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
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 18,575 20,325,000 PRN   DFND   20,325,000 0 0
ADIENT PLC ORD SHS G0084W101 27,896 466,806 SH   DFND   466,806 0 0
ADT INC COM 00090Q103 397 50,000 SH   DFND   50,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 95,570 65,200,000 PRN   DFND   65,200,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.250%12/1 00773VAB2 3,101 5,000,000 PRN   DFND   5,000,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 12,978 10,200,000 PRN   DFND   10,200,000 0 0
AETNA INC NEW COM 00817Y108 104,679 619,400 SH   DFND   619,400 0 0
AKORN INC COM 009728106 56,030 2,994,639 SH   DFND   2,994,639 0 0
ALCOA CORP COM 013872106 41,408 921,003 SH   DFND   921,003 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 62,042 33,950,000 PRN   DFND   33,950,000 0 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 326 25,727 SH   DFND   25,727 0 0
ALLIANCEBERNSTEIN NATL MUNI COM 01864U106 290 23,217 SH   DFND   23,217 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 30,458 30,250,000 PRN   DFND   30,250,000 0 0
ALMOST FAMILY INC COM 020409108 2,427 43,334 SH   DFND   43,334 0 0
ALTA MESA RES INC *W EXP 03/28/202 02133L117 478 308,333 SH   DFND   308,333 0 0
ALTABA INC COM 021346101 253,062 3,417,904 SH   DFND   3,417,904 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 34,667 33,575,000 PRN   DFND   33,575,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 4,005 4,000,000 PRN   DFND   4,000,000 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 554 13,864 SH   DFND   13,864 0 0
AMTRUST FINL SVCS INC COM 032359309 21,184 1,720,885 SH   DFND   1,720,885 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 9,565 10,600,000 PRN   DFND   10,600,000 0 0
AMYRIS INC COM NEW 03236M200 433 64,745 SH   DFND   64,745 0 0
AMYRIS INC NOTE 9.500% 4/1 03236MAF8 8,850 9,626,000 PRN   DFND   9,626,000 0 0
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 562 12,550 SH   DFND   12,550 0 0
ANTERO MIDSTREAM GP LP COM SHS REPSTG 03675Y103 521 32,600 SH   DFND   32,600 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 163,311 54,129,000 PRN   DFND   54,129,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 103,584 1,920,000 SH   DFND   1,920,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 9,284 9,275,000 PRN   DFND   9,275,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 24,227 22,650,000 PRN   DFND   22,650,000 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 19,161 183,975 SH   DFND   183,975 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 410 191,430 SH   DFND   191,430 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 37,684 31,525,000 PRN   DFND   31,525,000 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 506 600,000 PRN   DFND   600,000 0 0
AVISTA CORP COM 05379B107 142,581 2,782,072 SH   DFND   2,782,072 0 0
AVISTA HEALTHCARE PUB ACQ CO *W EXP 99/99/999 G0726L117 330 1,000,000 SH   DFND   1,000,000 0 0
AXALTA COATING SYS LTD COM G0750C108 10,106 334,756 SH   DFND   334,756 0 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/202 06759V127 72 487,260 SH   DFND   487,260 0 0
BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 170 487,260 SH   DFND   487,260 0 0
BIG ROCK PARTNERS ACQUISI CO *W EXP 12/01/202 089482111 45 100,000 SH   DFND   100,000 0 0
BIG ROCK PARTNERS ACQUISI CO COM 089482103 1,952 200,000 SH   DFND   200,000 0 0
BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 84 200,000 SH   DFND   200,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 49,486 52,575,000 PRN   DFND   52,575,000 0 0
BISON CAP ACQUISITION CORP ORD SHS G1142P104 1,491 150,000 SH   DFND   150,000 0 0
BISON CAP ACQUISITION CORP RIGHT 03/20/2019 G1142P138 61 150,000 SH   DFND   150,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 16,908 281,523 SH   DFND   281,523 0 0
BLACK KNIGHT INC COM 09215C105 5,046 107,140 SH   DFND   107,140 0 0
BLACK RIDGE ACQUISITION CORP *W EXP 07/10/202 09216T115 84 210,000 SH   DFND   210,000 0 0
BLACK RIDGE ACQUISITION CORP COM 09216T107 2,035 210,000 SH   DFND   210,000 0 0
BLACK RIDGE ACQUISITION CORP RIGHT 07/10/2019 09216T123 63 210,000 SH   DFND   210,000 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 58,082 1,299,372 SH   DFND   1,299,372 0 0
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 10,405 9,400,000 PRN   DFND   9,400,000 0 0
BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 347 26,742 SH   DFND   26,742 0 0
BLACKROCK INVT QUALITY MUN T COM 09247D105 237 17,259 SH   DFND   17,259 0 0
BLACKROCK MUN 2030 TAR TERM COM SHS BEN IN 09257P105 339 15,930 SH   DFND   15,930 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 385 29,380 SH   DFND   29,380 0 0
BLACKROCK MUNICIPAL BOND TR COM 09249H104 178 12,411 SH   DFND   12,411 0 0
BLACKROCK MUNICIPL INC QLTY COM 092479104 219 16,689 SH   DFND   16,689 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 261 19,527 SH   DFND   19,527 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 252 20,014 SH   DFND   20,014 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 229 17,398 SH   DFND   17,398 0 0
BLACKROCK MUNIY QUALITY FD I COM 09254G108 186 15,355 SH   DFND   15,355 0 0
BLACKROCK MUNIYIELD CALI QLT COM 09254N103 259 19,456 SH   DFND   19,456 0 0
BLACKROCK MUNIYIELD NY QLTY COM 09255E102 344 28,547 SH   DFND   28,547 0 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 160 11,644 SH   DFND   11,644 0 0
BLACKROCK MUNIYIELD QLTY FD COM 09254E103 208 16,437 SH   DFND   16,437 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 145 10,923 SH   DFND   10,923 0 0
BLACKROCK TAX MUNICPAL BD TR SHS 09248X100 203 9,013 SH   DFND   9,013 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 15,794 16,000,000 PRN   DFND   16,000,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 19,742 20,000,000 PRN   DFND   20,000,000 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 30,747 772,356 SH   DFND   772,356 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 420 41,402 SH   DFND   41,402 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 6,213 224,218 SH   DFND   224,218 0 0
BOOKING HLDGS INC COM 09857L108 15,759 7,575 SH   DFND   7,575 0 0
BORQS TECHNOLOGIES INC SHS G1466B103 109 12,519 SH   DFND   12,519 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 312 17,500 SH   DFND   17,500 0 0
BRIGHTHOUSE FINL INC COM 10922N103 14,890 289,682 SH   DFND   289,682 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 4,656 4,650,000 PRN   DFND   4,650,000 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 403 10,787 SH   DFND   10,787 0 0
CALLIDUS SOFTWARE INC COM 13123E500 27,158 755,446 SH   DFND   755,446 0 0
CAPELLA EDUCATION COMPANY COM 139594105 13,173 150,803 SH   DFND   150,803 0 0
CARS COM INC COM 14575E105 4,994 176,282 SH   DFND   176,282 0 0
CAVIUM INC COM 14964U108 169,944 2,140,894 SH   DFND   2,140,894 0 0
CHART INDS INC COM PAR $0.01 16115Q308 5,204 88,154 SH   DFND   88,154 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 634 21,785 SH   DFND   21,785 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 65,196 75,275,000 PRN   DFND   75,275,000 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 55,056 3,823,299 SH   DFND   3,823,299 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 32,529 30,075,000 PRN   DFND   30,075,000 0 0
CM SEVEN STAR ACQUISITION CO RIGHT 08/21/2022 G2345N136 240 750,000 SH   DFND   750,000 0 0
CM SEVEN STAR ACQUISITION CO SHS G2345N102 8,157 837,500 SH   DFND   837,500 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 26,565 23,725,000 PRN   DFND   23,725,000 0 0
COMMERCEHUB INC COM SER A 20084V108 3,150 140,000 SH   DFND   140,000 0 0
COMMERCEHUB INC COM SER C 20084V306 6,684 297,202 SH   DFND   297,202 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 105 9,282,097 SH   DFND   9,282,097 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,475 5,000,000 PRN   DFND   5,000,000 0 0
CONDUENT INC COM 206787103 19,808 1,062,676 SH   DFND   1,062,676 0 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 633 34,400 SH   DFND   34,400 0 0
CONNECTICUT WTR SVC INC COM 207797101 1,962 32,418 SH   DFND   32,418 0 0
CONSTELLATION ALPHA CAP CORP RIGHT 99/99/9999 G2379F132 252 700,000 SH   DFND   700,000 0 0
CONSTELLATION ALPHA CAP CORP SHS G2379F108 6,411 649,500 SH   DFND   649,500 0 0
CONVERGEONE HLDGS INC *W EXP 04/12/202 212481113 900 750,000 SH   DFND   750,000 0 0
CONVERGEONE HLDGS INC COM CL A 212481105 793 85,800 SH   DFND   85,800 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 10,038 4,725,000 PRN   DFND   4,725,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1,758 1,500,000 PRN   DFND   1,500,000 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 17,179 17,175,000 PRN   DFND   17,175,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 715 27,936 SH   DFND   27,936 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 15,699 14,220,000 PRN   DFND   14,220,000 0 0
CSRA INC COM 12650T104 145,245 3,522,789 SH   DFND   3,522,789 0 0
DASEKE INC *W EXP 02/27/202 23753F115 427 378,003 SH   DFND   378,003 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 725 20,646 SH   DFND   20,646 0 0
DELAWARE INV MN MUN INC FD I COM 24610V103 137 10,855 SH   DFND   10,855 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 17,861 374,830 SH   DFND   374,830 0 0
DEUTSCHE MUN INCOME COM 25160C106 210 18,725 SH   DFND   18,725 0 0
DFB HEALTHCARE ACQUISTION CO UNIT 01/30/2023 23291E208 20,100 2,000,000 SH   DFND   2,000,000 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 4,688 240,143 SH   DFND   240,143 0 0
DISH NETWORK CORP CL A 25470M109 1,311 34,611 SH   DFND   34,611 0 0
DIVIDEND & INCOME FUND COM NEW 25538A204 265 21,109 SH   DFND   21,109 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 15,063 127,239 SH   DFND   127,239 0 0
DRAPER OAKWOOD TECHNOLOGY *W EXP 09/19/202 26146L111 64 75,000 SH   DFND   75,000 0 0
DRAPER OAKWOOD TECHNOLOGY COM CL A 26146L103 2,998 303,100 SH   DFND   303,100 0 0
DRAPER OAKWOOD TECHNOLOGY RIGHT 09/19/2018 26146L129 86 150,000 SH   DFND   150,000 0 0
DREYFUS MUN BD INFRSTRCTR FD SHS 26203D101 247 20,120 SH   DFND   20,120 0 0
DREYFUS STRATEGIC MUNS INC COM 261932107 94 12,193 SH   DFND   12,193 0 0
DROPBOX INC CL A 26210C104 469 15,000 SH   DFND   15,000 0 0
DST SYS INC DEL COM 233326107 66,880 799,519 SH   DFND   799,519 0 0
DTF TAX-FREE INCOME INC COM 23334J107 228 17,149 SH   DFND   17,149 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 5,013 3,945,000 PRN   DFND   3,945,000 0 0
DYNEGY INC NEW DEL COM 26817R108 70,372 5,205,046 SH   DFND   5,205,046 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 481 573,250 SH   DFND   573,250 0 0
EATON VANCE MUN BD FD COM 27827X101 233 19,720 SH   DFND   19,720 0 0
EATON VANCE MUN BD FD II COM 27827K109 149 12,791 SH   DFND   12,791 0 0
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 311 26,601 SH   DFND   26,601 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 161 13,998 SH   DFND   13,998 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 16,774 16,450,000 PRN   DFND   16,450,000 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 609 44,353 SH   DFND   44,353 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 408 42,365 SH   DFND   42,365 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 5,835 5,000,000 PRN   DFND   5,000,000 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 845 52,083 SH   DFND   52,083 0 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 542 39,709 SH   DFND   39,709 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 63,336 78,800,000 PRN   DFND   78,800,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 680 27,760 SH   DFND   27,760 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 23,772 20,075,000 PRN   DFND   20,075,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,487 13,464 SH   DFND   13,464 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 58,431 845,845 SH   DFND   845,845 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 25,354 24,000,000 PRN   DFND   24,000,000 0 0
FEDERAL STR ACQUISITION CORP *W EXP 07/24/202 31421V115 469 375,000 SH   DFND   375,000 0 0
FEDERATED PREM MUN INC FD COM 31423P108 171 12,832 SH   DFND   12,832 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 11,920 12,101,000 PRN   DFND   12,101,000 0 0
FINISH LINE INC CL A 317923100 3,510 259,200 SH   DFND   259,200 0 0
FINTECH ACQUISITION CORP II *W EXP 01/19/202 31810G117 924 700,000 SH   DFND   700,000 0 0
FINTECH ACQUISITION CORP II COM 31810G109 1,491 150,000 SH   DFND   150,000 0 0
FORTIVE CORP COM 34959J108 36,398 469,531 SH   DFND   469,531 0 0
FTS INTERNATIONAL INC COM 30283W104 184 10,000 SH   DFND   10,000 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 263 15,000 SH   DFND   15,000 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 56,844 1,920,393 SH   DFND   1,920,393 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 4,343 4,100,000 PRN   DFND   4,100,000 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 476 24,165 SH   DFND   24,165 0 0
GENWORTH FINL INC COM CL A 37247D106 22,219 7,851,196 SH   DFND   7,851,196 0 0
GIGCAPITAL INC *W EXP 06/08/202 37518N122 529 1,125,000 SH   DFND   1,125,000 0 0
GIGCAPITAL INC COM 37518N106 15,520 1,600,000 SH   DFND   1,600,000 0 0
GIGCAPITAL INC RIGHT 03/06/2020 37518N114 570 1,500,000 SH   DFND   1,500,000 0 0
GOPRO INC CL A 38268T103 255 53,242 SH   DFND   53,242 0 0
GORDON POINTE ACQUISITION CO UNIT 01/18/2023 382788206 12,728 1,229,800 SH   DFND   1,229,800 0 0
GORES HLDGS II INC *W EXP 01/13/202 382867117 227 133,333 SH   DFND   133,333 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 6,438 6,750,000 PRN   DFND   6,750,000 0 0
GREENBRIER COS INC COM 393657101 947 18,851 SH   DFND   18,851 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 986 1,000,000 PRN   DFND   1,000,000 0 0
HAYMAKER ACQUISITION CORP *W EXP 10/27/202 420870115 577 699,980 SH   DFND   699,980 0 0
HAYMAKER ACQUISITION CORP COM CLASS A 420870107 13,370 1,399,960 SH   DFND   1,399,960 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 4,560 2,250,000 PRN   DFND   2,250,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3,039 3,000,000 PRN   DFND   3,000,000 0 0
HENNESSY CAP ACQUSTON CORP I *W EXP 06/15/202 42588L113 311 375,000 SH   DFND   375,000 0 0
HENNESSY CAP ACQUSTON CORP I COM 42588L105 3,960 400,000 SH   DFND   400,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 21,453 21,150,000 PRN   DFND   21,150,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 577 30,300 SH   DFND   30,300 0 0
HILTON GRAND VACATIONS INC COM 43283X105 49,892 1,159,735 SH   DFND   1,159,735 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 538 19,504 SH   DFND   19,504 0 0
HRG GROUP INC COM 40434J100 9,251 560,990 SH   DFND   560,990 0 0
HUDSON LTD COM CL A G46408103 159 10,000 SH   DFND   10,000 0 0
HUNTER MARITIME ACQUISITION CL A Y37828111 978 100,000 SH   DFND   100,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 22,637 23,955,000 PRN   DFND   23,955,000 0 0
I AM CAP ACQUISITION CO *W EXP 05/22/202 45074Q116 99 225,000 SH   DFND   225,000 0 0
I AM CAP ACQUISITION CO COM 45074Q108 4,478 450,000 SH   DFND   450,000 0 0
I AM CAP ACQUISITION CO RIGHT 05/22/2019 45074Q124 79 225,000 SH   DFND   225,000 0 0
ILG INC COM 44967H101 12,141 390,250 SH   DFND   390,250 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 31,303 31,450,000 PRN   DFND   31,450,000 0 0
INDUSTREA ACQUISITION CORP *W EXP 08/01/202 45579J112 275 500,000 SH   DFND   500,000 0 0
INDUSTREA ACQUISITION CORP CL A 45579J104 7,167 730,582 SH   DFND   730,582 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,017 50,000 SH   DFND   50,000 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 27,299 230,562 SH   DFND   230,562 0 0
INGEVITY CORP COM 45688C107 25,972 352,451 SH   DFND   352,451 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 24,638 26,150,000 PRN   DFND   26,150,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 14,772 14,075,000 PRN   DFND   14,075,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 270,174 108,533,000 PRN   DFND   108,533,000 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 5,052 4,000,000 PRN   DFND   4,000,000 0 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 174 16,441 SH   DFND   16,441 0 0
INVESCO CALIF VALUE MUN INC COM 46132H106 141 12,117 SH   DFND   12,117 0 0
INVESCO MUN OPPORTUNITY TR COM 46132C107 399 34,071 SH   DFND   34,071 0 0
INVESCO MUN TR COM 46131J103 207 17,675 SH   DFND   17,675 0 0
INVESCO PA VALUE MUN INCOME COM 46132K109 321 27,335 SH   DFND   27,335 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 317 26,609 SH   DFND   26,609 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 178 14,563 SH   DFND   14,563 0 0
INVESCO VALUE MUN INCOME TR COM 46132P108 441 30,342 SH   DFND   30,342 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 1,566 1,325,000 PRN   DFND   1,325,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 13,222 13,350,000 PRN   DFND   13,350,000 0 0
JASON INDS INC *W EXP 06/30/201 471172114 48 1,933,070 SH   DFND   1,933,070 0 0
JBG SMITH PPTYS COM 46590V100 17,198 510,187 SH   DFND   510,187 0 0
JENSYN ACQUISITION CORP *W EXP 03/07/202 47632B110 43 174,000 SH   DFND   174,000 0 0
JENSYN ACQUISITION CORP COM 47632B102 716 69,000 SH   DFND   69,000 0 0
JENSYN ACQUISITION CORP RIGHT 99/99/9999 47632B128 82 174,000 SH   DFND   174,000 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 68,721 2,002,950 SH   DFND   2,002,950 0 0
KAYNE ANDERSON ACQUISITION *W EXP 06/30/202 48661U110 238 250,000 SH   DFND   250,000 0 0
KAYNE ANDERSON ACQUISITION COM CL A 48661U102 2,448 250,000 SH   DFND   250,000 0 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 240 1,000,000 SH   DFND   1,000,000 0 0
KBL MERGER CORP IV RIGHT 03/22/2019 48242A120 350 1,000,000 SH   DFND   1,000,000 0 0
KINDRED HEALTHCARE INC COM 494580103 2,857 312,274 SH   DFND   312,274 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 7,933 7,600,000 PRN   DFND   7,600,000 0 0
LA QUINTA HLDGS INC COM 50420D108 14,007 740,727 SH   DFND   740,727 0 0
LAMB WESTON HLDGS INC COM 513272104 45,877 787,986 SH   DFND   787,986 0 0
LANDCADIA HLDGS INC *W EXP 06/01/202 51476W115 368 500,000 SH   DFND   500,000 0 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 525 1,500,000 SH   DFND   1,500,000 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 14,385 1,500,000 SH   DFND   1,500,000 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 563 750,000 SH   DFND   750,000 0 0
LEISURE ACQUISITION CORP COM 52539T107 14,355 1,500,000 SH   DFND   1,500,000 0 0
LENNAR CORP CL A 526057104 1,642 27,861 SH   DFND   27,861 0 0
LENNAR CORP CL B 526057302 1,547 32,446 SH   DFND   32,446 0 0
LEO HOLDINGS CORP UNIT 99/99/9999 G5463L121 24,800 2,480,000 SH   DFND   2,480,000 0 0
M I ACQUISITIONS INC *W EXP 11/15/202 55304A112 200 250,000 SH   DFND   250,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 563 9,657 SH   DFND   9,657 0 0
MAGNACHIP SEMICONDUCTOR SA NOTE 5.000% 3/0 55932XAB0 2,726 2,000,000 PRN   DFND   2,000,000 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 4,336 106,674 SH   DFND   106,674 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 551 40,794 SH   DFND   40,794 0 0
MATLIN & PARTNERS ACQUISITIO *W EXP 05/28/202 57682V114 1,325 2,500,000 SH   DFND   2,500,000 0 0
MFS MUN INCOME TR SH BEN INT 552738106 174 26,654 SH   DFND   26,654 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 21,004 1,496,015 SH   DFND   1,496,015 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 171,334 96,500,000 PRN   DFND   96,500,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.250% 2/1 595017AH7 66,919 55,941,000 PRN   DFND   55,941,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 139,554 29,305,000 PRN   DFND   29,305,000 0 0
MICROSEMI CORP COM 595137100 103,982 1,606,648 SH   DFND   1,606,648 0 0
MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 442 850,000 SH   DFND   850,000 0 0
MODERN MEDIA ACQUISITION COM 60765P103 5,909 595,031 SH   DFND   595,031 0 0
MODERN MEDIA ACQUISITION RIGHT 99/99/9999 60765P129 680 1,700,000 SH   DFND   1,700,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 144,029 71,450,000 PRN   DFND   71,450,000 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 6,918 802,607 SH   DFND   802,607 0 0
MONSANTO CO NEW COM 61166W101 195,456 1,675,001 SH   DFND   1,675,001 0 0
MPLX LP COM UNIT REP LTD 55336V100 764 23,115 SH   DFND   23,115 0 0
MTECH ACQUISITION CORP UNIT 01/19/2023 55378W206 1,269 125,000 SH   DFND   125,000 0 0
MUDRICK CAP ACQUISITION CORP UNIT 02/01/2023 624745204 25,375 2,500,000 SH   DFND   2,500,000 0 0
MULESOFT INC CL A 625207105 103,326 2,349,393 SH   DFND   2,349,393 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 900 1,000,000 SH   DFND   1,000,000 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 8,912 897,500 SH   DFND   897,500 0 0
NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 212 233,332 SH   DFND   233,332 0 0
NEBULA ACQUISITION CORP COM CLASS A 629076100 6,755 699,996 SH   DFND   699,996 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 3,788 3,725,000 PRN   DFND   3,725,000 0 0
NEWS CORP NEW CL A 65249B109 3,487 220,725 SH   DFND   220,725 0 0
NINE ENERGY SVC INC COM 65441V101 244 10,000 SH   DFND   10,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 726,295 119,892,000 PRN   DFND   119,892,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 356 17,439 SH   DFND   17,439 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 21,415 19,408,000 PRN   DFND   19,408,000 0 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 190 13,111 SH   DFND   13,111 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 326 25,085 SH   DFND   25,085 0 0
NUVEEN CA QUALTY MUN INCOME COM 67066Y105 389 29,080 SH   DFND   29,080 0 0
NUVEEN CONNECTICUT QLTY MUN COM 67060D107 304 26,387 SH   DFND   26,387 0 0
NUVEEN INTER DURATION MN TMF COM 670671106 192 15,282 SH   DFND   15,282 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 244 20,185 SH   DFND   20,185 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 249 19,636 SH   DFND   19,636 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 184 13,022 SH   DFND   13,022 0 0
NUVEEN NEW JERSEY QULT MUN F COM 67069Y102 326 25,011 SH   DFND   25,011 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 319 26,229 SH   DFND   26,229 0 0
NUVEEN NEW YORK QLT MUN INC COM 67066X107 179 14,068 SH   DFND   14,068 0 0
NUVEEN NORTH CAROLINA QLTY M COM 67060P100 226 18,415 SH   DFND   18,415 0 0
NUVEEN OHIO QLTY MUN INCOME COM 670980101 220 16,049 SH   DFND   16,049 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 271 21,618 SH   DFND   21,618 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 396 30,150 SH   DFND   30,150 0 0
NUVEEN VIRGINIA QLTY MUNCPL COM 67064R102 329 26,595 SH   DFND   26,595 0 0
NXP SEMICONDUCTORS N V COM N6596X109 233,827 1,998,520 SH   DFND   1,998,520 0 0
NXSTAGE MEDICAL INC COM 67072V103 74,810 3,009,253 SH   DFND   3,009,253 0 0
OCLARO INC COM NEW 67555N206 8,553 894,641 SH   DFND   894,641 0 0
ONE MADISON CORP COM CL A G6772P100 24,000 2,500,000 SH   DFND   2,500,000 0 0
ONEOK INC NEW COM 682680103 962 16,899 SH   DFND   16,899 0 0
OPES ACQUISITION CORP *W EXP 01/15/202 68373P118 95 250,000 SH   DFND   250,000 0 0
OPES ACQUISITION CORP COM 68373P100 2,423 250,000 SH   DFND   250,000 0 0
ORBITAL ATK INC COM 68557N103 178,666 1,347,303 SH   DFND   1,347,303 0 0
ORBOTECH LTD ORD M75253100 36,997 595,000 SH   DFND   595,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 7,756 8,500,000 PRN   DFND   8,500,000 0 0
OSPREY ENERGY ACQUISITION CO *W EXP 07/21/202 688397116 380 500,000 SH   DFND   500,000 0 0
OSPREY ENERGY ACQUISITION CO CL A COM 688397108 3,848 400,000 SH   DFND   400,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 29,320 32,000,000 PRN   DFND   32,000,000 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 383 10,000 SH   DFND   10,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 92,517 55,900,000 PRN   DFND   55,900,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 10,507 11,475,000 PRN   DFND   11,475,000 0 0
PARK HOTELS RESORTS INC COM 700517105 15,600 577,349 SH   DFND   577,349 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 21,132 21,314,000 PRN   DFND   21,314,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 5,115 5,000,000 PRN   DFND   5,000,000 0 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 236 500,000 SH   DFND   500,000 0 0
PENSARE ACQUISITION CORP COM 70957E105 12,020 1,236,600 SH   DFND   1,236,600 0 0
PENSARE ACQUISITION CORP RIGHT 99/99/9999 70957E121 500 1,000,000 SH   DFND   1,000,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 609 12,745 SH   DFND   12,745 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 30,916 1,025,406 SH   DFND   1,025,406 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 229 20,346 SH   DFND   20,346 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 655 29,751 SH   DFND   29,751 0 0
PLATINUM EAGLE ACQUISITIN CO *W EXP 01/17/202 G7126L118 333 266,666 SH   DFND   266,666 0 0
PLATINUM EAGLE ACQUISITIN CO SHS CL A G7126L100 7,680 799,998 SH   DFND   799,998 0 0
PLY GEM HLDGS INC COM 72941W100 7,452 345,000 SH   DFND   345,000 0 0
PROOFPOINT INC COM 743424103 11,447 100,718 SH   DFND   100,718 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 18,521 18,450,000 PRN   DFND   18,450,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 14,965 14,925,000 PRN   DFND   14,925,000 0 0
PURPLE INNOVATION INC *W EXP 02/02/202 74640Y114 576 768,000 SH   DFND   768,000 0 0
PUTNAM MANAGED MUN INCOM TR COM 746823103 202 28,357 SH   DFND   28,357 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 157 13,439 SH   DFND   13,439 0 0
QUALITY CARE PPTYS INC COM 747545101 30,161 1,552,294 SH   DFND   1,552,294 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 13,181 13,050,000 PRN   DFND   13,050,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 18,051 18,575,000 PRN   DFND   18,575,000 0 0
REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 577 524,259 SH   DFND   524,259 0 0
REGALWOOD GLOBAL ENERGY LTD COM CL A G74760102 15,256 1,572,777 SH   DFND   1,572,777 0 0
RENEWABLE ENERGY GROUP INC NOTE 2.750% 6/1 75972AAA1 759 675,000 PRN   DFND   675,000 0 0
RENT A CTR INC NEW COM 76009N100 4,307 499,059 SH   DFND   499,059 0 0
RESOURCE CAP CORP NOTE 4.500% 8/1 76120WAC8 1,940 2,000,000 PRN   DFND   2,000,000 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 544 30,068 SH   DFND   30,068 0 0
RITE AID CORP COM 767754104 12,594 7,496,442 SH   DFND   7,496,442 0 0
ROCKWELL COLLINS INC COM 774341101 220,902 1,638,134 SH   DFND   1,638,134 0 0
ROSEHILL RES INC *W EXP 09/16/202 777385113 406 489,600 SH   DFND   489,600 0 0
RSP PERMIAN INC COM 74978Q105 100,190 2,137,150 SH   DFND   2,137,150 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 5,833 5,525,000 PRN   DFND   5,525,000 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 3,560 2,131,000 PRN   DFND   2,131,000 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 55 42,000 SH   DFND   42,000 0 0
SCANA CORP NEW COM 80589M102 98,294 2,617,690 SH   DFND   2,617,690 0 0
SCHULMAN A INC COM 808194104 8,874 206,376 SH   DFND   206,376 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 20,291 19,300,000 PRN   DFND   19,300,000 0 0
SEMGROUP CORP CL A 81663A105 521 24,333 SH   DFND   24,333 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 5,333 52,150 SH   DFND   52,150 0 0
SENTINEL ENERGY SVCS INC UNIT 11/02/2022 G8062D128 3,968 400,000 SH   DFND   400,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 472 22,409 SH   DFND   22,409 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 23,921 23,600,000 PRN   DFND   23,600,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 11,435 11,500,000 PRN   DFND   11,500,000 0 0
SOCIAL CAP HEDOSOPHIA HLDGS *W EXP 09/14/202 G8250R129 138 83,334 SH   DFND   83,334 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 465 13,814 SH   DFND   13,814 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 33,393 33,500,000 PRN   DFND   33,500,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 18,360 16,980,000 PRN   DFND   16,980,000 0 0
STELLAR ACQUISITION III INC COM Y8172W107 2,055 198,700 SH   DFND   198,700 0 0
STEWART INFORMATION SVCS COR COM 860372101 11,930 271,500 SH   DFND   271,500 0 0
STUDENT TRANSN INC COM 86388A108 7,818 1,043,833 SH   DFND   1,043,833 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 451 32,128 SH   DFND   32,128 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 14,360 14,450,000 PRN   DFND   14,450,000 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 506 13,360 SH   DFND   13,360 0 0
TARGA RES CORP COM 87612G101 932 21,184 SH   DFND   21,184 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 405 11,675 SH   DFND   11,675 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 611 34,119 SH   DFND   34,119 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 17,198 17,275,000 PRN   DFND   17,275,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 52,001 49,800,000 PRN   DFND   49,800,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 29,055 27,018,000 PRN   DFND   27,018,000 0 0
TIBERIUS ACQUISITION CORP UNIT 02/28/2021 88633A206 11,762 1,175,000 SH   DFND   1,175,000 0 0
TIME WARNER INC COM NEW 887317303 211,062 2,231,570 SH   DFND   2,231,570 0 0
TPG PACE ENERGY HLDGS CORP *W EXP 99/99/999 872656111 308 166,667 SH   DFND   166,667 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 5,132 5,000,000 PRN   DFND   5,000,000 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 724 20,221 SH   DFND   20,221 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 15,765 11,525,000 PRN   DFND   11,525,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 44,172 26,500,000 PRN   DFND   26,500,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 14,847 14,025,000 PRN   DFND   14,025,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 45,223 1,232,562 SH   DFND   1,232,562 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 17,851 17,050,000 PRN   DFND   17,050,000 0 0
UNION ACQUISITION CORP RIGHT 12/02/2019 G9366W135 425 1,250,000 SH   DFND   1,250,000 0 0
UNION ACQUISITION CORP SHS G9366W101 11,975 1,250,000 SH   DFND   1,250,000 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 20,207 15,325,000 PRN   DFND   15,325,000 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 490 13,821 SH   DFND   13,821 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 159,468 2,364,238 SH   DFND   2,364,238 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 15 114,185 SH   DFND   114,185 0 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 725 500,000 SH   DFND   500,000 0 0
VAREX IMAGING CORP COM 92214X106 23,569 658,718 SH   DFND   658,718 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 23,893 16,650,000 PRN   DFND   16,650,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 20,992 23,000,000 PRN   DFND   23,000,000 0 0
VERISIGN INC COM 92343E102 2,111 17,807 SH   DFND   17,807 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 470,344 136,300,000 PRN   DFND   136,300,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 579 12,110 SH   DFND   12,110 0 0
VERSUM MATLS INC COM 92532W103 17,570 466,918 SH   DFND   466,918 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 1,905 17,975 SH   DFND   17,975 0 0
VITAMIN SHOPPE INC NOTE 2.250%12/0 92849EAB7 735 1,000,000 PRN   DFND   1,000,000 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 41,412 43,500,000 PRN   DFND   43,500,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 55,802 62,075,000 PRN   DFND   62,075,000 0 0
WESTAR ENERGY INC COM 95709T100 131,902 2,508,123 SH   DFND   2,508,123 0 0
WESTERN ASSET INTM MUNI FD I COM 958435109 177 20,515 SH   DFND   20,515 0 0
WESTERN ASSET MUN HI INCM FD COM 95766N103 90 12,575 SH   DFND   12,575 0 0
WESTERN ASST MN PRT FD INC COM 95766P108 178 12,440 SH   DFND   12,440 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 527 12,341 SH   DFND   12,341 0 0
WGL HLDGS INC COM 92924F106 162,012 1,936,789 SH   DFND   1,936,789 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 669 19,436 SH   DFND   19,436 0 0
WILLSCOT CORP *W EXP 09/10/202 971375118 1,587 950,067 SH   DFND   950,067 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 19,079 12,550,000 PRN   DFND   12,550,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 32,414 20,000,000 PRN   DFND   20,000,000 0 0
XCERRA CORP COM 98400J108 7,949 682,286 SH   DFND   682,286 0 0
XL GROUP LTD COM G98294104 38,747 701,169 SH   DFND   701,169 0 0
YUM CHINA HLDGS INC COM 98850P109 23,318 561,874 SH   DFND   561,874 0 0