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 |
ACCURAY INC | DEBT 3.500% 2/0 | 004397AF2 | 1,576 | 1,475,000 | PRN | DFND | 1,475,000 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 21,859 | 25,325,000 | PRN | DFND | 25,325,000 | 0 | 0 | ||
ADIENT PLC | ORD SHS | G0084W101 | 24,441 | 373,829 | SH | DFND | 373,829 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 101,454 | 57,850,000 | PRN | DFND | 57,850,000 | 0 | 0 | ||
ADVANSIX INC | COM | 00773T101 | 406 | 13,011 | SH | DFND | 13,011 | 0 | 0 | ||
AGRIUM INC | COM | 008916108 | 56,615 | 625,653 | SH | DFND | 625,653 | 0 | 0 | ||
AGROFRESH SOLUTIONS | *W EXP 07/31/202 | 00856G117 | 186 | 200,528 | SH | DFND | 200,528 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 33,979 | 34,650,000 | PRN | DFND | 34,650,000 | 0 | 0 | ||
AKORN INC | COM | 009728106 | 116,243 | 3,465,808 | SH | DFND | 3,465,808 | 0 | 0 | ||
ALBANY MOLECULAR RESH INC | COM | 012423109 | 18,714 | 862,379 | SH | DFND | 862,379 | 0 | 0 | ||
ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 6,501 | 4,550,000 | PRN | DFND | 4,550,000 | 0 | 0 | ||
ALCOA CORP | COM | 013872106 | 29,021 | 888,850 | SH | DFND | 888,850 | 0 | 0 | ||
ALERE INC | COM | 01449J105 | 106,426 | 2,120,458 | SH | DFND | 2,120,458 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 49,063 | 34,325,000 | PRN | DFND | 34,325,000 | 0 | 0 | ||
ALLIANCE CALIF MUN INCOME FD | COM | 018546101 | 191 | 13,965 | SH | DFND | 13,965 | 0 | 0 | ||
ALLIED WRLD ASSUR COM HLDG A | SHS | H01531104 | 29,295 | 553,787 | SH | DFND | 553,787 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 29,635 | 29,125,000 | PRN | DFND | 29,125,000 | 0 | 0 | ||
ALON USA ENERGY INC | COM | 020520102 | 9,861 | 740,306 | SH | DFND | 740,306 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 31,409 | 32,675,000 | PRN | DFND | 32,675,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 4,023 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
AMERIGAS PARTNERS L P | UNIT L P INT | 030975106 | 540 | 11,964 | SH | DFND | 11,964 | 0 | 0 | ||
AMTRUST FINL SVCS INC | NOTE 2.750%12/1 | 032359AG6 | 10,008 | 13,400,000 | PRN | DFND | 13,400,000 | 0 | 0 | ||
AMYRIS INC | COM NEW | 03236M200 | 206 | 64,745 | SH | DFND | 64,745 | 0 | 0 | ||
AMYRIS INC | NOTE 9.500% 4/1 | 03236MAF8 | 6,973 | 9,626,000 | PRN | DFND | 9,626,000 | 0 | 0 | ||
ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182CAA1 | 554 | 525,000 | PRN | DFND | 525,000 | 0 | 0 | ||
ANTERO MIDSTREAM GP LP | COM SHS REPSTG | 03675Y103 | 319 | 14,500 | SH | DFND | 14,500 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 139,687 | 54,129,000 | PRN | DFND | 54,129,000 | 0 | 0 | ||
ANTHEM INC | UNIT 05/01/20188 | 036752202 | 101,894 | 1,920,000 | SH | DFND | 1,920,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 10,383 | 9,450,000 | PRN | DFND | 9,450,000 | 0 | 0 | ||
APTEVO THERAPEUTICS INC | COM | 03835L108 | 274 | 132,502 | SH | DFND | 132,502 | 0 | 0 | ||
ARMSTRONG FLOORING INC | COM | 04238R106 | 251 | 13,995 | SH | DFND | 13,995 | 0 | 0 | ||
ASTORIA FINL CORP | COM | 046265104 | 37,904 | 1,881,081 | SH | DFND | 1,881,081 | 0 | 0 | ||
ATLANTICUS HLDGS CORP | COM | 04914Y102 | 509 | 191,430 | SH | DFND | 191,430 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 32,111 | 29,325,000 | PRN | DFND | 29,325,000 | 0 | 0 | ||
ATWOOD OCEANICS INC | COM | 050095108 | 27,399 | 3,361,829 | SH | DFND | 3,361,829 | 0 | 0 | ||
AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 443 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
AVISTA HEALTHCARE PUB ACQ CO | *W EXP 99/99/999 | G0726L117 | 450 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
AVISTA HEALTHCARE PUB ACQ CO | CL A | G0726L125 | 3,500 | 355,300 | SH | DFND | 355,300 | 0 | 0 | ||
AXAR ACQUISITION CORP | *W EXP 12/31/202 | 05455L110 | 56 | 697,500 | SH | DFND | 697,500 | 0 | 0 | ||
AZUL S A | SPONSR ADR PFD | 05501U106 | 316 | 15,000 | SH | DFND | 15,000 | 0 | 0 | ||
BARD C R INC | COM | 067383109 | 116,100 | 367,276 | SH | DFND | 367,276 | 0 | 0 | ||
BARINGTON HILCO ACQUISITION | *W EXP 02/11/201 | 06759V127 | 74 | 487,260 | SH | DFND | 487,260 | 0 | 0 | ||
BARINGTON HILCO ACQUISITION | RIGHT 02/13/2017 | 06759V119 | 195 | 487,260 | SH | DFND | 487,260 | 0 | 0 | ||
BARNES & NOBLE ED INC | COM | 06777U101 | 297 | 27,916 | SH | DFND | 27,916 | 0 | 0 | ||
BCE INC | COM NEW | 05534B760 | 7,472 | 166,165 | SH | DFND | 166,165 | 0 | 0 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 32,904 | 600,000 | SH | DFND | 600,000 | 0 | 0 | ||
BIOVERATIV INC | COM | 09075E100 | 33,976 | 564,675 | SH | DFND | 564,675 | 0 | 0 | ||
BISON CAP ACQUISITION CORP | UNIT 99/99/9999T | G1142P120 | 1,530 | 150,000 | SH | DFND | 150,000 | 0 | 0 | ||
BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 20,838 | 281,523 | SH | DFND | 281,523 | 0 | 0 | ||
BLACKHAWK NETWORK HLDGS INC | COM | 09238E104 | 8,331 | 191,080 | SH | DFND | 191,080 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 14,324 | 14,000,000 | PRN | DFND | 14,000,000 | 0 | 0 | ||
BOARDWALK PIPELINE PARTNERS | UT LTD PARTNER | 096627104 | 672 | 37,302 | SH | DFND | 37,302 | 0 | 0 | ||
BOULEVARD ACQUISITION | *W EXP 09/25/202 | 10157Q110 | 1,147 | 1,698,740 | SH | DFND | 1,698,740 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | COM NEW | 111621306 | 175,089 | 13,884,905 | SH | DFND | 13,884,905 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 10,169 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463AA2 | 4,630 | 4,650,000 | PRN | DFND | 4,650,000 | 0 | 0 | ||
BUCKEYE PARTNERS L P | UNIT LTD PARTN | 118230101 | 594 | 9,287 | SH | DFND | 9,287 | 0 | 0 | ||
CABELAS INC | COM | 126804301 | 139,407 | 2,346,126 | SH | DFND | 2,346,126 | 0 | 0 | ||
CABLE ONE INC | COM | 12685J105 | 19,597 | 27,567 | SH | DFND | 27,567 | 0 | 0 | ||
CAPITAL BK FINL CORP | CL A COM | 139794101 | 50,800 | 1,333,344 | SH | DFND | 1,333,344 | 0 | 0 | ||
CARE CAP PPTYS INC | COM | 141624106 | 95,534 | 3,578,037 | SH | DFND | 3,578,037 | 0 | 0 | ||
CBOE HLDGS INC | COM | 12503M108 | 326 | 3,568 | SH | DFND | 3,568 | 0 | 0 | ||
CDN IMPERIAL BK COMM TORONTO | COM | 136069101 | 1,165 | 14,356 | SH | DFND | 14,356 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 88,917 | 74,175,000 | PRN | DFND | 74,175,000 | 0 | 0 | ||
CENTRAL SECS CORP | COM | 155123102 | 429 | 17,224 | SH | DFND | 17,224 | 0 | 0 | ||
CHENIERE ENERGY PARTNERS LP | COM UNIT | 16411Q101 | 589 | 18,185 | SH | DFND | 18,185 | 0 | 0 | ||
COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 37,434 | 36,700,000 | PRN | DFND | 36,700,000 | 0 | 0 | ||
COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 181 | 9,282,097 | SH | DFND | 9,282,097 | 0 | 0 | ||
COMPUCREDIT HLDGS CORP | NOTE 5.875%11/3 | 20478NAD2 | 2,463 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
CONDUENT INC | COM | 206787103 | 20,086 | 1,260,070 | SH | DFND | 1,260,070 | 0 | 0 | ||
CONE MIDSTREAM PARTNERS LP | COM UNIT REPST | 206812109 | 315 | 16,600 | SH | DFND | 16,600 | 0 | 0 | ||
CONSTELLATION ALPHA CAPITAL | UNIT 99/99/9999 | G2379F124 | 7,105 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
CONVERGYS CORP | SDCV 5.750% 9/1 | 212485AE6 | 10,448 | 4,725,000 | PRN | DFND | 4,725,000 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 1,681 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
COWEN INC | NOTE 3.000% 3/1 | 223622AB7 | 4,687 | 4,550,000 | PRN | DFND | 4,550,000 | 0 | 0 | ||
CRESTWOOD EQUITY PARTNERS LP | UNIT LTD PARTNER | 226344208 | 656 | 27,936 | SH | DFND | 27,936 | 0 | 0 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 14,508 | 13,395,000 | PRN | DFND | 13,395,000 | 0 | 0 | ||
CU BANCORP CALIF | COM | 126534106 | 30,739 | 850,314 | SH | DFND | 850,314 | 0 | 0 | ||
DASEKE INC | *W EXP 03/31/202 | 23753F115 | 461 | 378,003 | SH | DFND | 378,003 | 0 | 0 | ||
DCP MIDSTREAM LP | COM UT LTD PTN | 23311P100 | 698 | 20,646 | SH | DFND | 20,646 | 0 | 0 | ||
DELTA NAT GAS INC | COM | 247748106 | 1,793 | 58,838 | SH | DFND | 58,838 | 0 | 0 | ||
DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 1,726 | 1,750,000 | PRN | DFND | 1,750,000 | 0 | 0 | ||
DIGITALGLOBE INC | COM NEW | 25389M877 | 59,962 | 1,800,665 | SH | DFND | 1,800,665 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 15,325 | 303,475 | SH | DFND | 303,475 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U869 | 9,658 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
DONNELLEY FINL SOLUTIONS INC | COM | 25787G100 | 292 | 12,726 | SH | DFND | 12,726 | 0 | 0 | ||
DOW CHEM CO | COM | 260543103 | 5,134 | 81,395 | SH | DFND | 81,395 | 0 | 0 | ||
DU PONT E I DE NEMOURS & CO | COM | 263534109 | 74,515 | 923,249 | SH | DFND | 923,249 | 0 | 0 | ||
DUPONT FABROS TECHNOLOGY INC | COM | 26613Q106 | 190,756 | 3,118,972 | SH | DFND | 3,118,972 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 17,737 | 15,225,000 | PRN | DFND | 15,225,000 | 0 | 0 | ||
DYNEGY INC NEW DEL | UNIT 07/01/20191 | 26817R405 | 29,399 | 477,175 | SH | DFND | 477,175 | 0 | 0 | ||
EASTERLY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 611 | 718,250 | SH | DFND | 718,250 | 0 | 0 | ||
EBAY INC | COM | 278642103 | 29,096 | 833,220 | SH | DFND | 833,220 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 14,871 | 15,450,000 | PRN | DFND | 15,450,000 | 0 | 0 | ||
ELDORADO RESORTS INC | COM | 28470R102 | 221 | 11,064 | SH | DFND | 11,064 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089QAB1 | 38,036 | 29,400,000 | PRN | DFND | 29,400,000 | 0 | 0 | ||
ENABLE MIDSTREAM PARTNERS LP | COM UNIT RP IN | 292480100 | 678 | 42,553 | SH | DFND | 42,553 | 0 | 0 | ||
ENBRIDGE ENERGY PARTNERS L P | COM | 29250R106 | 491 | 30,665 | SH | DFND | 30,665 | 0 | 0 | ||
ENERGIZER HLDGS INC NEW | COM | 29272W109 | 18,270 | 380,471 | SH | DFND | 380,471 | 0 | 0 | ||
ENERGY TRANSFER PARTNERS LP | UNIT LTD PRT INT | 29278N103 | 1,144 | 56,084 | SH | DFND | 56,084 | 0 | 0 | ||
ENLINK MIDSTREAM PARTNERS LP | COM UNIT REP LTD | 29336U107 | 651 | 38,409 | SH | DFND | 38,409 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 752 | 27,760 | SH | DFND | 27,760 | 0 | 0 | ||
ENVISION HEALTHCARE CORP | PFD CNV 5.25% A1 | 29414D209 | 1,296 | 11,400 | SH | DFND | 11,400 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 52,999 | 41,325,000 | PRN | DFND | 41,325,000 | 0 | 0 | ||
EZCORP INC | NOTE 2.625% 6/1 | 302301AB2 | 27,356 | 27,950,000 | PRN | DFND | 27,950,000 | 0 | 0 | ||
FAIRPOINT COMMUNICATIONS INC | COM NEW | 305560302 | 8,969 | 573,084 | SH | DFND | 573,084 | 0 | 0 | ||
FELCOR LODGING TR INC | COM | 31430F101 | 39,424 | 5,467,973 | SH | DFND | 5,467,973 | 0 | 0 | ||
FERRARI N V | COM | N3167Y103 | 19,479 | 226,453 | SH | DFND | 226,453 | 0 | 0 | ||
FIDELITY & GTY LIFE | COM | 315785105 | 14,630 | 471,189 | SH | DFND | 471,189 | 0 | 0 | ||
FINTECH ACQUISITION CORP II | *W EXP 01/19/202 | 31810G117 | 1,080 | 900,000 | SH | DFND | 900,000 | 0 | 0 | ||
FINTECH ACQUISITION CORP II | COM | 31810G109 | 2,940 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
FIRST CMNTY FINL PARTNERS IN | COM | 31985Q106 | 174 | 13,473 | SH | DFND | 13,473 | 0 | 0 | ||
FIRST POTOMAC RLTY TR | COM | 33610F109 | 4,474 | 402,671 | SH | DFND | 402,671 | 0 | 0 | ||
FLOOR & DECOR HLDGS INC | CL A | 339750101 | 589 | 15,000 | SH | DFND | 15,000 | 0 | 0 | ||
FORESTAR GROUP INC | COM | 346233109 | 28,065 | 1,636,462 | SH | DFND | 1,636,462 | 0 | 0 | ||
FORTIVE CORP | COM | 34959J108 | 29,820 | 470,721 | SH | DFND | 470,721 | 0 | 0 | ||
FORUM MERGER CORP | *W EXP 06/01/202 | 34985B111 | 255 | 750,000 | SH | DFND | 750,000 | 0 | 0 | ||
FORUM MERGER CORP | COM CL A | 34985B103 | 6,797 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
FORUM MERGER CORP | RIGHT 06/01/2019 | 34985B129 | 547 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
GAIN CAP HLDGS INC | NOTE 4.125%12/0 | 36268WAB6 | 433 | 450,000 | PRN | DFND | 450,000 | 0 | 0 | ||
GANNETT CO INC | COM | 36473H104 | 2,569 | 294,634 | SH | DFND | 294,634 | 0 | 0 | ||
GARDNER DENVER HLDGS INC | COM | 36555P107 | 216 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
GARTNER INC | COM | 366651107 | 678 | 5,490 | SH | DFND | 5,490 | 0 | 0 | ||
GAS NAT INC | COM | 367204104 | 1,618 | 125,461 | SH | DFND | 125,461 | 0 | 0 | ||
GCP APPLIED TECHNOLOGIES INC | COM | 36164Y101 | 16,511 | 541,335 | SH | DFND | 541,335 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 26,072 | 34,390,000 | PRN | DFND | 34,390,000 | 0 | 0 | ||
GENERAL COMMUNICATION INC | CL A | 369385109 | 9,671 | 263,937 | SH | DFND | 263,937 | 0 | 0 | ||
GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 594 | 18,725 | SH | DFND | 18,725 | 0 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 29,392 | 7,796,296 | SH | DFND | 7,796,296 | 0 | 0 | ||
GLOBAL PARTNER ACQUISITION C | *W EXP 07/01/202 | 37954X113 | 214 | 1,068,000 | SH | DFND | 1,068,000 | 0 | 0 | ||
GORES HLDGS II INC | *W EXP 03/06/202 | 382867117 | 199 | 133,333 | SH | DFND | 133,333 | 0 | 0 | ||
GREAT PLAINS ENERGY INC | DEP SHS 1/20 B | 391164878 | 61,977 | 1,159,125 | SH | DFND | 1,159,125 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 1,157 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
HARMONY MERGER CORP | *W EXP 01/01/202 | 413247123 | 1,100 | 1,375,100 | SH | DFND | 1,375,100 | 0 | 0 | ||
HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 4,621 | 2,250,000 | PRN | DFND | 2,250,000 | 0 | 0 | ||
HENNESSY CAP ACQUSTON CORP I | UNIT 06/15/2024 | 42588L204 | 5,025 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
HERC HLDGS INC | COM | 42704L104 | 306 | 7,787 | SH | DFND | 7,787 | 0 | 0 | ||
HESS MIDSTREAM PARTNERS LP | UNIT LTD PR INT | 428104103 | 346 | 17,000 | SH | DFND | 17,000 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 20,360 | 1,227,238 | SH | DFND | 1,227,238 | 0 | 0 | ||
HILTON GRAND VACATIONS INC | COM | 43283X105 | 13,988 | 387,921 | SH | DFND | 387,921 | 0 | 0 | ||
HOLLY ENERGY PARTNERS L P | COM UT LTD PTN | 435763107 | 585 | 18,004 | SH | DFND | 18,004 | 0 | 0 | ||
HOLOGIC INC | FRNT 12/1 | 436440AG6 | 30,252 | 23,950,000 | PRN | DFND | 23,950,000 | 0 | 0 | ||
HUNTSMAN CORP | COM | 447011107 | 173,105 | 6,699,104 | SH | DFND | 6,699,104 | 0 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 23,361 | 24,255,000 | PRN | DFND | 24,255,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 44,635 | 43,975,000 | PRN | DFND | 43,975,000 | 0 | 0 | ||
INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667GAB9 | 1,079 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 26,760 | 466,198 | SH | DFND | 466,198 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 7,292 | 6,475,000 | PRN | DFND | 6,475,000 | 0 | 0 | ||
INSPIRED ENTMT INC | COM | 45782N108 | 819 | 62,976 | SH | DFND | 62,976 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 31,326 | 29,518,000 | PRN | DFND | 29,518,000 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 134,337 | 81,201,000 | PRN | DFND | 81,201,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 18,234 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | ||
INTRAWEST RESORTS HLDGS INC | COM | 46090K109 | 10,864 | 457,612 | SH | DFND | 457,612 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 5,381 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
INVESCO CALIF VALUE MUN INC | COM | 46132H106 | 148 | 11,734 | SH | DFND | 11,734 | 0 | 0 | ||
INVESCO VALUE MUN INCOME TR | COM | 46132P108 | 460 | 30,342 | SH | DFND | 30,342 | 0 | 0 | ||
JASON INDS INC | *W EXP 06/30/201 | 471172114 | 175 | 1,933,070 | SH | DFND | 1,933,070 | 0 | 0 | ||
JENSYN ACQUISITION CORP | *W EXP 03/07/202 | 47632B110 | 35 | 174,000 | SH | DFND | 174,000 | 0 | 0 | ||
JENSYN ACQUISITION CORP | COM | 47632B102 | 706 | 69,000 | SH | DFND | 69,000 | 0 | 0 | ||
JENSYN ACQUISITION CORP | RIGHT 99/99/9999 | 47632B128 | 42 | 174,000 | SH | DFND | 174,000 | 0 | 0 | ||
KATE SPADE & CO | COM | 485865109 | 112,633 | 6,091,574 | SH | DFND | 6,091,574 | 0 | 0 | ||
KAYNE ANDERSON ACQUISITION | *W EXP 06/30/202 | 48661U110 | 195 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
KAYNE ANDERSON ACQUISITION | COM CL A | 48661U102 | 4,848 | 498,750 | SH | DFND | 498,750 | 0 | 0 | ||
KBL MERGER CORP IV | UNIT 01/15/2024 | 48242A203 | 10,200 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
KCG HLDGS INC | CL A | 48244B100 | 37,390 | 1,875,135 | SH | DFND | 1,875,135 | 0 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 526 | 27,467 | SH | DFND | 27,467 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 11,511 | 9,750,000 | PRN | DFND | 9,750,000 | 0 | 0 | ||
LAMB WESTON HLDGS INC | COM | 513272104 | 31,080 | 705,730 | SH | DFND | 705,730 | 0 | 0 | ||
LANDCADIA HLDGS INC | *W EXP 06/01/202 | 51476W115 | 380 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
LATTICE SEMICONDUCTOR CORP | COM | 518415104 | 25,397 | 3,813,337 | SH | DFND | 3,813,337 | 0 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 168,069 | 2,834,210 | SH | DFND | 2,834,210 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 11,284 | 20,800,910 | PRN | DFND | 20,800,910 | 0 | 0 | ||
LSC COMMUNICATIONS INC | COM | 50218P107 | 233 | 10,871 | SH | DFND | 10,871 | 0 | 0 | ||
LUMENTUM HLDGS INC | COM | 55024U109 | 21,385 | 374,853 | SH | DFND | 374,853 | 0 | 0 | ||
LUMOS NETWORKS CORP | COM | 550283105 | 8,567 | 479,425 | SH | DFND | 479,425 | 0 | 0 | ||
M I ACQUISITIONS INC | *W EXP 99/99/999 | 55304A112 | 76 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
M I ACQUISITIONS INC | COM | 55304A104 | 2,505 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
M III ACQUISITION CORP | *W EXP 10/10/202 | 55378T112 | 364 | 808,712 | SH | DFND | 808,712 | 0 | 0 | ||
M III ACQUISITION CORP | COM | 55378T104 | 4,005 | 408,712 | SH | DFND | 408,712 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 2,904 | 37,045 | SH | DFND | 37,045 | 0 | 0 | ||
MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 645 | 9,057 | SH | DFND | 9,057 | 0 | 0 | ||
MANITOWOC INC | COM | 563571108 | 336 | 55,865 | SH | DFND | 55,865 | 0 | 0 | ||
MARTIN MIDSTREAM PRTNRS L P | UNIT L P INT | 573331105 | 535 | 30,468 | SH | DFND | 30,468 | 0 | 0 | ||
MATLIN & PARTNERS ACQUISITIO | *W EXP 03/15/202 | 57682V114 | 1,250 | 2,500,000 | SH | DFND | 2,500,000 | 0 | 0 | ||
MATLIN & PARTNERS ACQUISITIO | CL A | 57682V106 | 3,864 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 53,219 | 40,800,000 | PRN | DFND | 40,800,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 10,724 | 7,650,000 | PRN | DFND | 7,650,000 | 0 | 0 | ||
MERITOR INC | NOTE 7.875% 3/0 | 59001KAC4 | 36,311 | 21,281,000 | PRN | DFND | 21,281,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 100,487 | 66,575,000 | PRN | DFND | 66,575,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 81,779 | 29,305,000 | PRN | DFND | 29,305,000 | 0 | 0 | ||
MOBILEYE N V AMSTELVEEN | ORD SHS | N51488117 | 175,982 | 2,802,260 | SH | DFND | 2,802,260 | 0 | 0 | ||
MODERN MEDIA ACQUISITION | *W EXP 05/17/202 | 60765P111 | 332 | 850,000 | SH | DFND | 850,000 | 0 | 0 | ||
MODERN MEDIA ACQUISITION | COM | 60765P103 | 14,167 | 1,450,000 | SH | DFND | 1,450,000 | 0 | 0 | ||
MODERN MEDIA ACQUISITION | RIGHT 99/99/9999 | 60765P129 | 680 | 1,700,000 | SH | DFND | 1,700,000 | 0 | 0 | ||
MODUSLINK GLOBAL SOLUTIONS I | NOTE 5.250% 3/0 | 60786LAB3 | 854 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 46,485 | 36,299,000 | PRN | DFND | 36,299,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 151,392 | 86,325,000 | PRN | DFND | 86,325,000 | 0 | 0 | ||
MONEYGRAM INTL INC | COM NEW | 60935Y208 | 11,233 | 651,160 | SH | DFND | 651,160 | 0 | 0 | ||
MONSANTO CO NEW | COM | 61166W101 | 186,459 | 1,575,358 | SH | DFND | 1,575,358 | 0 | 0 | ||
MPLX LP | COM UNIT REP LTD | 55336V100 | 772 | 23,115 | SH | DFND | 23,115 | 0 | 0 | ||
MSG NETWORK INC | CL A | 553573106 | 28,103 | 1,251,805 | SH | DFND | 1,251,805 | 0 | 0 | ||
NATIONAL ENERGY SERVICES REU | *W EXP 05/05/202 | G6375R115 | 1,150 | 2,090,000 | SH | DFND | 2,090,000 | 0 | 0 | ||
NATIONAL ENERGY SERVICES REU | SHS | G6375R107 | 15,137 | 1,590,000 | SH | DFND | 1,590,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | 7,055 | 153,377 | SH | DFND | 153,377 | 0 | 0 | ||
NEUSTAR INC | CL A | 64126X201 | 39,778 | 1,192,744 | SH | DFND | 1,192,744 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 3,772 | 3,725,000 | PRN | DFND | 3,725,000 | 0 | 0 | ||
NEWS CORP NEW | CL A | 65249B109 | 3,569 | 260,487 | SH | DFND | 260,487 | 0 | 0 | ||
NICE LTD | SPONSORED ADR | 653656108 | 3,609 | 45,840 | SH | DFND | 45,840 | 0 | 0 | ||
NOBLE ENERGY INC | COM | 655044105 | 1,348 | 47,645 | SH | DFND | 47,645 | 0 | 0 | ||
NORD ANGLIA EDUCATION INC | SHS | G6583A102 | 16,730 | 513,656 | SH | DFND | 513,656 | 0 | 0 | ||
NOVADAQ TECHNOLOGIES INC | COM | 66987G102 | 7,340 | 626,264 | SH | DFND | 626,264 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 501,074 | 119,892,000 | PRN | DFND | 119,892,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 3,161 | 181,559 | SH | DFND | 181,559 | 0 | 0 | ||
NUSTAR ENERGY LP | UNIT COM | 67058H102 | 720 | 15,439 | SH | DFND | 15,439 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 211,928 | 1,936,300 | SH | DFND | 1,936,300 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 20,717 | 17,300,000 | PRN | DFND | 17,300,000 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 17,893 | 18,200,000 | PRN | DFND | 18,200,000 | 0 | 0 | ||
ONEOK PARTNERS LP | UNIT LTD PARTN | 68268N103 | 876 | 17,157 | SH | DFND | 17,157 | 0 | 0 | ||
ORIGO ACQUISITION CORP | RIGHT 09/12/2017 | G67789134 | 77 | 325,500 | SH | DFND | 325,500 | 0 | 0 | ||
ORIGO ACQUISITION CORP | SHS | G67789126 | 3,385 | 325,500 | SH | DFND | 325,500 | 0 | 0 | ||
PACIFIC CONTINENTAL CORP | COM | 69412V108 | 24,073 | 942,191 | SH | DFND | 942,191 | 0 | 0 | ||
PACIFIC PREMIER BANCORP | COM | 69478X105 | 1,384 | 37,511 | SH | DFND | 37,511 | 0 | 0 | ||
PACIFIC SPL ACQUISITION CORP | RIGHT 03/15/2017 | G68588113 | 220 | 373,500 | SH | DFND | 373,500 | 0 | 0 | ||
PACIFIC SPL ACQUISITION CORP | SHS | G68588105 | 3,735 | 373,500 | SH | DFND | 373,500 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 21,241 | 22,300,000 | PRN | DFND | 22,300,000 | 0 | 0 | ||
PANERA BREAD CO | CL A | 69840W108 | 114,846 | 365,009 | SH | DFND | 365,009 | 0 | 0 | ||
PAREXEL INTL CORP | COM | 699462107 | 109,948 | 1,265,075 | SH | DFND | 1,265,075 | 0 | 0 | ||
PARK HOTELS RESORTS INC | COM | 700517105 | 17,507 | 649,362 | SH | DFND | 649,362 | 0 | 0 | ||
PARK STERLING CORP | COM | 70086Y105 | 4,563 | 384,054 | SH | DFND | 384,054 | 0 | 0 | ||
PARKWAY INC | COM | 70156Q107 | 11,228 | 490,522 | SH | DFND | 490,522 | 0 | 0 | ||
PATHEON N V | SHS | N6865W105 | 46,539 | 1,334,274 | SH | DFND | 1,334,274 | 0 | 0 | ||
PATTERN ENERGY GROUP INC | NOTE 4.000% 7/1 | 70338PAB6 | 18,664 | 17,639,000 | PRN | DFND | 17,639,000 | 0 | 0 | ||
PATTERSON UTI ENERGY INC | COM | 703481101 | 1,519 | 75,242 | SH | DFND | 75,242 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 4,525 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
PHILLIPS 66 PARTNERS LP | COM UNIT REP INT | 718549207 | 417 | 8,445 | SH | DFND | 8,445 | 0 | 0 | ||
PJT PARTNERS INC | COM CL A | 69343T107 | 383 | 9,524 | SH | DFND | 9,524 | 0 | 0 | ||
PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 467 | 17,770 | SH | DFND | 17,770 | 0 | 0 | ||
PRICELINE GRP INC | COM NEW | 741503403 | 2,430 | 1,299 | SH | DFND | 1,299 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 168,331 | 85,150,000 | PRN | DFND | 85,150,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 18,794 | 18,700,000 | PRN | DFND | 18,700,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.950% 7/1 | 74348TAR3 | 15,019 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | ||
QUALITY CARE PPTYS INC | COM | 747545101 | 23,939 | 1,307,407 | SH | DFND | 1,307,407 | 0 | 0 | ||
QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 1,114 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
QUINPARIO ACQUISITION CORP 2 | *W EXP 01/01/202 | 74874U119 | 1,048 | 2,758,510 | SH | DFND | 2,758,510 | 0 | 0 | ||
QUORUM HEALTH CORP | COM | 74909E106 | 198 | 47,681 | SH | DFND | 47,681 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 3,883 | 3,575,000 | PRN | DFND | 3,575,000 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 742 | 675,000 | PRN | DFND | 675,000 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 6.000%12/0 | 76120WAA2 | 279 | 275,000 | PRN | DFND | 275,000 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 8.000% 1/1 | 76120WAB0 | 1,554 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
REYNOLDS AMERICAN INC | COM | 761713106 | 157,507 | 2,421,694 | SH | DFND | 2,421,694 | 0 | 0 | ||
RICE ENERGY INC | COM | 762760106 | 140,605 | 5,279,933 | SH | DFND | 5,279,933 | 0 | 0 | ||
RICE MIDSTREAM PARTNERS LP | UNIT LTD PARTN | 762819100 | 498 | 24,968 | SH | DFND | 24,968 | 0 | 0 | ||
RMR REAL ESTATE INCOME FUND | COM | 76970B101 | 227 | 10,378 | SH | DFND | 10,378 | 0 | 0 | ||
ROCKWELL COLLINS INC | COM | 774341101 | 906 | 8,622 | SH | DFND | 8,622 | 0 | 0 | ||
ROSEHILL RES INC | *W EXP 09/16/202 | 777385113 | 534 | 489,600 | SH | DFND | 489,600 | 0 | 0 | ||
SABAN CAP ACQUISITION CORP | *W EXP 09/21/202 | 78516C114 | 53 | 42,000 | SH | DFND | 42,000 | 0 | 0 | ||
SABAN CAP ACQUISITION CORP | COM CL A | 78516C106 | 840 | 84,000 | SH | DFND | 84,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 20,251 | 20,150,000 | PRN | DFND | 20,150,000 | 0 | 0 | ||
SEACOR MARINE HLDGS INC | COM | 78413P101 | 862 | 42,320 | SH | DFND | 42,320 | 0 | 0 | ||
SEMGROUP CORP | CL A | 81663A105 | 433 | 16,033 | SH | DFND | 16,033 | 0 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 14,669 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
SHELL MIDSTREAM PARTNERS L P | UNIT LTD INT | 822634101 | 297 | 9,809 | SH | DFND | 9,809 | 0 | 0 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 23,124 | 24,025,000 | PRN | DFND | 24,025,000 | 0 | 0 | ||
SILVER RUN ACQUISITION | *W EXP 03/28/202 | 82812A111 | 597 | 333,333 | SH | DFND | 333,333 | 0 | 0 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 25,089 | 25,650,000 | PRN | DFND | 25,650,000 | 0 | 0 | ||
SIRIUS XM HLDGS INC | COM | 82968B103 | 366 | 66,942 | SH | DFND | 66,942 | 0 | 0 | ||
SOUTHWEST BANCORP INC OKLA | COM | 844767103 | 7,485 | 292,963 | SH | DFND | 292,963 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 5,642 | 379,300 | SH | DFND | 379,300 | 0 | 0 | ||
SPECTRA ENERGY PARTNERS LP | COM | 84756N109 | 490 | 11,414 | SH | DFND | 11,414 | 0 | 0 | ||
SPECTRANETICS CORP | COM | 84760C107 | 44,215 | 1,151,431 | SH | DFND | 1,151,431 | 0 | 0 | ||
SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 5,188 | 3,825,000 | PRN | DFND | 3,825,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 33,497 | 33,750,000 | PRN | DFND | 33,750,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 13,449 | 13,525,000 | PRN | DFND | 13,525,000 | 0 | 0 | ||
SPX CORP | COM | 784635104 | 240 | 9,552 | SH | DFND | 9,552 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 7,332 | 312,534 | SH | DFND | 312,534 | 0 | 0 | ||
STANDARD PAC CORP NEW | NOTE 1.250% 8/0 | 85375CBC4 | 26,367 | 26,236,000 | PRN | DFND | 26,236,000 | 0 | 0 | ||
STAPLES INC | COM | 855030102 | 63,079 | 6,264,011 | SH | DFND | 6,264,011 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 38,917 | 34,175,000 | PRN | DFND | 34,175,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 20,363 | 20,000,000 | PRN | DFND | 20,000,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 10,268 | 9,415,000 | PRN | DFND | 9,415,000 | 0 | 0 | ||
STELLAR ACQUISITION III INC | COM | Y8172W107 | 3,006 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
STONEGATE BK FT LAUDERDALE F | COM | 861811107 | 29,289 | 634,233 | SH | DFND | 634,233 | 0 | 0 | ||
STRAIGHT PATH COMMUNICATNS I | CL B | 862578101 | 39,956 | 222,413 | SH | DFND | 222,413 | 0 | 0 | ||
SUCAMPO PHARMACEUTICALS INC | DBCV 3.250%12/1 | 864909AA4 | 34,295 | 34,950,000 | PRN | DFND | 34,950,000 | 0 | 0 | ||
SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142102 | 703 | 31,028 | SH | DFND | 31,028 | 0 | 0 | ||
SUNPOWER CORP | DBCV 0.750% 6/0 | 867652AG4 | 13,872 | 14,450,000 | PRN | DFND | 14,450,000 | 0 | 0 | ||
SWIFT TRANSN CO | CL A | 87074U101 | 57,360 | 2,164,544 | SH | DFND | 2,164,544 | 0 | 0 | ||
SYNERON MEDICAL LTD | ORD SHS | M87245102 | 16,196 | 1,479,055 | SH | DFND | 1,479,055 | 0 | 0 | ||
T MOBILE US INC | CONV PFD SER A | 872590203 | 45,387 | 459,525 | SH | DFND | 459,525 | 0 | 0 | ||
TALLGRASS ENERGY PARTNERS LP | COM UNIT | 874697105 | 569 | 11,360 | SH | DFND | 11,360 | 0 | 0 | ||
TARGA RES CORP | COM | 87612G101 | 981 | 21,713 | SH | DFND | 21,713 | 0 | 0 | ||
TC PIPELINES LP | UT COM LTD PRT | 87233Q108 | 549 | 9,975 | SH | DFND | 9,975 | 0 | 0 | ||
TECNOGLASS INC | SHS | G87264100 | 282 | 30,211 | SH | DFND | 30,211 | 0 | 0 | ||
TEEKAY LNG PARTNERS L P | PRTNRSP UNITS | Y8564M105 | 315 | 20,519 | SH | DFND | 20,519 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 16,618 | 45,955 | SH | DFND | 45,955 | 0 | 0 | ||
TESLA INC | NOTE 1.500% 6/0 | 88160RAA9 | 80,774 | 27,650,000 | PRN | DFND | 27,650,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 38,203 | 30,350,000 | PRN | DFND | 30,350,000 | 0 | 0 | ||
TESORO CORP | COM | 881609101 | 2,230 | 23,824 | SH | DFND | 23,824 | 0 | 0 | ||
TESORO LOGISTICS LP | COM UNIT LP | 88160T107 | 483 | 9,350 | SH | DFND | 9,350 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 28,525 | 31,218,000 | PRN | DFND | 31,218,000 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 204,399 | 2,035,648 | SH | DFND | 2,035,648 | 0 | 0 | ||
TOPBUILD CORP | COM | 89055F103 | 23,317 | 439,358 | SH | DFND | 439,358 | 0 | 0 | ||
TPG PACE ENERGY HLDGS CORP | UNIT 99/99/9999 | 872656202 | 5,220 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
TPG PACE HLDGS CORP | UNIT 99/99/9999 | G89827102 | 2,052 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
TRANSMONTAIGNE PARTNERS L P | COM UNIT L P | 89376V100 | 849 | 20,221 | SH | DFND | 20,221 | 0 | 0 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 37,052 | 29,450,000 | PRN | DFND | 29,450,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 49,820 | 26,500,000 | PRN | DFND | 26,500,000 | 0 | 0 | ||
TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 126,200 | 1,845,025 | SH | DFND | 1,845,025 | 0 | 0 | ||
UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 23,457 | 15,325,000 | PRN | DFND | 15,325,000 | 0 | 0 | ||
UNITED BANKSHARES INC WEST V | COM | 909907107 | 422 | 10,772 | SH | DFND | 10,772 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 379 | 2,042 | SH | DFND | 2,042 | 0 | 0 | ||
VALERO ENERGY PARTNERS LP | COM UNT REP LP | 91914J102 | 471 | 10,321 | SH | DFND | 10,321 | 0 | 0 | ||
VALLEY NATL BANCORP | *W EXP 11/14/201 | 919794131 | 30 | 116,185 | SH | DFND | 116,185 | 0 | 0 | ||
VANTAGE ENERGY ACQUISITION | *W EXP 04/12/202 | 92211L113 | 625 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
VANTAGE ENERGY ACQUISITION | COM CL A | 92211L105 | 1,950 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
VAREX IMAGING CORP | COM | 92214X106 | 24,262 | 717,803 | SH | DFND | 717,803 | 0 | 0 | ||
VCA INC | COM | 918194101 | 162,506 | 1,760,438 | SH | DFND | 1,760,438 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 26,096 | 17,775,000 | PRN | DFND | 17,775,000 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 371,758 | 136,300,000 | PRN | DFND | 136,300,000 | 0 | 0 | ||
VERSUM MATLS INC | COM | 92532W103 | 30,342 | 933,595 | SH | DFND | 933,595 | 0 | 0 | ||
VIRTUS INVT PARTNERS INC | PFD CV SER D | 92828Q208 | 1,803 | 17,975 | SH | DFND | 17,975 | 0 | 0 | ||
VITAMIN SHOPPE INC | NOTE 2.250%12/0 | 92849EAB7 | 793 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
VWR CORP | COM | 91843L103 | 35,426 | 1,073,195 | SH | DFND | 1,073,195 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 97,355 | 95,975,000 | PRN | DFND | 95,975,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 37,982 | 36,675,000 | PRN | DFND | 36,675,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 2.625% 6/1 | 94770VAM4 | 17,216 | 17,500,000 | PRN | DFND | 17,500,000 | 0 | 0 | ||
WELBILT INC | COM | 949090104 | 314 | 16,639 | SH | DFND | 16,639 | 0 | 0 | ||
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 46,352 | 697,025 | SH | DFND | 697,025 | 0 | 0 | ||
WEST CORP | COM | 952355204 | 52,212 | 2,238,946 | SH | DFND | 2,238,946 | 0 | 0 | ||
WESTAR ENERGY INC | COM | 95709T100 | 181,773 | 3,428,377 | SH | DFND | 3,428,377 | 0 | 0 | ||
WESTERN GAS PARTNERS LP | COM UNIT LP IN | 958254104 | 634 | 11,341 | SH | DFND | 11,341 | 0 | 0 | ||
WGL HLDGS INC | COM | 92924F106 | 64,160 | 769,030 | SH | DFND | 769,030 | 0 | 0 | ||
WHOLE FOODS MKT INC | COM | 966837106 | 53,962 | 1,281,445 | SH | DFND | 1,281,445 | 0 | 0 | ||
WILLIAMS PARTNERS L P NEW | COM UNIT LTD PAR | 96949L105 | 780 | 19,436 | SH | DFND | 19,436 | 0 | 0 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 23,560 | 19,000,000 | PRN | DFND | 19,000,000 | 0 | 0 | ||
XACTLY CORP | COM | 98386L101 | 5,712 | 364,956 | SH | DFND | 364,956 | 0 | 0 | ||
XCERRA CORP | COM | 98400J108 | 26,633 | 2,725,971 | SH | DFND | 2,725,971 | 0 | 0 | ||
YUM CHINA HLDGS INC | COM | 98850P109 | 38,836 | 984,946 | SH | DFND | 984,946 | 0 | 0 |