The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |