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 1,576 1,475,000 PRN   DFND   1,475,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 21,859 25,325,000 PRN   DFND   25,325,000 0 0
ADIENT PLC ORD SHS G0084W101 24,441 373,829 SH   DFND   373,829 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 101,454 57,850,000 PRN   DFND   57,850,000 0 0
ADVANSIX INC COM 00773T101 406 13,011 SH   DFND   13,011 0 0
AGRIUM INC COM 008916108 56,615 625,653 SH   DFND   625,653 0 0
AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 186 200,528 SH   DFND   200,528 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 33,979 34,650,000 PRN   DFND   34,650,000 0 0
AKORN INC COM 009728106 116,243 3,465,808 SH   DFND   3,465,808 0 0
ALBANY MOLECULAR RESH INC COM 012423109 18,714 862,379 SH   DFND   862,379 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 6,501 4,550,000 PRN   DFND   4,550,000 0 0
ALCOA CORP COM 013872106 29,021 888,850 SH   DFND   888,850 0 0
ALERE INC COM 01449J105 106,426 2,120,458 SH   DFND   2,120,458 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 49,063 34,325,000 PRN   DFND   34,325,000 0 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 191 13,965 SH   DFND   13,965 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 29,295 553,787 SH   DFND   553,787 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 29,635 29,125,000 PRN   DFND   29,125,000 0 0
ALON USA ENERGY INC COM 020520102 9,861 740,306 SH   DFND   740,306 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 31,409 32,675,000 PRN   DFND   32,675,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 4,023 4,000,000 PRN   DFND   4,000,000 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 540 11,964 SH   DFND   11,964 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 10,008 13,400,000 PRN   DFND   13,400,000 0 0
AMYRIS INC COM NEW 03236M200 206 64,745 SH   DFND   64,745 0 0
AMYRIS INC NOTE 9.500% 4/1 03236MAF8 6,973 9,626,000 PRN   DFND   9,626,000 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 554 525,000 PRN   DFND   525,000 0 0
ANTERO MIDSTREAM GP LP COM SHS REPSTG 03675Y103 319 14,500 SH   DFND   14,500 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 139,687 54,129,000 PRN   DFND   54,129,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 101,894 1,920,000 SH   DFND   1,920,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 10,383 9,450,000 PRN   DFND   9,450,000 0 0
APTEVO THERAPEUTICS INC COM 03835L108 274 132,502 SH   DFND   132,502 0 0
ARMSTRONG FLOORING INC COM 04238R106 251 13,995 SH   DFND   13,995 0 0
ASTORIA FINL CORP COM 046265104 37,904 1,881,081 SH   DFND   1,881,081 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 509 191,430 SH   DFND   191,430 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 32,111 29,325,000 PRN   DFND   29,325,000 0 0
ATWOOD OCEANICS INC COM 050095108 27,399 3,361,829 SH   DFND   3,361,829 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 443 600,000 PRN   DFND   600,000 0 0
AVISTA HEALTHCARE PUB ACQ CO *W EXP 99/99/999 G0726L117 450 1,000,000 SH   DFND   1,000,000 0 0
AVISTA HEALTHCARE PUB ACQ CO CL A G0726L125 3,500 355,300 SH   DFND   355,300 0 0
AXAR ACQUISITION CORP *W EXP 12/31/202 05455L110 56 697,500 SH   DFND   697,500 0 0
AZUL S A SPONSR ADR PFD 05501U106 316 15,000 SH   DFND   15,000 0 0
BARD C R INC COM 067383109 116,100 367,276 SH   DFND   367,276 0 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 74 487,260 SH   DFND   487,260 0 0
BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 195 487,260 SH   DFND   487,260 0 0
BARNES & NOBLE ED INC COM 06777U101 297 27,916 SH   DFND   27,916 0 0
BCE INC COM NEW 05534B760 7,472 166,165 SH   DFND   166,165 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 32,904 600,000 SH   DFND   600,000 0 0
BIOVERATIV INC COM 09075E100 33,976 564,675 SH   DFND   564,675 0 0
BISON CAP ACQUISITION CORP UNIT 99/99/9999T G1142P120 1,530 150,000 SH   DFND   150,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 20,838 281,523 SH   DFND   281,523 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 8,331 191,080 SH   DFND   191,080 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 14,324 14,000,000 PRN   DFND   14,000,000 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 672 37,302 SH   DFND   37,302 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 1,147 1,698,740 SH   DFND   1,698,740 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 175,089 13,884,905 SH   DFND   13,884,905 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 10,169 10,000,000 PRN   DFND   10,000,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 4,630 4,650,000 PRN   DFND   4,650,000 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 594 9,287 SH   DFND   9,287 0 0
CABELAS INC COM 126804301 139,407 2,346,126 SH   DFND   2,346,126 0 0
CABLE ONE INC COM 12685J105 19,597 27,567 SH   DFND   27,567 0 0
CAPITAL BK FINL CORP CL A COM 139794101 50,800 1,333,344 SH   DFND   1,333,344 0 0
CARE CAP PPTYS INC COM 141624106 95,534 3,578,037 SH   DFND   3,578,037 0 0
CBOE HLDGS INC COM 12503M108 326 3,568 SH   DFND   3,568 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,165 14,356 SH   DFND   14,356 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 88,917 74,175,000 PRN   DFND   74,175,000 0 0
CENTRAL SECS CORP COM 155123102 429 17,224 SH   DFND   17,224 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 589 18,185 SH   DFND   18,185 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 37,434 36,700,000 PRN   DFND   36,700,000 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 181 9,282,097 SH   DFND   9,282,097 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,463 5,000,000 PRN   DFND   5,000,000 0 0
CONDUENT INC COM 206787103 20,086 1,260,070 SH   DFND   1,260,070 0 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 315 16,600 SH   DFND   16,600 0 0
CONSTELLATION ALPHA CAPITAL UNIT 99/99/9999 G2379F124 7,105 700,000 SH   DFND   700,000 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 10,448 4,725,000 PRN   DFND   4,725,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1,681 1,500,000 PRN   DFND   1,500,000 0 0
COWEN INC NOTE 3.000% 3/1 223622AB7 4,687 4,550,000 PRN   DFND   4,550,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 656 27,936 SH   DFND   27,936 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 14,508 13,395,000 PRN   DFND   13,395,000 0 0
CU BANCORP CALIF COM 126534106 30,739 850,314 SH   DFND   850,314 0 0
DASEKE INC *W EXP 03/31/202 23753F115 461 378,003 SH   DFND   378,003 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 698 20,646 SH   DFND   20,646 0 0
DELTA NAT GAS INC COM 247748106 1,793 58,838 SH   DFND   58,838 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 1,726 1,750,000 PRN   DFND   1,750,000 0 0
DIGITALGLOBE INC COM NEW 25389M877 59,962 1,800,665 SH   DFND   1,800,665 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 15,325 303,475 SH   DFND   303,475 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U869 9,658 200,000 SH   DFND   200,000 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 292 12,726 SH   DFND   12,726 0 0
DOW CHEM CO COM 260543103 5,134 81,395 SH   DFND   81,395 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 74,515 923,249 SH   DFND   923,249 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 190,756 3,118,972 SH   DFND   3,118,972 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 17,737 15,225,000 PRN   DFND   15,225,000 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 29,399 477,175 SH   DFND   477,175 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 611 718,250 SH   DFND   718,250 0 0
EBAY INC COM 278642103 29,096 833,220 SH   DFND   833,220 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 14,871 15,450,000 PRN   DFND   15,450,000 0 0
ELDORADO RESORTS INC COM 28470R102 221 11,064 SH   DFND   11,064 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 38,036 29,400,000 PRN   DFND   29,400,000 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 678 42,553 SH   DFND   42,553 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 491 30,665 SH   DFND   30,665 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 18,270 380,471 SH   DFND   380,471 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 1,144 56,084 SH   DFND   56,084 0 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 651 38,409 SH   DFND   38,409 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 752 27,760 SH   DFND   27,760 0 0
ENVISION HEALTHCARE CORP PFD CNV 5.25% A1 29414D209 1,296 11,400 SH   DFND   11,400 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 52,999 41,325,000 PRN   DFND   41,325,000 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 27,356 27,950,000 PRN   DFND   27,950,000 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 8,969 573,084 SH   DFND   573,084 0 0
FELCOR LODGING TR INC COM 31430F101 39,424 5,467,973 SH   DFND   5,467,973 0 0
FERRARI N V COM N3167Y103 19,479 226,453 SH   DFND   226,453 0 0
FIDELITY & GTY LIFE COM 315785105 14,630 471,189 SH   DFND   471,189 0 0
FINTECH ACQUISITION CORP II *W EXP 01/19/202 31810G117 1,080 900,000 SH   DFND   900,000 0 0
FINTECH ACQUISITION CORP II COM 31810G109 2,940 300,000 SH   DFND   300,000 0 0
FIRST CMNTY FINL PARTNERS IN COM 31985Q106 174 13,473 SH   DFND   13,473 0 0
FIRST POTOMAC RLTY TR COM 33610F109 4,474 402,671 SH   DFND   402,671 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 589 15,000 SH   DFND   15,000 0 0
FORESTAR GROUP INC COM 346233109 28,065 1,636,462 SH   DFND   1,636,462 0 0
FORTIVE CORP COM 34959J108 29,820 470,721 SH   DFND   470,721 0 0
FORUM MERGER CORP *W EXP 06/01/202 34985B111 255 750,000 SH   DFND   750,000 0 0
FORUM MERGER CORP COM CL A 34985B103 6,797 700,000 SH   DFND   700,000 0 0
FORUM MERGER CORP RIGHT 06/01/2019 34985B129 547 1,500,000 SH   DFND   1,500,000 0 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 433 450,000 PRN   DFND   450,000 0 0
GANNETT CO INC COM 36473H104 2,569 294,634 SH   DFND   294,634 0 0
GARDNER DENVER HLDGS INC COM 36555P107 216 10,000 SH   DFND   10,000 0 0
GARTNER INC COM 366651107 678 5,490 SH   DFND   5,490 0 0
GAS NAT INC COM 367204104 1,618 125,461 SH   DFND   125,461 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 16,511 541,335 SH   DFND   541,335 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 26,072 34,390,000 PRN   DFND   34,390,000 0 0
GENERAL COMMUNICATION INC CL A 369385109 9,671 263,937 SH   DFND   263,937 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 594 18,725 SH   DFND   18,725 0 0
GENWORTH FINL INC COM CL A 37247D106 29,392 7,796,296 SH   DFND   7,796,296 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 214 1,068,000 SH   DFND   1,068,000 0 0
GORES HLDGS II INC *W EXP 03/06/202 382867117 199 133,333 SH   DFND   133,333 0 0
GREAT PLAINS ENERGY INC DEP SHS 1/20 B 391164878 61,977 1,159,125 SH   DFND   1,159,125 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 1,157 1,000,000 PRN   DFND   1,000,000 0 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 1,100 1,375,100 SH   DFND   1,375,100 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 4,621 2,250,000 PRN   DFND   2,250,000 0 0
HENNESSY CAP ACQUSTON CORP I UNIT 06/15/2024 42588L204 5,025 500,000 SH   DFND   500,000 0 0
HERC HLDGS INC COM 42704L104 306 7,787 SH   DFND   7,787 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 346 17,000 SH   DFND   17,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 20,360 1,227,238 SH   DFND   1,227,238 0 0
HILTON GRAND VACATIONS INC COM 43283X105 13,988 387,921 SH   DFND   387,921 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 585 18,004 SH   DFND   18,004 0 0
HOLOGIC INC FRNT 12/1 436440AG6 30,252 23,950,000 PRN   DFND   23,950,000 0 0
HUNTSMAN CORP COM 447011107 173,105 6,699,104 SH   DFND   6,699,104 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 23,361 24,255,000 PRN   DFND   24,255,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 44,635 43,975,000 PRN   DFND   43,975,000 0 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 1,079 1,000,000 PRN   DFND   1,000,000 0 0
INGEVITY CORP COM 45688C107 26,760 466,198 SH   DFND   466,198 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 7,292 6,475,000 PRN   DFND   6,475,000 0 0
INSPIRED ENTMT INC COM 45782N108 819 62,976 SH   DFND   62,976 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 31,326 29,518,000 PRN   DFND   29,518,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 134,337 81,201,000 PRN   DFND   81,201,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 18,234 15,000,000 PRN   DFND   15,000,000 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 10,864 457,612 SH   DFND   457,612 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 5,381 5,000,000 PRN   DFND   5,000,000 0 0
INVESCO CALIF VALUE MUN INC COM 46132H106 148 11,734 SH   DFND   11,734 0 0
INVESCO VALUE MUN INCOME TR COM 46132P108 460 30,342 SH   DFND   30,342 0 0
JASON INDS INC *W EXP 06/30/201 471172114 175 1,933,070 SH   DFND   1,933,070 0 0
JENSYN ACQUISITION CORP *W EXP 03/07/202 47632B110 35 174,000 SH   DFND   174,000 0 0
JENSYN ACQUISITION CORP COM 47632B102 706 69,000 SH   DFND   69,000 0 0
JENSYN ACQUISITION CORP RIGHT 99/99/9999 47632B128 42 174,000 SH   DFND   174,000 0 0
KATE SPADE & CO COM 485865109 112,633 6,091,574 SH   DFND   6,091,574 0 0
KAYNE ANDERSON ACQUISITION *W EXP 06/30/202 48661U110 195 250,000 SH   DFND   250,000 0 0
KAYNE ANDERSON ACQUISITION COM CL A 48661U102 4,848 498,750 SH   DFND   498,750 0 0
KBL MERGER CORP IV UNIT 01/15/2024 48242A203 10,200 1,000,000 SH   DFND   1,000,000 0 0
KCG HLDGS INC CL A 48244B100 37,390 1,875,135 SH   DFND   1,875,135 0 0
KINDER MORGAN INC DEL COM 49456B101 526 27,467 SH   DFND   27,467 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 11,511 9,750,000 PRN   DFND   9,750,000 0 0
LAMB WESTON HLDGS INC COM 513272104 31,080 705,730 SH   DFND   705,730 0 0
LANDCADIA HLDGS INC *W EXP 06/01/202 51476W115 380 500,000 SH   DFND   500,000 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 25,397 3,813,337 SH   DFND   3,813,337 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 168,069 2,834,210 SH   DFND   2,834,210 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 11,284 20,800,910 PRN   DFND   20,800,910 0 0
LSC COMMUNICATIONS INC COM 50218P107 233 10,871 SH   DFND   10,871 0 0
LUMENTUM HLDGS INC COM 55024U109 21,385 374,853 SH   DFND   374,853 0 0
LUMOS NETWORKS CORP COM 550283105 8,567 479,425 SH   DFND   479,425 0 0
M I ACQUISITIONS INC *W EXP 99/99/999 55304A112 76 250,000 SH   DFND   250,000 0 0
M I ACQUISITIONS INC COM 55304A104 2,505 250,000 SH   DFND   250,000 0 0
M III ACQUISITION CORP *W EXP 10/10/202 55378T112 364 808,712 SH   DFND   808,712 0 0
M III ACQUISITION CORP COM 55378T104 4,005 408,712 SH   DFND   408,712 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,904 37,045 SH   DFND   37,045 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 645 9,057 SH   DFND   9,057 0 0
MANITOWOC INC COM 563571108 336 55,865 SH   DFND   55,865 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 535 30,468 SH   DFND   30,468 0 0
MATLIN & PARTNERS ACQUISITIO *W EXP 03/15/202 57682V114 1,250 2,500,000 SH   DFND   2,500,000 0 0
MATLIN & PARTNERS ACQUISITIO CL A 57682V106 3,864 400,000 SH   DFND   400,000 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 53,219 40,800,000 PRN   DFND   40,800,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 10,724 7,650,000 PRN   DFND   7,650,000 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 36,311 21,281,000 PRN   DFND   21,281,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 100,487 66,575,000 PRN   DFND   66,575,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 81,779 29,305,000 PRN   DFND   29,305,000 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 175,982 2,802,260 SH   DFND   2,802,260 0 0
MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 332 850,000 SH   DFND   850,000 0 0
MODERN MEDIA ACQUISITION COM 60765P103 14,167 1,450,000 SH   DFND   1,450,000 0 0
MODERN MEDIA ACQUISITION RIGHT 99/99/9999 60765P129 680 1,700,000 SH   DFND   1,700,000 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 46,485 36,299,000 PRN   DFND   36,299,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 151,392 86,325,000 PRN   DFND   86,325,000 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 11,233 651,160 SH   DFND   651,160 0 0
MONSANTO CO NEW COM 61166W101 186,459 1,575,358 SH   DFND   1,575,358 0 0
MPLX LP COM UNIT REP LTD 55336V100 772 23,115 SH   DFND   23,115 0 0
MSG NETWORK INC CL A 553573106 28,103 1,251,805 SH   DFND   1,251,805 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 1,150 2,090,000 SH   DFND   2,090,000 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 15,137 1,590,000 SH   DFND   1,590,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 7,055 153,377 SH   DFND   153,377 0 0
NEUSTAR INC CL A 64126X201 39,778 1,192,744 SH   DFND   1,192,744 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 3,772 3,725,000 PRN   DFND   3,725,000 0 0
NEWS CORP NEW CL A 65249B109 3,569 260,487 SH   DFND   260,487 0 0
NICE LTD SPONSORED ADR 653656108 3,609 45,840 SH   DFND   45,840 0 0
NOBLE ENERGY INC COM 655044105 1,348 47,645 SH   DFND   47,645 0 0
NORD ANGLIA EDUCATION INC SHS G6583A102 16,730 513,656 SH   DFND   513,656 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 7,340 626,264 SH   DFND   626,264 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 501,074 119,892,000 PRN   DFND   119,892,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,161 181,559 SH   DFND   181,559 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 720 15,439 SH   DFND   15,439 0 0
NXP SEMICONDUCTORS N V COM N6596X109 211,928 1,936,300 SH   DFND   1,936,300 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 20,717 17,300,000 PRN   DFND   17,300,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 17,893 18,200,000 PRN   DFND   18,200,000 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 876 17,157 SH   DFND   17,157 0 0
ORIGO ACQUISITION CORP RIGHT 09/12/2017 G67789134 77 325,500 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 24,073 942,191 SH   DFND   942,191 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,384 37,511 SH   DFND   37,511 0 0
PACIFIC SPL ACQUISITION CORP RIGHT 03/15/2017 G68588113 220 373,500 SH   DFND   373,500 0 0
PACIFIC SPL ACQUISITION CORP SHS G68588105 3,735 373,500 SH   DFND   373,500 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 21,241 22,300,000 PRN   DFND   22,300,000 0 0
PANERA BREAD CO CL A 69840W108 114,846 365,009 SH   DFND   365,009 0 0
PAREXEL INTL CORP COM 699462107 109,948 1,265,075 SH   DFND   1,265,075 0 0
PARK HOTELS RESORTS INC COM 700517105 17,507 649,362 SH   DFND   649,362 0 0
PARK STERLING CORP COM 70086Y105 4,563 384,054 SH   DFND   384,054 0 0
PARKWAY INC COM 70156Q107 11,228 490,522 SH   DFND   490,522 0 0
PATHEON N V SHS N6865W105 46,539 1,334,274 SH   DFND   1,334,274 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 18,664 17,639,000 PRN   DFND   17,639,000 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,519 75,242 SH   DFND   75,242 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 4,525 5,000,000 PRN   DFND   5,000,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 417 8,445 SH   DFND   8,445 0 0
PJT PARTNERS INC COM CL A 69343T107 383 9,524 SH   DFND   9,524 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 467 17,770 SH   DFND   17,770 0 0
PRICELINE GRP INC COM NEW 741503403 2,430 1,299 SH   DFND   1,299 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 168,331 85,150,000 PRN   DFND   85,150,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 18,794 18,700,000 PRN   DFND   18,700,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 15,019 15,000,000 PRN   DFND   15,000,000 0 0
QUALITY CARE PPTYS INC COM 747545101 23,939 1,307,407 SH   DFND   1,307,407 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 1,114 1,000,000 PRN   DFND   1,000,000 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 1,048 2,758,510 SH   DFND   2,758,510 0 0
QUORUM HEALTH CORP COM 74909E106 198 47,681 SH   DFND   47,681 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 3,883 3,575,000 PRN   DFND   3,575,000 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 742 675,000 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 1,554 1,500,000 PRN   DFND   1,500,000 0 0
REYNOLDS AMERICAN INC COM 761713106 157,507 2,421,694 SH   DFND   2,421,694 0 0
RICE ENERGY INC COM 762760106 140,605 5,279,933 SH   DFND   5,279,933 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 498 24,968 SH   DFND   24,968 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 227 10,378 SH   DFND   10,378 0 0
ROCKWELL COLLINS INC COM 774341101 906 8,622 SH   DFND   8,622 0 0
ROSEHILL RES INC *W EXP 09/16/202 777385113 534 489,600 SH   DFND   489,600 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 53 42,000 SH   DFND   42,000 0 0
SABAN CAP ACQUISITION CORP COM CL A 78516C106 840 84,000 SH   DFND   84,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 20,251 20,150,000 PRN   DFND   20,150,000 0 0
SEACOR MARINE HLDGS INC COM 78413P101 862 42,320 SH   DFND   42,320 0 0
SEMGROUP CORP CL A 81663A105 433 16,033 SH   DFND   16,033 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 14,669 10,000,000 PRN   DFND   10,000,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 297 9,809 SH   DFND   9,809 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 23,124 24,025,000 PRN   DFND   24,025,000 0 0
SILVER RUN ACQUISITION *W EXP 03/28/202 82812A111 597 333,333 SH   DFND   333,333 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 25,089 25,650,000 PRN   DFND   25,650,000 0 0
SIRIUS XM HLDGS INC COM 82968B103 366 66,942 SH   DFND   66,942 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 7,485 292,963 SH   DFND   292,963 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 5,642 379,300 SH   DFND   379,300 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 490 11,414 SH   DFND   11,414 0 0
SPECTRANETICS CORP COM 84760C107 44,215 1,151,431 SH   DFND   1,151,431 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 5,188 3,825,000 PRN   DFND   3,825,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 33,497 33,750,000 PRN   DFND   33,750,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 13,449 13,525,000 PRN   DFND   13,525,000 0 0
SPX CORP COM 784635104 240 9,552 SH   DFND   9,552 0 0
SQUARE INC CL A 852234103 7,332 312,534 SH   DFND   312,534 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 26,367 26,236,000 PRN   DFND   26,236,000 0 0
STAPLES INC COM 855030102 63,079 6,264,011 SH   DFND   6,264,011 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 38,917 34,175,000 PRN   DFND   34,175,000 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 20,363 20,000,000 PRN   DFND   20,000,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 10,268 9,415,000 PRN   DFND   9,415,000 0 0
STELLAR ACQUISITION III INC COM Y8172W107 3,006 300,000 SH   DFND   300,000 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 29,289 634,233 SH   DFND   634,233 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 39,956 222,413 SH   DFND   222,413 0 0
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 34,295 34,950,000 PRN   DFND   34,950,000 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 703 31,028 SH   DFND   31,028 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 13,872 14,450,000 PRN   DFND   14,450,000 0 0
SWIFT TRANSN CO CL A 87074U101 57,360 2,164,544 SH   DFND   2,164,544 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 16,196 1,479,055 SH   DFND   1,479,055 0 0
T MOBILE US INC CONV PFD SER A 872590203 45,387 459,525 SH   DFND   459,525 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 569 11,360 SH   DFND   11,360 0 0
TARGA RES CORP COM 87612G101 981 21,713 SH   DFND   21,713 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 549 9,975 SH   DFND   9,975 0 0
TECNOGLASS INC SHS G87264100 282 30,211 SH   DFND   30,211 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 315 20,519 SH   DFND   20,519 0 0
TESLA INC COM 88160R101 16,618 45,955 SH   DFND   45,955 0 0
TESLA INC NOTE 1.500% 6/0 88160RAA9 80,774 27,650,000 PRN   DFND   27,650,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 38,203 30,350,000 PRN   DFND   30,350,000 0 0
TESORO CORP COM 881609101 2,230 23,824 SH   DFND   23,824 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 483 9,350 SH   DFND   9,350 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 28,525 31,218,000 PRN   DFND   31,218,000 0 0
TIME WARNER INC COM NEW 887317303 204,399 2,035,648 SH   DFND   2,035,648 0 0
TOPBUILD CORP COM 89055F103 23,317 439,358 SH   DFND   439,358 0 0
TPG PACE ENERGY HLDGS CORP UNIT 99/99/9999 872656202 5,220 500,000 SH   DFND   500,000 0 0
TPG PACE HLDGS CORP UNIT 99/99/9999 G89827102 2,052 200,000 SH   DFND   200,000 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 849 20,221 SH   DFND   20,221 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 37,052 29,450,000 PRN   DFND   29,450,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 49,820 26,500,000 PRN   DFND   26,500,000 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 126,200 1,845,025 SH   DFND   1,845,025 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 23,457 15,325,000 PRN   DFND   15,325,000 0 0
UNITED BANKSHARES INC WEST V COM 909907107 422 10,772 SH   DFND   10,772 0 0
UNITEDHEALTH GROUP INC COM 91324P102 379 2,042 SH   DFND   2,042 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 471 10,321 SH   DFND   10,321 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 30 116,185 SH   DFND   116,185 0 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 625 500,000 SH   DFND   500,000 0 0
VANTAGE ENERGY ACQUISITION COM CL A 92211L105 1,950 200,000 SH   DFND   200,000 0 0
VAREX IMAGING CORP COM 92214X106 24,262 717,803 SH   DFND   717,803 0 0
VCA INC COM 918194101 162,506 1,760,438 SH   DFND   1,760,438 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 26,096 17,775,000 PRN   DFND   17,775,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 371,758 136,300,000 PRN   DFND   136,300,000 0 0
VERSUM MATLS INC COM 92532W103 30,342 933,595 SH   DFND   933,595 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 1,803 17,975 SH   DFND   17,975 0 0
VITAMIN SHOPPE INC NOTE 2.250%12/0 92849EAB7 793 1,000,000 PRN   DFND   1,000,000 0 0
VWR CORP COM 91843L103 35,426 1,073,195 SH   DFND   1,073,195 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 97,355 95,975,000 PRN   DFND   95,975,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 37,982 36,675,000 PRN   DFND   36,675,000 0 0
WEBMD HEALTH CORP NOTE 2.625% 6/1 94770VAM4 17,216 17,500,000 PRN   DFND   17,500,000 0 0
WELBILT INC COM 949090104 314 16,639 SH   DFND   16,639 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 46,352 697,025 SH   DFND   697,025 0 0
WEST CORP COM 952355204 52,212 2,238,946 SH   DFND   2,238,946 0 0
WESTAR ENERGY INC COM 95709T100 181,773 3,428,377 SH   DFND   3,428,377 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 634 11,341 SH   DFND   11,341 0 0
WGL HLDGS INC COM 92924F106 64,160 769,030 SH   DFND   769,030 0 0
WHOLE FOODS MKT INC COM 966837106 53,962 1,281,445 SH   DFND   1,281,445 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 780 19,436 SH   DFND   19,436 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 23,560 19,000,000 PRN   DFND   19,000,000 0 0
XACTLY CORP COM 98386L101 5,712 364,956 SH   DFND   364,956 0 0
XCERRA CORP COM 98400J108 26,633 2,725,971 SH   DFND   2,725,971 0 0
YUM CHINA HLDGS INC COM 98850P109 38,836 984,946 SH   DFND   984,946 0 0