEW COM 887228104 7,102 308,630 SH   DFND   0 308,630 0
TIME WARNER CABLE INC COM 88732J207 82,525 463,182 SH   DFND   0 463,182 0
TIMKEN CO COM 887389104 7,534 206,017 SH   DFND   0 206,017 0
TIMKENSTEEL CORP COM 887399103 5,434 201,323 SH   DFND   0 201,323 0
TORNIER N V SHS N87237108 6,557 262,374 SH   DFND   0 262,374 0
TORTOISE PIPELINE & ENERGY F COM 89148H108 542 21,198 SH   DFND   0 21,198 0
TRADE STR RESIDENTIAL INC COM NEW 89255N203 1,106 166,007 SH   DFND   0 166,007 0
TRANSAMERICA INCOME SHS INC COM 893506105 950 47,787 SH   DFND   0 47,787 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 608 15,988 SH   DFND   0 15,988 0
TRI CONTL CORP COM 895436103 302 14,253 SH   DFND   0 14,253 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 19,061 16,300,000 PRN   DFND   0 16,300,000 0
TYSON FOODS INC UNIT 99/99/9999 902494301 143,268 2,754,625 SH   DFND   0 2,754,625 0
UIL HLDG CORP COM 902748102 3,579 78,119 SH   DFND   0 78,119 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 30,139 27,229,000 PRN   DFND   0 27,229,000 0
UTI WORLDWIDE INC NOTE 4.500% 3/0 90349LAB0 34,405 33,525,000 PRN   DFND   0 33,525,000 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 471 9,224 SH   DFND   0 9,224 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 28 116,185 SH   DFND   0 116,185 0
VANTAGE DRILLING COMPANY NOTE 7.875% 9/0 G93205AA3 5,027 5,250,000 PRN   DFND   0 5,250,000 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 15,705 10,625,000 PRN   DFND   0 10,625,000 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 301,466 163,175,000 PRN   DFND   0 163,175,000 0
VERSO CORP COM 92531L108 259 392,462 SH   DFND   0 392,462 0
VOYA PRIME RATE TR SH BEN INT 92913A100 313 59,637 SH   DFND   0 59,637 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 1,387 1,100,000 PRN   DFND   0 1,100,000 0
WCI CMNTYS INC COM PAR $0.01 92923C807 720 29,516 SH   DFND   0 29,516 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 10,078 9,850,000 PRN   DFND   0 9,850,000 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 9,149 9,075,000 PRN   DFND   0 9,075,000 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 43,555 40,375,000 PRN   DFND   0 40,375,000 0
WEC ENERGY GROUP INC COM 92939U106 404 8,975 SH   DFND   0 8,975 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 130,542 59,354,000 PRN   DFND   0 59,354,000 0
WELLS FARGO ADVANTAGE INCOME COM SHS 94987B105 575 69,554 SH   DFND   0 69,554 0
WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 1,781 140,670 SH   DFND   0 140,670 0
WESTERN ASSET GLB HI INCOME COM 95766B109 501 48,433 SH   DFND   0 48,433 0
WESTERN ASSET GLB PTNRS INCO COM 95766G108 631 68,770 SH   DFND   0 68,770 0
WESTERN ASSET GLOBAL CP DEFI COM 95790C107 1,199 69,913 SH   DFND   0 69,913 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 2,531 491,528 SH   DFND   0 491,528 0
WESTERN ASSET MGD HI INCM FD COM 95766L107 1,695 343,032 SH   DFND   0 343,032 0
WESTERN ASSET WORLDWIDE INCO COM 957668106 964 88,972 SH   DFND   0 88,972 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 493 7,781 SH   DFND   0 7,781 0
WEYERHAEUSER CO PREF CONV SER A 962166872 7,218 138,222 SH   DFND   0 138,222 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 917 18,936 SH   DFND   0 18,936 0
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 1,264 26,960 SH   DFND   0 26,960 0
WL ROSS HLDG CORP COM SHS 92939D104 35,715 3,430,800 SH   DFND   0 3,430,800 0
WL ROSS HLDG CORP *W EXP 06/11/201 92939D112 3,278 3,450,000 SH   DFND   0 3,450,000 0
WP GLIMCHER IN COM 92939N102 2,637 194,931 SH   DFND   0 194,931 0
YAHOO INC COM 984332106 114,398 2,911,635 SH   DFND   0 2,911,635 0
ZWEIG TOTAL RETURN FD INC COM NEW 989837208 362 27,986 SH   DFND   0 27,986 0