0001085146-19-002355.txt : 20190814
0001085146-19-002355.hdr.sgml : 20190814
20190814165804
ACCESSION NUMBER: 0001085146-19-002355
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20190630
FILED AS OF DATE: 20190814
DATE AS OF CHANGE: 20190814
EFFECTIVENESS DATE: 20190814
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CNH PARTNERS LLC
CENTRAL INDEX KEY: 0001167456
IRS NUMBER: 134172062
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-10114
FILM NUMBER: 191027350
BUSINESS ADDRESS:
STREET 1: TWO GREENWICH PLAZA
CITY: GREENWICH
STATE: CT
ZIP: 06830
BUSINESS PHONE: 203-742-3600
MAIL ADDRESS:
STREET 1: TWO GREENWICH PLAZA
CITY: GREENWICH
STATE: CT
ZIP: 06830
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001167456
XXXXXXXX
06-30-2019
06-30-2019
false
CNH PARTNERS LLC
TWO GREENWICH PLAZA
GREENWICH
CT
06830
13F HOLDINGS REPORT
028-10114
N
Henry Parkin
Authorized Signatory
203-742-3600
/s/ Henry Parkin
Greenwich
CT
08-09-2019
2
495
8794249
1
0001167557
028-10120
AQR CAPITAL MANAGEMENT LLC
2
0001633376
028-16752
AQR Capital Management Holdings, LLC
INFORMATION TABLE
2
form13fInfoTable.xml
DESCRIPTION FOR INFORMATION TABLE
ABERDEEN GLOBAL DYNAMIC DIVI
COM
00302M106
169
17500
SH
DFND
17500
0
0
ABERDEEN TOTAL DYNAMIC DIVD
COM SH BEN INT
00326L100
130
15584
SH
DFND
15584
0
0
ACAMAR PARTNERS ACQSITION CO
CL A
004285102
21870
2250000
SH
DFND
2250000
0
0
ACT II GLOBAL ACQUISITION CO
CL A SHS
G0080J104
17460
1800000
SH
DFND
1800000
0
0
ADAM NAT RES FD INC
COM
00548F105
701
42411
SH
DFND
42411
0
0
ADAPTIVE BIOTECHNOLOGIES COR
COM
00650F109
483
10000
SH
DFND
10000
0
0
ADVANCED DISP SVCS INC DEL
COM
00790X101
118043
3699259
SH
DFND
3699259
0
0
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
276607
71325000
PRN
DFND
71325000
0
0
ADVENT CLAYMORE CV SECS & IN
COM
00764C109
256
17003
SH
DFND
17003
0
0
AEROJET ROCKETDYNE HLDGS INC
NOTE 2.250%12/1
007800AB1
47641
26750000
PRN
DFND
26750000
0
0
AIR TRANSPORT SERVICES GRP I
COM
00922R105
2171
88977
SH
DFND
88977
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
7002
88118
SH
DFND
88118
0
0
ALCON INC
ORD SHS
H01301128
13388
215766
SH
DFND
215766
0
0
ALLEGHENY TECHNOLOGIES INC
NOTE 4.750% 7/0
01741RAG7
43292
23150000
PRN
DFND
23150000
0
0
ALLEGRO MERGER CORP
*W EXP 01/06/202
01749N111
225
900000
SH
DFND
900000
0
0
ALLEGRO MERGER CORP
COM
01749N103
3006
300000
SH
DFND
300000
0
0
ALLERGAN PLC
SHS
G0177J108
150017
896000
SH
DFND
896000
0
0
ALLIANCEBERNSTEIN NATL MUNI
COM
01864U106
294
21878
SH
DFND
21878
0
0
ALLIANZGI NFJ DIVID INT & PR
COM
01883A107
313
25213
SH
DFND
25213
0
0
ALTA MESA RES INC
*W EXP 03/28/202
02133L117
2
308333
SH
DFND
308333
0
0
ALTABA INC
COM
021346101
172609
2488238
SH
DFND
2488238
0
0
ALTICE USA INC
CL A
02156K103
19247
795657
SH
DFND
795657
0
0
AMAG PHARMACEUTICALS INC
NOTE 3.250% 6/0
00163UAD8
25913
32275000
PRN
DFND
32275000
0
0
AMCI ACQUISITION CORP
*W EXP 05/20/202
00165R119
667
2300000
SH
DFND
2300000
0
0
AMCI ACQUISITION CORP
CLASS A
00165R101
5069
510000
SH
DFND
510000
0
0
AMERIGAS PARTNERS L P
UNIT L P INT
030975106
483
13864
SH
DFND
13864
0
0
ANADARKO PETE CORP
COM
032511107
104846
1485916
SH
DFND
1485916
0
0
ANDEAVOR LOGISTICS LP
COM UNIT LP INT
03350F106
618
17000
SH
DFND
17000
0
0
ANDINA ACQUISITION CORP III
SHS
G04415108
5886
600000
SH
DFND
600000
0
0
ANTERO MIDSTREAM CORP
COM
03676B102
603
52600
SH
DFND
52600
0
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
149285
38204000
PRN
DFND
38204000
0
0
APERGY CORP
COM
03755L104
15616
471485
SH
DFND
471485
0
0
APOLLO COML REAL EST FIN INC
NOTE 4.750% 8/2
03762UAB1
11176
11150000
PRN
DFND
11150000
0
0
APOLLO COML REAL EST FIN INC
NOTE 5.375%10/1
03762UAC9
18664
18650000
PRN
DFND
18650000
0
0
APOLLO SR FLOATING RATE FD I
COM
037636107
488
32673
SH
DFND
32673
0
0
APOLLO TACTICAL INCOME FD IN
COM
037638103
412
27921
SH
DFND
27921
0
0
ARCOSA INC
COM
039653100
15017
399078
SH
DFND
399078
0
0
ARES CAP CORP
NOTE 4.625% 3/0
04010LAW3
34589
33500000
PRN
DFND
33500000
0
0
ARES DYNAMIC CR ALLOCATION F
COM
04014F102
605
39999
SH
DFND
39999
0
0
ARLO TECHNOLOGIES INC
COM
04206A101
4447
1109016
SH
DFND
1109016
0
0
ARRAY BIOPHARMA INC
COM
04269X105
111519
2407065
SH
DFND
2407065
0
0
ARYA SCIENCES ACQUISITION CO
*W EXP 10/10/202
G3165V125
75
50000
SH
DFND
50000
0
0
ARYA SCIENCES ACQUISITION CO
SHS CL A
G3165V109
1004
100000
SH
DFND
100000
0
0
ATLANTICUS HLDGS CORP
COM
04914Y102
775
191430
SH
DFND
191430
0
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 1.875% 6/0
049164BJ4
28610
27800000
PRN
DFND
27800000
0
0
AVANTOR INC
6.25 PFD CNV SR
05352A209
23139
350000
SH
DFND
350000
0
0
AVANTOR INC
COM
05352A100
191
10000
SH
DFND
10000
0
0
AVISTA CORP
COM
05379B107
35605
798324
SH
DFND
798324
0
0
B RILEY PRINCIPAL MERGER COR
CL A
05586Y106
8288
850000
SH
DFND
850000
0
0
BIG ROCK PARTNERS ACQUISI CO
*W EXP 12/01/202
089482111
24
100000
SH
DFND
100000
0
0
BIG ROCK PARTNERS ACQUISI CO
COM
089482103
2086
200000
SH
DFND
200000
0
0
BIG ROCK PARTNERS ACQUISI CO
RIGHT 12/01/2022
089482129
38
200000
SH
DFND
200000
0
0
BIOCERES CROP SOLUTIONS CORP
*W EXP 03/14/202
G1117K106
413
1250000
SH
DFND
1250000
0
0
BIOCERES CROP SOLUTIONS CORP
SHS
G1117K114
214
40469
SH
DFND
40469
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
9410
111474
SH
DFND
111474
0
0
BLACK KNIGHT INC
COM
09215C105
15108
251173
SH
DFND
251173
0
0
BLACK RIDGE ACQUISITION CORP
*W EXP 07/10/202
09216T115
86
210000
SH
DFND
210000
0
0
BLACK RIDGE ACQUISITION CORP
COM
09216T107
2157
210000
SH
DFND
210000
0
0
BLACK RIDGE ACQUISITION CORP
RIGHT 07/10/2019
09216T123
88
210000
SH
DFND
210000
0
0
BLACKROCK CALIF MUN INCOME T
SH BEN INT
09248E102
503
37976
SH
DFND
37976
0
0
BLACKROCK DEBT STRAT FD INC
COM NEW
09255R202
661
61419
SH
DFND
61419
0
0
BLACKROCK ENERGY & RES TR
COM
09250U101
120
10076
SH
DFND
10076
0
0
BLACKROCK ENHANCED EQT DIV T
COM
09251A104
144
16211
SH
DFND
16211
0
0
BLACKROCK ENHANCED INTL DIV
COM BENE INTER
092524107
310
55141
SH
DFND
55141
0
0
BLACKROCK FLOAT RATE OME STR
COM
09255X100
752
58630
SH
DFND
58630
0
0
BLACKROCK FLOATING RATE INCO
COM
091941104
527
42402
SH
DFND
42402
0
0
BLACKROCK LTD DURATION INC T
COM SHS
09249W101
590
39304
SH
DFND
39304
0
0
BLACKROCK MUNICIPAL BOND TR
COM
09249H104
157
10571
SH
DFND
10571
0
0
BLACKROCK MUNICIPL INC QLTY
COM
092479104
337
24502
SH
DFND
24502
0
0
BLACKROCK MUNIENHANCED FD IN
COM
09253Y100
125
11303
SH
DFND
11303
0
0
BLACKROCK MUNIHLDGS NJ QLTY
COM
09254X101
389
27936
SH
DFND
27936
0
0
BLACKROCK MUNIHLDGS NY QLTY
COM
09255C106
238
18078
SH
DFND
18078
0
0
BLACKROCK MUNIHLDNGS QLTY II
COM
09254C107
356
28268
SH
DFND
28268
0
0
BLACKROCK MUNIHOLDNGS QLTY I
COM
09254A101
267
21470
SH
DFND
21470
0
0
BLACKROCK MUNIY QUALITY FD I
COM
09254G108
178
14200
SH
DFND
14200
0
0
BLACKROCK MUNIYIELD CALIF FD
COM
09254M105
328
23332
SH
DFND
23332
0
0
BLACKROCK MUNIYIELD N J FD I
COM
09254Y109
330
22258
SH
DFND
22258
0
0
BLACKROCK MUNIYIELD NY QLTY
COM
09255E102
206
16237
SH
DFND
16237
0
0
BLACKROCK MUNIYIELD PA QLTY
COM
09255G107
378
26993
SH
DFND
26993
0
0
BLACKROCK MUNIYIELD QLTY FD
COM
09254E103
179
13595
SH
DFND
13595
0
0
BLACKROCK MUNIYIELD QUALITY
COM
09254F100
326
22479
SH
DFND
22479
0
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254V105
306
22291
SH
DFND
22291
0
0
BLACKROCK N Y MUN INCOME TR
SH BEN INT
09248L106
260
19140
SH
DFND
19140
0
0
BLACKROCK RES & COMM STRAT T
SHS
09257A108
497
60764
SH
DFND
60764
0
0
BLACKSTONE MTG TR INC
NOTE 4.375% 5/0
09257WAB6
11860
11325000
PRN
DFND
11325000
0
0
BLACKSTONE MTG TR INC
NOTE 4.750% 3/1
09257WAC4
19098
18250000
PRN
DFND
18250000
0
0
BOOKING HLDGS INC
COM
09857L108
2561
1382
SH
DFND
1382
0
0
BOXWOOD MERGER CORP
*W EXP 11/26/202
10319T119
1550
2500000
SH
DFND
2500000
0
0
BOXWOOD MERGER CORP
COM CL A
10319T101
18657
1894115
SH
DFND
1894115
0
0
BP MIDSTREAM PARTNERS LP
UNIT LTD PTNR
0556EL109
310
20000
SH
DFND
20000
0
0
BRIGHTHOUSE FINL INC
COM
10922N103
8382
232572
SH
DFND
232572
0
0
BROOKFIELD GLOBL LISTED INFR
COM SHS
11273Q109
311
24267
SH
DFND
24267
0
0
BUCKEYE PARTNERS L P
UNIT LTD PARTN
118230101
780
19000
SH
DFND
19000
0
0
C&J ENERGY SVCS INC NEW
COM
12674R100
3745
317910
SH
DFND
317910
0
0
CAESARS ENTMT CORP
COM
127686103
91664
7755000
SH
DFND
7755000
0
0
CAESARS ENTMT CORP
NOTE 5.000%10/0
127686AA1
3428
2000000
PRN
DFND
2000000
0
0
CAPITOL INVT CORP IV
*W EXP 01/01/202
G18920127
116
83333
SH
DFND
83333
0
0
CARS COM INC
COM
14575E105
3170
160764
SH
DFND
160764
0
0
CBRE CLARION GLOBAL REAL EST
COM
12504G100
900
120167
SH
DFND
120167
0
0
CELGENE CORP
COM
151020104
142614
1542774
SH
DFND
1542774
0
0
CENTERPOINT ENERGY INC
DEP RP PFD CV B
15189T503
15937
316200
SH
DFND
316200
0
0
CF FIN ACQUISITION CORP
*W EXP 04/30/202
12528N115
900
1500000
SH
DFND
1500000
0
0
CF FIN ACQUISITION CORP
COM CL A
12528N107
15045
1500000
SH
DFND
1500000
0
0
CHANGE HEALTHCARE INC
COM
15912K100
292
20000
SH
DFND
20000
0
0
CHASERG TECHNLGY ACQUISITN C
*W EXP 04/10/202
16166A111
608
810000
SH
DFND
810000
0
0
CHASERG TECHNLGY ACQUISITN C
CLASS A
16166A103
10442
1040000
SH
DFND
1040000
0
0
CHEGG INC
NOTE 0.250% 5/1
163092AB5
15339
10000000
PRN
DFND
10000000
0
0
CHENIERE ENERGY PARTNERS LP
COM UNIT
16411Q101
919
21785
SH
DFND
21785
0
0
CHESAPEAKE ENERGY CORP
NOTE 5.500% 9/1
165167CY1
48841
61000000
PRN
DFND
61000000
0
0
CHESAPEAKE LODGING TR
SH BEN INT
165240102
2023
71191
SH
DFND
71191
0
0
CHURCHILL CAP CORP II
UNIT 99/99/9999
17143G205
3553
350000
SH
DFND
350000
0
0
CLARIVATE ANALYTICS PLC
*W EXP 11/09/201
G21810117
3313
697500
SH
DFND
697500
0
0
CLEVELAND CLIFFS INC
DBCV 1.500% 1/1
185899AA9
47668
32975000
PRN
DFND
32975000
0
0
CLOUGH GLOBAL OPPORTUNITIES
SH BEN INT
18914E106
104
11135
SH
DFND
11135
0
0
CLOVIS ONCOLOGY INC
NOTE 1.250% 5/0
189464AC4
4609
7350000
PRN
DFND
7350000
0
0
CLOVIS ONCOLOGY INC
NOTE 2.500% 9/1
189464AB6
8919
10000000
PRN
DFND
10000000
0
0
CME GROUP INC
COM
12572Q105
2911
15000
SH
DFND
15000
0
0
CNX MIDSTREAM PARTNERS LP
COM UNIT REPST
12654A101
506
36000
SH
DFND
36000
0
0
COLLIER CREEK HOLDINGS
*W EXP 99/99/999
G22707114
152
116666
SH
DFND
116666
0
0
COLLIER CREEK HOLDINGS
COM CL A
G22707106
3500
349998
SH
DFND
349998
0
0
COMPUCREDIT HLDGS CORP
NOTE 5.875%11/3
20478NAD2
2550
5000000
PRN
DFND
5000000
0
0
CONNECTICUT WTR SVC INC
COM
207797101
22872
328053
SH
DFND
328053
0
0
CONSTELLATION ALPHA CAP CORP
*W EXP 03/23/202
G2379F116
52
700000
SH
DFND
700000
0
0
CONTROL4 CORP
COM
21240D107
9942
418630
SH
DFND
418630
0
0
CORENERGY INFRASTRUCTURE TR
NOTE 7.000% 6/1
21870UAA4
1830
1500000
PRN
DFND
1500000
0
0
COREPOINT LODGING INC
COM
21872L104
150
12125
SH
DFND
12125
0
0
CORTEVA INC
COM
22052L104
11888
402013
SH
DFND
402013
0
0
COVETRUS INC
COM
22304C100
9501
388432
SH
DFND
388432
0
0
CRAY INC
COM NEW
225223304
9995
287048
SH
DFND
287048
0
0
CRESCENT ACQUISITION CORP
COM CL A
22564L105
19600
2000000
SH
DFND
2000000
0
0
CRESTWOOD EQUITY PARTNERS LP
UNIT LTD PARTNER
226344208
999
27936
SH
DFND
27936
0
0
CROWDSTRIKE HLDGS INC
CL A
22788C105
341
5000
SH
DFND
5000
0
0
CYCLERION THERAPEUTICS INC
COM
23255M105
340
29684
SH
DFND
29684
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
164606
7401348
SH
DFND
7401348
0
0
DASEKE INC
*W EXP 02/27/202
23753F115
83
378003
SH
DFND
378003
0
0
DCP MIDSTREAM LP
COM UT LTD PTN
23311P100
703
24000
SH
DFND
24000
0
0
DELAWARE ENHANCED GBL DIV &
COM
246060107
207
20859
SH
DFND
20859
0
0
DELAWARE INV MN MUN INC FD I
COM
24610V103
296
23046
SH
DFND
23046
0
0
DELPHI TECHNOLOGIES PLC
SHS
G2709G107
8369
421616
SH
DFND
421616
0
0
DFB HEALTHCARE ACQUISTION CO
*W EXP 04/11/202
23291E117
750
599999
SH
DFND
599999
0
0
DFB HEALTHCARE ACQUISTION CO
COM
23291E109
4540
449999
SH
DFND
449999
0
0
DIAMOND EAGLE ACQUISITION CO
UNIT 06/30/2026
25258L208
6036
600000
SH
DFND
600000
0
0
DIAMONDPEAK HLDGS COR
COM CL A
25280H100
22356
2299998
SH
DFND
2299998
0
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
32554
33400000
PRN
DFND
33400000
0
0
DIVIDEND & INCOME FUND
COM NEW
25538A204
535
46436
SH
DFND
46436
0
0
DOMINION ENERGY INC
UNIT 99/99/9999
25746U133
20694
200000
SH
DFND
200000
0
0
DOW INC
COM
260557103
14292
289836
SH
DFND
289836
0
0
DTF TAX-FREE INCOME INC
COM
23334J107
259
18692
SH
DFND
18692
0
0
DWS MUN INCOME TR NEW
COM
233368109
528
46881
SH
DFND
46881
0
0
DWS STRATEGIC MUN INCOME TR
COM
23342Q101
125
10496
SH
DFND
10496
0
0
DYCOM INDS INC
NOTE 0.750% 9/1
267475AB7
25266
25773000
PRN
DFND
25773000
0
0
EATON VANCE FLTG RATE INCOM
COM SHS BEN INT
278284104
196
13066
SH
DFND
13066
0
0
EATON VANCE FLTING RATE INC
COM
278279104
683
50662
SH
DFND
50662
0
0
EATON VANCE LTD DUR INCOME F
COM
27828H105
283
22388
SH
DFND
22388
0
0
EATON VANCE MUNI INCOME TRUS
SH BEN INT
27826U108
153
12283
SH
DFND
12283
0
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
180
15027
SH
DFND
15027
0
0
EATON VANCE SH TM DR DIVR IN
COM
27828V104
186
13707
SH
DFND
13707
0
0
EATON VANCE SR FLTNG RTE TR
COM
27828Q105
609
46543
SH
DFND
46543
0
0
EATON VANCE SR INCOME TR
SH BEN INT
27826S103
446
71569
SH
DFND
71569
0
0
EATON VANCE TX ADV GLBL DIV
COM
27828S101
625
38968
SH
DFND
38968
0
0
ECHO GLOBAL LOGISTICS INC
NOTE 2.500% 5/0
27875TAA9
7588
7631000
PRN
DFND
7631000
0
0
EL PASO ELEC CO
COM NEW
283677854
41948
641407
SH
DFND
641407
0
0
ELECTRONICS FOR IMAGING INC
COM
286082102
14780
400429
SH
DFND
400429
0
0
ENABLE MIDSTREAM PARTNERS LP
COM UNIT RP IN
292480100
686
50000
SH
DFND
50000
0
0
ENBRIDGE INC
COM
29250N105
1226
33984
SH
DFND
33984
0
0
ENERGY TRANSFER LP
COM UT LTD PTN
29273V100
984
69888
SH
DFND
69888
0
0
ENLINK MIDSTREAM LLC
COM UNIT REP LTD
29336T100
555
55000
SH
DFND
55000
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
866
30000
SH
DFND
30000
0
0
EQM MIDSTREAM PARTNERS LP
UNIT LTD PARTN
26885B100
581
13000
SH
DFND
13000
0
0
EQUITRANS MIDSTREAM CORPORAT
COM
294600101
12350
627558
SH
DFND
627558
0
0
ESTRE AMBIENTAL INC
*W EXP 12/21/202
G3206V118
26
661870
SH
DFND
661870
0
0
EURONET WORLDWIDE INC
COM
298736109
2556
15190
SH
DFND
15190
0
0
EXPEDIA GROUP INC
COM NEW
30212P303
1662
12705
SH
DFND
12705
0
0
EZCORP INC
NOTE 2.375% 5/0
302301AE6
5003
5500000
PRN
DFND
5500000
0
0
EZCORP INC
NOTE 2.875% 7/0
302301AF3
1139
1000000
PRN
DFND
1000000
0
0
FALCON MINERALS CORP
*W EXP 07/21/202
30607B208
238
250000
SH
DFND
250000
0
0
FAR PT ACQUISITION CORP
*W EXP 06/01/202
30734W117
384
299999
SH
DFND
299999
0
0
FAR PT ACQUISITION CORP
COM CL A
30734W109
3566
349998
SH
DFND
349998
0
0
FEDERATED PREM MUN INC FD
COM
31423P108
319
23206
SH
DFND
23206
0
0
FIDELITY SOUTHERN CORP NEW
COM
316394105
7007
226240
SH
DFND
226240
0
0
FINISAR CORP
COM NEW
31787A507
128035
5598399
SH
DFND
5598399
0
0
FINISAR CORP
NOTE 0.500%12/1
31787AAP6
5865
6000000
PRN
DFND
6000000
0
0
FINTECH ACQUISITION CORP III
*W EXP 12/01/202
31811A119
1564
1150000
SH
DFND
1150000
0
0
FINTECH ACQUISITION CORP III
COM CL A
31811A101
10301
1050000
SH
DFND
1050000
0
0
FIREEYE INC
NOTE 0.875% 6/0
31816QAF8
47101
48075000
PRN
DFND
48075000
0
0
FIRST DATA CORP NEW
COM CL A
32008D106
190872
7051041
SH
DFND
7051041
0
0
FIRST TR ABERDEEN GLBL OPP F
COM SHS
337319107
126
12090
SH
DFND
12090
0
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
472
31454
SH
DFND
31454
0
0
FIRST TR SR FLG RTE INCM FD
COM
33733U108
575
47709
SH
DFND
47709
0
0
FLEXION THERAPEUTICS INC
NOTE 3.375% 5/0
33938JAB2
1161
1330000
PRN
DFND
1330000
0
0
FORTIVE CORP
5% PFD CNV SER A
34959J207
56782
55075
SH
DFND
55075
0
0
FORUM MERGER II CORP
*W EXP 09/30/202
34986F111
1036
1620000
SH
DFND
1620000
0
0
FORUM MERGER II CORP
CL A
34986F103
3012
300000
SH
DFND
300000
0
0
FOX CORP
CL A COM
35137L105
17390
474625
SH
DFND
474625
0
0
FRONTDOOR INC
COM
35905A109
18376
421960
SH
DFND
421960
0
0
GAIN CAP HLDGS INC
NOTE 5.000% 8/1
36268WAF7
194
225000
PRN
DFND
225000
0
0
GAMCO NAT RES GOLD & INCOME
SH BEN INT
36465E101
63
10895
SH
DFND
10895
0
0
GANNETT CO INC
NOTE 4.750% 4/1
36473HAB0
18292
18050000
PRN
DFND
18050000
0
0
GARRETT MOTION INC
COM
366505105
12843
836691
SH
DFND
836691
0
0
GENERAL AMERN INVS INC
COM
368802104
276
7783
SH
DFND
7783
0
0
GENESIS ENERGY L P
UNIT LTD PARTN
371927104
591
27000
SH
DFND
27000
0
0
GENWORTH FINL INC
COM CL A
37247D106
44962
12119149
SH
DFND
12119149
0
0
GIGCAPITAL INC
*W EXP 06/08/202
37518N122
338
1125000
SH
DFND
1125000
0
0
GIGCAPITAL INC
COM
37518N106
6953
675000
SH
DFND
675000
0
0
GIGCAPITAL2 INC
UNIT 02/28/2026
375036209
7688
765000
SH
DFND
765000
0
0
GLOBAL BRASS & COPPR HLDGS I
COM
37953G103
30600
699746
SH
DFND
699746
0
0
GOPRO INC
CL A
38268T103
419
76743
SH
DFND
76743
0
0
GOPRO INC
NOTE 3.500% 4/1
38268TAB9
2481
2500000
PRN
DFND
2500000
0
0
GORDON POINTE ACQUISITION CO
*W EXP 07/30/202
382788115
376
1106820
SH
DFND
1106820
0
0
GORDON POINTE ACQUISITION CO
COM CLASS A
382788107
5989
579800
SH
DFND
579800
0
0
GORES HOLDINGS III INC
*W EXP 09/11/202
38286G117
483
333332
SH
DFND
333332
0
0
GORES HOLDINGS III INC
CLASS A
38286G109
8542
849996
SH
DFND
849996
0
0
GORES METROPOULOS INC
*W EXP 01/28/202
382872117
210
166666
SH
DFND
166666
0
0
GORES METROPOULOS INC
COM CL A
382872109
5115
499998
SH
DFND
499998
0
0
GRAF INDL CORP
*W EXP 12/31/202
384278115
702
1782000
SH
DFND
1782000
0
0
GRAF INDL CORP
COM
384278107
8119
816000
SH
DFND
816000
0
0
GRANITE PT MTG TR INC
NOTE 6.375%10/0
38741LAC1
5191
5000000
PRN
DFND
5000000
0
0
GREEN PLAINS INC
NOTE 4.125% 9/0
393222AF1
5837
6750000
PRN
DFND
6750000
0
0
GS ACQUISITION HLDGS CORP
*W EXP 06/12/202
36255F110
625
500000
SH
DFND
500000
0
0
GS ACQUISITION HLDGS CORP
COM CL A
36255F102
11109
1099902
SH
DFND
1099902
0
0
GX ACQUISITION CORP
UNIT 05/24/2026
36251A206
20080
2000000
SH
DFND
2000000
0
0
HARMONIC INC
NOTE 4.000%12/0
413160AB8
2340
2000000
PRN
DFND
2000000
0
0
HAYMAKER ACQUISITION CORP II
UNIT 10/31/2026
42087L200
20120
2000000
SH
DFND
2000000
0
0
HCI GROUP INC
NOTE 4.250% 3/0
40416EAD5
5913
6000000
PRN
DFND
6000000
0
0
HELIX ENERGY SOLUTIONS GRP I
NOTE 4.125% 9/1
42330PAJ6
6031
5000000
PRN
DFND
5000000
0
0
HENNESSY CAP ACQUSTION CORP
CL A COM
42589C104
19800
2000000
SH
DFND
2000000
0
0
HERBALIFE LTD
NOTE 2.000% 8/1
42703MAB9
66772
64750000
PRN
DFND
64750000
0
0
HERCULES CAPITAL INC
DBCV 4.375% 2/0
427096AF9
17475
17425000
PRN
DFND
17425000
0
0
HESS MIDSTREAM PARTNERS LP
UNIT LTD PR INT
428104103
591
30300
SH
DFND
30300
0
0
HFF INC
CL A
40418F108
50506
1110518
SH
DFND
1110518
0
0
HL ACQUISITIONS CORP
*W EXP 06/21/202
G4603R122
73
270000
SH
DFND
270000
0
0
HL ACQUISITIONS CORP
SHS
G4603R106
2175
216000
SH
DFND
216000
0
0
HOLLY ENERGY PARTNERS L P
COM UT LTD PTN
435763107
608
22100
SH
DFND
22100
0
0
HOPE BANCORP INC
NOTE 2.000% 5/1
43940TAB5
16117
17600000
PRN
DFND
17600000
0
0
HUBSPOT INC
NOTE 0.250% 6/0
443573AB6
9333
5000000
PRN
DFND
5000000
0
0
HURON CONSULTING GROUP INC
NOTE 1.250%10/0
447462AB8
23844
23955000
PRN
DFND
23955000
0
0
IAC INTERACTIVECORP
COM
44919P508
701
3236
SH
DFND
3236
0
0
II VI INC
NOTE 0.250% 9/0
902104AB4
19001
18000000
PRN
DFND
18000000
0
0
ILLUMINA INC
COM
452327109
18937
51437
SH
DFND
51437
0
0
INDUSTRIAL LOGISTICS PPTYS T
COM SHS BEN INT
456237106
13533
650014
SH
DFND
650014
0
0
INFINERA CORPORATION
NOTE 2.125% 9/0
45667GAC7
16117
23550000
PRN
DFND
23550000
0
0
INFRA AND ENERGY ALTRNTIVE I
*W EXP 05/20/202
45686J112
12
343006
SH
DFND
343006
0
0
INNOVIVA INC
NOTE 2.500% 8/1
45781MAB7
3320
3000000
PRN
DFND
3000000
0
0
INPHI CORP
NOTE 0.750% 9/0
45772FAC1
15952
14355000
PRN
DFND
14355000
0
0
INSULET CORP
COM
45784P101
2911
24851
SH
DFND
24851
0
0
INSURANCE ACQUISITION CORP
CL A
457867109
10615
1100000
SH
DFND
1100000
0
0
INTERCEPT PHARMACEUTICALS IN
NOTE 2.000% 5/1
45845PAB4
4973
5000000
PRN
DFND
5000000
0
0
INTERNATIONAL SPEEDWAY CORP
CL A
460335201
3877
86360
SH
DFND
86360
0
0
INTREXON CORP
COM
46122T102
2037
265881
SH
DFND
265881
0
0
INTREXON CORP
NOTE 3.500% 7/0
46122TAA0
13200
18600000
PRN
DFND
18600000
0
0
INVACARE CORP
NOTE 4.500% 6/0
461203AH4
1468
1950000
PRN
DFND
1950000
0
0
INVACARE CORP
NOTE 5.000% 2/1
461203AF8
3271
4000000
PRN
DFND
4000000
0
0
INVESCO DYNAMIC CR OPP FD
COM
46132R104
464
41468
SH
DFND
41468
0
0
INVESCO TR INVT GRADE MUNS
COM
46131M106
147
11623
SH
DFND
11623
0
0
IQIYI INC
SPONSORED ADS
46267X108
268
13000
SH
DFND
13000
0
0
ISTAR INC
NOTE 3.125% 9/1
45031UCB5
15995
15550000
PRN
DFND
15550000
0
0
IVY HIGH INC OPPORTUNITIES F
COM
465893105
265
19493
SH
DFND
19493
0
0
JASON INDS INC
*W EXP 06/30/201
471172114
2
1933070
SH
DFND
1933070
0
0
JAZZ PHARMACEUTICALS PLC
SHS USD
G50871105
1267
9081
SH
DFND
9081
0
0
JBG SMITH PPTYS
COM
46590V100
14815
376581
SH
DFND
376581
0
0
KBL MERGER CORP IV
*W EXP 01/15/202
48242A112
80
500000
SH
DFND
500000
0
0
KLX ENERGY SERVICS HOLDNGS I
COM
48253L106
256
12542
SH
DFND
12542
0
0
KONTOOR BRANDS INC
COM
50050N103
12689
452842
SH
DFND
452842
0
0
L3 TECHNOLOGIES INC
COM
502413107
212047
864898
SH
DFND
864898
0
0
LANDCADIA HLDGS II INC
CL A
51476X105
16992
1749996
SH
DFND
1749996
0
0
LEGACY ACQUISITION CORP
*W EXP 11/30/202
524643111
400
1250000
SH
DFND
1250000
0
0
LEGACY ACQUISITION CORP
COM CL A
524643103
4040
400000
SH
DFND
400000
0
0
LEGACY TEX FINL GROUP INC
COM
52471Y106
22990
564721
SH
DFND
564721
0
0
LEISURE ACQUISITION CORP
*W EXP 12/05/201
52539T115
406
625000
SH
DFND
625000
0
0
LEISURE ACQUISITION CORP
COM
52539T107
3546
350000
SH
DFND
350000
0
0
LEO HOLDINGS CORP
*W EXP 02/07/202
G5463L113
1394
1115000
SH
DFND
1115000
0
0
LEO HOLDINGS CORP
COM CL A
G5463L105
314
30600
SH
DFND
30600
0
0
LF CAP ACQUISITION CORP
*W EXP 06/22/202
50200K116
408
1200000
SH
DFND
1200000
0
0
LF CAP ACQUISITION CORP
CL A
50200K108
8222
810000
SH
DFND
810000
0
0
LIBERTY EXPEDIA HLDGS INC
SER A COM
53046P109
67595
1414426
SH
DFND
1414426
0
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
1125
1000000
PRN
DFND
1000000
0
0
LIGAND PHARMACEUTICALS INC
NOTE 0.750% 5/1
53220KAF5
16668
19250000
PRN
DFND
19250000
0
0
LIVE NATION ENTERTAINMENT IN
NOTE 2.500% 3/1
538034AQ2
11862
10000000
PRN
DFND
10000000
0
0
LIVENT CORP
COM
53814L108
8168
1180366
SH
DFND
1180366
0
0
LONGEVITY ACQUISITION CORP
*W EXP 07/31/202
G56372116
18
125000
SH
DFND
125000
0
0
LONGEVITY ACQUISITION CORP
RIGHT 07/31/2020
G56372124
31
125000
SH
DFND
125000
0
0
LUMENTUM HLDGS INC
NOTE 0.250% 3/1
55024UAB5
6486
5500000
PRN
DFND
5500000
0
0
MACQUARIE GLBL INFRA TOTL RE
COM
55608D101
277
11705
SH
DFND
11705
0
0
MADISON CVRED CALL & EQ STR
COM
557437100
68
10295
SH
DFND
10295
0
0
MAGELLAN MIDSTREAM PRTNRS LP
COM UNIT RP LP
559080106
896
14000
SH
DFND
14000
0
0
MAGNACHIP SEMICONDUCTOR SA
NOTE 5.000% 3/0
55932XAB0
2758
2000000
PRN
DFND
2000000
0
0
MAGNOLIA OIL & GAS CORP
*W EXP 07/31/202
559663117
278
83333
SH
DFND
83333
0
0
MARTIN MIDSTREAM PRTNRS L P
UNIT L P INT
573331105
291
40794
SH
DFND
40794
0
0
MEDICINES CO
NOTE 2.500% 1/1
584688AE5
5186
4300000
PRN
DFND
4300000
0
0
MEDICINES CO
NOTE 2.750% 7/1
584688AG0
9348
9300000
PRN
DFND
9300000
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
57705
637553
SH
DFND
637553
0
0
MEGALITH FINL ACQUISITION CO
*W EXP 08/26/202
58518F117
358
1153800
SH
DFND
1153800
0
0
MEGALITH FINL ACQUISITION CO
CL A COM
58518F109
4331
431400
SH
DFND
431400
0
0
MELLANOX TECHNOLOGIES LTD
SHS
M51363113
135191
1221569
SH
DFND
1221569
0
0
MERITOR INC
NOTE 3.250%10/1
59001KAF7
27373
26200000
PRN
DFND
26200000
0
0
MFA FINL INC
NOTE 6.250% 6/1
55272XAA0
16149
16000000
PRN
DFND
16000000
0
0
MICRO FOCUS INTERNATIONAL PL
SPON ADR NEW
594837403
18177
694043
SH
DFND
694043
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
174878
98950000
PRN
DFND
98950000
0
0
MICROCHIP TECHNOLOGY INC
NOTE 2.250% 2/1
595017AH7
77453
65633000
PRN
DFND
65633000
0
0
MICRON TECHNOLOGY INC
NOTE 2.125% 2/1
595112AV5
96722
27379000
PRN
DFND
27379000
0
0
MODERN MEDIA ACQUISITION
*W EXP 05/17/202
60765P111
102
425000
SH
DFND
425000
0
0
MODERN MEDIA ACQUISITION
COM
60765P103
6224
595031
SH
DFND
595031
0
0
MONOCLE ACQUISITION CORP
*W EXP 12/06/202
609754114
588
1680597
SH
DFND
1680597
0
0
MONOCLE ACQUISITION CORP
COM
609754106
15648
1580597
SH
DFND
1580597
0
0
MPLX LP
COM UNIT REP LTD
55336V100
837
26000
SH
DFND
26000
0
0
MUDRICK CAP ACQUISITION CORP
*W EXP 02/12/202
624745113
1103
2250000
SH
DFND
2250000
0
0
MUDRICK CAP ACQUISITION CORP
COM CLASS A
624745105
4586
450000
SH
DFND
450000
0
0
MULTI COLOR CORP
COM
625383104
28364
567620
SH
DFND
567620
0
0
NATIONAL ENERGY SERVICES REU
*W EXP 05/05/202
G6375R115
326
383983
SH
DFND
383983
0
0
NATIONAL HEALTH INVS INC
NOTE 3.250% 4/0
63633DAE4
2307
2000000
PRN
DFND
2000000
0
0
NEBULA ACQUISITION CORP
*W EXP 03/12/202
629076118
233
233332
SH
DFND
233332
0
0
NEBULA ACQUISITION CORP
COM CLASS A
629076100
4440
439998
SH
DFND
439998
0
0
NEUROCRINE BIOSCIENCES INC
NOTE 2.250% 5/1
64125CAD1
22389
17000000
PRN
DFND
17000000
0
0
NEW AMER HIGH INCOME FD INC
COM NEW
641876800
120
13503
SH
DFND
13503
0
0
NEW FRONTIER CORP
*W EXP 99/99/999
G6485P124
315
450000
SH
DFND
450000
0
0
NEW FRONTIER CORP
COM CL A
G6485P108
6042
599977
SH
DFND
599977
0
0
NEW MTN FIN CORP
NOTE 5.750% 8/1
647551AC4
9819
9500000
PRN
DFND
9500000
0
0
NEW RELIC INC
COM
64829B100
2155
24905
SH
DFND
24905
0
0
NEWMARK GROUP INC
CL A
65158N102
13605
1515034
SH
DFND
1515034
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
9842
442329
SH
DFND
442329
0
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
512258
88033000
PRN
DFND
88033000
0
0
NRC GROUP HLDGS CORP
*W EXP 10/17/202
629375114
310
187500
SH
DFND
187500
0
0
NUANCE COMMUNICATIONS INC
NOTE 1.250% 4/0
67020YAN0
5426
5509000
PRN
DFND
5509000
0
0
NUSTAR ENERGY LP
UNIT COM
67058H102
473
17439
SH
DFND
17439
0
0
NUTANIX INC
NOTE 1/1
67059NAB4
11702
12500000
PRN
DFND
12500000
0
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
12236
10751000
PRN
DFND
10751000
0
0
NUVEEN ARIZONA QLTY MUN INC
COM
67061W104
262
20042
SH
DFND
20042
0
0
NUVEEN CONNECTICUT QLTY MUN
COM
67060D107
252
19452
SH
DFND
19452
0
0
NUVEEN DIVERSIFIED DIV INCM
COM
6706EP105
160
15024
SH
DFND
15024
0
0
NUVEEN FLTNG RTE INCM OPP FD
COM SHS
6706EN100
284
29174
SH
DFND
29174
0
0
NUVEEN GEORGIA QLTY MUN INC
COM
67072B107
163
13142
SH
DFND
13142
0
0
NUVEEN MARYLAND QLT MUN INC
COM
67061Q107
255
19706
SH
DFND
19706
0
0
NUVEEN MICHIGAN QLT MUN INC
COM
670979103
389
28667
SH
DFND
28667
0
0
NUVEEN NEW YORK QLT MUN INC
COM
67066X107
228
16478
SH
DFND
16478
0
0
NUVEEN NORTH CAROLINA QLTY M
COM
67060P100
326
24462
SH
DFND
24462
0
0
NUVEEN OHIO QLTY MUN INCOME
COM
670980101
328
22017
SH
DFND
22017
0
0
NUVEEN PENNSYLVANIA QLT MUN
COM
670972108
141
10310
SH
DFND
10310
0
0
NUVEEN REAL ASSET INM AND GW
COM
67074Y105
421
24889
SH
DFND
24889
0
0
NUVEEN REAL ESTATE INCOME FD
COM
67071B108
186
17749
SH
DFND
17749
0
0
NUVEEN SR INCOME FD
COM
67067Y104
310
52345
SH
DFND
52345
0
0
NUVEEN VIRGINIA QLTY MUNCPL
COM
67064R102
443
33965
SH
DFND
33965
0
0
NVENT ELECTRIC PLC
SHS
G6700G107
17419
703512
SH
DFND
703512
0
0
NXP SEMICONDUCTORS N V
NOTE 1.000%12/0
62952QAB6
16688
15800000
PRN
DFND
15800000
0
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
20641
22500000
PRN
DFND
22500000
0
0
OIL STS INTL INC
COM
678026105
646
35277
SH
DFND
35277
0
0
ONEOK INC NEW
COM
682680103
1144
16899
SH
DFND
16899
0
0
OPES ACQUISITION CORP
COM
68373P100
1026
100000
SH
DFND
100000
0
0
OPKO HEALTH INC
NOTE 4.500% 2/1
68375NAD5
17410
19875000
PRN
DFND
19875000
0
0
ORITANI FINL CORP DEL
COM
68633D103
1039
58588
SH
DFND
58588
0
0
OSI SYSTEMS INC
NOTE 1.250% 9/0
671044AD7
5345
4500000
PRN
DFND
4500000
0
0
PACIFIC BIOSCIENCES CALIF IN
COM
69404D108
41837
6915211
SH
DFND
6915211
0
0
PAGERDUTY INC
COM
69553P100
235
5000
SH
DFND
5000
0
0
PARATEK PHARMACEUTICALS INC
NOTE 4.750% 5/0
699374AB0
2082
3050000
PRN
DFND
3050000
0
0
PATRIOT NATL BANCORP INC
COM NEW
70336F203
514
34442
SH
DFND
34442
0
0
PECK CO INC
*W EXP 03/01/202
705163111
24
122916
SH
DFND
122916
0
0
PENSARE ACQUISITION CORP
*W EXP 07/27/202
70957E113
42
250000
SH
DFND
250000
0
0
PENSARE ACQUISITION CORP
COM
70957E105
6608
636600
SH
DFND
636600
0
0
PENSARE ACQUISITION CORP
RIGHT 99/99/9999
70957E121
150
1000000
SH
DFND
1000000
0
0
PENTAIR PLC
SHS
G7S00T104
6254
168126
SH
DFND
168126
0
0
PHILLIPS 66 PARTNERS LP
COM UNIT REP INT
718549207
686
13900
SH
DFND
13900
0
0
PHUNWARE INC
*W EXP 12/26/202
71948P118
21
58632
SH
DFND
58632
0
0
PINTEREST INC
CL A
72352L106
544
20000
SH
DFND
20000
0
0
PIONEER FLOATING RATE TR
COM
72369J102
474
44295
SH
DFND
44295
0
0
PIVOTAL ACQUISITION CORP
*W EXP 12/01/202
72583A119
2430
1800000
SH
DFND
1800000
0
0
PIVOTAL ACQUISITION CORP
CL A COM
72583A101
633
62411
SH
DFND
62411
0
0
PLAINS ALL AMERN PIPELINE L
UNIT LTD PARTN
726503105
877
36000
SH
DFND
36000
0
0
PLUG POWER INC
NOTE 5.500% 3/1
72919PAB9
3330
3000000
PRN
DFND
3000000
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
21417
14850000
PRN
DFND
14850000
0
0
PROFICIENT ALPHA ACQUSTN COR
*W EXP 04/30/202
74317H113
56
400000
SH
DFND
400000
0
0
PROFICIENT ALPHA ACQUSTN COR
COM
74317H105
3896
400000
SH
DFND
400000
0
0
PROS HOLDINGS INC
NOTE 2.000%12/0
74346YAB9
6551
3500000
PRN
DFND
3500000
0
0
PROSPECT CAPITAL CORPORATION
NOTE 4.950% 7/1
74348TAR3
8174
8100000
PRN
DFND
8100000
0
0
PROSPECT CAPITAL CORPORATION
NOTE 6.375% 3/0
74348TAT9
15908
15500000
PRN
DFND
15500000
0
0
PTC THERAPEUTICS INC
NOTE 3.000% 8/1
69366JAB7
1664
1500000
PRN
DFND
1500000
0
0
PURE ACQUISITION CORP
*W EXP 04/17/202
74621Q114
932
862500
SH
DFND
862500
0
0
PURE ACQUISITION CORP
CL A
74621Q106
3042
300000
SH
DFND
300000
0
0
PURE STORAGE INC
NOTE 0.125% 4/1
74624MAB8
62298
64725000
PRN
DFND
64725000
0
0
Q2 HLDGS INC
NOTE 0.750% 2/1
74736LAB5
7155
5000000
PRN
DFND
5000000
0
0
QTS RLTY TR INC
6.50% CON PFD B
74736A301
2481
22250
SH
DFND
22250
0
0
QUOTIENT TECHNOLOGY INC
NOTE 1.750%12/0
749119AB9
16406
16950000
PRN
DFND
16950000
0
0
RANPAK HLDGS CORP
*W EXP 06/03/202
75321W111
930
775000
SH
DFND
775000
0
0
RATTLER MIDSTREAM LP
COM UNITS
75419T103
546
28159
SH
DFND
28159
0
0
RAYTHEON CO
COM NEW
755111507
42233
242886
SH
DFND
242886
0
0
RED HAT INC
COM
756577102
160203
853235
SH
DFND
853235
0
0
RED HAT INC
NOTE 0.250%10/0
756577AD4
7104
2788000
PRN
DFND
2788000
0
0
REDWOOD TR INC
NOTE 4.750% 8/1
758075AC9
18081
18450000
PRN
DFND
18450000
0
0
REDWOOD TR INC
NOTE 5.625% 7/1
758075AD7
18617
18675000
PRN
DFND
18675000
0
0
REGALWOOD GLOBAL ENERGY LTD
*W EXP 12/05/202
G74760128
397
440925
SH
DFND
440925
0
0
REGALWOOD GLOBAL ENERGY LTD
COM CL A
G74760102
3292
322777
SH
DFND
322777
0
0
REPLAY ACQUISITION CORP
COM
G75130107
11190
1150000
SH
DFND
1150000
0
0
RESIDEO TECHNOLOGIES INC
COM
76118Y104
16044
748658
SH
DFND
748658
0
0
RETAIL VALUE INC
COM
76133Q102
481
13830
SH
DFND
13830
0
0
RETROPHIN INC
NOTE 2.500% 9/1
761299AB2
10360
11500000
PRN
DFND
11500000
0
0
RMG ACQUISITION CORP
CL A
749641106
24425
2499996
SH
DFND
2499996
0
0
ROSEHILL RES INC
*W EXP 04/27/202
777385113
118
244800
SH
DFND
244800
0
0
ROYCE VALUE TR INC
COM
780910105
313
22483
SH
DFND
22483
0
0
RUDOLPH TECHNOLOGIES INC
COM
781270103
4375
158341
SH
DFND
158341
0
0
SCHULTZE SPL PURP ACQUSTN CO
*W EXP 12/31/202
80821R117
432
1440000
SH
DFND
1440000
0
0
SCHULTZE SPL PURP ACQUSTN CO
COM
80821R109
9801
990000
SH
DFND
990000
0
0
SCORPIO TANKERS INC
NOTE 3.000% 5/1
80918TAB5
14880
14250000
PRN
DFND
14250000
0
0
SEACOR HOLDINGS INC
NOTE 2.500%12/1
811904AM3
18805
19244000
PRN
DFND
19244000
0
0
SEMGROUP CORP
CL A
81663A105
292
24333
SH
DFND
24333
0
0
SEMPRA ENERGY
6% PFD CONV A
816851406
12718
112250
SH
DFND
112250
0
0
SENTINEL ENERGY SVCS INC
*W EXP 11/02/202
81728P113
93
133333
SH
DFND
133333
0
0
SERVICENOW INC
NOTE 6/0
81762PAC6
40545
19532000
PRN
DFND
19532000
0
0
SHELL MIDSTREAM PARTNERS L P
UNIT LTD INT
822634101
539
26000
SH
DFND
26000
0
0
SHIP FINANCE INTERNATIONAL L
NOTE 5.750%10/1
G81075AF3
23653
23325000
PRN
DFND
23325000
0
0
SHUTTERFLY INC
COM
82568P304
50800
1004952
SH
DFND
1004952
0
0
SOCIAL CAP HEDOSOPHIA HLDGS
*W EXP 09/14/202
G8250R129
112
83334
SH
DFND
83334
0
0
SOTHEBYS
COM
835898107
29735
511523
SH
DFND
511523
0
0
SOUTH JERSEY INDS INC
UNIT 99/99/9999
838518116
2118
39700
SH
DFND
39700
0
0
SOUTH MTN MERGER CORP
UNIT 99/99/9999
838884203
15000
1500000
SH
DFND
1500000
0
0
SPARK THERAPEUTICS INC
COM
84652J103
74345
726169
SH
DFND
726169
0
0
SPARTAN ENERGY ACQUISITON CO
*W EXP 08/27/202
846784122
387
434999
SH
DFND
434999
0
0
SPARTAN ENERGY ACQUISITON CO
CL A COM STK
846784106
10900
1089998
SH
DFND
1089998
0
0
SPIRIT MTA REIT
COM SHS BEN IN
84861U105
223
26740
SH
DFND
26740
0
0
SPRINT CORPORATION
COM
85207U105
148231
22561835
SH
DFND
22561835
0
0
SQUARE INC
CL A
852234103
1673
23374
SH
DFND
23374
0
0
SQUARE INC
NOTE 0.375% 3/0
852234AB9
82710
26195000
PRN
DFND
26195000
0
0
STEWART INFORMATION SVCS COR
COM
860372101
21574
532829
SH
DFND
532829
0
0
SUMMIT MIDSTREAM PARTNERS LP
COM UNIT LTD
866142102
268
36000
SH
DFND
36000
0
0
SUNTRUST BKS INC
COM
867914103
223026
3548544
SH
DFND
3548544
0
0
SYNAPTICS INC
NOTE 0.500% 6/1
87157DAD1
33387
37278000
PRN
DFND
37278000
0
0
TABLEAU SOFTWARE INC
CL A
87336U105
148833
896479
SH
DFND
896479
0
0
TALLGRASS ENERGY LP
CLASS A SHS
874696107
739
35000
SH
DFND
35000
0
0
TARGA RES CORP
COM
87612G101
819
21184
SH
DFND
21184
0
0
TC PIPELINES LP
UT COM LTD PRT
87233Q108
591
15700
SH
DFND
15700
0
0
TCF FINL CORP
COM
872275102
57775
2778982
SH
DFND
2778982
0
0
TEEKAY LNG PARTNERS L P
PRTNRSP UNITS
Y8564M105
508
36000
SH
DFND
36000
0
0
TEKLA HEALTHCARE INVS
SH BEN INT
87911J103
466
23229
SH
DFND
23229
0
0
TENZING ACQUISITION CORP
*W EXP 02/23/202
G8708A108
53
250000
SH
DFND
250000
0
0
TERADYNE INC
NOTE 1.250%12/1
880770AG7
34771
21400000
PRN
DFND
21400000
0
0
TESLA INC
COM
88160R101
5681
25422
SH
DFND
25422
0
0
TESLA INC
NOTE 2.000% 5/1
88160RAG6
56617
57500000
PRN
DFND
57500000
0
0
THERAVANCE INC
NOTE 2.125% 1/1
88338TAB0
22962
21843000
PRN
DFND
21843000
0
0
THL CR SR LN FD
COM
87244R103
171
11224
SH
DFND
11224
0
0
THUNDER BRIDGE ACQUISITION L
*W EXP 01/01/202
G8857R126
3272
1620000
SH
DFND
1620000
0
0
TIBERIUS ACQUISITION CORP
*W EXP 02/28/202
88633A115
370
1057500
SH
DFND
1057500
0
0
TIBERIUS ACQUISITION CORP
COM
88633A107
3051
300000
SH
DFND
300000
0
0
TIMKENSTEEL CORP
NOTE 6.000% 6/0
887399AA1
1557
1500000
PRN
DFND
1500000
0
0
TKK SYMPHONY ACQUISITION COR
*W EXP 02/20/202
G88950129
241
1850000
SH
DFND
1850000
0
0
TKK SYMPHONY ACQUISITION COR
ORD SHS
G88950103
5255
525000
SH
DFND
525000
0
0
TORTOISE ACQUISITION CORP
*W EXP 03/04/202
89154L118
727
1038969
SH
DFND
1038969
0
0
TORTOISE ACQUISITION CORP
CL A
89154L100
20198
2077938
SH
DFND
2077938
0
0
TOTAL SYS SVCS INC
COM
891906109
215717
1681745
SH
DFND
1681745
0
0
TPG PACE HLDGS CORP
*W EXP 06/27/202
G89827110
105
66666
SH
DFND
66666
0
0
TPG SPECIALTY LENDING INC
NOTE 4.500% 8/0
87265KAD4
7738
7500000
PRN
DFND
7500000
0
0
TRADEWEB MKTS INC
CL A
892672106
438
10000
SH
DFND
10000
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
2489
393886
SH
DFND
393886
0
0
TRIBUNE MEDIA CO
CL A
896047503
191129
4135211
SH
DFND
4135211
0
0
TRINE ACQUISITION CORP
*W EXP 03/31/202
89628U116
873
1150000
SH
DFND
1150000
0
0
TRINE ACQUISITION CORP
COM CL A
89628U108
22310
2300000
SH
DFND
2300000
0
0
TRINITY MERGER CORP
*W EXP 05/11/202
89653L114
740
2250000
SH
DFND
2250000
0
0
TRINITY MERGER CORP
COM CL A
89653L106
3090
299996
SH
DFND
299996
0
0
TTM TECHNOLOGIES INC
NOTE 1.750%12/1
87305RAD1
30670
25950000
PRN
DFND
25950000
0
0
TUSCAN HOLDINGS CORP
*W EXP 04/01/202
90069K112
1248
1600000
SH
DFND
1600000
0
0
TUSCAN HOLDINGS CORP
COM
90069K104
15840
1600000
SH
DFND
1600000
0
0
TWELVE SEAS INVESTMENT COMPA
SHS
G9145A107
5684
560000
SH
DFND
560000
0
0
TWITTER INC
NOTE 0.250% 6/1
90184LAF9
48405
49450000
PRN
DFND
49450000
0
0
U S WELL SVCS INC
CL A
91274U101
223
46320
SH
DFND
46320
0
0
UBER TECHNOLOGIES INC
COM
90353T100
464
10000
SH
DFND
10000
0
0
VECTOIQ ACQUISITION CORP
*W EXP 05/11/202
92243N111
761
1620000
SH
DFND
1620000
0
0
VECTOIQ ACQUISITION CORP
COM
92243N103
9016
890000
SH
DFND
890000
0
0
VECTOR GROUP LTD
FRNT 4/1
92240MBC1
6206
6000000
PRN
DFND
6000000
0
0
VEECO INSTRS INC DEL
NOTE 2.700% 1/1
922417AD2
20522
23000000
PRN
DFND
23000000
0
0
VEONEER INCORPORATED
COM
92336X109
6972
402800
SH
DFND
402800
0
0
VEONEER INCORPORATED
NOTE 4.000% 6/0
92336XAA7
2083
2000000
PRN
DFND
2000000
0
0
VERASTEM INC
NOTE 5.000%11/0
92337CAA2
7913
15000000
PRN
DFND
15000000
0
0
VERSUM MATLS INC
COM
92532W103
122430
2373599
SH
DFND
2373599
0
0
VIAVI SOLUTIONS INC
NOTE 1.000% 3/0
925550AB1
10645
9040000
PRN
DFND
9040000
0
0
VIAVI SOLUTIONS INC
NOTE 1.750% 6/0
925550AE5
5804
5000000
PRN
DFND
5000000
0
0
VIRTUS INVT PARTNERS INC
PFD CV SER D
92828Q208
1681
17975
SH
DFND
17975
0
0
VIRTUS TOTAL RETURN FUND INC
COM
92837G100
113
10639
SH
DFND
10639
0
0
VITAMIN SHOPPE INC
NOTE 2.250%12/0
92849EAB7
891
1000000
PRN
DFND
1000000
0
0
VOYA INFRASTRUCTURE INDLS &
COM
92912X101
205
16477
SH
DFND
16477
0
0
WABCO HLDGS INC
COM
92927K102
207168
1562355
SH
DFND
1562355
0
0
WAGEWORKS INC
COM
930427109
10982
216220
SH
DFND
216220
0
0
WAYFAIR INC
CL A
94419L101
8834
60801
SH
DFND
60801
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
170820
599220
SH
DFND
599220
0
0
WELLS FARGO GLOBAL DIVIDEND
COM
94987C103
61
11153
SH
DFND
11153
0
0
WELLS FARGO INCOME OPPORTUNI
WF INC OPPTY FD
94987B105
170
20647
SH
DFND
20647
0
0
WESTERN ASSET INTM MUNI FD I
COM
958435109
432
48141
SH
DFND
48141
0
0
WESTERN ASST MN PRT FD INC
COM
95766P108
157
10525
SH
DFND
10525
0
0
WESTERN MIDSTREAM PARTNERS L
COM UNIT LP INT
958669103
708
23000
SH
DFND
23000
0
0
WILLIAMS COS INC DEL
COM
969457100
888
31910
SH
DFND
31910
0
0
WORKDAY INC
NOTE 0.250%10/0
98138HAF8
63858
42500000
PRN
DFND
42500000
0
0
WORKDAY INC
NOTE 1.500% 7/1
98138HAD3
50448
20000000
PRN
DFND
20000000
0
0
WORLDPAY INC
CL A
981558109
208237
1699204
SH
DFND
1699204
0
0
WRIGHT MED GROUP N V
NOTE 2.250%11/1
98236JAB4
7419
5000000
PRN
DFND
5000000
0
0
WYNDHAM HOTELS & RESORTS INC
COM
98311A105
17580
315396
SH
DFND
315396
0
0
XYNOMIC PHARMACUTCLS HLDNG I
*W EXP 05/15/202
98421X110
16
75000
SH
DFND
75000
0
0
ZAYO GROUP HLDGS INC
COM
98919V105
125235
3805385
SH
DFND
3805385
0
0
ZENDESK INC
NOTE 0.250% 3/1
98936JAB7
46056
30000000
PRN
DFND
30000000
0
0
ZILLOW GROUP INC
NOTE 1.500% 7/0
98954MAC5
19636
19900000
PRN
DFND
19900000
0
0
ZOOM VIDEO COMMUNICATIONS IN
CL A
98980L101
666
7500
SH
DFND
7500
0
0