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 1,607 1,475,000 PRN   DFND   1,475,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 21,653 25,325,000 PRN   DFND   25,325,000 0 0
ADAM NAT RES FD INC COM 00548F105 369 19,015 SH   DFND   19,015 0 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 670 48,751 SH   DFND   48,751 0 0
ADIENT PLC ORD SHS G0084W101 28,735 395,421 SH   DFND   395,421 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 107,329 54,275,000 PRN   DFND   54,275,000 0 0
ADVANSIX INC COM 00773T101 355 13,011 SH   DFND   13,011 0 0
AGRIUM INC COM 008916108 104,947 1,098,343 SH   DFND   1,098,343 0 0
AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 139 534,500 SH   DFND   534,500 0 0
AIR METHODS CORP COM PAR $.06 009128307 27,879 648,354 SH   DFND   648,354 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 20,147 20,325,000 PRN   DFND   20,325,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 1,749 1,600,000 PRN   DFND   1,600,000 0 0
ALCOA CORP COM 013872106 26,892 781,735 SH   DFND   781,735 0 0
ALERE INC COM 01449J105 79,275 1,995,337 SH   DFND   1,995,337 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 51,101 34,325,000 PRN   DFND   34,325,000 0 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 179 13,469 SH   DFND   13,469 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 29,732 559,918 SH   DFND   559,918 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 22,867 22,725,000 PRN   DFND   22,725,000 0 0
ALON USA ENERGY INC COM 020520102 10,544 864,940 SH   DFND   864,940 0 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 251 25,730 SH   DFND   25,730 0 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 880 153,823 SH   DFND   153,823 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 2,460 2,250,000 PRN   DFND   2,250,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 4,008 4,000,000 PRN   DFND   4,000,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 3,897 3,875,000 PRN   DFND   3,875,000 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 516 10,964 SH   DFND   10,964 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 10,828 14,200,000 PRN   DFND   14,200,000 0 0
AMYRIS INC NOTE 9.500% 4/1 03236MAF8 5,054 9,626,000 PRN   DFND   9,626,000 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 557 525,000 PRN   DFND   525,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 123,854 54,129,000 PRN   DFND   54,129,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 66,329 1,320,250 SH   DFND   1,320,250 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 10,413 9,450,000 PRN   DFND   9,450,000 0 0
APTEVO THERAPEUTICS INC COM 03835L108 273 132,502 SH   DFND   132,502 0 0
ARMSTRONG FLOORING INC COM 04238R106 258 13,995 SH   DFND   13,995 0 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 107 20,065 SH   DFND   20,065 0 0
ASTORIA FINL CORP COM 046265104 38,608 1,882,414 SH   DFND   1,882,414 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 500 191,430 SH   DFND   191,430 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 426 600,000 PRN   DFND   600,000 0 0
AVISTA HEALTHCARE PUB ACQ CO *W EXP 99/99/999 G0726L117 410 1,000,000 SH   DFND   1,000,000 0 0
AVISTA HEALTHCARE PUB ACQ CO CL A G0726L125 3,980 400,000 SH   DFND   400,000 0 0
AXAR ACQUISITION CORP *W EXP 12/31/202 05455L110 52 697,500 SH   DFND   697,500 0 0
B/E AEROSPACE INC COM 073302101 161,445 2,518,256 SH   DFND   2,518,256 0 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 92 542,609 SH   DFND   542,609 0 0
BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 194 545,520 SH   DFND   545,520 0 0
BARNES & NOBLE ED INC COM 06777U101 268 27,916 SH   DFND   27,916 0 0
BCE INC COM NEW 05534B760 7,336 166,165 SH   DFND   166,165 0 0
BIOVERATIV INC COM 09075E100 32,596 598,525 SH   DFND   598,525 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 20,641 281,523 SH   DFND   281,523 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 10,044 247,390 SH   DFND   247,390 0 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 805 93,589 SH   DFND   93,589 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 681 37,202 SH   DFND   37,202 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 1,393 1,698,740 SH   DFND   1,698,740 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 137,675 11,031,669 SH   DFND   11,031,669 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 10,138 10,000,000 PRN   DFND   10,000,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 4,592 4,650,000 PRN   DFND   4,650,000 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 458 6,687 SH   DFND   6,687 0 0
CABELAS INC COM 126804301 104,184 1,961,659 SH   DFND   1,961,659 0 0
CABLE ONE INC COM 12685J105 25,587 40,974 SH   DFND   40,974 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 239 15,000 SH   DFND   15,000 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/19/202 14055M114 2,043 1,075,000 SH   DFND   1,075,000 0 0
CARDINAL FINL CORP COM 14149F109 40,983 1,368,844 SH   DFND   1,368,844 0 0
CARE CAP PPTYS INC COM 141624106 18,997 706,991 SH   DFND   706,991 0 0
CASCADE BANCORP COM NEW 147154207 9,152 1,187,016 SH   DFND   1,187,016 0 0
CBOE HLDGS INC COM 12503M108 289 3,568 SH   DFND   3,568 0 0
CEB INC COM 125134106 80,630 1,025,832 SH   DFND   1,025,832 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 69,727 59,500,000 PRN   DFND   59,500,000 0 0
CENTRAL SECS CORP COM 155123102 637 26,557 SH   DFND   26,557 0 0
CENTRUE FINL CORP NEW COM NEW 15643B205 1,595 61,214 SH   DFND   61,214 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 2,413 2,425,000 PRN   DFND   2,425,000 0 0
CF CORP *W EXP 05/25/202 G20307115 175,216 955,650 SH   DFND   955,650 0 0
CF CORP SHS CL A G20307107 3,003 300,000 SH   DFND   300,000 0 0
CHEMOURS CO COM 163851108 27,204 706,607 SH   DFND   706,607 0 0
CHEMTURA CORP COM NEW 163893209 82,776 2,478,336 SH   DFND   2,478,336 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 584 18,085 SH   DFND   18,085 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 23,562 23,800,000 PRN   DFND   23,800,000 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 79 9,282,097 SH   DFND   9,282,097 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,444 5,000,000 PRN   DFND   5,000,000 0 0
CONDUENT INC COM 206787103 18,608 1,108,965 SH   DFND   1,108,965 0 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 387 16,400 SH   DFND   16,400 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 9,347 4,725,000 PRN   DFND   4,725,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1,678 1,500,000 PRN   DFND   1,500,000 0 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 2,083 2,050,000 PRN   DFND   2,050,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 594 22,636 SH   DFND   22,636 0 0
CST BRANDS INC COM 12646R105 149,274 3,104,048 SH   DFND   3,104,048 0 0
DASEKE INC *W EXP 03/31/202 23753F115 480 428,837 SH   DFND   428,837 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 692 17,646 SH   DFND   17,646 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,512 23,600 SH   DFND   23,600 0 0
DELTA NAT GAS INC COM 247748106 1,256 41,389 SH   DFND   41,389 0 0
DELTA TECHNOLOGY HLDGS LTD *W EXP 12/18/201 G8477B113 51 920,480 SH   DFND   920,480 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 1,755 1,750,000 PRN   DFND   1,750,000 0 0
DIGITALGLOBE INC COM NEW 25389M877 40,970 1,250,986 SH   DFND   1,250,986 0 0
DOMINION RES INC VA NEW UNIT 08/15/2019 25746U836 15,450 303,475 SH   DFND   303,475 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 10,092 200,000 SH   DFND   200,000 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 245 12,726 SH   DFND   12,726 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 153,716 1,913,559 SH   DFND   1,913,559 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 23,438 20,000,000 PRN   DFND   20,000,000 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 28,058 477,175 SH   DFND   477,175 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 288 823,250 SH   DFND   823,250 0 0
EASTERN VA BANKSHARES INC COM 277196101 525 50,127 SH   DFND   50,127 0 0
EBAY INC COM 278642103 24,606 732,981 SH   DFND   732,981 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 4,356 4,600,000 PRN   DFND   4,600,000 0 0
ELECTRUM SPL ACQUISITION COR *W EXP 99/99/999 G3105C112 446 990,000 SH   DFND   990,000 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 35,133 29,400,000 PRN   DFND   29,400,000 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 702 42,053 SH   DFND   42,053 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 370 19,465 SH   DFND   19,465 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 25,604 459,264 SH   DFND   459,264 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 606 16,605 SH   DFND   16,605 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 2,197 2,625,000 PRN   DFND   2,625,000 0 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 531 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 CORP PFD CNV 5.25% A1 29414D209 1,300 11,400 SH   DFND   11,400 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 52,457 41,325,000 PRN   DFND   41,325,000 0 0
EVERBANK FINL CORP COM 29977G102 102,891 5,281,863 SH   DFND   5,281,863 0 0
EXAR CORP COM 300645108 5,477 420,979 SH   DFND   420,979 0 0
EXETER RES CORP COM 301835104 556 321,130 SH   DFND   321,130 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 26,168 27,950,000 PRN   DFND   27,950,000 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 6,750 406,610 SH   DFND   406,610 0 0
FBR & CO COM NEW 30247C400 1,572 87,105 SH   DFND   87,105 0 0
FERRARI N V COM N3167Y103 28,435 382,401 SH   DFND   382,401 0 0
FIDELITY & GTY LIFE COM 315785105 10,383 373,478 SH   DFND   373,478 0 0
FINTECH ACQUISITION CORP II UNIT 99/99/9999 31810G208 18,468 1,800,000 SH   DFND   1,800,000 0 0
FIRST CMNTY FINL PARTNERS IN COM 31985Q106 172 13,473 SH   DFND   13,473 0 0
FORTIVE CORP COM 34959J108 25,155 417,719 SH   DFND   417,719 0 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 449 450,000 PRN   DFND   450,000 0 0
GANNETT CO INC COM 36473H104 6,753 805,882 SH   DFND   805,882 0 0
GAS NAT INC COM 367204104 1,593 125,461 SH   DFND   125,461 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 15,721 481,512 SH   DFND   481,512 0 0
GENERAL AMERN INVS INC COM 368802104 398 11,864 SH   DFND   11,864 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 22,516 28,890,000 PRN   DFND   28,890,000 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 419 12,925 SH   DFND   12,925 0 0
GENWORTH FINL INC COM CL A 37247D106 19,226 4,666,501 SH   DFND   4,666,501 0 0
GIGPEAK INC COM 37518Q109 1,419 460,753 SH   DFND   460,753 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 417 1,068,000 SH   DFND   1,068,000 0 0
GORES HLDGS II INC UNIT 99/99/9999 382867208 4,116 400,000 SH   DFND   400,000 0 0
GP INVTS ACQUISITION COR *W EXP 05/19/202 G40357108 395 987,500 SH   DFND   987,500 0 0
GREAT PLAINS ENERGY INC DEP SHS 1/20 B 391164878 61,723 1,159,125 SH   DFND   1,159,125 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 1,326 1,000,000 PRN   DFND   1,000,000 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 1,250 1,000,000 PRN   DFND   1,000,000 0 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 758 1,515,467 SH   DFND   1,515,467 0 0
HEADWATERS INC COM 42210P102 75,315 3,207,615 SH   DFND   3,207,615 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 3,469 2,250,000 PRN   DFND   2,250,000 0 0
HERC HLDGS INC COM 42704L104 381 7,787 SH   DFND   7,787 0 0
HERITAGE OAKS BANCORP COM 42724R107 9,071 679,470 SH   DFND   679,470 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 25,560 1,078,487 SH   DFND   1,078,487 0 0
HILTON GRAND VACATIONS INC COM 43283X105 9,797 341,850 SH   DFND   341,850 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 621 17,387 SH   DFND   17,387 0 0
HOLOGIC INC FRNT 12/1 436440AG6 22,010 17,750,000 PRN   DFND   17,750,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 35,571 38,875,000 PRN   DFND   38,875,000 0 0
HUNTER MARITIME ACQUISITION UNIT 99/99/9999 Y37828103 9,880 950,000 SH   DFND   950,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 20,879 22,405,000 PRN   DFND   22,405,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 17,065 16,875,000 PRN   DFND   16,875,000 0 0
INGEVITY CORP COM 45688C107 24,829 408,034 SH   DFND   408,034 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 30,602 22,125,000 PRN   DFND   22,125,000 0 0
INSPIRED ENTMT INC *W EXP 10/20/202 45782N116 1,150 1,533,043 SH   DFND   1,533,043 0 0
INSPIRED ENTMT INC COM 45782N108 668 62,976 SH   DFND   62,976 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 43,432 43,243,000 PRN   DFND   43,243,000 0 0
INTEL CORP SDCV 12/1 458140AD2 9,853 7,225,000 PRN   DFND   7,225,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 142,001 81,201,000 PRN   DFND   81,201,000 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 5,063 5,000,000 PRN   DFND   5,000,000 0 0
INVENSENSE INC COM 46123D205 53,473 4,233,776 SH   DFND   4,233,776 0 0
INVESCO CALIF VALUE MUN INC COM 46132H106 187 15,143 SH   DFND   15,143 0 0
INVESCO VALUE MUN INCOME TR COM 46132P108 443 30,342 SH   DFND   30,342 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 37,028 1,404,688 SH   DFND   1,404,688 0 0
IXIA COM 45071R109 20,935 1,065,411 SH   DFND   1,065,411 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 2,676 1,975,000 PRN   DFND   1,975,000 0 0
JASON INDS INC *W EXP 06/30/201 471172114 108 1,933,070 SH   DFND   1,933,070 0 0
JENSYN ACQUISITION CORP *W EXP 03/01/202 47632B110 54 199,000 SH   DFND   199,000 0 0
JENSYN ACQUISITION CORP COM 47632B102 1,784 174,000 SH   DFND   174,000 0 0
JENSYN ACQUISITION CORP RIGHT 99/99/9999 47632B128 61 174,000 SH   DFND   174,000 0 0
JOY GLOBAL INC COM 481165108 55,083 1,949,851 SH   DFND   1,949,851 0 0
KAYNE ANDERSON ACQUISITION UNIT 06/30/2022 48661U201 7,515 750,000 SH   DFND   750,000 0 0
KINDER MORGAN INC DEL COM 49456B101 595 27,367 SH   DFND   27,367 0 0
KLR ENERGY ACQUISITION CORP *W EXP 09/16/202 49877M116 590 500,000 SH   DFND   500,000 0 0
KLR ENERGY ACQUISITION CORP CL A 49877M108 2,058 200,000 SH   DFND   200,000 0 0
LAMB WESTON HLDGS INC COM 513272104 29,424 699,565 SH   DFND   699,565 0 0
LANDCADIA HLDGS INC *W EXP 06/01/202 51476W115 340 500,000 SH   DFND   500,000 0 0
LANDCADIA HLDGS INC CL A 51476W107 2,493 250,000 SH   DFND   250,000 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 19,722 2,849,962 SH   DFND   2,849,962 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 128,818 2,251,274 SH   DFND   2,251,274 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 1,077 197,207 SH   DFND   197,207 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 10,244 18,774,646 PRN   DFND   18,774,646 0 0
LMI AEROSPACE INC COM 502079106 1,778 129,011 SH   DFND   129,011 0 0
LSC COMMUNICATIONS INC COM 50218P107 274 10,871 SH   DFND   10,871 0 0
LUMENTUM HLDGS INC COM 55024U109 24,117 452,047 SH   DFND   452,047 0 0
LUMOS NETWORKS CORP COM 550283105 8,486 479,425 SH   DFND   479,425 0 0
M I ACQUISITIONS INC *W EXP 99/99/999 55304A112 80 250,000 SH   DFND   250,000 0 0
M I ACQUISITIONS INC COM 55304A104 2,518 250,000 SH   DFND   250,000 0 0
M III ACQUISITION CORP *W EXP 10/10/202 55378T112 275 808,712 SH   DFND   808,712 0 0
M III ACQUISITION CORP COM 55378T104 7,925 808,712 SH   DFND   808,712 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,043 25,348 SH   DFND   25,348 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 689 8,957 SH   DFND   8,957 0 0
MANITOWOC INC COM 563571108 318 55,865 SH   DFND   55,865 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 375 18,768 SH   DFND   18,768 0 0
MATLIN & PARTNERS ACQUISITIO UNIT 05/28/2021A 57682V205 25,050 2,500,000 SH   DFND   2,500,000 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 117,829 1,322,734 SH   DFND   1,322,734 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 74,991 47,425,000 PRN   DFND   47,425,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 4,757 4,150,000 PRN   DFND   4,150,000 0 0
MERCHANTS BANCSHARES COM 588448100 6,701 137,606 SH   DFND   137,606 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 37,295 21,281,000 PRN   DFND   21,281,000 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 9,587 419,567 SH   DFND   419,567 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 29,150 20,000,000 PRN   DFND   20,000,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 66,801 21,475,000 PRN   DFND   21,475,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 81,124 30,355,000 PRN   DFND   30,355,000 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 156,451 2,548,068 SH   DFND   2,548,068 0 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 854 900,000 PRN   DFND   900,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 19,821 18,699,000 PRN   DFND   18,699,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 110,496 86,325,000 PRN   DFND   86,325,000 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 11,938 710,147 SH   DFND   710,147 0 0
MONSANTO CO NEW COM 61166W101 152,159 1,344,164 SH   DFND   1,344,164 0 0
MPLX LP COM UNIT REP LTD 55336V100 830 23,015 SH   DFND   23,015 0 0
MSG NETWORK INC CL A 553573106 26,399 1,130,558 SH   DFND   1,130,558 0 0
MULTI PACKAGING SOLUTIONS IN COM G6331W109 38,270 2,132,031 SH   DFND   2,132,031 0 0
MYLAN N V SHS EURO N59465109 390 10,000 SH   DFND   10,000 0 0
NEUSTAR INC CL A 64126X201 21,960 662,432 SH   DFND   662,432 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 3,664 3,725,000 PRN   DFND   3,725,000 0 0
NEWS CORP NEW CL A 65249B109 3,386 260,487 SH   DFND   260,487 0 0
NICE LTD SPONSORED ADR 653656108 2,651 39,000 SH   DFND   39,000 0 0
NIMBLE STORAGE INC COM 65440R101 45,278 3,622,232 SH   DFND   3,622,232 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 379,423 99,914,000 PRN   DFND   99,914,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 610 11,739 SH   DFND   11,739 0 0
NUVEEN CA QUALTY MUN INCOME COM 67066Y105 287 19,944 SH   DFND   19,944 0 0
NXP SEMICONDUCTORS N V COM N6596X109 164,749 1,591,780 SH   DFND   1,591,780 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 20,111 17,300,000 PRN   DFND   17,300,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 23,647 17,500,000 PRN   DFND   17,500,000 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 921 17,057 SH   DFND   17,057 0 0
ORIGO ACQUISITION CORP *W EXP 12/17/202 G67789118 39 350,000 SH   DFND   350,000 0 0
ORIGO ACQUISITION CORP RIGHT 09/12/2017 G67789134 55 325,500 SH   DFND   325,500 0 0
ORIGO ACQUISITION CORP SHS G67789126 3,385 325,500 SH   DFND   325,500 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 21,036 858,629 SH   DFND   858,629 0 0
PACIFIC SPL ACQUISITION CORP RIGHT 03/15/2017 G68588113 159 398,300 SH   DFND   398,300 0 0
PACIFIC SPL ACQUISITION CORP SHS G68588105 3,866 373,500 SH   DFND   373,500 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 90,880 76,050,000 PRN   DFND   76,050,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 39,776 39,480,000 PRN   DFND   39,480,000 0 0
PARK HOTELS RESORTS INC COM 700517105 14,674 571,652 SH   DFND   571,652 0 0
PARKWAY INC COM 70156Q107 241 12,098 SH   DFND   12,098 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 4,981 5,000,000 PRN   DFND   5,000,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 4,366 5,000,000 PRN   DFND   5,000,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 423 8,245 SH   DFND   8,245 0 0
PJT PARTNERS INC COM CL A 69343T107 334 9,524 SH   DFND   9,524 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 559 17,670 SH   DFND   17,670 0 0
PLAYA HOTELS & RESORTS NV *W EXP 03/10/202 N70544114 115 150,000 SH   DFND   150,000 0 0
PRICELINE GRP INC COM NEW 741503403 2,328 1,308 SH   DFND   1,308 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 101,312 53,675,000 PRN   DFND   53,675,000 0 0
PRIVATEBANCORP INC COM 742962103 82,624 1,391,683 SH   DFND   1,391,683 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 18,560 18,700,000 PRN   DFND   18,700,000 0 0
QUALITY CARE PPTYS INC COM 747545101 22,373 1,186,263 SH   DFND   1,186,263 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 1,029 1,000,000 PRN   DFND   1,000,000 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 1,440 2,880,708 SH   DFND   2,880,708 0 0
QUORUM HEALTH CORP COM 74909E106 259 47,681 SH   DFND   47,681 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 4,292 3,575,000 PRN   DFND   3,575,000 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 676 675,000 PRN   DFND   675,000 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 279 275,000 PRN   DFND   275,000 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 1,513 1,500,000 PRN   DFND   1,500,000 0 0
REYNOLDS AMERICAN INC COM 761713106 126,961 2,014,622 SH   DFND   2,014,622 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 627 24,868 SH   DFND   24,868 0 0
RITE AID CORP COM 767754104 53,183 12,513,560 SH   DFND   12,513,560 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 408 19,424 SH   DFND   19,424 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 55 42,000 SH   DFND   42,000 0 0
SABAN CAP ACQUISITION CORP COM CL A 78516C106 832 84,000 SH   DFND   84,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 20,616 20,150,000 PRN   DFND   20,150,000 0 0
SEMGROUP CORP CL A 81663A105 574 15,933 SH   DFND   15,933 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 310 9,609 SH   DFND   9,609 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 31,291 31,350,000 PRN   DFND   31,350,000 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 17,186 800,452 SH   DFND   800,452 0 0
SILVER RUN ACQUISITION UNIT 99/99/9999 82812A202 10,440 1,000,000 SH   DFND   1,000,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 25,201 25,650,000 PRN   DFND   25,650,000 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 9,015 344,744 SH   DFND   344,744 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 7,586 379,300 SH   DFND   379,300 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 1,463 1,450,000 PRN   DFND   1,450,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 42,884 42,250,000 PRN   DFND   42,250,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 21,590 21,025,000 PRN   DFND   21,025,000 0 0
SPX CORP COM 784635104 232 9,552 SH   DFND   9,552 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 22,974 22,130,000 PRN   DFND   22,130,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 39,875 34,825,000 PRN   DFND   34,825,000 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 20,025 20,000,000 PRN   DFND   20,000,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 8,309 7,575,000 PRN   DFND   7,575,000 0 0
STELLAR ACQUISITION III INC *W EXP 03/22/202 Y8172W115 204 600,000 SH   DFND   600,000 0 0
STELLAR ACQUISITION III INC COM Y8172W107 3,015 300,000 SH   DFND   300,000 0 0
STILLWATER MNG CO COM 86074Q102 73,846 4,275,966 SH   DFND   4,275,966 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 8,206 174,259 SH   DFND   174,259 0 0
STONEGATE MTG CORP COM 86181Q300 2,490 312,844 SH   DFND   312,844 0 0
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 33,013 33,200,000 PRN   DFND   33,200,000 0 0
SUFFOLK BANCORP COM 864739107 6,726 166,456 SH   DFND   166,456 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 627 26,128 SH   DFND   26,128 0 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 439 17,976 SH   DFND   17,976 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 13,420 14,450,000 PRN   DFND   14,450,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 13,357 16,975,000 PRN   DFND   16,975,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 87,901 834,525 SH   DFND   834,525 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 599 11,260 SH   DFND   11,260 0 0
TARGA RES CORP COM 87612G101 1,295 21,613 SH   DFND   21,613 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 589 9,875 SH   DFND   9,875 0 0
TECNOGLASS INC SHS G87264100 707 65,127 SH   DFND   65,127 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 357 20,319 SH   DFND   20,319 0 0
TESLA INC NOTE 1.500% 6/0 88160RAA9 61,780 27,650,000 PRN   DFND   27,650,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 15,703 15,000,000 PRN   DFND   15,000,000 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 504 9,250 SH   DFND   9,250 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 29,618 31,218,000 PRN   DFND   31,218,000 0 0
TIME WARNER INC COM NEW 887317303 132,489 1,355,945 SH   DFND   1,355,945 0 0
TOPBUILD CORP COM 89055F103 28,857 613,981 SH   DFND   613,981 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 899 20,121 SH   DFND   20,121 0 0
TRC COS INC COM 872625108 6,169 353,500 SH   DFND   353,500 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 7,011 5,750,000 PRN   DFND   5,750,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 46,756 26,500,000 PRN   DFND   26,500,000 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 155,341 2,294,550 SH   DFND   2,294,550 0 0
ULTRATECH INC COM 904034105 5,178 174,813 SH   DFND   174,813 0 0
UNDER ARMOUR INC CL C 904311206 800 43,718 SH   DFND   43,718 0 0
UNITEDHEALTH GROUP INC COM 91324P102 335 2,042 SH   DFND   2,042 0 0
UNITI GROUP INC COM 91325V108 14,114 546,014 SH   DFND   546,014 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 2,725 273,305 SH   DFND   273,305 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 490 10,221 SH   DFND   10,221 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 40 116,185 SH   DFND   116,185 0 0
VALSPAR CORP COM 920355104 186,421 1,680,375 SH   DFND   1,680,375 0 0
VAREX IMAGING CORP COM 92214X106 22,484 669,170 SH   DFND   669,170 0 0
VCA INC COM 918194101 129,918 1,419,869 SH   DFND   1,419,869 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 25,814 17,775,000 PRN   DFND   17,775,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 9,217 8,125,000 PRN   DFND   8,125,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 349,952 136,800,000 PRN   DFND   136,800,000 0 0
VERSUM MATLS INC COM 92532W103 28,340 926,131 SH   DFND   926,131 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 1,748 17,975 SH   DFND   17,975 0 0
VITAMIN SHOPPE INC NOTE 2.250%12/0 92849EAB7 853 1,000,000 PRN   DFND   1,000,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 123,508 95,975,000 PRN   DFND   95,975,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 28,426 23,875,000 PRN   DFND   23,875,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 37,409 36,675,000 PRN   DFND   36,675,000 0 0
WELBILT INC COM 949090104 327 16,639 SH   DFND   16,639 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 44,196 697,025 SH   DFND   697,025 0 0
WESTAR ENERGY INC COM 95709T100 171,914 3,167,746 SH   DFND   3,167,746 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 625 10,341 SH   DFND   10,341 0 0
WESTERN REFNG INC COM 959319104 106,149 3,026,777 SH   DFND   3,026,777 0 0
WGL HLDGS INC COM 92924F106 58,045 703,320 SH   DFND   703,320 0 0
WHITEWAVE FOODS CO COM 966244105 185,989 3,312,368 SH   DFND   3,312,368 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 18,987 143,752 SH   DFND   143,752 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 773 18,936 SH   DFND   18,936 0 0
YAHOO INC COM 984332106 176,042 3,793,194 SH   DFND   3,793,194 0 0
YUM CHINA HLDGS INC COM 98850P109 23,616 868,237 SH   DFND   868,237 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 103,279 1,857,194 SH   DFND   1,857,194 0 0