The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 1347 CAP CORP | COM | 68245V103 | 4,438 | 450,540 | SH | DFND | 0 | 450,540 | 0 | ||
| 1347 CAP CORP | RIGHT 07/21/2016 | 68245V111 | 15 | 500,600 | SH | DFND | 0 | 500,600 | 0 | ||
| 1347 CAP CORP | *W EXP 07/15/202 | 68245V129 | 71 | 500,600 | SH | DFND | 0 | 500,600 | 0 | ||
| ACCURAY INC | DEBT 3.500% 2/0 | 004397AF2 | 6,128 | 4,500,000 | PRN | DFND | 0 | 4,500,000 | 0 | ||
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 30,781 | 26,650,000 | PRN | DFND | 0 | 26,650,000 | 0 | ||
| ADAMS DIVERSIFIED EQUITY FD | COM | 006212104 | 148 | 11,525 | SH | DFND | 0 | 11,525 | 0 | ||
| ADVENT CLAY CONV SEC INC FD | COM | 007639107 | 1,150 | 207,148 | SH | DFND | 0 | 207,148 | 0 | ||
| ADVENT CLAYMORE CV SECS & IN | COM | 00764C109 | 357 | 26,400 | SH | DFND | 0 | 26,400 | 0 | ||
| ADVENT CLAYMORE ENH GRW & IN | COM | 00765E104 | 276 | 33,372 | SH | DFND | 0 | 33,372 | 0 | ||
| AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 7,203 | 8,250,000 | PRN | DFND | 0 | 8,250,000 | 0 | ||
| AFFYMETRIX INC | NOTE 4.000% 7/0 | 00826TAH1 | 3,163 | 1,750,000 | PRN | DFND | 0 | 1,750,000 | 0 | ||
| AGL RES INC | COM | 001204106 | 76,835 | 1,204,123 | SH | DFND | 0 | 1,204,123 | 0 | ||
| AGROFRESH SOLUTIONS | *W EXP 07/31/202 | 00856G117 | 508 | 540,000 | SH | DFND | 0 | 540,000 | 0 | ||
| AIRGAS INC | COM | 009363102 | 72,769 | 526,089 | SH | DFND | 0 | 526,089 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 317 | 6,029 | SH | DFND | 0 | 6,029 | 0 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 2,869 | 2,125,000 | PRN | DFND | 0 | 2,125,000 | 0 | ||
| ALCATEL-LUCENT | SPONSORED ADR | 013904305 | 70,309 | 18,357,422 | SH | DFND | 0 | 18,357,422 | 0 | ||
| ALERE INC | NOTE 3.000% 5/1 | 01449JAA3 | 519 | 500,000 | PRN | DFND | 0 | 500,000 | 0 | ||
| ALLERGAN PLC | SHS | G0177J108 | 101,169 | 323,742 | SH | DFND | 0 | 323,742 | 0 | ||
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 211,020 | 204,750 | SH | DFND | 0 | 204,750 | 0 | ||
| ALLIANCEBERNSTEIN GBL HGH IN | COM | 01879R106 | 1,346 | 124,904 | SH | DFND | 0 | 124,904 | 0 | ||
| ALLIANZGI CONV & INCOME FD | COM | 018828103 | 170 | 30,728 | SH | DFND | 0 | 30,728 | 0 | ||
| ALLIANZGI CONV & INCOME FD I | COM | 018825109 | 151 | 29,935 | SH | DFND | 0 | 29,935 | 0 | ||
| ALLIANZGI EQUITY & CONV INCO | COM | 018829101 | 360 | 20,051 | SH | DFND | 0 | 20,051 | 0 | ||
| ALLIANZGI NFJ DIVID INT & PR | COM | 01883A107 | 202 | 16,301 | SH | DFND | 0 | 16,301 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 1,718 | 1,600,000 | PRN | DFND | 0 | 1,600,000 | 0 | ||
| ALON USA ENERGY INC | NOTE 3.000% 9/1 | 020520AB8 | 11,139 | 9,400,000 | PRN | DFND | 0 | 9,400,000 | 0 | ||
| ALPHABET INC | CAP STK CL C | 02079K107 | 26,724 | 35,215 | SH | DFND | 0 | 35,215 | 0 | ||
| ALPINE GLOBAL DYNAMIC DIVD F | COM NEW | 02082E205 | 715 | 80,777 | SH | DFND | 0 | 80,777 | 0 | ||
| ALPINE GLOBAL PREMIER PPTYS | COM SBI | 02083A103 | 2,434 | 421,806 | SH | DFND | 0 | 421,806 | 0 | ||
| ALPINE TOTAL DYNAMIC DIVID F | COM SH BEN INT N | 021060207 | 566 | 73,695 | SH | DFND | 0 | 73,695 | 0 | ||
| AMERICAN RESIDENTIAL PPTYS I | COM | 02927E303 | 12,014 | 635,668 | SH | DFND | 0 | 635,668 | 0 | ||
| AMERIGAS PARTNERS L P | UNIT L P INT | 030975106 | 376 | 10,964 | SH | DFND | 0 | 10,964 | 0 | ||
| AMSURG CORP | PFD CNV SR A-1 % | 03232P504 | 7,621 | 52,875 | SH | DFND | 0 | 52,875 | 0 | ||
| AMYRIS INC | DBCV 9.500% 4/1 | 03236MAD3 | 13,674 | 12,750,000 | PRN | DFND | 0 | 12,750,000 | 0 | ||
| ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182CAA1 | 514 | 525,000 | PRN | DFND | 0 | 525,000 | 0 | ||
| ANTHEM INC | UNIT 05/01/20188 | 036752202 | 75,199 | 1,617,175 | SH | DFND | 0 | 1,617,175 | 0 | ||
| APOLLO SR FLOATING RATE FD I | COM | 037636107 | 631 | 41,665 | SH | DFND | 0 | 41,665 | 0 | ||
| APOLLO TACTICAL INCOME FD IN | COM | 037638103 | 812 | 58,424 | SH | DFND | 0 | 58,424 | 0 | ||
| AR CAP ACQUISITION CORP | COM | 00191R109 | 9,827 | 1,010,000 | SH | DFND | 0 | 1,010,000 | 0 | ||
| AR CAP ACQUISITION CORP | *W EXP 10/06/201 | 00191R117 | 135 | 750,000 | SH | DFND | 0 | 750,000 | 0 | ||
| ARES DYNAMIC CR ALLOCATION F | COM | 04014F102 | 1,634 | 122,272 | SH | DFND | 0 | 122,272 | 0 | ||
| ARK RESTAURANTS CORP | COM | 040712101 | 1,166 | 50,478 | SH | DFND | 0 | 50,478 | 0 | ||
| AROWANA INC | SHS | G05011104 | 8,593 | 875,000 | SH | DFND | 0 | 875,000 | 0 | ||
| AROWANA INC | RIGHT 01/01/2017 | G05011120 | 160 | 800,000 | SH | DFND | 0 | 800,000 | 0 | ||
| ASSOCIATED BANC CORP | *W EXP 11/21/201 | 045487113 | 68 | 23,450 | SH | DFND | 0 | 23,450 | 0 | ||
| ASTORIA FINL CORP | COM | 046265104 | 42,955 | 2,710,108 | SH | DFND | 0 | 2,710,108 | 0 | ||
| ATLANTIC ALLIANCE PARTNER CO | SHS | G04897107 | 5,055 | 500,000 | SH | DFND | 0 | 500,000 | 0 | ||
| ATLANTICUS HLDGS CORP | COM | 04914Y102 | 613 | 191,430 | SH | DFND | 0 | 191,430 | 0 | ||
| ATLAS ENERGY GROUP LLC | COM | 04929Q102 | 15 | 15,815 | SH | DFND | 0 | 15,815 | 0 | ||
| ATMEL CORP | COM | 049513104 | 10,230 | 1,188,204 | SH | DFND | 0 | 1,188,204 | 0 | ||
| AVANGRID INC | COM | 05351W103 | 483 | 12,574 | SH | DFND | 0 | 12,574 | 0 | ||
| AVENUE INCOME CR STRATEGIES | COM | 05358E106 | 702 | 61,847 | SH | DFND | 0 | 61,847 | 0 | ||
| AVOLON HLDGS LTD | COM | G52237107 | 33,072 | 1,068,216 | SH | DFND | 0 | 1,068,216 | 0 | ||
| AZURE MIDSTREAM PARTNERS LP | COM UNIT LTD PAR | 05501X100 | 162 | 51,377 | SH | DFND | 0 | 51,377 | 0 | ||
| BABCOCK & WILCOX ENTERPRIS I | COM | 05614L100 | 396 | 18,990 | SH | DFND | 0 | 18,990 | 0 | ||
| BABSON CAP GLB SHT DURHGH YL | COM | 05617T100 | 786 | 47,693 | SH | DFND | 0 | 47,693 | 0 | ||
| BAKER HUGHES INC | COM | 057224107 | 98,859 | 2,142,122 | SH | DFND | 0 | 2,142,122 | 0 | ||
| BARINGTON HILCO ACQUISITION | COM | 06759V101 | 5,346 | 545,520 | SH | DFND | 0 | 545,520 | 0 | ||
| BARINGTON HILCO ACQUISITION | RIGHT 02/13/2017 | 06759V119 | 109 | 545,520 | SH | DFND | 0 | 545,520 | 0 | ||
| BARINGTON HILCO ACQUISITION | *W EXP 02/11/201 | 06759V127 | 68 | 545,520 | SH | DFND | 0 | 545,520 | 0 | ||
| BARNES & NOBLE ED INC | COM | 06777U101 | 609 | 61,196 | SH | DFND | 0 | 61,196 | 0 | ||
| BAXALTA INC | COM | 07177M103 | 26,131 | 669,505 | SH | DFND | 0 | 669,505 | 0 | ||
| BIOMED REALTY TRUST INC | COM | 09063H107 | 81,949 | 3,459,223 | SH | DFND | 0 | 3,459,223 | 0 | ||
| BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 14,422 | 260,000 | SH | DFND | 0 | 260,000 | 0 | ||
| BLACKHAWK NETWORK HLDGS INC | COM | 09238E104 | 11,388 | 257,591 | SH | DFND | 0 | 257,591 | 0 | ||
| BLACKROCK CORE BD TR | SHS BEN INT | 09249E101 | 3,332 | 263,622 | SH | DFND | 0 | 263,622 | 0 | ||
| BLACKROCK CORPOR HI YLD FD I | COM | 09255P107 | 3,628 | 370,936 | SH | DFND | 0 | 370,936 | 0 | ||
| BLACKROCK CR ALLCTN INC TR | COM | 092508100 | 3,441 | 278,877 | SH | DFND | 0 | 278,877 | 0 | ||
| BLACKROCK FLOAT RATE OME STR | COM | 09255X100 | 1,702 | 131,928 | SH | DFND | 0 | 131,928 | 0 | ||
| BLACKROCK FLOATING RATE INCO | COM | 091941104 | 464 | 37,133 | SH | DFND | 0 | 37,133 | 0 | ||
| BLACKROCK LONG-TERM MUNI ADV | COM | 09250B103 | 169 | 14,664 | SH | DFND | 0 | 14,664 | 0 | ||
| BLACKROCK LTD DURATION INC T | COM SHS | 09249W101 | 1,795 | 123,102 | SH | DFND | 0 | 123,102 | 0 | ||
| BLACKROCK MULTI-SECTOR INC T | COM | 09258A107 | 1,259 | 79,609 | SH | DFND | 0 | 79,609 | 0 | ||
| BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 1,770 | 82,057 | SH | DFND | 0 | 82,057 | 0 | ||
| BLACKROCK MUNI INTER DR FD I | COM | 09253X102 | 695 | 49,028 | SH | DFND | 0 | 49,028 | 0 | ||
| BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 513 | 35,527 | SH | DFND | 0 | 35,527 | 0 | ||
| BLACKROCK MUNIYLD MICH QLTY | COM | 09254V105 | 1,004 | 71,893 | SH | DFND | 0 | 71,893 | 0 | ||
| BLACKROCK RES & COMM STRAT T | SHS | 09257A108 | 2,929 | 411,894 | SH | DFND | 0 | 411,894 | 0 | ||
| BLACKSTONE GSO LNG SHRT CR I | COM SHS BN INT | 09257D102 | 1,283 | 95,163 | SH | DFND | 0 | 95,163 | 0 | ||
| BLACKSTONE GSO STRATEGIC CR | COM SHS BEN IN | 09257R101 | 2,996 | 224,112 | SH | DFND | 0 | 224,112 | 0 | ||
| BLOUNT INTL INC NEW | COM | 095180105 | 5,255 | 535,672 | SH | DFND | 0 | 535,672 | 0 | ||
| BOARDWALK PIPELINE PARTNERS | UT LTD PARTNER | 096627104 | 483 | 37,202 | SH | DFND | 0 | 37,202 | 0 | ||
| BOSTON PRIVATE FINL HLDGS IN | *W EXP 11/21/201 | 101119113 | 561 | 116,799 | SH | DFND | 0 | 116,799 | 0 | ||
| BOULDER BRANDS INC | COM | 101405108 | 25,277 | 2,302,115 | SH | DFND | 0 | 2,302,115 | 0 | ||
| BOULDER GROWTH & INCOME FD I | COM | 101507101 | 92 | 11,875 | SH | DFND | 0 | 11,875 | 0 | ||
| BOULEVARD ACQUISITION | CL A | 10157Q102 | 13,718 | 1,385,684 | SH | DFND | 0 | 1,385,684 | 0 | ||
| BOULEVARD ACQUISITION | *W EXP 09/25/202 | 10157Q110 | 747 | 1,867,842 | SH | DFND | 0 | 1,867,842 | 0 | ||
| BROADCOM CORP | CL A | 111320107 | 131,783 | 2,279,196 | SH | DFND | 0 | 2,279,196 | 0 | ||
| BROOKFIELD GLOBL LISTED INFR | COM SHS | 11273Q109 | 654 | 55,633 | SH | DFND | 0 | 55,633 | 0 | ||
| BROOKFIELD HIGH INCOME FD IN | COM | 11272P102 | 401 | 58,296 | SH | DFND | 0 | 58,296 | 0 | ||
| BUCKEYE PARTNERS L P | UNIT LTD PARTN | 118230101 | 441 | 6,687 | SH | DFND | 0 | 6,687 | 0 | ||
| C B PHARMA ACQUISITION CORP | SHS | G2029P126 | 3,483 | 350,000 | SH | DFND | 0 | 350,000 | 0 | ||
| C B PHARMA ACQUISITION CORP | RIGHT 06/17/2016 | G2029P134 | 45 | 350,000 | SH | DFND | 0 | 350,000 | 0 | ||
| C1 FINL INC | COM | 12591N109 | 940 | 38,840 | SH | DFND | 0 | 38,840 | 0 | ||
| CABLE ONE INC | COM | 12685J105 | 12,155 | 28,030 | SH | DFND | 0 | 28,030 | 0 | ||
| CABLEVISION SYS CORP | CL A NY CABLVS | 12686C109 | 95,882 | 3,005,699 | SH | DFND | 0 | 3,005,699 | 0 | ||
| CALAMOS GBL DYN INCOME FUND | COM | 12811L107 | 243 | 33,871 | SH | DFND | 0 | 33,871 | 0 | ||
| CALAMOS STRATEGIC TOTL RETN | COM SH BEN INT | 128125101 | 121 | 12,254 | SH | DFND | 0 | 12,254 | 0 | ||
| CALIFORNIA RES CORP | COM | 13057Q107 | 7,634 | 3,276,510 | SH | DFND | 0 | 3,276,510 | 0 | ||
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 71,379 | 1,129,409 | SH | DFND | 0 | 1,129,409 | 0 | ||
| CAMPUS CREST CMNTYS INC | COM | 13466Y105 | 2,574 | 378,506 | SH | DFND | 0 | 378,506 | 0 | ||
| CAPITOL ACQUISITION CORP III | COM | 14055M106 | 4,541 | 475,000 | SH | DFND | 0 | 475,000 | 0 | ||
| CAPITOL ACQUISITION CORP III | *W EXP 10/13/202 | 14055M114 | 735 | 1,750,000 | SH | DFND | 0 | 1,750,000 | 0 | ||
| CARE CAP PPTYS INC | COM | 141624106 | 15,634 | 511,403 | SH | DFND | 0 | 511,403 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 2,366 | 2,000,000 | PRN | DFND | 0 | 2,000,000 | 0 | ||
| CASTLE A M & CO | NOTE 7.000%12/1 | 148411AF8 | 554 | 1,450,000 | PRN | DFND | 0 | 1,450,000 | 0 | ||
| CBRE CLARION GLOBAL REAL EST | COM | 12504G100 | 2,650 | 346,831 | SH | DFND | 0 | 346,831 | 0 | ||
| CDK GLOBAL INC | COM | 12508E101 | 15,052 | 317,075 | SH | DFND | 0 | 317,075 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.250% 3/1 | 151290BB8 | 22,391 | 22,475,000 | PRN | DFND | 0 | 22,475,000 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 6,637 | 7,075,000 | PRN | DFND | 0 | 7,075,000 | 0 | ||
| CENTRAL SECS CORP | COM | 155123102 | 1,175 | 61,769 | SH | DFND | 0 | 61,769 | 0 | ||
| CENVEO CORP | NOTE 7.000% 5/1 | 15671BAJ0 | 2,022 | 2,725,000 | PRN | DFND | 0 | 2,725,000 | 0 | ||
| CHEMOURS CO | COM | 163851108 | 9,684 | 1,806,661 | SH | DFND | 0 | 1,806,661 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 36,066 | 69,025,000 | PRN | DFND | 0 | 69,025,000 | 0 | ||
| CHENIERE ENERGY PARTNERS LP | COM UNIT | 16411Q101 | 471 | 18,085 | SH | DFND | 0 | 18,085 | 0 | ||
| CHUBB CORP | COM | 171232101 | 155,590 | 1,173,027 | SH | DFND | 0 | 1,173,027 | 0 | ||
| CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 10,443 | 8,010,000 | PRN | DFND | 0 | 8,010,000 | 0 | ||
| CIGNA CORPORATION | COM | 125509109 | 144,424 | 986,975 | SH | DFND | 0 | 986,975 | 0 | ||
| CITRIX SYS INC | COM | 177376100 | 5,629 | 74,402 | SH | DFND | 0 | 74,402 | 0 | ||
| CLECO CORP NEW | COM | 12561W105 | 78,686 | 1,507,112 | SH | DFND | 0 | 1,507,112 | 0 | ||
| CLOUGH GLOBAL OPPORTUNITIES | SH BEN INT | 18914E106 | 358 | 34,278 | SH | DFND | 0 | 34,278 | 0 | ||
| COHEN & STEERS QUALITY RLTY | COM | 19247L106 | 3,718 | 304,258 | SH | DFND | 0 | 304,258 | 0 | ||
| COHEN & STEERS REIT & PFD IN | COM | 19247X100 | 2,370 | 128,535 | SH | DFND | 0 | 128,535 | 0 | ||
| COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 17,192 | 18,375,000 | PRN | DFND | 0 | 18,375,000 | 0 | ||
| COLUMBIA PIPELINE GROUP INC | COM | 198280109 | 11,053 | 552,636 | SH | DFND | 0 | 552,636 | 0 | ||
| COMMUNICATIONS SALES&LEAS IN | COM | 20341J104 | 441 | 23,600 | SH | DFND | 0 | 23,600 | 0 | ||
| COMMUNITY BK SYS INC | COM | 203607106 | 287 | 7,189 | SH | DFND | 0 | 7,189 | 0 | ||
| COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 90 | 10,026,149 | SH | DFND | 0 | 10,026,149 | 0 | ||
| COMMUNITYONE BANCORP | COM | 20416Q108 | 1,639 | 121,694 | SH | DFND | 0 | 121,694 | 0 | ||
| COMPUCREDIT HLDGS CORP | NOTE 5.875%11/3 | 20478NAD2 | 2,166 | 5,000,000 | PRN | DFND | 0 | 5,000,000 | 0 | ||
| CONE MIDSTREAM PARTNERS LP | COM UNIT REPST | 206812109 | 162 | 16,400 | SH | DFND | 0 | 16,400 | 0 | ||
| CONSTANT CONTACT INC | COM | 210313102 | 56,830 | 1,943,582 | SH | DFND | 0 | 1,943,582 | 0 | ||
| CONVERGYS CORP | SDCV 5.750% 9/1 | 212485AE6 | 20,272 | 8,975,000 | PRN | DFND | 0 | 8,975,000 | 0 | ||
| CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 763 | 1,000,000 | PRN | DFND | 0 | 1,000,000 | 0 | ||
| COWEN GROUP INC NEW | NOTE 3.000% 3/1 | 223622AB7 | 7,339 | 7,600,000 | PRN | DFND | 0 | 7,600,000 | 0 | ||
| CRESTWOOD EQUITY PARTNERS LP | UNIT LTD PARTNER | 226344208 | 470 | 22,635 | SH | DFND | 0 | 22,635 | 0 | ||
| CROWN CASTLE INTL CORP NEW | CNV PFD STK SR A | 22822V200 | 69,871 | 651,750 | SH | DFND | 0 | 651,750 | 0 | ||
| DCP MIDSTREAM PARTNERS LP | COM UT LTD PTN | 23311P100 | 435 | 17,646 | SH | DFND | 0 | 17,646 | 0 | ||
| DEL TACO RESTAURANTS INC | *W EXP 06/30/202 | 245496112 | 2,414 | 832,350 | SH | DFND | 0 | 832,350 | 0 | ||
| DELAWARE ENHANCED GBL DIV & | COM | 246060107 | 556 | 59,457 | SH | DFND | 0 | 59,457 | 0 | ||
| DEUTSCHE HIGH INCOME TR | SHS | 25155R100 | 297 | 37,306 | SH | DFND | 0 | 37,306 | 0 | ||
| DIAMOND FOODS INC | COM | 252603105 | 11,605 | 301,032 | SH | DFND | 0 | 301,032 | 0 | ||
| DOMINION RES INC VA NEW | UNIT 04/01/2013 | 25746U703 | 76,751 | 1,446,625 | SH | DFND | 0 | 1,446,625 | 0 | ||
| DOMINION RES INC VA NEW | UNIT 99/99/9999 | 25746U869 | 36,065 | 745,300 | SH | DFND | 0 | 745,300 | 0 | ||
| DOMINION RES INC VA NEW | UNIT 07/01/2016 | 25746U885 | 98,508 | 1,833,225 | SH | DFND | 0 | 1,833,225 | 0 | ||
| DOUBLE EAGLE ACQUISITION COR | COM | G28195124 | 1,936 | 202,500 | SH | DFND | 0 | 202,500 | 0 | ||
| DOW CHEM CO | COM | 260543103 | 2,125 | 41,286 | SH | DFND | 0 | 41,286 | 0 | ||
| DT ASIA INVTS LTD | SHS | G2615J104 | 2,249 | 225,112 | SH | DFND | 0 | 225,112 | 0 | ||
| DT ASIA INVTS LTD | RIGHT 03/30/2016 | G2615J112 | 23 | 225,112 | SH | DFND | 0 | 225,112 | 0 | ||
| DYAX CORP | COM | 26746E103 | 20,691 | 550,004 | SH | DFND | 0 | 550,004 | 0 | ||
| E M C CORP MASS | COM | 268648102 | 19,204 | 747,803 | SH | DFND | 0 | 747,803 | 0 | ||
| EASTERLY ACQUISITION CORP | COM | 27616L102 | 13,365 | 1,350,000 | SH | DFND | 0 | 1,350,000 | 0 | ||
| EASTERLY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 305 | 925,000 | SH | DFND | 0 | 925,000 | 0 | ||
| EATON VANCE FLTG RATE INCOM | COM SHS BEN INT | 278284104 | 216 | 15,240 | SH | DFND | 0 | 15,240 | 0 | ||
| EATON VANCE FLTING RATE INC | COM | 278279104 | 412 | 32,599 | SH | DFND | 0 | 32,599 | 0 | ||
| EATON VANCE LTD DUR INCOME F | COM | 27828H105 | 4,126 | 323,391 | SH | DFND | 0 | 323,391 | 0 | ||
| EATON VANCE SH TM DR DIVR IN | COM | 27828V104 | 1,372 | 102,305 | SH | DFND | 0 | 102,305 | 0 | ||
| EATON VANCE SR INCOME TR | SH BEN INT | 27826S103 | 782 | 135,608 | SH | DFND | 0 | 135,608 | 0 | ||
| EATON VANCE TAX-ADV BD & OPT | COM SH BEN INT | 27829M103 | 261 | 20,790 | SH | DFND | 0 | 20,790 | 0 | ||
| EBAY INC | COM | 278642103 | 15,131 | 550,608 | SH | DFND | 0 | 550,608 | 0 | ||
| ELECTRUM SPL ACQUISITION COR | SHS | G3105C104 | 1,060 | 110,000 | SH | DFND | 0 | 110,000 | 0 | ||
| ENABLE MIDSTREAM PARTNERS LP | COM UNIT RP IN | 292480100 | 387 | 42,053 | SH | DFND | 0 | 42,053 | 0 | ||
| ENBRIDGE ENERGY PARTNERS L P | COM | 29250R106 | 449 | 19,465 | SH | DFND | 0 | 19,465 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 1,351 | 1,575,000 | PRN | DFND | 0 | 1,575,000 | 0 | ||
| ENERGIZER HLDGS INC NEW | COM | 29272W109 | 13,746 | 403,584 | SH | DFND | 0 | 403,584 | 0 | ||
| ENERGY FUELS INC | COM NEW | 292671708 | 53 | 17,980 | SH | DFND | 0 | 17,980 | 0 | ||
| ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 560 | 16,605 | SH | DFND | 0 | 16,605 | 0 | ||
| ENERNOC INC | DBCV 2.250% 8/1 | 292764AB3 | 1,757 | 3,000,000 | PRN | DFND | 0 | 3,000,000 | 0 | ||
| ENLINK MIDSTREAM PARTNERS LP | COM UNIT REP LTD | 29336U107 | 481 | 29,009 | SH | DFND | 0 | 29,009 | 0 | ||
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 708 | 27,660 | SH | DFND | 0 | 27,660 | 0 | ||
| EQUINIX INC | NOTE 4.750% 6/1 | 29444UAH9 | 22,829 | 5,775,000 | PRN | DFND | 0 | 5,775,000 | 0 | ||
| EZCHIP SEMICONDUCTOR LIMITED | ORD | M4146Y108 | 25,850 | 1,045,711 | SH | DFND | 0 | 1,045,711 | 0 | ||
| EZCORP INC | NOTE 2.125% 6/1 | 302301AB2 | 3,414 | 4,925,000 | PRN | DFND | 0 | 4,925,000 | 0 | ||
| FAIRCHILD SEMICONDUCTOR INTL | COM | 303726103 | 33,769 | 1,630,566 | SH | DFND | 0 | 1,630,566 | 0 | ||
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 186,763 | 1,603,975 | SH | DFND | 0 | 1,603,975 | 0 | ||
| FIDELITY & GTY LIFE | COM | 315785105 | 6,560 | 258,591 | SH | DFND | 0 | 258,591 | 0 | ||
| FINTECH ACQUISITION CORP | COM | 31809H100 | 8,464 | 890,000 | SH | DFND | 0 | 890,000 | 0 | ||
| FINTECH ACQUISITION CORP | *W EXP 02/19/202 | 31809H118 | 223 | 890,000 | SH | DFND | 0 | 890,000 | 0 | ||
| FIRST NIAGARA FINL GP INC | COM | 33582V108 | 67,422 | 6,214,043 | SH | DFND | 0 | 6,214,043 | 0 | ||
| FIRST TR ABERDEEN GLBL OPP F | COM SHS | 337319107 | 1,395 | 137,696 | SH | DFND | 0 | 137,696 | 0 | ||
| FIRST TR HIGH INCOME L/S FD | COM | 33738E109 | 2,827 | 200,796 | SH | DFND | 0 | 200,796 | 0 | ||
| FIRST TR SR FLG RTE INCM FD | COM | 33733U108 | 287 | 23,246 | SH | DFND | 0 | 23,246 | 0 | ||
| FIRST TR STRATEGIC HIGH INC | COM SHS NEW | 337353304 | 402 | 36,075 | SH | DFND | 0 | 36,075 | 0 | ||
| FOX CHASE BANCORP INC NEW | COM | 35137T108 | 1,170 | 57,654 | SH | DFND | 0 | 57,654 | 0 | ||
| FRANKLIN LTD DURATION INC TR | COM | 35472T101 | 1,621 | 151,195 | SH | DFND | 0 | 151,195 | 0 | ||
| FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 4,553 | 50,000 | SH | DFND | 0 | 50,000 | 0 | ||
| FURMANITE CORPORATION | COM | 361086101 | 1,991 | 298,953 | SH | DFND | 0 | 298,953 | 0 | ||
| GABELLI DIVD & INCOME TR | COM | 36242H104 | 678 | 36,741 | SH | DFND | 0 | 36,741 | 0 | ||
| GABELLI HLTHCARE & WELLNESS | SHS | 36246K103 | 414 | 40,402 | SH | DFND | 0 | 40,402 | 0 | ||
| GAIN CAP HLDGS INC | NOTE 4.125%12/0 | 36268WAB6 | 3,796 | 3,775,000 | PRN | DFND | 0 | 3,775,000 | 0 | ||
| GANNETT CO INC | COM | 36473H104 | 8,991 | 551,936 | SH | DFND | 0 | 551,936 | 0 | ||
| GARNERO GROUP ACQUISITION CO | SHS | G5866L108 | 19,350 | 1,972,460 | SH | DFND | 0 | 1,972,460 | 0 | ||
| GARNERO GROUP ACQUISITION CO | RIGHT 06/25/2016 | G5866L132 | 668 | 2,785,000 | SH | DFND | 0 | 2,785,000 | 0 | ||
| GENCORP INC | SDCV 4.062%12/3 | 368682AN0 | 14,345 | 8,250,000 | PRN | DFND | 0 | 8,250,000 | 0 | ||
| GENERAL AMERN INVS INC | COM | 368802104 | 1,100 | 34,454 | SH | DFND | 0 | 34,454 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 6,861 | 11,122,000 | PRN | DFND | 0 | 11,122,000 | 0 | ||
| GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 475 | 12,925 | SH | DFND | 0 | 12,925 | 0 | ||
| GLOBAL PARTNER ACQUISITION C | COM | 37954X105 | 8,789 | 887,800 | SH | DFND | 0 | 887,800 | 0 | ||
| GLOBAL PARTNER ACQUISITION C | *W EXP 07/01/202 | 37954X113 | 343 | 1,200,000 | SH | DFND | 0 | 1,200,000 | 0 | ||
| GORES HLDGS INC | CL A | 382866101 | 5,730 | 600,000 | SH | DFND | 0 | 600,000 | 0 | ||
| GORES HLDGS INC | *W EXP 08/13/202 | 382866119 | 945 | 3,500,000 | SH | DFND | 0 | 3,500,000 | 0 | ||
| GP INVTS ACQUISITION COR | SHS | G40357124 | 23,040 | 2,400,000 | SH | DFND | 0 | 2,400,000 | 0 | ||
| GREEN PLAINS INC | NOTE 3.250%10/0 | 393222AD6 | 1,273 | 1,000,000 | PRN | DFND | 0 | 1,000,000 | 0 | ||
| HALYARD HEALTH INC | COM | 40650V100 | 8,385 | 250,973 | SH | DFND | 0 | 250,973 | 0 | ||
| HARMONY MERGER CORP | COM | 413247107 | 14,936 | 1,531,880 | SH | DFND | 0 | 1,531,880 | 0 | ||
| HARMONY MERGER CORP | *W EXP 01/01/202 | 413247123 | 571 | 1,631,880 | SH | DFND | 0 | 1,631,880 | 0 | ||
| HAWAIIAN ELEC INDUSTRIES | COM | 419870100 | 75,717 | 2,615,426 | SH | DFND | 0 | 2,615,426 | 0 | ||
| HEALTH NET INC | COM | 42222G108 | 113,177 | 1,653,183 | SH | DFND | 0 | 1,653,183 | 0 | ||
| HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 7,861 | 8,275,000 | PRN | DFND | 0 | 8,275,000 | 0 | ||
| HEARTLAND PMT SYS INC | COM | 42235N108 | 25,918 | 273,341 | SH | DFND | 0 | 273,341 | 0 | ||
| HENNESSY CAP ACQUISITION COR | COM | 42588J100 | 7,084 | 734,895 | SH | DFND | 0 | 734,895 | 0 | ||
| HENNESSY CAP ACQUISITION COR | *W EXP 07/28/202 | 42588J118 | 219 | 1,153,895 | SH | DFND | 0 | 1,153,895 | 0 | ||
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 36,708 | 43,700,000 | PRN | DFND | 0 | 43,700,000 | 0 | ||
| HERBALIFE LTD | COM USD SHS | G4412G101 | 5,088 | 94,882 | SH | DFND | 0 | 94,882 | 0 | ||
| HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 29,527 | 1,942,552 | SH | DFND | 0 | 1,942,552 | 0 | ||
| HF FINL CORP | COM | 404172108 | 834 | 44,140 | SH | DFND | 0 | 44,140 | 0 | ||
| HOLLY ENERGY PARTNERS L P | COM UT LTD PTN | 435763107 | 541 | 17,387 | SH | DFND | 0 | 17,387 | 0 | ||
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 15,509 | 9,150,000 | PRN | DFND | 0 | 9,150,000 | 0 | ||
| HUMANA INC | COM | 444859102 | 140,317 | 786,047 | SH | DFND | 0 | 786,047 | 0 | ||
| HUNTINGTON BANCSHARES INC | PFD CONV SER A | 446150401 | 1,079 | 800 | SH | DFND | 0 | 800 | 0 | ||
| HUTCHINSON TECHNOLOGY INC | COM | 448407106 | 850 | 236,795 | SH | DFND | 0 | 236,795 | 0 | ||
| HYDRA INDS ACQUISITION CORP | COM | 448740100 | 16,808 | 1,740,000 | SH | DFND | 0 | 1,740,000 | 0 | ||
| HYDRA INDS ACQUISITION CORP | *W EXP 10/20/202 | 448740118 | 374 | 2,000,000 | SH | DFND | 0 | 2,000,000 | 0 | ||
| HYDRA INDS ACQUISITION CORP | RIGHT 99/99/9999 | 448740126 | 464 | 2,000,000 | SH | DFND | 0 | 2,000,000 | 0 | ||
| INLAND REAL ESTATE CORP | COM NEW | 457461200 | 24,077 | 2,267,149 | SH | DFND | 0 | 2,267,149 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 123,462 | 74,151,000 | PRN | DFND | 0 | 74,151,000 | 0 | ||
| INVACARE CORP | SDCV 4.125% 2/0 | 461203AD3 | 2,556 | 2,500,000 | PRN | DFND | 0 | 2,500,000 | 0 | ||
| INVESCO DYNAMIC CR OPP FD | COM | 46132R104 | 1,364 | 129,245 | SH | DFND | 0 | 129,245 | 0 | ||
| INVESCO HIGH INCOME TR II | COM | 46131F101 | 632 | 49,200 | SH | DFND | 0 | 49,200 | 0 | ||
| INVESCO PA VALUE MUN INCOME | COM | 46132K109 | 382 | 29,783 | SH | DFND | 0 | 29,783 | 0 | ||
| INVESCO QUALITY MUNI INC TRS | COM | 46133G107 | 924 | 72,775 | SH | DFND | 0 | 72,775 | 0 | ||
| ISTAR INC | NOTE 3.000%11/1 | 45031UBR1 | 2,803 | 2,600,000 | PRN | DFND | 0 | 2,600,000 | 0 | ||
| IVY HIGH INC OPPORTUNITIES F | COM | 465893105 | 774 | 62,494 | SH | DFND | 0 | 62,494 | 0 | ||
| JARDEN CORP | COM | 471109108 | 93,662 | 1,639,739 | SH | DFND | 0 | 1,639,739 | 0 | ||
| JASON INDS INC | *W EXP 06/30/201 | 471172114 | 133 | 2,213,300 | SH | DFND | 0 | 2,213,300 | 0 | ||
| JOURNAL MEDIA GROUP INC | COM | 48114A109 | 757 | 62,975 | SH | DFND | 0 | 62,975 | 0 | ||
| KEURIG GREEN MTN INC | COM | 49271M100 | 75,537 | 839,485 | SH | DFND | 0 | 839,485 | 0 | ||
| KEYCORP NEW | PFD 7.75% SR A | 493267405 | 2,630 | 20,000 | SH | DFND | 0 | 20,000 | 0 | ||
| KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 | 14,222 | 502,006 | SH | DFND | 0 | 502,006 | 0 | ||
| KINDER MORGAN INC DEL | COM | 49456B101 | 408 | 27,367 | SH | DFND | 0 | 27,367 | 0 | ||
| KING DIGITAL ENTMT PLC | ORD SHS | G5258J109 | 85,120 | 4,760,639 | SH | DFND | 0 | 4,760,639 | 0 | ||
| KKR INCOME OPPORTUNITIES FD | COM | 48249T106 | 600 | 43,243 | SH | DFND | 0 | 43,243 | 0 | ||
| KLA-TENCOR CORP | COM | 482480100 | 89,169 | 1,285,785 | SH | DFND | 0 | 1,285,785 | 0 | ||
| KLX INC | COM | 482539103 | 12,566 | 408,122 | SH | DFND | 0 | 408,122 | 0 | ||
| KNOWLES CORP | COM | 49926D109 | 8,902 | 667,791 | SH | DFND | 0 | 667,791 | 0 | ||
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 38,737 | 29,712,000 | PRN | DFND | 0 | 29,712,000 | 0 | ||
| LAZARD GLB TTL RET&INCM FD I | COM | 52106W103 | 177 | 13,500 | SH | DFND | 0 | 13,500 | 0 | ||
| LIBERATOR MEDICAL HLDGS INC | COM | 53012L108 | 1,829 | 547,719 | SH | DFND | 0 | 547,719 | 0 | ||
| LIBERTY ALL STAR EQUITY FD | SH BEN INT | 530158104 | 2,652 | 495,752 | SH | DFND | 0 | 495,752 | 0 | ||
| LIBERTY ALL-STAR GROWTH FD I | COM | 529900102 | 60 | 13,172 | SH | DFND | 0 | 13,172 | 0 | ||
| LIBERTY BROADBAND CORP | COM SER A | 530307107 | 3,823 | 74,027 | SH | DFND | 0 | 74,027 | 0 | ||
| LIBERTY TRIPADVISOR HLDGS IN | COM SER A | 531465102 | 11,223 | 369,905 | SH | DFND | 0 | 369,905 | 0 | ||
| LINKEDIN CORP | NOTE 0.500%11/0 | 53578AAB4 | 71,550 | 67,900,000 | PRN | DFND | 0 | 67,900,000 | 0 | ||
| LMP CAP & INCOME FD INC | COM | 50208A102 | 536 | 43,369 | SH | DFND | 0 | 43,369 | 0 | ||
| LUMENTUM HLDGS INC | COM | 55024U109 | 4,936 | 224,177 | SH | DFND | 0 | 224,177 | 0 | ||
| MACQUARIE GLBL INFRA TOTL RE | COM | 55608D101 | 610 | 32,020 | SH | DFND | 0 | 32,020 | 0 | ||
| MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 608 | 8,957 | SH | DFND | 0 | 8,957 | 0 | ||
| MARTIN MIDSTREAM PRTNRS L P | UNIT L P INT | 573331105 | 407 | 18,768 | SH | DFND | 0 | 18,768 | 0 | ||
| MEDASSETS INC | COM | 584045108 | 32,318 | 1,044,541 | SH | DFND | 0 | 1,044,541 | 0 | ||
| MEDIA GEN INC NEW | COM | 58441K100 | 40,151 | 2,486,134 | SH | DFND | 0 | 2,486,134 | 0 | ||
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 39,566 | 27,705,000 | PRN | DFND | 0 | 27,705,000 | 0 | ||
| MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 15,154 | 14,475,000 | PRN | DFND | 0 | 14,475,000 | 0 | ||
| MERITOR INC | NOTE 7.875% 3/0 | 59001KAC4 | 34,536 | 28,840,000 | PRN | DFND | 0 | 28,840,000 | 0 | ||
| METRO BANCORP INC PA | COM | 59161R101 | 5,907 | 188,231 | SH | DFND | 0 | 188,231 | 0 | ||
| MFS MUN INCOME TR | SH BEN INT | 552738106 | 440 | 64,737 | SH | DFND | 0 | 64,737 | 0 | ||
| MGIC INVT CORP WIS | NOTE 5.000% 5/0 | 552848AD5 | 26,903 | 26,025,000 | PRN | DFND | 0 | 26,025,000 | 0 | ||
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 108,008 | 77,425,000 | PRN | DFND | 0 | 77,425,000 | 0 | ||
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 171,016 | 89,625,000 | PRN | DFND | 0 | 89,625,000 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 35,850 | 24,305,000 | PRN | DFND | 0 | 24,305,000 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 47,192 | 29,975,000 | PRN | DFND | 0 | 29,975,000 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 25,032 | 15,700,000 | PRN | DFND | 0 | 15,700,000 | 0 | ||
| MITEL NETWORKS CORP | COM | 60671Q104 | 288 | 37,487 | SH | DFND | 0 | 37,487 | 0 | ||
| MODUSLINK GLOBAL SOLUTIONS I | NOTE 5.250% 3/0 | 60786LAB3 | 6,598 | 8,500,000 | PRN | DFND | 0 | 8,500,000 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 29,640 | 19,000,000 | PRN | DFND | 0 | 19,000,000 | 0 | ||
| MONARCH FINANCIAL HOLDINGS I | COM | 60907Q100 | 2,136 | 118,724 | SH | DFND | 0 | 118,724 | 0 | ||
| MONSTER WORLDWIDE INC | NOTE 3.500%10/1 | 611742AB3 | 4,877 | 3,825,000 | PRN | DFND | 0 | 3,825,000 | 0 | ||
| MORGAN STANLEY TRUSTS | INCOME SECS INC | 61745P874 | 366 | 21,691 | SH | DFND | 0 | 21,691 | 0 | ||
| MPLX LP | COM UNIT REP LTD | 55336V100 | 905 | 23,015 | SH | DFND | 0 | 23,015 | 0 | ||
| MSG NETWORK INC | CL A | 553573106 | 13,135 | 631,490 | SH | DFND | 0 | 631,490 | 0 | ||
| NATIONAL PENN BANCSHARES INC | COM | 637138108 | 45,821 | 3,716,227 | SH | DFND | 0 | 3,716,227 | 0 | ||
| NAVIENT CORP | COM | 63938C108 | 9,191 | 802,671 | SH | DFND | 0 | 802,671 | 0 | ||
| NEUBERGER BERMAN HGH YLD FD | COM | 64128C106 | 1,094 | 108,460 | SH | DFND | 0 | 108,460 | 0 | ||
| NEW AMER HIGH INCOME FD INC | COM NEW | 641876800 | 211 | 27,520 | SH | DFND | 0 | 27,520 | 0 | ||
| NEWBRIDGE BANCORP | CL A NO PAR | 65080T102 | 671 | 55,062 | SH | DFND | 0 | 55,062 | 0 | ||
| NEWS CORP NEW | CL A | 65249B109 | 3,541 | 265,042 | SH | DFND | 0 | 265,042 | 0 | ||
| NORFOLK SOUTHERN CORP | COM | 655844108 | 8,690 | 102,727 | SH | DFND | 0 | 102,727 | 0 | ||
| NORTHSTAR ASSET MGMT GROUP I | COM | 66705Y104 | 13,862 | 1,141,850 | SH | DFND | 0 | 1,141,850 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 229,714 | 97,414,000 | PRN | DFND | 0 | 97,414,000 | 0 | ||
| NOW INC | COM | 67011P100 | 11,906 | 752,596 | SH | DFND | 0 | 752,596 | 0 | ||
| NTELOS HLDGS CORP | COM NEW | 67020Q305 | 1,713 | 187,373 | SH | DFND | 0 | 187,373 | 0 | ||
| NUSTAR ENERGY LP | UNIT COM | 67058H102 | 471 | 11,739 | SH | DFND | 0 | 11,739 | 0 | ||
| NUVEEN CONN PREM INCOME MUN | COM | 67060D107 | 332 | 26,032 | SH | DFND | 0 | 26,032 | 0 | ||
| NUVEEN CR STRATEGIES INCM FD | COM SHS | 67073D102 | 3,214 | 409,998 | SH | DFND | 0 | 409,998 | 0 | ||
| NUVEEN DIV ADVANTAGE MUN FD | COM | 67070F100 | 1,322 | 93,342 | SH | DFND | 0 | 93,342 | 0 | ||
| NUVEEN DIVERSIFIED DIV INCM | COM | 6706EP105 | 513 | 47,335 | SH | DFND | 0 | 47,335 | 0 | ||
| NUVEEN DIVID ADV MUN FD 3 | COM SH BEN INT | 67070X101 | 412 | 28,689 | SH | DFND | 0 | 28,689 | 0 | ||
| NUVEEN GLOBAL EQUITY INCOME | COM | 6706EH103 | 761 | 69,658 | SH | DFND | 0 | 69,658 | 0 | ||
| NUVEEN MD PREM INCOME MUN FD | COM | 67061Q107 | 1,142 | 89,978 | SH | DFND | 0 | 89,978 | 0 | ||
| NUVEEN MICH QUALITY INCOME M | COM | 670979103 | 226 | 16,488 | SH | DFND | 0 | 16,488 | 0 | ||
| NUVEEN MUN ADVANTAGE FD INC | COM | 67062H106 | 792 | 57,163 | SH | DFND | 0 | 57,163 | 0 | ||
| NUVEEN MUN MKT OPPORTUNITY F | COM | 67062W103 | 943 | 68,372 | SH | DFND | 0 | 68,372 | 0 | ||
| NUVEEN N C PREM INCOME MUN F | COM | 67060P100 | 773 | 59,014 | SH | DFND | 0 | 59,014 | 0 | ||
| NUVEEN NJ DIV ADVANTAGE MUN | COM | 67069Y102 | 1,682 | 124,577 | SH | DFND | 0 | 124,577 | 0 | ||
| NUVEEN NY AMT FREE MUN INCOM | COM | 670656107 | 1,190 | 90,638 | SH | DFND | 0 | 90,638 | 0 | ||
| NUVEEN OHIO QUALITY INCOME M | COM | 670980101 | 240 | 15,701 | SH | DFND | 0 | 15,701 | 0 | ||
| NUVEEN PA INVT QUALITY MUN F | COM | 670972108 | 928 | 67,714 | SH | DFND | 0 | 67,714 | 0 | ||
| NUVEEN PERFORMANCE PLUS MUN | COM | 67062P108 | 200 | 13,387 | SH | DFND | 0 | 13,387 | 0 | ||
| NUVEEN PREM INCOME MUN FD | COM | 67062T100 | 1,675 | 118,780 | SH | DFND | 0 | 118,780 | 0 | ||
| NUVEEN PREM INCOME MUN FD 2 | COM | 67063W102 | 365 | 25,260 | SH | DFND | 0 | 25,260 | 0 | ||
| NUVEEN PREMIER MUN INCOME FD | COM | 670988104 | 519 | 37,965 | SH | DFND | 0 | 37,965 | 0 | ||
| NUVEEN QUALITY INCOME MUN FD | COM | 670977107 | 1,017 | 71,725 | SH | DFND | 0 | 71,725 | 0 | ||
| NUVEEN QUALITY MUN FD INC | COM | 67062N103 | 1,442 | 105,692 | SH | DFND | 0 | 105,692 | 0 | ||
| NUVEEN SELECT QUALITY MUN FD | COM | 670973106 | 1,071 | 76,239 | SH | DFND | 0 | 76,239 | 0 | ||
| NUVEEN SHT DUR CR OPP FD | COM | 67074X107 | 847 | 57,116 | SH | DFND | 0 | 57,116 | 0 | ||
| NUVEEN SR INCOME FD | COM | 67067Y104 | 232 | 40,136 | SH | DFND | 0 | 40,136 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 237,855 | 142,375,000 | PRN | DFND | 0 | 142,375,000 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 444 | 5,269 | SH | DFND | 0 | 5,269 | 0 | ||
| OCATA THERAPEUTICS INC | COM | 67457L100 | 4,067 | 483,046 | SH | DFND | 0 | 483,046 | 0 | ||
| OFFICE DEPOT INC | COM | 676220106 | 72,296 | 12,818,373 | SH | DFND | 0 | 12,818,373 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 16,349 | 14,614,000 | PRN | DFND | 0 | 14,614,000 | 0 | ||
| ONE GAS INC | COM | 68235P108 | 5,707 | 113,753 | SH | DFND | 0 | 113,753 | 0 | ||
| ONEOK PARTNERS LP | UNIT LTD PARTN | 68268N103 | 514 | 17,057 | SH | DFND | 0 | 17,057 | 0 | ||
| PACE HLDGS CORP | CL A | G6865N103 | 432 | 45,000 | SH | DFND | 0 | 45,000 | 0 | ||
| PACIFIC SPL ACQUISITION CORP | SHS | G68588105 | 4,088 | 415,000 | SH | DFND | 0 | 415,000 | 0 | ||
| PACIFIC SPL ACQUISITION CORP | RIGHT 03/15/2017 | G68588113 | 62 | 415,000 | SH | DFND | 0 | 415,000 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 126,718 | 76,050,000 | PRN | DFND | 0 | 76,050,000 | 0 | ||
| PANGAEA LOGISTICS SOLUTION L | SHS | G6891L105 | 179 | 67,272 | SH | DFND | 0 | 67,272 | 0 | ||
| PARTNERRE LTD | COM | G6852T105 | 48,133 | 344,446 | SH | DFND | 0 | 344,446 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 7,579 | 209,368 | SH | DFND | 0 | 209,368 | 0 | ||
| PDL BIOPHARMA INC | NOTE 4.000% 2/0 | 69329YAF1 | 18,912 | 23,475,000 | PRN | DFND | 0 | 23,475,000 | 0 | ||
| PEP BOYS MANNY MOE & JACK | COM | 713278109 | 28,867 | 1,567,994 | SH | DFND | 0 | 1,567,994 | 0 | ||
| PEPCO HOLDINGS INC | COM | 713291102 | 138,167 | 5,312,075 | SH | DFND | 0 | 5,312,075 | 0 | ||
| PHILLIPS 66 PARTNERS LP | COM UNIT REP INT | 718549207 | 506 | 8,245 | SH | DFND | 0 | 8,245 | 0 | ||
| PHOENIX COS INC NEW | COM NEW | 71902E604 | 3,429 | 92,575 | SH | DFND | 0 | 92,575 | 0 | ||
| PIEDMONT NAT GAS INC | COM | 720186105 | 66,552 | 1,167,174 | SH | DFND | 0 | 1,167,174 | 0 | ||
| PIMCO DYNAMIC CR INCOME FD | COM SHS | 72202D106 | 3,488 | 193,442 | SH | DFND | 0 | 193,442 | 0 | ||
| PINNACLE ENTMT INC | COM | 723456109 | 1,052 | 33,805 | SH | DFND | 0 | 33,805 | 0 | ||
| PIONEER DIV HIGH INCOME TRUS | COM | 723653101 | 368 | 25,192 | SH | DFND | 0 | 25,192 | 0 | ||
| PIONEER FLOATING RATE TR | COM | 72369J102 | 988 | 91,015 | SH | DFND | 0 | 91,015 | 0 | ||
| PJT PARTNERS INC | COM CL A | 69343T107 | 760 | 26,861 | SH | DFND | 0 | 26,861 | 0 | ||
| PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 408 | 17,670 | SH | DFND | 0 | 17,670 | 0 | ||
| PLUM CREEK TIMBER CO INC | COM | 729251108 | 44,042 | 922,933 | SH | DFND | 0 | 922,933 | 0 | ||
| PMC-SIERRA INC | COM | 69344F106 | 77,522 | 6,671,439 | SH | DFND | 0 | 6,671,439 | 0 | ||
| PRECISION CASTPARTS CORP | COM | 740189105 | 196,367 | 846,373 | SH | DFND | 0 | 846,373 | 0 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 37,277 | 26,125,000 | PRN | DFND | 0 | 26,125,000 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 21,237 | 24,375,000 | PRN | DFND | 0 | 24,375,000 | 0 | ||
| PRUDENTIAL GLB SHT DUR HG YL | COM | 74433A109 | 1,345 | 95,079 | SH | DFND | 0 | 95,079 | 0 | ||
| PRUDENTIAL SHT DURATION HG Y | COM | 74442F107 | 1,160 | 79,467 | SH | DFND | 0 | 79,467 | 0 | ||
| PULASKI FINL CORP | COM | 745548107 | 1,227 | 76,854 | SH | DFND | 0 | 76,854 | 0 | ||
| PUTMAN HIGH INCOME SEC FUND | SHS BEN INT | 746779107 | 532 | 72,731 | SH | DFND | 0 | 72,731 | 0 | ||
| PUTNAM MANAGED MUN INCOM TR | COM | 746823103 | 343 | 46,573 | SH | DFND | 0 | 46,573 | 0 | ||
| PUTNAM MUN OPPORTUNITIES TR | SH BEN INT | 746922103 | 400 | 32,565 | SH | DFND | 0 | 32,565 | 0 | ||
| QUANTUM CORP | NOTE 4.500%11/1 | 747906AJ4 | 1,518 | 1,650,000 | PRN | DFND | 0 | 1,650,000 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 974 | 1,000,000 | PRN | DFND | 0 | 1,000,000 | 0 | ||
| QUINPARIO ACQUISITION CORP 2 | *W EXP 01/01/202 | 74874U119 | 718 | 3,500,000 | SH | DFND | 0 | 3,500,000 | 0 | ||
| RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 12,101 | 9,358,000 | PRN | DFND | 0 | 9,358,000 | 0 | ||
| RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 2,985 | 2,575,000 | PRN | DFND | 0 | 2,575,000 | 0 | ||
| REALD INC | COM | 75604L105 | 9,692 | 918,657 | SH | DFND | 0 | 918,657 | 0 | ||
| RED HAT INC | COM | 756577102 | 15,123 | 182,619 | SH | DFND | 0 | 182,619 | 0 | ||
| RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 4,162 | 4,900,000 | PRN | DFND | 0 | 4,900,000 | 0 | ||
| RENTRAK CORP | COM | 760174102 | 323 | 6,800 | SH | DFND | 0 | 6,800 | 0 | ||
| RESOURCE CAP CORP | NOTE 6.000%12/0 | 76120WAA2 | 257 | 275,000 | PRN | DFND | 0 | 275,000 | 0 | ||
| RESOURCE CAP CORP | NOTE 8.000% 1/1 | 76120WAB0 | 1,444 | 1,500,000 | PRN | DFND | 0 | 1,500,000 | 0 | ||
| RICE MIDSTREAM PARTNERS LP | UNIT LTD PARTN | 762819100 | 335 | 24,868 | SH | DFND | 0 | 24,868 | 0 | ||
| RITE AID CORP | COM | 767754104 | 87,055 | 11,103,976 | SH | DFND | 0 | 11,103,976 | 0 | ||
| RMR REAL ESTATE INCOME FUND | COM | 76970B101 | 998 | 51,771 | SH | DFND | 0 | 51,771 | 0 | ||
| ROSE ROCK MIDSTREAM L P | COM U REP LTD | 777149105 | 295 | 19,584 | SH | DFND | 0 | 19,584 | 0 | ||
| ROYCE MICRO-CAP TR INC | COM | 780915104 | 317 | 43,719 | SH | DFND | 0 | 43,719 | 0 | ||
| ROYCE VALUE TR INC | COM | 780910105 | 790 | 67,146 | SH | DFND | 0 | 67,146 | 0 | ||
| SANDISK CORP | COM | 80004C101 | 14,158 | 186,311 | SH | DFND | 0 | 186,311 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 123,696 | 78,631,000 | PRN | DFND | 0 | 78,631,000 | 0 | ||
| SEQUENOM INC | NOTE 5.000% 1/0 | 817337AC2 | 7,206 | 9,450,000 | PRN | DFND | 0 | 9,450,000 | 0 | ||
| SEQUENTIAL BRNDS GROUP INC N | COM | 81734P107 | 1,790 | 226,259 | SH | DFND | 0 | 226,259 | 0 | ||
| SHELL MIDSTREAM PARTNERS L P | UNIT LTD INT | 822634101 | 399 | 9,609 | SH | DFND | 0 | 9,609 | 0 | ||
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 53,940 | 50,500,000 | PRN | DFND | 0 | 50,500,000 | 0 | ||
| SIRONA DENTAL SYSTEMS INC | COM | 82966C103 | 1,018 | 9,293 | SH | DFND | 0 | 9,293 | 0 | ||
| SOLARWINDS INC | COM | 83416B109 | 68,487 | 1,162,770 | SH | DFND | 0 | 1,162,770 | 0 | ||
| SOLERA HOLDINGS INC | COM | 83421A104 | 66,076 | 1,205,115 | SH | DFND | 0 | 1,205,115 | 0 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 61,051 | 3,250,650 | SH | DFND | 0 | 3,250,650 | 0 | ||
| SPECTRA ENERGY PARTNERS LP | COM | 84756N109 | 497 | 10,414 | SH | DFND | 0 | 10,414 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | NOTE 2.750%12/1 | 84763AAB4 | 6,213 | 7,050,000 | PRN | DFND | 0 | 7,050,000 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 28,462 | 29,725,000 | PRN | DFND | 0 | 29,725,000 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 15,075 | 15,900,000 | PRN | DFND | 0 | 15,900,000 | 0 | ||
| SPROTT FOCUS TR INC | COM | 85208J109 | 364 | 62,744 | SH | DFND | 0 | 62,744 | 0 | ||
| SPX CORP | COM | 784635104 | 668 | 71,599 | SH | DFND | 0 | 71,599 | 0 | ||
| STANCORP FINL GROUP INC | COM | 852891100 | 49,863 | 437,852 | SH | DFND | 0 | 437,852 | 0 | ||
| STANDARD PAC CORP NEW | NOTE 1.250% 8/0 | 85375CBC4 | 16,424 | 14,730,000 | PRN | DFND | 0 | 14,730,000 | 0 | ||
| STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 10,592 | 152,890 | SH | DFND | 0 | 152,890 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 38,627 | 37,800,000 | PRN | DFND | 0 | 37,800,000 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 23,809 | 22,825,000 | PRN | DFND | 0 | 22,825,000 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 19,305 | 19,525,000 | PRN | DFND | 0 | 19,525,000 | 0 | ||
| STARWOOD WAYPOINT RESIDENTL | NOTE 4.500%10/1 | 85571WAD1 | 1,351 | 1,350,000 | PRN | DFND | 0 | 1,350,000 | 0 | ||
| STERICYCLE INC | DEP PFD A 1/10 | 858912207 | 51,978 | 569,250 | SH | DFND | 0 | 569,250 | 0 | ||
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 24,170 | 25,325,000 | PRN | DFND | 0 | 25,325,000 | 0 | ||
| STONE HBR EMERG MKTS TL INC | COM | 86164W100 | 331 | 29,103 | SH | DFND | 0 | 29,103 | 0 | ||
| SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142102 | 489 | 26,128 | SH | DFND | 0 | 26,128 | 0 | ||
| SUNEDISON INC | COM | 86732Y109 | 517 | 101,487 | SH | DFND | 0 | 101,487 | 0 | ||
| SUNEDISON INC | NOTE 2.000%10/0 | 86732YAC3 | 33,258 | 60,400,000 | PRN | DFND | 0 | 60,400,000 | 0 | ||
| SUNEDISON INC | NOTE 2.750% 1/0 | 86732YAD1 | 14,448 | 28,575,000 | PRN | DFND | 0 | 28,575,000 | 0 | ||
| SUNOCO LOGISTICS PRTNRS L P | COM UNITS | 86764L108 | 462 | 17,976 | SH | DFND | 0 | 17,976 | 0 | ||
| SWISS HELVETIA FD INC | COM | 870875101 | 423 | 40,074 | SH | DFND | 0 | 40,074 | 0 | ||
| SYMETRA FINL CORP | COM | 87151Q106 | 80,692 | 2,539,893 | SH | DFND | 0 | 2,539,893 | 0 | ||
| T MOBILE US INC | CONV PFD SER A | 872590203 | 162,099 | 2,391,550 | SH | DFND | 0 | 2,391,550 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.750%12/0 | 874054AC3 | 20,876 | 11,400,000 | PRN | DFND | 0 | 11,400,000 | 0 | ||
| TALLGRASS ENERGY PARTNERS LP | COM UNIT | 874697105 | 464 | 11,260 | SH | DFND | 0 | 11,260 | 0 | ||
| TARGA RES CORP | COM | 87612G101 | 288 | 10,648 | SH | DFND | 0 | 10,648 | 0 | ||
| TARGA RESOURCES PARTNERS LP | COM UNIT | 87611X105 | 292 | 17,686 | SH | DFND | 0 | 17,686 | 0 | ||
| TC PIPELINES LP | UT COM LTD PRT | 87233Q108 | 491 | 9,875 | SH | DFND | 0 | 9,875 | 0 | ||
| TECO ENERGY INC | COM | 872375100 | 59,322 | 2,225,976 | SH | DFND | 0 | 2,225,976 | 0 | ||
| TEEKAY LNG PARTNERS L P | PRTNRSP UNITS | Y8564M105 | 267 | 20,319 | SH | DFND | 0 | 20,319 | 0 | ||
| TELECOMMUNICATION SYS INC | CL A | 87929J103 | 6,935 | 1,395,360 | SH | DFND | 0 | 1,395,360 | 0 | ||
| TEMPLETON GLOBAL INCOME FD | COM | 880198106 | 2,169 | 341,510 | SH | DFND | 0 | 341,510 | 0 | ||
| TERRAPIN 3 ACQUISITION CORP | *W EXP 06/27/201 | 88104P112 | 425 | 1,700,000 | SH | DFND | 0 | 1,700,000 | 0 | ||
| TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 84,997 | 43,050,000 | PRN | DFND | 0 | 43,050,000 | 0 | ||
| TESORO LOGISTICS LP | COM UNIT LP | 88160T107 | 465 | 9,250 | SH | DFND | 0 | 9,250 | 0 | ||
| THL CR SR LN FD | COM | 87244R103 | 245 | 15,463 | SH | DFND | 0 | 15,463 | 0 | ||
| TIME INC NEW | COM | 887228104 | 11,500 | 733,897 | SH | DFND | 0 | 733,897 | 0 | ||
| TIME WARNER CABLE INC | COM | 88732J207 | 137,480 | 740,770 | SH | DFND | 0 | 740,770 | 0 | ||
| TOPBUILD CORP | COM | 89055F103 | 10,678 | 347,034 | SH | DFND | 0 | 347,034 | 0 | ||
| TRANSMONTAIGNE PARTNERS L P | COM UNIT L P | 89376V100 | 538 | 20,121 | SH | DFND | 0 | 20,121 | 0 | ||
| TRI CONTL CORP | COM | 895436103 | 837 | 41,814 | SH | DFND | 0 | 41,814 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 23,381 | 25,800,000 | PRN | DFND | 0 | 25,800,000 | 0 | ||
| TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 21,156 | 778,923 | SH | DFND | 0 | 778,923 | 0 | ||
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 153,133 | 2,504,625 | SH | DFND | 0 | 2,504,625 | 0 | ||
| URBAN EDGE PPTYS | COM | 91704F104 | 6,568 | 280,071 | SH | DFND | 0 | 280,071 | 0 | ||
| UTI WORLDWIDE INC | NOTE 4.500% 3/0 | 90349LAB0 | 38,138 | 38,475,000 | PRN | DFND | 0 | 38,475,000 | 0 | ||
| UTI WORLDWIDE INC | ORD | G87210103 | 40,845 | 5,810,144 | SH | DFND | 0 | 5,810,144 | 0 | ||
| VALERO ENERGY PARTNERS LP | COM UNT REP LP | 91914J102 | 528 | 10,221 | SH | DFND | 0 | 10,221 | 0 | ||
| VALLEY NATL BANCORP | *W EXP 11/14/201 | 919794131 | 17 | 116,185 | SH | DFND | 0 | 116,185 | 0 | ||
| VANGUARD NAT RES LLC | COM UNIT | 92205F106 | 161 | 54,023 | SH | DFND | 0 | 54,023 | 0 | ||
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 5,227 | 3,400,000 | PRN | DFND | 0 | 3,400,000 | 0 | ||
| VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 9,730 | 8,475,000 | PRN | DFND | 0 | 8,475,000 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 354,505 | 138,175,000 | PRN | DFND | 0 | 138,175,000 | 0 | ||
| VIAVI SOLUTIONS INC | COM | 925550105 | 284 | 46,639 | SH | DFND | 0 | 46,639 | 0 | ||
| VIVINT SOLAR INC | COM | 92854Q106 | 2,105 | 220,143 | SH | DFND | 0 | 220,143 | 0 | ||
| VOYA INFRASTRUCTURE INDLS & | COM | 92912X101 | 148 | 12,033 | SH | DFND | 0 | 12,033 | 0 | ||
| VOYA PRIME RATE TR | SH BEN INT | 92913A100 | 285 | 56,378 | SH | DFND | 0 | 56,378 | 0 | ||
| WAUSAU PAPER CORP | COM | 943315101 | 2,927 | 286,120 | SH | DFND | 0 | 286,120 | 0 | ||
| WCI CMNTYS INC | COM PAR $0.01 | 92923C807 | 663 | 29,776 | SH | DFND | 0 | 29,776 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 27,575 | 26,675,000 | PRN | DFND | 0 | 26,675,000 | 0 | ||
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 29,029 | 25,875,000 | PRN | DFND | 0 | 25,875,000 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 80,577 | 42,104,000 | PRN | DFND | 0 | 42,104,000 | 0 | ||
| WELLS FARGO GLOBAL DIVIDEND | COM | 94987C103 | 309 | 52,223 | SH | DFND | 0 | 52,223 | 0 | ||
| WELLS FARGO INCOME OPPORTUNI | COM SHS | 94987B105 | 1,152 | 154,685 | SH | DFND | 0 | 154,685 | 0 | ||
| WELLS FARGO MULTI SECTOR INC | COM SHS | 94987D101 | 2,034 | 179,660 | SH | DFND | 0 | 179,660 | 0 | ||
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 94,833 | 1,553,050 | SH | DFND | 0 | 1,553,050 | 0 | ||
| WESTERN ASSET GLB HI INCOME | COM | 95766B109 | 1,052 | 120,675 | SH | DFND | 0 | 120,675 | 0 | ||
| WESTERN ASSET GLB PTNRS INCO | COM | 95766G108 | 702 | 90,853 | SH | DFND | 0 | 90,853 | 0 | ||
| WESTERN ASSET GLOBAL CP DEFI | COM | 95790C107 | 758 | 47,967 | SH | DFND | 0 | 47,967 | 0 | ||
| WESTERN ASSET HGH YLD DFNDFD | COM | 95768B107 | 434 | 30,798 | SH | DFND | 0 | 30,798 | 0 | ||
| WESTERN ASSET HIGH INCM FD I | COM | 95766J102 | 445 | 70,468 | SH | DFND | 0 | 70,468 | 0 | ||
| WESTERN ASSET HIGH INCM OPP | COM | 95766K109 | 2,087 | 445,011 | SH | DFND | 0 | 445,011 | 0 | ||
| WESTERN ASSET MGD HI INCM FD | COM | 95766L107 | 1,263 | 279,421 | SH | DFND | 0 | 279,421 | 0 | ||
| WESTERN ASSET WORLDWIDE INCO | COM | 957668106 | 1,034 | 102,570 | SH | DFND | 0 | 102,570 | 0 | ||
| WESTERN GAS PARTNERS LP | COM UNIT LP IN | 958254104 | 492 | 10,341 | SH | DFND | 0 | 10,341 | 0 | ||
| WEYERHAEUSER CO | PREF CONV SER A | 962166872 | 26,293 | 520,325 | SH | DFND | 0 | 520,325 | 0 | ||
| WILLIAMS PARTNERS L P NEW | COM UNIT LTD PAR | 96949L105 | 527 | 18,936 | SH | DFND | 0 | 18,936 | 0 | ||
| WILSHIRE BANCORP INC | COM | 97186T108 | 10,545 | 912,962 | SH | DFND | 0 | 912,962 | 0 | ||
| WL ROSS HLDG CORP | COM SHS | 92939D104 | 273 | 27,388 | SH | DFND | 0 | 27,388 | 0 | ||
| WL ROSS HLDG CORP | *W EXP 06/11/201 | 92939D112 | 1,025 | 3,105,000 | SH | DFND | 0 | 3,105,000 | 0 | ||
| WP GLIMCHER IN | COM | 92939N102 | 8,338 | 785,858 | SH | DFND | 0 | 785,858 | 0 | ||
| WPX ENERGY INC | PFD SER A CV | 98212B202 | 14,783 | 474,725 | SH | DFND | 0 | 474,725 | 0 | ||
| YAHOO INC | COM | 984332106 | 173,303 | 5,210,541 | SH | DFND | 0 | 5,210,541 | 0 | ||
| ZWEIG TOTAL RETURN FD INC | COM NEW | 989837208 | 510 | 41,890 | SH | DFND | 0 | 41,890 | 0 | ||