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
ACCURAY INC DEBT 3.500% 2/0 004397AF2 1,921 1,475,000 PRN   DFND   1,475,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 22,116 26,950,000 PRN   DFND   26,950,000 0 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 540 41,052 SH   DFND   41,052 0 0
ADVENT CLAY CONV SEC INC FD COM 007639107 471 81,875 SH   DFND   81,875 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 6,250 6,250,000 PRN   DFND   6,250,000 0 0
AEP INDS INC COM 001031103 18,763 171,558 SH   DFND   171,558 0 0
AGRIUM INC COM 008916108 19,197 211,676 SH   DFND   211,676 0 0
AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 421 540,000 SH   DFND   540,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 1,893 1,600,000 PRN   DFND   1,600,000 0 0
ALERE INC COM 01449J105 86,424 1,998,698 SH   DFND   1,998,698 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 44,628 31,525,000 PRN   DFND   31,525,000 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 175,471 214,250 SH   DFND   214,250 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 30,374 29,525,000 PRN   DFND   29,525,000 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 5,208 5,450,000 PRN   DFND   5,450,000 0 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 548 62,961 SH   DFND   62,961 0 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 1,895 341,438 SH   DFND   341,438 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 2,538 2,250,000 PRN   DFND   2,250,000 0 0
AMERICAN CAP LTD COM 02503Y103 24,337 1,439,225 SH   DFND   1,439,225 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 3,995 4,000,000 PRN   DFND   4,000,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 3,965 3,875,000 PRN   DFND   3,875,000 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 501 10,964 SH   DFND   10,964 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 1,446 11,400 SH   DFND   11,400 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 2,988 3,425,000 PRN   DFND   3,425,000 0 0
AMYRIS INC DBCV 9.500% 4/1 03236MAD3 6,228 12,049,000 PRN   DFND   12,049,000 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 648 525,000 PRN   DFND   525,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 85,196 1,946,450 SH   DFND   1,946,450 0 0
APIGEE CORP COM 03765N108 2,019 116,022 SH   DFND   116,022 0 0
APOLLO ED GROUP INC CL A 037604105 33,090 4,162,232 SH   DFND   4,162,232 0 0
APTEVO THERAPEUTICS INC COM 03835L108 540 211,017 SH   DFND   211,017 0 0
AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 45 750,000 SH   DFND   750,000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 956 64,371 SH   DFND   64,371 0 0
ARK RESTAURANTS CORP COM 040712101 286 12,578 SH   DFND   12,578 0 0
ARMSTRONG FLOORING INC COM 04238R106 703 37,209 SH   DFND   37,209 0 0
AROWANA INC RIGHT 01/01/2017 G05011120 103 800,000 SH   DFND   800,000 0 0
AROWANA INC SHS G05011104 8,916 875,000 SH   DFND   875,000 0 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 59 23,450 SH   DFND   23,450 0 0
ASTORIA FINL CORP COM 046265104 59,549 4,078,669 SH   DFND   4,078,669 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 586 191,430 SH   DFND   191,430 0 0
AVENUE INCOME CR STRATEGIES COM 05358E106 258 19,895 SH   DFND   19,895 0 0
AVG TECHNOLOGIES N V SHS N07831105 71,701 2,866,874 SH   DFND   2,866,874 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 494 600,000 PRN   DFND   600,000 0 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 63 545,520 SH   DFND   545,520 0 0
BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 56 545,520 SH   DFND   545,520 0 0
BARNES & NOBLE ED INC COM 06777U101 586 61,196 SH   DFND   61,196 0 0
BATS GLOBAL MKTS INC COM 05491G109 24,954 828,204 SH   DFND   828,204 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 30,969 448,500 SH   DFND   448,500 0 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 2,421 297,053 SH   DFND   297,053 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 638 37,202 SH   DFND   37,202 0 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 702 116,799 SH   DFND   116,799 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 1,065 1,867,842 SH   DFND   1,867,842 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 2,143 2,150,000 PRN   DFND   2,150,000 0 0
BROOKFIELD GLOBL LISTED INFR COM SHS 11273Q109 181 13,163 SH   DFND   13,163 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 479 6,687 SH   DFND   6,687 0 0
CABLE ONE INC COM 12685J105 23,929 40,974 SH   DFND   40,974 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/13/202 14055M114 1,181 1,750,000 SH   DFND   1,750,000 0 0
CARDCONNECT CORP *W EXP 07/29/202 14141X116 845 775,000 SH   DFND   775,000 0 0
CARDINAL FINL CORP COM 14149F109 19,640 752,783 SH   DFND   752,783 0 0
CARE CAP PPTYS INC COM 141624106 20,477 718,484 SH   DFND   718,484 0 0
CARMIKE CINEMAS INC COM 143436400 29,204 893,355 SH   DFND   893,355 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 1,405 167,296 SH   DFND   167,296 0 0
CDK GLOBAL INC COM 12508E101 11,916 207,733 SH   DFND   207,733 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 44,536 39,500,000 PRN   DFND   39,500,000 0 0
CENTRAL SECS CORP COM 155123102 1,039 48,916 SH   DFND   48,916 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 2,301 2,425,000 PRN   DFND   2,425,000 0 0
CEPHEID COM 15670R107 134,142 2,545,865 SH   DFND   2,545,865 0 0
CF CORP SHS CL A G20307107 14,685 1,500,000 SH   DFND   1,500,000 0 0
CHEMOURS CO COM 163851108 31,868 1,991,742 SH   DFND   1,991,742 0 0
CHEMTURA CORP COM NEW 163893209 55,777 1,700,000 SH   DFND   1,700,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 13,475 21,075,000 PRN   DFND   21,075,000 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 529 18,085 SH   DFND   18,085 0 0
CHICOPEE BANCORP INC COM 168565109 649 35,108 SH   DFND   35,108 0 0
CIGNA CORPORATION COM 125509109 154,382 1,184,641 SH   DFND   1,184,641 0 0
CITRIX SYS INC COM 177376100 4,022 47,200 SH   DFND   47,200 0 0
CLOUGH GLOBAL DIVND AND INC COM 18913Y103 217 17,902 SH   DFND   17,902 0 0
CLOUGH GLOBAL EQUITY FD COM 18914C100 220 19,335 SH   DFND   19,335 0 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 577 59,632 SH   DFND   59,632 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 18,053 18,375,000 PRN   DFND   18,375,000 0 0
COMMUNICATIONS SALES&LEAS IN COM 20341J104 18,633 593,214 SH   DFND   593,214 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 90 10,026,149 SH   DFND   10,026,149 0 0
COMMUNITYONE BANCORP COM 20416Q108 2,795 201,952 SH   DFND   201,952 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,150 5,000,000 PRN   DFND   5,000,000 0 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 297 16,400 SH   DFND   16,400 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 13,047 4,725,000 PRN   DFND   4,725,000 0 0
CONYERS PK ACQUISITION UNIT 99/99/99991 212894208 269 25,000 SH   DFND   25,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1,519 1,500,000 PRN   DFND   1,500,000 0 0
COUSINS PPTYS INC COM 222795106 1,449 138,819 SH   DFND   138,819 0 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 2,976 3,050,000 PRN   DFND   3,050,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 481 22,636 SH   DFND   22,636 0 0
CST BRANDS INC COM 12646R105 143,975 2,993,864 SH   DFND   2,993,864 0 0
CVENT INC COM 23247G109 58,715 1,851,619 SH   DFND   1,851,619 0 0
CYNAPSUS THERAPEUTICS INC COM PAR NO PAR 23257Y859 5,369 133,503 SH   DFND   133,503 0 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 623 17,646 SH   DFND   17,646 0 0
DELAWARE ENHANCED GBL DIV & COM 246060107 310 30,618 SH   DFND   30,618 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 17,241 360,693 SH   DFND   360,693 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 1,798 2,000,000 PRN   DFND   2,000,000 0 0
DISH NETWORK CORP CL A 25470M109 235 4,289 SH   DFND   4,289 0 0
DOMINION RES INC VA NEW UNIT 08/15/2019 25746U836 15,439 305,425 SH   DFND   305,425 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 10,012 200,000 SH   DFND   200,000 0 0
DOW CHEM CO COM 260543103 170,581 3,291,160 SH   DFND   3,291,160 0 0
DTS INC COM 23335C101 3,527 82,900 SH   DFND   82,900 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 48,837 44,600,000 PRN   DFND   44,600,000 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 31,093 374,750 SH   DFND   374,750 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 555 925,000 SH   DFND   925,000 0 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 213 33,149 SH   DFND   33,149 0 0
EBAY INC COM 278642103 26,606 808,691 SH   DFND   808,691 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 29,659 24,150,000 PRN   DFND   24,150,000 0 0
EMPIRE DIST ELEC CO COM 291641108 65,219 1,910,333 SH   DFND   1,910,333 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 641 42,053 SH   DFND   42,053 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 495 19,465 SH   DFND   19,465 0 0
ENDOCHOICE HLDGS INC COM 29272U103 5,475 686,049 SH   DFND   686,049 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 22,945 459,264 SH   DFND   459,264 0 0
ENERGY FUELS INC COM NEW 292671708 29 17,980 SH   DFND   17,980 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 614 16,605 SH   DFND   16,605 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 2,134 3,000,000 PRN   DFND   3,000,000 0 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 514 29,009 SH   DFND   29,009 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 764 27,660 SH   DFND   27,660 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 120,358 5,404,496 SH   DFND   5,404,496 0 0
EPIQ SYS INC COM 26882D109 8,376 507,969 SH   DFND   507,969 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 41,570 32,894,000 PRN   DFND   32,894,000 0 0
EVERBANK FINL CORP COM 29977G102 60,069 3,102,727 SH   DFND   3,102,727 0 0
EXELON CORP UNIT 99/99/9999 30161N127 53,233 1,127,825 SH   DFND   1,127,825 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 7,915 8,000,000 PRN   DFND   8,000,000 0 0
FERRARI N V COM N3167Y103 24,117 464,959 SH   DFND   464,959 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 140,640 2,186,825 SH   DFND   2,186,825 0 0
FIDELITY & GTY LIFE COM 315785105 9,607 414,291 SH   DFND   414,291 0 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 546 46,319 SH   DFND   46,319 0 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 778 49,917 SH   DFND   49,917 0 0
FLEETMATICS GROUP PLC COM G35569105 53,126 885,724 SH   DFND   885,724 0 0
FMC TECHNOLOGIES INC COM 30249U101 39,286 1,324,091 SH   DFND   1,324,091 0 0
FORTIVE CORP COM 34959J108 21,947 431,180 SH   DFND   431,180 0 0
FRANKLIN LTD DURATION INC TR COM 35472T101 195 16,100 SH   DFND   16,100 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 40,574 483,025 SH   DFND   483,025 0 0
G & K SVCS INC CL A 361268105 82,348 862,378 SH   DFND   862,378 0 0
GABELLI HLTHCARE & WELLNESS SHS 36246K103 192 18,462 SH   DFND   18,462 0 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 430 450,000 PRN   DFND   450,000 0 0
GANNETT CO INC COM 36473H104 9,380 805,882 SH   DFND   805,882 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 14,204 501,564 SH   DFND   501,564 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 16,118 8,250,000 PRN   DFND   8,250,000 0 0
GENERAL AMERN INVS INC COM 368802104 1,187 36,364 SH   DFND   36,364 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 6,632 9,852,000 PRN   DFND   9,852,000 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 491 12,925 SH   DFND   12,925 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 288 1,068,000 SH   DFND   1,068,000 0 0
GORES HLDGS INC *W EXP 08/13/202 382866119 498 414,965 SH   DFND   414,965 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 1,390 1,000,000 PRN   DFND   1,000,000 0 0
HALYARD HEALTH INC COM 40650V100 13,938 402,121 SH   DFND   402,121 0 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 446 1,631,880 SH   DFND   1,631,880 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 25,788 863,928 SH   DFND   863,928 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 3,275 2,250,000 PRN   DFND   2,250,000 0 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 412 1,028,837 SH   DFND   1,028,837 0 0
HERBALIFE LTD COM USD SHS G4412G101 8,400 135,505 SH   DFND   135,505 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 59,178 59,700,000 PRN   DFND   59,700,000 0 0
HERC HLDGS INC COM 42704L104 1,303 38,661 SH   DFND   38,661 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 28,360 1,246,576 SH   DFND   1,246,576 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 590 17,387 SH   DFND   17,387 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 19,340 19,900,000 PRN   DFND   19,900,000 0 0
HUMANA INC COM 444859102 150,656 851,693 SH   DFND   851,693 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1,148 800 SH   DFND   800 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 19,035 18,800,000 PRN   DFND   18,800,000 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 942 236,795 SH   DFND   236,795 0 0
HYDRA INDS ACQUISITION CORP *W EXP 10/20/202 448740118 700 1,640,000 SH   DFND   1,640,000 0 0
HYDRA INDS ACQUISITION CORP COM 448740100 5,377 539,900 SH   DFND   539,900 0 0
HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 900 2,000,000 SH   DFND   2,000,000 0 0
INCONTACT INC COM 45336E109 40,761 2,915,688 SH   DFND   2,915,688 0 0
INFOBLOX INC COM 45672H104 30,165 1,143,902 SH   DFND   1,143,902 0 0
INGEVITY CORP COM 45688C107 19,270 418,013 SH   DFND   418,013 0 0
INGRAM MICRO INC CL A 457153104 28,136 789,021 SH   DFND   789,021 0 0
INTEL CORP SDCV 12/1 458140AD2 9,993 7,225,000 PRN   DFND   7,225,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 219,586 119,951,000 PRN   DFND   119,951,000 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 49,453 822,297 SH   DFND   822,297 0 0
INTERACTIVE INTELLIGENCE GRO NOTE 1.250% 6/0 45841VAB5 4,049 3,500,000 PRN   DFND   3,500,000 0 0
INTEROIL CORP COM 460951106 3,760 73,833 SH   DFND   73,833 0 0
INTERSIL CORP CL A 46069S109 88,216 4,022,602 SH   DFND   4,022,602 0 0
INVACARE CORP SDCV 4.125% 2/0 461203AD3 2,436 2,500,000 PRN   DFND   2,500,000 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 23,198 1,041,219 SH   DFND   1,041,219 0 0
ISTAR INC NOTE 3.000%11/1 45031UBR1 2,626 2,600,000 PRN   DFND   2,600,000 0 0
ITC HLDGS CORP COM 465685105 112,739 2,425,547 SH   DFND   2,425,547 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 10,631 9,150,000 PRN   DFND   9,150,000 0 0
JASON INDS INC *W EXP 06/30/201 471172114 164 1,933,070 SH   DFND   1,933,070 0 0
JENSYN ACQUISITION CORP *W EXP 03/01/202 47632B110 14 200,000 SH   DFND   200,000 0 0
JENSYN ACQUISITION CORP COM 47632B102 2,006 200,000 SH   DFND   200,000 0 0
JENSYN ACQUISITION CORP RIGHT 99/99/9999 47632B128 40 200,000 SH   DFND   200,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 339 7,282 SH   DFND   7,282 0 0
JOY GLOBAL INC COM 481165108 40,681 1,466,500 SH   DFND   1,466,500 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 2,725 20,000 SH   DFND   20,000 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 17,364 547,926 SH   DFND   547,926 0 0
KINDER MORGAN INC DEL COM 49456B101 633 27,367 SH   DFND   27,367 0 0
KLA-TENCOR CORP COM 482480100 194,241 2,786,420 SH   DFND   2,786,420 0 0
KLR ENERGY ACQUISITION CORP *W EXP 09/16/202 49877M116 210 500,000 SH   DFND   500,000 0 0
KLR ENERGY ACQUISITION CORP CL A 49877M108 5,060 500,000 SH   DFND   500,000 0 0
KLX INC COM 482539103 23,001 653,429 SH   DFND   653,429 0 0
LAKE SUNAPEE BK GROUP COM 510866106 726 40,202 SH   DFND   40,202 0 0
LANDCADIA HLDGS INC UNIT 12/31/2021T 51476W206 5,125 500,000 SH   DFND   500,000 0 0
LEXMARK INTL INC CL A 529771107 62,331 1,559,830 SH   DFND   1,559,830 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 2,456 474,160 SH   DFND   474,160 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 8,399 119,712 SH   DFND   119,712 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,971 90,211 SH   DFND   90,211 0 0
LINEAR TECHNOLOGY CORP COM 535678106 182,536 3,078,701 SH   DFND   3,078,701 0 0
LINKEDIN CORP COM CL A 53578A108 93,347 488,421 SH   DFND   488,421 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 55,869 56,115,000 PRN   DFND   56,115,000 0 0
LMP CAP & INCOME FD INC COM 50208A102 231 16,951 SH   DFND   16,951 0 0
LUMENTUM HLDGS INC COM 55024U109 20,320 486,472 SH   DFND   486,472 0 0
M I ACQUISITIONS INC UNIT 99/99/9999 55304A203 5,010 500,000 SH   DFND   500,000 0 0
M III ACQUISITION CORP UNIT 99/99/9999T 55378T203 9,459 965,221 SH   DFND   965,221 0 0
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 536 24,589 SH   DFND   24,589 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 634 8,957 SH   DFND   8,957 0 0
MANITOWOC FOODSERVICE INC COM 563568104 598 36,879 SH   DFND   36,879 0 0
MANITOWOC INC COM 563571108 818 170,694 SH   DFND   170,694 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 376 18,768 SH   DFND   18,768 0 0
MEDIA GEN INC NEW COM 58441K100 23,007 1,248,350 SH   DFND   1,248,350 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 52,592 40,475,000 PRN   DFND   40,475,000 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 21,099 15,775,000 PRN   DFND   15,775,000 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 28,729 21,281,000 PRN   DFND   21,281,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 227,048 87,600,000 PRN   DFND   87,600,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 33,185 18,755,000 PRN   DFND   18,755,000 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 57,177 29,975,000 PRN   DFND   29,975,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 39,356 20,700,000 PRN   DFND   20,700,000 0 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 703 900,000 PRN   DFND   900,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 18,901 15,900,000 PRN   DFND   15,900,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 100,938 66,325,000 PRN   DFND   66,325,000 0 0
MONSANTO CO NEW COM 61166W101 134,217 1,313,280 SH   DFND   1,313,280 0 0
MONSTER WORLDWIDE INC COM 611742107 1,382 382,821 SH   DFND   382,821 0 0
MONSTER WORLDWIDE INC NOTE 3.500%10/1 611742AB3 5,016 5,000,000 PRN   DFND   5,000,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 779 23,015 SH   DFND   23,015 0 0
MSG NETWORK INC CL A 553573106 21,369 1,148,240 SH   DFND   1,148,240 0 0
NATIONAL INTERSTATE CORP COM 63654U100 2,036 62,591 SH   DFND   62,591 0 0
NETSUITE INC COM 64118Q107 70,842 640,004 SH   DFND   640,004 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 5,544 5,000,000 PRN   DFND   5,000,000 0 0
NEWS CORP NEW CL A 65249B109 3,705 265,042 SH   DFND   265,042 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 815 1,381,000 SH   DFND   1,381,000 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 23,879 1,846,810 SH   DFND   1,846,810 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 24,692 1,874,881 SH   DFND   1,874,881 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 285,799 102,414,000 PRN   DFND   102,414,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 582 11,739 SH   DFND   11,739 0 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 90 10,647 SH   DFND   10,647 0 0
NUVEEN MD PREM INCOME MUN FD COM 67061Q107 187 13,491 SH   DFND   13,491 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 662,155 200,000,000 PRN   DFND   200,000,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 16,997 15,000,000 PRN   DFND   15,000,000 0 0
OCEAN SHORE HLDG CO NEW COM 67501R103 1,565 69,100 SH   DFND   69,100 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 31,923 26,714,000 PRN   DFND   26,714,000 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 681 17,057 SH   DFND   17,057 0 0
ORIGO ACQUISITION CORP RIGHT 12/12/2016 G67789134 56 350,000 SH   DFND   350,000 0 0
ORIGO ACQUISITION CORP SHS G67789126 3,605 350,000 SH   DFND   350,000 0 0
PACIFIC SPL ACQUISITION CORP RIGHT 03/15/2017 G68588113 79 415,000 SH   DFND   415,000 0 0
PACIFIC SPL ACQUISITION CORP SHS G68588105 4,254 415,000 SH   DFND   415,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 116,309 76,050,000 PRN   DFND   76,050,000 0 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 96 38,472 SH   DFND   38,472 0 0
PARKWAY PPTYS INC COM 70159Q104 9,439 554,910 SH   DFND   554,910 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 5,056 5,000,000 PRN   DFND   5,000,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 21,697 22,225,000 PRN   DFND   22,225,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 401 8,245 SH   DFND   8,245 0 0
PIEDMONT NAT GAS INC COM 720186105 78,910 1,314,292 SH   DFND   1,314,292 0 0
PJT PARTNERS INC COM CL A 69343T107 732 26,861 SH   DFND   26,861 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 555 17,670 SH   DFND   17,670 0 0
POST PPTYS INC COM 737464107 72,196 1,091,724 SH   DFND   1,091,724 0 0
PRESS GANEY HLDGS INC COM 74113L102 37,652 931,976 SH   DFND   931,976 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 85,209 53,675,000 PRN   DFND   53,675,000 0 0
PRIVATEBANCORP INC COM 742962103 75,401 1,642,010 SH   DFND   1,642,010 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 18,571 18,700,000 PRN   DFND   18,700,000 0 0
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 86 10,692 SH   DFND   10,692 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 1,008 1,000,000 PRN   DFND   1,000,000 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 470 3,132,626 SH   DFND   3,132,626 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 93,526 1,153,791 SH   DFND   1,153,791 0 0
QUORUM HEALTH CORP COM 74909E106 357 56,871 SH   DFND   56,871 0 0
RACKSPACE HOSTING INC COM 750086100 103,418 3,263,415 SH   DFND   3,263,415 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 4,223 3,575,000 PRN   DFND   3,575,000 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 36,441 4,062,563 SH   DFND   4,062,563 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 622 675,000 PRN   DFND   675,000 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 271 275,000 PRN   DFND   275,000 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 1,495 1,500,000 PRN   DFND   1,500,000 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 603 24,868 SH   DFND   24,868 0 0
RITE AID CORP COM 767754104 154,668 20,112,819 SH   DFND   20,112,819 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 1,014 46,636 SH   DFND   46,636 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 52,097 1,618,911 SH   DFND   1,618,911 0 0
ROYCE MICRO-CAP TR INC COM 780915104 136 17,425 SH   DFND   17,425 0 0
ROYCE VALUE TR INC COM 780910105 420 33,140 SH   DFND   33,140 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 8,413 7,000,000 PRN   DFND   7,000,000 0 0
SABAN CAP ACQUISITION CORP UNIT 99/99/9999 78516C205 1,008 100,000 SH   DFND   100,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 20,326 20,150,000 PRN   DFND   20,150,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 308 9,609 SH   DFND   9,609 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 10,273 1,334,208 SH   DFND   1,334,208 0 0
SILVER RUN ACQUISITION CORP *W EXP 02/23/202 82811P119 751 139,166 SH   DFND   139,166 0 0
SKULLCANDY INC COM 83083J104 1,842 290,482 SH   DFND   290,482 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 14,255 446,775 SH   DFND   446,775 0 0
SPECTRA ENERGY CORP COM 847560109 148,506 3,473,825 SH   DFND   3,473,825 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 455 10,414 SH   DFND   10,414 0 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 1,300 1,450,000 PRN   DFND   1,450,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 36,202 32,725,000 PRN   DFND   32,725,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 10,260 9,025,000 PRN   DFND   9,025,000 0 0
SPROTT FOCUS TR INC COM 85208J109 263 38,154 SH   DFND   38,154 0 0
SPX CORP COM 784635104 871 43,234 SH   DFND   43,234 0 0
ST JUDE MED INC COM 790849103 166,088 2,082,346 SH   DFND   2,082,346 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 26,046 24,880,000 PRN   DFND   24,880,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 39,483 34,825,000 PRN   DFND   34,825,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 19,354 17,575,000 PRN   DFND   17,575,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 4.500%10/1 85571WAD1 1,989 1,850,000 PRN   DFND   1,850,000 0 0
STARZ COM SER A 85571Q102 14,866 476,640 SH   DFND   476,640 0 0
STELLAR ACQUISITION III INC UNIT 03/22/2022 Y8172W123 7,976 800,000 SH   DFND   800,000 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 6,608 100,000 SH   DFND   100,000 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 8,435 7,000,000 PRN   DFND   7,000,000 0 0
SUFFOLK BANCORP COM 864739107 6,947 199,804 SH   DFND   199,804 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 599 26,128 SH   DFND   26,128 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 5,017 440,516 SH   DFND   440,516 0 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 511 17,976 SH   DFND   17,976 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 13,240 14,450,000 PRN   DFND   14,450,000 0 0
SWISS HELVETIA FD INC COM 870875101 195 18,215 SH   DFND   18,215 0 0
T MOBILE US INC CONV PFD SER A 872590203 190,974 2,443,375 SH   DFND   2,443,375 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 26,933 11,400,000 PRN   DFND   11,400,000 0 0
TALEN ENERGY CORP COM 87422J105 45,281 3,269,411 SH   DFND   3,269,411 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 543 11,260 SH   DFND   11,260 0 0
TARGA RES CORP COM 87612G101 1,061 21,613 SH   DFND   21,613 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 563 9,875 SH   DFND   9,875 0 0
TECNOGLASS INC SHS G87264100 1,477 122,648 SH   DFND   122,648 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 307 20,319 SH   DFND   20,319 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 127 20,427 SH   DFND   20,427 0 0
TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 258 1,428,000 SH   DFND   1,428,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 55,155 34,125,000 PRN   DFND   34,125,000 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 448 9,250 SH   DFND   9,250 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 7,540 8,950,000 PRN   DFND   8,950,000 0 0
TIVO CORP COM 88870P106 13,644 700,434 SH   DFND   700,434 0 0
TOBIRA THERAPEUTICS INC COM 88883P101 2,981 75,000 SH   DFND   75,000 0 0
TOPBUILD CORP COM 89055F103 20,923 630,211 SH   DFND   630,211 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 830 20,121 SH   DFND   20,121 0 0
TRI CONTL CORP COM 895436103 517 24,194 SH   DFND   24,194 0 0
TRONC INC COM 89703P107 2,017 119,509 SH   DFND   119,509 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 29,869 22,500,000 PRN   DFND   22,500,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 38,904 1,606,269 SH   DFND   1,606,269 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 206,826 2,510,325 SH   DFND   2,510,325 0 0
URBAN EDGE PPTYS COM 91704F104 17,875 635,214 SH   DFND   635,214 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 447 10,221 SH   DFND   10,221 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 6 116,185 SH   DFND   116,185 0 0
VALSPAR CORP COM 920355104 169,199 1,595,163 SH   DFND   1,595,163 0 0
VANGUARD NAT RES LLC COM UNIT 92205F106 49 54,023 SH   DFND   54,023 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 16,412 11,050,000 PRN   DFND   11,050,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 14,448 12,625,000 PRN   DFND   12,625,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 314,213 136,800,000 PRN   DFND   136,800,000 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 1,543 443,365 SH   DFND   443,365 0 0
VIRGIN AMER INC COM VTG 92765X208 45,125 843,307 SH   DFND   843,307 0 0
VITAE PHARMACEUTICALS INC COM 92847N103 19,715 942,400 SH   DFND   942,400 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 2,975 125,419 SH   DFND   125,419 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 114,377 101,725,000 PRN   DFND   101,725,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 29,983 25,875,000 PRN   DFND   25,875,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 27,825 26,675,000 PRN   DFND   26,675,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 95,064 54,129,000 PRN   DFND   54,129,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 61,179 914,825 SH   DFND   914,825 0 0
WESTAR ENERGY INC COM 95709T100 140,084 2,468,433 SH   DFND   2,468,433 0 0
WESTERN ASSET WORLDWIDE INCO COM 957668106 145 12,515 SH   DFND   12,515 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 569 10,341 SH   DFND   10,341 0 0
WHITEWAVE FOODS CO COM 966244105 174,576 3,207,343 SH   DFND   3,207,343 0 0
WHITING PETE CORP NEW DBCV 1.250% 6/0 966387AU6 19,686 20,400,000 PRN   DFND   20,400,000 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 704 18,936 SH   DFND   18,936 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 14,809 13,800,000 PRN   DFND   13,800,000 0 0
YADKIN FINL CORP COM 984305102 54,948 2,090,082 SH   DFND   2,090,082 0 0
YAHOO INC COM 984332106 196,848 4,567,237 SH   DFND   4,567,237 0 0