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 4,456 450,540 SH   DFND   0 450,540 0
1347 CAP CORP RIGHT 07/21/2016 68245V111 165 500,600 SH   DFND   0 500,600 0
1347 CAP CORP *W EXP 07/15/202 68245V129 90 500,600 SH   DFND   0 500,600 0
ACCURAY INC DEBT 3.500% 2/0 004397AF2 1,774 1,475,000 PRN   DFND   1,475,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 22,988 25,775,000 PRN   DFND   1,275,000 24,500,000 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 164 12,962 SH   DFND   0 12,962 0
ADVENT CLAY CONV SEC INC FD COM 007639107 1,081 199,000 SH   DFND   0 199,000 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 345 26,132 SH   DFND   0 26,132 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 6,667 8,250,000 PRN   DFND   1,075,000 7,175,000 0
AFFYMETRIX INC COM 00826T108 40,531 2,892,984 SH   DFND   109,923 2,783,061 0
AGL RES INC COM 001204106 119,157 1,829,248 SH   DFND   71,418 1,757,830 0
AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 513 540,000 SH   DFND   0 540,000 0
AIRGAS INC COM 009363102 115,656 816,549 SH   DFND   24,064 792,485 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 1,773 1,600,000 PRN   DFND   1,600,000 0 0
ALERE INC COM 01449J105 145,960 2,884,009 SH   DFND   76,541 2,807,468 0
ALLERGAN PLC SHS G0177J108 33,488 124,941 SH   DFND   0 124,941 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 504 43,253 SH   DFND   0 43,253 0
ALLIANZGI CONV & INCOME FD COM 018828103 112 20,210 SH   DFND   0 20,210 0
ALLIANZGI CONV & INCOME FD I COM 018825109 122 24,938 SH   DFND   0 24,938 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 200 16,301 SH   DFND   0 16,301 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 30,189 29,525,000 PRN   DFND   2,600,000 26,925,000 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 7,217 7,450,000 PRN   DFND   4,650,000 2,800,000 0
ALPHABET INC CAP STK CL C 02079K107 26,233 35,215 SH   DFND   0 35,215 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 668 78,277 SH   DFND   0 78,277 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 2,265 405,141 SH   DFND   0 405,141 0
ALPINE TOTAL DYNAMIC DIVID F COM SH BEN INT N 021060207 602 80,227 SH   DFND   0 80,227 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 1,359 1,250,000 PRN   DFND   1,250,000 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 200 12,555 SH   DFND   1,622 10,933 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 477 10,964 SH   DFND   10,964 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 1,612 11,400 SH   DFND   7,050 4,350 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 2,719 3,425,000 PRN   DFND   3,425,000 0 0
AMYRIS INC DBCV 9.500% 4/1 03236MAD3 9,843 12,049,000 PRN   DFND   1,248,000 10,801,000 0
ANCHOR BANCORP WIS INC DEL COM 03283P106 9,638 213,896 SH   DFND   68,044 145,852 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 472 525,000 PRN   DFND   525,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 116,387 2,478,950 SH   DFND   38,675 2,440,275 0
APOLLO ED GROUP INC CL A 037604105 17,692 2,153,638 SH   DFND   105,970 2,047,668 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 2,282 170,071 SH   DFND   53,286 116,785 0
APOLLO SR FLOATING RATE FD I COM 037636107 778 51,214 SH   DFND   0 51,214 0
APOLLO TACTICAL INCOME FD IN COM 037638103 677 49,713 SH   DFND   0 49,713 0
AR CAP ACQUISITION CORP COM 00191R109 5,018 510,000 SH   DFND   0 510,000 0
AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 75 750,000 SH   DFND   0 750,000 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 1,725 128,917 SH   DFND   0 128,917 0
ARK RESTAURANTS CORP COM 040712101 826 40,078 SH   DFND   12,751 27,327 0
AROWANA INC SHS G05011104 8,715 875,000 SH   DFND   0 875,000 0
AROWANA INC RIGHT 01/01/2017 G05011120 176 800,000 SH   DFND   0 800,000 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 56 23,450 SH   DFND   0 23,450 0
ASTORIA FINL CORP COM 046265104 72,548 4,580,080 SH   DFND   282,868 4,297,212 0
ATLANTIC ALLIANCE PARTNER CO SHS G04897107 5,215 500,000 SH   DFND   0 500,000 0
ATLANTICUS HLDGS CORP COM 04914Y102 574 191,430 SH   DFND   25,235 166,195 0
ATMEL CORP COM 049513104 118,287 14,567,356 SH   DFND   622,300 13,945,056 0
AVENUE FINL HLDGS INC COM 05358K102 2,261 116,735 SH   DFND   116,735 0 0
AVENUE INCOME CR STRATEGIES COM 05358E106 786 71,742 SH   DFND   0 71,742 0
AZURE MIDSTREAM PARTNERS LP COM UNIT LTD PAR 05501X100 64 51,377 SH   DFND   51,377 0 0
BABSON CAP GLB SHT DURHGH YL COM 05617T100 412 24,675 SH   DFND   0 24,675 0
BAKER HUGHES INC COM 057224107 98,608 2,249,794 SH   DFND   82,438 2,167,356 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 55 545,520 SH   DFND   0 545,520 0
BARNES & NOBLE ED INC COM 06777U101 600 61,196 SH   DFND   0 61,196 0
BAXALTA INC COM 07177M103 88,524 2,191,196 SH   DFND   69,751 2,121,445 0
BIOTIE THERAPIES OYJ SPONSORED ADR 09074D103 596 22,579 SH   DFND   22,579 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 30,565 448,500 SH   DFND   0 448,500 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 8,679 253,019 SH   DFND   0 253,019 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 1,852 138,302 SH   DFND   0 138,302 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 340 34,152 SH   DFND   0 34,152 0
BLACKROCK CR ALLCTN INC TR COM 092508100 604 48,225 SH   DFND   0 48,225 0
BLACKROCK ENHANCED EQT DIV T COM 09251A104 93 12,357 SH   DFND   0 12,357 0
BLACKROCK FLOAT RATE OME STR COM 09255X100 1,187 90,829 SH   DFND   0 90,829 0
BLACKROCK FLOATING RATE INCO COM 091941104 342 26,619 SH   DFND   0 26,619 0
BLACKROCK LTD DURATION INC T COM SHS 09249W101 1,081 73,134 SH   DFND   0 73,134 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 648 40,999 SH   DFND   0 40,999 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 439 30,139 SH   DFND   0 30,139 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 2,842 394,176 SH   DFND   0 394,176 0
BLACKSTONE GSO LNG SHRT CR I COM SHS BN INT 09257D102 1,121 82,463 SH   DFND   0 82,463 0
BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 1,335 97,926 SH   DFND   0 97,926 0
BLOUNT INTL INC NEW COM 095180105 7,141 715,535 SH   DFND   133,762 581,773 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 548 37,202 SH   DFND   37,202 0 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 534 116,799 SH   DFND   0 116,799 0
BOULDER GROWTH & INCOME FD I COM 101507101 88 11,164 SH   DFND   0 11,164 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 467 1,867,842 SH   DFND   0 1,867,842 0
BROOKFIELD GLOBL LISTED INFR COM SHS 11273Q109 622 54,780 SH   DFND   0 54,780 0
BROOKFIELD HIGH INCOME FD IN COM 11272P102 387 55,166 SH   DFND   0 55,166 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 454 6,687 SH   DFND   6,687 0 0
C B PHARMA ACQUISITION CORP SHS G2029P126 3,535 350,000 SH   DFND   0 350,000 0
C B PHARMA ACQUISITION CORP RIGHT 06/17/2016 G2029P134 30 350,000 SH   DFND   0 350,000 0
C1 FINL INC COM 12591N109 1,838 75,940 SH   DFND   75,940 0 0
CABLE ONE INC COM 12685J105 15,774 36,086 SH   DFND   0 36,086 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 98,042 2,970,956 SH   DFND   98,598 2,872,358 0
CALAMOS GBL DYN INCOME FUND COM 12811L107 261 37,081 SH   DFND   0 37,081 0
CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 134 14,079 SH   DFND   0 14,079 0
CALIFORNIA RES CORP COM 13057Q107 3,375 3,276,510 SH   DFND   0 3,276,510 0
CAMERON INTERNATIONAL CORP COM 13342B105 78,591 1,172,130 SH   DFND   39,698 1,132,432 0
CAPE BANCORP INC COM 139209100 1,749 130,166 SH   DFND   130,166 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/13/202 14055M114 525 1,750,000 SH   DFND   0 1,750,000 0
CARE CAP PPTYS INC COM 141624106 15,672 583,891 SH   DFND   0 583,891 0
CARMIKE CINEMAS INC COM 143436400 29,652 987,074 SH   DFND   46,209 940,865 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 2,201 2,000,000 PRN   DFND   2,000,000 0 0
CASCADE MICROTECH INC COM 147322101 8,799 426,703 SH   DFND   142,455 284,248 0
CASTLE A M & CO NOTE 7.000%12/1 148411AF8 682 1,450,000 PRN   DFND   525,000 925,000 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 2,588 331,349 SH   DFND   0 331,349 0
CDK GLOBAL INC COM 12508E101 14,709 315,988 SH   DFND   0 315,988 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 7,407 7,075,000 PRN   DFND   0 7,075,000 0
CENTENE CORP DEL COM 15135B101 422 6,850 SH   DFND   310 6,540 0
CENTRAL SECS CORP COM 155123102 1,136 59,385 SH   DFND   0 59,385 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 1,131 2,725,000 PRN   DFND   625,000 2,100,000 0
CHECKPOINT SYS INC COM 162825103 2,202 217,620 SH   DFND   72,404 145,216 0
CHEMOURS CO COM 163851108 12,477 1,782,454 SH   DFND   0 1,782,454 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 33,298 63,275,000 PRN   DFND   1,950,000 61,325,000 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 522 18,085 SH   DFND   18,085 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 10,038 8,010,000 PRN   DFND   294,000 7,716,000 0
CIGNA CORPORATION COM 125509109 151,532 1,104,139 SH   DFND   36,620 1,067,519 0
CITRIX SYS INC COM 177376100 3,458 44,000 SH   DFND   6,722 37,278 0
CLECO CORP NEW COM 12561W105 91,008 1,648,392 SH   DFND   70,810 1,577,582 0
CLOUGH GLOBAL EQUITY FD COM 18914C100 122 11,254 SH   DFND   0 11,254 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 359 37,450 SH   DFND   0 37,450 0
COHEN & STEERS QUALITY RLTY COM 19247L106 3,096 249,445 SH   DFND   0 249,445 0
COHEN & STEERS REIT & PFD IN COM 19247X100 2,266 119,778 SH   DFND   0 119,778 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 16,526 18,375,000 PRN   DFND   0 18,375,000 0
COLUMBIA PIPELINE GROUP INC COM 198280109 84,842 3,380,143 SH   DFND   107,667 3,272,476 0
COMMUNICATIONS SALES&LEAS IN COM 20341J104 12,119 544,685 SH   DFND   0 544,685 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 60 10,026,149 SH   DFND   292,986 9,733,163 0
COMMUNITYONE BANCORP COM 20416Q108 2,682 201,952 SH   DFND   201,952 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,150 5,000,000 PRN   DFND   0 5,000,000 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 205 16,400 SH   DFND   16,400 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 11,750 4,725,000 PRN   DFND   4,725,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1,176 1,500,000 PRN   DFND   1,500,000 0 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 2,844 3,050,000 PRN   DFND   2,500,000 550,000 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 264 22,636 SH   DFND   22,636 0 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 105,680 985,825 SH   DFND   18,375 967,450 0
CROWN MEDIA HLDGS INC CL A 228411104 1,203 236,851 SH   DFND   77,969 158,882 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 481 17,646 SH   DFND   17,646 0 0
DEL TACO RESTAURANTS INC *W EXP 06/30/202 245496112 1,787 729,250 SH   DFND   0 729,250 0
DELAWARE ENHANCED GBL DIV & COM 246060107 538 58,745 SH   DFND   0 58,745 0
DEUTSCHE HIGH INCOME TR SHS 25155R100 109 12,860 SH   DFND   0 12,860 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 82,954 1,407,075 SH   DFND   19,825 1,387,250 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 37,951 745,300 SH   DFND   0 745,300 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 139,522 2,394,200 SH   DFND   41,500 2,352,700 0
DT ASIA INVTS LTD SHS G2615J104 2,285 225,112 SH   DFND   0 225,112 0
DT ASIA INVTS LTD RIGHT 03/30/2016 G2615J112 38 225,112 SH   DFND   0 225,112 0
DU PONT E I DE NEMOURS & CO COM 263534109 100,769 1,591,431 SH   DFND   75,746 1,515,685 0
E M C CORP MASS COM 268648102 46,785 1,755,521 SH   DFND   100,570 1,654,951 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 278 925,000 SH   DFND   0 925,000 0
EATON VANCE FLTG RATE INCOM COM SHS BEN INT 278284104 205 14,056 SH   DFND   0 14,056 0
EATON VANCE FLTING RATE INC COM 278279104 163 12,421 SH   DFND   0 12,421 0
EATON VANCE LTD DUR INCOME F COM 27828H105 1,998 151,560 SH   DFND   0 151,560 0
EATON VANCE SH TM DR DIVR IN COM 27828V104 1,020 76,436 SH   DFND   0 76,436 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 709 122,432 SH   DFND   0 122,432 0
EATON VANCE TAX-ADV BD & OPT COM SH BEN INT 27829M103 143 11,619 SH   DFND   0 11,619 0
EBAY INC COM 278642103 14,802 620,380 SH   DFND   0 620,380 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 1,062 110,000 SH   DFND   0 110,000 0
EMPIRE DIST ELEC CO COM 291641108 25,734 778,631 SH   DFND   41,647 736,984 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 360 42,053 SH   DFND   42,053 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 357 19,465 SH   DFND   19,465 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 16,081 396,972 SH   DFND   0 396,972 0
ENERGY FUELS INC COM NEW 292671708 40 17,980 SH   DFND   0 17,980 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 537 16,605 SH   DFND   16,605 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 2,132 3,000,000 PRN   DFND   1,375,000 1,625,000 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 350 29,009 SH   DFND   29,009 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 681 27,660 SH   DFND   27,660 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 24,908 5,775,000 PRN   DFND   0 5,775,000 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 32,777 27,400,000 PRN   DFND   0 27,400,000 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 1,562 2,450,000 PRN   DFND   1,475,000 975,000 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 33,010 1,650,514 SH   DFND   107,229 1,543,285 0
FERRARI N V COM N3167Y103 18,424 441,825 SH   DFND   0 441,825 0
FIDELITY & GTY LIFE COM 315785105 8,711 331,991 SH   DFND   117,234 214,757 0
FINTECH ACQUISITION CORP COM 31809H100 8,191 815,000 SH   DFND   0 815,000 0
FINTECH ACQUISITION CORP *W EXP 02/19/202 31809H118 527 810,000 SH   DFND   0 810,000 0
FIRST NIAGARA FINL GP INC COM 33582V108 113,839 11,760,273 SH   DFND   360,779 11,399,494 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 993 90,559 SH   DFND   0 90,559 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 2,632 180,008 SH   DFND   0 180,008 0
FIRST TR STRATEGIC HIGH INC COM SHS NEW 337353304 456 40,076 SH   DFND   0 40,076 0
FIRSTMERIT CORP COM 337915102 96,731 4,595,297 SH   DFND   171,602 4,423,695 0
FOX CHASE BANCORP INC NEW COM 35137T108 2,667 138,054 SH   DFND   138,054 0 0
FRANKLIN LTD DURATION INC TR COM 35472T101 1,185 104,475 SH   DFND   0 104,475 0
FRESH MKT INC COM 35804H106 31,395 1,100,423 SH   DFND   52,511 1,047,912 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 5,225 50,000 SH   DFND   0 50,000 0
GABELLI DIVD & INCOME TR COM 36242H104 670 36,255 SH   DFND   0 36,255 0
GABELLI HLTHCARE & WELLNESS SHS 36246K103 375 38,059 SH   DFND   0 38,059 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 418 450,000 PRN   DFND   450,000 0 0
GANNETT CO INC COM 36473H104 15,003 990,974 SH   DFND   0 990,974 0
GARNERO GROUP ACQUISITION CO SHS G5866L108 19,606 1,972,460 SH   DFND   0 1,972,460 0
GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 393 2,785,000 SH   DFND   0 2,785,000 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 7,445 373,355 SH   DFND   0 373,355 0
GENCORP INC SDCV 4.062%12/3 368682AN0 15,015 8,250,000 PRN   DFND   2,900,000 5,350,000 0
GENERAL AMERN INVS INC COM 368802104 1,066 34,127 SH   DFND   0 34,127 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 5,419 9,852,000 PRN   DFND   1,350,000 8,502,000 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 411 12,925 SH   DFND   12,925 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 1,257 130,658 SH   DFND   0 130,658 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 180 1,200,000 SH   DFND   0 1,200,000 0
GORES HLDGS INC *W EXP 08/13/202 382866119 744 3,500,000 SH   DFND   0 3,500,000 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 996 1,000,000 PRN   DFND   1,000,000 0 0
HALYARD HEALTH INC COM 40650V100 14,644 509,716 SH   DFND   0 509,716 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 377 1,631,880 SH   DFND   0 1,631,880 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 85,824 2,648,888 SH   DFND   225,950 2,422,938 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 2,073 2,250,000 PRN   DFND   1,975,000 275,000 0
HEARTLAND PMT SYS INC COM 42235N108 101,554 1,051,611 SH   DFND   42,503 1,009,108 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 173 1,153,895 SH   DFND   0 1,153,895 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 42,171 43,700,000 PRN   DFND   2,000,000 41,700,000 0
HERBALIFE LTD COM USD SHS G4412G101 5,504 89,407 SH   DFND   3,126 86,281 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 18,295 1,031,854 SH   DFND   0 1,031,854 0
HF FINL CORP COM 404172108 2,057 114,261 SH   DFND   114,261 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 588 17,387 SH   DFND   17,387 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 13,794 9,150,000 PRN   DFND   0 9,150,000 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 10,047 11,725,000 PRN   DFND   950,000 10,775,000 0
HUMANA INC COM 444859102 138,314 756,023 SH   DFND   22,451 733,572 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1,092 800 SH   DFND   800 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 867 236,795 SH   DFND   236,795 0 0
HYDRA INDS ACQUISITION CORP COM 448740100 17,103 1,739,900 SH   DFND   0 1,739,900 0
HYDRA INDS ACQUISITION CORP *W EXP 10/20/202 448740118 380 2,000,000 SH   DFND   0 2,000,000 0
HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 440 2,000,000 SH   DFND   0 2,000,000 0
INGRAM MICRO INC CL A 457153104 32,037 892,141 SH   DFND   41,901 850,240 0
INTEL CORP SDCV 12/1 458140AD2 9,198 7,225,000 PRN   DFND   0 7,225,000 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 202,966 127,451,000 PRN   DFND   0 127,451,000 0
INVACARE CORP SDCV 4.125% 2/0 461203AD3 2,434 2,500,000 PRN   DFND   2,000,000 500,000 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 1,181 109,830 SH   DFND   0 109,830 0
INVESCO HIGH INCOME TR II COM 46131F101 467 35,241 SH   DFND   0 35,241 0
ISTAR INC NOTE 3.000%11/1 45031UBR1 2,701 2,600,000 PRN   DFND   2,150,000 450,000 0
ITC HLDGS CORP COM 465685105 55,577 1,275,582 SH   DFND   69,738 1,205,844 0
IVY HIGH INC OPPORTUNITIES F COM 465893105 806 63,324 SH   DFND   0 63,324 0
JARDEN CORP COM 471109108 131,079 2,223,562 SH   DFND   72,962 2,150,600 0
JASON INDS INC *W EXP 06/30/201 471172114 266 2,213,300 SH   DFND   0 2,213,300 0
JAVELIN MTG INVT CORP COM 47200B104 753 104,826 SH   DFND   104,826 0 0
JENSYN ACQUISITION CORP UNIT 99/99/9999 47632B201 2,000 200,000 SH   DFND   0 200,000 0
JOURNAL MEDIA GROUP INC COM 48114A109 6,612 552,865 SH   DFND   177,422 375,443 0
KEYCORP NEW PFD 7.75% SR A 493267405 2,609 20,000 SH   DFND   10,000 10,000 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 17,820 642,392 SH   DFND   0 642,392 0
KINDER MORGAN INC DEL COM 49456B101 489 27,367 SH   DFND   27,367 0 0
KKR INCOME OPPORTUNITIES FD COM 48249T106 589 40,879 SH   DFND   0 40,879 0
KLA-TENCOR CORP COM 482480100 152,636 2,096,366 SH   DFND   75,798 2,020,568 0
KLR ENERGY ACQUISITION CORP UNIT 12/31/2020 49877M207 5,015 500,000 SH   DFND   0 500,000 0
KLX INC COM 482539103 19,738 614,130 SH   DFND   0 614,130 0
KNOWLES CORP COM 49926D109 16,211 1,229,959 SH   DFND   0 1,229,959 0
LAKE SHORE GOLD CORP COM 510728108 16,256 11,124,867 SH   DFND   758,173 10,366,694 0
LAPORTE BANCORP INC MD COM 516651106 437 27,698 SH   DFND   27,698 0 0
LAZARD GLB TTL RET&INCM FD I COM 52106W103 176 14,171 SH   DFND   0 14,171 0
LEAPFROG ENTERPRISES INC CL A 52186N106 1,683 1,691,604 SH   DFND   1,691,604 0 0
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LIBERTY BROADBAND CORP COM SER A 530307107 8,326 143,159 SH   DFND   0 143,159 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 15,570 702,611 SH   DFND   0 702,611 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 75,400 82,800,000 PRN   DFND   1,550,000 81,250,000 0
LMP CAP & INCOME FD INC COM 50208A102 521 42,154 SH   DFND   0 42,154 0
LUMENTUM HLDGS INC COM 55024U109 11,553 428,352 SH   DFND   0 428,352 0
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 642 31,974 SH   DFND   0 31,974 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 616 8,957 SH   DFND   8,957 0 0
MANITOWOC FOODSERVICE INC COM 563568104 725 49,187 SH   DFND   0 49,187 0
MANITOWOC INC COM 563571108 739 170,694 SH   DFND   0 170,694 0
MARKIT LTD SHS G58249106 14,699 415,823 SH   DFND   19,944 395,879 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 377 18,768 SH   DFND   18,768 0 0
MEDIA GEN INC NEW COM 58441K100 47,146 2,890,635 SH   DFND   202,291 2,688,344 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 36,107 28,305,000 PRN   DFND   2,580,000 25,725,000 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 45,939 40,475,000 PRN   DFND   2,725,000 37,750,000 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 5,785 5,675,000 PRN   DFND   0 5,675,000 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 16,574 15,775,000 PRN   DFND   0 15,775,000 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 24,779 21,281,000 PRN   DFND   1,625,000 19,656,000 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 28,400 27,275,000 PRN   DFND   550,000 26,725,000 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 102,889 81,375,000 PRN   DFND   1,150,000 80,225,000 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 174,707 87,600,000 PRN   DFND   6,382,000 81,218,000 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 27,502 22,930,000 PRN   DFND   1,000,000 21,930,000 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 37,656 29,975,000 PRN   DFND   1,325,000 28,650,000 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 19,880 15,700,000 PRN   DFND   1,575,000 14,125,000 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 623 900,000 PRN   DFND   650,000 250,000 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 72,641 44,025,000 PRN   DFND   0 44,025,000 0
MONARCH FINANCIAL HOLDINGS I COM 60907Q100 2,248 135,344 SH   DFND   135,344 0 0
MONSTER WORLDWIDE INC NOTE 3.500%10/1 611742AB3 3,517 3,825,000 PRN   DFND   3,825,000 0 0
MORGAN STANLEY TRUSTS INCOME SECS INC 61745P874 215 12,277 SH   DFND   0 12,277 0
MPLX LP COM UNIT REP LTD 55336V100 683 23,015 SH   DFND   23,015 0 0
MSG NETWORK INC CL A 553573106 17,538 1,014,368 SH   DFND   0 1,014,368 0
NATIONAL INTERSTATE CORP COM 63654U100 1,733 57,909 SH   DFND   19,144 38,765 0
NATIONAL PENN BANCSHARES INC COM 637138108 71,294 6,700,549 SH   DFND   374,005 6,326,544 0
NEUBERGER BERMAN HGH YLD FD COM 64128C106 1,012 95,387 SH   DFND   0 95,387 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 157 19,436 SH   DFND   0 19,436 0
NEWPORT CORP COM 651824104 31,860 1,385,223 SH   DFND   64,461 1,320,762 0
NEWS CORP NEW CL A 65249B109 3,385 265,042 SH   DFND   0 265,042 0
NORFOLK SOUTHERN CORP COM 655844108 30,026 360,673 SH   DFND   24,115 336,558 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 12,743 1,122,707 SH   DFND   0 1,122,707 0
NOW INC COM 67011P100 13,090 738,694 SH   DFND   0 738,694 0
NTELOS HLDGS CORP COM NEW 67020Q305 2,611 283,806 SH   DFND   283,806 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 474 11,739 SH   DFND   11,739 0 0
NUVASIVE INC COM 670704105 1,002 20,600 SH   DFND   10,572 10,028 0
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NUVEEN PREM INCOME MUN FD COM 67062T100 324 22,211 SH   DFND   0 22,211 0
NUVEEN QUALITY MUN FD INC COM 67062N103 644 45,243 SH   DFND   0 45,243 0
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NVIDIA CORP NOTE 1.000%12/0 67066GAC8 332,868 186,025,000 PRN   DFND   6,625,000 179,400,000 0
OFFICE DEPOT INC COM 676220106 91,536 12,892,453 SH   DFND   520,348 12,372,105 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 28,985 26,714,000 PRN   DFND   2,350,000 24,364,000 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 536 17,057 SH   DFND   17,057 0 0
PACIFIC SPL ACQUISITION CORP SHS G68588105 4,154 415,000 SH   DFND   0 415,000 0
PACIFIC SPL ACQUISITION CORP RIGHT 03/15/2017 G68588113 56 415,000 SH   DFND   0 415,000 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 118,781 76,050,000 PRN   DFND   275,000 75,775,000 0
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PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 20,183 22,225,000 PRN   DFND   1,750,000 20,475,000 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 516 8,245 SH   DFND   8,245 0 0
PHOENIX COS INC NEW COM NEW 71902E604 4,446 120,675 SH   DFND   44,754 75,921 0
PIEDMONT NAT GAS INC COM 720186105 85,847 1,434,847 SH   DFND   54,338 1,380,509 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 2,260 129,594 SH   DFND   0 129,594 0
PINNACLE ENTMT INC COM 723456109 1,187 33,805 SH   DFND   2,963 30,842 0
PIONEER DIV HIGH INCOME TRUS COM 723653101 190 12,365 SH   DFND   0 12,365 0
PIONEER FLOATING RATE TR COM 72369J102 750 67,050 SH   DFND   0 67,050 0
PJT PARTNERS INC COM CL A 69343T107 646 26,861 SH   DFND   0 26,861 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 371 17,670 SH   DFND   17,670 0 0
POWERSECURE INTL INC COM 73936N105 5,857 313,355 SH   DFND   98,759 214,596 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 66,513 46,250,000 PRN   DFND   0 46,250,000 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 98,771 3,183,077 SH   DFND   140,002 3,043,075 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 21,587 24,375,000 PRN   DFND   725,000 23,650,000 0
PRUDENTIAL GLB SHT DUR HG YL COM 74433A109 507 34,089 SH   DFND   0 34,089 0
PRUDENTIAL SHT DURATION HG Y COM 74442F107 439 28,517 SH   DFND   0 28,517 0
PULASKI FINL CORP COM 745548107 1,613 99,876 SH   DFND   99,876 0 0
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 385 52,609 SH   DFND   0 52,609 0
QUANTUM CORP NOTE 4.500%11/1 747906AJ4 1,224 1,650,000 PRN   DFND   0 1,650,000 0
QUESTAR CORP COM 748356102 52,408 2,113,214 SH   DFND   111,580 2,001,634 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 893 1,000,000 PRN   DFND   1,000,000 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 665 3,500,000 SH   DFND   0 3,500,000 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 4,518 3,575,000 PRN   DFND   1,600,000 1,975,000 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 1,092 1,250,000 PRN   DFND   675,000 575,000 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 254 275,000 PRN   DFND   275,000 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 1,433 1,500,000 PRN   DFND   500,000 1,000,000 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 370 24,868 SH   DFND   24,868 0 0
RITE AID CORP COM 767754104 142,296 17,459,635 SH   DFND   455,306 17,004,329 0
RMR REAL ESTATE INCOME FUND COM 76970B101 981 50,680 SH   DFND   0 50,680 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 26,898 834,813 SH   DFND   36,588 798,225 0
ROSE ROCK MIDSTREAM L P COM U REP LTD 777149105 232 19,584 SH   DFND   19,584 0 0
ROUSE PPTYS INC COM 779287101 2,791 151,860 SH   DFND   52,231 99,629 0
ROYCE MICRO-CAP TR INC COM 780915104 327 46,744 SH   DFND   0 46,744 0
ROYCE VALUE TR INC COM 780910105 856 73,124 SH   DFND   0 73,124 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 8,566 7,000,000 PRN   DFND   1,000,000 6,000,000 0
SANDISK CORP COM 80004C101 10,847 142,572 SH   DFND   0 142,572 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 102,713 64,931,000 PRN   DFND   2,000,000 62,931,000 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 8,781 9,225,000 PRN   DFND   400,000 8,825,000 0
SEQUENOM INC NOTE 5.000% 1/0 817337AC2 6,107 9,450,000 PRN   DFND   700,000 8,750,000 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 352 9,609 SH   DFND   9,609 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 41,406 43,075,000 PRN   DFND   3,000,000 40,075,000 0
SILVER RUN ACQUISITION CORP UNIT 99/99/9999T 82811P200 2,251 217,500 SH   DFND   0 217,500 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 54,890 2,761,775 SH   DFND   94,875 2,666,900 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 501 10,414 SH   DFND   10,414 0 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 1,293 1,450,000 PRN   DFND   1,050,000 400,000 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 32,766 32,725,000 PRN   DFND   1,675,000 31,050,000 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 16,029 15,900,000 PRN   DFND   0 15,900,000 0
SPROTT FOCUS TR INC COM 85208J109 369 60,571 SH   DFND   0 60,571 0
SPX CORP COM 784635104 1,075 71,599 SH   DFND   0 71,599 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 26,326 24,880,000 PRN   DFND   2,025,000 22,855,000 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 41,085 492,453 SH   DFND   30,048 462,405 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 24,054 23,875,000 PRN   DFND   50,000 23,825,000 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 14,755 14,600,000 PRN   DFND   1,000,000 13,600,000 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 10,904 11,000,000 PRN   DFND   525,000 10,475,000 0
STARWOOD WAYPOINT RESIDENTL NOTE 4.500%10/1 85571WAD1 1,391 1,350,000 PRN   DFND   1,350,000 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 71,971 769,250 SH   DFND   20,600 748,650 0
STONE HBR EMERG MKTS TL INC COM 86164W100 343 27,802 SH   DFND   0 27,802 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 444 26,128 SH   DFND   26,128 0 0
SUNEDISON INC NOTE 2.000%10/0 86732YAC3 2,511 57,400,000 PRN   DFND   875,000 56,525,000 0
SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 1,250 28,575,000 PRN   DFND   700,000 27,875,000 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 451 17,976 SH   DFND   17,976 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 15,985 14,450,000 PRN   DFND   0 14,450,000 0
SWISS HELVETIA FD INC COM 870875101 330 32,434 SH   DFND   0 32,434 0
T MOBILE US INC CONV PFD SER A 872590203 152,283 2,297,575 SH   DFND   122,375 2,175,200 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 22,536 11,400,000 PRN   DFND   0 11,400,000 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 431 11,260 SH   DFND   11,260 0 0
TALMER BANCORP INC COM 87482X101 25,390 1,403,563 SH   DFND   86,524 1,317,039 0
TARGA RES CORP COM 87612G101 645 21,613 SH   DFND   21,613 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 476 9,875 SH   DFND   9,875 0 0
TECO ENERGY INC COM 872375100 138,432 5,028,421 SH   DFND   156,989 4,871,432 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 258 20,319 SH   DFND   20,319 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 1,702 261,098 SH   DFND   0 261,098 0
TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 428 1,428,000 SH   DFND   0 1,428,000 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 96,086 52,150,000 PRN   DFND   400,000 51,750,000 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 422 9,250 SH   DFND   9,250 0 0
THE ADT CORPORATION COM 00101J106 80,714 1,956,240 SH   DFND   54,063 1,902,177 0
THL CR SR LN FD COM 87244R103 179 11,186 SH   DFND   0 11,186 0
TIME INC NEW COM 887228104 11,118 720,054 SH   DFND   0 720,054 0
TIME WARNER CABLE INC COM 88732J207 146,285 714,909 SH   DFND   23,774 691,135 0
TOPBUILD CORP COM 89055F103 16,423 552,208 SH   DFND   0 552,208 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 737 20,121 SH   DFND   20,121 0 0
TRI CONTL CORP COM 895436103 783 39,219 SH   DFND   0 39,219 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 19,256 21,500,000 PRN   DFND   1,375,000 20,125,000 0
TUMI HLDGS INC COM 89969Q104 27,822 1,037,375 SH   DFND   50,153 987,222 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 3,630 130,210 SH   DFND   0 130,210 0
TYCO INTL PLC SHS G91442106 35,198 958,799 SH   DFND   46,442 912,357 0
TYSON FOODS INC UNIT 99/99/9999 902494301 188,199 2,510,325 SH   DFND   0 2,510,325 0
URBAN EDGE PPTYS COM 91704F104 13,396 518,411 SH   DFND   0 518,411 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 484 10,221 SH   DFND   10,221 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 17 116,185 SH   DFND   0 116,185 0
VALSPAR CORP COM 920355104 46,483 434,341 SH   DFND   20,003 414,338 0
VANGUARD NAT RES LLC COM UNIT 92205F106 79 54,023 SH   DFND   54,023 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 5,094 3,400,000 PRN   DFND   2,250,000 1,150,000 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 9,413 8,475,000 PRN   DFND   0 8,475,000 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 354,398 136,800,000 PRN   DFND   4,800,000 132,000,000 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 74 10,452 SH   DFND   0 10,452 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 152 12,193 SH   DFND   0 12,193 0
WCI CMNTYS INC COM PAR $0.01 92923C807 553 29,776 SH   DFND   4,357 25,419 0
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WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 34,624 25,875,000 PRN   DFND   2,525,000 23,350,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 103,894 54,129,000 PRN   DFND   0 54,129,000 0
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WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 542 71,613 SH   DFND   0 71,613 0
WELLS FARGO MULTI SECTOR INC WF MLT SECTR INC 94987D101 1,681 137,540 SH   DFND   0 137,540 0
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WESTERN ASSET GLB HI INCOME COM 95766B109 1,131 125,083 SH   DFND   0 125,083 0
WESTERN ASSET GLB PTNRS INCO COM 95766G108 759 94,693 SH   DFND   0 94,693 0
WESTERN ASSET GLOBAL CP DEFI COM 95790C107 232 14,089 SH   DFND   0 14,089 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 741 157,953 SH   DFND   0 157,953 0
WESTERN ASSET MGD HI INCM FD COM 95766L107 550 124,116 SH   DFND   0 124,116 0
WESTERN ASSET WORLDWIDE INCO COM 957668106 1,029 99,071 SH   DFND   0 99,071 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 449 10,341 SH   DFND   10,341 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 26,683 520,325 SH   DFND   0 520,325 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 387 18,936 SH   DFND   18,936 0 0
WILSHIRE BANCORP INC COM 97186T108 5,328 517,263 SH   DFND   40,206 477,057 0
WL ROSS HLDG CORP *W EXP 06/11/201 92939D112 1,298 2,648,000 SH   DFND   0 2,648,000 0
WP GLIMCHER IN COM 92939N102 13,928 1,467,668 SH   DFND   0 1,467,668 0
WPX ENERGY INC PFD SER A CV 98212B202 17,570 474,725 SH   DFND   114,275 360,450 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 20,926 23,300,000 PRN   DFND   200,000 23,100,000 0
YAHOO INC COM 984332106 156,393 4,248,655 SH   DFND   0 4,248,655 0