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 *W EXP 07/15/202 68245V129 150 500,600 SH   DFND   500,600 0 0
1347 CAP CORP COM 68245V103 4,172 450,540 SH   DFND   450,540 0 0
1347 CAP CORP RIGHT 07/21/2016 68245V111 130 500,600 SH   DFND   500,600 0 0
ACCURAY INC DEBT 3.500% 2/0 004397AF2 1,672 1,475,000 PRN   DFND   1,475,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 23,682 26,950,000 PRN   DFND   26,950,000 0 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 344 27,121 SH   DFND   27,121 0 0
ADVENT CLAY CONV SEC INC FD COM 007639107 835 151,205 SH   DFND   151,205 0 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 228 16,366 SH   DFND   16,366 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 4,938 6,250,000 PRN   DFND   6,250,000 0 0
AGL RES INC COM 001204106 105,793 1,603,656 SH   DFND   1,603,656 0 0
AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 512 540,000 SH   DFND   540,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 1,647 1,600,000 PRN   DFND   1,600,000 0 0
ALERE INC COM 01449J105 132,666 3,182,963 SH   DFND   3,182,963 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,776 22,335 SH   DFND   22,335 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 4,240 4,000,000 PRN   DFND   4,000,000 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 166,883 200,400 SH   DFND   200,400 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 157 12,764 SH   DFND   12,764 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 29,636 29,525,000 PRN   DFND   29,525,000 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 4,748 5,450,000 PRN   DFND   5,450,000 0 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 641 75,821 SH   DFND   75,821 0 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 2,154 392,364 SH   DFND   392,364 0 0
ALPINE TOTAL DYNAMIC DIVID F COM SH BEN INT N 021060207 726 100,037 SH   DFND   100,037 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 1,383 1,250,000 PRN   DFND   1,250,000 0 0
AMERICAN CAP LTD COM 02503Y103 24,666 1,558,168 SH   DFND   1,558,168 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 1,941 51,880 SH   DFND   51,880 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 512 10,964 SH   DFND   10,964 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 1,659 11,400 SH   DFND   11,400 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 2,654 3,425,000 PRN   DFND   3,425,000 0 0
AMYRIS INC DBCV 9.500% 4/1 03236MAD3 5,814 12,049,000 PRN   DFND   12,049,000 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 568 525,000 PRN   DFND   525,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 111,131 2,478,950 SH   DFND   2,478,950 0 0
APOLLO ED GROUP INC CL A 037604105 36,875 4,043,273 SH   DFND   4,043,273 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 2,279 170,071 SH   DFND   170,071 0 0
AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 53 750,000 SH   DFND   750,000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 1,097 79,814 SH   DFND   79,814 0 0
ARK RESTAURANTS CORP COM 040712101 520 23,278 SH   DFND   23,278 0 0
ARMSTRONG FLOORING INC COM 04238R106 790 46,614 SH   DFND   46,614 0 0
AROWANA INC RIGHT 01/01/2017 G05011120 103 800,000 SH   DFND   800,000 0 0
AROWANA INC SHS G05011104 8,768 875,000 SH   DFND   875,000 0 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 28 23,450 SH   DFND   23,450 0 0
ASTORIA FINL CORP COM 046265104 65,963 4,302,859 SH   DFND   4,302,859 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 557 191,430 SH   DFND   191,430 0 0
AVENUE FINL HLDGS INC COM 05358K102 2,294 116,735 SH   DFND   116,735 0 0
AVENUE INCOME CR STRATEGIES COM 05358E106 476 39,701 SH   DFND   39,701 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 410 600,000 PRN   DFND   600,000 0 0
AXIALL CORP COM 05463D100 41,877 1,284,176 SH   DFND   1,284,176 0 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 27 545,520 SH   DFND   545,520 0 0
BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 65 545,520 SH   DFND   545,520 0 0
BARNES & NOBLE ED INC COM 06777U101 621 61,196 SH   DFND   61,196 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 31,772 448,500 SH   DFND   448,500 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 8,474 253,019 SH   DFND   253,019 0 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 899 64,340 SH   DFND   64,340 0 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 3,033 393,876 SH   DFND   393,876 0 0
BLACKSTONE GSO LNG SHRT CR I COM SHS BN INT 09257D102 428 29,637 SH   DFND   29,637 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 649 37,202 SH   DFND   37,202 0 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 573 116,799 SH   DFND   116,799 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 523 1,867,842 SH   DFND   1,867,842 0 0
BROOKFIELD GLOBL LISTED INFR COM SHS 11273Q109 648 49,250 SH   DFND   49,250 0 0
BROOKFIELD HIGH INCOME FD IN COM 11272P102 73 10,081 SH   DFND   10,081 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 470 6,687 SH   DFND   6,687 0 0
C1 FINL INC COM 12591N109 1,772 75,940 SH   DFND   75,940 0 0
CABLE ONE INC COM 12685J105 18,455 36,086 SH   DFND   36,086 0 0
CALAMOS GBL DYN INCOME FUND COM 12811L107 274 38,983 SH   DFND   38,983 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 3,997 327,650 SH   DFND   327,650 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/13/202 14055M114 613 1,750,000 SH   DFND   1,750,000 0 0
CARE CAP PPTYS INC COM 141624106 15,304 583,891 SH   DFND   583,891 0 0
CARMIKE CINEMAS INC COM 143436400 28,918 960,090 SH   DFND   960,090 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 2,359 2,000,000 PRN   DFND   2,000,000 0 0
CASH AMER INTL INC COM 14754D100 11,941 280,168 SH   DFND   280,168 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 2,330 283,142 SH   DFND   283,142 0 0
CDK GLOBAL INC COM 12508E101 17,534 315,988 SH   DFND   315,988 0 0
CELATOR PHARMACEUTICALS INC COM 15089R102 33,542 1,111,391 SH   DFND   1,111,391 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 40,734 39,500,000 PRN   DFND   39,500,000 0 0
CENTRAL SECS CORP COM 155123102 1,133 57,681 SH   DFND   57,681 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 2,539 2,725,000 PRN   DFND   2,725,000 0 0
CF CORP UNIT 99/99/9999 G20307123 14,880 1,500,000 SH   DFND   1,500,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,408 6,156 SH   DFND   6,156 0 0
CHEMOURS CO COM 163851108 14,687 1,782,454 SH   DFND   1,782,454 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 36,067 63,275,000 PRN   DFND   63,275,000 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 542 18,085 SH   DFND   18,085 0 0
CHICOPEE BANCORP INC COM 168565109 556 30,432 SH   DFND   30,432 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 10,043 8,010,000 PRN   DFND   8,010,000 0 0
CIGNA CORPORATION COM 125509109 144,840 1,131,649 SH   DFND   1,131,649 0 0
CITRIX SYS INC COM 177376100 3,588 44,800 SH   DFND   44,800 0 0
CLOUGH GLOBAL EQUITY FD COM 18914C100 206 19,275 SH   DFND   19,275 0 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 420 45,033 SH   DFND   45,033 0 0
COHEN & STEERS QUALITY RLTY COM 19247L106 1,580 115,147 SH   DFND   115,147 0 0
COHEN & STEERS REIT & PFD IN COM 19247X100 1,195 58,201 SH   DFND   58,201 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 17,502 18,375,000 PRN   DFND   18,375,000 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 80,529 3,159,230 SH   DFND   3,159,230 0 0
COMMUNICATIONS SALES&LEAS IN COM 20341J104 15,741 544,685 SH   DFND   544,685 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 45 10,026,149 SH   DFND   10,026,149 0 0
COMMUNITYONE BANCORP COM 20416Q108 2,553 201,952 SH   DFND   201,952 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,250 5,000,000 PRN   DFND   5,000,000 0 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 284 16,400 SH   DFND   16,400 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 10,782 4,725,000 PRN   DFND   4,725,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1,497 1,500,000 PRN   DFND   1,500,000 0 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 2,768 3,050,000 PRN   DFND   3,050,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 456 22,636 SH   DFND   22,636 0 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 119,388 985,825 SH   DFND   985,825 0 0
CVENT INC COM 23247G109 51,877 1,452,324 SH   DFND   1,452,324 0 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 609 17,646 SH   DFND   17,646 0 0
DEL TACO RESTAURANTS INC *W EXP 06/30/202 245496112 1,124 579,250 SH   DFND   579,250 0 0
DELAWARE ENHANCED GBL DIV & COM 246060107 518 53,769 SH   DFND   53,769 0 0
DEMANDWARE INC COM 24802Y105 65,800 878,499 SH   DFND   878,499 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 1,909 2,000,000 PRN   DFND   2,000,000 0 0
DIAMOND RESORTS INTL INC COM 25272T104 32,328 1,079,036 SH   DFND   1,079,036 0 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 146,274 2,394,200 SH   DFND   2,394,200 0 0
DOW CHEM CO COM 260543103 15,322 308,227 SH   DFND   308,227 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 57,917 1,417,112 SH   DFND   1,417,112 0 0
DT ASIA INVTS LTD RIGHT 03/30/2016 G2615J112 83 225,112 SH   DFND   225,112 0 0
DT ASIA INVTS LTD SHS G2615J104 1,956 209,241 SH   DFND   209,241 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 94,125 1,452,546 SH   DFND   1,452,546 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 26,963 250,000 SH   DFND   250,000 0 0
E M C CORP MASS COM 268648102 81,446 2,997,638 SH   DFND   2,997,638 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 583 925,000 SH   DFND   925,000 0 0
EATON VANCE SH TM DR DIVR IN COM 27828V104 355 26,296 SH   DFND   26,296 0 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 462 76,817 SH   DFND   76,817 0 0
EBAY INC COM 278642103 14,523 620,380 SH   DFND   620,380 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 1,424 1,500,000 PRN   DFND   1,500,000 0 0
ELECTRO RENT CORP COM 285218103 4,276 277,490 SH   DFND   277,490 0 0
ELIZABETH ARDEN INC COM 28660G106 5,603 407,192 SH   DFND   407,192 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 19,185 16,875,000 PRN   DFND   16,875,000 0 0
EMPIRE DIST ELEC CO COM 291641108 58,211 1,713,586 SH   DFND   1,713,586 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 568 42,053 SH   DFND   42,053 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 452 19,465 SH   DFND   19,465 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 20,440 396,972 SH   DFND   396,972 0 0
ENERGY FUELS INC COM NEW 292671708 40 17,980 SH   DFND   17,980 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 632 16,605 SH   DFND   16,605 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 2,168 3,000,000 PRN   DFND   3,000,000 0 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 482 29,009 SH   DFND   29,009 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 809 27,660 SH   DFND   27,660 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 21,151 833,718 SH   DFND   833,718 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 37,890 32,894,000 PRN   DFND   32,894,000 0 0
EXAMWORKS GROUP INC COM 30066A105 31,276 897,441 SH   DFND   897,441 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 13,902 9,350,000 PRN   DFND   9,350,000 0 0
EXELON CORP UNIT 99/99/9999 30161N127 26,088 527,025 SH   DFND   527,025 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 2,056 2,450,000 PRN   DFND   2,450,000 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 42,207 2,126,309 SH   DFND   2,126,309 0 0
FEI CO COM 30241L109 60,088 562,197 SH   DFND   562,197 0 0
FERRARI N V COM N3167Y103 16,637 406,472 SH   DFND   406,472 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 131,483 2,186,825 SH   DFND   2,186,825 0 0
FIDELITY & GTY LIFE COM 315785105 9,603 414,291 SH   DFND   414,291 0 0
FINTECH ACQUISITION CORP *W EXP 02/19/202 31809H118 648 810,000 SH   DFND   810,000 0 0
FINTECH ACQUISITION CORP COM 31809H100 7,459 755,000 SH   DFND   755,000 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 120,927 12,415,508 SH   DFND   12,415,508 0 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 773 67,597 SH   DFND   67,597 0 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 1,500 101,114 SH   DFND   101,114 0 0
FIRST TR STRATEGIC HIGH INC COM SHS NEW 337353304 163 13,642 SH   DFND   13,642 0 0
FIRSTMERIT CORP COM 337915102 130,344 6,430,387 SH   DFND   6,430,387 0 0
FORMFACTOR INC COM 346375108 136 15,168 SH   DFND   15,168 0 0
FOX CHASE BANCORP INC NEW COM 35137T108 2,796 137,454 SH   DFND   137,454 0 0
FRANKLIN LTD DURATION INC TR COM 35472T101 500 43,066 SH   DFND   43,066 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 37,419 394,400 SH   DFND   394,400 0 0
GABELLI HLTHCARE & WELLNESS SHS 36246K103 385 36,039 SH   DFND   36,039 0 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 415 450,000 PRN   DFND   450,000 0 0
GANNETT CO INC COM 36473H104 13,685 990,974 SH   DFND   990,974 0 0
GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 237 2,785,000 SH   DFND   2,785,000 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 9,397 360,864 SH   DFND   360,864 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 16,758 8,250,000 PRN   DFND   8,250,000 0 0
GENERAL AMERN INVS INC COM 368802104 1,121 36,364 SH   DFND   36,364 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 5,683 9,852,000 PRN   DFND   9,852,000 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 496 12,925 SH   DFND   12,925 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 224 1,068,000 SH   DFND   1,068,000 0 0
GORES HLDGS INC *W EXP 08/13/202 382866119 844 3,375,000 SH   DFND   3,375,000 0 0
GREAT WESTN BANCORP INC COM 391416104 628 19,927 SH   DFND   19,927 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 1,121 1,000,000 PRN   DFND   1,000,000 0 0
HALYARD HEALTH INC COM 40650V100 16,576 509,716 SH   DFND   509,716 0 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 326 1,631,880 SH   DFND   1,631,880 0 0
HATTERAS FINL CORP COM 41902R103 58,474 3,565,466 SH   DFND   3,565,466 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 92,755 2,828,745 SH   DFND   2,828,745 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 2,125 2,250,000 PRN   DFND   2,250,000 0 0
HEARTWARE INTL INC COM 422368100 44,396 768,758 SH   DFND   768,758 0 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 648 1,028,837 SH   DFND   1,028,837 0 0
HERBALIFE LTD COM USD SHS G4412G101 5,924 101,210 SH   DFND   101,210 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 59,178 59,700,000 PRN   DFND   59,700,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 18,644 1,020,470 SH   DFND   1,020,470 0 0
HIGHER ONE HLDGS INC COM 42983D104 3,432 671,714 SH   DFND   671,714 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 602 17,387 SH   DFND   17,387 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 13,765 9,150,000 PRN   DFND   9,150,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 18,134 19,900,000 PRN   DFND   19,900,000 0 0
HUMANA INC COM 444859102 150,500 836,669 SH   DFND   836,669 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1,110 800 SH   DFND   800 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 7,272 7,125,000 PRN   DFND   7,125,000 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 803 236,795 SH   DFND   236,795 0 0
HYDRA INDS ACQUISITION CORP *W EXP 10/20/202 448740118 360 2,000,000 SH   DFND   2,000,000 0 0
HYDRA INDS ACQUISITION CORP COM 448740100 5,340 539,900 SH   DFND   539,900 0 0
HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 310 2,000,000 SH   DFND   2,000,000 0 0
IHS INC CL A 451734107 14,232 123,100 SH   DFND   123,100 0 0
INCONTACT INC COM 45336E109 35,306 2,549,193 SH   DFND   2,549,193 0 0
INGEVITY CORP COM 45688C107 12,091 355,208 SH   DFND   355,208 0 0
INGRAM MICRO INC CL A 457153104 34,414 989,470 SH   DFND   989,470 0 0
INTEL CORP SDCV 12/1 458140AD2 9,361 7,225,000 PRN   DFND   7,225,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 195,221 119,951,000 PRN   DFND   119,951,000 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 313 19,706 SH   DFND   19,706 0 0
INVACARE CORP SDCV 4.125% 2/0 461203AD3 2,458 2,500,000 PRN   DFND   2,500,000 0 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 693 62,919 SH   DFND   62,919 0 0
ISTAR INC NOTE 3.000%11/1 45031UBR1 2,628 2,600,000 PRN   DFND   2,600,000 0 0
ITC HLDGS CORP COM 465685105 130,148 2,779,760 SH   DFND   2,779,760 0 0
JASON INDS INC *W EXP 06/30/201 471172114 464 1,933,070 SH   DFND   1,933,070 0 0
JENSYN ACQUISITION CORP UNIT 99/99/9999 47632B201 2,018 200,000 SH   DFND   200,000 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 2,648 20,000 SH   DFND   20,000 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 18,687 642,392 SH   DFND   642,392 0 0
KINDER MORGAN INC DEL COM 49456B101 512 27,367 SH   DFND   27,367 0 0
KLA-TENCOR CORP COM 482480100 183,677 2,507,530 SH   DFND   2,507,530 0 0
KLR ENERGY ACQUISITION CORP UNIT 12/31/2020 49877M207 5,050 500,000 SH   DFND   500,000 0 0
KLX INC COM 482539103 19,038 614,130 SH   DFND   614,130 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 14,187 676,839 SH   DFND   676,839 0 0
LAKE SUNAPEE BK GROUP COM 510866106 567 33,111 SH   DFND   33,111 0 0
LANDCADIA HLDGS INC UNIT 12/31/2021T 51476W206 5,015 500,000 SH   DFND   500,000 0 0
LAPORTE BANCORP INC MD COM 516651106 634 38,851 SH   DFND   38,851 0 0
LAZARD GLB TTL RET&INCM FD I COM 52106W103 170 12,992 SH   DFND   12,992 0 0
LDR HLDG CORP COM 50185U105 17,048 461,387 SH   DFND   461,387 0 0
LEXMARK INTL INC CL A 529771107 38,092 1,009,052 SH   DFND   1,009,052 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 2,380 474,160 SH   DFND   474,160 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 8,504 143,159 SH   DFND   143,159 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 15,373 702,611 SH   DFND   702,611 0 0
LINKEDIN CORP COM CL A 53578A108 80,540 425,574 SH   DFND   425,574 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 55,659 56,115,000 PRN   DFND   56,115,000 0 0
LMP CAP & INCOME FD INC COM 50208A102 524 39,917 SH   DFND   39,917 0 0
LUMENTUM HLDGS INC COM 55024U109 10,366 428,352 SH   DFND   428,352 0 0
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 657 30,696 SH   DFND   30,696 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 681 8,957 SH   DFND   8,957 0 0
MANITOWOC FOODSERVICE INC COM 563568104 650 36,879 SH   DFND   36,879 0 0
MANITOWOC INC COM 563571108 930 170,694 SH   DFND   170,694 0 0
MARKETO INC COM 57063L107 34,237 983,245 SH   DFND   983,245 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 434 18,768 SH   DFND   18,768 0 0
MEDIA GEN INC NEW COM 58441K100 53,367 3,104,515 SH   DFND   3,104,515 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 47,887 40,475,000 PRN   DFND   40,475,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 6,179 5,675,000 PRN   DFND   5,675,000 0 0
MEDIVATION INC COM 58501N101 17,715 293,778 SH   DFND   293,778 0 0
MEMORIAL RESOURCE DEV CORP COM 58605Q109 33,483 2,108,526 SH   DFND   2,108,526 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 17,313 15,775,000 PRN   DFND   15,775,000 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 23,994 21,281,000 PRN   DFND   21,281,000 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 90,733 81,375,000 PRN   DFND   81,375,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 184,781 87,600,000 PRN   DFND   87,600,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 33,291 22,930,000 PRN   DFND   22,930,000 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 45,037 29,975,000 PRN   DFND   29,975,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 24,070 15,700,000 PRN   DFND   15,700,000 0 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 641 900,000 PRN   DFND   900,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 90,078 66,325,000 PRN   DFND   66,325,000 0 0
MONSANTO CO NEW COM 61166W101 24,258 234,585 SH   DFND   234,585 0 0
MONSTER WORLDWIDE INC NOTE 3.500%10/1 611742AB3 2,015 2,325,000 PRN   DFND   2,325,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 774 23,015 SH   DFND   23,015 0 0
MSG NETWORK INC CL A 553573106 15,560 1,014,368 SH   DFND   1,014,368 0 0
NATIONAL INTERSTATE CORP COM 63654U100 1,893 62,591 SH   DFND   62,591 0 0
NEUBERGER BERMAN HGH YLD FD COM 64128C106 336 30,720 SH   DFND   30,720 0 0
NEWS CORP NEW CL A 65249B109 3,008 265,042 SH   DFND   265,042 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 1,343 1,947,000 SH   DFND   1,947,000 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 14,203 1,391,041 SH   DFND   1,391,041 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 14,868 1,300,747 SH   DFND   1,300,747 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 585 11,739 SH   DFND   11,739 0 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 1,616 200,028 SH   DFND   200,028 0 0
NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 373 31,873 SH   DFND   31,873 0 0
NUVEEN MD PREM INCOME MUN FD COM 67061Q107 510 35,892 SH   DFND   35,892 0 0
NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y102 493 32,053 SH   DFND   32,053 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 467,000 200,000,000 PRN   DFND   200,000,000 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 27,849 26,714,000 PRN   DFND   26,714,000 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 683 17,057 SH   DFND   17,057 0 0
ORIGO ACQUISITION CORP RIGHT 12/12/2016 G67789134 46 350,000 SH   DFND   350,000 0 0
ORIGO ACQUISITION CORP SHS G67789126 3,577 350,000 SH   DFND   350,000 0 0
PACIFIC SPL ACQUISITION CORP RIGHT 03/15/2017 G68588113 87 415,000 SH   DFND   415,000 0 0
PACIFIC SPL ACQUISITION CORP SHS G68588105 4,187 415,000 SH   DFND   415,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 97,296 76,050,000 PRN   DFND   76,050,000 0 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 113 46,772 SH   DFND   46,772 0 0
PARKWAY PPTYS INC COM 70159Q104 17,794 1,063,606 SH   DFND   1,063,606 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 21,169 22,225,000 PRN   DFND   22,225,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 461 8,245 SH   DFND   8,245 0 0
PIEDMONT NAT GAS INC COM 720186105 73,393 1,220,783 SH   DFND   1,220,783 0 0
PJT PARTNERS INC COM CL A 69343T107 618 26,861 SH   DFND   26,861 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 486 17,670 SH   DFND   17,670 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 83,030 59,600,000 PRN   DFND   59,600,000 0 0
PRIVATEBANCORP INC COM 742962103 36,783 835,410 SH   DFND   835,410 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 21,746 22,875,000 PRN   DFND   22,875,000 0 0
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 249 32,506 SH   DFND   32,506 0 0
QLIK TECHNOLOGIES INC COM 74733T105 80,423 2,718,822 SH   DFND   2,718,822 0 0
QLOGIC CORP COM 747277101 29,870 2,026,431 SH   DFND   2,026,431 0 0
QUANTUM CORP NOTE 4.500%11/1 747906AJ4 1,218 1,650,000 PRN   DFND   1,650,000 0 0
QUESTAR CORP COM 748356102 92,938 3,663,285 SH   DFND   3,663,285 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 931 1,000,000 PRN   DFND   1,000,000 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 560 3,500,000 SH   DFND   3,500,000 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 56,435 863,974 SH   DFND   863,974 0 0
QUORUM HEALTH CORP COM 74909E106 1,591 148,519 SH   DFND   148,519 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 4,160 3,575,000 PRN   DFND   3,575,000 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 612 675,000 PRN   DFND   675,000 0 0
RESOURCE AMERICA INC CL A 761195205 1,364 140,353 SH   DFND   140,353 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 267 275,000 PRN   DFND   275,000 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 1,471 1,500,000 PRN   DFND   1,500,000 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 508 24,868 SH   DFND   24,868 0 0
RITE AID CORP COM 767754104 147,059 19,634,002 SH   DFND   19,634,002 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 1,084 50,980 SH   DFND   50,980 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 47,791 1,496,261 SH   DFND   1,496,261 0 0
ROSE ROCK MIDSTREAM L P COM U REP LTD 777149105 517 19,584 SH   DFND   19,584 0 0
ROUSE PPTYS INC COM 779287101 2,771 151,860 SH   DFND   151,860 0 0
ROYCE MICRO-CAP TR INC COM 780915104 238 32,429 SH   DFND   32,429 0 0
ROYCE VALUE TR INC COM 780910105 918 78,024 SH   DFND   78,024 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 9,008 7,000,000 PRN   DFND   7,000,000 0 0
SCIQUEST INC NEW COM 80908T101 2,352 133,172 SH   DFND   133,172 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 9,064 9,225,000 PRN   DFND   9,225,000 0 0
SEQUENOM INC NOTE 5.000% 1/0 817337AC2 5,528 9,450,000 PRN   DFND   9,450,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 325 9,609 SH   DFND   9,609 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 44,573 42,075,000 PRN   DFND   42,075,000 0 0
SHIRE PLC SPONSORED ADR 82481R106 495 2,689 SH   DFND   2,689 0 0
SILVER RUN ACQUISITION CORP *W EXP 02/23/202 82811P119 83 72,500 SH   DFND   72,500 0 0
SILVER RUN ACQUISITION CORP CL A 82811P101 2,079 217,500 SH   DFND   217,500 0 0
SILVER STD RES INC COM 82823L106 680 52,629 SH   DFND   52,629 0 0
SKULLCANDY INC COM 83083J104 754 122,831 SH   DFND   122,831 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 28,528 940,150 SH   DFND   940,150 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 491 10,414 SH   DFND   10,414 0 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 1,346 1,450,000 PRN   DFND   1,450,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 35,364 32,725,000 PRN   DFND   32,725,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 10,108 9,025,000 PRN   DFND   9,025,000 0 0
SPROTT FOCUS TR INC COM 85208J109 344 53,638 SH   DFND   53,638 0 0
SPX CORP COM 784635104 642 43,234 SH   DFND   43,234 0 0
ST JUDE MED INC COM 790849103 133,441 1,710,778 SH   DFND   1,710,778 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 26,870 24,880,000 PRN   DFND   24,880,000 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 141,097 1,908,006 SH   DFND   1,908,006 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 11,144 11,000,000 PRN   DFND   11,000,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 15,449 14,600,000 PRN   DFND   14,600,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 24,994 23,875,000 PRN   DFND   23,875,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 4.500%10/1 85571WAD1 2,044 1,850,000 PRN   DFND   1,850,000 0 0
STARZ COM SER A 85571Q102 14,261 476,640 SH   DFND   476,640 0 0
SUFFOLK BANCORP COM 864739107 4,959 158,385 SH   DFND   158,385 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 597 26,128 SH   DFND   26,128 0 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 517 17,976 SH   DFND   17,976 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 13,791 14,450,000 PRN   DFND   14,450,000 0 0
SWISS HELVETIA FD INC COM 870875101 340 32,878 SH   DFND   32,878 0 0
SYMMETRY SURGICAL INC COM 87159G100 622 47,366 SH   DFND   47,366 0 0
T MOBILE US INC CONV PFD SER A 872590203 179,612 2,443,375 SH   DFND   2,443,375 0 0
TALEN ENERGY CORP COM 87422J105 31,035 2,290,411 SH   DFND   2,290,411 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 518 11,260 SH   DFND   11,260 0 0
TALMER BANCORP INC COM 87482X101 36,791 1,919,186 SH   DFND   1,919,186 0 0
TARGA RES CORP COM 87612G101 911 21,613 SH   DFND   21,613 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 565 9,875 SH   DFND   9,875 0 0
TECO ENERGY INC COM 872375100 74,455 2,693,753 SH   DFND   2,693,753 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 229 20,319 SH   DFND   20,319 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 504 79,197 SH   DFND   79,197 0 0
TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 228 1,428,000 SH   DFND   1,428,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 88,427 52,150,000 PRN   DFND   52,150,000 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 458 9,250 SH   DFND   9,250 0 0
TIME INC NEW COM 887228104 11,852 720,054 SH   DFND   720,054 0 0
TIVO INC COM 888706108 50,061 5,056,700 SH   DFND   5,056,700 0 0
TIVO INC NOTE 2.000%10/0 888706AF5 12,168 12,400,000 PRN   DFND   12,400,000 0 0
TOPBUILD CORP COM 89055F103 19,990 552,208 SH   DFND   552,208 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 827 20,121 SH   DFND   20,121 0 0
TRI CONTL CORP COM 895436103 707 34,438 SH   DFND   34,438 0 0
TRONC INC COM 89703P107 1,649 119,509 SH   DFND   119,509 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 22,416 22,500,000 PRN   DFND   22,500,000 0 0
TUMI HLDGS INC COM 89969Q104 30,831 1,152,975 SH   DFND   1,152,975 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 18,593 687,373 SH   DFND   687,373 0 0
TYCO INTL PLC SHS G91442106 169,127 3,970,111 SH   DFND   3,970,111 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 186,341 2,510,325 SH   DFND   2,510,325 0 0
UNITED ONLINE INC COM NEW 911268209 576 52,321 SH   DFND   52,321 0 0
URBAN EDGE PPTYS COM 91704F104 15,480 518,411 SH   DFND   518,411 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 480 10,221 SH   DFND   10,221 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 8 116,185 SH   DFND   116,185 0 0
VALSPAR CORP COM 920355104 109,957 1,017,839 SH   DFND   1,017,839 0 0
VANGUARD NAT RES LLC COM UNIT 92205F106 76 54,023 SH   DFND   54,023 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 16,075 11,050,000 PRN   DFND   11,050,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 9,439 8,475,000 PRN   DFND   8,475,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 344,993 136,800,000 PRN   DFND   136,800,000 0 0
VIRGIN AMER INC COM VTG 92765X208 27,992 497,997 SH   DFND   497,997 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 503 29,776 SH   DFND   29,776 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 56,015 51,419,000 PRN   DFND   51,419,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 32,974 25,875,000 PRN   DFND   25,875,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 29,443 26,675,000 PRN   DFND   26,675,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 98,819 54,129,000 PRN   DFND   54,129,000 0 0
WELLS FARGO GLOBAL DIVIDEND WF GLOBAL OPPTY 94987C103 184 30,882 SH   DFND   30,882 0 0
WELLS FARGO MULTI SECTOR INC WF MLT SECTR INC 94987D101 616 48,671 SH   DFND   48,671 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 101,087 1,484,525 SH   DFND   1,484,525 0 0
WESTAR ENERGY INC COM 95709T100 91,466 1,630,696 SH   DFND   1,630,696 0 0
WESTERN ASSET GLB HI INCOME COM 95766B109 261 26,896 SH   DFND   26,896 0 0
WESTERN ASSET GLB PTNRS INCO COM 95766G108 414 48,287 SH   DFND   48,287 0 0
WESTERN ASSET WORLDWIDE INCO COM 957668106 599 54,506 SH   DFND   54,506 0 0
WESTERN DIGITAL CORP COM 958102105 4,753 100,576 SH   DFND   100,576 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 521 10,341 SH   DFND   10,341 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 46,298 920,800 SH   DFND   920,800 0 0
WHITING PETE CORP NEW DBCV 1.250% 4/0 966387AU6 26,925 30,000,000 PRN   DFND   30,000,000 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 656 18,936 SH   DFND   18,936 0 0
WILSHIRE BANCORP INC COM 97186T108 2,497 239,657 SH   DFND   239,657 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 23,777 21,325,000 PRN   DFND   21,325,000 0 0
WPX ENERGY INC PFD SER A CV 98212B202 22,184 474,725 SH   DFND   474,725 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 21,407 23,300,000 PRN   DFND   23,300,000 0 0
XENOPORT INC COM 98411C100 1,717 243,917 SH   DFND   243,917 0 0
XURA INC COM 98420V107 8,864 362,839 SH   DFND   362,839 0 0
YAHOO INC COM 984332106 163,314 4,348,079 SH   DFND   4,348,079 0 0
YOUR CMNTY BANKSHARES INC COM 98779U106 1,097 29,529 SH   DFND   29,529 0 0