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 |
|
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 |
ABAXIS INC | COM | 002567105 | 6,510 | 78,422 | SH | DFND | 78,422 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 19,744 | 20,325,000 | PRN | DFND | 20,325,000 | 0 | 0 | ||
ADIENT PLC | ORD SHS | G0084W101 | 22,962 | 466,806 | SH | DFND | 466,806 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 169,347 | 85,200,000 | PRN | DFND | 85,200,000 | 0 | 0 | ||
AEGEAN MARINE PETE NETWORK I | NOTE 4.250%12/1 | 00773VAB2 | 1,750 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 32,639 | 25,200,000 | PRN | DFND | 25,200,000 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 125,131 | 681,915 | SH | DFND | 681,915 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 1,370 | 18,709 | SH | DFND | 18,709 | 0 | 0 | ||
AKORN INC | COM | 009728106 | 50,333 | 3,033,939 | SH | DFND | 3,033,939 | 0 | 0 | ||
ALCOA CORP | COM | 013872106 | 37,275 | 795,125 | SH | DFND | 795,125 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 64,522 | 33,950,000 | PRN | DFND | 33,950,000 | 0 | 0 | ||
ALLIANCE CALIF MUN INCOME FD | COM | 018546101 | 338 | 25,727 | SH | DFND | 25,727 | 0 | 0 | ||
ALLIANCEBERNSTEIN GBL HGH IN | COM | 01879R106 | 142 | 12,292 | SH | DFND | 12,292 | 0 | 0 | ||
ALLIANCEBERNSTEIN NATL MUNI | COM | 01864U106 | 293 | 23,217 | SH | DFND | 23,217 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 17,742 | 17,475,000 | PRN | DFND | 17,475,000 | 0 | 0 | ||
ALTA MESA RES INC | *W EXP 03/28/202 | 02133L117 | 432 | 308,333 | SH | DFND | 308,333 | 0 | 0 | ||
ALTABA INC | COM | 021346101 | 250,225 | 3,417,904 | SH | DFND | 3,417,904 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 33,746 | 32,975,000 | PRN | DFND | 32,975,000 | 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 | 585 | 13,864 | SH | DFND | 13,864 | 0 | 0 | ||
AMTRUST FINL SVCS INC | COM | 032359309 | 35,067 | 2,406,766 | SH | DFND | 2,406,766 | 0 | 0 | ||
AMTRUST FINL SVCS INC | NOTE 2.750%12/1 | 032359AG6 | 12,886 | 13,250,000 | PRN | DFND | 13,250,000 | 0 | 0 | ||
AMYRIS INC | COM NEW | 03236M200 | 392 | 61,375 | SH | DFND | 61,375 | 0 | 0 | ||
AMYRIS INC | NOTE 9.500% 4/1 | 03236MAF8 | 9,638 | 9,626,000 | PRN | DFND | 9,626,000 | 0 | 0 | ||
ANDEAVOR | COM | 03349M105 | 160,328 | 1,222,201 | SH | DFND | 1,222,201 | 0 | 0 | ||
ANDEAVOR LOGISTICS LP | COM UNIT LP INT | 03350F106 | 642 | 15,100 | SH | DFND | 15,100 | 0 | 0 | ||
ANTERO MIDSTREAM GP LP | COM SHS REPSTG | 03675Y103 | 615 | 32,600 | SH | DFND | 32,600 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 177,140 | 54,129,000 | PRN | DFND | 54,129,000 | 0 | 0 | ||
APERGY CORP | COM | 03755L104 | 19,183 | 459,482 | SH | DFND | 459,482 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 11,189 | 11,275,000 | PRN | DFND | 11,275,000 | 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 | 6,980 | 62,125 | SH | DFND | 62,125 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 3,411 | 106,220 | SH | DFND | 106,220 | 0 | 0 | ||
ATHENAHEALTH INC | COM | 04685W103 | 14,821 | 93,134 | SH | DFND | 93,134 | 0 | 0 | ||
ATLANTICUS HLDGS CORP | COM | 04914Y102 | 396 | 191,430 | SH | DFND | 191,430 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 41,872 | 31,525,000 | PRN | DFND | 31,525,000 | 0 | 0 | ||
AVAYA HLDGS CORP | COM | 05351X101 | 1,415 | 70,461 | SH | DFND | 70,461 | 0 | 0 | ||
AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 543 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
AVISTA CORP | COM | 05379B107 | 138,594 | 2,631,857 | SH | DFND | 2,631,857 | 0 | 0 | ||
AVISTA HEALTHCARE PUB ACQ CO | *W EXP 99/99/999 | G0726L117 | 460 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
AXALTA COATING SYS LTD | COM | G0750C108 | 10,146 | 334,756 | SH | DFND | 334,756 | 0 | 0 | ||
BARINGTON HILCO ACQUISITION | *W EXP 02/11/202 | 06759V127 | 78 | 487,260 | SH | DFND | 487,260 | 0 | 0 | ||
BARINGTON HILCO ACQUISITION | RIGHT 08/11/2017 | 06759V119 | 93 | 487,260 | SH | DFND | 487,260 | 0 | 0 | ||
BIG ROCK PARTNERS ACQUISI CO | *W EXP 12/01/202 | 089482111 | 38 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
BIG ROCK PARTNERS ACQUISI CO | COM | 089482103 | 1,978 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
BIG ROCK PARTNERS ACQUISI CO | RIGHT 12/01/2022 | 089482129 | 90 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
BISON CAP ACQUISITION CORP | ORD SHS | G1142P104 | 1,503 | 150,000 | SH | DFND | 150,000 | 0 | 0 | ||
BISON CAP ACQUISITION CORP | RIGHT 03/20/2019 | G1142P138 | 50 | 150,000 | SH | DFND | 150,000 | 0 | 0 | ||
BJS WHSL CLUB HLDGS INC | COM | 05550J101 | 237 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 18,579 | 281,523 | SH | DFND | 281,523 | 0 | 0 | ||
BLACK KNIGHT INC | COM | 09215C105 | 13,250 | 247,441 | SH | DFND | 247,441 | 0 | 0 | ||
BLACK RIDGE ACQUISITION CORP | *W EXP 07/10/202 | 09216T115 | 90 | 210,000 | SH | DFND | 210,000 | 0 | 0 | ||
BLACK RIDGE ACQUISITION CORP | COM | 09216T107 | 2,052 | 210,000 | SH | DFND | 210,000 | 0 | 0 | ||
BLACK RIDGE ACQUISITION CORP | RIGHT 07/10/2019 | 09216T123 | 74 | 210,000 | SH | DFND | 210,000 | 0 | 0 | ||
BLACKROCK CALIF MUN INCOME T | SH BEN INT | 09248E102 | 348 | 26,742 | SH | DFND | 26,742 | 0 | 0 | ||
BLACKROCK CR ALLCTN INC TR | COM | 092508100 | 171 | 14,189 | SH | DFND | 14,189 | 0 | 0 | ||
BLACKROCK INVT QUALITY MUN T | COM | 09247D105 | 243 | 17,259 | SH | DFND | 17,259 | 0 | 0 | ||
BLACKROCK MUN 2030 TAR TERM | COM SHS BEN IN | 09257P105 | 343 | 15,930 | SH | DFND | 15,930 | 0 | 0 | ||
BLACKROCK MUN INCOME TR | SH BEN INT | 09248F109 | 205 | 15,880 | SH | DFND | 15,880 | 0 | 0 | ||
BLACKROCK MUNI INTER DR FD I | COM | 09253X102 | 388 | 29,380 | SH | DFND | 29,380 | 0 | 0 | ||
BLACKROCK MUNICIPAL BOND TR | COM | 09249H104 | 202 | 14,076 | SH | DFND | 14,076 | 0 | 0 | ||
BLACKROCK MUNICIPL INC QLTY | COM | 092479104 | 256 | 19,700 | SH | DFND | 19,700 | 0 | 0 | ||
BLACKROCK MUNIENHANCED FD IN | COM | 09253Y100 | 167 | 15,901 | SH | DFND | 15,901 | 0 | 0 | ||
BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 269 | 20,404 | SH | DFND | 20,404 | 0 | 0 | ||
BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 267 | 21,488 | SH | DFND | 21,488 | 0 | 0 | ||
BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 266 | 20,152 | SH | DFND | 20,152 | 0 | 0 | ||
BLACKROCK MUNIHLDNGS QLTY II | COM | 09254C107 | 186 | 15,238 | SH | DFND | 15,238 | 0 | 0 | ||
BLACKROCK MUNIHLDS INVSTM QL | COM | 09254P108 | 203 | 15,672 | SH | DFND | 15,672 | 0 | 0 | ||
BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 181 | 20,681 | SH | DFND | 20,681 | 0 | 0 | ||
BLACKROCK MUNIY QUALITY FD I | COM | 09254G108 | 208 | 17,142 | SH | DFND | 17,142 | 0 | 0 | ||
BLACKROCK MUNIYIELD CALI QLT | COM | 09254N103 | 269 | 20,134 | SH | DFND | 20,134 | 0 | 0 | ||
BLACKROCK MUNIYIELD CALIF FD | COM | 09254M105 | 214 | 16,071 | SH | DFND | 16,071 | 0 | 0 | ||
BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 239 | 17,911 | SH | DFND | 17,911 | 0 | 0 | ||
BLACKROCK MUNIYIELD NY QLTY | COM | 09255E102 | 342 | 28,547 | SH | DFND | 28,547 | 0 | 0 | ||
BLACKROCK MUNIYIELD PA QLTY | COM | 09255G107 | 179 | 13,316 | SH | DFND | 13,316 | 0 | 0 | ||
BLACKROCK MUNIYIELD QLTY FD | COM | 09254E103 | 268 | 21,284 | SH | DFND | 21,284 | 0 | 0 | ||
BLACKROCK MUNIYIELD QUALITY | COM | 09254F100 | 183 | 13,114 | SH | DFND | 13,114 | 0 | 0 | ||
BLACKROCK MUNIYLD MICH QLTY | COM | 09254V105 | 206 | 15,742 | SH | DFND | 15,742 | 0 | 0 | ||
BLACKROCK TAX MUNICPAL BD TR | SHS | 09248X100 | 270 | 12,223 | SH | DFND | 12,223 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 15,766 | 16,000,000 | PRN | DFND | 16,000,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 19,484 | 20,000,000 | PRN | DFND | 20,000,000 | 0 | 0 | ||
BOARDWALK PIPELINE PARTNERS | UT LTD PARTNER | 096627104 | 481 | 41,402 | SH | DFND | 41,402 | 0 | 0 | ||
BOOKING HLDGS INC | COM | 09857L108 | 15,019 | 7,409 | SH | DFND | 7,409 | 0 | 0 | ||
BORQS TECHNOLOGIES INC | SHS | G1466B103 | 55 | 10,569 | SH | DFND | 10,569 | 0 | 0 | ||
BP MIDSTREAM PARTNERS LP | UNIT LTD PTNR | 0556EL109 | 367 | 17,500 | SH | DFND | 17,500 | 0 | 0 | ||
BRIGHTHOUSE FINL INC | COM | 10922N103 | 11,608 | 289,682 | SH | DFND | 289,682 | 0 | 0 | ||
BUCKEYE PARTNERS L P | UNIT LTD PARTN | 118230101 | 485 | 13,800 | SH | DFND | 13,800 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 75,834 | 44,275,000 | PRN | DFND | 44,275,000 | 0 | 0 | ||
CAPELLA EDUCATION COMPANY | COM | 139594105 | 16,870 | 170,926 | SH | DFND | 170,926 | 0 | 0 | ||
CARBONITE INC | NOTE 2.500% 4/0 | 141337AB1 | 2,975 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
CARS COM INC | COM | 14575E105 | 5,005 | 176,282 | SH | DFND | 176,282 | 0 | 0 | ||
CAVIUM INC | COM | 14964U108 | 181,500 | 2,098,271 | SH | DFND | 2,098,271 | 0 | 0 | ||
CHENIERE ENERGY PARTNERS LP | COM UNIT | 16411Q101 | 783 | 21,785 | SH | DFND | 21,785 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 72,054 | 70,725,000 | PRN | DFND | 70,725,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 6,727 | 4,625,000 | PRN | DFND | 4,625,000 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 40,705 | 33,075,000 | PRN | DFND | 33,075,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 9,240 | 10,000,000 | PRN | DFND | 10,000,000 | 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 | 6,279 | 637,500 | SH | DFND | 637,500 | 0 | 0 | ||
CNX MIDSTREAM PARTNERS LP | COM UNIT REPST | 12654A101 | 667 | 34,400 | SH | DFND | 34,400 | 0 | 0 | ||
COBIZ FINANCIAL INC | COM | 190897108 | 6,022 | 280,344 | SH | DFND | 280,344 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 35,376 | 31,625,000 | PRN | DFND | 31,625,000 | 0 | 0 | ||
COMMUNITY HEALTH SYS INC NEW | RIGHT 12/31/2019 | 203668116 | 102 | 9,282,097 | SH | DFND | 9,282,097 | 0 | 0 | ||
COMPUCREDIT HLDGS CORP | NOTE 5.875%11/3 | 20478NAD2 | 2,511 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
CONDUENT INC | COM | 206787103 | 18,150 | 998,907 | SH | DFND | 998,907 | 0 | 0 | ||
CONNECTICUT WTR SVC INC | COM | 207797101 | 2,976 | 45,559 | SH | DFND | 45,559 | 0 | 0 | ||
CONSTELLATION ALPHA CAP CORP | RIGHT 99/99/9999 | G2379F132 | 294 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
CONSTELLATION ALPHA CAP CORP | SHS | G2379F108 | 3,478 | 349,500 | SH | DFND | 349,500 | 0 | 0 | ||
CONVERGYS CORP | COM | 212485106 | 7,636 | 312,435 | SH | DFND | 312,435 | 0 | 0 | ||
CONVERGYS CORP | SDCV 5.750% 9/1 | 212485AE6 | 10,791 | 4,725,000 | PRN | DFND | 4,725,000 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 1,741 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
COREPOINT LODGING INC | COM | 21872L104 | 314 | 12,125 | SH | DFND | 12,125 | 0 | 0 | ||
COTIVITI HLDGS INC | COM | 22164K101 | 28,163 | 638,179 | SH | DFND | 638,179 | 0 | 0 | ||
CRESTWOOD EQUITY PARTNERS LP | UNIT LTD PARTNER | 226344208 | 887 | 27,936 | SH | DFND | 27,936 | 0 | 0 | ||
CYS INVTS INC | COM | 12673A108 | 14,577 | 1,943,549 | SH | DFND | 1,943,549 | 0 | 0 | ||
DASEKE INC | *W EXP 02/27/202 | 23753F115 | 404 | 378,003 | SH | DFND | 378,003 | 0 | 0 | ||
DCP MIDSTREAM LP | COM UT LTD PTN | 23311P100 | 817 | 20,646 | SH | DFND | 20,646 | 0 | 0 | ||
DCT INDUSTRIAL TRUST INC | COM NEW | 233153204 | 10,864 | 162,800 | SH | DFND | 162,800 | 0 | 0 | ||
DELAWARE INV MN MUN INC FD I | COM | 24610V103 | 151 | 12,175 | SH | DFND | 12,175 | 0 | 0 | ||
DELPHI TECHNOLOGIES PLC | SHS | G2709G107 | 17,040 | 374,830 | SH | DFND | 374,830 | 0 | 0 | ||
DEUTSCHE MUN INCOME | COM | 25160C106 | 266 | 24,105 | SH | DFND | 24,105 | 0 | 0 | ||
DEUTSCHE STRATEGIC MUN INCOM | COM | 25159F102 | 132 | 12,150 | SH | DFND | 12,150 | 0 | 0 | ||
DFB HEALTHCARE ACQUISTION CO | *W EXP 04/11/202 | 23291E117 | 867 | 666,666 | SH | DFND | 666,666 | 0 | 0 | ||
DFB HEALTHCARE ACQUISTION CO | COM | 23291E109 | 19,300 | 1,999,998 | SH | DFND | 1,999,998 | 0 | 0 | ||
DISCOVERY INC | COM SER C | 25470F302 | 719 | 28,190 | SH | DFND | 28,190 | 0 | 0 | ||
DIVIDEND & INCOME FUND | COM NEW | 25538A204 | 271 | 22,006 | SH | DFND | 22,006 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 15,523 | 127,239 | SH | DFND | 127,239 | 0 | 0 | ||
DRAPER OAKWOOD TECHNOLOGY | *W EXP 09/19/202 | 26146L111 | 55 | 75,000 | SH | DFND | 75,000 | 0 | 0 | ||
DRAPER OAKWOOD TECHNOLOGY | COM CL A | 26146L103 | 3,025 | 303,100 | SH | DFND | 303,100 | 0 | 0 | ||
DRAPER OAKWOOD TECHNOLOGY | RIGHT 09/19/2018 | 26146L129 | 88 | 150,000 | SH | DFND | 150,000 | 0 | 0 | ||
DREYFUS MUN BD INFRSTRCTR FD | SHS | 26203D101 | 251 | 20,120 | SH | DFND | 20,120 | 0 | 0 | ||
DREYFUS MUN INCOME INC | COM | 26201R102 | 89 | 10,923 | SH | DFND | 10,923 | 0 | 0 | ||
DREYFUS STRATEGIC MUN BD FD | COM | 26202F107 | 179 | 23,617 | SH | DFND | 23,617 | 0 | 0 | ||
DREYFUS STRATEGIC MUNS INC | COM | 261932107 | 222 | 28,887 | SH | DFND | 28,887 | 0 | 0 | ||
DTF TAX-FREE INCOME INC | COM | 23334J107 | 229 | 17,149 | SH | DFND | 17,149 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 4,588 | 3,945,000 | PRN | DFND | 3,945,000 | 0 | 0 | ||
EASTERLY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 717 | 573,250 | SH | DFND | 573,250 | 0 | 0 | ||
EATON VANCE CALIF MUN BD FD | COM | 27828A100 | 192 | 18,618 | SH | DFND | 18,618 | 0 | 0 | ||
EATON VANCE LTD DUR INCOME F | COM | 27828H105 | 262 | 20,865 | SH | DFND | 20,865 | 0 | 0 | ||
EATON VANCE MUN BD FD | COM | 27827X101 | 255 | 21,601 | SH | DFND | 21,601 | 0 | 0 | ||
EATON VANCE MUN BD FD II | COM | 27827K109 | 148 | 12,498 | SH | DFND | 12,498 | 0 | 0 | ||
EATON VANCE MUNI INCOME TRUS | SH BEN INT | 27826U108 | 315 | 26,601 | SH | DFND | 26,601 | 0 | 0 | ||
EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 177 | 15,611 | SH | DFND | 15,611 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 14,344 | 13,806,000 | PRN | DFND | 13,806,000 | 0 | 0 | ||
EDUCATION RLTY TR INC | COM NEW | 28140H203 | 29,050 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
ENABLE MIDSTREAM PARTNERS LP | COM UNIT RP IN | 292480100 | 802 | 46,900 | SH | DFND | 46,900 | 0 | 0 | ||
ENBRIDGE ENERGY PARTNERS L P | COM | 29250R106 | 496 | 45,400 | SH | DFND | 45,400 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 7,114 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
ENERGY TRANSFER PARTNERS LP | UNIT LTD PRT INT | 29278N103 | 1,040 | 54,600 | SH | DFND | 54,600 | 0 | 0 | ||
ENLINK MIDSTREAM PARTNERS LP | COM UNIT REP LTD | 29336U107 | 617 | 39,709 | SH | DFND | 39,709 | 0 | 0 | ||
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 36,245 | 38,925,000 | PRN | DFND | 38,925,000 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 768 | 27,760 | SH | DFND | 27,760 | 0 | 0 | ||
ENVISION HEALTHCARE CORP | COM | 29414D100 | 76,188 | 1,731,146 | SH | DFND | 1,731,146 | 0 | 0 | ||
EVERGY INC | COM | 30034W106 | 17,355 | 309,075 | SH | DFND | 309,075 | 0 | 0 | ||
EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063PAA3 | 53,845 | 51,075,000 | PRN | DFND | 51,075,000 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 2,081 | 17,312 | SH | DFND | 17,312 | 0 | 0 | ||
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 146,858 | 1,902,065 | SH | DFND | 1,902,065 | 0 | 0 | ||
EZCORP INC | NOTE 2.125% 6/1 | 302301AB2 | 15,317 | 15,075,000 | PRN | DFND | 15,075,000 | 0 | 0 | ||
FAR PT ACQUISITION CORP | *W EXP 06/01/202 | 30734W117 | 464 | 333,332 | SH | DFND | 333,332 | 0 | 0 | ||
FAR PT ACQUISITION CORP | COM CL A | 30734W109 | 9,750 | 999,996 | SH | DFND | 999,996 | 0 | 0 | ||
FEDERAL STR ACQUISITION CORP | *W EXP 07/24/202 | 31421V115 | 488 | 375,000 | SH | DFND | 375,000 | 0 | 0 | ||
FEDERATED PREM MUN INC FD | COM | 31423P108 | 192 | 14,515 | SH | DFND | 14,515 | 0 | 0 | ||
FINANCIAL ENGINES INC | COM | 317485100 | 27,004 | 601,418 | SH | DFND | 601,418 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 11,994 | 12,101,000 | PRN | DFND | 12,101,000 | 0 | 0 | ||
FINTECH ACQUISITION CORP II | *W EXP 01/19/202 | 31810G117 | 1,085 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
FINTECH ACQUISITION CORP II | COM | 31810G109 | 1,508 | 150,000 | SH | DFND | 150,000 | 0 | 0 | ||
FIRST CONN BANCORP INC MD | COM | 319850103 | 14,736 | 481,563 | SH | DFND | 481,563 | 0 | 0 | ||
FORTIVE CORP | COM | 34959J108 | 16,754 | 217,277 | SH | DFND | 217,277 | 0 | 0 | ||
FOUNDATION MEDICINE INC | COM | 350465100 | 36,763 | 268,929 | SH | DFND | 268,929 | 0 | 0 | ||
GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 529 | 24,165 | SH | DFND | 24,165 | 0 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 39,910 | 8,868,810 | SH | DFND | 8,868,810 | 0 | 0 | ||
GIGCAPITAL INC | *W EXP 06/08/202 | 37518N122 | 506 | 1,125,000 | SH | DFND | 1,125,000 | 0 | 0 | ||
GIGCAPITAL INC | COM | 37518N106 | 7,642 | 775,000 | SH | DFND | 775,000 | 0 | 0 | ||
GIGCAPITAL INC | RIGHT 03/06/2020 | 37518N114 | 675 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
GOPRO INC | CL A | 38268T103 | 176 | 27,391 | SH | DFND | 27,391 | 0 | 0 | ||
GOPRO INC | NOTE 3.500% 4/1 | 38268TAB9 | 2,319 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
GORDON POINTE ACQUISITION CO | *W EXP 07/30/202 | 382788115 | 338 | 614,900 | SH | DFND | 614,900 | 0 | 0 | ||
GORDON POINTE ACQUISITION CO | COM CLASS A | 382788107 | 5,977 | 614,900 | SH | DFND | 614,900 | 0 | 0 | ||
GORDON POINTE ACQUISITION CO | UNIT 01/18/2023 | 382788206 | 6,321 | 614,900 | SH | DFND | 614,900 | 0 | 0 | ||
GORES HLDGS II INC | *W EXP 01/13/202 | 382867117 | 247 | 133,333 | SH | DFND | 133,333 | 0 | 0 | ||
GRAMERCY PPTY TR | COM NEW | 385002308 | 30,223 | 1,106,266 | SH | DFND | 1,106,266 | 0 | 0 | ||
GREEN PLAINS INC | NOTE 4.125% 9/0 | 393222AF1 | 6,713 | 6,750,000 | PRN | DFND | 6,750,000 | 0 | 0 | ||
GREENBRIER COS INC | COM | 393657101 | 860 | 16,307 | SH | DFND | 16,307 | 0 | 0 | ||
GS ACQUISITION HLDGS CORP | UNIT 06/12/2023 | 36255F201 | 15,300 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
GUARANTY BANCORP DEL | COM NEW | 40075T607 | 6,028 | 202,285 | SH | DFND | 202,285 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | COM | 40171V100 | 1,739 | 19,583 | SH | DFND | 19,583 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 2,088 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
HAYMAKER ACQUISITION CORP | *W EXP 10/27/202 | 420870115 | 581 | 699,980 | SH | DFND | 699,980 | 0 | 0 | ||
HAYMAKER ACQUISITION CORP | COM CLASS A | 420870107 | 8,838 | 899,960 | SH | DFND | 899,960 | 0 | 0 | ||
HCI GROUP INC | NOTE 4.250% 3/0 | 40416EAD5 | 5,895 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 3,544 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
HENNESSY CAP ACQUSTON CORP I | *W EXP 06/15/202 | 42588L113 | 540 | 375,000 | SH | DFND | 375,000 | 0 | 0 | ||
HENNESSY CAP ACQUSTON CORP I | COM | 42588L105 | 4,056 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 21,119 | 21,150,000 | PRN | DFND | 21,150,000 | 0 | 0 | ||
HESS MIDSTREAM PARTNERS LP | UNIT LTD PR INT | 428104103 | 597 | 30,300 | SH | DFND | 30,300 | 0 | 0 | ||
HILTON GRAND VACATIONS INC | COM | 43283X105 | 38,156 | 1,099,596 | SH | DFND | 1,099,596 | 0 | 0 | ||
HL ACQUISITIONS CORP | UNIT 06/21/2023 | G4603R114 | 2,714 | 270,000 | SH | DFND | 270,000 | 0 | 0 | ||
HOLLY ENERGY PARTNERS L P | COM UT LTD PTN | 435763107 | 625 | 22,100 | SH | DFND | 22,100 | 0 | 0 | ||
HRG GROUP INC | COM | 40434J100 | 11,628 | 888,331 | SH | DFND | 888,331 | 0 | 0 | ||
HUNTER MARITIME ACQUISITION | CL A | Y37828111 | 988 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 22,603 | 23,955,000 | PRN | DFND | 23,955,000 | 0 | 0 | ||
I AM CAP ACQUISITION CO | *W EXP 05/22/202 | 45074Q116 | 95 | 225,000 | SH | DFND | 225,000 | 0 | 0 | ||
I AM CAP ACQUISITION CO | COM | 45074Q108 | 4,865 | 450,000 | SH | DFND | 450,000 | 0 | 0 | ||
I AM CAP ACQUISITION CO | RIGHT 05/22/2019 | 45074Q124 | 86 | 225,000 | SH | DFND | 225,000 | 0 | 0 | ||
ILG INC | COM | 44967H101 | 84,339 | 2,553,395 | SH | DFND | 2,553,395 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 1,704 | 6,102 | SH | DFND | 6,102 | 0 | 0 | ||
INDUSTREA ACQUISITION CORP | *W EXP 08/01/202 | 45579J112 | 300 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
INDUSTREA ACQUISITION CORP | CL A | 45579J104 | 7,204 | 730,582 | SH | DFND | 730,582 | 0 | 0 | ||
INFINITY PPTY & CAS CORP | COM | 45665Q103 | 44,459 | 312,321 | SH | DFND | 312,321 | 0 | 0 | ||
INFRA AND ENERGY ALTRNTIVE I | *W EXP 05/20/202 | 45686J112 | 768 | 808,712 | SH | DFND | 808,712 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 24,501 | 26,150,000 | PRN | DFND | 26,150,000 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 15,124 | 14,075,000 | PRN | DFND | 14,075,000 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 201,513 | 84,083,000 | PRN | DFND | 84,083,000 | 0 | 0 | ||
INVACARE CORP | NOTE 4.500% 6/0 | 461203AH4 | 2,596 | 1,950,000 | PRN | DFND | 1,950,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 5,206 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
INVESCO ADVANTAGE MUNICIPAL | SH BEN INT | 46132E103 | 228 | 21,358 | SH | DFND | 21,358 | 0 | 0 | ||
INVESCO CALIF VALUE MUN INC | COM | 46132H106 | 235 | 19,956 | SH | DFND | 19,956 | 0 | 0 | ||
INVESCO MUN OPPORTUNITY TR | COM | 46132C107 | 400 | 34,071 | SH | DFND | 34,071 | 0 | 0 | ||
INVESCO MUN TR | COM | 46131J103 | 226 | 19,159 | SH | DFND | 19,159 | 0 | 0 | ||
INVESCO PA VALUE MUN INCOME | COM | 46132K109 | 327 | 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 | 185 | 14,922 | SH | DFND | 14,922 | 0 | 0 | ||
INVESCO VALUE MUN INCOME TR | COM | 46132P108 | 401 | 28,379 | SH | DFND | 28,379 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 18,669 | 14,025,000 | PRN | DFND | 14,025,000 | 0 | 0 | ||
JASON INDS INC | *W EXP 06/30/201 | 471172114 | 19 | 1,933,070 | SH | DFND | 1,933,070 | 0 | 0 | ||
JBG SMITH PPTYS | COM | 46590V100 | 18,607 | 510,187 | SH | DFND | 510,187 | 0 | 0 | ||
JENSYN ACQUISITION CORP | *W EXP 03/07/202 | 47632B110 | 30 | 174,000 | SH | DFND | 174,000 | 0 | 0 | ||
JENSYN ACQUISITION CORP | COM | 47632B102 | 729 | 69,000 | SH | DFND | 69,000 | 0 | 0 | ||
JENSYN ACQUISITION CORP | RIGHT 99/99/9999 | 47632B128 | 31 | 174,000 | SH | DFND | 174,000 | 0 | 0 | ||
KAPSTONE PAPER & PACKAGING C | COM | 48562P103 | 81,336 | 2,357,568 | SH | DFND | 2,357,568 | 0 | 0 | ||
KAYNE ANDERSON ACQUISITION | *W EXP 06/30/202 | 48661U110 | 300 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
KAYNE ANDERSON ACQUISITION | COM CL A | 48661U102 | 2,453 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
KBL MERGER CORP IV | *W EXP 01/15/202 | 48242A112 | 238 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
KBL MERGER CORP IV | RIGHT 03/22/2019 | 48242A120 | 359 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
KINDRED HEALTHCARE INC | COM | 494580103 | 21,753 | 2,416,945 | SH | DFND | 2,416,945 | 0 | 0 | ||
KLX INC | COM | 482539103 | 8,053 | 112,000 | SH | DFND | 112,000 | 0 | 0 | ||
LAMB WESTON HLDGS INC | COM | 513272104 | 44,827 | 654,306 | SH | DFND | 654,306 | 0 | 0 | ||
LANDCADIA HLDGS INC | *W EXP 06/01/202 | 51476W115 | 415 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
LASALLE HOTEL PPTYS | COM SH BEN INT | 517942108 | 30,807 | 900,000 | SH | DFND | 900,000 | 0 | 0 | ||
LEGACY ACQUISITION CORP | *W EXP 11/30/202 | 524643111 | 645 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
LEGACY ACQUISITION CORP | COM CL A | 524643103 | 14,286 | 1,485,000 | SH | DFND | 1,485,000 | 0 | 0 | ||
LEISURE ACQUISITION CORP | *W EXP 12/05/201 | 52539T115 | 533 | 750,000 | SH | DFND | 750,000 | 0 | 0 | ||
LEISURE ACQUISITION CORP | COM | 52539T107 | 8,211 | 850,000 | SH | DFND | 850,000 | 0 | 0 | ||
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 32,302 | 26,700,000 | PRN | DFND | 26,700,000 | 0 | 0 | ||
LEO HOLDINGS CORP | *W EXP 02/07/202 | G5463L113 | 1,327 | 1,240,000 | SH | DFND | 1,240,000 | 0 | 0 | ||
LEO HOLDINGS CORP | COM CL A | G5463L105 | 9,650 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
LF CAP ACQUISITION CORP | UNIT 06/19/2025 | 50200K207 | 12,084 | 1,200,000 | SH | DFND | 1,200,000 | 0 | 0 | ||
M I ACQUISITIONS INC | *W EXP 11/15/202 | 55304A112 | 378 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 667 | 9,657 | SH | DFND | 9,657 | 0 | 0 | ||
MAGNACHIP SEMICONDUCTOR SA | NOTE 5.000% 3/0 | 55932XAB0 | 2,855 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
MARTIN MIDSTREAM PRTNRS L P | UNIT L P INT | 573331105 | 563 | 40,794 | SH | DFND | 40,794 | 0 | 0 | ||
MATLIN & PARTNERS ACQUISITIO | *W EXP 05/28/202 | 57682V114 | 1,625 | 2,500,000 | SH | DFND | 2,500,000 | 0 | 0 | ||
MB FINANCIAL INC NEW | COM | 55264U108 | 29,092 | 622,963 | SH | DFND | 622,963 | 0 | 0 | ||
MFS MUN INCOME TR | SH BEN INT | 552738106 | 191 | 29,026 | SH | DFND | 29,026 | 0 | 0 | ||
MICRO FOCUS INTERNATIONAL PL | SPON ADR NEW | 594837304 | 23,660 | 1,370,019 | SH | DFND | 1,370,019 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 168,616 | 96,500,000 | PRN | DFND | 96,500,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 66,705 | 55,941,000 | PRN | DFND | 55,941,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 140,435 | 29,305,000 | PRN | DFND | 29,305,000 | 0 | 0 | ||
MITEL NETWORKS CORP | COM | 60671Q104 | 35,178 | 3,206,720 | SH | DFND | 3,206,720 | 0 | 0 | ||
MODERN MEDIA ACQUISITION | *W EXP 05/17/202 | 60765P111 | 553 | 850,000 | SH | DFND | 850,000 | 0 | 0 | ||
MODERN MEDIA ACQUISITION | COM | 60765P103 | 5,932 | 595,031 | SH | DFND | 595,031 | 0 | 0 | ||
MODERN MEDIA ACQUISITION | RIGHT 99/99/9999 | 60765P129 | 884 | 1,700,000 | SH | DFND | 1,700,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 134,727 | 55,525,000 | PRN | DFND | 55,525,000 | 0 | 0 | ||
MONEYGRAM INTL INC | COM NEW | 60935Y208 | 2,251 | 336,445 | SH | DFND | 336,445 | 0 | 0 | ||
MPLX LP | COM UNIT REP LTD | 55336V100 | 789 | 23,115 | SH | DFND | 23,115 | 0 | 0 | ||
MTECH ACQUISITION CORP | *W EXP 08/01/202 | 55378W115 | 81 | 125,000 | SH | DFND | 125,000 | 0 | 0 | ||
MTECH ACQUISITION CORP | COM CLASS A | 55378W107 | 1,220 | 125,000 | SH | DFND | 125,000 | 0 | 0 | ||
MTGE INVT CORP | COM | 55378A105 | 8,442 | 430,699 | SH | DFND | 430,699 | 0 | 0 | ||
MUDRICK CAP ACQUISITION CORP | *W EXP 02/12/202 | 624745113 | 1,600 | 2,500,000 | SH | DFND | 2,500,000 | 0 | 0 | ||
MUDRICK CAP ACQUISITION CORP | COM CLASS A | 624745105 | 14,430 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
NATIONAL ENERGY SERVICES REU | *W EXP 05/05/202 | G6375R115 | 1,140 | 950,000 | SH | DFND | 950,000 | 0 | 0 | ||
NEBULA ACQUISITION CORP | *W EXP 03/12/202 | 629076118 | 583 | 233,332 | SH | DFND | 233,332 | 0 | 0 | ||
NEBULA ACQUISITION CORP | COM CLASS A | 629076100 | 6,706 | 699,996 | SH | DFND | 699,996 | 0 | 0 | ||
NEUBERGER BERMAN HGH YLD FD | COM | 64128C106 | 191 | 17,628 | SH | DFND | 17,628 | 0 | 0 | ||
NEW FRONTIER CORP | UNIT 99/99/9999 | G6485P116 | 10,050 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 3,703 | 3,725,000 | PRN | DFND | 3,725,000 | 0 | 0 | ||
NEWS CORP NEW | CL A | 65249B109 | 2,298 | 148,243 | SH | DFND | 148,243 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 588,836 | 113,392,000 | PRN | DFND | 113,392,000 | 0 | 0 | ||
NUSTAR ENERGY LP | UNIT COM | 67058H102 | 395 | 17,439 | SH | DFND | 17,439 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 28,321 | 26,076,000 | PRN | DFND | 26,076,000 | 0 | 0 | ||
NUVEEN AMT FREE MUN CR INC F | COM | 67071L106 | 178 | 12,174 | SH | DFND | 12,174 | 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 CALIF MUN VALUE FD | COM | 67062C107 | 132 | 13,963 | SH | DFND | 13,963 | 0 | 0 | ||
NUVEEN CALIFORNIA AMT QLT MU | COM | 670651108 | 255 | 18,797 | SH | DFND | 18,797 | 0 | 0 | ||
NUVEEN CONNECTICUT QLTY MUN | COM | 67060D107 | 313 | 26,387 | SH | DFND | 26,387 | 0 | 0 | ||
NUVEEN ENHANCED MUN VALUE FD | COM | 67074M101 | 180 | 13,163 | SH | DFND | 13,163 | 0 | 0 | ||
NUVEEN GEORGIA QLTY MUN INC | COM | 67072B107 | 134 | 11,844 | SH | DFND | 11,844 | 0 | 0 | ||
NUVEEN INT DUR QUAL MUN TRM | COM | 670677103 | 133 | 10,586 | SH | DFND | 10,586 | 0 | 0 | ||
NUVEEN INTER DURATION MN TMF | COM | 670671106 | 266 | 21,403 | SH | DFND | 21,403 | 0 | 0 | ||
NUVEEN MARYLAND QLT MUN INC | COM | 67061Q107 | 256 | 21,074 | SH | DFND | 21,074 | 0 | 0 | ||
NUVEEN MICHIGAN QLT MUN INC | COM | 670979103 | 256 | 20,184 | SH | DFND | 20,184 | 0 | 0 | ||
NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 187 | 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 | 321 | 26,229 | SH | DFND | 26,229 | 0 | 0 | ||
NUVEEN NEW YORK QLT MUN INC | COM | 67066X107 | 256 | 20,347 | SH | DFND | 20,347 | 0 | 0 | ||
NUVEEN NORTH CAROLINA QLTY M | COM | 67060P100 | 236 | 19,152 | SH | DFND | 19,152 | 0 | 0 | ||
NUVEEN OHIO QLTY MUN INCOME | COM | 670980101 | 251 | 18,059 | SH | DFND | 18,059 | 0 | 0 | ||
NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 286 | 22,620 | SH | DFND | 22,620 | 0 | 0 | ||
NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 401 | 30,150 | SH | DFND | 30,150 | 0 | 0 | ||
NUVEEN VIRGINIA QLTY MUNCPL | COM | 67064R102 | 331 | 26,595 | SH | DFND | 26,595 | 0 | 0 | ||
NVENT ELECTRIC PLC | SHS | G6700G107 | 16,872 | 672,194 | SH | DFND | 672,194 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 224,436 | 2,053,954 | SH | DFND | 2,053,954 | 0 | 0 | ||
NXSTAGE MEDICAL INC | COM | 67072V103 | 80,475 | 2,884,391 | SH | DFND | 2,884,391 | 0 | 0 | ||
OCLARO INC | COM NEW | 67555N206 | 25,152 | 2,816,614 | SH | DFND | 2,816,614 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 3,968 | 123,624 | SH | DFND | 123,624 | 0 | 0 | ||
OKTA INC | CL A | 679295105 | 4,174 | 82,870 | SH | DFND | 82,870 | 0 | 0 | ||
ONE MADISON CORP | COM CL A | G6772P100 | 12,995 | 1,341,100 | SH | DFND | 1,341,100 | 0 | 0 | ||
ONEOK INC NEW | COM | 682680103 | 1,180 | 16,899 | SH | DFND | 16,899 | 0 | 0 | ||
OPES ACQUISITION CORP | *W EXP 03/13/202 | 68373P118 | 89 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
OPES ACQUISITION CORP | COM | 68373P100 | 2,428 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
ORBOTECH LTD | ORD | M75253100 | 83,670 | 1,353,886 | SH | DFND | 1,353,886 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 8,267 | 8,500,000 | PRN | DFND | 8,500,000 | 0 | 0 | ||
OSPREY ENERGY ACQUISITION CO | *W EXP 07/21/202 | 688397116 | 800 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | NOTE 2.375% 4/0 | 695127AD2 | 17,698 | 18,992,000 | PRN | DFND | 18,992,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 90,107 | 48,400,000 | PRN | DFND | 48,400,000 | 0 | 0 | ||
PARK HOTELS RESORTS INC | COM | 700517105 | 15,618 | 509,892 | SH | DFND | 509,892 | 0 | 0 | ||
PATRIOT NATL BANCORP INC | COM NEW | 70336F203 | 1,029 | 50,171 | SH | DFND | 50,171 | 0 | 0 | ||
PATTERN ENERGY GROUP INC | NOTE 4.000% 7/1 | 70338PAB6 | 19,813 | 19,814,000 | PRN | DFND | 19,814,000 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 2,908 | 3,150,000 | PRN | DFND | 3,150,000 | 0 | 0 | ||
PENSARE ACQUISITION CORP | *W EXP 07/27/202 | 70957E113 | 320 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
PENSARE ACQUISITION CORP | COM | 70957E105 | 6,309 | 636,600 | SH | DFND | 636,600 | 0 | 0 | ||
PENSARE ACQUISITION CORP | RIGHT 99/99/9999 | 70957E121 | 490 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
PENTAIR PLC | SHS | G7S00T104 | 7,075 | 168,126 | SH | DFND | 168,126 | 0 | 0 | ||
PGIM GLOBAL SHORT DURATION H | COM | 69346J106 | 266 | 19,469 | SH | DFND | 19,469 | 0 | 0 | ||
PGIM SHORT DURATION HIGH YIE | COM | 69346H100 | 257 | 18,376 | SH | DFND | 18,376 | 0 | 0 | ||
PHILLIPS 66 PARTNERS LP | COM UNIT REP INT | 718549207 | 651 | 12,745 | SH | DFND | 12,745 | 0 | 0 | ||
PINNACLE ENTMT INC NEW | COM | 72348Y105 | 49,796 | 1,476,305 | SH | DFND | 1,476,305 | 0 | 0 | ||
PINNACLE FOODS INC DEL | COM | 72348P104 | 68,703 | 1,056,000 | SH | DFND | 1,056,000 | 0 | 0 | ||
PIONEER MUN HIGH INCOME TR | COM SHS | 723763108 | 232 | 20,346 | SH | DFND | 20,346 | 0 | 0 | ||
PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 703 | 29,751 | SH | DFND | 29,751 | 0 | 0 | ||
PLATINUM EAGLE ACQUISITIN CO | *W EXP 01/17/202 | G7126L118 | 373 | 266,666 | SH | DFND | 266,666 | 0 | 0 | ||
PLATINUM EAGLE ACQUISITIN CO | SHS CL A | G7126L100 | 7,776 | 799,998 | SH | DFND | 799,998 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 3,491 | 3,275,000 | PRN | DFND | 3,275,000 | 0 | 0 | ||
PROOFPOINT INC | COM | 743424103 | 13,595 | 117,898 | SH | DFND | 117,898 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.950% 7/1 | 74348TAR3 | 19,406 | 19,925,000 | PRN | DFND | 19,925,000 | 0 | 0 | ||
PURE ACQUISITION CORP | *W EXP 04/17/202 | 74621Q114 | 1,104 | 862,500 | SH | DFND | 862,500 | 0 | 0 | ||
PURE ACQUISITION CORP | CL A | 74621Q106 | 16,629 | 1,725,000 | SH | DFND | 1,725,000 | 0 | 0 | ||
PURPLE INNOVATION INC | *W EXP 02/02/202 | 74640Y114 | 526 | 768,000 | SH | DFND | 768,000 | 0 | 0 | ||
PUTNAM MANAGED MUN INCOM TR | COM | 746823103 | 256 | 36,153 | SH | DFND | 36,153 | 0 | 0 | ||
PUTNAM MUN OPPORTUNITIES TR | SH BEN INT | 746922103 | 242 | 20,745 | SH | DFND | 20,745 | 0 | 0 | ||
Q2 HLDGS INC | COM | 74736L109 | 3,699 | 64,837 | SH | DFND | 64,837 | 0 | 0 | ||
QUALITY CARE PPTYS INC | COM | 747545101 | 36,461 | 1,695,069 | SH | DFND | 1,695,069 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 12,171 | 13,050,000 | PRN | DFND | 13,050,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 18,057 | 18,575,000 | PRN | DFND | 18,575,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 9,919 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
REGALWOOD GLOBAL ENERGY LTD | *W EXP 12/05/202 | G74760128 | 654 | 524,259 | SH | DFND | 524,259 | 0 | 0 | ||
REGALWOOD GLOBAL ENERGY LTD | COM CL A | G74760102 | 5,102 | 522,777 | SH | DFND | 522,777 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | NOTE 2.750% 6/1 | 75972AAA1 | 940 | 675,000 | PRN | DFND | 675,000 | 0 | 0 | ||
RENT A CTR INC NEW | COM | 76009N100 | 18,970 | 1,288,716 | SH | DFND | 1,288,716 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 4.500% 8/1 | 76120WAC8 | 2,003 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
RICE MIDSTREAM PARTNERS LP | UNIT LTD PARTN | 762819100 | 512 | 30,068 | SH | DFND | 30,068 | 0 | 0 | ||
RITE AID CORP | COM | 767754104 | 14,792 | 8,550,359 | SH | DFND | 8,550,359 | 0 | 0 | ||
ROCKWELL COLLINS INC | COM | 774341101 | 205,346 | 1,524,698 | SH | DFND | 1,524,698 | 0 | 0 | ||
ROSEHILL RES INC | *W EXP 09/16/202 | 777385113 | 588 | 489,600 | SH | DFND | 489,600 | 0 | 0 | ||
RSP PERMIAN INC | COM | 74978Q105 | 148,722 | 3,378,501 | SH | DFND | 3,378,501 | 0 | 0 | ||
SABAN CAP ACQUISITION CORP | *W EXP 09/21/202 | 78516C114 | 53 | 42,000 | SH | DFND | 42,000 | 0 | 0 | ||
SCANA CORP NEW | COM | 80589M102 | 101,839 | 2,643,784 | SH | DFND | 2,643,784 | 0 | 0 | ||
SCHULMAN A INC | COM | 808194104 | 9,477 | 212,976 | SH | DFND | 212,976 | 0 | 0 | ||
SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 4,073 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 21,184 | 19,300,000 | PRN | DFND | 19,300,000 | 0 | 0 | ||
SEMGROUP CORP | CL A | 81663A105 | 618 | 24,333 | SH | DFND | 24,333 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 5,440 | 52,150 | SH | DFND | 52,150 | 0 | 0 | ||
SENTINEL ENERGY SVCS INC | COM CL A | G8062D102 | 3,904 | 399,999 | SH | DFND | 399,999 | 0 | 0 | ||
SHELL MIDSTREAM PARTNERS L P | UNIT LTD INT | 822634101 | 497 | 22,409 | SH | DFND | 22,409 | 0 | 0 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 24,336 | 23,600,000 | PRN | DFND | 23,600,000 | 0 | 0 | ||
SHIRE PLC | SPONSORED ADR | 82481R106 | 27,386 | 162,242 | SH | DFND | 162,242 | 0 | 0 | ||
SJW GROUP | COM | 784305104 | 4,821 | 72,810 | SH | DFND | 72,810 | 0 | 0 | ||
SOCIAL CAP HEDOSOPHIA HLDGS | *W EXP 09/14/202 | G8250R129 | 150 | 83,334 | SH | DFND | 83,334 | 0 | 0 | ||
SOUTH JERSEY INDS INC | UNIT 99/99/9999 | 838518116 | 2,287 | 41,200 | SH | DFND | 41,200 | 0 | 0 | ||
SPECTRA ENERGY PARTNERS LP | COM | 84756N109 | 599 | 16,900 | SH | DFND | 16,900 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 33,382 | 33,500,000 | PRN | DFND | 33,500,000 | 0 | 0 | ||
SPRINT CORP | COM SER 1 | 85207U105 | 53,396 | 9,815,449 | SH | DFND | 9,815,449 | 0 | 0 | ||
SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 82,853 | 30,660,000 | PRN | DFND | 30,660,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | COM | 85571B105 | 247 | 11,367 | SH | DFND | 11,367 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 18,985 | 16,980,000 | PRN | DFND | 16,980,000 | 0 | 0 | ||
STATE BK FINL CORP | COM | 856190103 | 26,359 | 789,198 | SH | DFND | 789,198 | 0 | 0 | ||
STELLAR ACQUISITION III INC | COM | Y8172W107 | 2,063 | 198,700 | SH | DFND | 198,700 | 0 | 0 | ||
STEWART INFORMATION SVCS COR | COM | 860372101 | 16,803 | 390,124 | SH | DFND | 390,124 | 0 | 0 | ||
SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142102 | 534 | 34,700 | SH | DFND | 34,700 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 49,808 | 50,175,000 | PRN | DFND | 50,175,000 | 0 | 0 | ||
TALLGRASS ENERGY PARTNERS LP | COM UNIT | 874697105 | 689 | 15,900 | SH | DFND | 15,900 | 0 | 0 | ||
TARGA RES CORP | COM | 87612G101 | 1,048 | 21,184 | SH | DFND | 21,184 | 0 | 0 | ||
TC PIPELINES LP | UT COM LTD PRT | 87233Q108 | 407 | 15,700 | SH | DFND | 15,700 | 0 | 0 | ||
TEEKAY LNG PARTNERS L P | PRTNRSP UNITS | Y8564M105 | 575 | 34,119 | SH | DFND | 34,119 | 0 | 0 | ||
TEMPLETON GLOBAL INCOME FD | COM | 880198106 | 92 | 14,966 | SH | DFND | 14,966 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 40,975 | 30,725,000 | PRN | DFND | 30,725,000 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 3,107 | 9,059 | SH | DFND | 9,059 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 49,726 | 40,900,000 | PRN | DFND | 40,900,000 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 24,877 | 25,543,000 | PRN | DFND | 25,543,000 | 0 | 0 | ||
THUNDER BRIDGE ACQUISITION L | UNIT 01/01/2025 | G8857R118 | 18,072 | 1,800,000 | SH | DFND | 1,800,000 | 0 | 0 | ||
TIBERIUS ACQUISITION CORP | *W EXP 02/28/202 | 88633A115 | 646 | 1,175,000 | SH | DFND | 1,175,000 | 0 | 0 | ||
TIBERIUS ACQUISITION CORP | COM | 88633A107 | 7,409 | 775,000 | SH | DFND | 775,000 | 0 | 0 | ||
TPG PACE ENERGY HLDGS CORP | *W EXP 99/99/999 | 872656111 | 458 | 166,667 | SH | DFND | 166,667 | 0 | 0 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 7,501 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
TRANSMONTAIGNE PARTNERS L P | COM UNIT L P | 89376V100 | 745 | 20,221 | SH | DFND | 20,221 | 0 | 0 | ||
TRIBUNE MEDIA CO | CL A | 896047503 | 51,542 | 1,346,790 | SH | DFND | 1,346,790 | 0 | 0 | ||
TRINITY MERGER CORP | *W EXP 05/11/202 | 89653L114 | 1,000 | 2,500,000 | SH | DFND | 2,500,000 | 0 | 0 | ||
TRINITY MERGER CORP | COM CL A | 89653L106 | 20,496 | 2,100,000 | SH | DFND | 2,100,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 49,512 | 26,500,000 | PRN | DFND | 26,500,000 | 0 | 0 | ||
TWELVE SEAS INVESTMENT COMPA | UNIT 06/21/2023 | G9145A123 | 12,072 | 1,200,000 | SH | DFND | 1,200,000 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 72,359 | 1,456,202 | SH | DFND | 1,456,202 | 0 | 0 | ||
U S G CORP | COM NEW | 903293405 | 66,120 | 1,533,388 | SH | DFND | 1,533,388 | 0 | 0 | ||
UNION ACQUISITION CORP | RIGHT 12/02/2019 | G9366W135 | 400 | 1,250,000 | SH | DFND | 1,250,000 | 0 | 0 | ||
UNION ACQUISITION CORP | SHS | G9366W101 | 12,038 | 1,250,000 | SH | DFND | 1,250,000 | 0 | 0 | ||
UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 23,068 | 15,325,000 | PRN | DFND | 15,325,000 | 0 | 0 | ||
VALERO ENERGY PARTNERS LP | COM UNT REP LP | 91914J102 | 526 | 13,821 | SH | DFND | 13,821 | 0 | 0 | ||
VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 142,275 | 2,104,656 | SH | DFND | 2,104,656 | 0 | 0 | ||
VALLEY NATL BANCORP | *W EXP 11/14/201 | 919794131 | 10 | 114,185 | SH | DFND | 114,185 | 0 | 0 | ||
VANTAGE ENERGY ACQUISITION | *W EXP 04/12/202 | 92211L113 | 650 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
VAREX IMAGING CORP | COM | 92214X106 | 21,490 | 579,414 | SH | DFND | 579,414 | 0 | 0 | ||
VECTOIQ ACQUISITION CORP | *W EXP 05/16/202 | 92243N111 | 918 | 1,800,000 | SH | DFND | 1,800,000 | 0 | 0 | ||
VECTOIQ ACQUISITION CORP | COM | 92243N103 | 17,172 | 1,800,000 | SH | DFND | 1,800,000 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 17,038 | 12,778,000 | PRN | DFND | 12,778,000 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 4/1 | 92240MBC1 | 6,337 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
VECTREN CORP | COM | 92240G101 | 84,697 | 1,185,397 | SH | DFND | 1,185,397 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 20,348 | 23,000,000 | PRN | DFND | 23,000,000 | 0 | 0 | ||
VERIFONE SYS INC | COM | 92342Y109 | 77,758 | 3,407,467 | SH | DFND | 3,407,467 | 0 | 0 | ||
VERMILION ENERGY INC | COM | 923725105 | 1,503 | 41,658 | SH | DFND | 41,658 | 0 | 0 | ||
VERSUM MATLS INC | COM | 92532W103 | 13,477 | 362,769 | SH | DFND | 362,769 | 0 | 0 | ||
VIRTUS INVT PARTNERS INC | PFD CV SER D | 92828Q208 | 1,948 | 17,975 | SH | DFND | 17,975 | 0 | 0 | ||
VITAMIN SHOPPE INC | NOTE 2.250%12/0 | 92849EAB7 | 775 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
VOYA FINL INC | COM | 929089100 | 288 | 6,119 | SH | DFND | 6,119 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 56,148 | 43,500,000 | PRN | DFND | 43,500,000 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 32,731 | 33,175,000 | PRN | DFND | 33,175,000 | 0 | 0 | ||
WEB COM GROUP INC | COM | 94733A104 | 3,862 | 149,398 | SH | DFND | 149,398 | 0 | 0 | ||
WESTERN ASSET INTM MUNI FD I | COM | 958435109 | 209 | 24,079 | SH | DFND | 24,079 | 0 | 0 | ||
WESTERN ASSET MUN HI INCM FD | COM | 95766N103 | 78 | 10,786 | SH | DFND | 10,786 | 0 | 0 | ||
WESTERN ASST MN PRT FD INC | COM | 95766P108 | 203 | 14,354 | SH | DFND | 14,354 | 0 | 0 | ||
WESTERN ASST MNGD MUN FD INC | COM | 95766M105 | 173 | 13,644 | SH | DFND | 13,644 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 2,478 | 32,009 | SH | DFND | 32,009 | 0 | 0 | ||
WESTERN GAS PARTNERS LP | COM UNIT LP IN | 958254104 | 597 | 12,341 | SH | DFND | 12,341 | 0 | 0 | ||
WGL HLDGS INC | COM | 92924F106 | 151,356 | 1,705,423 | SH | DFND | 1,705,423 | 0 | 0 | ||
WILLIAMS PARTNERS L P NEW | COM UNIT LTD PAR | 96949L105 | 789 | 19,436 | SH | DFND | 19,436 | 0 | 0 | ||
WILLSCOT CORP | *W EXP 09/10/202 | 971375118 | 1,214 | 537,067 | SH | DFND | 537,067 | 0 | 0 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 18,700 | 12,550,000 | PRN | DFND | 12,550,000 | 0 | 0 | ||
WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 30,862 | 20,000,000 | PRN | DFND | 20,000,000 | 0 | 0 | ||
WYNDHAM HOTELS & RESORTS INC | COM | 98311A105 | 17,338 | 294,710 | SH | DFND | 294,710 | 0 | 0 | ||
XCERRA CORP | COM | 98400J108 | 12,998 | 930,458 | SH | DFND | 930,458 | 0 | 0 | ||
XL GROUP LTD | COM | G98294104 | 107,422 | 1,919,967 | SH | DFND | 1,919,967 | 0 | 0 | ||
YUM CHINA HLDGS INC | COM | 98850P109 | 21,610 | 561,874 | SH | DFND | 561,874 | 0 | 0 | ||
ZENDESK INC | COM | 98936J101 | 5,659 | 103,849 | SH | DFND | 103,849 | 0 | 0 | ||
ZILLOW GROUP INC | CL C CAP STK | 98954M200 | 1,160 | 19,642 | SH | DFND | 19,642 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 6,359 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 |