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 | 4,456 | 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 | ||
LIBERTY ALL STAR EQUITY FD | SH BEN INT | 530158104 | 2,357 | 474,160 | SH | DFND | 0 | 474,160 | 0 | ||
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 | ||
NUVEEN CR STRATEGIES INCM FD | COM SHS | 67073D102 | 2,692 | 340,363 | SH | DFND | 0 | 340,363 | 0 | ||
NUVEEN DIV ADVANTAGE MUN FD | COM | 67070F100 | 593 | 39,955 | SH | DFND | 0 | 39,955 | 0 | ||
NUVEEN DIVERSIFIED DIV INCM | COM | 6706EP105 | 508 | 46,440 | SH | DFND | 0 | 46,440 | 0 | ||
NUVEEN MD PREM INCOME MUN FD | COM | 67061Q107 | 817 | 60,913 | SH | DFND | 0 | 60,913 | 0 | ||
NUVEEN N C PREM INCOME MUN F | COM | 67060P100 | 405 | 29,425 | SH | DFND | 0 | 29,425 | 0 | ||
NUVEEN NJ DIV ADVANTAGE MUN | COM | 67069Y102 | 1,170 | 82,671 | SH | DFND | 0 | 82,671 | 0 | ||
NUVEEN NY AMT FREE MUN INCOM | COM | 670656107 | 559 | 41,573 | SH | DFND | 0 | 41,573 | 0 | ||
NUVEEN PA INVT QUALITY MUN F | COM | 670972108 | 219 | 15,275 | SH | DFND | 0 | 15,275 | 0 | ||
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 | ||
NUVEEN SELECT QUALITY MUN FD | COM | 670973106 | 356 | 24,268 | SH | DFND | 0 | 24,268 | 0 | ||
NUVEEN SHT DUR CR OPP FD | COM | 67074X107 | 748 | 49,445 | SH | DFND | 0 | 49,445 | 0 | ||
NUVEEN SR INCOME FD | COM | 67067Y104 | 148 | 25,095 | SH | DFND | 0 | 25,095 | 0 | ||
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 | ||
PANGAEA LOGISTICS SOLUTION L | SHS | G6891L105 | 126 | 54,972 | SH | DFND | 0 | 54,972 | 0 | ||
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 | ||
WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 30,610 | 26,675,000 | PRN | DFND | 350,000 | 26,325,000 | 0 | ||
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 | ||
WELLS FARGO GLOBAL DIVIDEND | WF GLOBAL OPPTY | 94987C103 | 317 | 53,045 | SH | DFND | 0 | 53,045 | 0 | ||
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 | ||
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 92,180 | 1,484,525 | SH | DFND | 37,725 | 1,446,800 | 0 | ||
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 |