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 | NOTE 3.500% 2/0 | 004397AF2 | 1,503 | 1,475,000 | PRN | DFND | 1,475,000 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 24,162 | 26,625,000 | PRN | DFND | 26,625,000 | 0 | 0 | ||
ADIENT PLC | ORD SHS | G0084W101 | 29,465 | 350,811 | SH | DFND | 350,811 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 103,498 | 58,350,000 | PRN | DFND | 58,350,000 | 0 | 0 | ||
ADVANSIX INC | COM | 00773T101 | 517 | 13,011 | SH | DFND | 13,011 | 0 | 0 | ||
ADVISORY BRD CO | COM | 00762W107 | 24,596 | 458,665 | SH | DFND | 458,665 | 0 | 0 | ||
AGRIUM INC | COM | 008916108 | 6,812 | 63,535 | SH | DFND | 63,535 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 34,227 | 35,150,000 | PRN | DFND | 35,150,000 | 0 | 0 | ||
AKORN INC | COM | 009728106 | 109,380 | 3,295,577 | SH | DFND | 3,295,577 | 0 | 0 | ||
ALCOA CORP | COM | 013872106 | 18,830 | 403,897 | SH | DFND | 403,897 | 0 | 0 | ||
ALERE INC | COM | 01449J105 | 108,673 | 2,131,268 | SH | DFND | 2,131,268 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 62,298 | 33,950,000 | PRN | DFND | 33,950,000 | 0 | 0 | ||
ALLERGAN PLC | PFD CONV SER A | G0177J116 | 43,819 | 59,750 | SH | DFND | 59,750 | 0 | 0 | ||
ALLIANCE CALIF MUN INCOME FD | COM | 018546101 | 193 | 13,965 | SH | DFND | 13,965 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 32,141 | 30,250,000 | PRN | DFND | 30,250,000 | 0 | 0 | ||
ALTABA INC | COM | 021346101 | 312,818 | 4,722,497 | SH | DFND | 4,722,497 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 30,786 | 31,575,000 | PRN | DFND | 31,575,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 4,030 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
AMERIGAS PARTNERS L P | UNIT L P INT | 030975106 | 574 | 12,764 | SH | DFND | 12,764 | 0 | 0 | ||
AMTRUST FINL SVCS INC | NOTE 2.750%12/1 | 032359AG6 | 9,916 | 13,400,000 | PRN | DFND | 13,400,000 | 0 | 0 | ||
AMYRIS INC | COM NEW | 03236M200 | 207 | 64,745 | SH | DFND | 64,745 | 0 | 0 | ||
AMYRIS INC | NOTE 9.500% 4/1 | 03236MAF8 | 6,997 | 9,626,000 | PRN | DFND | 9,626,000 | 0 | 0 | ||
ANDEAVOR LOGISTICS LP | COM UNIT LP INT | 03350F106 | 578 | 11,550 | SH | DFND | 11,550 | 0 | 0 | ||
ANTERO MIDSTREAM GP LP | COM SHS REPSTG | 03675Y103 | 618 | 30,200 | SH | DFND | 30,200 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 140,735 | 54,129,000 | PRN | DFND | 54,129,000 | 0 | 0 | ||
ANTHEM INC | UNIT 05/01/20188 | 036752202 | 100,877 | 1,920,000 | SH | DFND | 1,920,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 15,291 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 24,561 | 22,650,000 | PRN | DFND | 22,650,000 | 0 | 0 | ||
APTEVO THERAPEUTICS INC | COM | 03835L108 | 303 | 132,502 | SH | DFND | 132,502 | 0 | 0 | ||
ARMSTRONG FLOORING INC | COM | 04238R106 | 220 | 13,995 | SH | DFND | 13,995 | 0 | 0 | ||
ASTORIA FINL CORP | COM | 046265104 | 34,823 | 1,619,668 | SH | DFND | 1,619,668 | 0 | 0 | ||
ATLANTICUS HLDGS CORP | COM | 04914Y102 | 444 | 191,430 | SH | DFND | 191,430 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 36,476 | 28,525,000 | PRN | DFND | 28,525,000 | 0 | 0 | ||
ATWOOD OCEANICS INC | COM | 050095108 | 37,356 | 3,978,237 | SH | DFND | 3,978,237 | 0 | 0 | ||
AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 452 | 600,000 | PRN | DFND | 600,000 | 0 | 0 | ||
AVISTA CORP | COM | 05379B107 | 111,015 | 2,144,385 | SH | DFND | 2,144,385 | 0 | 0 | ||
AVISTA HEALTHCARE PUB ACQ CO | *W EXP 99/99/999 | G0726L117 | 400 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
AVISTA HEALTHCARE PUB ACQ CO | CL A | G0726L125 | 2,000 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
BANKRATE INC DEL | COM | 06647F102 | 47,061 | 3,373,518 | SH | DFND | 3,373,518 | 0 | 0 | ||
BARD C R INC | COM | 067383109 | 169,222 | 527,993 | SH | DFND | 527,993 | 0 | 0 | ||
BARINGTON HILCO ACQUISITION | *W EXP 02/11/201 | 06759V127 | 49 | 487,260 | SH | DFND | 487,260 | 0 | 0 | ||
BARINGTON HILCO ACQUISITION | RIGHT 02/13/2017 | 06759V119 | 122 | 487,260 | SH | DFND | 487,260 | 0 | 0 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 11,765 | 213,125 | SH | DFND | 213,125 | 0 | 0 | ||
BIOVERATIV INC | COM | 09075E100 | 26,713 | 468,072 | SH | DFND | 468,072 | 0 | 0 | ||
BISON CAP ACQUISITION CORP | ORD SHS | G1142P104 | 1,481 | 150,000 | SH | DFND | 150,000 | 0 | 0 | ||
BISON CAP ACQUISITION CORP | RIGHT 03/20/2019 | G1142P138 | 45 | 150,000 | SH | DFND | 150,000 | 0 | 0 | ||
BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 21,173 | 281,523 | SH | DFND | 281,523 | 0 | 0 | ||
BLACKHAWK NETWORK HLDGS INC | COM | 09238E104 | 8,187 | 186,927 | SH | DFND | 186,927 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 17,697 | 17,500,000 | PRN | DFND | 17,500,000 | 0 | 0 | ||
BOARDWALK PIPELINE PARTNERS | UT LTD PARTNER | 096627104 | 548 | 37,302 | SH | DFND | 37,302 | 0 | 0 | ||
BOB EVANS FARMS INC | COM | 096761101 | 4,988 | 64,357 | SH | DFND | 64,357 | 0 | 0 | ||
BORQS TECHNOLOGIES INC | SHS | G1466B103 | 133 | 23,130 | SH | DFND | 23,130 | 0 | 0 | ||
BOULEVARD ACQUISITION | *W EXP 09/25/202 | 10157Q110 | 1,178 | 1,323,740 | SH | DFND | 1,323,740 | 0 | 0 | ||
BRIGHTHOUSE FINL INC | COM | 10922N103 | 26,702 | 439,181 | SH | DFND | 439,181 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | COM NEW | 111621306 | 188,652 | 15,786,776 | SH | DFND | 15,786,776 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 10,031 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463AA2 | 4,644 | 4,650,000 | PRN | DFND | 4,650,000 | 0 | 0 | ||
BUCKEYE PARTNERS L P | UNIT LTD PARTN | 118230101 | 564 | 9,887 | SH | DFND | 9,887 | 0 | 0 | ||
CALGON CARBON CORP | COM | 129603106 | 29,960 | 1,400,000 | SH | DFND | 1,400,000 | 0 | 0 | ||
CALPINE CORP | COM NEW | 131347304 | 115,750 | 7,847,445 | SH | DFND | 7,847,445 | 0 | 0 | ||
CAPITAL BK FINL CORP | CL A COM | 139794101 | 71,393 | 1,739,172 | SH | DFND | 1,739,172 | 0 | 0 | ||
CAPITOL INVT CORP IV | UNIT 99/99/9999 | G18920119 | 5,060 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
CARS COM INC | COM | 14575E105 | 17,100 | 642,609 | SH | DFND | 642,609 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 11,113 | 9,700,000 | PRN | DFND | 9,700,000 | 0 | 0 | ||
CENTRAL SECS CORP | COM | 155123102 | 302 | 11,677 | SH | DFND | 11,677 | 0 | 0 | ||
CF CORP | *W EXP 05/25/202 | G20307115 | 633 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
CHENIERE ENERGY PARTNERS LP | COM UNIT | 16411Q101 | 576 | 19,985 | SH | DFND | 19,985 | 0 | 0 | ||
CIENA CORP | NOTE 3.750%10/1 | 171779AJ0 | 44,845 | 37,005,000 | PRN | DFND | 37,005,000 | 0 | 0 | ||
COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 36,998 | 36,700,000 | PRN | DFND | 36,700,000 | 0 | 0 | ||
COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 108 | 9,282,097 | SH | DFND | 9,282,097 | 0 | 0 | ||
COMPUCREDIT HLDGS CORP | NOTE 5.875%11/3 | 20478NAD2 | 2,413 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
CONDUENT INC | COM | 206787103 | 26,515 | 1,692,094 | SH | DFND | 1,692,094 | 0 | 0 | ||
CONE MIDSTREAM PARTNERS LP | COM UNIT REPST | 206812109 | 526 | 33,200 | SH | DFND | 33,200 | 0 | 0 | ||
CONSTELLATION ALPHA CAP CORP | RIGHT 99/99/9999 | G2379F132 | 224 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
CONSTELLATION ALPHA CAP CORP | SHS | G2379F108 | 6,797 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
CONVERGYS CORP | SDCV 5.750% 9/1 | 212485AE6 | 11,240 | 4,725,000 | PRN | DFND | 4,725,000 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 1,746 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
COWEN INC | NOTE 3.000% 3/1 | 223622AB7 | 4,481 | 4,250,000 | PRN | DFND | 4,250,000 | 0 | 0 | ||
CRESTWOOD EQUITY PARTNERS LP | UNIT LTD PARTNER | 226344208 | 682 | 27,936 | SH | DFND | 27,936 | 0 | 0 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 22,114 | 20,595,000 | PRN | DFND | 20,595,000 | 0 | 0 | ||
CU BANCORP CALIF | COM | 126534106 | 34,222 | 882,569 | SH | DFND | 882,569 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 17,038 | 13,025,000 | PRN | DFND | 13,025,000 | 0 | 0 | ||
DASEKE INC | *W EXP 02/27/202 | 23753F115 | 624 | 378,003 | SH | DFND | 378,003 | 0 | 0 | ||
DCP MIDSTREAM LP | COM UT LTD PTN | 23311P100 | 715 | 20,646 | SH | DFND | 20,646 | 0 | 0 | ||
DELTA TECHNOLOGY HLDGS LTD | *W EXP 12/18/201 | G8477B113 | 33 | 866,998 | SH | DFND | 866,998 | 0 | 0 | ||
DIGITAL RLTY TR INC | COM | 253868103 | 2,251 | 19,024 | SH | DFND | 19,024 | 0 | 0 | ||
DIGITALGLOBE INC | COM NEW | 25389M877 | 72,264 | 2,050,045 | SH | DFND | 2,050,045 | 0 | 0 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 103,947 | 92,500,000 | PRN | DFND | 92,500,000 | 0 | 0 | ||
DOMINION DIAMOND CORP | COM | 257287102 | 54,187 | 3,821,353 | SH | DFND | 3,821,353 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 15,477 | 303,475 | SH | DFND | 303,475 | 0 | 0 | ||
DONNELLEY FINL SOLUTIONS INC | COM | 25787G100 | 274 | 12,726 | SH | DFND | 12,726 | 0 | 0 | ||
DOUBLE EAGLE ACQUISITION COR | *W EXP 09/16/202 | G28195116 | 1,206 | 1,747,500 | SH | DFND | 1,747,500 | 0 | 0 | ||
DRAPER OAKWOOD TECHNOLOGY | UNIT 09/30/2024 | 26146L202 | 1,527 | 150,000 | SH | DFND | 150,000 | 0 | 0 | ||
EASTERLY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 487 | 573,250 | SH | DFND | 573,250 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 11,844 | 12,250,000 | PRN | DFND | 12,250,000 | 0 | 0 | ||
ELECTRUM SPL ACQUISITION COR | *W EXP 99/99/999 | G3105C112 | 317 | 990,000 | SH | DFND | 990,000 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089QAB1 | 41,959 | 29,100,000 | PRN | DFND | 29,100,000 | 0 | 0 | ||
ENABLE MIDSTREAM PARTNERS LP | COM UNIT RP IN | 292480100 | 680 | 42,553 | SH | DFND | 42,553 | 0 | 0 | ||
ENBRIDGE ENERGY PARTNERS L P | COM | 29250R106 | 621 | 38,865 | SH | DFND | 38,865 | 0 | 0 | ||
ENERGY TRANSFER PARTNERS LP | UNIT LTD PRT INT | 29278N103 | 953 | 52,083 | SH | DFND | 52,083 | 0 | 0 | ||
ENLINK MIDSTREAM PARTNERS LP | COM UNIT REP LTD | 29336U107 | 644 | 38,409 | SH | DFND | 38,409 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 724 | 27,760 | SH | DFND | 27,760 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 56,099 | 41,325,000 | PRN | DFND | 41,325,000 | 0 | 0 | ||
EXPEDIA INC DEL | COM NEW | 30212P303 | 3,184 | 22,119 | SH | DFND | 22,119 | 0 | 0 | ||
EZCORP INC | NOTE 2.625% 6/1 | 302301AB2 | 23,610 | 24,000,000 | PRN | DFND | 24,000,000 | 0 | 0 | ||
FEDERAL STR ACQUISITION CORP | *W EXP 07/24/202 | 31421V115 | 413 | 375,000 | SH | DFND | 375,000 | 0 | 0 | ||
FEDERAL STR ACQUISITION CORP | CL A | 31421V107 | 7,313 | 750,000 | SH | DFND | 750,000 | 0 | 0 | ||
FERRARI N V | COM | N3167Y103 | 33,308 | 301,487 | SH | DFND | 301,487 | 0 | 0 | ||
FIDELITY & GTY LIFE | COM | 315785105 | 11,107 | 357,700 | SH | DFND | 357,700 | 0 | 0 | ||
FINTECH ACQUISITION CORP II | *W EXP 01/19/202 | 31810G117 | 910 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
FINTECH ACQUISITION CORP II | COM | 31810G109 | 2,050 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
FIRST POTOMAC RLTY TR | COM | 33610F109 | 11,161 | 1,001,892 | SH | DFND | 1,001,892 | 0 | 0 | ||
FORESTAR GROUP INC | COM | 346233109 | 28,147 | 1,636,462 | SH | DFND | 1,636,462 | 0 | 0 | ||
FORTIVE CORP | COM | 34959J108 | 54,201 | 765,660 | SH | DFND | 765,660 | 0 | 0 | ||
FORUM MERGER CORP | *W EXP 06/01/202 | 34985B111 | 263 | 750,000 | SH | DFND | 750,000 | 0 | 0 | ||
FORUM MERGER CORP | COM CL A | 34985B103 | 6,638 | 683,600 | SH | DFND | 683,600 | 0 | 0 | ||
FORUM MERGER CORP | RIGHT 06/01/2019 | 34985B129 | 582 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
GCP APPLIED TECHNOLOGIES INC | COM | 36164Y101 | 18,606 | 606,071 | SH | DFND | 606,071 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 30,650 | 34,390,000 | PRN | DFND | 34,390,000 | 0 | 0 | ||
GENERAL COMMUNICATION INC | CL A | 369385109 | 10,766 | 263,937 | SH | DFND | 263,937 | 0 | 0 | ||
GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 579 | 21,965 | SH | DFND | 21,965 | 0 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 30,016 | 7,796,296 | SH | DFND | 7,796,296 | 0 | 0 | ||
GLOBAL PARTNER ACQUISITION C | *W EXP 07/01/202 | 37954X113 | 607 | 768,000 | SH | DFND | 768,000 | 0 | 0 | ||
GORES HLDGS II INC | *W EXP 03/06/202 | 382867117 | 203 | 133,333 | SH | DFND | 133,333 | 0 | 0 | ||
GP INVTS ACQUISITION COR | *W EXP 05/19/202 | G40357108 | 424 | 943,380 | SH | DFND | 943,380 | 0 | 0 | ||
GREEN PLAINS INC | NOTE 4.125% 9/0 | 393222AF1 | 1,809 | 1,750,000 | PRN | DFND | 1,750,000 | 0 | 0 | ||
HANNON ARMSTRONG SUST INFR C | NOTE 4.125% 9/0 | 41068XAB6 | 2,594 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 894 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 4,731 | 2,250,000 | PRN | DFND | 2,250,000 | 0 | 0 | ||
HENNESSY CAP ACQUSTON CORP I | *W EXP 06/15/202 | 42588L113 | 274 | 375,000 | SH | DFND | 375,000 | 0 | 0 | ||
HENNESSY CAP ACQUSTON CORP I | COM | 42588L105 | 4,930 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
HERC HLDGS INC | COM | 42704L104 | 383 | 7,787 | SH | DFND | 7,787 | 0 | 0 | ||
HESS MIDSTREAM PARTNERS LP | UNIT LTD PR INT | 428104103 | 615 | 28,000 | SH | DFND | 28,000 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 40,049 | 2,722,558 | SH | DFND | 2,722,558 | 0 | 0 | ||
HILTON GRAND VACATIONS INC | COM | 43283X105 | 20,694 | 535,696 | SH | DFND | 535,696 | 0 | 0 | ||
HOLLY ENERGY PARTNERS L P | COM UT LTD PTN | 435763107 | 601 | 18,004 | SH | DFND | 18,004 | 0 | 0 | ||
HOLOGIC INC | FRNT 12/1 | 436440AG6 | 4,865 | 4,025,000 | PRN | DFND | 4,025,000 | 0 | 0 | ||
HOME BANCSHARES INC | COM | 436893200 | 293 | 11,629 | SH | DFND | 11,629 | 0 | 0 | ||
HSN INC | COM | 404303109 | 45,314 | 1,160,421 | SH | DFND | 1,160,421 | 0 | 0 | ||
HUNTER MARITIME ACQUISITION | *W EXP 99/99/999 | Y37828129 | 310 | 470,000 | SH | DFND | 470,000 | 0 | 0 | ||
HUNTSMAN CORP | COM | 447011107 | 230,586 | 8,409,395 | SH | DFND | 8,409,395 | 0 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 22,458 | 23,955,000 | PRN | DFND | 23,955,000 | 0 | 0 | ||
I AM CAP ACQUISITION CO | UNIT 08/15/2022 | 45074Q207 | 2,304 | 225,000 | SH | DFND | 225,000 | 0 | 0 | ||
INDUSTREA ACQUISITION CORP | *W EXP 08/01/202 | 45579J112 | 200 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
INDUSTREA ACQUISITION CORP | CL A | 45579J104 | 4,870 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667GAB9 | 1,027 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 26,100 | 417,796 | SH | DFND | 417,796 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 7,960 | 6,475,000 | PRN | DFND | 6,475,000 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 149,359 | 81,201,000 | PRN | DFND | 81,201,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 17,625 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 4,795 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
INVESCO VALUE MUN INCOME TR | COM | 46132P108 | 454 | 30,342 | SH | DFND | 30,342 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 47,220 | 44,600,000 | PRN | DFND | 44,600,000 | 0 | 0 | ||
IXYS CORP | COM | 46600W106 | 11,312 | 477,295 | SH | DFND | 477,295 | 0 | 0 | ||
JASON INDS INC | *W EXP 06/30/201 | 471172114 | 90 | 1,933,070 | SH | DFND | 1,933,070 | 0 | 0 | ||
JBG SMITH PPTYS | COM | 46590V100 | 29,214 | 853,956 | SH | DFND | 853,956 | 0 | 0 | ||
JENSYN ACQUISITION CORP | *W EXP 03/07/202 | 47632B110 | 42 | 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 | 63 | 174,000 | SH | DFND | 174,000 | 0 | 0 | ||
KAYNE ANDERSON ACQUISITION | *W EXP 06/30/202 | 48661U110 | 223 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
KAYNE ANDERSON ACQUISITION | COM CL A | 48661U102 | 3,397 | 348,364 | SH | DFND | 348,364 | 0 | 0 | ||
KBL MERGER CORP IV | *W EXP 01/15/202 | 48242A112 | 170 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
KBL MERGER CORP IV | COM | 48242A104 | 8,748 | 900,000 | SH | DFND | 900,000 | 0 | 0 | ||
KBL MERGER CORP IV | RIGHT 03/22/2019 | 48242A120 | 300 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
KITE PHARMA INC | COM | 49803L109 | 136,532 | 759,314 | SH | DFND | 759,314 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 10,577 | 9,350,000 | PRN | DFND | �� | 9,350,000 | 0 | 0 | |
LAMB WESTON HLDGS INC | COM | 513272104 | 36,945 | 787,914 | SH | DFND | 787,914 | 0 | 0 | ||
LANDCADIA HLDGS INC | *W EXP 06/01/202 | 51476W115 | 370 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
LATTICE SEMICONDUCTOR CORP | COM | 518415104 | 25,408 | 4,876,696 | SH | DFND | 4,876,696 | 0 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 140,866 | 2,643,391 | SH | DFND | 2,643,391 | 0 | 0 | ||
LSC COMMUNICATIONS INC | COM | 50218P107 | 179 | 10,871 | SH | DFND | 10,871 | 0 | 0 | ||
LUMOS NETWORKS CORP | COM | 550283105 | 8,591 | 479,425 | SH | DFND | 479,425 | 0 | 0 | ||
M I ACQUISITIONS INC | *W EXP 99/99/999 | 55304A112 | 88 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
M I ACQUISITIONS INC | COM | 55304A104 | 2,525 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
M III ACQUISITION CORP | *W EXP 10/10/202 | 55378T112 | 437 | 808,712 | SH | DFND | 808,712 | 0 | 0 | ||
M III ACQUISITION CORP | COM | 55378T104 | 3,035 | 308,712 | SH | DFND | 308,712 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 1,716 | 23,773 | SH | DFND | 23,773 | 0 | 0 | ||
MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 644 | 9,057 | SH | DFND | 9,057 | 0 | 0 | ||
MAINSOURCE FINANCIAL GP INC | COM | 56062Y102 | 2,252 | 62,805 | SH | DFND | 62,805 | 0 | 0 | ||
MANITOWOC INC | COM | 563571108 | 503 | 55,865 | SH | DFND | 55,865 | 0 | 0 | ||
MARTIN MIDSTREAM PRTNRS L P | UNIT L P INT | 573331105 | 586 | 37,694 | SH | DFND | 37,694 | 0 | 0 | ||
MATLIN & PARTNERS ACQUISITIO | *W EXP 05/28/202 | 57682V114 | 1,050 | 2,500,000 | SH | DFND | 2,500,000 | 0 | 0 | ||
MATLIN & PARTNERS ACQUISITIO | CL A | 57682V106 | 3,884 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
MAXWELL TECHNOLOGIES INC | COM | 577767106 | 484 | 94,300 | SH | DFND | 94,300 | 0 | 0 | ||
MICRO FOCUS INTERNATIONAL PL | SPON ADR NEW | 594837304 | 5,376 | 168,530 | SH | DFND | 168,530 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 153,869 | 87,925,000 | PRN | DFND | 87,925,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 104,784 | 29,305,000 | PRN | DFND | 29,305,000 | 0 | 0 | ||
MODERN MEDIA ACQUISITION | *W EXP 05/17/202 | 60765P111 | 459 | 850,000 | SH | DFND | 850,000 | 0 | 0 | ||
MODERN MEDIA ACQUISITION | COM | 60765P103 | 7,320 | 750,000 | SH | DFND | 750,000 | 0 | 0 | ||
MODERN MEDIA ACQUISITION | RIGHT 99/99/9999 | 60765P129 | 714 | 1,700,000 | SH | DFND | 1,700,000 | 0 | 0 | ||
MODUSLINK GLOBAL SOLUTIONS I | NOTE 5.250% 3/0 | 60786LAB3 | 871 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 45,646 | 36,299,000 | PRN | DFND | 36,299,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 151,236 | 87,325,000 | PRN | DFND | 87,325,000 | 0 | 0 | ||
MONEYGRAM INTL INC | COM NEW | 60935Y208 | 10,490 | 651,160 | SH | DFND | 651,160 | 0 | 0 | ||
MONSANTO CO NEW | COM | 61166W101 | 215,796 | 1,801,000 | SH | DFND | 1,801,000 | 0 | 0 | ||
MPLX LP | COM UNIT REP LTD | 55336V100 | 809 | 23,115 | SH | DFND | 23,115 | 0 | 0 | ||
MSG NETWORK INC | CL A | 553573106 | 24,841 | 1,171,724 | SH | DFND | 1,171,724 | 0 | 0 | ||
NATIONAL ENERGY SERVICES REU | *W EXP 05/05/202 | G6375R115 | 1,045 | 2,090,000 | SH | DFND | 2,090,000 | 0 | 0 | ||
NATIONAL ENERGY SERVICES REU | SHS | G6375R107 | 8,658 | 900,000 | SH | DFND | 900,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | 11,317 | 184,685 | SH | DFND | 184,685 | 0 | 0 | ||
NEURODERM LTD | ORD SHS | M74231107 | 53,327 | 1,370,876 | SH | DFND | 1,370,876 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 3,730 | 3,725,000 | PRN | DFND | 3,725,000 | 0 | 0 | ||
NEWS CORP NEW | CL A | 65249B109 | 3,454 | 260,487 | SH | DFND | 260,487 | 0 | 0 | ||
NEXTDECADE CORP | *W EXP 07/23/202 | 65342K113 | 1,019 | 1,095,541 | SH | DFND | 1,095,541 | 0 | 0 | ||
NICE LTD | SPONSORED ADR | 653656108 | 3,751 | 46,129 | SH | DFND | 46,129 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 659,256 | 119,892,000 | PRN | DFND | 119,892,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 2,208 | 140,451 | SH | DFND | 140,451 | 0 | 0 | ||
NUSTAR ENERGY LP | UNIT COM | 67058H102 | 627 | 15,439 | SH | DFND | 15,439 | 0 | 0 | ||
NUVEEN VIRGINIA QLTY MUNCPL | COM | 67064R102 | 175 | 13,300 | SH | DFND | 13,300 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 104,643 | 925,305 | SH | DFND | 925,305 | 0 | 0 | ||
NXSTAGE MEDICAL INC | COM | 67072V103 | 81,141 | 2,939,902 | SH | DFND | 2,939,902 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 21,279 | 19,500,000 | PRN | DFND | 19,500,000 | 0 | 0 | ||
ONEOK INC NEW | COM | 682680103 | 936 | 16,899 | SH | DFND | 16,899 | 0 | 0 | ||
ORBITAL ATK INC | COM | 68557N103 | 132,692 | 996,482 | SH | DFND | 996,482 | 0 | 0 | ||
ORIGO ACQUISITION CORP | *W EXP 12/17/202 | G67789118 | 92 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
ORIGO ACQUISITION CORP | RIGHT 03/12/2018 | G67789134 | 101 | 315,500 | SH | DFND | 315,500 | 0 | 0 | ||
ORIGO ACQUISITION CORP | SHS | G67789126 | 3,376 | 318,461 | SH | DFND | 318,461 | 0 | 0 | ||
OSPREY ENERGY ACQUISITION CO | *W EXP 07/21/202 | 688397116 | 410 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
OSPREY ENERGY ACQUISITION CO | CL A COM | 688397108 | 9,500 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
PACIFIC CONTINENTAL CORP | COM | 69412V108 | 25,392 | 942,191 | SH | DFND | 942,191 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 12,085 | 8,775,000 | PRN | DFND | 8,775,000 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 20,089 | 21,400,000 | PRN | DFND | 21,400,000 | 0 | 0 | ||
PAREXEL INTL CORP | COM | 699462107 | 114,668 | 1,301,861 | SH | DFND | 1,301,861 | 0 | 0 | ||
PARK HOTELS RESORTS INC | COM | 700517105 | 28,363 | 1,029,122 | SH | DFND | 1,029,122 | 0 | 0 | ||
PARK STERLING CORP | COM | 70086Y105 | 6,686 | 538,288 | SH | DFND | 538,288 | 0 | 0 | ||
PARKWAY INC | COM | 70156Q107 | 34,442 | 1,495,544 | SH | DFND | 1,495,544 | 0 | 0 | ||
PATTERN ENERGY GROUP INC | NOTE 4.000% 7/1 | 70338PAB6 | 22,246 | 21,314,000 | PRN | DFND | 21,314,000 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 5,444 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
PENSARE ACQUISITION CORP | *W EXP 07/27/202 | 70957E113 | 250 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
PENSARE ACQUISITION CORP | COM | 70957E105 | 9,670 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
PENSARE ACQUISITION CORP | RIGHT 99/99/9999 | 70957E121 | 400 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
PHARMERICA CORP | COM | 71714F104 | 10,255 | 350,000 | SH | DFND | 350,000 | 0 | 0 | ||
PHILLIPS 66 PARTNERS LP | COM UNIT REP INT | 718549207 | 623 | 11,845 | SH | DFND | 11,845 | 0 | 0 | ||
PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 582 | 27,451 | SH | DFND | 27,451 | 0 | 0 | ||
PRICELINE GRP INC | COM NEW | 741503403 | 2,259 | 1,234 | SH | DFND | 1,234 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 176,750 | 91,314,000 | PRN | DFND | 91,314,000 | 0 | 0 | ||
PROOFPOINT INC | COM | 743424103 | 1,884 | 21,600 | SH | DFND | 21,600 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346YAB9 | 5,419 | 5,300,000 | PRN | DFND | 5,300,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 18,658 | 18,450,000 | PRN | DFND | 18,450,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.950% 7/1 | 74348TAR3 | 14,944 | 14,925,000 | PRN | DFND | 14,925,000 | 0 | 0 | ||
QUALITY CARE PPTYS INC | COM | 747545101 | 23,841 | 1,538,131 | SH | DFND | 1,538,131 | 0 | 0 | ||
QUORUM HEALTH CORP | COM | 74909E106 | 247 | 47,681 | SH | DFND | 47,681 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 4,223 | 3,575,000 | PRN | DFND | 3,575,000 | 0 | 0 | ||
REALPAGE INC | COM | 75606N109 | 6,777 | 169,856 | SH | DFND | 169,856 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 14,981 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 726 | 675,000 | PRN | DFND | 675,000 | 0 | 0 | ||
RENT A CTR INC NEW | COM | 76009N100 | 5,285 | 460,357 | SH | DFND | 460,357 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 4.500% 8/1 | 76120WAC8 | 2,083 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
RICE ENERGY INC | COM | 762760106 | 184,131 | 6,362,496 | SH | DFND | 6,362,496 | 0 | 0 | ||
RICE MIDSTREAM PARTNERS LP | UNIT LTD PARTN | 762819100 | 579 | 27,668 | SH | DFND | 27,668 | 0 | 0 | ||
RICHMONT MINES INC | COM | 76547T106 | 13,804 | 1,479,763 | SH | DFND | 1,479,763 | 0 | 0 | ||
ROCKWELL COLLINS INC | COM | 774341101 | 211,559 | 1,618,539 | SH | DFND | 1,618,539 | 0 | 0 | ||
ROSEHILL RES INC | *W EXP 09/16/202 | 777385113 | 485 | 489,600 | SH | DFND | 489,600 | 0 | 0 | ||
SABAN CAP ACQUISITION CORP | *W EXP 09/21/202 | 78516C114 | 50 | 42,000 | SH | DFND | 42,000 | 0 | 0 | ||
SABAN CAP ACQUISITION CORP | COM CL A | 78516C106 | 525 | 52,249 | SH | DFND | 52,249 | 0 | 0 | ||
SCRIPPS NETWORKS INTERACT IN | CL A COM | 811065101 | 186,036 | 2,165,976 | SH | DFND | 2,165,976 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 19,095 | 19,000,000 | PRN | DFND | 19,000,000 | 0 | 0 | ||
SEMGROUP CORP | CL A | 81663A105 | 648 | 22,533 | SH | DFND | 22,533 | 0 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 5,101 | 43,400 | SH | DFND | 43,400 | 0 | 0 | ||
SHELL MIDSTREAM PARTNERS L P | UNIT LTD INT | 822634101 | 574 | 20,609 | SH | DFND | 20,609 | 0 | 0 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 24,751 | 23,600,000 | PRN | DFND | 23,600,000 | 0 | 0 | ||
SILVER RUN ACQUISITION | *W EXP 03/28/202 | 82812A111 | 469 | 308,333 | SH | DFND | 308,333 | 0 | 0 | ||
SILVER SPRING NETWORKS INC | COM | 82817Q103 | 24,169 | 1,494,700 | SH | DFND | 1,494,700 | 0 | 0 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 25,890 | 25,650,000 | PRN | DFND | 25,650,000 | 0 | 0 | ||
SINA CORP | ORD | G81477104 | 2,522 | 21,995 | SH | DFND | 21,995 | 0 | 0 | ||
SOCIAL CAP HEDOSOPHIA HLDGS | UNIT 99/99/9999 | G8250R111 | 2,638 | 250,002 | SH | DFND | 250,002 | 0 | 0 | ||
SOUTHWEST BANCORP INC OKLA | COM | 844767103 | 8,071 | 292,963 | SH | DFND | 292,963 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 5,500 | 379,300 | SH | DFND | 379,300 | 0 | 0 | ||
SPECTRA ENERGY PARTNERS LP | COM | 84756N109 | 564 | 12,714 | SH | DFND | 12,714 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 33,647 | 33,500,000 | PRN | DFND | 33,500,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 13,846 | 13,525,000 | PRN | DFND | 13,525,000 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 9,761 | 338,823 | SH | DFND | 338,823 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 19,944 | 19,625,000 | PRN | DFND | 19,625,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 10,015 | 9,415,000 | PRN | DFND | 9,415,000 | 0 | 0 | ||
STARWOOD WAYPOINT HOMES | COM | 85572F105 | 27,098 | 745,053 | SH | DFND | 745,053 | 0 | 0 | ||
STATE NATL COS INC | COM | 85711T305 | 43,064 | 2,051,659 | SH | DFND | 2,051,659 | 0 | 0 | ||
STELLAR ACQUISITION III INC | *W EXP 03/22/202 | Y8172W115 | 222 | 600,000 | SH | DFND | 600,000 | 0 | 0 | ||
STELLAR ACQUISITION III INC | COM | Y8172W107 | 2,030 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
STRAIGHT PATH COMMUNICATNS I | CL B | 862578101 | 32,408 | 179,375 | SH | DFND | 179,375 | 0 | 0 | ||
SUCAMPO PHARMACEUTICALS INC | DBCV 3.250%12/1 | 864909AA4 | 35,348 | 34,050,000 | PRN | DFND | 34,050,000 | 0 | 0 | ||
SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142102 | 621 | 31,028 | SH | DFND | 31,028 | 0 | 0 | ||
SUNPOWER CORP | DBCV 0.750% 6/0 | 867652AG4 | 13,908 | 14,450,000 | PRN | DFND | 14,450,000 | 0 | 0 | ||
T MOBILE US INC | CONV PFD SER A | 872590203 | 45,966 | 459,525 | SH | DFND | 459,525 | 0 | 0 | ||
TALLGRASS ENERGY PARTNERS LP | COM UNIT | 874697105 | 582 | 12,160 | SH | DFND | 12,160 | 0 | 0 | ||
TARGA RES CORP | COM | 87612G101 | 1,002 | 21,184 | SH | DFND | 21,184 | 0 | 0 | ||
TC PIPELINES LP | UT COM LTD PRT | 87233Q108 | 564 | 10,775 | SH | DFND | 10,775 | 0 | 0 | ||
TEEKAY LNG PARTNERS L P | PRTNRSP UNITS | Y8564M105 | 566 | 31,819 | SH | DFND | 31,819 | 0 | 0 | ||
TELADOC INC | COM | 87918A105 | 2,806 | 84,638 | SH | DFND | 84,638 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 38,769 | 113,660 | SH | DFND | 113,660 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 61,285 | 49,800,000 | PRN | DFND | 49,800,000 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 30,613 | 31,218,000 | PRN | DFND | 31,218,000 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 193,830 | 1,891,951 | SH | DFND | 1,891,951 | 0 | 0 | ||
TPG PACE ENERGY HLDGS CORP | *W EXP 99/99/999 | 872656111 | 233 | 166,667 | SH | DFND | 166,667 | 0 | 0 | ||
TPG PACE ENERGY HLDGS CORP | CL A | 872656103 | 4,163 | 450,001 | SH | DFND | 450,001 | 0 | 0 | ||
TPG PACE HLDGS CORP | CL A | G89827128 | 1,900 | 199,998 | SH | DFND | 199,998 | 0 | 0 | ||
TRANSMONTAIGNE PARTNERS L P | COM UNIT L P | 89376V100 | 864 | 20,221 | SH | DFND | 20,221 | 0 | 0 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 15,508 | 11,525,000 | PRN | DFND | 11,525,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 44,851 | 26,500,000 | PRN | DFND | 26,500,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 21,867 | 18,700,000 | PRN | DFND | 18,700,000 | 0 | 0 | ||
UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 17,806 | 15,325,000 | PRN | DFND | 15,325,000 | 0 | 0 | ||
VALERO ENERGY PARTNERS LP | COM UNT REP LP | 91914J102 | 556 | 12,721 | SH | DFND | 12,721 | 0 | 0 | ||
VALLEY NATL BANCORP | *W EXP 11/14/201 | 919794131 | 23 | 114,185 | SH | DFND | 114,185 | 0 | 0 | ||
VANTAGE ENERGY ACQUISITION | *W EXP 04/12/202 | 92211L113 | 650 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
VAREX IMAGING CORP | COM | 92214X106 | 25,474 | 752,764 | SH | DFND | 752,764 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 24,611 | 16,650,000 | PRN | DFND | 16,650,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 10,814 | 11,250,000 | PRN | DFND | 11,250,000 | 0 | 0 | ||
VENATOR MATLS PLC | SHS | G9329Z100 | 565 | 25,000 | SH | DFND | 25,000 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 424,745 | 136,300,000 | PRN | DFND | 136,300,000 | 0 | 0 | ||
VERSUM MATLS INC | COM | 92532W103 | 27,611 | 711,260 | SH | DFND | 711,260 | 0 | 0 | ||
VIRTUS INVT PARTNERS INC | PFD CV SER D | 92828Q208 | 1,860 | 17,975 | SH | DFND | 17,975 | 0 | 0 | ||
VITAMIN SHOPPE INC | NOTE 2.250%12/0 | 92849EAB7 | 743 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
VWR CORP | COM | 91843L103 | 208,207 | 6,288,335 | SH | DFND | 6,288,335 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 85,060 | 77,725,000 | PRN | DFND | 77,725,000 | 0 | 0 | ||
WELBILT INC | COM | 949090104 | 384 | 16,639 | SH | DFND | 16,639 | 0 | 0 | ||
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 44,392 | 697,025 | SH | DFND | 697,025 | 0 | 0 | ||
WEST CORP | COM | 952355204 | 53,202 | 2,266,806 | SH | DFND | 2,266,806 | 0 | 0 | ||
WESTAR ENERGY INC | COM | 95709T100 | 128,109 | 2,582,852 | SH | DFND | 2,582,852 | 0 | 0 | ||
WESTERN GAS PARTNERS LP | COM UNIT LP IN | 958254104 | 582 | 11,341 | SH | DFND | 11,341 | 0 | 0 | ||
WGL HLDGS INC | COM | 92924F106 | 125,138 | 1,486,199 | SH | DFND | 1,486,199 | 0 | 0 | ||
WILLIAMS PARTNERS L P NEW | COM UNIT LTD PAR | 96949L105 | 756 | 19,436 | SH | DFND | 19,436 | 0 | 0 | ||
XCERRA CORP | COM | 98400J108 | 26,968 | 2,737,871 | SH | DFND | 2,737,871 | 0 | 0 | ||
YUM CHINA HLDGS INC | COM | 98850P109 | 18,770 | 469,593 | SH | DFND | 469,593 | 0 | 0 |