The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |
ABERDEEN GLOBAL DYNAMIC DIVI | COM | 00302M106 | 169 | 17,500 | SH | DFND | 17,500 | 0 | 0 | ||
ABERDEEN TOTAL DYNAMIC DIVD | COM SH BEN INT | 00326L100 | 130 | 15,584 | SH | DFND | 15,584 | 0 | 0 | ||
ACAMAR PARTNERS ACQSITION CO | CL A | 004285102 | 21,870 | 2,250,000 | SH | DFND | 2,250,000 | 0 | 0 | ||
ACT II GLOBAL ACQUISITION CO | CL A SHS | G0080J104 | 17,460 | 1,800,000 | SH | DFND | 1,800,000 | 0 | 0 | ||
ADAM NAT RES FD INC | COM | 00548F105 | 701 | 42,411 | SH | DFND | 42,411 | 0 | 0 | ||
ADAPTIVE BIOTECHNOLOGIES COR | COM | 00650F109 | 483 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
ADVANCED DISP SVCS INC DEL | COM | 00790X101 | 118,043 | 3,699,259 | SH | DFND | 3,699,259 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 276,607 | 71,325,000 | PRN | DFND | 71,325,000 | 0 | 0 | ||
ADVENT CLAYMORE CV SECS & IN | COM | 00764C109 | 256 | 17,003 | SH | DFND | 17,003 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 47,641 | 26,750,000 | PRN | DFND | 26,750,000 | 0 | 0 | ||
AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 2,171 | 88,977 | SH | DFND | 88,977 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 7,002 | 88,118 | SH | DFND | 88,118 | 0 | 0 | ||
ALCON INC | ORD SHS | H01301128 | 13,388 | 215,766 | SH | DFND | 215,766 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 43,292 | 23,150,000 | PRN | DFND | 23,150,000 | 0 | 0 | ||
ALLEGRO MERGER CORP | *W EXP 01/06/202 | 01749N111 | 225 | 900,000 | SH | DFND | 900,000 | 0 | 0 | ||
ALLEGRO MERGER CORP | COM | 01749N103 | 3,006 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
ALLERGAN PLC | SHS | G0177J108 | 150,017 | 896,000 | SH | DFND | 896,000 | 0 | 0 | ||
ALLIANCEBERNSTEIN NATL MUNI | COM | 01864U106 | 294 | 21,878 | SH | DFND | 21,878 | 0 | 0 | ||
ALLIANZGI NFJ DIVID INT & PR | COM | 01883A107 | 313 | 25,213 | SH | DFND | 25,213 | 0 | 0 | ||
ALTA MESA RES INC | *W EXP 03/28/202 | 02133L117 | 2 | 308,333 | SH | DFND | 308,333 | 0 | 0 | ||
ALTABA INC | COM | 021346101 | 172,609 | 2,488,238 | SH | DFND | 2,488,238 | 0 | 0 | ||
ALTICE USA INC | CL A | 02156K103 | 19,247 | 795,657 | SH | DFND | 795,657 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 25,913 | 32,275,000 | PRN | DFND | 32,275,000 | 0 | 0 | ||
AMCI ACQUISITION CORP | *W EXP 05/20/202 | 00165R119 | 667 | 2,300,000 | SH | DFND | 2,300,000 | 0 | 0 | ||
AMCI ACQUISITION CORP | CLASS A | 00165R101 | 5,069 | 510,000 | SH | DFND | 510,000 | 0 | 0 | ||
AMERIGAS PARTNERS L P | UNIT L P INT | 030975106 | 483 | 13,864 | SH | DFND | 13,864 | 0 | 0 | ||
ANADARKO PETE CORP | COM | 032511107 | 104,846 | 1,485,916 | SH | DFND | 1,485,916 | 0 | 0 | ||
ANDEAVOR LOGISTICS LP | COM UNIT LP INT | 03350F106 | 618 | 17,000 | SH | DFND | 17,000 | 0 | 0 | ||
ANDINA ACQUISITION CORP III | SHS | G04415108 | 5,886 | 600,000 | SH | DFND | 600,000 | 0 | 0 | ||
ANTERO MIDSTREAM CORP | COM | 03676B102 | 603 | 52,600 | SH | DFND | 52,600 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 149,285 | 38,204,000 | PRN | DFND | 38,204,000 | 0 | 0 | ||
APERGY CORP | COM | 03755L104 | 15,616 | 471,485 | SH | DFND | 471,485 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 11,176 | 11,150,000 | PRN | DFND | 11,150,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 18,664 | 18,650,000 | PRN | DFND | 18,650,000 | 0 | 0 | ||
APOLLO SR FLOATING RATE FD I | COM | 037636107 | 488 | 32,673 | SH | DFND | 32,673 | 0 | 0 | ||
APOLLO TACTICAL INCOME FD IN | COM | 037638103 | 412 | 27,921 | SH | DFND | 27,921 | 0 | 0 | ||
ARCOSA INC | COM | 039653100 | 15,017 | 399,078 | SH | DFND | 399,078 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.625% 3/0 | 04010LAW3 | 34,589 | 33,500,000 | PRN | DFND | 33,500,000 | 0 | 0 | ||
ARES DYNAMIC CR ALLOCATION F | COM | 04014F102 | 605 | 39,999 | SH | DFND | 39,999 | 0 | 0 | ||
ARLO TECHNOLOGIES INC | COM | 04206A101 | 4,447 | 1,109,016 | SH | DFND | 1,109,016 | 0 | 0 | ||
ARRAY BIOPHARMA INC | COM | 04269X105 | 111,519 | 2,407,065 | SH | DFND | 2,407,065 | 0 | 0 | ||
ARYA SCIENCES ACQUISITION CO | *W EXP 10/10/202 | G3165V125 | 75 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
ARYA SCIENCES ACQUISITION CO | SHS CL A | G3165V109 | 1,004 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
ATLANTICUS HLDGS CORP | COM | 04914Y102 | 775 | 191,430 | SH | DFND | 191,430 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 28,610 | 27,800,000 | PRN | DFND | 27,800,000 | 0 | 0 | ||
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 23,139 | 350,000 | SH | DFND | 350,000 | 0 | 0 | ||
AVANTOR INC | COM | 05352A100 | 191 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
AVISTA CORP | COM | 05379B107 | 35,605 | 798,324 | SH | DFND | 798,324 | 0 | 0 | ||
B RILEY PRINCIPAL MERGER COR | CL A | 05586Y106 | 8,288 | 850,000 | SH | DFND | 850,000 | 0 | 0 | ||
BIG ROCK PARTNERS ACQUISI CO | *W EXP 12/01/202 | 089482111 | 24 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
BIG ROCK PARTNERS ACQUISI CO | COM | 089482103 | 2,086 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
BIG ROCK PARTNERS ACQUISI CO | RIGHT 12/01/2022 | 089482129 | 38 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
BIOCERES CROP SOLUTIONS CORP | *W EXP 03/14/202 | G1117K106 | 413 | 1,250,000 | SH | DFND | 1,250,000 | 0 | 0 | ||
BIOCERES CROP SOLUTIONS CORP | SHS | G1117K114 | 214 | 40,469 | SH | DFND | 40,469 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 9,410 | 111,474 | SH | DFND | 111,474 | 0 | 0 | ||
BLACK KNIGHT INC | COM | 09215C105 | 15,108 | 251,173 | SH | DFND | 251,173 | 0 | 0 | ||
BLACK RIDGE ACQUISITION CORP | *W EXP 07/10/202 | 09216T115 | 86 | 210,000 | SH | DFND | 210,000 | 0 | 0 | ||
BLACK RIDGE ACQUISITION CORP | COM | 09216T107 | 2,157 | 210,000 | SH | DFND | 210,000 | 0 | 0 | ||
BLACK RIDGE ACQUISITION CORP | RIGHT 07/10/2019 | 09216T123 | 88 | 210,000 | SH | DFND | 210,000 | 0 | 0 | ||
BLACKROCK CALIF MUN INCOME T | SH BEN INT | 09248E102 | 503 | 37,976 | SH | DFND | 37,976 | 0 | 0 | ||
BLACKROCK DEBT STRAT FD INC | COM NEW | 09255R202 | 661 | 61,419 | SH | DFND | 61,419 | 0 | 0 | ||
BLACKROCK ENERGY & RES TR | COM | 09250U101 | 120 | 10,076 | SH | DFND | 10,076 | 0 | 0 | ||
BLACKROCK ENHANCED EQT DIV T | COM | 09251A104 | 144 | 16,211 | SH | DFND | 16,211 | 0 | 0 | ||
BLACKROCK ENHANCED INTL DIV | COM BENE INTER | 092524107 | 310 | 55,141 | SH | DFND | 55,141 | 0 | 0 | ||
BLACKROCK FLOAT RATE OME STR | COM | 09255X100 | 752 | 58,630 | SH | DFND | 58,630 | 0 | 0 | ||
BLACKROCK FLOATING RATE INCO | COM | 091941104 | 527 | 42,402 | SH | DFND | 42,402 | 0 | 0 | ||
BLACKROCK LTD DURATION INC T | COM SHS | 09249W101 | 590 | 39,304 | SH | DFND | 39,304 | 0 | 0 | ||
BLACKROCK MUNICIPAL BOND TR | COM | 09249H104 | 157 | 10,571 | SH | DFND | 10,571 | 0 | 0 | ||
BLACKROCK MUNICIPL INC QLTY | COM | 092479104 | 337 | 24,502 | SH | DFND | 24,502 | 0 | 0 | ||
BLACKROCK MUNIENHANCED FD IN | COM | 09253Y100 | 125 | 11,303 | SH | DFND | 11,303 | 0 | 0 | ||
BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 389 | 27,936 | SH | DFND | 27,936 | 0 | 0 | ||
BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 238 | 18,078 | SH | DFND | 18,078 | 0 | 0 | ||
BLACKROCK MUNIHLDNGS QLTY II | COM | 09254C107 | 356 | 28,268 | SH | DFND | 28,268 | 0 | 0 | ||
BLACKROCK MUNIHOLDNGS QLTY I | COM | 09254A101 | 267 | 21,470 | SH | DFND | 21,470 | 0 | 0 | ||
BLACKROCK MUNIY QUALITY FD I | COM | 09254G108 | 178 | 14,200 | SH | DFND | 14,200 | 0 | 0 | ||
BLACKROCK MUNIYIELD CALIF FD | COM | 09254M105 | 328 | 23,332 | SH | DFND | 23,332 | 0 | 0 | ||
BLACKROCK MUNIYIELD N J FD I | COM | 09254Y109 | 330 | 22,258 | SH | DFND | 22,258 | 0 | 0 | ||
BLACKROCK MUNIYIELD NY QLTY | COM | 09255E102 | 206 | 16,237 | SH | DFND | 16,237 | 0 | 0 | ||
BLACKROCK MUNIYIELD PA QLTY | COM | 09255G107 | 378 | 26,993 | SH | DFND | 26,993 | 0 | 0 | ||
BLACKROCK MUNIYIELD QLTY FD | COM | 09254E103 | 179 | 13,595 | SH | DFND | 13,595 | 0 | 0 | ||
BLACKROCK MUNIYIELD QUALITY | COM | 09254F100 | 326 | 22,479 | SH | DFND | 22,479 | 0 | 0 | ||
BLACKROCK MUNIYLD MICH QLTY | COM | 09254V105 | 306 | 22,291 | SH | DFND | 22,291 | 0 | 0 | ||
BLACKROCK N Y MUN INCOME TR | SH BEN INT | 09248L106 | 260 | 19,140 | SH | DFND | 19,140 | 0 | 0 | ||
BLACKROCK RES & COMM STRAT T | SHS | 09257A108 | 497 | 60,764 | SH | DFND | 60,764 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 11,860 | 11,325,000 | PRN | DFND | 11,325,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 19,098 | 18,250,000 | PRN | DFND | 18,250,000 | 0 | 0 | ||
BOOKING HLDGS INC | COM | 09857L108 | 2,561 | 1,382 | SH | DFND | 1,382 | 0 | 0 | ||
BOXWOOD MERGER CORP | *W EXP 11/26/202 | 10319T119 | 1,550 | 2,500,000 | SH | DFND | 2,500,000 | 0 | 0 | ||
BOXWOOD MERGER CORP | COM CL A | 10319T101 | 18,657 | 1,894,115 | SH | DFND | 1,894,115 | 0 | 0 | ||
BP MIDSTREAM PARTNERS LP | UNIT LTD PTNR | 0556EL109 | 310 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
BRIGHTHOUSE FINL INC | COM | 10922N103 | 8,382 | 232,572 | SH | DFND | 232,572 | 0 | 0 | ||
BROOKFIELD GLOBL LISTED INFR | COM SHS | 11273Q109 | 311 | 24,267 | SH | DFND | 24,267 | 0 | 0 | ||
BUCKEYE PARTNERS L P | UNIT LTD PARTN | 118230101 | 780 | 19,000 | SH | DFND | 19,000 | 0 | 0 | ||
C&J ENERGY SVCS INC NEW | COM | 12674R100 | 3,745 | 317,910 | SH | DFND | 317,910 | 0 | 0 | ||
CAESARS ENTMT CORP | COM | 127686103 | 91,664 | 7,755,000 | SH | DFND | 7,755,000 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 3,428 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
CAPITOL INVT CORP IV | *W EXP 01/01/202 | G18920127 | 116 | 83,333 | SH | DFND | 83,333 | 0 | 0 | ||
CARS COM INC | COM | 14575E105 | 3,170 | 160,764 | SH | DFND | 160,764 | 0 | 0 | ||
CBRE CLARION GLOBAL REAL EST | COM | 12504G100 | 900 | 120,167 | SH | DFND | 120,167 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 142,614 | 1,542,774 | SH | DFND | 1,542,774 | 0 | 0 | ||
CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 15,937 | 316,200 | SH | DFND | 316,200 | 0 | 0 | ||
CF FIN ACQUISITION CORP | *W EXP 04/30/202 | 12528N115 | 900 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
CF FIN ACQUISITION CORP | COM CL A | 12528N107 | 15,045 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
CHANGE HEALTHCARE INC | COM | 15912K100 | 292 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
CHASERG TECHNLGY ACQUISITN C | *W EXP 04/10/202 | 16166A111 | 608 | 810,000 | SH | DFND | 810,000 | 0 | 0 | ||
CHASERG TECHNLGY ACQUISITN C | CLASS A | 16166A103 | 10,442 | 1,040,000 | SH | DFND | 1,040,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 15,339 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
CHENIERE ENERGY PARTNERS LP | COM UNIT | 16411Q101 | 919 | 21,785 | SH | DFND | 21,785 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 48,841 | 61,000,000 | PRN | DFND | 61,000,000 | 0 | 0 | ||
CHESAPEAKE LODGING TR | SH BEN INT | 165240102 | 2,023 | 71,191 | SH | DFND | 71,191 | 0 | 0 | ||
CHURCHILL CAP CORP II | UNIT 99/99/9999 | 17143G205 | 3,553 | 350,000 | SH | DFND | 350,000 | 0 | 0 | ||
CLARIVATE ANALYTICS PLC | *W EXP 11/09/201 | G21810117 | 3,313 | 697,500 | SH | DFND | 697,500 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 47,668 | 32,975,000 | PRN | DFND | 32,975,000 | 0 | 0 | ||
CLOUGH GLOBAL OPPORTUNITIES | SH BEN INT | 18914E106 | 104 | 11,135 | SH | DFND | 11,135 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 4,609 | 7,350,000 | PRN | DFND | 7,350,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464AB6 | 8,919 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 2,911 | 15,000 | SH | DFND | 15,000 | 0 | 0 | ||
CNX MIDSTREAM PARTNERS LP | COM UNIT REPST | 12654A101 | 506 | 36,000 | SH | DFND | 36,000 | 0 | 0 | ||
COLLIER CREEK HOLDINGS | *W EXP 99/99/999 | G22707114 | 152 | 116,666 | SH | DFND | 116,666 | 0 | 0 | ||
COLLIER CREEK HOLDINGS | COM CL A | G22707106 | 3,500 | 349,998 | SH | DFND | 349,998 | 0 | 0 | ||
COMPUCREDIT HLDGS CORP | NOTE 5.875%11/3 | 20478NAD2 | 2,550 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
CONNECTICUT WTR SVC INC | COM | 207797101 | 22,872 | 328,053 | SH | DFND | 328,053 | 0 | 0 | ||
CONSTELLATION ALPHA CAP CORP | *W EXP 03/23/202 | G2379F116 | 52 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
CONTROL4 CORP | COM | 21240D107 | 9,942 | 418,630 | SH | DFND | 418,630 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 1,830 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
COREPOINT LODGING INC | COM | 21872L104 | 150 | 12,125 | SH | DFND | 12,125 | 0 | 0 | ||
CORTEVA INC | COM | 22052L104 | 11,888 | 402,013 | SH | DFND | 402,013 | 0 | 0 | ||
COVETRUS INC | COM | 22304C100 | 9,501 | 388,432 | SH | DFND | 388,432 | 0 | 0 | ||
CRAY INC | COM NEW | 225223304 | 9,995 | 287,048 | SH | DFND | 287,048 | 0 | 0 | ||
CRESCENT ACQUISITION CORP | COM CL A | 22564L105 | 19,600 | 2,000,000 | SH | DFND | 2,000,000 | 0 | 0 | ||
CRESTWOOD EQUITY PARTNERS LP | UNIT LTD PARTNER | 226344208 | 999 | 27,936 | SH | DFND | 27,936 | 0 | 0 | ||
CROWDSTRIKE HLDGS INC | CL A | 22788C105 | 341 | 5,000 | SH | DFND | 5,000 | 0 | 0 | ||
CYCLERION THERAPEUTICS INC | COM | 23255M105 | 340 | 29,684 | SH | DFND | 29,684 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 164,606 | 7,401,348 | SH | DFND | 7,401,348 | 0 | 0 | ||
DASEKE INC | *W EXP 02/27/202 | 23753F115 | 83 | 378,003 | SH | DFND | 378,003 | 0 | 0 | ||
DCP MIDSTREAM LP | COM UT LTD PTN | 23311P100 | 703 | 24,000 | SH | DFND | 24,000 | 0 | 0 | ||
DELAWARE ENHANCED GBL DIV & | COM | 246060107 | 207 | 20,859 | SH | DFND | 20,859 | 0 | 0 | ||
DELAWARE INV MN MUN INC FD I | COM | 24610V103 | 296 | 23,046 | SH | DFND | 23,046 | 0 | 0 | ||
DELPHI TECHNOLOGIES PLC | SHS | G2709G107 | 8,369 | 421,616 | SH | DFND | 421,616 | 0 | 0 | ||
DFB HEALTHCARE ACQUISTION CO | *W EXP 04/11/202 | 23291E117 | 750 | 599,999 | SH | DFND | 599,999 | 0 | 0 | ||
DFB HEALTHCARE ACQUISTION CO | COM | 23291E109 | 4,540 | 449,999 | SH | DFND | 449,999 | 0 | 0 | ||
DIAMOND EAGLE ACQUISITION CO | UNIT 06/30/2026 | 25258L208 | 6,036 | 600,000 | SH | DFND | 600,000 | 0 | 0 | ||
DIAMONDPEAK HLDGS COR | COM CL A | 25280H100 | 22,356 | 2,299,998 | SH | DFND | 2,299,998 | 0 | 0 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 32,554 | 33,400,000 | PRN | DFND | 33,400,000 | 0 | 0 | ||
DIVIDEND & INCOME FUND | COM NEW | 25538A204 | 535 | 46,436 | SH | DFND | 46,436 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 20,694 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
DOW INC | COM | 260557103 | 14,292 | 289,836 | SH | DFND | 289,836 | 0 | 0 | ||
DTF TAX-FREE INCOME INC | COM | 23334J107 | 259 | 18,692 | SH | DFND | 18,692 | 0 | 0 | ||
DWS MUN INCOME TR NEW | COM | 233368109 | 528 | 46,881 | SH | DFND | 46,881 | 0 | 0 | ||
DWS STRATEGIC MUN INCOME TR | COM | 23342Q101 | 125 | 10,496 | SH | DFND | 10,496 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 25,266 | 25,773,000 | PRN | DFND | 25,773,000 | 0 | 0 | ||
EATON VANCE FLTG RATE INCOM | COM SHS BEN INT | 278284104 | 196 | 13,066 | SH | DFND | 13,066 | 0 | 0 | ||
EATON VANCE FLTING RATE INC | COM | 278279104 | 683 | 50,662 | SH | DFND | 50,662 | 0 | 0 | ||
EATON VANCE LTD DUR INCOME F | COM | 27828H105 | 283 | 22,388 | SH | DFND | 22,388 | 0 | 0 | ||
EATON VANCE MUNI INCOME TRUS | SH BEN INT | 27826U108 | 153 | 12,283 | SH | DFND | 12,283 | 0 | 0 | ||
EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 180 | 15,027 | SH | DFND | 15,027 | 0 | 0 | ||
EATON VANCE SH TM DR DIVR IN | COM | 27828V104 | 186 | 13,707 | SH | DFND | 13,707 | 0 | 0 | ||
EATON VANCE SR FLTNG RTE TR | COM | 27828Q105 | 609 | 46,543 | SH | DFND | 46,543 | 0 | 0 | ||
EATON VANCE SR INCOME TR | SH BEN INT | 27826S103 | 446 | 71,569 | SH | DFND | 71,569 | 0 | 0 | ||
EATON VANCE TX ADV GLBL DIV | COM | 27828S101 | 625 | 38,968 | SH | DFND | 38,968 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 7,588 | 7,631,000 | PRN | DFND | 7,631,000 | 0 | 0 | ||
EL PASO ELEC CO | COM NEW | 283677854 | 41,948 | 641,407 | SH | DFND | 641,407 | 0 | 0 | ||
ELECTRONICS FOR IMAGING INC | COM | 286082102 | 14,780 | 400,429 | SH | DFND | 400,429 | 0 | 0 | ||
ENABLE MIDSTREAM PARTNERS LP | COM UNIT RP IN | 292480100 | 686 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 1,226 | 33,984 | SH | DFND | 33,984 | 0 | 0 | ||
ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 984 | 69,888 | SH | DFND | 69,888 | 0 | 0 | ||
ENLINK MIDSTREAM LLC | COM UNIT REP LTD | 29336T100 | 555 | 55,000 | SH | DFND | 55,000 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 866 | 30,000 | SH | DFND | 30,000 | 0 | 0 | ||
EQM MIDSTREAM PARTNERS LP | UNIT LTD PARTN | 26885B100 | 581 | 13,000 | SH | DFND | 13,000 | 0 | 0 | ||
EQUITRANS MIDSTREAM CORPORAT | COM | 294600101 | 12,350 | 627,558 | SH | DFND | 627,558 | 0 | 0 | ||
ESTRE AMBIENTAL INC | *W EXP 12/21/202 | G3206V118 | 26 | 661,870 | SH | DFND | 661,870 | 0 | 0 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 2,556 | 15,190 | SH | DFND | 15,190 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 1,662 | 12,705 | SH | DFND | 12,705 | 0 | 0 | ||
EZCORP INC | NOTE 2.375% 5/0 | 302301AE6 | 5,003 | 5,500,000 | PRN | DFND | 5,500,000 | 0 | 0 | ||
EZCORP INC | NOTE 2.875% 7/0 | 302301AF3 | 1,139 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
FALCON MINERALS CORP | *W EXP 07/21/202 | 30607B208 | 238 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
FAR PT ACQUISITION CORP | *W EXP 06/01/202 | 30734W117 | 384 | 299,999 | SH | DFND | 299,999 | 0 | 0 | ||
FAR PT ACQUISITION CORP | COM CL A | 30734W109 | 3,566 | 349,998 | SH | DFND | 349,998 | 0 | 0 | ||
FEDERATED PREM MUN INC FD | COM | 31423P108 | 319 | 23,206 | SH | DFND | 23,206 | 0 | 0 | ||
FIDELITY SOUTHERN CORP NEW | COM | 316394105 | 7,007 | 226,240 | SH | DFND | 226,240 | 0 | 0 | ||
FINISAR CORP | COM NEW | 31787A507 | 128,035 | 5,598,399 | SH | DFND | 5,598,399 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787AAP6 | 5,865 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
FINTECH ACQUISITION CORP III | *W EXP 12/01/202 | 31811A119 | 1,564 | 1,150,000 | SH | DFND | 1,150,000 | 0 | 0 | ||
FINTECH ACQUISITION CORP III | COM CL A | 31811A101 | 10,301 | 1,050,000 | SH | DFND | 1,050,000 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 47,101 | 48,075,000 | PRN | DFND | 48,075,000 | 0 | 0 | ||
FIRST DATA CORP NEW | COM CL A | 32008D106 | 190,872 | 7,051,041 | SH | DFND | 7,051,041 | 0 | 0 | ||
FIRST TR ABERDEEN GLBL OPP F | COM SHS | 337319107 | 126 | 12,090 | SH | DFND | 12,090 | 0 | 0 | ||
FIRST TR HIGH INCOME L/S FD | COM | 33738E109 | 472 | 31,454 | SH | DFND | 31,454 | 0 | 0 | ||
FIRST TR SR FLG RTE INCM FD | COM | 33733U108 | 575 | 47,709 | SH | DFND | 47,709 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 1,161 | 1,330,000 | PRN | DFND | 1,330,000 | 0 | 0 | ||
FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 56,782 | 55,075 | SH | DFND | 55,075 | 0 | 0 | ||
FORUM MERGER II CORP | *W EXP 09/30/202 | 34986F111 | 1,036 | 1,620,000 | SH | DFND | 1,620,000 | 0 | 0 | ||
FORUM MERGER II CORP | CL A | 34986F103 | 3,012 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
FOX CORP | CL A COM | 35137L105 | 17,390 | 474,625 | SH | DFND | 474,625 | 0 | 0 | ||
FRONTDOOR INC | COM | 35905A109 | 18,376 | 421,960 | SH | DFND | 421,960 | 0 | 0 | ||
GAIN CAP HLDGS INC | NOTE 5.000% 8/1 | 36268WAF7 | 194 | 225,000 | PRN | DFND | 225,000 | 0 | 0 | ||
GAMCO NAT RES GOLD & INCOME | SH BEN INT | 36465E101 | 63 | 10,895 | SH | DFND | 10,895 | 0 | 0 | ||
GANNETT CO INC | NOTE 4.750% 4/1 | 36473HAB0 | 18,292 | 18,050,000 | PRN | DFND | 18,050,000 | 0 | 0 | ||
GARRETT MOTION INC | COM | 366505105 | 12,843 | 836,691 | SH | DFND | 836,691 | 0 | 0 | ||
GENERAL AMERN INVS INC | COM | 368802104 | 276 | 7,783 | SH | DFND | 7,783 | 0 | 0 | ||
GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 591 | 27,000 | SH | DFND | 27,000 | 0 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 44,962 | 12,119,149 | SH | DFND | 12,119,149 | 0 | 0 | ||
GIGCAPITAL INC | *W EXP 06/08/202 | 37518N122 | 338 | 1,125,000 | SH | DFND | 1,125,000 | 0 | 0 | ||
GIGCAPITAL INC | COM | 37518N106 | 6,953 | 675,000 | SH | DFND | 675,000 | 0 | 0 | ||
GIGCAPITAL2 INC | UNIT 02/28/2026 | 375036209 | 7,688 | 765,000 | SH | DFND | 765,000 | 0 | 0 | ||
GLOBAL BRASS & COPPR HLDGS I | COM | 37953G103 | 30,600 | 699,746 | SH | DFND | 699,746 | 0 | 0 | ||
GOPRO INC | CL A | 38268T103 | 419 | 76,743 | SH | DFND | 76,743 | 0 | 0 | ||
GOPRO INC | NOTE 3.500% 4/1 | 38268TAB9 | 2,481 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
GORDON POINTE ACQUISITION CO | *W EXP 07/30/202 | 382788115 | 376 | 1,106,820 | SH | DFND | 1,106,820 | 0 | 0 | ||
GORDON POINTE ACQUISITION CO | COM CLASS A | 382788107 | 5,989 | 579,800 | SH | DFND | 579,800 | 0 | 0 | ||
GORES HOLDINGS III INC | *W EXP 09/11/202 | 38286G117 | 483 | 333,332 | SH | DFND | 333,332 | 0 | 0 | ||
GORES HOLDINGS III INC | CLASS A | 38286G109 | 8,542 | 849,996 | SH | DFND | 849,996 | 0 | 0 | ||
GORES METROPOULOS INC | *W EXP 01/28/202 | 382872117 | 210 | 166,666 | SH | DFND | 166,666 | 0 | 0 | ||
GORES METROPOULOS INC | COM CL A | 382872109 | 5,115 | 499,998 | SH | DFND | 499,998 | 0 | 0 | ||
GRAF INDL CORP | *W EXP 12/31/202 | 384278115 | 702 | 1,782,000 | SH | DFND | 1,782,000 | 0 | 0 | ||
GRAF INDL CORP | COM | 384278107 | 8,119 | 816,000 | SH | DFND | 816,000 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 5,191 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
GREEN PLAINS INC | NOTE 4.125% 9/0 | 393222AF1 | 5,837 | 6,750,000 | PRN | DFND | 6,750,000 | 0 | 0 | ||
GS ACQUISITION HLDGS CORP | *W EXP 06/12/202 | 36255F110 | 625 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
GS ACQUISITION HLDGS CORP | COM CL A | 36255F102 | 11,109 | 1,099,902 | SH | DFND | 1,099,902 | 0 | 0 | ||
GX ACQUISITION CORP | UNIT 05/24/2026 | 36251A206 | 20,080 | 2,000,000 | SH | DFND | 2,000,000 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 2,340 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
HAYMAKER ACQUISITION CORP II | UNIT 10/31/2026 | 42087L200 | 20,120 | 2,000,000 | SH | DFND | 2,000,000 | 0 | 0 | ||
HCI GROUP INC | NOTE 4.250% 3/0 | 40416EAD5 | 5,913 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 6,031 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
HENNESSY CAP ACQUSTION CORP | CL A COM | 42589C104 | 19,800 | 2,000,000 | SH | DFND | 2,000,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 66,772 | 64,750,000 | PRN | DFND | 64,750,000 | 0 | 0 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 17,475 | 17,425,000 | PRN | DFND | 17,425,000 | 0 | 0 | ||
HESS MIDSTREAM PARTNERS LP | UNIT LTD PR INT | 428104103 | 591 | 30,300 | SH | DFND | 30,300 | 0 | 0 | ||
HFF INC | CL A | 40418F108 | 50,506 | 1,110,518 | SH | DFND | 1,110,518 | 0 | 0 | ||
HL ACQUISITIONS CORP | *W EXP 06/21/202 | G4603R122 | 73 | 270,000 | SH | DFND | 270,000 | 0 | 0 | ||
HL ACQUISITIONS CORP | SHS | G4603R106 | 2,175 | 216,000 | SH | DFND | 216,000 | 0 | 0 | ||
HOLLY ENERGY PARTNERS L P | COM UT LTD PTN | 435763107 | 608 | 22,100 | SH | DFND | 22,100 | 0 | 0 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 16,117 | 17,600,000 | PRN | DFND | 17,600,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 9,333 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 23,844 | 23,955,000 | PRN | DFND | 23,955,000 | 0 | 0 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 701 | 3,236 | SH | DFND | 3,236 | 0 | 0 | ||
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 19,001 | 18,000,000 | PRN | DFND | 18,000,000 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 18,937 | 51,437 | SH | DFND | 51,437 | 0 | 0 | ||
INDUSTRIAL LOGISTICS PPTYS T | COM SHS BEN INT | 456237106 | 13,533 | 650,014 | SH | DFND | 650,014 | 0 | 0 | ||
INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 16,117 | 23,550,000 | PRN | DFND | 23,550,000 | 0 | 0 | ||
INFRA AND ENERGY ALTRNTIVE I | *W EXP 05/20/202 | 45686J112 | 12 | 343,006 | SH | DFND | 343,006 | 0 | 0 | ||
INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 3,320 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 15,952 | 14,355,000 | PRN | DFND | 14,355,000 | 0 | 0 | ||
INSULET CORP | COM | 45784P101 | 2,911 | 24,851 | SH | DFND | 24,851 | 0 | 0 | ||
INSURANCE ACQUISITION CORP | CL A | 457867109 | 10,615 | 1,100,000 | SH | DFND | 1,100,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 | 4,973 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
INTERNATIONAL SPEEDWAY CORP | CL A | 460335201 | 3,877 | 86,360 | SH | DFND | 86,360 | 0 | 0 | ||
INTREXON CORP | COM | 46122T102 | 2,037 | 265,881 | SH | DFND | 265,881 | 0 | 0 | ||
INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 13,200 | 18,600,000 | PRN | DFND | 18,600,000 | 0 | 0 | ||
INVACARE CORP | NOTE 4.500% 6/0 | 461203AH4 | 1,468 | 1,950,000 | PRN | DFND | 1,950,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 3,271 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
INVESCO DYNAMIC CR OPP FD | COM | 46132R104 | 464 | 41,468 | SH | DFND | 41,468 | 0 | 0 | ||
INVESCO TR INVT GRADE MUNS | COM | 46131M106 | 147 | 11,623 | SH | DFND | 11,623 | 0 | 0 | ||
IQIYI INC | SPONSORED ADS | 46267X108 | 268 | 13,000 | SH | DFND | 13,000 | 0 | 0 | ||
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 15,995 | 15,550,000 | PRN | DFND | 15,550,000 | 0 | 0 | ||
IVY HIGH INC OPPORTUNITIES F | COM | 465893105 | 265 | 19,493 | SH | DFND | 19,493 | 0 | 0 | ||
JASON INDS INC | *W EXP 06/30/201 | 471172114 | 2 | 1,933,070 | SH | DFND | 1,933,070 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 1,267 | 9,081 | SH | DFND | 9,081 | 0 | 0 | ||
JBG SMITH PPTYS | COM | 46590V100 | 14,815 | 376,581 | SH | DFND | 376,581 | 0 | 0 | ||
KBL MERGER CORP IV | *W EXP 01/15/202 | 48242A112 | 80 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
KLX ENERGY SERVICS HOLDNGS I | COM | 48253L106 | 256 | 12,542 | SH | DFND | 12,542 | 0 | 0 | ||
KONTOOR BRANDS INC | COM | 50050N103 | 12,689 | 452,842 | SH | DFND | 452,842 | 0 | 0 | ||
L3 TECHNOLOGIES INC | COM | 502413107 | 212,047 | 864,898 | SH | DFND | 864,898 | 0 | 0 | ||
LANDCADIA HLDGS II INC | CL A | 51476X105 | 16,992 | 1,749,996 | SH | DFND | 1,749,996 | 0 | 0 | ||
LEGACY ACQUISITION CORP | *W EXP 11/30/202 | 524643111 | 400 | 1,250,000 | SH | DFND | 1,250,000 | 0 | 0 | ||
LEGACY ACQUISITION CORP | COM CL A | 524643103 | 4,040 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
LEGACY TEX FINL GROUP INC | COM | 52471Y106 | 22,990 | 564,721 | SH | DFND | 564,721 | 0 | 0 | ||
LEISURE ACQUISITION CORP | *W EXP 12/05/201 | 52539T115 | 406 | 625,000 | SH | DFND | 625,000 | 0 | 0 | ||
LEISURE ACQUISITION CORP | COM | 52539T107 | 3,546 | 350,000 | SH | DFND | 350,000 | 0 | 0 | ||
LEO HOLDINGS CORP | *W EXP 02/07/202 | G5463L113 | 1,394 | 1,115,000 | SH | DFND | 1,115,000 | 0 | 0 | ||
LEO HOLDINGS CORP | COM CL A | G5463L105 | 314 | 30,600 | SH | DFND | 30,600 | 0 | 0 | ||
LF CAP ACQUISITION CORP | *W EXP 06/22/202 | 50200K116 | 408 | 1,200,000 | SH | DFND | 1,200,000 | 0 | 0 | ||
LF CAP ACQUISITION CORP | CL A | 50200K108 | 8,222 | 810,000 | SH | DFND | 810,000 | 0 | 0 | ||
LIBERTY EXPEDIA HLDGS INC | SER A COM | 53046P109 | 67,595 | 1,414,426 | SH | DFND | 1,414,426 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 1,125 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 16,668 | 19,250,000 | PRN | DFND | 19,250,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 11,862 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
LIVENT CORP | COM | 53814L108 | 8,168 | 1,180,366 | SH | DFND | 1,180,366 | 0 | 0 | ||
LONGEVITY ACQUISITION CORP | *W EXP 07/31/202 | G56372116 | 18 | 125,000 | SH | DFND | 125,000 | 0 | 0 | ||
LONGEVITY ACQUISITION CORP | RIGHT 07/31/2020 | G56372124 | 31 | 125,000 | SH | DFND | 125,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 6,486 | 5,500,000 | PRN | DFND | 5,500,000 | 0 | 0 | ||
MACQUARIE GLBL INFRA TOTL RE | COM | 55608D101 | 277 | 11,705 | SH | DFND | 11,705 | 0 | 0 | ||
MADISON CVRED CALL & EQ STR | COM | 557437100 | 68 | 10,295 | SH | DFND | 10,295 | 0 | 0 | ||
MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 896 | 14,000 | SH | DFND | 14,000 | 0 | 0 | ||
MAGNACHIP SEMICONDUCTOR SA | NOTE 5.000% 3/0 | 55932XAB0 | 2,758 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
MAGNOLIA OIL & GAS CORP | *W EXP 07/31/202 | 559663117 | 278 | 83,333 | SH | DFND | 83,333 | 0 | 0 | ||
MARTIN MIDSTREAM PRTNRS L P | UNIT L P INT | 573331105 | 291 | 40,794 | SH | DFND | 40,794 | 0 | 0 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 5,186 | 4,300,000 | PRN | DFND | 4,300,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 9,348 | 9,300,000 | PRN | DFND | 9,300,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | COM | 58471A105 | 57,705 | 637,553 | SH | DFND | 637,553 | 0 | 0 | ||
MEGALITH FINL ACQUISITION CO | *W EXP 08/26/202 | 58518F117 | 358 | 1,153,800 | SH | DFND | 1,153,800 | 0 | 0 | ||
MEGALITH FINL ACQUISITION CO | CL A COM | 58518F109 | 4,331 | 431,400 | SH | DFND | 431,400 | 0 | 0 | ||
MELLANOX TECHNOLOGIES LTD | SHS | M51363113 | 135,191 | 1,221,569 | SH | DFND | 1,221,569 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 27,373 | 26,200,000 | PRN | DFND | 26,200,000 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 16,149 | 16,000,000 | PRN | DFND | 16,000,000 | 0 | 0 | ||
MICRO FOCUS INTERNATIONAL PL | SPON ADR NEW | 594837403 | 18,177 | 694,043 | SH | DFND | 694,043 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 174,878 | 98,950,000 | PRN | DFND | 98,950,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 77,453 | 65,633,000 | PRN | DFND | 65,633,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 96,722 | 27,379,000 | PRN | DFND | 27,379,000 | 0 | 0 | ||
MODERN MEDIA ACQUISITION | *W EXP 05/17/202 | 60765P111 | 102 | 425,000 | SH | DFND | 425,000 | 0 | 0 | ||
MODERN MEDIA ACQUISITION | COM | 60765P103 | 6,224 | 595,031 | SH | DFND | 595,031 | 0 | 0 | ||
MONOCLE ACQUISITION CORP | *W EXP 12/06/202 | 609754114 | 588 | 1,680,597 | SH | DFND | 1,680,597 | 0 | 0 | ||
MONOCLE ACQUISITION CORP | COM | 609754106 | 15,648 | 1,580,597 | SH | DFND | 1,580,597 | 0 | 0 | ||
MPLX LP | COM UNIT REP LTD | 55336V100 | 837 | 26,000 | SH | DFND | 26,000 | 0 | 0 | ||
MUDRICK CAP ACQUISITION CORP | *W EXP 02/12/202 | 624745113 | 1,103 | 2,250,000 | SH | DFND | 2,250,000 | 0 | 0 | ||
MUDRICK CAP ACQUISITION CORP | COM CLASS A | 624745105 | 4,586 | 450,000 | SH | DFND | 450,000 | 0 | 0 | ||
MULTI COLOR CORP | COM | 625383104 | 28,364 | 567,620 | SH | DFND | 567,620 | 0 | 0 | ||
NATIONAL ENERGY SERVICES REU | *W EXP 05/05/202 | G6375R115 | 326 | 383,983 | SH | DFND | 383,983 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 2,307 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
NEBULA ACQUISITION CORP | *W EXP 03/12/202 | 629076118 | 233 | 233,332 | SH | DFND | 233,332 | 0 | 0 | ||
NEBULA ACQUISITION CORP | COM CLASS A | 629076100 | 4,440 | 439,998 | SH | DFND | 439,998 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 22,389 | 17,000,000 | PRN | DFND | 17,000,000 | 0 | 0 | ||
NEW AMER HIGH INCOME FD INC | COM NEW | 641876800 | 120 | 13,503 | SH | DFND | 13,503 | 0 | 0 | ||
NEW FRONTIER CORP | *W EXP 99/99/999 | G6485P124 | 315 | 450,000 | SH | DFND | 450,000 | 0 | 0 | ||
NEW FRONTIER CORP | COM CL A | G6485P108 | 6,042 | 599,977 | SH | DFND | 599,977 | 0 | 0 | ||
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 9,819 | 9,500,000 | PRN | DFND | 9,500,000 | 0 | 0 | ||
NEW RELIC INC | COM | 64829B100 | 2,155 | 24,905 | SH | DFND | 24,905 | 0 | 0 | ||
NEWMARK GROUP INC | CL A | 65158N102 | 13,605 | 1,515,034 | SH | DFND | 1,515,034 | 0 | 0 | ||
NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 9,842 | 442,329 | SH | DFND | 442,329 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 512,258 | 88,033,000 | PRN | DFND | 88,033,000 | 0 | 0 | ||
NRC GROUP HLDGS CORP | *W EXP 10/17/202 | 629375114 | 310 | 187,500 | SH | DFND | 187,500 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 5,426 | 5,509,000 | PRN | DFND | 5,509,000 | 0 | 0 | ||
NUSTAR ENERGY LP | UNIT COM | 67058H102 | 473 | 17,439 | SH | DFND | 17,439 | 0 | 0 | ||
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 11,702 | 12,500,000 | PRN | DFND | 12,500,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 12,236 | 10,751,000 | PRN | DFND | 10,751,000 | 0 | 0 | ||
NUVEEN ARIZONA QLTY MUN INC | COM | 67061W104 | 262 | 20,042 | SH | DFND | 20,042 | 0 | 0 | ||
NUVEEN CONNECTICUT QLTY MUN | COM | 67060D107 | 252 | 19,452 | SH | DFND | 19,452 | 0 | 0 | ||
NUVEEN DIVERSIFIED DIV INCM | COM | 6706EP105 | 160 | 15,024 | SH | DFND | 15,024 | 0 | 0 | ||
NUVEEN FLTNG RTE INCM OPP FD | COM SHS | 6706EN100 | 284 | 29,174 | SH | DFND | 29,174 | 0 | 0 | ||
NUVEEN GEORGIA QLTY MUN INC | COM | 67072B107 | 163 | 13,142 | SH | DFND | 13,142 | 0 | 0 | ||
NUVEEN MARYLAND QLT MUN INC | COM | 67061Q107 | 255 | 19,706 | SH | DFND | 19,706 | 0 | 0 | ||
NUVEEN MICHIGAN QLT MUN INC | COM | 670979103 | 389 | 28,667 | SH | DFND | 28,667 | 0 | 0 | ||
NUVEEN NEW YORK QLT MUN INC | COM | 67066X107 | 228 | 16,478 | SH | DFND | 16,478 | 0 | 0 | ||
NUVEEN NORTH CAROLINA QLTY M | COM | 67060P100 | 326 | 24,462 | SH | DFND | 24,462 | 0 | 0 | ||
NUVEEN OHIO QLTY MUN INCOME | COM | 670980101 | 328 | 22,017 | SH | DFND | 22,017 | 0 | 0 | ||
NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 141 | 10,310 | SH | DFND | 10,310 | 0 | 0 | ||
NUVEEN REAL ASSET INM AND GW | COM | 67074Y105 | 421 | 24,889 | SH | DFND | 24,889 | 0 | 0 | ||
NUVEEN REAL ESTATE INCOME FD | COM | 67071B108 | 186 | 17,749 | SH | DFND | 17,749 | 0 | 0 | ||
NUVEEN SR INCOME FD | COM | 67067Y104 | 310 | 52,345 | SH | DFND | 52,345 | 0 | 0 | ||
NUVEEN VIRGINIA QLTY MUNCPL | COM | 67064R102 | 443 | 33,965 | SH | DFND | 33,965 | 0 | 0 | ||
NVENT ELECTRIC PLC | SHS | G6700G107 | 17,419 | 703,512 | SH | DFND | 703,512 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 16,688 | 15,800,000 | PRN | DFND | 15,800,000 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 20,641 | 22,500,000 | PRN | DFND | 22,500,000 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 646 | 35,277 | SH | DFND | 35,277 | 0 | 0 | ||
ONEOK INC NEW | COM | 682680103 | 1,144 | 16,899 | SH | DFND | 16,899 | 0 | 0 | ||
OPES ACQUISITION CORP | COM | 68373P100 | 1,026 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
OPKO HEALTH INC | NOTE 4.500% 2/1 | 68375NAD5 | 17,410 | 19,875,000 | PRN | DFND | 19,875,000 | 0 | 0 | ||
ORITANI FINL CORP DEL | COM | 68633D103 | 1,039 | 58,588 | SH | DFND | 58,588 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 5,345 | 4,500,000 | PRN | DFND | 4,500,000 | 0 | 0 | ||
PACIFIC BIOSCIENCES CALIF IN | COM | 69404D108 | 41,837 | 6,915,211 | SH | DFND | 6,915,211 | 0 | 0 | ||
PAGERDUTY INC | COM | 69553P100 | 235 | 5,000 | SH | DFND | 5,000 | 0 | 0 | ||
PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 2,082 | 3,050,000 | PRN | DFND | 3,050,000 | 0 | 0 | ||
PATRIOT NATL BANCORP INC | COM NEW | 70336F203 | 514 | 34,442 | SH | DFND | 34,442 | 0 | 0 | ||
PECK CO INC | *W EXP 03/01/202 | 705163111 | 24 | 122,916 | SH | DFND | 122,916 | 0 | 0 | ||
PENSARE ACQUISITION CORP | *W EXP 07/27/202 | 70957E113 | 42 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
PENSARE ACQUISITION CORP | COM | 70957E105 | 6,608 | 636,600 | SH | DFND | 636,600 | 0 | 0 | ||
PENSARE ACQUISITION CORP | RIGHT 99/99/9999 | 70957E121 | 150 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
PENTAIR PLC | SHS | G7S00T104 | 6,254 | 168,126 | SH | DFND | 168,126 | 0 | 0 | ||
PHILLIPS 66 PARTNERS LP | COM UNIT REP INT | 718549207 | 686 | 13,900 | SH | DFND | 13,900 | 0 | 0 | ||
PHUNWARE INC | *W EXP 12/26/202 | 71948P118 | 21 | 58,632 | SH | DFND | 58,632 | 0 | 0 | ||
PINTEREST INC | CL A | 72352L106 | 544 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
PIONEER FLOATING RATE TR | COM | 72369J102 | 474 | 44,295 | SH | DFND | 44,295 | 0 | 0 | ||
PIVOTAL ACQUISITION CORP | *W EXP 12/01/202 | 72583A119 | 2,430 | 1,800,000 | SH | DFND | 1,800,000 | 0 | 0 | ||
PIVOTAL ACQUISITION CORP | CL A COM | 72583A101 | 633 | 62,411 | SH | DFND | 62,411 | 0 | 0 | ||
PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 877 | 36,000 | SH | DFND | 36,000 | 0 | 0 | ||
PLUG POWER INC | NOTE 5.500% 3/1 | 72919PAB9 | 3,330 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 21,417 | 14,850,000 | PRN | DFND | 14,850,000 | 0 | 0 | ||
PROFICIENT ALPHA ACQUSTN COR | *W EXP 04/30/202 | 74317H113 | 56 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
PROFICIENT ALPHA ACQUSTN COR | COM | 74317H105 | 3,896 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346YAB9 | 6,551 | 3,500,000 | PRN | DFND | 3,500,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.950% 7/1 | 74348TAR3 | 8,174 | 8,100,000 | PRN | DFND | 8,100,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 6.375% 3/0 | 74348TAT9 | 15,908 | 15,500,000 | PRN | DFND | 15,500,000 | 0 | 0 | ||
PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 1,664 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
PURE ACQUISITION CORP | *W EXP 04/17/202 | 74621Q114 | 932 | 862,500 | SH | DFND | 862,500 | 0 | 0 | ||
PURE ACQUISITION CORP | CL A | 74621Q106 | 3,042 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 62,298 | 64,725,000 | PRN | DFND | 64,725,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 7,155 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 2,481 | 22,250 | SH | DFND | 22,250 | 0 | 0 | ||
QUOTIENT TECHNOLOGY INC | NOTE 1.750%12/0 | 749119AB9 | 16,406 | 16,950,000 | PRN | DFND | 16,950,000 | 0 | 0 | ||
RANPAK HLDGS CORP | *W EXP 06/03/202 | 75321W111 | 930 | 775,000 | SH | DFND | 775,000 | 0 | 0 | ||
RATTLER MIDSTREAM LP | COM UNITS | 75419T103 | 546 | 28,159 | SH | DFND | 28,159 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 42,233 | 242,886 | SH | DFND | 242,886 | 0 | 0 | ||
RED HAT INC | COM | 756577102 | 160,203 | 853,235 | SH | DFND | 853,235 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 7,104 | 2,788,000 | PRN | DFND | 2,788,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 18,081 | 18,450,000 | PRN | DFND | 18,450,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 18,617 | 18,675,000 | PRN | DFND | 18,675,000 | 0 | 0 | ||
REGALWOOD GLOBAL ENERGY LTD | *W EXP 12/05/202 | G74760128 | 397 | 440,925 | SH | DFND | 440,925 | 0 | 0 | ||
REGALWOOD GLOBAL ENERGY LTD | COM CL A | G74760102 | 3,292 | 322,777 | SH | DFND | 322,777 | 0 | 0 | ||
REPLAY ACQUISITION CORP | COM | G75130107 | 11,190 | 1,150,000 | SH | DFND | 1,150,000 | 0 | 0 | ||
RESIDEO TECHNOLOGIES INC | COM | 76118Y104 | 16,044 | 748,658 | SH | DFND | 748,658 | 0 | 0 | ||
RETAIL VALUE INC | COM | 76133Q102 | 481 | 13,830 | SH | DFND | 13,830 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 10,360 | 11,500,000 | PRN | DFND | 11,500,000 | 0 | 0 | ||
RMG ACQUISITION CORP | CL A | 749641106 | 24,425 | 2,499,996 | SH | DFND | 2,499,996 | 0 | 0 | ||
ROSEHILL RES INC | *W EXP 04/27/202 | 777385113 | 118 | 244,800 | SH | DFND | 244,800 | 0 | 0 | ||
ROYCE VALUE TR INC | COM | 780910105 | 313 | 22,483 | SH | DFND | 22,483 | 0 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 4,375 | 158,341 | SH | DFND | 158,341 | 0 | 0 | ||
SCHULTZE SPL PURP ACQUSTN CO | *W EXP 12/31/202 | 80821R117 | 432 | 1,440,000 | SH | DFND | 1,440,000 | 0 | 0 | ||
SCHULTZE SPL PURP ACQUSTN CO | COM | 80821R109 | 9,801 | 990,000 | SH | DFND | 990,000 | 0 | 0 | ||
SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 14,880 | 14,250,000 | PRN | DFND | 14,250,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 18,805 | 19,244,000 | PRN | DFND | 19,244,000 | 0 | 0 | ||
SEMGROUP CORP | CL A | 81663A105 | 292 | 24,333 | SH | DFND | 24,333 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 12,718 | 112,250 | SH | DFND | 112,250 | 0 | 0 | ||
SENTINEL ENERGY SVCS INC | *W EXP 11/02/202 | 81728P113 | 93 | 133,333 | SH | DFND | 133,333 | 0 | 0 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 40,545 | 19,532,000 | PRN | DFND | 19,532,000 | 0 | 0 | ||
SHELL MIDSTREAM PARTNERS L P | UNIT LTD INT | 822634101 | 539 | 26,000 | SH | DFND | 26,000 | 0 | 0 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 23,653 | 23,325,000 | PRN | DFND | 23,325,000 | 0 | 0 | ||
SHUTTERFLY INC | COM | 82568P304 | 50,800 | 1,004,952 | SH | DFND | 1,004,952 | 0 | 0 | ||
SOCIAL CAP HEDOSOPHIA HLDGS | *W EXP 09/14/202 | G8250R129 | 112 | 83,334 | SH | DFND | 83,334 | 0 | 0 | ||
SOTHEBYS | COM | 835898107 | 29,735 | 511,523 | SH | DFND | 511,523 | 0 | 0 | ||
SOUTH JERSEY INDS INC | UNIT 99/99/9999 | 838518116 | 2,118 | 39,700 | SH | DFND | 39,700 | 0 | 0 | ||
SOUTH MTN MERGER CORP | UNIT 99/99/9999 | 838884203 | 15,000 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
SPARK THERAPEUTICS INC | COM | 84652J103 | 74,345 | 726,169 | SH | DFND | 726,169 | 0 | 0 | ||
SPARTAN ENERGY ACQUISITON CO | *W EXP 08/27/202 | 846784122 | 387 | 434,999 | SH | DFND | 434,999 | 0 | 0 | ||
SPARTAN ENERGY ACQUISITON CO | CL A COM STK | 846784106 | 10,900 | 1,089,998 | SH | DFND | 1,089,998 | 0 | 0 | ||
SPIRIT MTA REIT | COM SHS BEN IN | 84861U105 | 223 | 26,740 | SH | DFND | 26,740 | 0 | 0 | ||
SPRINT CORPORATION | COM | 85207U105 | 148,231 | 22,561,835 | SH | DFND | 22,561,835 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 1,673 | 23,374 | SH | DFND | 23,374 | 0 | 0 | ||
SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 82,710 | 26,195,000 | PRN | DFND | 26,195,000 | 0 | 0 | ||
STEWART INFORMATION SVCS COR | COM | 860372101 | 21,574 | 532,829 | SH | DFND | 532,829 | 0 | 0 | ||
SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142102 | 268 | 36,000 | SH | DFND | 36,000 | 0 | 0 | ||
SUNTRUST BKS INC | COM | 867914103 | 223,026 | 3,548,544 | SH | DFND | 3,548,544 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 33,387 | 37,278,000 | PRN | DFND | 37,278,000 | 0 | 0 | ||
TABLEAU SOFTWARE INC | CL A | 87336U105 | 148,833 | 896,479 | SH | DFND | 896,479 | 0 | 0 | ||
TALLGRASS ENERGY LP | CLASS A SHS | 874696107 | 739 | 35,000 | SH | DFND | 35,000 | 0 | 0 | ||
TARGA RES CORP | COM | 87612G101 | 819 | 21,184 | SH | DFND | 21,184 | 0 | 0 | ||
TC PIPELINES LP | UT COM LTD PRT | 87233Q108 | 591 | 15,700 | SH | DFND | 15,700 | 0 | 0 | ||
TCF FINL CORP | COM | 872275102 | 57,775 | 2,778,982 | SH | DFND | 2,778,982 | 0 | 0 | ||
TEEKAY LNG PARTNERS L P | PRTNRSP UNITS | Y8564M105 | 508 | 36,000 | SH | DFND | 36,000 | 0 | 0 | ||
TEKLA HEALTHCARE INVS | SH BEN INT | 87911J103 | 466 | 23,229 | SH | DFND | 23,229 | 0 | 0 | ||
TENZING ACQUISITION CORP | *W EXP 02/23/202 | G8708A108 | 53 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 34,771 | 21,400,000 | PRN | DFND | 21,400,000 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 5,681 | 25,422 | SH | DFND | 25,422 | 0 | 0 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 56,617 | 57,500,000 | PRN | DFND | 57,500,000 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 22,962 | 21,843,000 | PRN | DFND | 21,843,000 | 0 | 0 | ||
THL CR SR LN FD | COM | 87244R103 | 171 | 11,224 | SH | DFND | 11,224 | 0 | 0 | ||
THUNDER BRIDGE ACQUISITION L | *W EXP 01/01/202 | G8857R126 | 3,272 | 1,620,000 | SH | DFND | 1,620,000 | 0 | 0 | ||
TIBERIUS ACQUISITION CORP | *W EXP 02/28/202 | 88633A115 | 370 | 1,057,500 | SH | DFND | 1,057,500 | 0 | 0 | ||
TIBERIUS ACQUISITION CORP | COM | 88633A107 | 3,051 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
TIMKENSTEEL CORP | NOTE 6.000% 6/0 | 887399AA1 | 1,557 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
TKK SYMPHONY ACQUISITION COR | *W EXP 02/20/202 | G88950129 | 241 | 1,850,000 | SH | DFND | 1,850,000 | 0 | 0 | ||
TKK SYMPHONY ACQUISITION COR | ORD SHS | G88950103 | 5,255 | 525,000 | SH | DFND | 525,000 | 0 | 0 | ||
TORTOISE ACQUISITION CORP | *W EXP 03/04/202 | 89154L118 | 727 | 1,038,969 | SH | DFND | 1,038,969 | 0 | 0 | ||
TORTOISE ACQUISITION CORP | CL A | 89154L100 | 20,198 | 2,077,938 | SH | DFND | 2,077,938 | 0 | 0 | ||
TOTAL SYS SVCS INC | COM | 891906109 | 215,717 | 1,681,745 | SH | DFND | 1,681,745 | 0 | 0 | ||
TPG PACE HLDGS CORP | *W EXP 06/27/202 | G89827110 | 105 | 66,666 | SH | DFND | 66,666 | 0 | 0 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 7,738 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
TRADEWEB MKTS INC | CL A | 892672106 | 438 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
TRANSOCEAN LTD | REG SHS | H8817H100 | 2,489 | 393,886 | SH | DFND | 393,886 | 0 | 0 | ||
TRIBUNE MEDIA CO | CL A | 896047503 | 191,129 | 4,135,211 | SH | DFND | 4,135,211 | 0 | 0 | ||
TRINE ACQUISITION CORP | *W EXP 03/31/202 | 89628U116 | 873 | 1,150,000 | SH | DFND | 1,150,000 | 0 | 0 | ||
TRINE ACQUISITION CORP | COM CL A | 89628U108 | 22,310 | 2,300,000 | SH | DFND | 2,300,000 | 0 | 0 | ||
TRINITY MERGER CORP | *W EXP 05/11/202 | 89653L114 | 740 | 2,250,000 | SH | DFND | 2,250,000 | 0 | 0 | ||
TRINITY MERGER CORP | COM CL A | 89653L106 | 3,090 | 299,996 | SH | DFND | 299,996 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 30,670 | 25,950,000 | PRN | DFND | 25,950,000 | 0 | 0 | ||
TUSCAN HOLDINGS CORP | *W EXP 04/01/202 | 90069K112 | 1,248 | 1,600,000 | SH | DFND | 1,600,000 | 0 | 0 | ||
TUSCAN HOLDINGS CORP | COM | 90069K104 | 15,840 | 1,600,000 | SH | DFND | 1,600,000 | 0 | 0 | ||
TWELVE SEAS INVESTMENT COMPA | SHS | G9145A107 | 5,684 | 560,000 | SH | DFND | 560,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 48,405 | 49,450,000 | PRN | DFND | 49,450,000 | 0 | 0 | ||
U S WELL SVCS INC | CL A | 91274U101 | 223 | 46,320 | SH | DFND | 46,320 | 0 | 0 | ||
UBER TECHNOLOGIES INC | COM | 90353T100 | 464 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
VECTOIQ ACQUISITION CORP | *W EXP 05/11/202 | 92243N111 | 761 | 1,620,000 | SH | DFND | 1,620,000 | 0 | 0 | ||
VECTOIQ ACQUISITION CORP | COM | 92243N103 | 9,016 | 890,000 | SH | DFND | 890,000 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 4/1 | 92240MBC1 | 6,206 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 20,522 | 23,000,000 | PRN | DFND | 23,000,000 | 0 | 0 | ||
VEONEER INCORPORATED | COM | 92336X109 | 6,972 | 402,800 | SH | DFND | 402,800 | 0 | 0 | ||
VEONEER INCORPORATED | NOTE 4.000% 6/0 | 92336XAA7 | 2,083 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
VERASTEM INC | NOTE 5.000%11/0 | 92337CAA2 | 7,913 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | ||
VERSUM MATLS INC | COM | 92532W103 | 122,430 | 2,373,599 | SH | DFND | 2,373,599 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 10,645 | 9,040,000 | PRN | DFND | 9,040,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.750% 6/0 | 925550AE5 | 5,804 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
VIRTUS INVT PARTNERS INC | PFD CV SER D | 92828Q208 | 1,681 | 17,975 | SH | DFND | 17,975 | 0 | 0 | ||
VIRTUS TOTAL RETURN FUND INC | COM | 92837G100 | 113 | 10,639 | SH | DFND | 10,639 | 0 | 0 | ||
VITAMIN SHOPPE INC | NOTE 2.250%12/0 | 92849EAB7 | 891 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
VOYA INFRASTRUCTURE INDLS & | COM | 92912X101 | 205 | 16,477 | SH | DFND | 16,477 | 0 | 0 | ||
WABCO HLDGS INC | COM | 92927K102 | 207,168 | 1,562,355 | SH | DFND | 1,562,355 | 0 | 0 | ||
WAGEWORKS INC | COM | 930427109 | 10,982 | 216,220 | SH | DFND | 216,220 | 0 | 0 | ||
WAYFAIR INC | CL A | 94419L101 | 8,834 | 60,801 | SH | DFND | 60,801 | 0 | 0 | ||
WELLCARE HEALTH PLANS INC | COM | 94946T106 | 170,820 | 599,220 | SH | DFND | 599,220 | 0 | 0 | ||
WELLS FARGO GLOBAL DIVIDEND | COM | 94987C103 | 61 | 11,153 | SH | DFND | 11,153 | 0 | 0 | ||
WELLS FARGO INCOME OPPORTUNI | WF INC OPPTY FD | 94987B105 | 170 | 20,647 | SH | DFND | 20,647 | 0 | 0 | ||
WESTERN ASSET INTM MUNI FD I | COM | 958435109 | 432 | 48,141 | SH | DFND | 48,141 | 0 | 0 | ||
WESTERN ASST MN PRT FD INC | COM | 95766P108 | 157 | 10,525 | SH | DFND | 10,525 | 0 | 0 | ||
WESTERN MIDSTREAM PARTNERS L | COM UNIT LP INT | 958669103 | 708 | 23,000 | SH | DFND | 23,000 | 0 | 0 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 888 | 31,910 | SH | DFND | 31,910 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 63,858 | 42,500,000 | PRN | DFND | 42,500,000 | 0 | 0 | ||
WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 50,448 | 20,000,000 | PRN | DFND | 20,000,000 | 0 | 0 | ||
WORLDPAY INC | CL A | 981558109 | 208,237 | 1,699,204 | SH | DFND | 1,699,204 | 0 | 0 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 7,419 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
WYNDHAM HOTELS & RESORTS INC | COM | 98311A105 | 17,580 | 315,396 | SH | DFND | 315,396 | 0 | 0 | ||
XYNOMIC PHARMACUTCLS HLDNG I | *W EXP 05/15/202 | 98421X110 | 16 | 75,000 | SH | DFND | 75,000 | 0 | 0 | ||
ZAYO GROUP HLDGS INC | COM | 98919V105 | 125,235 | 3,805,385 | SH | DFND | 3,805,385 | 0 | 0 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 46,056 | 30,000,000 | PRN | DFND | 30,000,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 19,636 | 19,900,000 | PRN | DFND | 19,900,000 | 0 | 0 | ||
ZOOM VIDEO COMMUNICATIONS IN | CL A | 98980L101 | 666 | 7,500 | SH | DFND | 7,500 | 0 | 0 |