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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 4,325 450,540 SH   DFND   0 450,540 0
1347 CAP CORP RIGHT 07/21/2016 68245V111 100 500,600 SH   DFND   0 500,600 0
1347 CAP CORP *W EXP 07/15/202 68245V129 100 500,600 SH   DFND   0 500,600 0
ABERDEEN GLOBAL INCOME FD IN COM 003013109 94 10,099 SH   DFND   0 10,099 0
ACCURAY INC DEBT 3.500% 2/0 004397AF2 8,027 4,500,000 PRN   DFND   0 4,500,000 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 2,855 2,775,000 PRN   DFND   0 2,775,000 0
ACTAVIS PLC PFD CONV SER A G0083B116 90,970 88,000 SH   DFND   0 88,000 0
ADVENT CLAY CONV SEC INC FD COM 007639107 1,845 274,515 SH   DFND   0 274,515 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 658 69,871 SH   DFND   0 69,871 0
ADVENT SOFTWARE INC COM 007974108 35,843 812,593 SH   DFND   0 812,593 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 8,210 6,775,000 PRN   DFND   0 6,775,000 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 14,273 6,475,000 PRN   DFND   0 6,475,000 0
AIR METHODS CORP COM PAR $.06 009128307 662 14,200 SH   DFND   0 14,200 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 2,716 2,125,000 PRN   DFND   0 2,125,000 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 592 500,000 PRN   DFND   0 500,000 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 12,014 9,400,000 PRN   DFND   0 9,400,000 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 704 2,700,000 PRN   DFND   0 2,700,000 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 683 66,247 SH   DFND   0 66,247 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 2,765 404,217 SH   DFND   0 404,217 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 31,590 32,400,000 PRN   DFND   0 32,400,000 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 10,193 10,414,000 PRN   DFND   0 10,414,000 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 14,585 141,426 SH   DFND   0 141,426 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 427 8,953 SH   DFND   0 8,953 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 11,528 92,875 SH   DFND   0 92,875 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 9,328 10,250,000 PRN   DFND   0 10,250,000 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 606 525,000 PRN   DFND   0 525,000 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 39,146 39,000,000 PRN   DFND   0 39,000,000 0
APOLLO SR FLOATING RATE FD I COM 037636107 440 24,681 SH   DFND   0 24,681 0
AR CAP ACQUISITION CORP COM 00191R109 9,605 1,010,000 SH   DFND   0 1,010,000 0
AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 150 750,000 SH   DFND   0 750,000 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 4,583 4,425,000 PRN   DFND   0 4,425,000 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 1,770 108,983 SH   DFND   0 108,983 0
ARK RESTAURANTS CORP COM 040712101 2,431 97,545 SH   DFND   0 97,545 0
ARUBA NETWORKS INC COM 043176106 42,615 1,740,104 SH   DFND   0 1,740,104 0
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 2,031 2,000,000 PRN   DFND   0 2,000,000 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 59 23,450 SH   DFND   0 23,450 0
ATLANTICUS HLDGS CORP COM 04914Y102 436 191,430 SH   DFND   0 191,430 0
ATLAS ENERGY GROUP LLC COM 04929Q102 95 15,815 SH   DFND   0 15,815 0
AUSPEX PHARMACEUTICALS INC COM 05211J102 28,925 288,468 SH   DFND   0 288,468 0
AUTOMATIC DATA PROCESSING IN COM 053015103 9,498 110,901 SH   DFND   0 110,901 0
AV HOMES INC NOTE 7.500% 2/1 00234PAB8 10,425 10,360,000 PRN   DFND   0 10,360,000 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 8,661 8,688,000 PRN   DFND   0 8,688,000 0
AVENUE INCOME CR STRATEGIES COM 05358E106 569 37,598 SH   DFND   0 37,598 0
AVIV REIT INC MD COM 05381L101 44,807 1,227,597 SH   DFND   0 1,227,597 0
BAKER HUGHES INC COM 057224107 116,554 1,833,194 SH   DFND   0 1,833,194 0
BANK KY FINL CORP COM 062896105 7,358 150,000 SH   DFND   0 150,000 0
BARINGTON HILCO ACQUISITION UNIT 99/99/9999T 06759V200 5,970 600,000 SH   DFND   0 600,000 0
BEAZER HOMES USA INC UNIT 07/15/2015 07556Q709 4,074 150,000 SH   DFND   0 150,000 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 5,828 421,708 SH   DFND   0 421,708 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 4,521 405,084 SH   DFND   0 405,084 0
BLACKROCK CR ALLCTN INC TR COM 092508100 6,420 476,973 SH   DFND   0 476,973 0
BLACKROCK FLOAT RATE OME STR COM 09255X100 1,397 100,481 SH   DFND   0 100,481 0
BLACKROCK FLOATING RATE INCO COM 091941104 423 31,373 SH   DFND   0 31,373 0
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 1,891 136,219 SH   DFND   0 136,219 0
BLACKROCK LONG-TERM MUNI ADV COM 09250B103 378 32,856 SH   DFND   0 32,856 0
BLACKROCK LTD DURATION INC T COM SHS 09249W101 1,225 77,554 SH   DFND   0 77,554 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 5,036 240,170 SH   DFND   0 240,170 0
BLACKROCK MUNI INCOME INV QL COM 09250G102 557 37,749 SH   DFND   0 37,749 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 871 59,381 SH   DFND   0 59,381 0
BLACKROCK MUNICIPL INC QLTY COM 092479104 374 26,030 SH   DFND   0 26,030 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 539 36,494 SH   DFND   0 36,494 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 770 52,293 SH   DFND   0 52,293 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 233 16,191 SH   DFND   0 16,191 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 548 40,620 SH   DFND   0 40,620 0
BLACKROCK MUNIYIELD NJ QLTY COM 09255A100 363 24,941 SH   DFND   0 24,941 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 264 18,227 SH   DFND   0 18,227 0
BLACKROCK MUNIYLD INVST QLTY COM 09254T100 344 24,672 SH   DFND   0 24,672 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 934 66,210 SH   DFND   0 66,210 0
BLACKROCK MUNIYLD MICH QLTY COM 09254W103 732 56,266 SH   DFND   0 56,266 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 5,342 558,791 SH   DFND   0 558,791 0
BLACKSTONE GSO LNG SHRT CR I COM SHS BN INT 09257D102 1,507 93,378 SH   DFND   0 93,378 0
BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 3,209 198,356 SH   DFND   0 198,356 0
BLUE BIRD CORP *W EXP 01/23/201 095306114 666 900,000 SH   DFND   0 900,000 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 385 23,883 SH   DFND   0 23,883 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 605 117,799 SH   DFND   0 117,799 0
BOULEVARD ACQUISITION CORP COM 10157P104 7,888 804,905 SH   DFND   0 804,905 0
BOULEVARD ACQUISITION CORP *W EXP 02/19/201 10157P112 360 600,000 SH   DFND   0 600,000 0
BRIDGE CAP HLDGS COM 108030107 2,333 89,367 SH   DFND   0 89,367 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 2,564 50,000 SH   DFND   0 50,000 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 409 5,416 SH   DFND   0 5,416 0
C B PHARMA ACQUISITION CORP SHS G2029P126 3,423 350,000 SH   DFND   0 350,000 0
C B PHARMA ACQUISITION CORP RIGHT 06/17/2016 G2029P134 102 350,000 SH   DFND   0 350,000 0
CALLIDUS SOFTWARE INC COM 13123E500 215 16,962 SH   DFND   0 16,962 0
CAMBRIDGE CAP ACQUISITION CO COM 13215Q106 15,919 1,584,000 SH   DFND   0 1,584,000 0
CAMBRIDGE CAP ACQUISITION CO *W EXP 12/17/201 13215Q114 422 1,760,000 SH   DFND   0 1,760,000 0
CAPITOL ACQUISITION CORP II COM 14056V105 14,477 1,431,900 SH   DFND   0 1,431,900 0
CAPITOL ACQUISITION CORP II *W EXP 05/15/201 14056V113 891 891,000 SH   DFND   0 891,000 0
CASTLE A M & CO NOTE 7.000%12/1 148411AF8 1,034 1,550,000 PRN   DFND   0 1,550,000 0
CATAMARAN CORP COM 148887102 28,397 476,934 SH   DFND   0 476,934 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 2,136 238,695 SH   DFND   0 238,695 0
CDK GLOBAL INC COM 12508E101 14,720 314,792 SH   DFND   0 314,792 0
CELLULAR DYNAMICS INTL INC COM 15117V109 1,698 103,321 SH   DFND   0 103,321 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 28,306 25,175,000 PRN   DFND   0 25,175,000 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 10,558 8,900,000 PRN   DFND   0 8,900,000 0
CENTRAL SECS CORP COM 155123102 1,741 79,870 SH   DFND   0 79,870 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 2,565 2,725,000 PRN   DFND   0 2,725,000 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 49,351 59,325,000 PRN   DFND   0 59,325,000 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 523 17,460 SH   DFND   0 17,460 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 3,045 90,000 SH   DFND   0 90,000 0
CIENA CORP DEBT 4.000%12/1 171779AK7 16,213 12,710,000 PRN   DFND   0 12,710,000 0
CITIZENS FINL GROUP INC COM 174610105 3,157 130,843 SH   DFND   0 130,843 0
CITRIX SYS INC COM 177376100 3,629 56,816 SH   DFND   0 56,816 0
CITY NATL CORP COM 178566105 50,468 566,549 SH   DFND   0 566,549 0
CIVEO CORP COM 178787107 1,655 651,559 SH   DFND   0 651,559 0
CLECO CORP NEW COM 12561W105 63,370 1,162,325 SH   DFND   0 1,162,325 0
COHEN & STEERS LTD DUR PFD I COM 19248C105 422 17,519 SH   DFND   0 17,519 0
COHEN & STEERS QUALITY RLTY COM 19247L106 5,509 443,547 SH   DFND   0 443,547 0
COHEN & STEERS REIT & PFD IN COM 19247X100 2,041 104,930 SH   DFND   0 104,930 0
COHEN & STEERS TOTAL RETURN COM 19247R103 356 26,005 SH   DFND   0 26,005 0
COLONIAL FINL SVCS INC COM 19566B101 817 57,122 SH   DFND   0 57,122 0
COMMUNITY HEALTH SYS INC NEW RIGHT 01/27/2016 203668116 228 10,360,044 SH   DFND   0 10,360,044 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,081 5,000,000 PRN   DFND   0 5,000,000 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 26,300 12,550,000 PRN   DFND   0 12,550,000 0
COURIER CORP COM 222660102 8,762 357,938 SH   DFND   0 357,938 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 8,678 7,600,000 PRN   DFND   0 7,600,000 0
CRESTWOOD MIDSTREAM PARTNERS UNIT LTD PARTNER 226378107 481 33,135 SH   DFND   0 33,135 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 46,872 447,125 SH   DFND   0 447,125 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 233 16,504 SH   DFND   0 16,504 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 407 11,024 SH   DFND   0 11,024 0
DEUTSCHE HIGH INCOME TR SHS 25155R100 256 28,872 SH   DFND   0 28,872 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 8,173 6,467,000 PRN   DFND   0 6,467,000 0
DIRECTV COM 25490A309 121,485 1,427,555 SH   DFND   0 1,427,555 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 89,707 1,592,950 SH   DFND   0 1,592,950 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 8,218 166,450 SH   DFND   0 166,450 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 93,027 1,645,475 SH   DFND   0 1,645,475 0
DRESSER-RAND GROUP INC COM 261608103 146,010 1,817,170 SH   DFND   0 1,817,170 0
DT ASIA INVTS LTD SHS G2615J104 2,211 225,112 SH   DFND   0 225,112 0
DT ASIA INVTS LTD RIGHT 03/30/2016 G2615J112 36 225,112 SH   DFND   0 225,112 0
EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 274 117,574 SH   DFND   0 117,574 0
EATON VANCE FLTING RATE INC COM 278279104 849 58,219 SH   DFND   0 58,219 0
EATON VANCE LTD DUR INCOME F COM 27828H105 4,444 308,808 SH   DFND   0 308,808 0
EATON VANCE MUN BD FD COM 27827X101 1,121 86,828 SH   DFND   0 86,828 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 631 49,552 SH   DFND   0 49,552 0
EATON VANCE RISK MNGD DIV EQ COM 27829G106 908 83,943 SH   DFND   0 83,943 0
EATON VANCE SH TM DR DIVR IN COM 27828V104 1,665 114,919 SH   DFND   0 114,919 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 933 143,381 SH   DFND   0 143,381 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 45,911 24,750,000 PRN   DFND   0 24,750,000 0
ELLSWORTH GROWTH & INCOME FD COM 289074106 186 21,272 SH   DFND   0 21,272 0
EMULEX CORP COM NEW 292475209 4,260 534,532 SH   DFND   0 534,532 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 425 25,923 SH   DFND   0 25,923 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 410 11,378 SH   DFND   0 11,378 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 1,976 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 337 6,042 SH   DFND   0 6,042 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 519 20,970 SH   DFND   0 20,970 0
ENOVA INTL INC COM 29357K103 325 16,509 SH   DFND   0 16,509 0
ENTERPRISE PRODS PARTNERS L COM 293792107 911 27,660 SH   DFND   0 27,660 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 3,567 1,204,929 SH   DFND   0 1,204,929 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 31,666 10,950,000 PRN   DFND   0 10,950,000 0
EXELIS INC COM 30162A108 77,944 3,198,377 SH   DFND   0 3,198,377 0
FAMILY DLR STORES INC COM 307000109 160,040 2,019,681 SH   DFND   0 2,019,681 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 115,972 840,375 SH   DFND   0 840,375 0
FINTECH ACQUISITION CORP UNIT 99/99/9999 31809H209 10,200 1,000,000 SH   DFND   0 1,000,000 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 1,471 125,477 SH   DFND   0 125,477 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 3,231 197,271 SH   DFND   0 197,271 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 539 39,041 SH   DFND   0 39,041 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 1,498 83,300 SH   DFND   0 83,300 0
FORT DEARBORN INCOME SECS IN COM 347200107 162 11,290 SH   DFND   0 11,290 0
FRANKLIN LTD DURATION INC TR COM 35472T101 1,815 149,151 SH   DFND   0 149,151 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 24,727 606,660 SH   DFND   0 606,660 0
GABELLI HLTHCARE & WELLNESS SHS 36246K103 590 52,418 SH   DFND   0 52,418 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 4,070 3,775,000 PRN   DFND   0 3,775,000 0
GARNERO GROUP ACQUISITION CO SHS G5866L108 22,752 2,370,000 SH   DFND   0 2,370,000 0
GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 551 2,900,000 SH   DFND   0 2,900,000 0
GENCORP INC SDCV 4.062%12/3 368682AN0 21,249 8,250,000 PRN   DFND   0 8,250,000 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 6,970 8,747,000 PRN   DFND   0 8,747,000 0
GENERAL MTRS CO COM 37045V100 615 16,411 SH   DFND   0 16,411 0
GENERAL MTRS CO *W EXP 12/31/201 37045V134 463 356,485 SH   DFND   0 356,485 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 454 9,660 SH   DFND   0 9,660 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 9,277 895,500 SH   DFND   0 895,500 0
GLOBANT S A COM L44385109 1,189 56,438 SH   DFND   0 56,438 0
GOOGLE INC CL C 38259P706 6,967 12,827 SH   DFND   0 12,827 0
HAMPDEN BANCORP INC COM 40867E107 3,499 158,112 SH   DFND   0 158,112 0
HANCOCK JOHN INCOME SECS TR COM 410123103 178 12,421 SH   DFND   0 12,421 0
HANCOCK JOHN PREMUIM DIV FD COM SH BEN INT 41013T105 162 11,661 SH   DFND   0 11,661 0
HARMONY MERGER CORP UNIT 99/99/9999 413247206 18,000 1,800,000 SH   DFND   0 1,800,000 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 121,989 3,797,900 SH   DFND   0 3,797,900 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 1,984 700,000 PRN   DFND   0 700,000 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 96,422 1,418,625 SH   DFND   0 1,418,625 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 37,589 25,175,000 PRN   DFND   0 25,175,000 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 17,237 14,725,000 PRN   DFND   0 14,725,000 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 41,240 49,950,000 PRN   DFND   0 49,950,000 0
HERBALIFE LTD COM USD SHS G4412G101 4,778 111,742 SH   DFND   0 111,742 0
HERITAGE FINL GROUP INC COM 42726X102 6,017 220,966 SH   DFND   0 220,966 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 528 16,782 SH   DFND   0 16,782 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 13,491 9,150,000 PRN   DFND   0 9,150,000 0
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 36,797 2,224,742 SH   DFND   0 2,224,742 0
HOSPIRA INC COM 441060100 143,022 1,628,207 SH   DFND   0 1,628,207 0
HUBSPOT INC COM 443573100 2,446 61,300 SH   DFND   0 61,300 0
HUDSON CITY BANCORP COM 443683107 178,846 17,065,494 SH   DFND   0 17,065,494 0
HUDSON VALLEY HOLDING CORP COM 444172100 14,044 549,443 SH   DFND   0 549,443 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1,069 800 SH   DFND   0 800 0
HYDRA INDS ACQUISITION CORP COM 448740100 18,900 2,000,000 SH   DFND   0 2,000,000 0
HYDRA INDS ACQUISITION CORP *W EXP 10/20/202 448740118 320 2,000,000 SH   DFND   0 2,000,000 0
HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 740 2,000,000 SH   DFND   0 2,000,000 0
HYPERION THERAPEUTICS INC COM 44915N101 8,304 180,923 SH   DFND   0 180,923 0
INDEPENDENT BANK CORP MASS COM 453836108 255 5,821 SH   DFND   0 5,821 0
INTEGRATED SILICON SOLUTION COM 45812P107 7,803 436,148 SH   DFND   0 436,148 0
INTEGRYS ENERGY GROUP INC COM 45822P105 103,349 1,435,010 SH   DFND   0 1,435,010 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 175,689 111,151,000 PRN   DFND   0 111,151,000 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 3,272 187,916 SH   DFND   0 187,916 0
INTL PAPER CO COM 460146103 2,230 40,179 SH   DFND   0 40,179 0
INVACARE CORP SDCV 4.125% 2/0 461203AD3 2,656 2,500,000 PRN   DFND   0 2,500,000 0
INVESCO BD FD COM 46132L107 678 36,258 SH   DFND   0 36,258 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 1,631 136,278 SH   DFND   0 136,278 0
INVESCO HIGH INCOME TR II COM 46131F101 243 16,069 SH   DFND   0 16,069 0
INVESCO MUN OPPORTUNITY TR COM 46132C107 992 76,549 SH   DFND   0 76,549 0
INVESCO MUN TR COM 46131J103 1,004 78,464 SH   DFND   0 78,464 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 1,429 113,806 SH   DFND   0 113,806 0
INVESCO TR INVT GRADE MUNS COM 46131M106 706 52,522 SH   DFND   0 52,522 0
INVESCO TR INVT GRADE NY MUN COM 46131T101 373 26,999 SH   DFND   0 26,999 0
ISTAR FINL INC NOTE 3.000%11/1 45031UBR1 4,332 3,650,000 PRN   DFND   0 3,650,000 0
JASON INDS INC *W EXP 06/30/201 471172114 1,842 2,331,300 SH   DFND   0 2,331,300 0
JOURNAL COMMUNICATIONS INC CL A 481130102 19,701 1,329,349 SH   DFND   0 1,329,349 0
KEYCORP NEW PFD 7.75% SR A 493267405 2,593 20,000 SH   DFND   0 20,000 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 239 6,438 SH   DFND   0 6,438 0
KIMBERLY CLARK CORP COM 494368103 5,102 47,635 SH   DFND   0 47,635 0
KINDER MORGAN INC DEL COM 49456B101 1,151 27,367 SH   DFND   0 27,367 0
KOFAX LTD COM USD G5307C105 5,604 511,772 SH   DFND   0 511,772 0
KOHLBERG CAPITAL CORP NOTE 8.750% 3/1 500233AB7 4,848 4,375,000 PRN   DFND   0 4,375,000 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 448 80,923 SH   DFND   0 80,923 0
LA QUINTA HLDGS INC COM 50420D108 3,197 135,000 SH   DFND   0 135,000 0
LAKES ENTMNT INC COM NEW 51206P208 106 12,400 SH   DFND   0 12,400 0
LANDS END INC NEW COM 51509F105 7,244 201,897 SH   DFND   0 201,897 0
LEVY ACQUISITION CORP *W EXP 11/19/201 52748T112 4,586 1,105,000 SH   DFND   0 1,105,000 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 3,232 553,489 SH   DFND   0 553,489 0
LIBERTY ALL-STAR GROWTH FD I COM 529900102 91 17,527 SH   DFND   0 17,527 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 10,065 239,586 SH   DFND   0 239,586 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2,690 84,623 SH   DFND   0 84,623 0
LIFE TIME FITNESS INC COM 53217R207 13,616 191,888 SH   DFND   0 191,888 0
LMP REAL ESTATE INCOME FD IN COM 50208C108 133 10,199 SH   DFND   0 10,199 0
LNB BANCORP INC COM 502100100 4,260 238,768 SH   DFND   0 238,768 0
LORILLARD INC COM 544147101 172,279 2,636,254 SH   DFND   0 2,636,254 0
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 3,418 2,875,000 PRN   DFND   0 2,875,000 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 2,554 2,475,000 PRN   DFND   0 2,475,000 0
MACERICH CO COM 554382101 23,511 278,798 SH   DFND   0 278,798 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 667 8,690 SH   DFND   0 8,690 0
MANNKIND CORP COM 56400P201 963 185,113 SH   DFND   0 185,113 0
MANNKIND CORP NOTE 5.750% 8/1 56400PAC6 2,362 2,295,000 PRN   DFND   0 2,295,000 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 483 7,314 SH   DFND   0 7,314 0
MARLIN MIDSTREAM PARTNERS LP COM UTLTD PTN IN 57118V100 611 27,655 SH   DFND   0 27,655 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 477 13,463 SH   DFND   0 13,463 0
MAVENIR SYS INC COM 577675101 29,644 1,671,043 SH   DFND   0 1,671,043 0
MEADOWBROOK INS GROUP INC COM 58319P108 9,183 1,080,390 SH   DFND   0 1,080,390 0
MEADOWBROOK INS GROUP INC DBCV 5.000% 3/1 58319PAC2 10,729 9,375,000 PRN   DFND   0 9,375,000 0
MEADWESTVACO CORP COM 583334107 34,696 695,722 SH   DFND   0 695,722 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 3,141 2,925,000 PRN   DFND   0 2,925,000 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 42,395 28,275,000 PRN   DFND   0 28,275,000 0
MFS INVT GRADE MUN TR SH BEN INT 59318B108 594 62,903 SH   DFND   0 62,903 0
MFS MUN INCOME TR SH BEN INT 552738106 633 93,746 SH   DFND   0 93,746 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 41,663 37,450,000 PRN   DFND   0 37,450,000 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 123,779 84,025,000 PRN   DFND   0 84,025,000 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 44,897 39,383,000 PRN   DFND   0 39,383,000 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 210,878 107,625,000 PRN   DFND   0 107,625,000 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 19,350 7,775,000 PRN   DFND   0 7,775,000 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 112,166 39,775,000 PRN   DFND   0 39,775,000 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 43,695 15,700,000 PRN   DFND   0 15,700,000 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,211 31,500 SH   DFND   0 31,500 0
MORGAN STANLEY TRUSTS INCOME SECS INC 61745P874 1,100 61,127 SH   DFND   0 61,127 0
MPLX LP COM UNIT REP LTD 55336V100 555 7,579 SH   DFND   0 7,579 0
NATIONAL OILWELL VARCO INC COM 637071101 3,654 73,089 SH   DFND   0 73,089 0
NATIONSTAR MTG HLDGS INC COM 63861C109 867 35,000 SH   DFND   0 35,000 0
NAVIENT CORP COM 63938C108 9,055 445,403 SH   DFND   0 445,403 0
NEUBERGER BERMAN HGH YLD FD COM 64128C106 761 61,680 SH   DFND   0 61,680 0
NEUBERGER BERMAN RE ES SEC F COM 64190A103 515 95,029 SH   DFND   0 95,029 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 138 15,268 SH   DFND   0 15,268 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 338 24,095 SH   DFND   0 24,095 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 11,475 491,644 SH   DFND   0 491,644 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 8,148 449,649 SH   DFND   0 449,649 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 199,394 97,414,000 PRN   DFND   0 97,414,000 0
NOW INC COM 67011P100 6,312 291,693 SH   DFND   0 291,693 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1,995 2,000,000 PRN   DFND   0 2,000,000 0
NUSTAR ENERGY LP UNIT COM 67058H102 530 8,726 SH   DFND   0 8,726 0
NUVEEN AMT-FREE MUN INCOME F COM 670657105 633 45,692 SH   DFND   0 45,692 0
NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y109 175 12,768 SH   DFND   0 12,768 0
NUVEEN CA DIV ADVANTG MUN FD COM 67069X104 221 15,292 SH   DFND   0 15,292 0
NUVEEN CAL AMT-FREE MUN INC COM 670651108 206 13,760 SH   DFND   0 13,760 0
NUVEEN CONN PREM INCOME MUN COM 67060D107 809 63,445 SH   DFND   0 63,445 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 4,350 480,692 SH   DFND   0 480,692 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 1,518 107,018 SH   DFND   0 107,018 0
NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 939 76,949 SH   DFND   0 76,949 0
NUVEEN DIVID ADV MUN FD 3 COM SH BEN INT 67070X101 1,098 77,370 SH   DFND   0 77,370 0
NUVEEN DIVID ADVANTAGE MUN F COM 67066V101 578 40,336 SH   DFND   0 40,336 0
NUVEEN DIVID ADVANTAGE MUN I COM 67071L106 432 29,757 SH   DFND   0 29,757 0
NUVEEN GA DIV ADV MUN FD 2 COM 67072B107 291 22,567 SH   DFND   0 22,567 0
NUVEEN GLOBAL EQUITY INCOME COM 6706EH103 840 65,200 SH   DFND   0 65,200 0
NUVEEN MASS PREM INCOME MUN COM 67061E104 227 16,958 SH   DFND   0 16,958 0
NUVEEN MD PREM INCOME MUN FD COM 67061Q107 1,521 119,387 SH   DFND   0 119,387 0
NUVEEN MUN ADVANTAGE FD INC COM 67062H106 975 70,837 SH   DFND   0 70,837 0
NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 1,486 108,441 SH   DFND   0 108,441 0
NUVEEN MUN OPPORTUNITY FD IN COM 670984103 468 31,859 SH   DFND   0 31,859 0
NUVEEN N C PREM INCOME MUN F COM 67060P100 1,111 84,275 SH   DFND   0 84,275 0
NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y102 2,017 147,126 SH   DFND   0 147,126 0
NUVEEN NY AMT FREE MUN INCOM COM 670656107 1,581 120,937 SH   DFND   0 120,937 0
NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 619 44,546 SH   DFND   0 44,546 0
NUVEEN NY PERFORM PLUS MUN F COM 67062R104 204 13,840 SH   DFND   0 13,840 0
NUVEEN PA INVT QUALITY MUN F COM 670972108 1,050 75,505 SH   DFND   0 75,505 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 1,702 114,447 SH   DFND   0 114,447 0
NUVEEN PREM INCOME MUN FD COM 67062T100 2,309 164,725 SH   DFND   0 164,725 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 1,974 139,140 SH   DFND   0 139,140 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 251 18,771 SH   DFND   0 18,771 0
NUVEEN PREMIER MUN INCOME FD COM 670988104 606 43,567 SH   DFND   0 43,567 0
NUVEEN QUALITY INCOME MUN FD COM 670977107 1,205 85,841 SH   DFND   0 85,841 0
NUVEEN QUALITY MUN FD INC COM 67062N103 1,964 146,706 SH   DFND   0 146,706 0
NUVEEN QUALITY PFD INC FD 3 COM 67072W101 420 48,469 SH   DFND   0 48,469 0
NUVEEN QUALITY PFD INCOME FD COM 67071S101 528 61,844 SH   DFND   0 61,844 0
NUVEEN QUALITY PFD INCOME FD COM 67072C105 1,226 133,841 SH   DFND   0 133,841 0
NUVEEN SELECT QUALITY MUN FD COM 670973106 1,421 100,826 SH   DFND   0 100,826 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 627 36,563 SH   DFND   0 36,563 0
NUVEEN SR INCOME FD COM 67067Y104 242 36,336 SH   DFND   0 36,336 0
NUVEEN VA PREM INCOME MUN FD COM 67064R102 364 26,777 SH   DFND   0 26,777 0
OFFICE DEPOT INC COM 676220106 31,873 3,464,422 SH   DFND   0 3,464,422 0
OIL STS INTL INC COM 678026105 5,613 141,136 SH   DFND   0 141,136 0
OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 8,026 84,900 SH   DFND   0 84,900 0
ONE GAS INC COM 68235P108 1,200 27,769 SH   DFND   0 27,769 0
ONEIDA FINL CORP MD COM 682479100 1,680 85,100 SH   DFND   0 85,100 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 516 12,635 SH   DFND   0 12,635 0
ORBITZ WORLDWIDE INC COM 68557K109 65,846 5,647,201 SH   DFND   0 5,647,201 0
OUTFRONT MEDIA INC COM 69007J106 7,171 239,672 SH   DFND   0 239,672 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 256 96,200 SH   DFND   0 96,200 0
PARAMOUNT GOLD & SILVER CORP COM 69924P102 214 212,022 SH   DFND   0 212,022 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 23,013 23,925,000 PRN   DFND   0 23,925,000 0
PEPCO HOLDINGS INC COM 713291102 118,169 4,404,378 SH   DFND   0 4,404,378 0
PHARMACYCLICS INC COM 716933106 69,187 270,313 SH   DFND   0 270,313 0
PHH CORP NOTE 6.000% 6/1 693320AQ6 101,870 51,352,000 PRN   DFND   0 51,352,000 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 476 6,737 SH   DFND   0 6,737 0
PIONEER FLOATING RATE TR COM 72369J102 978 84,116 SH   DFND   0 84,116 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 393 8,056 SH   DFND   0 8,056 0
POLYPORE INTL INC COM 73179V103 97,801 1,660,460 SH   DFND   0 1,660,460 0
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 662 81,230 SH   DFND   0 81,230 0
PUTNAM MANAGED MUN INCOM TR COM 746823103 1,165 157,647 SH   DFND   0 157,647 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 1,419 115,777 SH   DFND   0 115,777 0
Q2 HLDGS INC COM 74736L109 1,533 72,494 SH   DFND   0 72,494 0
QEP MIDSTREAM PARTNERS LP COM UNIT RP LTD 74735R115 470 29,955 SH   DFND   0 29,955 0
QUANTUM CORP NOTE 4.500%11/1 747906AJ4 2,050 1,750,000 PRN   DFND   0 1,750,000 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 1,090 1,000,000 PRN   DFND   0 1,000,000 0
QUINPARIO ACQUISITION CORP 2 UNIT 01/01/2023 74874U200 35,280 3,500,000 SH   DFND   0 3,500,000 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 59,275 38,600,000 PRN   DFND   0 38,600,000 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 53,724 33,408,000 PRN   DFND   0 33,408,000 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 9,943 8,175,000 PRN   DFND   0 8,175,000 0
RAYONIER ADVANCED MATLS INC COM 75508B104 4,299 288,494 SH   DFND   0 288,494 0
RAYONIER INC COM 754907103 7,084 262,767 SH   DFND   0 262,767 0
RED HAT INC COM 756577102 13,096 172,880 SH   DFND   0 172,880 0
REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 586 25,613 SH   DFND   0 25,613 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 5,205 5,600,000 PRN   DFND   0 5,600,000 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 1,723 1,875,000 PRN   DFND   0 1,875,000 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 1,928 2,000,000 PRN   DFND   0 2,000,000 0
RETROPHIN INC COM 761299106 3,582 149,500 SH   DFND   0 149,500 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 147 10,400 SH   DFND   0 10,400 0
RIO ALTO MNG LTD NEW COM 76689T104 5,698 2,311,700 SH   DFND   0 2,311,700 0
RITE AID CORP NOTE 8.500% 5/1 767754BU7 4,823 1,435,000 PRN   DFND   0 1,435,000 0
RIVERBED TECHNOLOGY INC COM 768573107 58,894 2,816,569 SH   DFND   0 2,816,569 0
RMR REAL ESTATE INCOME FUND COM 76970B101 1,090 51,274 SH   DFND   0 51,274 0
ROI ACQUISITION CORP II COM 74966G101 10,353 1,050,000 SH   DFND   0 1,050,000 0
ROI ACQUISITION CORP II *W EXP 09/17/201 74966G119 181 1,050,000 SH   DFND   0 1,050,000 0
ROSE ROCK MIDSTREAM L P COM U REP LTD 777149105 524 11,040 SH   DFND   0 11,040 0
ROYAL BK SCOTLAND GROUP PLC SPONS ADR 20 ORD 780097689 362 35,877 SH   DFND   0 35,877 0
RTI INTL METALS INC COM 74973W107 14,440 402,116 SH   DFND   0 402,116 0
SALIX PHARMACEUTICALS INC COM 795435106 110,815 641,251 SH   DFND   0 641,251 0
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 9,587 3,600,000 PRN   DFND   0 3,600,000 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 143,803 105,206,000 PRN   DFND   0 105,206,000 0
SEARS HLDGS CORP COM 812350106 10,981 265,364 SH   DFND   0 265,364 0
SEQUENOM INC NOTE 5.000%10/0 817337AB4 9,887 9,450,000 PRN   DFND   0 9,450,000 0
SEVENTY SEVEN ENERGY INC COM 818097107 342 82,312 SH   DFND   0 82,312 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 28,657 28,675,000 PRN   DFND   0 28,675,000 0
SIGMA ALDRICH CORP COM 826552101 159,116 1,150,929 SH   DFND   0 1,150,929 0
SIMON PPTY GROUP INC NEW COM 828806109 2,058 10,521 SH   DFND   0 10,521 0
SLM CORP COM 78442P106 8,958 965,318 SH   DFND   0 965,318 0
SOURCE CAP INC COM 836144105 1,394 19,014 SH   DFND   0 19,014 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 91,886 1,815,025 SH   DFND   0 1,815,025 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 440 8,497 SH   DFND   0 8,497 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 6,665 7,250,000 PRN   DFND   0 7,250,000 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 19,925 19,925,000 PRN   DFND   0 19,925,000 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 9,687 9,675,000 PRN   DFND   0 9,675,000 0
SPROTT FOCUS TR INC COM 85208J109 93 12,837 SH   DFND   0 12,837 0
SQUARE 1 FINL INC CL A 85223W101 21,094 787,986 SH   DFND   0 787,986 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 18,238 14,730,000 PRN   DFND   0 14,730,000 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 41,698 37,800,000 PRN   DFND   0 37,800,000 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 26,391 22,825,000 PRN   DFND   0 22,825,000 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 25,297 24,150,000 PRN   DFND   0 24,150,000 0
STATE INVS BANCORP INC COM 857030100 874 41,625 SH   DFND   0 41,625 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 14,255 12,450,000 PRN   DFND   0 12,450,000 0
STONE HBR EMERG MKTS TL INC COM 86164W100 207 14,330 SH   DFND   0 14,330 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 1,961 126,000 SH   DFND   0 126,000 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 424 13,195 SH   DFND   0 13,195 0
SUNEDISON INC NOTE 2.000%10/0 86732YAC3 158,599 91,975,000 PRN   DFND   0 91,975,000 0
SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 77,011 43,975,000 PRN   DFND   0 43,975,000 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 722 17,472 SH   DFND   0 17,472 0
SURGICAL CARE AFFILIATES INC COM 86881L106 1,202 35,000 SH   DFND   0 35,000 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 61,697 4,500,149 SH   DFND   0 4,500,149 0
SWISS HELVETIA FD INC COM 870875101 347 30,047 SH   DFND   0 30,047 0
SYNCHRONY FINL COM 87165B103 4,922 162,161 SH   DFND   0 162,161 0
T MOBILE US INC CONV PFD SER A 872590203 86,945 1,475,900 SH   DFND   0 1,475,900 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 16,074 11,400,000 PRN   DFND   0 11,400,000 0
TALISMAN ENERGY INC COM 87425E103 81,242 10,578,353 SH   DFND   0 10,578,353 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 518 10,248 SH   DFND   0 10,248 0
TANDEM DIABETES CARE INC COM 875372104 792 62,723 SH   DFND   0 62,723 0
TARGA RES CORP COM 87612G101 548 5,722 SH   DFND   0 5,722 0
TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 325 7,849 SH   DFND   0 7,849 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 415 6,375 SH   DFND   0 6,375 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 399 10,685 SH   DFND   0 10,685 0
TEMPLETON GLOBAL INCOME FD COM 880198106 1,830 254,472 SH   DFND   0 254,472 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 19,902 12,085,000 PRN   DFND   0 12,085,000 0
TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 16,320 1,700,000 SH   DFND   0 1,700,000 0
TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 544 1,700,000 SH   DFND   0 1,700,000 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 90,039 55,925,000 PRN   DFND   0 55,925,000 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,700 75,439 SH   DFND   0 75,439 0
TIME INC NEW COM 887228104 9,104 405,716 SH   DFND   0 405,716 0
TIME WARNER CABLE INC COM 88732J207 174,909 1,166,995 SH   DFND   0 1,166,995 0
TIME WARNER INC COM NEW 887317303 9,642 114,182 SH   DFND   0 114,182 0
TIMKEN CO COM 887389104 8,682 206,017 SH   DFND   0 206,017 0
TIMKENSTEEL CORP COM 887399103 4,847 183,123 SH   DFND   0 183,123 0
TORNIER N V SHS N87237108 10,872 414,643 SH   DFND   0 414,643 0
TRANSAMERICA INCOME SHS INC COM 893506105 976 47,887 SH   DFND   0 47,887 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 516 15,988 SH   DFND   0 15,988 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 165,230 1,575,868 SH   DFND   0 1,575,868 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 10,362 9,425,000 PRN   DFND   0 9,425,000 0
TYSON FOODS INC UNIT 99/99/9999 902494301 89,364 1,827,850 SH   DFND   0 1,827,850 0
UIL HLDG CORP COM 902748102 4,878 94,858 SH   DFND   0 94,858 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 21,913 18,054,000 PRN   DFND   0 18,054,000 0
URANERZ ENERGY CORP COM 91688T104 18 16,400 SH   DFND   0 16,400 0
URBAN EDGE PPTYS COM 91704F104 286 12,050 SH   DFND   0 12,050 0
UTI WORLDWIDE INC NOTE 4.500% 3/0 90349LAB0 44,712 39,700,000 PRN   DFND   0 39,700,000 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 446 9,224 SH   DFND   0 9,224 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 23 116,185 SH   DFND   0 116,185 0
VANTAGE DRILLING COMPANY NOTE 7.875% 9/0 G93205AA3 4,787 5,250,000 PRN   DFND   0 5,250,000 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 15,031 10,625,000 PRN   DFND   0 10,625,000 0
VERSO CORP COM 92531L108 743 412,918 SH   DFND   0 412,918 0
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 4,535 259,270 SH   DFND   0 259,270 0
VITESSE SEMICONDUCTOR CORP COM NEW 928497304 3,664 690,000 SH   DFND   0 690,000 0
VOYA PRIME RATE TR SH BEN INT 92913A100 410 74,097 SH   DFND   0 74,097 0
WCI CMNTYS INC COM PAR $0.01 92923C807 707 29,516 SH   DFND   0 29,516 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 10,059 9,850,000 PRN   DFND   0 9,850,000 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 9,137 9,075,000 PRN   DFND   0 9,075,000 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 51,618 48,725,000 PRN   DFND   0 48,725,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 177,629 85,785,000 PRN   DFND   0 85,785,000 0
WELLS FARGO ADVANTAGE INCOME COM SHS 94987B105 596 67,754 SH   DFND   0 67,754 0
WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 1,864 139,628 SH   DFND   0 139,628 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 12,378 5,000,000 PRN   DFND   0 5,000,000 0
WESTERN ASSET GLB HI INCOME COM 95766B109 481 43,292 SH   DFND   0 43,292 0
WESTERN ASSET GLB PTNRS INCO COM 95766G108 476 49,783 SH   DFND   0 49,783 0
WESTERN ASSET GLOBAL CP DEFI COM 95790C107 1,461 82,596 SH   DFND   0 82,596 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 1,941 364,913 SH   DFND   0 364,913 0
WESTERN ASSET INCOME FD COM 95766T100 146 10,554 SH   DFND   0 10,554 0
WESTERN ASSET MGD HI INCM FD COM 95766L107 1,522 294,426 SH   DFND   0 294,426 0
WESTERN ASSET WORLDWIDE INCO COM 957668106 1,071 94,471 SH   DFND   0 94,471 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 512 7,781 SH   DFND   0 7,781 0
WEYERHAEUSER CO PREF CONV SER A 962166872 17,637 320,847 SH   DFND   0 320,847 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 932 18,936 SH   DFND   0 18,936 0
WL ROSS HLDG CORP COM SHS 92939D104 34,500 3,450,000 SH   DFND   0 3,450,000 0
WL ROSS HLDG CORP *W EXP 06/11/201 92939D112 2,105 3,450,000 SH   DFND   0 3,450,000 0
WP GLIMCHER IN COM 92939N102 8,099 487,024 SH   DFND   0 487,024 0
YAHOO INC COM 984332106 106,493 2,396,603 SH   DFND   0 2,396,603 0
ZENDESK INC COM 98936J101 2,677 118,000 SH   DFND   0 118,000 0
ZS PHARMA INC COM 98979G105 3,156 75,000 SH   DFND   0 75,000 0