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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 1,492 1,475,000 PRN   DFND   1,475,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 29,155 34,225,000 PRN   DFND   34,225,000 0 0
ADIENT PLC ORD SHS G0084W101 45,154 573,748 SH   DFND   573,748 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 115,890 1,419,878 SH   DFND   1,419,878 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 98,085 65,200,000 PRN   DFND   65,200,000 0 0
ADVANSIX INC COM 00773T101 547 13,011 SH   DFND   13,011 0 0
AETNA INC NEW COM 00817Y108 65,916 365,406 SH   DFND   365,406 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 26,211 26,000,000 PRN   DFND   26,000,000 0 0
AKORN INC COM 009728106 93,716 2,907,716 SH   DFND   2,907,716 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 214 32,665 SH   DFND   32,665 0 0
ALCOA CORP COM 013872106 69,808 1,295,867 SH   DFND   1,295,867 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 62,977 33,950,000 PRN   DFND   33,950,000 0 0
ALLERGAN PLC 5.5% CNV PFD A G0177J116 35,062 59,750 SH   DFND   59,750 0 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 298 21,942 SH   DFND   21,942 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 32,462 30,250,000 PRN   DFND   30,250,000 0 0
ALMOST FAMILY INC COM 020409108 1,675 30,266 SH   DFND   30,266 0 0
ALTABA INC COM 021346101 238,741 3,417,904 SH   DFND   3,417,904 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 28,895 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 590 12,764 SH   DFND   12,764 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 9,715 13,400,000 PRN   DFND   13,400,000 0 0
AMYRIS INC COM NEW 03236M200 243 64,745 SH   DFND   64,745 0 0
AMYRIS INC NOTE 9.500% 4/1 03236MAF8 6,979 9,626,000 PRN   DFND   9,626,000 0 0
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 533 11,550 SH   DFND   11,550 0 0
ANTERO MIDSTREAM GP LP COM SHS REPSTG 03675Y103 596 30,200 SH   DFND   30,200 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 166,751 54,129,000 PRN   DFND   54,129,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 108,000 1,920,000 SH   DFND   1,920,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 10,181 10,000,000 PRN   DFND   10,000,000 0 0
APTEVO THERAPEUTICS INC COM 03835L108 562 132,502 SH   DFND   132,502 0 0
ARMSTRONG FLOORING INC COM 04238R106 237 13,995 SH   DFND   13,995 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 459 191,430 SH   DFND   191,430 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 33,731 28,525,000 PRN   DFND   28,525,000 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 518 600,000 PRN   DFND   600,000 0 0
AVISTA CORP COM 05379B107 135,357 2,628,799 SH   DFND   2,628,799 0 0
AVISTA HEALTHCARE PUB ACQ CO *W EXP 99/99/999 G0726L117 280 1,000,000 SH   DFND   1,000,000 0 0
AXALTA COATING SYS LTD COM G0750C108 10,833 334,756 SH   DFND   334,756 0 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 34 487,260 SH   DFND   487,260 0 0
BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 78 487,260 SH   DFND   487,260 0 0
BARRACUDA NETWORKS INC COM 068323104 5,341 194,200 SH   DFND   194,200 0 0
BAZAARVOICE INC COM 073271108 8,657 1,588,519 SH   DFND   1,588,519 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 12,451 213,125 SH   DFND   213,125 0 0
BIG ROCK PARTNERS ACQUISI CO *W EXP 12/01/202 089482111 40 100,000 SH   DFND   100,000 0 0
BIG ROCK PARTNERS ACQUISI CO COM 089482103 1,940 200,000 SH   DFND   200,000 0 0
BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 74 200,000 SH   DFND   200,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 41,798 41,850,000 PRN   DFND   41,850,000 0 0
BIOVERATIV INC COM 09075E100 49,869 924,878 SH   DFND   924,878 0 0
BISON CAP ACQUISITION CORP *W EXP 06/20/202 G1142P112 27 75,000 SH   DFND   75,000 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 57 150,000 SH   DFND   150,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 18,668 281,523 SH   DFND   281,523 0 0
BLACK RIDGE ACQUISITION CORP *W EXP 07/10/202 09216T115 69 210,000 SH   DFND   210,000 0 0
BLACK RIDGE ACQUISITION CORP COM 09216T107 2,029 210,000 SH   DFND   210,000 0 0
BLACK RIDGE ACQUISITION CORP RIGHT 07/10/2019 09216T123 59 210,000 SH   DFND   210,000 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 5,430 152,311 SH   DFND   152,311 0 0
BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 199 14,456 SH   DFND   14,456 0 0
BLACKROCK INVT QUALITY MUN T COM 09247D105 248 16,605 SH   DFND   16,605 0 0
BLACKROCK MUN 2030 TAR TERM COM SHS BEN IN 09257P105 298 13,328 SH   DFND   13,328 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 365 26,197 SH   DFND   26,197 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 154 10,631 SH   DFND   10,631 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 134 10,014 SH   DFND   10,014 0 0
BLACKROCK MUNIYIELD CALI QLT COM 09254N103 147 10,015 SH   DFND   10,015 0 0
BLACKROCK MUNIYIELD NY QLTY COM 09255E102 288 22,313 SH   DFND   22,313 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 16,310 16,000,000 PRN   DFND   16,000,000 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 482 37,302 SH   DFND   37,302 0 0
BOB EVANS FARMS INC COM 096761101 5,073 64,357 SH   DFND   64,357 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 28,676 1,039,358 SH   DFND   1,039,358 0 0
BORQS TECHNOLOGIES INC SHS G1466B103 109 20,614 SH   DFND   20,614 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 309 15,000 SH   DFND   15,000 0 0
BRIGHTHOUSE FINL INC COM 10922N103 20,878 356,045 SH   DFND   356,045 0 0
BRISTOW GROUP INC COM 110394103 735 54,532 SH   DFND   54,532 0 0
BROADSOFT INC COM 11133B409 28,844 525,389 SH   DFND   525,389 0 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 10,367 6,975,000 PRN   DFND   6,975,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 4,653 4,650,000 PRN   DFND   4,650,000 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 490 9,887 SH   DFND   9,887 0 0
BUFFALO WILD WINGS INC COM 119848109 67,773 433,469 SH   DFND   433,469 0 0
CALATLANTIC GROUP INC COM 128195104 176,740 3,134,252 SH   DFND   3,134,252 0 0
CALGON CARBON CORP COM 129603106 31,982 1,501,492 SH   DFND   1,501,492 0 0
CALPINE CORP COM NEW 131347304 108,277 7,156,476 SH   DFND   7,156,476 0 0
CAPELLA EDUCATION COMPANY COM 139594105 3,310 42,759 SH   DFND   42,759 0 0
CAPITOL INVT CORP IV *W EXP 01/01/202 G18920127 183 166,667 SH   DFND   166,667 0 0
CAPITOL INVT CORP IV CL A ORD G18920101 4,845 500,001 SH   DFND   500,001 0 0
CAVIUM INC COM 14964U108 153,409 1,830,000 SH   DFND   1,830,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 9,876 9,700,000 PRN   DFND   9,700,000 0 0
CHART INDS INC COM PAR $0.01 16115Q308 2,531 54,012 SH   DFND   54,012 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 592 19,985 SH   DFND   19,985 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 33,536 2,077,829 SH   DFND   2,077,829 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 10,975 10,000,000 PRN   DFND   10,000,000 0 0
CM SEVEN STAR ACQUISITION CO *W EXP 08/21/202 G2345N110 109 375,000 SH   DFND   375,000 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 7,238 750,000 SH   DFND   750,000 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 66 9,282,097 SH   DFND   9,282,097 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,519 5,000,000 PRN   DFND   5,000,000 0 0
CONDUENT INC COM 206787103 21,107 1,306,127 SH   DFND   1,306,127 0 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 557 33,200 SH   DFND   33,200 0 0
CONSOL ENERGY INC NEW COM 20854L108 1,702 43,071 SH   DFND   43,071 0 0
CONSTELLATION ALPHA CAP CORP *W EXP 03/23/202 G2379F116 154 700,000 SH   DFND   700,000 0 0
CONSTELLATION ALPHA CAP CORP RIGHT 99/99/9999 G2379F132 217 700,000 SH   DFND   700,000 0 0
CONSTELLATION ALPHA CAP CORP SHS G2379F108 6,313 649,500 SH   DFND   649,500 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 10,380 4,725,000 PRN   DFND   4,725,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1,796 1,500,000 PRN   DFND   1,500,000 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 17,121 17,175,000 PRN   DFND   17,175,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 721 27,936 SH   DFND   27,936 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 22,500 20,595,000 PRN   DFND   20,595,000 0 0
DASEKE INC *W EXP 02/27/202 23753F115 771 378,003 SH   DFND   378,003 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 750 20,646 SH   DFND   20,646 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 24,610 469,030 SH   DFND   469,030 0 0
DELTIC TIMBER CORP COM 247850100 10,713 117,014 SH   DFND   117,014 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 15,756 303,475 SH   DFND   303,475 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 248 12,726 SH   DFND   12,726 0 0
DRAPER OAKWOOD TECHNOLOGY *W EXP 09/19/202 26146L111 50 75,000 SH   DFND   75,000 0 0
DRAPER OAKWOOD TECHNOLOGY COM CL A 26146L103 2,961 303,100 SH   DFND   303,100 0 0
DRAPER OAKWOOD TECHNOLOGY RIGHT 09/19/2018 26146L129 75 150,000 SH   DFND   150,000 0 0
DTF TAX-FREE INCOME INC COM 23334J107 195 13,795 SH   DFND   13,795 0 0
DYNEGY INC NEW DEL COM 26817R108 60,159 5,076,746 SH   DFND   5,076,746 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 341 573,250 SH   DFND   573,250 0 0
EATON VANCE MUN BD FD COM 27827X101 178 14,234 SH   DFND   14,234 0 0
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 192 15,458 SH   DFND   15,458 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 16,548 15,950,000 PRN   DFND   15,950,000 0 0
ELECTRUM SPL ACQUISITION COR *W EXP 99/99/999 G3105C112 401 990,000 SH   DFND   990,000 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 605 42,553 SH   DFND   42,553 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 537 38,865 SH   DFND   38,865 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 933 52,083 SH   DFND   52,083 0 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 590 38,409 SH   DFND   38,409 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 56,339 63,125,000 PRN   DFND   63,125,000 0 0
ENTELLUS MED INC COM 29363K105 9,198 377,132 SH   DFND   377,132 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 736 27,760 SH   DFND   27,760 0 0
ESTRE AMBIENTAL INC *W EXP 12/21/202 G3206V118 953 1,323,740 SH   DFND   1,323,740 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 51,036 41,325,000 PRN   DFND   41,325,000 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 474 20,000 SH   DFND   20,000 0 0
EXACTECH INC COM 30064E109 8,255 166,932 SH   DFND   166,932 0 0
EXPEDIA INC DEL COM NEW 30212P303 2,073 17,312 SH   DFND   17,312 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 24,810 24,000,000 PRN   DFND   24,000,000 0 0
FEDERAL STR ACQUISITION CORP *W EXP 07/24/202 31421V115 431 375,000 SH   DFND   375,000 0 0
FEDERAL STR ACQUISITION CORP CL A 31421V107 6,312 650,000 SH   DFND   650,000 0 0
FGL HLDGS *W EXP 11/30/202 G3402M110 465 300,000 SH   DFND   300,000 0 0
FGL HLDGS ORD SHS G3402M102 1,241 123,202 SH   DFND   123,202 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 5,607 5,551,000 PRN   DFND   5,551,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 9,325 10,000,000 PRN   DFND   10,000,000 0 0
FINTECH ACQUISITION CORP II *W EXP 01/19/202 31810G117 966 700,000 SH   DFND   700,000 0 0
FINTECH ACQUISITION CORP II COM 31810G109 1,487 150,000 SH   DFND   150,000 0 0
FIRST HORIZON NATL CORP COM 320517105 337 16,843 SH   DFND   16,843 0 0
FORTIVE CORP COM 34959J108 40,543 560,380 SH   DFND   560,380 0 0
FORUM MERGER CORP *W EXP 06/01/202 34985B111 480 750,000 SH   DFND   750,000 0 0
FORUM MERGER CORP COM CL A 34985B103 6,822 683,600 SH   DFND   683,600 0 0
FORUM MERGER CORP RIGHT 06/01/2019 34985B129 990 1,500,000 SH   DFND   1,500,000 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 37,602 1,178,738 SH   DFND   1,178,738 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 45,878 1,549,918 SH   DFND   1,549,918 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
GENERAL COMMUNICATION INC CL A 369385109 10,299 263,937 SH   DFND   263,937 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 491 21,965 SH   DFND   21,965 0 0
GENWORTH FINL INC COM CL A 37247D106 24,417 7,851,196 SH   DFND   7,851,196 0 0
GIGCAPITAL INC UNIT 03/06/2025 37518N205 15,000 1,500,000 SH   DFND   1,500,000 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 829 768,000 SH   DFND   768,000 0 0
GORES HLDGS II INC *W EXP 03/06/202 382867117 268 133,333 SH   DFND   133,333 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 6,383 6,750,000 PRN   DFND   6,750,000 0 0
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 716 27,874 SH   DFND   27,874 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 1,008 1,000,000 PRN   DFND   1,000,000 0 0
HAYMAKER ACQUISITION UNIT 10/19/2022 420870206 13,860 1,399,960 SH   DFND   1,399,960 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 4,234 2,250,000 PRN   DFND   2,250,000 0 0
HENNESSY CAP ACQUSTON CORP I *W EXP 06/15/202 42588L113 317 375,000 SH   DFND   375,000 0 0
HENNESSY CAP ACQUSTON CORP I COM 42588L105 3,920 400,000 SH   DFND   400,000 0 0
HERC HLDGS INC COM 42704L104 488 7,787 SH   DFND   7,787 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 555 28,000 SH   DFND   28,000 0 0
HILTON GRAND VACATIONS INC COM 43283X105 59,618 1,421,162 SH   DFND   1,421,162 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 585 18,004 SH   DFND   18,004 0 0
HSN INC COM 404303109 29,927 741,690 SH   DFND   741,690 0 0
HUNTER MARITIME ACQUISITION *W EXP 99/99/999 Y37828129 141 470,000 SH   DFND   470,000 0 0
HUNTER MARITIME ACQUISITION CL A Y37828111 975 100,000 SH   DFND   100,000 0 0
HUNTSMAN CORP COM 447011107 78,790 2,366,778 SH   DFND   2,366,778 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 22,413 23,955,000 PRN   DFND   23,955,000 0 0
I AM CAP ACQUISITION CO *W EXP 05/22/202 45074Q116 74 225,000 SH   DFND   225,000 0 0
I AM CAP ACQUISITION CO COM 45074Q108 4,433 450,000 SH   DFND   450,000 0 0
I AM CAP ACQUISITION CO RIGHT 05/22/2019 45074Q124 68 225,000 SH   DFND   225,000 0 0
IGNYTA INC COM 451731103 33,829 1,267,016 SH   DFND   1,267,016 0 0
ILG INC COM 44967H101 11,114 390,250 SH   DFND   390,250 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 30,664 31,450,000 PRN   DFND   31,450,000 0 0
INDUSTREA ACQUISITION CORP *W EXP 08/01/202 45579J112 210 500,000 SH   DFND   500,000 0 0
INDUSTREA ACQUISITION CORP CL A 45579J104 3,888 400,000 SH   DFND   400,000 0 0
INGEVITY CORP COM 45688C107 28,670 406,842 SH   DFND   406,842 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 26,036 26,150,000 PRN   DFND   26,150,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 16,371 14,075,000 PRN   DFND   14,075,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 241,283 108,533,000 PRN   DFND   108,533,000 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 4,933 4,000,000 PRN   DFND   4,000,000 0 0
INVESCO MUN OPPORTUNITY TR COM 46132C107 422 34,071 SH   DFND   34,071 0 0
INVESCO MUN TR COM 46131J103 151 12,110 SH   DFND   12,110 0 0
INVESCO PA VALUE MUN INCOME COM 46132K109 326 26,835 SH   DFND   26,835 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 308 24,626 SH   DFND   24,626 0 0
INVESCO VALUE MUN INCOME TR COM 46132P108 452 30,342 SH   DFND   30,342 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 14,126 13,350,000 PRN   DFND   13,350,000 0 0
IXYS CORP COM 46600W106 14,688 613,273 SH   DFND   613,273 0 0
JASON INDS INC *W EXP 06/30/201 471172114 44 1,933,070 SH   DFND   1,933,070 0 0
JBG SMITH PPTYS COM 46590V100 20,432 588,307 SH   DFND   588,307 0 0
JENSYN ACQUISITION CORP *W EXP 03/07/202 47632B110 39 174,000 SH   DFND   174,000 0 0
JENSYN ACQUISITION CORP COM 47632B102 711 69,000 SH   DFND   69,000 0 0
JENSYN ACQUISITION CORP RIGHT 99/99/9999 47632B128 65 174,000 SH   DFND   174,000 0 0
KAYNE ANDERSON ACQUISITION *W EXP 06/30/202 48661U110 213 250,000 SH   DFND   250,000 0 0
KAYNE ANDERSON ACQUISITION COM CL A 48661U102 2,428 250,000 SH   DFND   250,000 0 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 197 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 290 1,000,000 SH   DFND   1,000,000 0 0
KINDRED HEALTHCARE INC COM 494580103 2,910 300,000 SH   DFND   300,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 8,465 7,600,000 PRN   DFND   7,600,000 0 0
LAMB WESTON HLDGS INC COM 513272104 51,863 918,748 SH   DFND   918,748 0 0
LANDCADIA HLDGS INC *W EXP 06/01/202 51476W115 350 500,000 SH   DFND   500,000 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 8,107 1,402,532 SH   DFND   1,402,532 0 0
LEGACY ACQUISITION CORP UNIT 05/31/2024 524643202 14,910 1,500,000 SH   DFND   1,500,000 0 0
LEISURE ACQUISITION CORP UNIT 99/99/9999 52539T206 14,850 1,500,000 SH   DFND   1,500,000 0 0
LOMA NEGRA CORP SPONSORED ADS 54150E104 461 20,000 SH   DFND   20,000 0 0
LSC COMMUNICATIONS INC COM 50218P107 165 10,871 SH   DFND   10,871 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 2,099 206,000 SH   DFND   206,000 0 0
M III ACQUISITION CORP *W EXP 10/10/202 55378T112 639 808,712 SH   DFND   808,712 0 0
M III ACQUISITION CORP COM 55378T104 3,062 308,712 SH   DFND   308,712 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 694 10,817 SH   DFND   10,817 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 643 9,057 SH   DFND   9,057 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 2,280 62,805 SH   DFND   62,805 0 0
MANITOWOC CO INC COM NEW 563571405 549 13,966 SH   DFND   13,966 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 528 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 3,904 400,000 SH   DFND   400,000 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 56,073 1,669,337 SH   DFND   1,669,337 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 149,912 87,925,000 PRN   DFND   87,925,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 110,095 29,305,000 PRN   DFND   29,305,000 0 0
MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 434 850,000 SH   DFND   850,000 0 0
MODERN MEDIA ACQUISITION COM 60765P103 6,138 625,000 SH   DFND   625,000 0 0
MODERN MEDIA ACQUISITION RIGHT 99/99/9999 60765P129 663 1,700,000 SH   DFND   1,700,000 0 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 899 900,000 PRN   DFND   900,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 176,802 92,325,000 PRN   DFND   92,325,000 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 11,537 875,350 SH   DFND   875,350 0 0
MONGODB INC CL A 60937P106 2,241 75,500 SH   DFND   75,500 0 0
MONSANTO CO NEW COM 61166W101 213,812 1,830,898 SH   DFND   1,830,898 0 0
MPLX LP COM UNIT REP LTD 55336V100 820 23,115 SH   DFND   23,115 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 1,428 1,720,800 SH   DFND   1,720,800 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 8,930 897,500 SH   DFND   897,500 0 0
NATIONAL VISION HLDGS INC COM 63845R107 305 7,500 SH   DFND   7,500 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 15,273 196,837 SH   DFND   196,837 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 3,813 3,725,000 PRN   DFND   3,725,000 0 0
NEWS CORP NEW CL A 65249B109 4,222 260,487 SH   DFND   260,487 0 0
NEXTDECADE CORP *W EXP 07/23/202 65342K113 657 1,095,541 SH   DFND   1,095,541 0 0
NICE LTD SPONSORED ADR 653656108 4,320 47,000 SH   DFND   47,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 660,305 119,892,000 PRN   DFND   119,892,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 462 15,439 SH   DFND   15,439 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 299 21,734 SH   DFND   21,734 0 0
NUVEEN CA QUALTY MUN INCOME COM 67066Y105 416 29,080 SH   DFND   29,080 0 0
NUVEEN CONNECTICUT QLTY MUN COM 67060D107 279 23,403 SH   DFND   23,403 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 192 15,267 SH   DFND   15,267 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 188 14,147 SH   DFND   14,147 0 0
NUVEEN NEW JERSEY QULT MUN F COM 67069Y102 308 22,490 SH   DFND   22,490 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 300 23,129 SH   DFND   23,129 0 0
NUVEEN NORTH CAROLINA QLTY M COM 67060P100 187 14,458 SH   DFND   14,458 0 0
NUVEEN OHIO QLTY MUN INCOME COM 670980101 157 10,733 SH   DFND   10,733 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 158 12,000 SH   DFND   12,000 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 338 24,032 SH   DFND   24,032 0 0
NUVEEN VIRGINIA QLTY MUNCPL COM 67064R102 285 22,208 SH   DFND   22,208 0 0
NXP SEMICONDUCTORS N V COM N6596X109 111,505 952,305 SH   DFND   952,305 0 0
NXSTAGE MEDICAL INC COM 67072V103 71,326 2,943,702 SH   DFND   2,943,702 0 0
ONEOK INC NEW COM 682680103 903 16,899 SH   DFND   16,899 0 0
ORBITAL ATK INC COM 68557N103 159,461 1,212,630 SH   DFND   1,212,630 0 0
ORIGO ACQUISITION CORP *W EXP 12/17/202 G67789118 149 300,000 SH   DFND   300,000 0 0
ORIGO ACQUISITION CORP RIGHT 03/12/2018 G67789134 156 315,500 SH   DFND   315,500 0 0
OSPREY ENERGY ACQUISITION CO *W EXP 07/21/202 688397116 350 500,000 SH   DFND   500,000 0 0
OSPREY ENERGY ACQUISITION CO CL A COM 688397108 9,600 1,000,000 SH   DFND   1,000,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 24,282 17,700,000 PRN   DFND   17,700,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 12,745 14,350,000 PRN   DFND   14,350,000 0 0
PARK HOTELS RESORTS INC COM 700517105 19,851 690,467 SH   DFND   690,467 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 21,727 21,314,000 PRN   DFND   21,314,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 4,834 5,000,000 PRN   DFND   5,000,000 0 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 275 500,000 SH   DFND   500,000 0 0
PENSARE ACQUISITION CORP COM 70957E105 9,048 936,600 SH   DFND   936,600 0 0
PENSARE ACQUISITION CORP RIGHT 99/99/9999 70957E121 440 1,000,000 SH   DFND   1,000,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 620 11,845 SH   DFND   11,845 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 15,517 474,099 SH   DFND   474,099 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 223 18,825 SH   DFND   18,825 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 567 27,451 SH   DFND   27,451 0 0
POTASH CORP SASK INC COM 73755L107 13,029 630,947 SH   DFND   630,947 0 0
PRICELINE GRP INC COM NEW 741503403 2,110 1,214 SH   DFND   1,214 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 176,857 96,314,000 PRN   DFND   96,314,000 0 0
PROOFPOINT INC COM 743424103 7,261 81,758 SH   DFND   81,758 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 5,575 5,300,000 PRN   DFND   5,300,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 18,588 18,450,000 PRN   DFND   18,450,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 14,981 14,925,000 PRN   DFND   14,925,000 0 0
QUALITY CARE PPTYS INC COM 747545101 24,578 1,779,706 SH   DFND   1,779,706 0 0
QUORUM HEALTH CORP COM 74909E106 298 47,681 SH   DFND   47,681 0 0
REALPAGE INC COM 75606N109 7,826 176,649 SH   DFND   176,649 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 17,971 18,575,000 PRN   DFND   18,575,000 0 0
REGAL ENTMT GROUP CL A 758766109 82,367 3,579,605 SH   DFND   3,579,605 0 0
REGALWOOD GLOBAL ENERGY LTD UNIT 99/99/9999 G74760110 14,925 1,500,000 SH   DFND   1,500,000 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 704 675,000 PRN   DFND   675,000 0 0
RENT A CTR INC NEW COM 76009N100 5,540 499,059 SH   DFND   499,059 0 0
RESOURCE CAP CORP NOTE 4.500% 8/1 76120WAC8 1,895 2,000,000 PRN   DFND   2,000,000 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 594 27,668 SH   DFND   27,668 0 0
ROCKWELL COLLINS INC COM 774341101 227,001 1,673,800 SH   DFND   1,673,800 0 0
ROSEHILL RES INC *W EXP 09/16/202 777385113 485 489,600 SH   DFND   489,600 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 3,840 2,131,000 PRN   DFND   2,131,000 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 52 42,000 SH   DFND   42,000 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 218 15,000 SH   DFND   15,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 79,530 51,853,000 PRN   DFND   51,853,000 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 184,931 2,165,976 SH   DFND   2,165,976 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 19,698 19,300,000 PRN   DFND   19,300,000 0 0
SEMGROUP CORP CL A 81663A105 680 22,533 SH   DFND   22,533 0 0
SENTINEL ENERGY SVCS INC UNIT 11/02/2022 G8062D128 3,988 400,000 SH   DFND   400,000 0 0
SERVICENOW INC COM 81762P102 6,303 48,342 SH   DFND   48,342 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 615 20,609 SH   DFND   20,609 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 25,208 23,600,000 PRN   DFND   23,600,000 0 0
SILVER RUN ACQUISITION *W EXP 03/28/202 82812A111 456 308,333 SH   DFND   308,333 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 44,879 2,763,513 SH   DFND   2,763,513 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 25,137 25,650,000 PRN   DFND   25,650,000 0 0
SINA CORP ORD G81477104 2,678 26,694 SH   DFND   26,694 0 0
SNYDERS-LANCE INC COM 833551104 13,453 268,628 SH   DFND   268,628 0 0
SOCIAL CAP HEDOSOPHIA HLDGS *W EXP 99/99/999 G8250R129 146 83,334 SH   DFND   83,334 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 4,611 379,300 SH   DFND   379,300 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 503 12,714 SH   DFND   12,714 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 33,626 33,500,000 PRN   DFND   33,500,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 14,041 13,525,000 PRN   DFND   13,525,000 0 0
SQUARE INC CL A 852234103 12,672 365,517 SH   DFND   365,517 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 18,774 16,980,000 PRN   DFND   16,980,000 0 0
STELLAR ACQUISITION III INC *W EXP 03/22/202 Y8172W115 186 600,000 SH   DFND   600,000 0 0
STELLAR ACQUISITION III INC COM Y8172W107 2,042 200,000 SH   DFND   200,000 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 51,393 282,707 SH   DFND   282,707 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 9,352 521,010 SH   DFND   521,010 0 0
SUCAMPO PHARMACEUTICALS INC NOTE 3.250%12/1 864909AB2 5,871 4,825,000 PRN   DFND   4,825,000 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 636 31,028 SH   DFND   31,028 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 14,342 14,450,000 PRN   DFND   14,450,000 0 0
SWITCH INC CL A 87105L104 546 30,000 SH   DFND   30,000 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 558 12,160 SH   DFND   12,160 0 0
TARGA RES CORP COM 87612G101 1,026 21,184 SH   DFND   21,184 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 572 10,775 SH   DFND   10,775 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 641 31,819 SH   DFND   31,819 0 0
TELADOC INC COM 87918A105 3,025 86,807 SH   DFND   86,807 0 0
TESLA INC COM 88160R101 17,589 56,492 SH   DFND   56,492 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 23,409 21,600,000 PRN   DFND   21,600,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 58,048 49,800,000 PRN   DFND   49,800,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 31,023 31,218,000 PRN   DFND   31,218,000 0 0
TIME INC NEW COM 887228104 29,084 1,576,351 SH   DFND   1,576,351 0 0
TIME WARNER INC COM NEW 887317303 253,889 2,775,649 SH   DFND   2,775,649 0 0
TPG PACE ENERGY HLDGS CORP *W EXP 99/99/999 872656111 225 166,667 SH   DFND   166,667 0 0
TPG PACE ENERGY HLDGS CORP CL A 872656103 4,072 418,101 SH   DFND   418,101 0 0
TPG PACE HLDGS CORP *W EXP 99/99/999 G89827110 103 66,666 SH   DFND   66,666 0 0
TPG PACE HLDGS CORP CL A G89827128 1,463 150,000 SH   DFND   150,000 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 798 20,221 SH   DFND   20,221 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 18,202 11,525,000 PRN   DFND   11,525,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 45,497 26,500,000 PRN   DFND   26,500,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 20,710 18,700,000 PRN   DFND   18,700,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 43,368 1,255,940 SH   DFND   1,255,940 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 17,442 15,325,000 PRN   DFND   15,325,000 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 566 12,721 SH   DFND   12,721 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 13 114,185 SH   DFND   114,185 0 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 600 500,000 SH   DFND   500,000 0 0
VAREX IMAGING CORP COM 92214X106 28,943 720,513 SH   DFND   720,513 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 26,442 16,650,000 PRN   DFND   16,650,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 20,082 23,000,000 PRN   DFND   23,000,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 455,753 136,300,000 PRN   DFND   136,300,000 0 0
VERSUM MATLS INC COM 92532W103 20,460 540,547 SH   DFND   540,547 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 1,837 17,975 SH   DFND   17,975 0 0
VITAMIN SHOPPE INC NOTE 2.250%12/0 92849EAB7 640 1,000,000 PRN   DFND   1,000,000 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 4,551 4,350,000 PRN   DFND   4,350,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 77,341 71,200,000 PRN   DFND   71,200,000 0 0
WELBILT INC COM 949090104 391 16,639 SH   DFND   16,639 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 41,909 697,025 SH   DFND   697,025 0 0
WESTAR ENERGY INC COM 95709T100 139,090 2,634,285 SH   DFND   2,634,285 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 545 11,341 SH   DFND   11,341 0 0
WGL HLDGS INC COM 92924F106 156,024 1,817,616 SH   DFND   1,817,616 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 754 19,436 SH   DFND   19,436 0 0
WILLSCOT CORP *W EXP 09/10/202 971375118 1,368 950,067 SH   DFND   950,067 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 15,727 12,550,000 PRN   DFND   12,550,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 27,375 20,000,000 PRN   DFND   20,000,000 0 0
XCERRA CORP COM 98400J108 30,722 3,138,143 SH   DFND   3,138,143 0 0
YUM CHINA HLDGS INC COM 98850P109 27,443 685,742 SH   DFND   685,742 0 0