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
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 17,256 20,325,000 PRN   DFND   20,325,000 0 0
ADIENT PLC ORD SHS G0084W101 18,350 466,806 SH   DFND   466,806 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 330,964 85,200,000 PRN   DFND   85,200,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.250%12/1 00773VAB2 2,925 5,000,000 PRN   DFND   5,000,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 28,417 19,875,000 PRN   DFND   19,875,000 0 0
AETNA INC NEW COM 00817Y108 143,856 709,175 SH   DFND   709,175 0 0
AKORN INC COM 009728106 27,724 2,135,937 SH   DFND   2,135,937 0 0
ALCOA CORP COM 013872106 30,938 765,797 SH   DFND   765,797 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 73,504 33,950,000 PRN   DFND   33,950,000 0 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 315 900,000 SH   DFND   900,000 0 0
ALLEGRO MERGER CORP COM 01749N103 8,559 900,000 SH   DFND   900,000 0 0
ALLEGRO MERGER CORP RIGHT 12/31/2023 01749N129 360 900,000 SH   DFND   900,000 0 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 299 22,008 SH   DFND   22,008 0 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 143 12,292 SH   DFND   12,292 0 0
ALLIANCEBERNSTEIN NATL MUNI COM 01864U106 288 23,217 SH   DFND   23,217 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 7,675 7,275,000 PRN   DFND   7,275,000 0 0
ALTA MESA RES INC *W EXP 03/28/202 02133L117 154 308,333 SH   DFND   308,333 0 0
ALTABA INC COM 021346101 169,499 2,488,238 SH   DFND   2,488,238 0 0
ALTICE USA INC CL A 02156K103 11,604 639,667 SH   DFND   639,667 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 34,691 32,975,000 PRN   DFND   32,975,000 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 548 13,864 SH   DFND   13,864 0 0
AMTRUST FINL SVCS INC COM 032359309 46,597 3,209,147 SH   DFND   3,209,147 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 12,577 13,250,000 PRN   DFND   13,250,000 0 0
AMYRIS INC NOTE 9.500% 4/1 03236MAF8 9,625 9,626,000 PRN   DFND   9,626,000 0 0
ANDEAVOR COM 03349M105 188,435 1,227,591 SH   DFND   1,227,591 0 0
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 733 15,100 SH   DFND   15,100 0 0
ANTERO MIDSTREAM GP LP COM SHS REPSTG 03675Y103 552 32,600 SH   DFND   32,600 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 204,575 54,129,000 PRN   DFND   54,129,000 0 0
APERGY CORP COM 03755L104 20,015 459,482 SH   DFND   459,482 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 11,213 11,275,000 PRN   DFND   11,275,000 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 65,750 1,572,961 SH   DFND   1,572,961 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 7,107 62,125 SH   DFND   62,125 0 0
AT&T INC COM 00206R102 2,337 69,601 SH   DFND   69,601 0 0
ATHENAHEALTH INC COM 04685W103 12,443 93,134 SH   DFND   93,134 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 567 191,430 SH   DFND   191,430 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 38,130 31,525,000 PRN   DFND   31,525,000 0 0
AVISTA CORP COM 05379B107 138,175 2,732,891 SH   DFND   2,732,891 0 0
AVISTA HEALTHCARE PUB ACQ CO *W EXP 10/07/202 G0726L117 200 1,000,000 SH   DFND   1,000,000 0 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/202 06759V127 29 487,260 SH   DFND   487,260 0 0
BARINGTON HILCO ACQUISITION RIGHT 08/11/2017 06759V119 93 487,260 SH   DFND   487,260 0 0
BEMIS INC COM 081437105 12,346 254,030 SH   DFND   254,030 0 0
BENEFICIAL BANCORP INC COM 08171T102 9,253 547,514 SH   DFND   547,514 0 0
BIG ROCK PARTNERS ACQUISI CO *W EXP 12/01/202 089482111 45 100,000 SH   DFND   100,000 0 0
BIG ROCK PARTNERS ACQUISI CO COM 089482103 2,000 200,000 SH   DFND   200,000 0 0
BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 100 200,000 SH   DFND   200,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,625 27,069 SH   DFND   27,069 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 25,686 24,825,000 PRN   DFND   24,825,000 0 0
BISON CAP ACQUISITION CORP *W EXP 06/20/202 G1142P112 39 75,000 SH   DFND   75,000 0 0
BISON CAP ACQUISITION CORP ORD SHS G1142P104 1,530 150,000 SH   DFND   150,000 0 0
BISON CAP ACQUISITION CORP RIGHT 03/20/2019 G1142P138 80 150,000 SH   DFND   150,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 17,675 281,523 SH   DFND   281,523 0 0
BLACK KNIGHT INC COM 09215C105 13,106 252,288 SH   DFND   252,288 0 0
BLACK RIDGE ACQUISITION CORP *W EXP 07/10/202 09216T115 95 210,000 SH   DFND   210,000 0 0
BLACK RIDGE ACQUISITION CORP COM 09216T107 2,048 210,000 SH   DFND   210,000 0 0
BLACK RIDGE ACQUISITION CORP RIGHT 07/10/2019 09216T123 78 210,000 SH   DFND   210,000 0 0
BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 383 30,985 SH   DFND   30,985 0 0
BLACKROCK CR ALLCTN INC TR COM 092508100 201 16,389 SH   DFND   16,389 0 0
BLACKROCK INVT QUALITY MUN T COM 09247D105 232 17,463 SH   DFND   17,463 0 0
BLACKROCK MUN 2030 TAR TERM COM SHS BEN IN 09257P105 380 18,329 SH   DFND   18,329 0 0
BLACKROCK MUN INCOME TR SH BEN INT 09248F109 232 18,615 SH   DFND   18,615 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 384 29,380 SH   DFND   29,380 0 0
BLACKROCK MUNICIPAL BOND TR COM 09249H104 200 14,535 SH   DFND   14,535 0 0
BLACKROCK MUNICIPL INC QLTY COM 092479104 257 20,100 SH   DFND   20,100 0 0
BLACKROCK MUNIENHANCED FD IN COM 09253Y100 233 23,185 SH   DFND   23,185 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 303 24,109 SH   DFND   24,109 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 286 23,983 SH   DFND   23,983 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 309 24,595 SH   DFND   24,595 0 0
BLACKROCK MUNIHLDNGS QLTY II COM 09254C107 213 17,671 SH   DFND   17,671 0 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 248 19,788 SH   DFND   19,788 0 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 144 12,449 SH   DFND   12,449 0 0
BLACKROCK MUNIVEST FD INC COM 09253R105 181 20,681 SH   DFND   20,681 0 0
BLACKROCK MUNIY QUALITY FD I COM 09254G108 212 18,085 SH   DFND   18,085 0 0
BLACKROCK MUNIYIELD CALI QLT COM 09254N103 302 23,556 SH   DFND   23,556 0 0
BLACKROCK MUNIYIELD CALIF FD COM 09254M105 232 18,233 SH   DFND   18,233 0 0
BLACKROCK MUNIYIELD FD INC COM 09253W104 230 17,532 SH   DFND   17,532 0 0
BLACKROCK MUNIYIELD N J FD I COM 09254Y109 224 17,294 SH   DFND   17,294 0 0
BLACKROCK MUNIYIELD NY QLTY COM 09255E102 347 30,162 SH   DFND   30,162 0 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 219 17,168 SH   DFND   17,168 0 0
BLACKROCK MUNIYIELD QLTY FD COM 09254E103 315 26,067 SH   DFND   26,067 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254F100 236 17,484 SH   DFND   17,484 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 264 21,260 SH   DFND   21,260 0 0
BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 125 10,324 SH   DFND   10,324 0 0
BLACKROCK TAX MUNICPAL BD TR SHS 09248X100 259 12,223 SH   DFND   12,223 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 16,041 16,000,000 PRN   DFND   16,000,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 18,433 18,450,000 PRN   DFND   18,450,000 0 0
BLOOM ENERGY CORP COM CL A 093712107 341 10,000 SH   DFND   10,000 0 0
BLUE HILLS BANCORP INC COM 095573101 2,126 88,209 SH   DFND   88,209 0 0
BOOKING HLDGS INC COM 09857L108 5,756 2,901 SH   DFND   2,901 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 329 17,500 SH   DFND   17,500 0 0
BRIGHTHOUSE FINL INC COM 10922N103 13,052 295,024 SH   DFND   295,024 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 493 13,800 SH   DFND   13,800 0 0
CA INC COM 12673P105 190,805 4,321,754 SH   DFND   4,321,754 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 72,216 44,275,000 PRN   DFND   44,275,000 0 0
CAPITOL INVT CORP IV *W EXP 01/01/202 G18920127 248 166,667 SH   DFND   166,667 0 0
CARBONITE INC NOTE 2.500% 4/0 141337AB1 3,010 2,000,000 PRN   DFND   2,000,000 0 0
CARS COM INC COM 14575E105 7,540 273,103 SH   DFND   273,103 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 860 21,785 SH   DFND   21,785 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 79,938 80,725,000 PRN   DFND   80,725,000 0 0
CHURCHILL CAP CORP UNIT 99/99/9999 17142R202 15,733 1,550,000 SH   DFND   1,550,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 7,115 4,625,000 PRN   DFND   4,625,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 54,353 33,075,000 PRN   DFND   33,075,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 7,179 9,250,000 PRN   DFND   9,250,000 0 0
CM SEVEN STAR ACQUISITION CO *W EXP 08/21/202 G2345N110 187 375,000 SH   DFND   375,000 0 0
CM SEVEN STAR ACQUISITION CO RIGHT 08/21/2022 G2345N136 413 750,000 SH   DFND   750,000 0 0
CM SEVEN STAR ACQUISITION CO SHS G2345N102 6,413 637,500 SH   DFND   637,500 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 662 34,400 SH   DFND   34,400 0 0
COBIZ FINANCIAL INC COM 190897108 15,672 707,849 SH   DFND   707,849 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 12/31/2019 203668116 56 9,282,097 SH   DFND   9,282,097 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,669 5,000,000 PRN   DFND   5,000,000 0 0
CONDUENT INC COM 206787103 21,051 934,760 SH   DFND   934,760 0 0
CONNECTICUT WTR SVC INC COM 207797101 9,472 136,540 SH   DFND   136,540 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 280 700,000 SH   DFND   700,000 0 0
CONSTELLATION ALPHA CAP CORP SHS G2379F108 3,537 349,500 SH   DFND   349,500 0 0
CONVERGYS CORP COM 212485106 30,684 1,292,506 SH   DFND   1,292,506 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 10,310 4,725,000 PRN   DFND   4,725,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1,745 1,500,000 PRN   DFND   1,500,000 0 0
COREPOINT LODGING INC COM 21872L104 236 12,125 SH   DFND   12,125 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 1,027 27,936 SH   DFND   27,936 0 0
DASEKE INC *W EXP 02/27/202 23753F115 302 378,003 SH   DFND   378,003 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 817 20,646 SH   DFND   20,646 0 0
DELAWARE INV MN MUN INC FD I COM 24610V103 158 13,252 SH   DFND   13,252 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 15,348 158,036 SH   DFND   158,036 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 13,222 421,616 SH   DFND   421,616 0 0
DFB HEALTHCARE ACQUISTION CO *W EXP 04/11/202 23291E117 1,020 666,666 SH   DFND   666,666 0 0
DFB HEALTHCARE ACQUISTION CO COM 23291E109 8,649 899,998 SH   DFND   899,998 0 0
DISCOVERY INC COM SER C 25470F302 834 28,190 SH   DFND   28,190 0 0
DIVIDEND & INCOME FUND COM NEW 25538A204 321 26,875 SH   DFND   26,875 0 0
DRAPER OAKWOOD TECHNOLOGY *W EXP 09/19/202 26146L111 44 75,000 SH   DFND   75,000 0 0
DRAPER OAKWOOD TECHNOLOGY COM CL A 26146L103 3,073 303,100 SH   DFND   303,100 0 0
DRAPER OAKWOOD TECHNOLOGY RIGHT 09/19/2018 26146L129 77 150,000 SH   DFND   150,000 0 0
DREYFUS MUN BD INFRSTRCTR FD SHS 26203D101 255 20,505 SH   DFND   20,505 0 0
DREYFUS MUN INCOME INC COM 26201R102 90 11,461 SH   DFND   11,461 0 0
DREYFUS STRATEGIC MUN BD FD COM 26202F107 222 30,235 SH   DFND   30,235 0 0
DREYFUS STRATEGIC MUNS INC COM 261932107 238 31,761 SH   DFND   31,761 0 0
DTF TAX-FREE INCOME INC COM 23334J107 232 18,071 SH   DFND   18,071 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 97,713 685,654 SH   DFND   685,654 0 0
DWS MUN INCOME TR NEW COM 233368109 304 29,025 SH   DFND   29,025 0 0
DWS STRATEGIC MUN INCOME TR COM 23342Q101 135 12,769 SH   DFND   12,769 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 631 573,250 SH   DFND   573,250 0 0
EATON VANCE CALIF MUN BD FD COM 27828A100 223 22,438 SH   DFND   22,438 0 0
EATON VANCE LTD DUR INCOME F COM 27828H105 289 22,800 SH   DFND   22,800 0 0
EATON VANCE MUN BD FD COM 27827X101 249 21,601 SH   DFND   21,601 0 0
EATON VANCE MUN BD FD II COM 27827K109 117 10,062 SH   DFND   10,062 0 0
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 290 25,278 SH   DFND   25,278 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 177 15,985 SH   DFND   15,985 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 12,253 11,531,000 PRN   DFND   11,531,000 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 790 46,900 SH   DFND   46,900 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 499 45,400 SH   DFND   45,400 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 6,997 7,000,000 PRN   DFND   7,000,000 0 0
ENDAVA PLC ADS 29260V105 434 15,000 SH   DFND   15,000 0 0
ENERGEN CORP COM 29265N108 92,367 1,071,916 SH   DFND   1,071,916 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 1,215 54,600 SH   DFND   54,600 0 0
ENGILITY HLDGS INC NEW COM 29286C107 3,185 88,485 SH   DFND   88,485 0 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 740 39,709 SH   DFND   39,709 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 27,524 27,575,000 PRN   DFND   27,575,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 798 27,760 SH   DFND   27,760 0 0
ENVISION HEALTHCARE CORP COM 29414D100 88,400 1,933,088 SH   DFND   1,933,088 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 527 9,980 SH   DFND   9,980 0 0
ESTRE AMBIENTAL INC *W EXP 12/21/202 G3206V118 397 1,323,740 SH   DFND   1,323,740 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 62,030 50,100,000 PRN   DFND   50,100,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 2,259 17,312 SH   DFND   17,312 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 166,905 1,756,711 SH   DFND   1,756,711 0 0
EZCORP INC NOTE 2.125% 6/1 302301AB2 14,976 15,075,000 PRN   DFND   15,075,000 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 1,245 1,000,000 PRN   DFND   1,000,000 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 860 500,000 SH   DFND   500,000 0 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 550 333,332 SH   DFND   333,332 0 0
FAR PT ACQUISITION CORP COM CL A 30734W109 9,610 999,996 SH   DFND   999,996 0 0
FCB FINL HLDGS INC CL A 30255G103 25,101 529,566 SH   DFND   529,566 0 0
FEDERAL STR ACQUISITION CORP *W EXP 07/24/202 31421V115 544 375,000 SH   DFND   375,000 0 0
FEDERATED PREM MUN INC FD COM 31423P108 200 15,678 SH   DFND   15,678 0 0
FGL HLDGS *W EXP 11/30/202 G3402M110 591 300,000 SH   DFND   300,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 12,048 12,101,000 PRN   DFND   12,101,000 0 0
FIRST CONN BANCORP INC MD COM 319850103 17,591 595,299 SH   DFND   595,299 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 124,340 4,955,753 SH   DFND   4,955,753 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 7,499 7,025 SH   DFND   7,025 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 1,044 1,800,000 SH   DFND   1,800,000 0 0
FORUM MERGER II CORP CL A 34986F103 17,190 1,800,000 SH   DFND   1,800,000 0 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 4,134 4,000,000 PRN   DFND   4,000,000 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 575 24,165 SH   DFND   24,165 0 0
GENWORTH FINL INC COM CL A 37247D106 41,707 10,001,572 SH   DFND   10,001,572 0 0
GIGCAPITAL INC *W EXP 06/08/202 37518N122 560 1,125,000 SH   DFND   1,125,000 0 0
GIGCAPITAL INC COM 37518N106 7,696 775,000 SH   DFND   775,000 0 0
GIGCAPITAL INC RIGHT 03/06/2020 37518N114 795 1,500,000 SH   DFND   1,500,000 0 0
GOPRO INC CL A 38268T103 197 27,391 SH   DFND   27,391 0 0
GOPRO INC NOTE 3.500% 4/1 38268TAB9 2,393 2,500,000 PRN   DFND   2,500,000 0 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 799 1,229,800 SH   DFND   1,229,800 0 0
GORDON POINTE ACQUISITION CO COM CLASS A 382788107 12,114 1,229,800 SH   DFND   1,229,800 0 0
GORES HLDGS II INC *W EXP 01/13/202 382867117 287 133,333 SH   DFND   133,333 0 0
GORES HOLDINGS III INC UNIT 09/07/2024 38286G208 10,220 1,000,000 SH   DFND   1,000,000 0 0
GRAMERCY PPTY TR COM NEW 385002308 45,122 1,644,395 SH   DFND   1,644,395 0 0
GREEN BANCORP INC COM 39260X100 2,342 105,976 SH   DFND   105,976 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 6,473 6,750,000 PRN   DFND   6,750,000 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 1,053 49,287 SH   DFND   49,287 0 0
GS ACQUISITION HLDGS CORP *W EXP 06/12/202 36255F110 825 500,000 SH   DFND   500,000 0 0
GS ACQUISITION HLDGS CORP COM CL A 36255F102 14,625 1,500,000 SH   DFND   1,500,000 0 0
GTY TECHNOLOGY HOLDINGS INC *W EXP 10/25/202 G4182A128 625 500,000 SH   DFND   500,000 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 9,579 322,519 SH   DFND   322,519 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 2,022 20,017 SH   DFND   20,017 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 2,290 2,000,000 PRN   DFND   2,000,000 0 0
HAYMAKER ACQUISITION CORP *W EXP 10/27/202 420870115 910 699,980 SH   DFND   699,980 0 0
HAYMAKER ACQUISITION CORP COM CLASS A 420870107 8,784 899,960 SH   DFND   899,960 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 5,985 6,000,000 PRN   DFND   6,000,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3,900 3,000,000 PRN   DFND   3,000,000 0 0
HENNESSY CAP ACQUSTON CORP I *W EXP 06/15/202 42588L113 563 375,000 SH   DFND   375,000 0 0
HENNESSY CAP ACQUSTON CORP I COM 42588L105 4,076 400,000 SH   DFND   400,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 20,546 21,150,000 PRN   DFND   21,150,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 691 30,300 SH   DFND   30,300 0 0
HILTON GRAND VACATIONS INC COM 43283X105 32,059 968,552 SH   DFND   968,552 0 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 97 270,000 SH   DFND   270,000 0 0
HL ACQUISITIONS CORP RIGHT 07/17/2023 G4603R130 108 270,000 SH   DFND   270,000 0 0
HL ACQUISITIONS CORP SHS G4603R106 2,565 270,000 SH   DFND   270,000 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 695 22,100 SH   DFND   22,100 0 0
HUNTER MARITIME ACQUISITION *W EXP 11/17/202 Y37828129 141 470,000 SH   DFND   470,000 0 0
HUNTER MARITIME ACQUISITION CL A Y37828111 995 100,000 SH   DFND   100,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 23,380 23,955,000 PRN   DFND   23,955,000 0 0
I AM CAP ACQUISITION CO *W EXP 05/22/202 45074Q116 79 225,000 SH   DFND   225,000 0 0
I AM CAP ACQUISITION CO COM 45074Q108 4,581 450,000 SH   DFND   450,000 0 0
I AM CAP ACQUISITION CO RIGHT 05/22/2019 45074Q124 115 225,000 SH   DFND   225,000 0 0
ILLUMINA INC COM 452327109 4,889 13,318 SH   DFND   13,318 0 0
ILLUMINA INC NOTE 6/1 452327AF6 37,309 25,629,000 PRN   DFND   25,629,000 0 0
INDUSTREA ACQUISITION CORP *W EXP 08/01/202 45579J112 495 500,000 SH   DFND   500,000 0 0
INDUSTREA ACQUISITION CORP CL A 45579J104 7,452 730,582 SH   DFND   730,582 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 21,303 21,000,000 PRN   DFND   21,000,000 0 0
INFRA AND ENERGY ALTRNTIVE I *W EXP 05/20/202 45686J112 1,198 708,712 SH   DFND   708,712 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 2,223 2,000,000 PRN   DFND   2,000,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 25,827 26,150,000 PRN   DFND   26,150,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 19,760 17,075,000 PRN   DFND   17,075,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 67,447 1,434,731 SH   DFND   1,434,731 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 13,548 9,000,000 PRN   DFND   9,000,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 193,233 84,083,000 PRN   DFND   84,083,000 0 0
INTERNATIONAL MNY EXPRESS IN *W EXP 01/19/202 46005L119 1,293 550,000 SH   DFND   550,000 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 22,419 18,800,000 PRN   DFND   18,800,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 2,210 1,950,000 PRN   DFND   1,950,000 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 4,346 4,000,000 PRN   DFND   4,000,000 0 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 231 21,905 SH   DFND   21,905 0 0
INVESCO CALIF VALUE MUN INC COM 46132H106 141 12,012 SH   DFND   12,012 0 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 128 11,164 SH   DFND   11,164 0 0
INVESCO MUN OPPORTUNITY TR COM 46132C107 390 34,071 SH   DFND   34,071 0 0
INVESCO MUN TR COM 46131J103 233 20,159 SH   DFND   20,159 0 0
INVESCO PA VALUE MUN INCOME COM 46132K109 145 12,235 SH   DFND   12,235 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 288 24,888 SH   DFND   24,888 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 275 23,116 SH   DFND   23,116 0 0
INVESCO VALUE MUN INCOME TR COM 46132P108 302 21,791 SH   DFND   21,791 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 18,276 14,025,000 PRN   DFND   14,025,000 0 0
JASON INDS INC *W EXP 06/30/201 471172114 33 1,933,070 SH   DFND   1,933,070 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,059 12,249 SH   DFND   12,249 0 0
JBG SMITH PPTYS COM 46590V100 18,790 510,187 SH   DFND   510,187 0 0
JENSYN ACQUISITION CORP *W EXP 03/07/202 47632B110 16 174,000 SH   DFND   174,000 0 0
JENSYN ACQUISITION CORP COM 47632B102 787 69,000 SH   DFND   69,000 0 0
JENSYN ACQUISITION CORP RIGHT 99/99/9999 47632B128 64 174,000 SH   DFND   174,000 0 0
K2M GROUP HLDGS INC COM 48273J107 15,605 570,153 SH   DFND   570,153 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 97,470 2,874,376 SH   DFND   2,874,376 0 0
KAYNE ANDERSON ACQUISITION *W EXP 06/30/202 48661U110 348 250,000 SH   DFND   250,000 0 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 219 1,000,000 SH   DFND   1,000,000 0 0
KBL MERGER CORP IV RIGHT 03/22/2019 48242A120 460 1,000,000 SH   DFND   1,000,000 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 469 14,641 SH   DFND   14,641 0 0
KLX INC COM 482539103 17,843 284,219 SH   DFND   284,219 0 0
KMG CHEMICALS INC COM 482564101 19,260 254,893 SH   DFND   254,893 0 0
LAMB WESTON HLDGS INC COM 513272104 41,350 620,877 SH   DFND   620,877 0 0
LANDCADIA HLDGS INC *W EXP 06/01/202 51476W115 595 500,000 SH   DFND   500,000 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 48,505 1,402,284 SH   DFND   1,402,284 0 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 668 1,500,000 SH   DFND   1,500,000 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 12,017 1,235,000 SH   DFND   1,235,000 0 0
LEGACY RESERVES LP/ LEGACY F NOTE 8.000% 9/2 52471TAF4 8,938 10,000,000 PRN   DFND   10,000,000 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 803 750,000 SH   DFND   750,000 0 0
LEISURE ACQUISITION CORP COM 52539T107 5,330 550,000 SH   DFND   550,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 33,987 26,700,000 PRN   DFND   26,700,000 0 0
LEO HOLDINGS CORP *W EXP 02/07/202 G5463L113 1,575 1,240,000 SH   DFND   1,240,000 0 0
LEO HOLDINGS CORP COM CL A G5463L105 7,280 746,700 SH   DFND   746,700 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 660 1,200,000 SH   DFND   1,200,000 0 0
LF CAP ACQUISITION CORP CL A 50200K108 11,472 1,200,000 SH   DFND   1,200,000 0 0
LIFEPOINT HEALTH INC COM 53219L109 10,805 167,773 SH   DFND   167,773 0 0
LONGEVITY ACQUISITION CORP UNIT 08/29/2024 G56372108 1,280 125,000 SH   DFND   125,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 654 9,657 SH   DFND   9,657 0 0
MAGNACHIP SEMICONDUCTOR SA NOTE 5.000% 3/0 55932XAB0 2,796 2,000,000 PRN   DFND   2,000,000 0 0
MAGNOLIA OIL & GAS CORP *W EXP 07/31/202 559663117 783 166,667 SH   DFND   166,667 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 473 40,794 SH   DFND   40,794 0 0
MATLIN & PARTNERS ACQUISITIO *W EXP 05/28/202 57682V114 1,418 1,890,400 SH   DFND   1,890,400 0 0
MAZOR ROBOTICS LTD SPONSORED ADS 57886P103 12,178 208,818 SH   DFND   208,818 0 0
MB FINANCIAL INC NEW COM 55264U108 25,100 544,359 SH   DFND   544,359 0 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 769 1,282,000 SH   DFND   1,282,000 0 0
MEGALITH FINL ACQUISITION CO CL A COM 58518F109 12,192 1,282,000 SH   DFND   1,282,000 0 0
MFS MUN INCOME TR SH BEN INT 552738106 179 27,558 SH   DFND   27,558 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 21,530 1,165,037 SH   DFND   1,165,037 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 146,294 96,500,000 PRN   DFND   96,500,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 59,137 55,941,000 PRN   DFND   55,941,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 120,944 29,305,000 PRN   DFND   29,305,000 0 0
MITEL NETWORKS CORP COM 60671Q104 56,356 5,113,931 SH   DFND   5,113,931 0 0
MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 510 850,000 SH   DFND   850,000 0 0
MODERN MEDIA ACQUISITION COM 60765P103 5,986 595,031 SH   DFND   595,031 0 0
MODERN MEDIA ACQUISITION RIGHT 99/99/9999 60765P129 799 1,700,000 SH   DFND   1,700,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 202,719 55,525,000 PRN   DFND   55,525,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 802 23,115 SH   DFND   23,115 0 0
MTECH ACQUISITION CORP *W EXP 08/01/202 55378W115 163 125,000 SH   DFND   125,000 0 0
MTECH ACQUISITION CORP COM CLASS A 55378W107 1,275 125,000 SH   DFND   125,000 0 0
MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 1,750 2,500,000 SH   DFND   2,500,000 0 0
MUDRICK CAP ACQUISITION CORP COM CLASS A 624745105 13,068 1,350,000 SH   DFND   1,350,000 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 1,507 819,100 SH   DFND   819,100 0 0
NAVIGATORS GROUP INC COM 638904102 8,981 129,971 SH   DFND   129,971 0 0
NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 324 233,332 SH   DFND   233,332 0 0
NEBULA ACQUISITION CORP COM CLASS A 629076100 5,808 599,996 SH   DFND   599,996 0 0
NEUBERGER BERMAN HGH YLD FD COM 64128C106 224 20,459 SH   DFND   20,459 0 0
NEUBERGER BERMAN MUNI FD INC COM 64124P101 138 10,247 SH   DFND   10,247 0 0
NEVSUN RES LTD COM 64156L101 11,131 2,511,000 SH   DFND   2,511,000 0 0
NEW FRONTIER CORP *W EXP 99/99/999 G6485P124 590 500,000 SH   DFND   500,000 0 0
NEW FRONTIER CORP COM CL A G6485P108 9,620 1,000,000 SH   DFND   1,000,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 7,054 7,000,000 PRN   DFND   7,000,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 3,727 3,725,000 PRN   DFND   3,725,000 0 0
NEWS CORP NEW CL A 65249B109 2,550 193,328 SH   DFND   193,328 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 510,992 111,419,000 PRN   DFND   111,419,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 485 17,439 SH   DFND   17,439 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 53,220 41,926,000 PRN   DFND   41,926,000 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 318 25,085 SH   DFND   25,085 0 0
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NUVEEN GEORGIA QLTY MUN INC COM 67072B107 140 12,710 SH   DFND   12,710 0 0
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NUVEEN NEW YORK QLT MUN INC COM 67066X107 259 21,064 SH   DFND   21,064 0 0
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NUVEEN OHIO QLTY MUN INCOME COM 670980101 244 18,059 SH   DFND   18,059 0 0
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NUVEEN VIRGINIA QLTY MUNCPL COM 67064R102 316 26,695 SH   DFND   26,695 0 0
NVENT ELECTRIC PLC SHS G6700G107 20,730 763,258 SH   DFND   763,258 0 0
NXP SEMICONDUCTORS N V COM N6596X109 207,087 2,422,065 SH   DFND   2,422,065 0 0
NXSTAGE MEDICAL INC COM 67072V103 91,004 3,262,960 SH   DFND   3,262,960 0 0
OCEAN RIG UDW INC COM CL A G66964118 39,688 1,146,397 SH   DFND   1,146,397 0 0
OCLARO INC COM NEW 67555N206 43,437 4,858,759 SH   DFND   4,858,759 0 0
OIL STS INTL INC COM 678026105 3,899 117,442 SH   DFND   117,442 0 0
ONE MADISON CORP *W EXP 99/99/999 G6772P126 1,451 1,250,000 SH   DFND   1,250,000 0 0
ONE MADISON CORP COM CL A G6772P100 11,577 1,191,100 SH   DFND   1,191,100 0 0
ONEOK INC NEW COM 682680103 1,146 16,899 SH   DFND   16,899 0 0
OPERA LTD SPONSORED ADS 68373M107 90 10,000 SH   DFND   10,000 0 0
OPES ACQUISITION CORP *W EXP 03/13/202 68373P118 100 250,000 SH   DFND   250,000 0 0
OPES ACQUISITION CORP COM 68373P100 2,445 250,000 SH   DFND   250,000 0 0
ORBOTECH LTD ORD M75253100 100,241 1,686,428 SH   DFND   1,686,428 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 11,019 11,500,000 PRN   DFND   11,500,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 98,612 48,400,000 PRN   DFND   48,400,000 0 0
PANDORA MEDIA INC COM 698354107 927 97,449 SH   DFND   97,449 0 0
PARK HOTELS RESORTS INC COM 700517105 16,735 509,892 SH   DFND   509,892 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 738 34,561 SH   DFND   34,561 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 3,124 3,150,000 PRN   DFND   3,150,000 0 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 260 500,000 SH   DFND   500,000 0 0
PENSARE ACQUISITION CORP COM 70957E105 6,341 636,600 SH   DFND   636,600 0 0
PENSARE ACQUISITION CORP RIGHT 99/99/9999 70957E121 450 1,000,000 SH   DFND   1,000,000 0 0
PENTAIR PLC SHS G7S00T104 7,288 168,126 SH   DFND   168,126 0 0
PGIM GLOBAL SHORT DURATION H COM 69346J106 296 21,319 SH   DFND   21,319 0 0
PGIM SHORT DURATION HIGH YIE COM 69346H100 277 19,576 SH   DFND   19,576 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 652 12,745 SH   DFND   12,745 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 64,119 1,903,218 SH   DFND   1,903,218 0 0
PINNACLE FOODS INC DEL COM 72348P104 140,572 2,168,990 SH   DFND   2,168,990 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 112 10,070 SH   DFND   10,070 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 744 29,751 SH   DFND   29,751 0 0
PLATINUM EAGLE ACQUISITIN CO *W EXP 01/17/202 G7126L118 360 266,666 SH   DFND   266,666 0 0
PLATINUM EAGLE ACQUISITIN CO SHS CL A G7126L100 7,832 799,998 SH   DFND   799,998 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 3,361 3,275,000 PRN   DFND   3,275,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 15,201 10,000,000 PRN   DFND   10,000,000 0 0
PRIORITY TECHNOLOGY HLDGS IN *W EXP 09/12/202 74275G115 425 250,000 SH   DFND   250,000 0 0
PROS HOLDINGS INC NOTE 2.000% 6/0 74346YAD5 4,911 5,000,000 PRN   DFND   5,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 19,086 19,250,000 PRN   DFND   19,250,000 0 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 1,164 862,500 SH   DFND   862,500 0 0
PURE ACQUISITION CORP CL A 74621Q106 12,083 1,245,000 SH   DFND   1,245,000 0 0
PUTNAM MANAGED MUN INCOM TR COM 746823103 250 36,153 SH   DFND   36,153 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 241 21,145 SH   DFND   21,145 0 0
Q2 HLDGS INC COM 74736L109 3,901 64,420 SH   DFND   64,420 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 2,435 23,000 SH   DFND   23,000 0 0
RANDGOLD RES LTD ADR 752344309 17,854 253,062 SH   DFND   253,062 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 17,821 18,575,000 PRN   DFND   18,575,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 18,674 18,875,000 PRN   DFND   18,875,000 0 0
REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 765 524,259 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 1,469 675,000 PRN   DFND   675,000 0 0
RENT A CTR INC NEW COM 76009N100 36,989 2,572,241 SH   DFND   2,572,241 0 0
RESTORATION HARDWARE HLDGS I DBCV 7/1 761283AC4 20,929 16,900,000 PRN   DFND   16,900,000 0 0
RETAIL VALUE INC COM 76133Q102 440 13,469 SH   DFND   13,469 0 0
ROCKWELL COLLINS INC COM 774341101 211,493 1,505,608 SH   DFND   1,505,608 0 0
ROSEHILL RES INC *W EXP 09/16/202 777385113 558 489,600 SH   DFND   489,600 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 46 42,000 SH   DFND   42,000 0 0
SCANA CORP NEW COM 80589M102 103,702 2,666,550 SH   DFND   2,666,550 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 7,478 8,750,000 PRN   DFND   8,750,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 19,350 19,244,000 PRN   DFND   19,244,000 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 5,750 262,073 SH   DFND   262,073 0 0
SEMGROUP CORP CL A 81663A105 537 24,333 SH   DFND   24,333 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 5,246 52,150 SH   DFND   52,150 0 0
SEMPRA ENERGY 6.75% CNV PFD B 816851505 1,935 19,075 SH   DFND   19,075 0 0
SENTINEL ENERGY SVCS INC *W EXP 11/02/202 G8062D110 171 133,333 SH   DFND   133,333 0 0
SENTINEL ENERGY SVCS INC COM CL A G8062D102 3,928 399,999 SH   DFND   399,999 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 479 22,409 SH   DFND   22,409 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 23,507 23,600,000 PRN   DFND   23,600,000 0 0
SHIRE PLC SPONSORED ADR 82481R106 29,410 162,242 SH   DFND   162,242 0 0
SIRIUS XM HLDGS INC COM 82968B103 2,015 318,900 SH   DFND   318,900 0 0
SOCIAL CAP HEDOSOPHIA HLDGS *W EXP 09/14/202 G8250R129 89 83,334 SH   DFND   83,334 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 101,554 709,772 SH   DFND   709,772 0 0
SONIC CORP COM 835451105 16,268 375,349 SH   DFND   375,349 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 2,322 41,200 SH   DFND   41,200 0 0
SPARTAN ENERGY ACQUISITON CO UNIT 99/99/9999 846784114 14,732 1,450,000 SH   DFND   1,450,000 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 603 16,900 SH   DFND   16,900 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 308 26,740 SH   DFND   26,740 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 33,500 33,500,000 PRN   DFND   33,500,000 0 0
SPRINT CORP COM SER 1 85207U105 92,528 14,148,031 SH   DFND   14,148,031 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 136,933 31,635,000 PRN   DFND   31,635,000 0 0
STATE BK FINL CORP COM 856190103 31,593 1,046,810 SH   DFND   1,046,810 0 0
STELLAR ACQUISITION III INC *W EXP 03/22/202 Y8172W115 81 600,000 SH   DFND   600,000 0 0
STELLAR ACQUISITION III INC COM Y8172W107 2,090 198,700 SH   DFND   198,700 0 0
STEWART INFORMATION SVCS COR COM 860372101 19,810 440,124 SH   DFND   440,124 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 496 34,700 SH   DFND   34,700 0 0
SUPERVALU INC COM NEW 868536301 60,972 1,892,358 SH   DFND   1,892,358 0 0
SYNTEL INC COM 87162H103 22,229 542,443 SH   DFND   542,443 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 750 31,800 SH   DFND   31,800 0 0
TARGA RES CORP COM 87612G101 1,193 21,184 SH   DFND   21,184 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 476 15,700 SH   DFND   15,700 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 19,443 15,400,000 PRN   DFND   15,400,000 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 570 34,119 SH   DFND   34,119 0 0
TENZING ACQUISITION CORP UNIT 08/24/2024 G8708A124 2,515 250,000 SH   DFND   250,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 64,064 49,225,000 PRN   DFND   49,225,000 0 0
TESLA INC COM 88160R101 12,735 48,097 SH   DFND   48,097 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 22,676 22,175,000 PRN   DFND   22,175,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 25,942 25,543,000 PRN   DFND   25,543,000 0 0
THUNDER BRIDGE ACQUISITION L *W EXP 01/01/202 G8857R126 810 1,800,000 SH   DFND   1,800,000 0 0
THUNDER BRIDGE ACQUISITION L SHS CLASS A G8857R100 17,280 1,800,000 SH   DFND   1,800,000 0 0
TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 693 1,175,000 SH   DFND   1,175,000 0 0
TIBERIUS ACQUISITION CORP COM 88633A107 7,471 775,000 SH   DFND   775,000 0 0
TKK SYMPHONY ACQUISITION COR *W EXP 02/20/202 G88950129 426 1,850,000 SH   DFND   1,850,000 0 0
TKK SYMPHONY ACQUISITION COR ORD SHS G88950103 17,575 1,850,000 SH   DFND   1,850,000 0 0
TKK SYMPHONY ACQUISITION COR RIGHT 02/20/2020 G88950137 842 1,850,000 SH   DFND   1,850,000 0 0
TPG PACE HLDGS CORP *W EXP 06/27/202 G89827110 117 66,666 SH   DFND   66,666 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 7,571 7,500,000 PRN   DFND   7,500,000 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 779 20,221 SH   DFND   20,221 0 0
TRIBUNE MEDIA CO CL A 896047503 44,487 1,157,617 SH   DFND   1,157,617 0 0
TRINITY MERGER CORP *W EXP 05/11/202 89653L114 1,250 2,500,000 SH   DFND   2,500,000 0 0
TRINITY MERGER CORP COM CL A 89653L106 10,301 1,050,000 SH   DFND   1,050,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 44,793 26,500,000 PRN   DFND   26,500,000 0 0
TWELVE SEAS INVESTMENT COMPA *W EXP 12/22/202 G9145A115 408 1,200,000 SH   DFND   1,200,000 0 0
TWELVE SEAS INVESTMENT COMPA RIGHT 12/22/2019 G9145A131 504 1,200,000 SH   DFND   1,200,000 0 0
TWELVE SEAS INVESTMENT COMPA SHS G9145A107 11,424 1,200,000 SH   DFND   1,200,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 122,834 2,651,291 SH   DFND   2,651,291 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 17,593 17,050,000 PRN   DFND   17,050,000 0 0
U S G CORP COM NEW 903293405 105,833 2,443,614 SH   DFND   2,443,614 0 0
UNION ACQUISITION CORP *W EXP 07/01/202 G9366W127 438 1,250,000 SH   DFND   1,250,000 0 0
UNION ACQUISITION CORP RIGHT 12/02/2019 G9366W135 500 1,250,000 SH   DFND   1,250,000 0 0
UNION ACQUISITION CORP SHS G9366W101 12,150 1,250,000 SH   DFND   1,250,000 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 524 13,821 SH   DFND   13,821 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 1 114,185 SH   DFND   114,185 0 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 675 500,000 SH   DFND   500,000 0 0
VAREX IMAGING CORP COM 92214X106 14,580 508,718 SH   DFND   508,718 0 0
VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 1,098 1,800,000 SH   DFND   1,800,000 0 0
VECTOIQ ACQUISITION CORP COM 92243N103 14,676 1,540,000 SH   DFND   1,540,000 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 13,778 12,778,000 PRN   DFND   12,778,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 6,269 6,000,000 PRN   DFND   6,000,000 0 0
VECTREN CORP COM 92240G101 118,383 1,655,932 SH   DFND   1,655,932 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 19,592 23,000,000 PRN   DFND   23,000,000 0 0
VEONEER INCORPORATED COM 92336X109 20,055 364,179 SH   DFND   364,179 0 0
VERSUM MATLS INC COM 92532W103 13,110 364,069 SH   DFND   364,069 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 1,776 17,975 SH   DFND   17,975 0 0
VITAMIN SHOPPE INC NOTE 2.250%12/0 92849EAB7 869 1,000,000 PRN   DFND   1,000,000 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 65,793 43,500,000 PRN   DFND   43,500,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 31,325 33,175,000 PRN   DFND   33,175,000 0 0
WEB COM GROUP INC COM 94733A104 12,180 436,556 SH   DFND   436,556 0 0
WESTERN ASSET INTM MUNI FD I COM 958435109 249 29,490 SH   DFND   29,490 0 0
WESTERN ASSET MUN HI INCM FD COM 95766N103 78 10,955 SH   DFND   10,955 0 0
WESTERN ASST MN PRT FD INC COM 95766P108 209 15,223 SH   DFND   15,223 0 0
WESTERN ASST MNGD MUN FD INC COM 95766M105 227 18,776 SH   DFND   18,776 0 0
WESTERN DIGITAL CORP COM 958102105 2,373 40,530 SH   DFND   40,530 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 539 12,341 SH   DFND   12,341 0 0
WILLIAMS COS INC DEL COM 969457100 790 29,037 SH   DFND   29,037 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 36,062 20,000,000 PRN   DFND   20,000,000 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 18,504 332,991 SH   DFND   332,991 0 0
XCERRA CORP COM 98400J108 17,595 1,233,008 SH   DFND   1,233,008 0 0
XO GROUP INC COM 983772104 7,967 231,064 SH   DFND   231,064 0 0
YUM CHINA HLDGS INC COM 98850P109 14,154 403,131 SH   DFND   403,131 0 0
ZENDESK INC COM 98936J101 8,204 115,549 SH   DFND   115,549 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 21,830 23,575,000 PRN   DFND   23,575,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 16,294 15,000,000 PRN   DFND   15,000,000 0 0