The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
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
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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