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The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCURAY INC NOTE 3.500% 2/0 004397AF2 1,503 1,475,000 PRN   DFND   1,475,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 24,162 26,625,000 PRN   DFND   26,625,000 0 0
ADIENT PLC ORD SHS G0084W101 29,465 350,811 SH   DFND   350,811 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 103,498 58,350,000 PRN   DFND   58,350,000 0 0
ADVANSIX INC COM 00773T101 517 13,011 SH   DFND   13,011 0 0
ADVISORY BRD CO COM 00762W107 24,596 458,665 SH   DFND   458,665 0 0
AGRIUM INC COM 008916108 6,812 63,535 SH   DFND   63,535 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 34,227 35,150,000 PRN   DFND   35,150,000 0 0
AKORN INC COM 009728106 109,380 3,295,577 SH   DFND   3,295,577 0 0
ALCOA CORP COM 013872106 18,830 403,897 SH   DFND   403,897 0 0
ALERE INC COM 01449J105 108,673 2,131,268 SH   DFND   2,131,268 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 62,298 33,950,000 PRN   DFND   33,950,000 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 43,819 59,750 SH   DFND   59,750 0 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 193 13,965 SH   DFND   13,965 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 32,141 30,250,000 PRN   DFND   30,250,000 0 0
ALTABA INC COM 021346101 312,818 4,722,497 SH   DFND   4,722,497 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 30,786 31,575,000 PRN   DFND   31,575,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 4,030 4,000,000 PRN   DFND   4,000,000 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 574 12,764 SH   DFND   12,764 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 9,916 13,400,000 PRN   DFND   13,400,000 0 0
AMYRIS INC COM NEW 03236M200 207 64,745 SH   DFND   64,745 0 0
AMYRIS INC NOTE 9.500% 4/1 03236MAF8 6,997 9,626,000 PRN   DFND   9,626,000 0 0
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 578 11,550 SH   DFND   11,550 0 0
ANTERO MIDSTREAM GP LP COM SHS REPSTG 03675Y103 618 30,200 SH   DFND   30,200 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 140,735 54,129,000 PRN   DFND   54,129,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 100,877 1,920,000 SH   DFND   1,920,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 15,291 15,000,000 PRN   DFND   15,000,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 24,561 22,650,000 PRN   DFND   22,650,000 0 0
APTEVO THERAPEUTICS INC COM 03835L108 303 132,502 SH   DFND   132,502 0 0
ARMSTRONG FLOORING INC COM 04238R106 220 13,995 SH   DFND   13,995 0 0
ASTORIA FINL CORP COM 046265104 34,823 1,619,668 SH   DFND   1,619,668 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 444 191,430 SH   DFND   191,430 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 36,476 28,525,000 PRN   DFND   28,525,000 0 0
ATWOOD OCEANICS INC COM 050095108 37,356 3,978,237 SH   DFND   3,978,237 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 452 600,000 PRN   DFND   600,000 0 0
AVISTA CORP COM 05379B107 111,015 2,144,385 SH   DFND   2,144,385 0 0
AVISTA HEALTHCARE PUB ACQ CO *W EXP 99/99/999 G0726L117 400 1,000,000 SH   DFND   1,000,000 0 0
AVISTA HEALTHCARE PUB ACQ CO CL A G0726L125 2,000 200,000 SH   DFND   200,000 0 0
BANKRATE INC DEL COM 06647F102 47,061 3,373,518 SH   DFND   3,373,518 0 0
BARD C R INC COM 067383109 169,222 527,993 SH   DFND   527,993 0 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 49 487,260 SH   DFND   487,260 0 0
BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 122 487,260 SH   DFND   487,260 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 11,765 213,125 SH   DFND   213,125 0 0
BIOVERATIV INC COM 09075E100 26,713 468,072 SH   DFND   468,072 0 0
BISON CAP ACQUISITION CORP ORD SHS G1142P104 1,481 150,000 SH   DFND   150,000 0 0
BISON CAP ACQUISITION CORP RIGHT 03/20/2019 G1142P138 45 150,000 SH   DFND   150,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 21,173 281,523 SH   DFND   281,523 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 8,187 186,927 SH   DFND   186,927 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 17,697 17,500,000 PRN   DFND   17,500,000 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 548 37,302 SH   DFND   37,302 0 0
BOB EVANS FARMS INC COM 096761101 4,988 64,357 SH   DFND   64,357 0 0
BORQS TECHNOLOGIES INC SHS G1466B103 133 23,130 SH   DFND   23,130 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 1,178 1,323,740 SH   DFND   1,323,740 0 0
BRIGHTHOUSE FINL INC COM 10922N103 26,702 439,181 SH   DFND   439,181 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 188,652 15,786,776 SH   DFND   15,786,776 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 10,031 10,000,000 PRN   DFND   10,000,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 4,644 4,650,000 PRN   DFND   4,650,000 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 564 9,887 SH   DFND   9,887 0 0
CALGON CARBON CORP COM 129603106 29,960 1,400,000 SH   DFND   1,400,000 0 0
CALPINE CORP COM NEW 131347304 115,750 7,847,445 SH   DFND   7,847,445 0 0
CAPITAL BK FINL CORP CL A COM 139794101 71,393 1,739,172 SH   DFND   1,739,172 0 0
CAPITOL INVT CORP IV UNIT 99/99/9999 G18920119 5,060 500,000 SH   DFND   500,000 0 0
CARS COM INC COM 14575E105 17,100 642,609 SH   DFND   642,609 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 11,113 9,700,000 PRN   DFND   9,700,000 0 0
CENTRAL SECS CORP COM 155123102 302 11,677 SH   DFND   11,677 0 0
CF CORP *W EXP 05/25/202 G20307115 633 300,000 SH   DFND   300,000 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 576 19,985 SH   DFND   19,985 0 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 44,845 37,005,000 PRN   DFND   37,005,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 36,998 36,700,000 PRN   DFND   36,700,000 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 108 9,282,097 SH   DFND   9,282,097 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,413 5,000,000 PRN   DFND   5,000,000 0 0
CONDUENT INC COM 206787103 26,515 1,692,094 SH   DFND   1,692,094 0 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 526 33,200 SH   DFND   33,200 0 0
CONSTELLATION ALPHA CAP CORP RIGHT 99/99/9999 G2379F132 224 700,000 SH   DFND   700,000 0 0
CONSTELLATION ALPHA CAP CORP SHS G2379F108 6,797 700,000 SH   DFND   700,000 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 11,240 4,725,000 PRN   DFND   4,725,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1,746 1,500,000 PRN   DFND   1,500,000 0 0
COWEN INC NOTE 3.000% 3/1 223622AB7 4,481 4,250,000 PRN   DFND   4,250,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 682 27,936 SH   DFND   27,936 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 22,114 20,595,000 PRN   DFND   20,595,000 0 0
CU BANCORP CALIF COM 126534106 34,222 882,569 SH   DFND   882,569 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 17,038 13,025,000 PRN   DFND   13,025,000 0 0
DASEKE INC *W EXP 02/27/202 23753F115 624 378,003 SH   DFND   378,003 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 715 20,646 SH   DFND   20,646 0 0
DELTA TECHNOLOGY HLDGS LTD *W EXP 12/18/201 G8477B113 33 866,998 SH   DFND   866,998 0 0
DIGITAL RLTY TR INC COM 253868103 2,251 19,024 SH   DFND   19,024 0 0
DIGITALGLOBE INC COM NEW 25389M877 72,264 2,050,045 SH   DFND   2,050,045 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 103,947 92,500,000 PRN   DFND   92,500,000 0 0
DOMINION DIAMOND CORP COM 257287102 54,187 3,821,353 SH   DFND   3,821,353 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 15,477 303,475 SH   DFND   303,475 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 274 12,726 SH   DFND   12,726 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 1,206 1,747,500 SH   DFND   1,747,500 0 0
DRAPER OAKWOOD TECHNOLOGY UNIT 09/30/2024 26146L202 1,527 150,000 SH   DFND   150,000 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 487 573,250 SH   DFND   573,250 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 11,844 12,250,000 PRN   DFND   12,250,000 0 0
ELECTRUM SPL ACQUISITION COR *W EXP 99/99/999 G3105C112 317 990,000 SH   DFND   990,000 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 41,959 29,100,000 PRN   DFND   29,100,000 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 680 42,553 SH   DFND   42,553 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 621 38,865 SH   DFND   38,865 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 953 52,083 SH   DFND   52,083 0 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 644 38,409 SH   DFND   38,409 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 724 27,760 SH   DFND   27,760 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 56,099 41,325,000 PRN   DFND   41,325,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 3,184 22,119 SH   DFND   22,119 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 23,610 24,000,000 PRN   DFND   24,000,000 0 0
FEDERAL STR ACQUISITION CORP *W EXP 07/24/202 31421V115 413 375,000 SH   DFND   375,000 0 0
FEDERAL STR ACQUISITION CORP CL A 31421V107 7,313 750,000 SH   DFND   750,000 0 0
FERRARI N V COM N3167Y103 33,308 301,487 SH   DFND   301,487 0 0
FIDELITY & GTY LIFE COM 315785105 11,107 357,700 SH   DFND   357,700 0 0
FINTECH ACQUISITION CORP II *W EXP 01/19/202 31810G117 910 700,000 SH   DFND   700,000 0 0
FINTECH ACQUISITION CORP II COM 31810G109 2,050 200,000 SH   DFND   200,000 0 0
FIRST POTOMAC RLTY TR COM 33610F109 11,161 1,001,892 SH   DFND   1,001,892 0 0
FORESTAR GROUP INC COM 346233109 28,147 1,636,462 SH   DFND   1,636,462 0 0
FORTIVE CORP COM 34959J108 54,201 765,660 SH   DFND   765,660 0 0
FORUM MERGER CORP *W EXP 06/01/202 34985B111 263 750,000 SH   DFND   750,000 0 0
FORUM MERGER CORP COM CL A 34985B103 6,638 683,600 SH   DFND   683,600 0 0
FORUM MERGER CORP RIGHT 06/01/2019 34985B129 582 1,500,000 SH   DFND   1,500,000 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 18,606 606,071 SH   DFND   606,071 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 30,650 34,390,000 PRN   DFND   34,390,000 0 0
GENERAL COMMUNICATION INC CL A 369385109 10,766 263,937 SH   DFND   263,937 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 579 21,965 SH   DFND   21,965 0 0
GENWORTH FINL INC COM CL A 37247D106 30,016 7,796,296 SH   DFND   7,796,296 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 607 768,000 SH   DFND   768,000 0 0
GORES HLDGS II INC *W EXP 03/06/202 382867117 203 133,333 SH   DFND   133,333 0 0
GP INVTS ACQUISITION COR *W EXP 05/19/202 G40357108 424 943,380 SH   DFND   943,380 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 1,809 1,750,000 PRN   DFND   1,750,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 2,594 2,500,000 PRN   DFND   2,500,000 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 894 1,000,000 PRN   DFND   1,000,000 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 4,731 2,250,000 PRN   DFND   2,250,000 0 0
HENNESSY CAP ACQUSTON CORP I *W EXP 06/15/202 42588L113 274 375,000 SH   DFND   375,000 0 0
HENNESSY CAP ACQUSTON CORP I COM 42588L105 4,930 500,000 SH   DFND   500,000 0 0
HERC HLDGS INC COM 42704L104 383 7,787 SH   DFND   7,787 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 615 28,000 SH   DFND   28,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 40,049 2,722,558 SH   DFND   2,722,558 0 0
HILTON GRAND VACATIONS INC COM 43283X105 20,694 535,696 SH   DFND   535,696 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 601 18,004 SH   DFND   18,004 0 0
HOLOGIC INC FRNT 12/1 436440AG6 4,865 4,025,000 PRN   DFND   4,025,000 0 0
HOME BANCSHARES INC COM 436893200 293 11,629 SH   DFND   11,629 0 0
HSN INC COM 404303109 45,314 1,160,421 SH   DFND   1,160,421 0 0
HUNTER MARITIME ACQUISITION *W EXP 99/99/999 Y37828129 310 470,000 SH   DFND   470,000 0 0
HUNTSMAN CORP COM 447011107 230,586 8,409,395 SH   DFND   8,409,395 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 22,458 23,955,000 PRN   DFND   23,955,000 0 0
I AM CAP ACQUISITION CO UNIT 08/15/2022 45074Q207 2,304 225,000 SH   DFND   225,000 0 0
INDUSTREA ACQUISITION CORP *W EXP 08/01/202 45579J112 200 500,000 SH   DFND   500,000 0 0
INDUSTREA ACQUISITION CORP CL A 45579J104 4,870 500,000 SH   DFND   500,000 0 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 1,027 1,000,000 PRN   DFND   1,000,000 0 0
INGEVITY CORP COM 45688C107 26,100 417,796 SH   DFND   417,796 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 7,960 6,475,000 PRN   DFND   6,475,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 149,359 81,201,000 PRN   DFND   81,201,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 17,625 15,000,000 PRN   DFND   15,000,000 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 4,795 4,000,000 PRN   DFND   4,000,000 0 0
INVESCO VALUE MUN INCOME TR COM 46132P108 454 30,342 SH   DFND   30,342 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 47,220 44,600,000 PRN   DFND   44,600,000 0 0
IXYS CORP COM 46600W106 11,312 477,295 SH   DFND   477,295 0 0
JASON INDS INC *W EXP 06/30/201 471172114 90 1,933,070 SH   DFND   1,933,070 0 0
JBG SMITH PPTYS COM 46590V100 29,214 853,956 SH   DFND   853,956 0 0
JENSYN ACQUISITION CORP *W EXP 03/07/202 47632B110 42 174,000 SH   DFND   174,000 0 0
JENSYN ACQUISITION CORP COM 47632B102 706 69,000 SH   DFND   69,000 0 0
JENSYN ACQUISITION CORP RIGHT 99/99/9999 47632B128 63 174,000 SH   DFND   174,000 0 0
KAYNE ANDERSON ACQUISITION *W EXP 06/30/202 48661U110 223 250,000 SH   DFND   250,000 0 0
KAYNE ANDERSON ACQUISITION COM CL A 48661U102 3,397 348,364 SH   DFND   348,364 0 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 170 1,000,000 SH   DFND   1,000,000 0 0
KBL MERGER CORP IV COM 48242A104 8,748 900,000 SH   DFND   900,000 0 0
KBL MERGER CORP IV RIGHT 03/22/2019 48242A120 300 1,000,000 SH   DFND   1,000,000 0 0
KITE PHARMA INC COM 49803L109 136,532 759,314 SH   DFND   759,314 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 10,577 9,350,000 PRN   DFND   9,350,000 0 0
LAMB WESTON HLDGS INC COM 513272104 36,945 787,914 SH   DFND   787,914 0 0
LANDCADIA HLDGS INC *W EXP 06/01/202 51476W115 370 500,000 SH   DFND   500,000 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 25,408 4,876,696 SH   DFND   4,876,696 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 140,866 2,643,391 SH   DFND   2,643,391 0 0
LSC COMMUNICATIONS INC COM 50218P107 179 10,871 SH   DFND   10,871 0 0
LUMOS NETWORKS CORP COM 550283105 8,591 479,425 SH   DFND   479,425 0 0
M I ACQUISITIONS INC *W EXP 99/99/999 55304A112 88 250,000 SH   DFND   250,000 0 0
M I ACQUISITIONS INC COM 55304A104 2,525 250,000 SH   DFND   250,000 0 0
M III ACQUISITION CORP *W EXP 10/10/202 55378T112 437 808,712 SH   DFND   808,712 0 0
M III ACQUISITION CORP COM 55378T104 3,035 308,712 SH   DFND   308,712 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 1,716 23,773 SH   DFND   23,773 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 644 9,057 SH   DFND   9,057 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 2,252 62,805 SH   DFND   62,805 0 0
MANITOWOC INC COM 563571108 503 55,865 SH   DFND   55,865 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 586 37,694 SH   DFND   37,694 0 0
MATLIN & PARTNERS ACQUISITIO *W EXP 05/28/202 57682V114 1,050 2,500,000 SH   DFND   2,500,000 0 0
MATLIN & PARTNERS ACQUISITIO CL A 57682V106 3,884 400,000 SH   DFND   400,000 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 484 94,300 SH   DFND   94,300 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 5,376 168,530 SH   DFND   168,530 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 153,869 87,925,000 PRN   DFND   87,925,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 104,784 29,305,000 PRN   DFND   29,305,000 0 0
MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 459 850,000 SH   DFND   850,000 0 0
MODERN MEDIA ACQUISITION COM 60765P103 7,320 750,000 SH   DFND   750,000 0 0
MODERN MEDIA ACQUISITION RIGHT 99/99/9999 60765P129 714 1,700,000 SH   DFND   1,700,000 0 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 871 900,000 PRN   DFND   900,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 45,646 36,299,000 PRN   DFND   36,299,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 151,236 87,325,000 PRN   DFND   87,325,000 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 10,490 651,160 SH   DFND   651,160 0 0
MONSANTO CO NEW COM 61166W101 215,796 1,801,000 SH   DFND   1,801,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 809 23,115 SH   DFND   23,115 0 0
MSG NETWORK INC CL A 553573106 24,841 1,171,724 SH   DFND   1,171,724 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 1,045 2,090,000 SH   DFND   2,090,000 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 8,658 900,000 SH   DFND   900,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 11,317 184,685 SH   DFND   184,685 0 0
NEURODERM LTD ORD SHS M74231107 53,327 1,370,876 SH   DFND   1,370,876 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 3,730 3,725,000 PRN   DFND   3,725,000 0 0
NEWS CORP NEW CL A 65249B109 3,454 260,487 SH   DFND   260,487 0 0
NEXTDECADE CORP *W EXP 07/23/202 65342K113 1,019 1,095,541 SH   DFND   1,095,541 0 0
NICE LTD SPONSORED ADR 653656108 3,751 46,129 SH   DFND   46,129 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 659,256 119,892,000 PRN   DFND   119,892,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,208 140,451 SH   DFND   140,451 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 627 15,439 SH   DFND   15,439 0 0
NUVEEN VIRGINIA QLTY MUNCPL COM 67064R102 175 13,300 SH   DFND   13,300 0 0
NXP SEMICONDUCTORS N V COM N6596X109 104,643 925,305 SH   DFND   925,305 0 0
NXSTAGE MEDICAL INC COM 67072V103 81,141 2,939,902 SH   DFND   2,939,902 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 21,279 19,500,000 PRN   DFND   19,500,000 0 0
ONEOK INC NEW COM 682680103 936 16,899 SH   DFND   16,899 0 0
ORBITAL ATK INC COM 68557N103 132,692 996,482 SH   DFND   996,482 0 0
ORIGO ACQUISITION CORP *W EXP 12/17/202 G67789118 92 300,000 SH   DFND   300,000 0 0
ORIGO ACQUISITION CORP RIGHT 03/12/2018 G67789134 101 315,500 SH   DFND   315,500 0 0
ORIGO ACQUISITION CORP SHS G67789126 3,376 318,461 SH   DFND   318,461 0 0
OSPREY ENERGY ACQUISITION CO *W EXP 07/21/202 688397116 410 500,000 SH   DFND   500,000 0 0
OSPREY ENERGY ACQUISITION CO CL A COM 688397108 9,500 1,000,000 SH   DFND   1,000,000 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 25,392 942,191 SH   DFND   942,191 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 12,085 8,775,000 PRN   DFND   8,775,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 20,089 21,400,000 PRN   DFND   21,400,000 0 0
PAREXEL INTL CORP COM 699462107 114,668 1,301,861 SH   DFND   1,301,861 0 0
PARK HOTELS RESORTS INC COM 700517105 28,363 1,029,122 SH   DFND   1,029,122 0 0
PARK STERLING CORP COM 70086Y105 6,686 538,288 SH   DFND   538,288 0 0
PARKWAY INC COM 70156Q107 34,442 1,495,544 SH   DFND   1,495,544 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 22,246 21,314,000 PRN   DFND   21,314,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 5,444 5,000,000 PRN   DFND   5,000,000 0 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 250 500,000 SH   DFND   500,000 0 0
PENSARE ACQUISITION CORP COM 70957E105 9,670 1,000,000 SH   DFND   1,000,000 0 0
PENSARE ACQUISITION CORP RIGHT 99/99/9999 70957E121 400 1,000,000 SH   DFND   1,000,000 0 0
PHARMERICA CORP COM 71714F104 10,255 350,000 SH   DFND   350,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 623 11,845 SH   DFND   11,845 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 582 27,451 SH   DFND   27,451 0 0
PRICELINE GRP INC COM NEW 741503403 2,259 1,234 SH   DFND   1,234 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 176,750 91,314,000 PRN   DFND   91,314,000 0 0
PROOFPOINT INC COM 743424103 1,884 21,600 SH   DFND   21,600 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 5,419 5,300,000 PRN   DFND   5,300,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 18,658 18,450,000 PRN   DFND   18,450,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 14,944 14,925,000 PRN   DFND   14,925,000 0 0
QUALITY CARE PPTYS INC COM 747545101 23,841 1,538,131 SH   DFND   1,538,131 0 0
QUORUM HEALTH CORP COM 74909E106 247 47,681 SH   DFND   47,681 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 4,223 3,575,000 PRN   DFND   3,575,000 0 0
REALPAGE INC COM 75606N109 6,777 169,856 SH   DFND   169,856 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 14,981 15,000,000 PRN   DFND   15,000,000 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 726 675,000 PRN   DFND   675,000 0 0
RENT A CTR INC NEW COM 76009N100 5,285 460,357 SH   DFND   460,357 0 0
RESOURCE CAP CORP NOTE 4.500% 8/1 76120WAC8 2,083 2,000,000 PRN   DFND   2,000,000 0 0
RICE ENERGY INC COM 762760106 184,131 6,362,496 SH   DFND   6,362,496 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 579 27,668 SH   DFND   27,668 0 0
RICHMONT MINES INC COM 76547T106 13,804 1,479,763 SH   DFND   1,479,763 0 0
ROCKWELL COLLINS INC COM 774341101 211,559 1,618,539 SH   DFND   1,618,539 0 0
ROSEHILL RES INC *W EXP 09/16/202 777385113 485 489,600 SH   DFND   489,600 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 50 42,000 SH   DFND   42,000 0 0
SABAN CAP ACQUISITION CORP COM CL A 78516C106 525 52,249 SH   DFND   52,249 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 186,036 2,165,976 SH   DFND   2,165,976 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 19,095 19,000,000 PRN   DFND   19,000,000 0 0
SEMGROUP CORP CL A 81663A105 648 22,533 SH   DFND   22,533 0 0
SERVICENOW INC COM 81762P102 5,101 43,400 SH   DFND   43,400 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 574 20,609 SH   DFND   20,609 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 24,751 23,600,000 PRN   DFND   23,600,000 0 0
SILVER RUN ACQUISITION *W EXP 03/28/202 82812A111 469 308,333 SH   DFND   308,333 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 24,169 1,494,700 SH   DFND   1,494,700 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 25,890 25,650,000 PRN   DFND   25,650,000 0 0
SINA CORP ORD G81477104 2,522 21,995 SH   DFND   21,995 0 0
SOCIAL CAP HEDOSOPHIA HLDGS UNIT 99/99/9999 G8250R111 2,638 250,002 SH   DFND   250,002 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 8,071 292,963 SH   DFND   292,963 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 5,500 379,300 SH   DFND   379,300 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 564 12,714 SH   DFND   12,714 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 33,647 33,500,000 PRN   DFND   33,500,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 13,846 13,525,000 PRN   DFND   13,525,000 0 0
SQUARE INC CL A 852234103 9,761 338,823 SH   DFND   338,823 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 19,944 19,625,000 PRN   DFND   19,625,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 10,015 9,415,000 PRN   DFND   9,415,000 0 0
STARWOOD WAYPOINT HOMES COM 85572F105 27,098 745,053 SH   DFND   745,053 0 0
STATE NATL COS INC COM 85711T305 43,064 2,051,659 SH   DFND   2,051,659 0 0
STELLAR ACQUISITION III INC *W EXP 03/22/202 Y8172W115 222 600,000 SH   DFND   600,000 0 0
STELLAR ACQUISITION III INC COM Y8172W107 2,030 200,000 SH   DFND   200,000 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 32,408 179,375 SH   DFND   179,375 0 0
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 35,348 34,050,000 PRN   DFND   34,050,000 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 621 31,028 SH   DFND   31,028 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 13,908 14,450,000 PRN   DFND   14,450,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 45,966 459,525 SH   DFND   459,525 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 582 12,160 SH   DFND   12,160 0 0
TARGA RES CORP COM 87612G101 1,002 21,184 SH   DFND   21,184 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 564 10,775 SH   DFND   10,775 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 566 31,819 SH   DFND   31,819 0 0
TELADOC INC COM 87918A105 2,806 84,638 SH   DFND   84,638 0 0
TESLA INC COM 88160R101 38,769 113,660 SH   DFND   113,660 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 61,285 49,800,000 PRN   DFND   49,800,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 30,613 31,218,000 PRN   DFND   31,218,000 0 0
TIME WARNER INC COM NEW 887317303 193,830 1,891,951 SH   DFND   1,891,951 0 0
TPG PACE ENERGY HLDGS CORP *W EXP 99/99/999 872656111 233 166,667 SH   DFND   166,667 0 0
TPG PACE ENERGY HLDGS CORP CL A 872656103 4,163 450,001 SH   DFND   450,001 0 0
TPG PACE HLDGS CORP CL A G89827128 1,900 199,998 SH   DFND   199,998 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 864 20,221 SH   DFND   20,221 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 15,508 11,525,000 PRN   DFND   11,525,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 44,851 26,500,000 PRN   DFND   26,500,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 21,867 18,700,000 PRN   DFND   18,700,000 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 17,806 15,325,000 PRN   DFND   15,325,000 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 556 12,721 SH   DFND   12,721 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 23 114,185 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 25,474 752,764 SH   DFND   752,764 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 24,611 16,650,000 PRN   DFND   16,650,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 10,814 11,250,000 PRN   DFND   11,250,000 0 0
VENATOR MATLS PLC SHS G9329Z100 565 25,000 SH   DFND   25,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 424,745 136,300,000 PRN   DFND   136,300,000 0 0
VERSUM MATLS INC COM 92532W103 27,611 711,260 SH   DFND   711,260 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 1,860 17,975 SH   DFND   17,975 0 0
VITAMIN SHOPPE INC NOTE 2.250%12/0 92849EAB7 743 1,000,000 PRN   DFND   1,000,000 0 0
VWR CORP COM 91843L103 208,207 6,288,335 SH   DFND   6,288,335 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 85,060 77,725,000 PRN   DFND   77,725,000 0 0
WELBILT INC COM 949090104 384 16,639 SH   DFND   16,639 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 44,392 697,025 SH   DFND   697,025 0 0
WEST CORP COM 952355204 53,202 2,266,806 SH   DFND   2,266,806 0 0
WESTAR ENERGY INC COM 95709T100 128,109 2,582,852 SH   DFND   2,582,852 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 582 11,341 SH   DFND   11,341 0 0
WGL HLDGS INC COM 92924F106 125,138 1,486,199 SH   DFND   1,486,199 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 756 19,436 SH   DFND   19,436 0 0
XCERRA CORP COM 98400J108 26,968 2,737,871 SH   DFND   2,737,871 0 0
YUM CHINA HLDGS INC COM 98850P109 18,770 469,593 SH   DFND   469,593 0 0