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 1,602 1,475,000 PRN   DFND   1,475,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 20,617 26,950,000 PRN   DFND   26,950,000 0 0
ADAM NAT RES FD INC COM 00548F105 372 18,463 SH   DFND   18,463 0 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 817 64,284 SH   DFND   64,284 0 0
ADIENT PLC ORD SHS G0084W101 33,294 568,156 SH   DFND   568,156 0 0
ADVANSIX INC COM 00773T101 344 15,523 SH   DFND   15,523 0 0
ADVENT CLAY CONV SEC INC FD COM 007639107 280 47,691 SH   DFND   47,691 0 0
AEP INDS INC COM 001031103 16,588 142,877 SH   DFND   142,877 0 0
AGRIUM INC COM 008916108 96,754 962,250 SH   DFND   962,250 0 0
AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 95 540,000 SH   DFND   540,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 2,084 1,600,000 PRN   DFND   1,600,000 0 0
ALCOA CORP COM 013872106 28,102 1,000,779 SH   DFND   1,000,779 0 0
ALERE INC COM 01449J105 79,180 2,031,808 SH   DFND   2,031,808 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 42,283 31,525,000 PRN   DFND   31,525,000 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 208 16,500 SH   DFND   16,500 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 15,516 288,889 SH   DFND   288,889 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 27,754 29,525,000 PRN   DFND   29,525,000 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 5,753 5,450,000 PRN   DFND   5,450,000 0 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 494 56,318 SH   DFND   56,318 0 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 1,692 329,906 SH   DFND   329,906 0 0
ALPINE TOTAL DYNAMIC DIVID F COM SH BEN INT N 021060207 422 55,630 SH   DFND   55,630 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 3,182 2,250,000 PRN   DFND   2,250,000 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 5,227 155,321 SH   DFND   155,321 0 0
AMERICAN CAP LTD COM 02503Y103 25,791 1,439,225 SH   DFND   1,439,225 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 4,000 4,000,000 PRN   DFND   4,000,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 3,882 3,875,000 PRN   DFND   3,875,000 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 525 10,964 SH   DFND   10,964 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 2,939 3,425,000 PRN   DFND   3,425,000 0 0
AMYRIS INC COM 03236M101 11 15,000 SH   DFND   15,000 0 0
AMYRIS INC NOTE 9.500% 4/1 03236MAF8 6,131 9,626,000 PRN   DFND   9,626,000 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 605 525,000 PRN   DFND   525,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 107,987 54,129,000 PRN   DFND   54,129,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 62,421 1,320,250 SH   DFND   1,320,250 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 9,917 9,450,000 PRN   DFND   9,450,000 0 0
APOLLO ED GROUP INC CL A 037604105 40,361 4,076,868 SH   DFND   4,076,868 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 23,096 2,799,559 SH   DFND   2,799,559 0 0
APTEVO THERAPEUTICS INC COM 03835L108 388 158,936 SH   DFND   158,936 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 610 40,474 SH   DFND   40,474 0 0
ARMSTRONG FLOORING INC COM 04238R106 332 16,693 SH   DFND   16,693 0 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 108 20,065 SH   DFND   20,065 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 546 191,430 SH   DFND   191,430 0 0
AVENUE INCOME CR STRATEGIES COM 05358E106 237 17,639 SH   DFND   17,639 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 405 600,000 PRN   DFND   600,000 0 0
AVISTA HEALTHCARE PUB ACQ CO UNIT 99/99/9999 G0726L109 10,125 1,000,000 SH   DFND   1,000,000 0 0
AXAR ACQUISITION CORP *W EXP 12/31/202 05455L110 56 750,000 SH   DFND   750,000 0 0
B/E AEROSPACE INC COM 073302101 153,533 2,550,814 SH   DFND   2,550,814 0 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 70 545,520 SH   DFND   545,520 0 0
BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 136 545,520 SH   DFND   545,520 0 0
BARNES & NOBLE ED INC COM 06777U101 382 33,298 SH   DFND   33,298 0 0
BATS GLOBAL MKTS INC COM 05491G109 97,040 2,895,845 SH   DFND   2,895,845 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 30,875 448,500 SH   DFND   448,500 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 8,903 236,313 SH   DFND   236,313 0 0
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 339 29,300 SH   DFND   29,300 0 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 1,746 211,166 SH   DFND   211,166 0 0
BLUE NILE INC COM 09578R103 6,785 167,006 SH   DFND   167,006 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 646 37,202 SH   DFND   37,202 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 990 1,867,842 SH   DFND   1,867,842 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 129,349 10,356,244 SH   DFND   10,356,244 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 10,069 10,000,000 PRN   DFND   10,000,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 4,542 4,650,000 PRN   DFND   4,650,000 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 442 6,687 SH   DFND   6,687 0 0
CABELAS INC COM 126804301 115,322 1,969,639 SH   DFND   1,969,639 0 0
CABLE ONE INC COM 12685J105 25,475 40,974 SH   DFND   40,974 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/13/202 14055M114 1,523 1,750,000 SH   DFND   1,750,000 0 0
CARDINAL FINL CORP COM 14149F109 49,414 1,506,999 SH   DFND   1,506,999 0 0
CARE CAP PPTYS INC COM 141624106 17,726 709,054 SH   DFND   709,054 0 0
CASCADE BANCORP COM NEW 147154207 9,639 1,187,016 SH   DFND   1,187,016 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 766 104,915 SH   DFND   104,915 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 44,512 39,500,000 PRN   DFND   39,500,000 0 0
CENTRAL SECS CORP COM 155123102 1,036 47,528 SH   DFND   47,528 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 2,413 2,425,000 PRN   DFND   2,425,000 0 0
CF CORP SHS CL A G20307107 13,972 1,400,000 SH   DFND   1,400,000 0 0
CHEMICAL FINL CORP COM 163731102 272 5,018 SH   DFND   5,018 0 0
CHEMOURS CO COM 163851108 24,261 1,098,274 SH   DFND   1,098,274 0 0
CHEMTURA CORP COM NEW 163893209 84,936 2,558,321 SH   DFND   2,558,321 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 521 18,085 SH   DFND   18,085 0 0
CIGNA CORPORATION COM 125509109 164,730 1,234,951 SH   DFND   1,234,951 0 0
CLARCOR INC COM 179895107 29,161 353,600 SH   DFND   353,600 0 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 805 89,973 SH   DFND   89,973 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 18,421 18,375,000 PRN   DFND   18,375,000 0 0
COMMUNICATIONS SALES&LEAS IN COM 20341J104 15,074 593,214 SH   DFND   593,214 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 45 10,026,149 SH   DFND   10,026,149 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,338 5,000,000 PRN   DFND   5,000,000 0 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 386 16,400 SH   DFND   16,400 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 10,708 4,725,000 PRN   DFND   4,725,000 0 0
CONYERS PK ACQUISITION UNIT 99/99/99991 212894208 271 25,000 SH   DFND   25,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1,689 1,500,000 PRN   DFND   1,500,000 0 0
COUSINS PPTYS INC COM 222795106 2,814 330,684 SH   DFND   330,684 0 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 3,058 3,050,000 PRN   DFND   3,050,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 578 22,636 SH   DFND   22,636 0 0
CST BRANDS INC COM 12646R105 153,477 3,187,483 SH   DFND   3,187,483 0 0
DATALINK CORP COM 237934104 3,919 348,017 SH   DFND   348,017 0 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 677 17,646 SH   DFND   17,646 0 0
DELAWARE ENHANCED GBL DIV & COM 246060107 231 22,877 SH   DFND   22,877 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,873 34,065 SH   DFND   34,065 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 1,846 2,000,000 PRN   DFND   2,000,000 0 0
DOMINION RES INC VA NEW UNIT 08/15/2019 25746U836 15,531 305,425 SH   DFND   305,425 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 10,142 200,000 SH   DFND   200,000 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 349 15,186 SH   DFND   15,186 0 0
DOW CHEM CO COM 260543103 179,709 3,140,670 SH   DFND   3,140,670 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 30,551 489,750 SH   DFND   489,750 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 298 925,000 SH   DFND   925,000 0 0
EASTERN VA BANKSHARES INC COM 277196101 524 50,127 SH   DFND   50,127 0 0
EBAY INC COM 278642103 24,010 808,691 SH   DFND   808,691 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 4,531 4,600,000 PRN   DFND   4,600,000 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 38,874 30,400,000 PRN   DFND   30,400,000 0 0
EMPIRE DIST ELEC CO COM 291641108 59,732 1,752,179 SH   DFND   1,752,179 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 661 42,053 SH   DFND   42,053 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 496 19,465 SH   DFND   19,465 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 153,344 1,659,571 SH   DFND   1,659,571 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 20,488 459,264 SH   DFND   459,264 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 595 16,605 SH   DFND   16,605 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 2,400 3,000,000 PRN   DFND   3,000,000 0 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 534 29,009 SH   DFND   29,009 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 748 27,660 SH   DFND   27,660 0 0
ENVISION HEALTHCARE CORP COM 29414D100 3,674 58,049 SH   DFND   58,049 0 0
ENVISION HEALTHCARE CORP PFD CNV 5.25% A1 29414D209 1,356 11,400 SH   DFND   11,400 0 0
EQUITY ONE COM 294752100 83,641 2,725,337 SH   DFND   2,725,337 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 44,081 37,919,000 PRN   DFND   37,919,000 0 0
EVERBANK FINL CORP COM 29977G102 81,541 4,192,318 SH   DFND   4,192,318 0 0
EXELON CORP UNIT 99/99/9999 30161N127 32,993 675,800 SH   DFND   675,800 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 28,190 28,950,000 PRN   DFND   28,950,000 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 8,212 439,151 SH   DFND   439,151 0 0
FERRARI N V COM N3167Y103 26,475 455,374 SH   DFND   455,374 0 0
FIDELITY & GTY LIFE COM 315785105 9,819 414,291 SH   DFND   414,291 0 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 339 30,419 SH   DFND   30,419 0 0
FMC TECHNOLOGIES INC COM 30249U101 80,701 2,271,352 SH   DFND   2,271,352 0 0
FORTIS INC COM 349553107 1,322 42,907 SH   DFND   42,907 0 0
FORTIVE CORP COM 34959J108 22,456 418,721 SH   DFND   418,721 0 0
G & K SVCS INC CL A 361268105 77,983 808,528 SH   DFND   808,528 0 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 440 450,000 PRN   DFND   450,000 0 0
GANNETT CO INC COM 36473H104 7,825 805,882 SH   DFND   805,882 0 0
GAS NAT INC COM 367204104 2,006 159,807 SH   DFND   159,807 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 12,933 483,458 SH   DFND   483,458 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 16,402 8,250,000 PRN   DFND   8,250,000 0 0
GENERAL AMERN INVS INC COM 368802104 1,121 36,011 SH   DFND   36,011 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 7,740 9,852,000 PRN   DFND   9,852,000 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 466 12,925 SH   DFND   12,925 0 0
GENWORTH FINL INC COM CL A 37247D106 17,869 4,689,948 SH   DFND   4,689,948 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 331 1,068,000 SH   DFND   1,068,000 0 0
GREAT PLAINS ENERGY INC DEP SHS 1/20 B 391164878 59,355 1,168,125 SH   DFND   1,168,125 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 1,444 1,000,000 PRN   DFND   1,000,000 0 0
HALYARD HEALTH INC COM 40650V100 6,228 168,421 SH   DFND   168,421 0 0
HARMAN INTL INDS INC COM 413086109 126,006 1,133,558 SH   DFND   1,133,558 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 1,122 1,000,000 PRN   DFND   1,000,000 0 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 612 1,631,880 SH   DFND   1,631,880 0 0
HEADWATERS INC COM 42210P102 70,585 3,001,071 SH   DFND   3,001,071 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 2,887 2,250,000 PRN   DFND   2,250,000 0 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 875 1,028,837 SH   DFND   1,028,837 0 0
HERBALIFE LTD COM USD SHS G4412G101 11,292 234,576 SH   DFND   234,576 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 54,700 59,700,000 PRN   DFND   59,700,000 0 0
HERC HLDGS INC COM 42704L104 373 9,290 SH   DFND   9,290 0 0
HERITAGE OAKS BANCORP COM 42724R107 7,887 639,698 SH   DFND   639,698 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 28,365 1,225,794 SH   DFND   1,225,794 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 557 17,387 SH   DFND   17,387 0 0
HOLOGIC INC FRNT 12/1 436440AG6 21,799 17,750,000 PRN   DFND   17,750,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 26,512 27,725,000 PRN   DFND   27,725,000 0 0
HUMANA INC COM 444859102 166,122 814,202 SH   DFND   814,202 0 0
HUNTER MARITIME ACQUISITION UNIT 99/99/9999 Y37828103 9,643 950,000 SH   DFND   950,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 10,216 10,405,000 PRN   DFND   10,405,000 0 0
INGEVITY CORP COM 45688C107 22,577 411,531 SH   DFND   411,531 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 32,227 24,850,000 PRN   DFND   24,850,000 0 0
INSPIRED ENTMT INC *W EXP 10/20/202 45782N116 984 1,640,000 SH   DFND   1,640,000 0 0
INSPIRED ENTMT INC COM 45782N108 1,670 197,600 SH   DFND   197,600 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 45,298 43,793,000 PRN   DFND   43,793,000 0 0
INTEL CORP SDCV 12/1 458140AD2 9,776 7,225,000 PRN   DFND   7,225,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 143,320 81,201,000 PRN   DFND   81,201,000 0 0
INTELIQUENT INC COM 45825N107 15,389 671,414 SH   DFND   671,414 0 0
INTEROIL CORP COM 460951106 3,513 73,833 SH   DFND   73,833 0 0
INTERSIL CORP CL A 46069S109 101,495 4,551,363 SH   DFND   4,551,363 0 0
INTRALINKS HLDGS INC COM 46118H104 2,023 149,654 SH   DFND   149,654 0 0
INVACARE CORP SDCV 4.125% 2/0 461203AD3 11,909 11,850,000 PRN   DFND   11,850,000 0 0
INVENSENSE INC COM 46123D205 22,765 1,779,900 SH   DFND   1,779,900 0 0
INVESCO CALIF VALUE MUN INC COM 46132H106 184 15,143 SH   DFND   15,143 0 0
INVESCO VALUE MUN INCOME TR COM 46132P108 444 30,342 SH   DFND   30,342 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 36,979 1,497,731 SH   DFND   1,497,731 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 12,135 9,150,000 PRN   DFND   9,150,000 0 0
JASON INDS INC *W EXP 06/30/201 471172114 81 1,933,070 SH   DFND   1,933,070 0 0
JENSYN ACQUISITION CORP *W EXP 03/01/202 47632B110 22 200,000 SH   DFND   200,000 0 0
JENSYN ACQUISITION CORP COM 47632B102 2,034 200,000 SH   DFND   200,000 0 0
JENSYN ACQUISITION CORP RIGHT 99/99/9999 47632B128 47 200,000 SH   DFND   200,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 300 7,282 SH   DFND   7,282 0 0
JOY GLOBAL INC COM 481165108 85,704 3,060,874 SH   DFND   3,060,874 0 0
KINDER MORGAN INC DEL COM 49456B101 567 27,367 SH   DFND   27,367 0 0
KLR ENERGY ACQUISITION CORP *W EXP 09/16/202 49877M116 700 500,000 SH   DFND   500,000 0 0
KLR ENERGY ACQUISITION CORP CL A 49877M108 5,175 500,000 SH   DFND   500,000 0 0
KLX INC COM 482539103 21,839 484,125 SH   DFND   484,125 0 0
LAKE SUNAPEE BK GROUP COM 510866106 948 40,202 SH   DFND   40,202 0 0
LAM RESEARCH CORP COM 512807108 639 6,041 SH   DFND   6,041 0 0
LAMB WESTON HLDGS INC COM 513272104 30,523 806,408 SH   DFND   806,408 0 0
LANDCADIA HLDGS INC *W EXP 06/01/202 51476W115 350 500,000 SH   DFND   500,000 0 0
LANDCADIA HLDGS INC CL A 51476W107 4,890 500,000 SH   DFND   500,000 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 21,077 2,863,785 SH   DFND   2,863,785 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 59,823 1,061,453 SH   DFND   1,061,453 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 2,423 469,637 SH   DFND   469,637 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 2,926 40,382 SH   DFND   40,382 0 0
LIFELOCK INC COM 53224V100 38,959 1,628,705 SH   DFND   1,628,705 0 0
LINEAR TECHNOLOGY CORP COM 535678106 229,381 3,678,931 SH   DFND   3,678,931 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 2,720 468,984 SH   DFND   468,984 0 0
LSC COMMUNICATIONS INC COM 50218P107 385 12,972 SH   DFND   12,972 0 0
LUMENTUM HLDGS INC COM 55024U109 18,802 486,472 SH   DFND   486,472 0 0
M I ACQUISITIONS INC UNIT 99/99/9999 55304A203 5,080 500,000 SH   DFND   500,000 0 0
M III ACQUISITION CORP UNIT 99/99/9999T 55378T203 9,546 965,221 SH   DFND   965,221 0 0
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 253 12,827 SH   DFND   12,827 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,238 27,391 SH   DFND   27,391 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 677 8,957 SH   DFND   8,957 0 0
MANITOWOC FOODSERVICE INC COM 563568104 386 19,958 SH   DFND   19,958 0 0
MANITOWOC INC COM 563571108 399 66,646 SH   DFND   66,646 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 344 18,768 SH   DFND   18,768 0 0
MEDIA GEN INC NEW COM 58441K100 10,187 540,974 SH   DFND   540,974 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 58,472 48,575,000 PRN   DFND   48,575,000 0 0
MENTOR GRAPHICS CORP COM 587200106 107,406 2,911,531 SH   DFND   2,911,531 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 18,650 10,000,000 PRN   DFND   10,000,000 0 0
MERCHANTS BANCSHARES COM 588448100 7,458 137,606 SH   DFND   137,606 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 30,871 21,281,000 PRN   DFND   21,281,000 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 9,629 419,567 SH   DFND   419,567 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 29,750 20,000,000 PRN   DFND   20,000,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 235,644 87,600,000 PRN   DFND   87,600,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 69,633 33,080,000 PRN   DFND   33,080,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 47,300 20,700,000 PRN   DFND   20,700,000 0 0
MID AMER APT CMNTYS INC COM 59522J103 13,600 138,886 SH   DFND   138,886 0 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 788 900,000 PRN   DFND   900,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 9,933 8,699,000 PRN   DFND   8,699,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 95,384 66,325,000 PRN   DFND   66,325,000 0 0
MONSANTO CO NEW COM 61166W101 137,960 1,311,281 SH   DFND   1,311,281 0 0
MPLX LP COM UNIT REP LTD 55336V100 797 23,015 SH   DFND   23,015 0 0
MSG NETWORK INC CL A 553573106 24,364 1,133,206 SH   DFND   1,133,206 0 0
NEUSTAR INC CL A 64126X201 22,227 665,476 SH   DFND   665,476 0 0
NEWS CORP NEW CL A 65249B109 3,037 265,042 SH   DFND   265,042 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 2,324 36,709 SH   DFND   36,709 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 17,653 1,183,165 SH   DFND   1,183,165 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 16,530 1,091,097 SH   DFND   1,091,097 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 319,340 102,414,000 PRN   DFND   102,414,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 585 11,739 SH   DFND   11,739 0 0
NUVEEN CA QUALTY MUN INCOME COM 67066Y105 341 24,144 SH   DFND   24,144 0 0
NXP SEMICONDUCTORS N V COM N6596X109 151,678 1,547,577 SH   DFND   1,547,577 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 19,765 17,300,000 PRN   DFND   17,300,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 4,750 372,269 SH   DFND   372,269 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 734 17,057 SH   DFND   17,057 0 0
ORIGO ACQUISITION CORP RIGHT 12/03/2017 G67789134 147 350,000 SH   DFND   350,000 0 0
ORIGO ACQUISITION CORP SHS G67789126 3,385 325,500 SH   DFND   325,500 0 0
PACIFIC SPL ACQUISITION CORP RIGHT 03/15/2017 G68588113 220 415,000 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 96,821 76,050,000 PRN   DFND   76,050,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 41,694 40,480,000 PRN   DFND   40,480,000 0 0
PARKWAY INC COM 70156Q107 1,241 55,772 SH   DFND   55,772 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 4,847 5,000,000 PRN   DFND   5,000,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 4,041 5,000,000 PRN   DFND   5,000,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 5,629 5,748,000 PRN   DFND   5,748,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 401 8,245 SH   DFND   8,245 0 0
PJT PARTNERS INC COM CL A 69343T107 353 11,424 SH   DFND   11,424 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 571 17,670 SH   DFND   17,670 0 0
PRICELINE GRP INC COM NEW 741503403 3,574 2,438 SH   DFND   2,438 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 84,773 53,675,000 PRN   DFND   53,675,000 0 0
PRIVATEBANCORP INC COM 742962103 161,421 2,978,803 SH   DFND   2,978,803 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 18,338 18,700,000 PRN   DFND   18,700,000 0 0
QUALITY CARE PPTYS INC COM 747545101 19,320 1,246,481 SH   DFND   1,246,481 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 990 1,000,000 PRN   DFND   1,000,000 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 627 3,132,626 SH   DFND   3,132,626 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 19,352 254,459 SH   DFND   254,459 0 0
QUORUM HEALTH CORP COM 74909E106 413 56,871 SH   DFND   56,871 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 4,458 3,575,000 PRN   DFND   3,575,000 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 653 675,000 PRN   DFND   675,000 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 265 275,000 PRN   DFND   275,000 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 1,429 1,500,000 PRN   DFND   1,500,000 0 0
REYNOLDS AMERICAN INC COM 761713106 25,306 451,572 SH   DFND   451,572 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 611 24,868 SH   DFND   24,868 0 0
RITE AID CORP COM 767754104 145,395 17,645,058 SH   DFND   17,645,058 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 773 37,767 SH   DFND   37,767 0 0
ROYCE MICRO-CAP TR INC COM 780915104 156 19,243 SH   DFND   19,243 0 0
SABAN CAP ACQUISITION CORP UNIT 99/99/9999 78516C205 1,037 100,000 SH   DFND   100,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 20,906 20,150,000 PRN   DFND   20,150,000 0 0
SEMGROUP CORP CL A 81663A105 665 15,933 SH   DFND   15,933 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 280 9,609 SH   DFND   9,609 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 52,730 52,500,000 PRN   DFND   52,500,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 23,806 25,650,000 PRN   DFND   25,650,000 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 9,998 344,744 SH   DFND   344,744 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 9,731 379,300 SH   DFND   379,300 0 0
SPECTRA ENERGY CORP COM 847560109 171,338 4,169,834 SH   DFND   4,169,834 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 477 10,414 SH   DFND   10,414 0 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 1,295 1,450,000 PRN   DFND   1,450,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 44,593 42,775,000 PRN   DFND   42,775,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 9,499 9,025,000 PRN   DFND   9,025,000 0 0
SPROTT FOCUS TR INC COM 85208J109 163 23,411 SH   DFND   23,411 0 0
SPX CORP COM 784635104 1,026 43,234 SH   DFND   43,234 0 0
ST JUDE MED INC COM 790849103 161,765 2,017,276 SH   DFND   2,017,276 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 23,149 22,380,000 PRN   DFND   22,380,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 39,243 34,825,000 PRN   DFND   34,825,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 19,234 17,575,000 PRN   DFND   17,575,000 0 0
STELLAR ACQUISITION III INC UNIT 03/22/2022 Y8172W123 8,240 800,000 SH   DFND   800,000 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 6,356 100,000 SH   DFND   100,000 0 0
STILLWATER MNG CO COM 86074Q102 70,307 4,364,209 SH   DFND   4,364,209 0 0
SUFFOLK BANCORP COM 864739107 7,304 170,579 SH   DFND   170,579 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 657 26,128 SH   DFND   26,128 0 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 432 17,976 SH   DFND   17,976 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 13,258 14,450,000 PRN   DFND   14,450,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 16,750 23,325,000 PRN   DFND   23,325,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 88,425 937,900 SH   DFND   937,900 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 534 11,260 SH   DFND   11,260 0 0
TARGA RES CORP COM 87612G101 1,212 21,613 SH   DFND   21,613 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 581 9,875 SH   DFND   9,875 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 101,501 2,336,033 SH   DFND   2,336,033 0 0
TECNOGLASS INC SHS G87264100 960 78,348 SH   DFND   78,348 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 294 20,319 SH   DFND   20,319 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 349 53,903 SH   DFND   53,903 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 59,420 34,125,000 PRN   DFND   34,125,000 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 470 9,250 SH   DFND   9,250 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 26,613 31,218,000 PRN   DFND   31,218,000 0 0
TIME WARNER INC COM NEW 887317303 105,242 1,090,251 SH   DFND   1,090,251 0 0
TIVO CORP COM 88870P106 14,639 700,434 SH   DFND   700,434 0 0
TOPBUILD CORP COM 89055F103 22,436 630,211 SH   DFND   630,211 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 891 20,121 SH   DFND   20,121 0 0
TRI CONTL CORP COM 895436103 577 26,168 SH   DFND   26,168 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 40,495 26,500,000 PRN   DFND   26,500,000 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 170,978 2,510,325 SH   DFND   2,510,325 0 0
UNDER ARMOUR INC CL C 904311206 1,100 43,718 SH   DFND   43,718 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 2,784 279,765 SH   DFND   279,765 0 0
URBAN EDGE PPTYS COM 91704F104 17,475 635,214 SH   DFND   635,214 0 0
VAIL RESORTS INC COM 91879Q109 12,593 78,065 SH   DFND   78,065 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 452 10,221 SH   DFND   10,221 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 23 116,185 SH   DFND   116,185 0 0
VALSPAR CORP COM 920355104 169,036 1,631,468 SH   DFND   1,631,468 0 0
VANGUARD NAT RES LLC COM UNIT 92205F106 36 54,023 SH   DFND   54,023 0 0
VASCULAR SOLUTIONS INC COM 92231M109 5,352 95,400 SH   DFND   95,400 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 44,960 28,775,000 PRN   DFND   28,775,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 14,542 12,625,000 PRN   DFND   12,625,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 305,150 136,800,000 PRN   DFND   136,800,000 0 0
VERSUM MATLS INC COM 92532W103 26,744 952,778 SH   DFND   952,778 0 0
VITAMIN SHOPPE INC NOTE 2.250%12/0 92849EAB7 927 1,000,000 PRN   DFND   1,000,000 0 0
VIVOPOWER INTERNATIONAL PLC SHS G9376R100 660 120,000 SH   DFND   120,000 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 25,474 1,086,323 SH   DFND   1,086,323 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 105,732 97,225,000 PRN   DFND   97,225,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 29,320 25,875,000 PRN   DFND   25,875,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 27,375 26,675,000 PRN   DFND   26,675,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 52,241 864,825 SH   DFND   864,825 0 0
WESTAR ENERGY INC COM 95709T100 164,423 2,917,887 SH   DFND   2,917,887 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 608 10,341 SH   DFND   10,341 0 0
WESTERN REFNG INC COM 959319104 84,463 2,231,530 SH   DFND   2,231,530 0 0
WHITEWAVE FOODS CO COM 966244105 168,706 3,034,281 SH   DFND   3,034,281 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 720 18,936 SH   DFND   18,936 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 445 24,183 SH   DFND   24,183 0 0
YADKIN FINL CORP COM 984305102 79,808 2,329,470 SH   DFND   2,329,470 0 0
YAHOO INC COM 984332106 138,318 3,576,882 SH   DFND   3,576,882 0 0
YUM CHINA HLDGS INC COM 98850P109 23,885 914,417 SH   DFND   914,417 0 0