The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
ABERDEEN GLOBAL DYNAMIC DIVICOM00302M10613913,342SH DFND 13,34200
ACACIA COMMUNICATIONS INCCOM00401C108128,3381,892,610SH DFND 1,892,61000
ACAMAR PARTNERS ACQSITION CO*W EXP 02/26/202004285110518750,000SH DFND 750,00000
ACAMAR PARTNERS ACQSITION COCL A00428510210,0201,000,000SH DFND 1,000,00000
ACCEL ENTMT INC*W EXP 11/20/20200436Q11419766,666SH DFND 66,66600
ACHILLION PHARMACEUTICALS INCOM00448Q20119,0663,161,883SH DFND 3,161,88300
ACT II GLOBAL ACQUISITION CO*W EXP 04/30/202G0080J120990900,000SH DFND 900,00000
ACT II GLOBAL ACQUISITION COCL A SHSG0080J1048,594850,000SH DFND 850,00000
ADVANCED DISP SVCS INC DELCOM00790X101118,7123,611,549SH DFND 3,611,54900
ADVANCED MICRO DEVICES INCNOTE 2.125% 9/0007903BD8226,08139,000,000PRN DFND 39,000,00000
AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB148,19726,500,000PRN DFND 26,500,00000
AIR TRANSPORT SERVICES GRP INOTE 1.125%10/100922RAB16,7646,925,000PRN DFND 6,925,00000
AIRCASTLE LTDCOMG0129K1045,986187,012SH DFND 187,01200
AK STL HLDG CORPCOM0015471083,005913,371SH DFND 913,37100
AKAZOO SA*W EXP 09/11/202L0164E11674147,836SH DFND 147,83600
ALCON INCORD SHSH0130112812,829226,778SH DFND 226,77800
ALLEGHENY TECHNOLOGIES INCNOTE 4.750% 7/001741RAG729,07718,250,000PRN DFND 18,250,00000
ALLEGRO MERGER CORP*W EXP 01/06/20201749N111157900,000SH DFND 900,00000
ALLEGRO MERGER CORPCOM01749N1031,532150,000SH DFND 150,00000
ALLERGAN PLCSHSG0177J108150,398786,723SH DFND 786,72300
ALTICE USA INCCL A02156K10315,295564,379SH DFND 564,37900
ALUSSA ENERGY ACQUISITION COUNIT 10/31/2026G0232J1276,552650,000SH DFND 650,00000
AMAG PHARMACEUTICALS INCNOTE 3.250% 6/000163UAD825,42130,125,000PRN DFND 30,125,00000
AMCI ACQUISITION CORP*W EXP 05/20/20200165R1197132,300,000SH DFND 2,300,00000
AMCI ACQUISITION CORPCLASS A00165R1013,636360,000SH DFND 360,00000
AMPLITUDE HLTHCRE AQUSTIN COUNIT 12/01/202603212A2043,769375,000SH DFND 375,00000
ANDINA ACQUISITION CORP III*W EXP 07/31/202G044151242521,200,000SH DFND 1,200,00000
ANDINA ACQUISITION CORP IIISHSG044151081,523150,000SH DFND 150,00000
ANIXTER INTL INCCOM03529010537,931411,841SH DFND 411,84100
ANTERO MIDSTREAM CORPCOM03676B10239952,600SH DFND 52,60000
ANTHEM INCNOTE 2.750%10/194973VBG15,3781,279,000PRN DFND 1,279,00000
APERGY CORPCOM03755L10413,840409,709SH DFND 409,70900
APEX TECHNOLOGY ACQUISITN CO*W EXP 09/18/20203768F110250200,000SH DFND 200,00000
APEX TECHNOLOGY ACQUISITN COCOM CL A03768F1023,952400,000SH DFND 400,00000
APOLLO COML REAL EST FIN INCNOTE 4.750% 8/203762UAB110,36810,300,000PRN DFND 10,300,00000
APOLLO COML REAL EST FIN INCNOTE 5.375%10/103762UAC917,61717,300,000PRN DFND 17,300,00000
APOLLO SR FLOATING RATE FD ICOM03763610749832,923SH DFND 32,92300
AQUAVENTURE HLDGS LTDSHSG0443N1073,045112,294SH DFND 112,29400
ARBOR RLTY TR INCNOTE 5.250% 7/0038923AH11,7371,500,000PRN DFND 1,500,00000
ARCOSA INCCOM03965310015,787354,375SH DFND 354,37500
ARES CAP CORPNOTE 4.625% 3/004010LAW326,80225,150,000PRN DFND 25,150,00000
ARES DYNAMIC CR ALLOCATION FCOM04014F10216610,823SH DFND 10,82300
ARLO TECHNOLOGIES INCCOM04206A1014,3341,029,516SH DFND 1,029,51600
ARQULE INCCOM04269E10726,9461,350,000SH DFND 1,350,00000
ARYA SCIENCES ACQUISITION CO*W EXP 10/10/202G3165V1258650,000SH DFND 50,00000
ARYA SCIENCES ACQUISITION COSHS CL AG3165V1091,030100,000SH DFND 100,00000
ATLANTICUS HLDGS CORPCOM04914Y10267675,008SH DFND 75,00800
ATLAS AIR WORLDWIDE HLDGS INNOTE 1.875% 6/0049164BJ428,68733,825,000PRN DFND 33,825,00000
AUDENTES THERAPEUTICS INCCOM05070R10481,2811,358,308SH DFND 1,358,30800
B RILEY PRINCIPAL MERGER COR*W EXP 04/08/20205586Y114349425,000SH DFND 425,00000
B RILEY PRINCIPAL MERGER CORCL A05586Y1063,704370,000SH DFND 370,00000
BECTON DICKINSON & COPFD SHS CONV A0758872082,23934,150SH DFND 34,15000
BELLRING BRANDS INCCOM CL A07982310021310,000SH DFND 10,00000
BENEFITFOCUS INCNOTE 1.250%12/108180DAB213,14315,150,000PRN DFND 15,150,00000
BIG ROCK PARTNERS ACQUISI CO*W EXP 12/01/20208948211117100,000SH DFND 100,00000
BIG ROCK PARTNERS ACQUISI COCOM0894821032,120200,000SH DFND 200,00000
BIG ROCK PARTNERS ACQUISI CORIGHT 12/01/202208948212952200,000SH DFND 200,00000
BIOCERES CROP SOLUTIONS CORP*W EXP 03/14/202G1117K1062001,249,900SH DFND 1,249,90000
BIOMARIN PHARMACEUTICAL INCCOM09061G1013,61142,881SH DFND 42,88100
BLACKROCK ENHANCED GBL DIV TCOM09250110541037,263SH DFND 37,26300
BLACKROCK ENHANCED INTL DIVCOM BENE INTER09252410717830,242SH DFND 30,24200
BLACKROCK FLOAT RATE OME STRCOM09255X10034425,605SH DFND 25,60500
BLACKROCK FLOATING RATE INCOCOM09194110432024,851SH DFND 24,85100
BLACKROCK MUNIHOLDNGS QLTY ICOM09254A10118014,291SH DFND 14,29100
BLACKROCK MUNIYIELD PA QLTYCOM09255G10732222,560SH DFND 22,56000
BLACKROCK N Y MUN INCOME TRSH BEN INT09248L10618913,506SH DFND 13,50600
BLACKSTONE MTG TR INCNOTE 4.375% 5/009257WAB68,9328,375,000PRN DFND 8,375,00000
BLACKSTONE MTG TR INCNOTE 4.750% 3/109257WAC417,91816,675,000PRN DFND 16,675,00000
BOOKING HLDGS INCCOM09857L1084,0031,949SH DFND 1,94900
BOXWOOD MERGER CORP*W EXP 11/26/20210319T1191,0851,749,800SH DFND 1,749,80000
BOXWOOD MERGER CORPCOM CL A10319T1012,436239,065SH DFND 239,06500
BP MIDSTREAM PARTNERS LPUNIT LTD PTNR0556EL10931220,000SH DFND 20,00000
BROADMARK RLTY CAP INC*W EXP 11/15/20211135B1186651,750,000SH DFND 1,750,00000
BROOGE HLDGS LTD*W EXP 12/20/202G1611B1158881,200,000SH DFND 1,200,00000
BROOGE HLDGS LTDSHSG1611B1071,051120,000SH DFND 120,00000
CAESARS ENTMT CORPCOM12768610399,2727,299,390SH DFND 7,299,39000
CAESARS ENTMT CORPNOTE 5.000%10/0127686AA13,8532,000,000PRN DFND 2,000,00000
CAROLINA FINL CORP NEWCOM1438731074,15096,000SH DFND 96,00000
CENTERPOINT ENERGY INCDEP RP PFD CV B15189T50311,308231,425SH DFND 231,42500
CERENCE INCCOM15672710939717,557SH DFND 17,55700
CF FIN ACQUISITION CORP*W EXP 04/30/20212528N1151,3501,500,000SH DFND 1,500,00000
CF FIN ACQUISITION CORPCOM CL A12528N1079,381917,006SH DFND 917,00600
CHANGE HEALTHCARE INCUNIT 99/99/999915912K20927,146450,175SH DFND 450,17500
CHASERG TECHNLGY ACQUISITN C*W EXP 04/10/20216166A1111,782810,000SH DFND 810,00000
CHEGG INCNOTE 0.250% 5/1163092AB536,96024,300,000PRN DFND 24,300,00000
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q10186721,785SH DFND 21,78500
CHP MERGER CORPUNIT 11/22/202412558Y20510,1701,000,000SH DFND 1,000,00000
CHURCHILL CAP CORP II*W EXP 07/02/20217143G114166116,666SH DFND 116,66600
CHURCHILL CAP CORP IICL A17143G1063,614349,998SH DFND 349,99800
CIIG MERGER CORPUNIT 12/31/202612559C2025,060500,000SH DFND 500,00000
CINCINNATI BELL INC NEWCOM NEW1718715024,255406,361SH DFND 406,36100
CISION LTDSHSG1992S10911,1951,122,878SH DFND 1,122,87800
CLARIVATE ANALYTICS PLC*W EXP 05/13/202G218101174,359697,500SH DFND 697,50000
CLEVELAND CLIFFS INCDBCV 1.500% 1/1185899AA921,09817,613,000PRN DFND 17,613,00000
CLOUGH GLOBAL OPPORTUNITIESSH BEN INT18914E10646949,681SH DFND 49,68100
CLOVIS ONCOLOGY INCNOTE 1.250% 5/0189464AC42,9394,575,000PRN DFND 4,575,00000
CNX MIDSTREAM PARTNERS LPCOM UNIT REPST12654A10159336,000SH DFND 36,00000
COLFAX CORPUNIT 01/15/2022T19401420525,027158,950SH DFND 158,95000
COLLIER CREEK HOLDINGS*W EXP 99/99/999G22707114162116,666SH DFND 116,66600
COLLIER CREEK HOLDINGSCOM CL AG227071063,577349,998SH DFND 349,99800
COMPUCREDIT HLDGS CORPNOTE 5.875%11/320478NAD23,0445,000,000PRN DFND 5,000,00000
CONTINENTAL BLDG PRODS INCCOM2111711039,567262,613SH DFND 262,61300
CONYERS PK II ACQUISITION CO*W EXP 07/18/2022128961123518,750SH DFND 18,75000
CONYERS PK II ACQUISITION COCOM CL A21289610475875,000SH DFND 75,00000
CORTEVA INCCOM22052L10414,116483,433SH DFND 483,43300
COVETRUS INCCOM22304C1006,309487,943SH DFND 487,94300
CREE INCNOTE 0.875% 9/0225447AB74,2504,000,000PRN DFND 4,000,00000
CRESCENT ACQUISITION CORP*W EXP 03/08/20222564L1138001,000,000SH DFND 1,000,00000
CRESCENT ACQUISITION CORPCOM CL A22564L1055,994600,000SH DFND 600,00000
CRESTWOOD EQUITY PARTNERS LPUNIT LTD PARTNER22634420886127,936SH DFND 27,93600
CYCLERION THERAPEUTICS INCCOM23255M1054014,842SH DFND 14,84200
CYPRESS SEMICONDUCTOR CORPCOM232806109128,3565,501,767SH DFND 5,501,76700
DASEKE INC*W EXP 02/27/20223753F11545378,003SH DFND 378,00300
DCP MIDSTREAM LPCOM UT LTD PTN23311P10058824,000SH DFND 24,00000
DELAWARE INV MN MUN INC FD ICOM24610V10323918,176SH DFND 18,17600
DIAMOND EAGLE ACQUISITION CO*W EXP 06/30/20225258L117480200,000SH DFND 200,00000
DIAMOND EAGLE ACQUISITION COCOM CL A25258L1096,420600,000SH DFND 600,00000
DIAMONDPEAK HLDGS COR*W EXP 02/22/20225280H118590766,666SH DFND 766,66600
DIAMONDPEAK HLDGS CORCOM CL A25280H10012,9351,299,998SH DFND 1,299,99800
DISH NETWORK CORPNOTE 3.375% 8/125470MAB531,51232,675,000PRN DFND 32,675,00000
DIVIDEND & INCOME FUNDCOM NEW25538A20445133,511SH DFND 33,51100
DOCUSIGN INCCOM2561631064,38259,294SH DFND 59,29400
DOMINION ENERGY INCUNIT 99/99/999925746U1333,66434,225SH DFND 34,22500
DOW INCCOM26055710314,678268,182SH DFND 268,18200
DTE ENERGY COUNIT 11/01/2022S2333318424,33984,100SH DFND 84,10000
DTF TAX-FREE INCOME INCCOM23334J10721114,276SH DFND 14,27600
DYCOM INDS INCNOTE 0.750% 9/1267475AB731,34232,173,000PRN DFND 32,173,00000
EATON VANCE FLTING RATE INCCOM27827910432123,423SH DFND 23,42300
EATON VANCE SR FLTNG RTE TRCOM27828Q10528020,664SH DFND 20,66400
EATON VANCE SR INCOME TRSH BEN INT27826S10315924,727SH DFND 24,72700
ECHO GLOBAL LOGISTICS INCNOTE 2.500% 5/027875TAA97,6427,631,000PRN DFND 7,631,00000
EL PASO ELEC COCOM NEW28367785454,748806,421SH DFND 806,42100
ENABLE MIDSTREAM PARTNERS LPCOM UNIT RP IN29248010050250,000SH DFND 50,00000
ENBRIDGE INCCOM29250N1051,35233,984SH DFND 33,98400
ENERGY TRANSFER LPCOM UT LTD PTN29273V1001,12487,590SH DFND 87,59000
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T10033755,000SH DFND 55,00000
ENTERPRISE PRODS PARTNERS LCOM29379210784530,000SH DFND 30,00000
EQM MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B10038913,000SH DFND 13,00000
EQUITRANS MIDSTREAM CORPORATCOM2946001016,620504,033SH DFND 504,03300
ESTRE AMBIENTAL INC*W EXP 12/21/202G3206V1184661,870SH DFND 661,87000
ETSY INCNOTE 3/029786AAC029,68121,005,000PRN DFND 21,005,00000
EURONET WORLDWIDE INCCOM2987361091,93812,302SH DFND 12,30200
EXACT SCIENCES CORPCOM30063P1051,48316,069SH DFND 16,06900
EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA326,52018,337,000PRN DFND 18,337,00000
EXPERIENCE INVESTMENT CORP*W EXP 09/01/20230217C117223333,332SH DFND 333,33200
EXPERIENCE INVESTMENT CORPCOM CL A30217C1099,750999,996SH DFND 999,99600
EZCORP INCNOTE 2.375% 5/0302301AE64,5035,500,000PRN DFND 5,500,00000
EZCORP INCNOTE 2.875% 7/0302301AF31,8912,000,000PRN DFND 2,000,00000
FALCON MINERALS CORP*W EXP 07/21/20230607B20867222,879SH DFND 222,87900
FAR PT ACQUISITION CORP*W EXP 06/01/20230734W117387299,999SH DFND 299,99900
FAR PT ACQUISITION CORPCOM CL A30734W1093,587349,998SH DFND 349,99800
FEDERATED PREM MUN INC FDCOM31423P10825017,759SH DFND 17,75900
FINSERV ACQUISITION CORPUNIT 12/31/202631808520610,1501,000,000SH DFND 1,000,00000
FINTECH ACQUISITION CORP III*W EXP 12/01/20231811A1191,5761,150,000SH DFND 1,150,00000
FINTECH ACQUISITION CORP IIICOM CL A31811A1014,559450,000SH DFND 450,00000
FIREEYE INCNOTE 0.875% 6/031816QAF847,09946,625,000PRN DFND 46,625,00000
FIRST TR SR FLG RTE INCM FDCOM33733U10828722,895SH DFND 22,89500
FITBIT INCCL A33812L10284,42312,849,714SH DFND 12,849,71400
FLEXION THERAPEUTICS INCNOTE 3.375% 5/033938JAB23,4783,245,000PRN DFND 3,245,00000
FORTIVE CORP5% PFD CNV SER A34959J20717,58818,050SH DFND 18,05000
FORUM MERGER II CORP*W EXP 09/30/20234986F1117451,620,000SH DFND 1,620,00000
FORUM MERGER II CORPCL A34986F1031,532150,000SH DFND 150,00000
FOX CORPCL A COM35137L10513,506364,341SH DFND 364,34100
FOX CORPCL B COM35137L2044,172114,617SH DFND 114,61700
FRONTDOOR INCCOM35905A10915,719331,481SH DFND 331,48100
FTI CONSULTING INCNOTE 2.000% 8/1302941AP431,35224,960,000PRN DFND 24,960,00000
GABELLI DIVD & INCOME TRCOM36242H10446221,063SH DFND 21,06300
GAIN CAP HLDGS INCNOTE 5.000% 8/136268WAF7197225,000PRN DFND 225,00000
GALILEO ACQUISITION CORP*W EXP 10/31/202G3770A110156325,000SH DFND 325,00000
GALILEO ACQUISITION CORPSHSG3770A1023,185325,000SH DFND 325,00000
GARRETT MOTION INCCOM3665051056,606661,272SH DFND 661,27200
GDS HLDGS LTDNOTE 2.000% 6/036165LAB46,9185,700,000PRN DFND 5,700,00000
GENESIS ENERGY L PUNIT LTD PARTN37192710455327,000SH DFND 27,00000
GENWORTH FINL INCCOM CL A37247D10638,0708,652,172SH DFND 8,652,17200
GIGCAPITAL2 INC*W EXP 02/28/202375036118245765,000SH DFND 765,00000
GIGCAPITAL2 INCCOM3750361003,505353,000SH DFND 353,00000
GOL LINHAS AEREAS INTLG S ASPON ADR PFD NEW38045R2061,54285,335SH DFND 85,33500
GORDON POINTE ACQUISITION CO*W EXP 07/30/2023827881153981,106,820SH DFND 1,106,82000
GORDON POINTE ACQUISITION COCOM CLASS A3827881076,128579,800SH DFND 579,80000
GORES HOLDINGS III INC*W EXP 09/11/20238286G117517333,332SH DFND 333,33200
GORES METROPOULOS INC*W EXP 01/28/202382872117250166,666SH DFND 166,66600
GORES METROPOULOS INCCOM CL A3828721095,060499,998SH DFND 499,99800
GRAF INDL CORP*W EXP 12/31/2023842781157811,782,000SH DFND 1,782,00000
GRAF INDL CORPCOM3842781072,201216,000SH DFND 216,00000
GRANITE PT MTG TR INCNOTE 6.375%10/038741LAC15,2315,000,000PRN DFND 5,000,00000
GREEN PLAINS INCNOTE 4.125% 9/0393222AF16,7977,250,000PRN DFND 7,250,00000
GREENBRIER COS INCNOTE 2.875% 2/0393657AK75,0465,187,000PRN DFND 5,187,00000
GREENVISION ACQUISITION CORP*W EXP 10/28/20239678G11124170,000SH DFND 170,00000
GREENVISION ACQUISITION CORPCOM39678G1031,671170,000SH DFND 170,00000
GREENVISION ACQUISITION CORPRIGHT 06/01/202139678G12931170,000SH DFND 170,00000
GS ACQUISITION HLDGS CORP*W EXP 06/12/20236255F1101,152500,000SH DFND 500,00000
GS ACQUISITION HLDGS CORPCOM CL A36255F1021,655150,000SH DFND 150,00000
GX ACQUISITION CORP*W EXP 05/24/20236251A1158001,000,000SH DFND 1,000,00000
GX ACQUISITION CORPCOM CL A36251A10714,0021,398,800SH DFND 1,398,80000
HAYMAKER ACQUISITION CORP II*W EXP 10/31/20242087L119940666,666SH DFND 666,66600
HAYMAKER ACQUISITION CORP IICOM CL A42087L10120,1101,998,998SH DFND 1,998,99800
HCI GROUP INCNOTE 4.250% 3/040416EAD56,1736,000,000PRN DFND 6,000,00000
HEALTHCARE MERGER CORPUNIT 12/17/202142227L2017,245700,000SH DFND 700,00000
HELIX ENERGY SOLUTIONS GRP INOTE 4.125% 9/142330PAJ64,5333,500,000PRN DFND 3,500,00000
HENNESSY CAP ACQUSTION CORP*W EXP 09/05/20242589C1121,2001,500,000SH DFND 1,500,00000
HENNESSY CAP ACQUSTION CORPCL A COM42589C1046,096600,000SH DFND 600,00000
HERCULES CAPITAL INCDBCV 4.375% 2/0427096AF917,84117,425,000PRN DFND 17,425,00000
HESS MIDSTREAM LPCL A SHS42810310568730,300SH DFND 30,30000
HL ACQUISITIONS CORP*W EXP 06/21/202G4603R12295270,000SH DFND 270,00000
HL ACQUISITIONS CORPSHSG4603R1061,569151,887SH DFND 151,88700
HOLLY ENERGY PARTNERS L PCOM UT LTD PTN43576310749022,100SH DFND 22,10000
HOPE BANCORP INCNOTE 2.000% 5/143940TAB515,37516,300,000PRN DFND 16,300,00000
HOWARD HUGHES CORPCOM44267D1072,97523,488SH DFND 23,48800
HUBSPOT INCNOTE 0.250% 6/0443573AB617,32810,000,000PRN DFND 10,000,00000
IAA INCCOM44925310312,550269,023SH DFND 269,02300
IAC INTERACTIVECORPCOM44919P5086,90427,715SH DFND 27,71500
IBERIABANK CORPCOM45082810822,934306,478SH DFND 306,47800
II VI INCNOTE 0.250% 9/0902104AB425,58225,050,000PRN DFND 25,050,00000
ILLUMINA INCCOM45232710920,42461,937SH DFND 61,93700
IMPINJ INCCOM4532041091,39854,044SH DFND 54,04400
INDEPENDENT BK GROUP INCCOM45384B10619,183346,021SH DFND 346,02100
INDUSTRIAL LOGISTICS PPTYS TCOM SHS BEN INT45623710612,685565,786SH DFND 565,78600
INFINERA CORPORATIONNOTE 2.125% 9/045667GAC726,59525,075,000PRN DFND 25,075,00000
INFRA AND ENERGY ALTRNTIVE I*W EXP 05/20/20245686J11227343,006SH DFND 343,00600
INNOPHOS HOLDINGS INCCOM45774N1082,68083,802SH DFND 83,80200
INNOVIVA INCNOTE 2.500% 8/145781MAB73,2683,000,000PRN DFND 3,000,00000
INSTRUCTURE INCCOM45781U1038,432174,909SH DFND 174,90900
INSURANCE ACQUISITION CORPCL A4578671094,192420,000SH DFND 420,00000
INTERCEPT PHARMACEUTICALS INNOTE 2.000% 5/145845PAB47,3995,550,000PRN DFND 5,550,00000
INTERXION HOLDING N.VSHSN4727910933,524400,000SH DFND 400,00000
INTREXON CORPCOM46122T1021,374250,683SH DFND 250,68300
INTREXON CORPNOTE 3.500% 7/046122TAA010,66417,500,000PRN DFND 17,500,00000
INVACARE CORPNOTE 4.500% 6/0461203AH41,8361,950,000PRN DFND 1,950,00000
JAZZ PHARMACEUTICALS PLCSHS USDG508711051,1407,659SH DFND 7,65900
JUNIPER INDL HLDGS INCUNIT 11/13/202648205G20512,1201,200,000SH DFND 1,200,00000
KALEYRA INC*W EXP 12/12/2024833791111,2711,125,000SH DFND 1,125,00000
KARYOPHARM THERAPEUTICS INCNOTE 3.000%10/148576UAA48,5766,000,000PRN DFND 6,000,00000
KBL MERGER CORP IV*W EXP 01/15/20248242A11240500,000SH DFND 500,00000
KEMET CORPCOM NEW48836020747,1971,744,808SH DFND 1,744,80800
KONTOOR BRANDS INCCOM50050N10316,182385,381SH DFND 385,38100
LANDCADIA HLDGS II INC*W EXP 05/09/20251476X113420583,332SH DFND 583,33200
LANDCADIA HLDGS II INCCL A51476X10517,2721,749,996SH DFND 1,749,99600
LEGACY ACQUISITION CORP*W EXP 11/30/2025246431116721,250,000SH DFND 1,250,00000
LEGACY ACQUISITION CORPCOM CL A5246431033,081300,000SH DFND 300,00000
LEISURE ACQUISITION CORP*W EXP 12/05/20152539T115619625,000SH DFND 625,00000
LEISURE ACQUISITION CORPCOM52539T1073,126300,000SH DFND 300,00000
LENDINGTREE INC NEWNOTE 0.625% 6/052603BAA56,8554,375,000PRN DFND 4,375,00000
LEO HOLDINGS CORP*W EXP 02/07/202G5463L1137391,115,000SH DFND 1,115,00000
LEO HOLDINGS CORPCOM CL AG5463L10531630,600SH DFND 30,60000
LF CAP ACQUISITION CORP*W EXP 06/22/20250200K1165401,200,000SH DFND 1,200,00000
LF CAP ACQUISITION CORPCL A50200K1082,072200,000SH DFND 200,00000
LGL SYS ACQUISITION CORPUNIT 10/24/202450201G2051,172115,000SH DFND 115,00000
LIBERTY MEDIA CORP DELAWARENOTE 1.375%10/1531229AB81,3481,000,000PRN DFND 1,000,00000
LIBERTY PPTY TRSH BEN INT53117210445,338755,000SH DFND 755,00000
LIGAND PHARMACEUTICALS INCNOTE 0.750% 5/153220KAF520,18923,325,000PRN DFND 23,325,00000
LIV CAP ACQUISITION CORPUNIT 99/99/9999G5510C1241,606160,000SH DFND 160,00000
LIVENT CORPCOM53814L10810,9561,281,400SH DFND 1,281,40000
LIVEPERSON INCCOM5381461013,28288,716SH DFND 88,71600
LOGMEIN INCCOM54142L10914,576170,000SH DFND 170,00000
LONGEVITY ACQUISITION CORP*W EXP 07/31/202G5637211611125,000SH DFND 125,00000
LONGEVITY ACQUISITION CORPRIGHT 07/31/2020G5637212423125,000SH DFND 125,00000
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB517,54411,996,000PRN DFND 11,996,00000
LYON WILLIAM HOMESCL A NEW5520747007,760388,406SH DFND 388,40600
MADISON CVRED CALL & EQ STRCOM5574371007911,895SH DFND 11,89500
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010688014,000SH DFND 14,00000
MAGNACHIP SEMICONDUCTOR SANOTE 5.000% 3/055932XAB03,0292,000,000PRN DFND 2,000,00000
MARTIN MIDSTREAM PRTNRS L PUNIT L P INT57333110516440,794SH DFND 40,79400
MEDICINES COCOM584688105129,8241,528,417SH DFND 1,528,41700
MEGALITH FINL ACQUISITION CO*W EXP 08/26/20258518F1173691,153,800SH DFND 1,153,80000
MEGALITH FINL ACQUISITION COCL A COM58518F1091,605156,400SH DFND 156,40000
MELLANOX TECHNOLOGIES LTDSHSM51363113142,4491,215,641SH DFND 1,215,64100
MERCADOLIBRE INCNOTE 2.000% 8/158733RAD484,60656,575,000PRN DFND 56,575,00000
MERIDA MERGER CORP I*W EXP 11/07/20258953M114188375,000SH DFND 375,00000
MERIDA MERGER CORP ICOM58953M1067,298750,000SH DFND 750,00000
MERITOR INCNOTE 3.250%10/159001KAF727,34425,075,000PRN DFND 25,075,00000
MFA FINL INCNOTE 6.250% 6/155272XAA014,89214,225,000PRN DFND 14,225,00000
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD6202,02293,800,000PRN DFND 93,800,00000
MICROCHIP TECHNOLOGY INCNOTE 2.250% 2/1595017AH777,38953,185,000PRN DFND 53,185,00000
MOMO INCNOTE 1.250% 7/060879BAB39,0629,725,000PRN DFND 9,725,00000
MONOCLE ACQUISITION CORP*W EXP 12/06/2026097541141,3441,680,597SH DFND 1,680,59700
MONOCLE ACQUISITION CORPCOM6097541067,946780,597SH DFND 780,59700
MPLX LPCOM UNIT REP LTD55336V1001,15345,295SH DFND 45,29500
MUDRICK CAP ACQUISITION CORP*W EXP 02/12/2026247451131,1252,250,000SH DFND 2,250,00000
MUDRICK CAP ACQUISITION CORPCOM CLASS A6247451053,096300,000SH DFND 300,00000
NATIONAL ENERGY SERVICES REU*W EXP 05/05/202G6375R115234259,500SH DFND 259,50000
NEBULA ACQUISITION CORP*W EXP 03/12/202629076118292233,332SH DFND 233,33200
NEBULA ACQUISITION CORPCOM CLASS A6290761001,528144,998SH DFND 144,99800
NESCO HLDGS INC*W EXP 01/01/20264083J1123983,333SH DFND 83,33300
NETFIN ACQUISITION CORP*W EXP 08/01/202G6455A115150500,000SH DFND 500,00000
NETFIN ACQUISITION CORPSHS CL AG6455A1074,641466,400SH DFND 466,40000
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD135,25822,950,000PRN DFND 22,950,00000
NEW FRONTIER HEALTH CORP*W EXP 11/30/202G6461G114689450,000SH DFND 450,00000
NEW MTN FIN CORPNOTE 5.750% 8/1647551AC47,2356,875,000PRN DFND 6,875,00000
NEW PROVIDENCE ACQUISITIN CO*W EXP 09/11/20264822P114450500,000SH DFND 500,00000
NEW PROVIDENCE ACQUISITIN COCOM CL A64822P1069,8601,000,000SH DFND 1,000,00000
NEW RELIC INCNOTE 0.500% 5/064829BAB63,8003,900,000PRN DFND 3,900,00000
NEWMARK GROUP INCCL A65158N10217,5721,305,979SH DFND 1,305,97900
NEXTERA ENERGY INCUNIT 09/01/2022S65339F7966,101119,050SH DFND 119,05000
NOVELLUS SYS INCNOTE 2.625% 5/1670008AD321,9082,400,000PRN DFND 2,400,00000
NUANCE COMMUNICATIONS INCDBCV 1.000%12/167020YAK67,5707,500,000PRN DFND 7,500,00000
NUANCE COMMUNICATIONS INCNOTE 1.250% 4/067020YAN03,6263,250,000PRN DFND 3,250,00000
NUSTAR ENERGY LPUNIT COM67058H10245117,439SH DFND 17,43900
NUTANIX INCNOTE 1/167059NAB47,4797,500,000PRN DFND 7,500,00000
NUVEEN ARIZONA QLTY MUN INCCOM67061W10417312,828SH DFND 12,82800
NUVEEN FLTNG RTE INCM OPP FDCOM SHS6706EN10027227,182SH DFND 27,18200
NUVEEN MICHIGAN QLT MUN INCCOM67097910321815,410SH DFND 15,41000
NUVEEN OHIO QLTY MUN INCOMECOM67098010116410,609SH DFND 10,60900
NUVEEN SR INCOME FDCOM67067Y1046110,152SH DFND 10,15200
NUVEEN VIRGINIA QLTY MUNCPLCOM67064R10238326,248SH DFND 26,24800
NVENT ELECTRIC PLCSHSG6700G10714,495566,653SH DFND 566,65300
OAKTREE ACQUISITION CORP*W EXP 99/99/999G671451136366,666SH DFND 66,66600
OAKTREE ACQUISITION CORPSHS CL AG671451051,972199,998SH DFND 199,99800
OASIS PETE INC NEWNOTE 2.625% 9/1674215AJ712,28515,625,000PRN DFND 15,625,00000
OMEROS CORPNOTE 6.250%11/1682143AE214,95915,350,000PRN DFND 15,350,00000
ONEOK INC NEWCOM6826801031,27516,899SH DFND 16,89900
OPES ACQUISITION CORP*W EXP 03/13/20268373P11845250,000SH DFND 250,00000
OPES ACQUISITION CORPCOM68373P1001,052100,000SH DFND 100,00000
OPKO HEALTH INCNOTE 4.500% 2/168375NAD514,99319,050,000PRN DFND 19,050,00000
OSI SYSTEMS INCNOTE 1.250% 9/0671044AD75,4785,000,000PRN DFND 5,000,00000
OSPREY TECHNLGY AQUISTION COUNIT 10/30/202468839R4017,635750,000SH DFND 750,00000
PACIFIC BIOSCIENCES CALIF INCOM69404D10835,7426,953,621SH DFND 6,953,62100
PACIRA BIOSCIENCESNOTE 2.375% 4/0695127AD210,42010,000,000PRN DFND 10,000,00000
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD74,4224,000,000PRN DFND 4,000,00000
PARATEK PHARMACEUTICALS INCNOTE 4.750% 5/0699374AB02,2043,050,000PRN DFND 3,050,00000
PATRIOT NATL BANCORP INCCOM NEW70336F20343934,442SH DFND 34,44200
PATTERN ENERGY GROUP INCCL A70338P10041,8911,565,711SH DFND 1,565,71100
PENNANT GROUP INCCOM70805E10948814,746SH DFND 14,74600
PENSARE ACQUISITION CORP*W EXP 07/27/20270957E11383250,000SH DFND 250,00000
PENTAIR PLCSHSG7S00T1045,725124,800SH DFND 124,80000
PHILLIPS 66 PARTNERS LPCOM UNIT REP INT71854920785713,900SH DFND 13,90000
PHUNWARE INC*W EXP 12/26/20271948P118558,632SH DFND 58,63200
PIONEER FLOATING RATE TRCOM72369J10232829,915SH DFND 29,91500
PIVOTAL INVT CORP II*W EXP 06/01/20272582K118263333,332SH DFND 333,33200
PIVOTAL INVT CORP IICOM CL A72582K1009,940999,996SH DFND 999,99600
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN72650310566236,000SH DFND 36,00000
PLUG POWER INCNOTE 5.500% 3/172919PAB94,4413,000,000PRN DFND 3,000,00000
PRICELINE GRP INCNOTE 0.350% 6/1741503AS521,25613,675,000PRN DFND 13,675,00000
PROFICIENT ALPHA ACQUSTN COR*W EXP 04/30/20274317H11360400,000SH DFND 400,00000
PROFICIENT ALPHA ACQUSTN CORCOM74317H1052,316230,000SH DFND 230,00000
PROGENICS PHARMACEUTICALS INCOM7431871065,3741,055,864SH DFND 1,055,86400
PROOFPOINT INCCOM7434241032,57622,444SH DFND 22,44400
PROPTECH ACQUISITION CORPORAUNIT 10/01/202674349F2006,630650,000SH DFND 650,00000
PROSPECT CAPITAL CORPORATIONNOTE 6.375% 3/074348TAT915,59714,625,000PRN DFND 14,625,00000
PURE ACQUISITION CORP*W EXP 04/17/20274621Q114845862,500SH DFND 862,50000
PURE ACQUISITION CORPCL A74621Q1061,557150,000SH DFND 150,00000
PURE STORAGE INCNOTE 0.125% 4/174624MAB812,13412,175,000PRN DFND 12,175,00000
Q2 HLDGS INCNOTE 0.750% 2/174736LAB56,8694,525,000PRN DFND 4,525,00000
QTS RLTY TR INC6.50% CON PFD B74736A3012,32618,100SH DFND 18,10000
QUOTIENT TECHNOLOGY INCNOTE 1.750%12/0749119AB911,31211,450,000PRN DFND 11,450,00000
RA PHARMACEUTICALS INCCOM74933V10889,4801,906,663SH DFND 1,906,66300
RANPAK HLDGS CORP*W EXP 06/03/20275321W111553485,000SH DFND 485,00000
RAPID7 INCNOTE 1.250% 8/0753422AB03,7312,500,000PRN DFND 2,500,00000
RATTLER MIDSTREAM LPCOM UNITS75419T10350128,159SH DFND 28,15900
RAYTHEON COCOM NEW75511150749,949227,308SH DFND 227,30800
REDWOOD TR INCNOTE 4.750% 8/1758075AC913,45313,100,000PRN DFND 13,100,00000
REDWOOD TR INCNOTE 5.625% 7/1758075AD717,97317,600,000PRN DFND 17,600,00000
REPLAY ACQUISITION CORP*W EXP 03/01/202G75130115483575,000SH DFND 575,00000
REPLAY ACQUISITION CORPCOMG751301074,309430,000SH DFND 430,00000
RESIDEO TECHNOLOGIES INCCOM76118Y1048,824739,608SH DFND 739,60800
RETAIL VALUE INCCOM76133Q1022546,915SH DFND 6,91500
RETROPHIN INCNOTE 2.500% 9/1761299AB28,94411,500,000PRN DFND 11,500,00000
RHNOTE 6/174967XAA111,7289,225,000PRN DFND 9,225,00000
RMG ACQUISITION CORP*W EXP 02/21/202749641114483833,332SH DFND 833,33200
RMG ACQUISITION CORPCL A74964110614,4701,449,896SH DFND 1,449,89600
ROSEHILL RES INC*W EXP 04/27/20277738511322244,800SH DFND 244,80000
SC HEALTH CORP*W EXP 99/99/999G78516401288300,000SH DFND 300,00000
SC HEALTH CORPCOM CL AG785162031,988200,000SH DFND 200,00000
SCHULTZE SPL PURP ACQUSTN CO*W EXP 12/31/20280821R1175471,440,000SH DFND 1,440,00000
SCHULTZE SPL PURP ACQUSTN COCOM80821R1092,920288,000SH DFND 288,00000
SCORPIO TANKERS INCNOTE 3.000% 5/180918TAB512,31210,000,000PRN DFND 10,000,00000
SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM318,89919,244,000PRN DFND 19,244,00000
SEACOR HOLDINGS INCNOTE 3.250% 5/1811904AN19121,000,000PRN DFND 1,000,00000
SEMPRA ENERGY6% PFD CONV A8168514066,52054,225SH DFND 54,22500
SERVICENOW INCNOTE 6/081762PAC641,78319,782,000PRN DFND 19,782,00000
SHELL MIDSTREAM PARTNERS L PUNIT LTD INT82263410152526,000SH DFND 26,00000
SHIP FINANCE INTERNATIONAL LNOTE 5.750%10/1G81075AF322,26520,850,000PRN DFND 20,850,00000
SILVER SPIKE ACQUISITION COR*W EXP 08/02/202G8136L114172400,000SH DFND 400,00000
SILVER SPIKE ACQUISITION CORCL A SHSG8136L1067,936800,000SH DFND 800,00000
SOFTWARE ACQUISITION GROUP IUNIT 10/01/202683406B2004,060400,000SH DFND 400,00000
SOURCE CAP INCCOM8361441053047,845SH DFND 7,84500
SOUTH JERSEY INDS INCUNIT 99/99/99998385181161,62030,925SH DFND 30,92500
SOUTH MTN MERGER CORP*W EXP 06/20/202838884112674750,000SH DFND 750,00000
SOUTH MTN MERGER CORPCOM CL A8388841047,896800,000SH DFND 800,00000
SOUTHERN COUNIT 08/01/20228425876025,940109,825SH DFND 109,82500
SPARTAN ENERGY ACQUISITON CO*W EXP 08/27/202846784122239434,999SH DFND 434,99900
SPARTAN ENERGY ACQUISITON COCL A COM STK8467841062,440239,998SH DFND 239,99800
SPLUNK INCNOTE 1.125% 9/1848637AD656,77745,950,000PRN DFND 45,950,00000
SPRINT CORPORATIONCOM85207U105101,46919,475,856SH DFND 19,475,85600
SQUARE INCNOTE 0.375% 3/0852234AB975,53827,620,000PRN DFND 27,620,00000
SRC ENERGY INCCOM78470V1084,1771,013,937SH DFND 1,013,93700
STABLE RD ACQUISITION CORPUNIT 05/15/202685236Q2085,145500,000SH DFND 500,00000
STARS GROUP INCCOM85570W100126,5584,850,843SH DFND 4,850,84300
SUMMIT MIDSTREAM PARTNERS LPCOM UNIT LTD86614210211936,000SH DFND 36,00000
SUPERNUS PHARMACEUTICALS INCNOTE 0.625% 4/0868459AD03,6414,000,000PRN DFND 4,000,00000
SWISS HELVETIA FD INCCOM87087510115418,363SH DFND 18,36300
SWITCHBACK ENERGY ACQUISITIO*W EXP 07/25/20287105M110340566,666SH DFND 566,66600
SWITCHBACK ENERGY ACQUISITIOCOM CL A87105M10216,6091,699,998SH DFND 1,699,99800
TALLGRASS ENERGY LPCLASS A SHS87469610768,0873,078,072SH DFND 3,078,07200
TARGA RES CORPCOM87612G10185821,184SH DFND 21,18400
TARGET HOSPITALITY CORP*W EXP 03/15/20287615L115139266,666SH DFND 266,66600
TC PIPELINES LPUT COM LTD PRT87233Q10866415,700SH DFND 15,70000
TEAM INCNOTE 5.000% 8/0878155AE010,49410,000,000PRN DFND 10,000,00000
TECH DATA CORPCOM87823710644,779311,829SH DFND 311,82900
TEEKAY LNG PARTNERS L PPRTNRSP UNITSY8564M10556036,000SH DFND 36,00000
TEKLA HEALTHCARE INVSSH BEN INT87911J10357427,497SH DFND 27,49700
TEKLA LIFE SCIENCES INVSSH BEN INT87911K10022312,784SH DFND 12,78400
TENZING ACQUISITION CORP*W EXP 02/23/202G8708A10863250,000SH DFND 250,00000
TESLA INCCOM88160R1018,22319,730SH DFND 19,73000
TESLA INCNOTE 2.000% 5/188160RAG642,43928,025,000PRN DFND 28,025,00000
TEVA PHARMACEUTICAL FIN LLCDBCV 0.250% 2/088163VAE99531,000,000PRN DFND 1,000,00000
THERAVANCE INCNOTE 2.125% 1/188338TAB018,90318,768,000PRN DFND 18,768,00000
THL CR SR LN FDCOM87244R10327618,163SH DFND 18,16300
THUNDER BRDG ACQUISTION II L*W EXP 11/30/202G8857S108450500,000SH DFND 500,00000
THUNDER BRDG ACQUISTION II LCL A SHSG8857S1169,9501,000,000SH DFND 1,000,00000
TIBERIUS ACQUISITION CORP*W EXP 02/28/20288633A1151,2061,057,500SH DFND 1,057,50000
TIFFANY & CO NEWCOM886547108120,181899,223SH DFND 899,22300
TILRAY INCNOTE 5.000%10/088688TAB65,47010,225,000PRN DFND 10,225,00000
TIMKENSTEEL CORPNOTE 6.000% 6/0887399AA11,5541,500,000PRN DFND 1,500,00000
TIVO CORPCOM88870P1063,516414,631SH DFND 414,63100
TKK SYMPHONY ACQUISITION COR*W EXP 02/20/202G889501291111,850,000SH DFND 1,850,00000
TKK SYMPHONY ACQUISITION CORORD SHSG889501031,539150,000SH DFND 150,00000
TORTOISE ACQUISITION CORP*W EXP 03/04/20289154L1184861,038,969SH DFND 1,038,96900
TORTOISE ACQUISITION CORPCL A89154L10010,7361,077,938SH DFND 1,077,93800
TPG SPECIALTY LENDING INCNOTE 4.500% 8/087265KAD47,9727,500,000PRN DFND 7,500,00000
TRINE ACQUISITION CORP*W EXP 03/31/20289628U1161,0931,150,000SH DFND 1,150,00000
TRINE ACQUISITION CORPCOM CL A89628U1088,583860,000SH DFND 860,00000
TUSCAN HLDGS CORP II*W EXP 99/99/99990070A111214475,000SH DFND 475,00000
TUSCAN HLDGS CORP IICOM90070A1039,367950,000SH DFND 950,00000
TUSCAN HOLDINGS CORP*W EXP 04/01/20290069K1129441,600,000SH DFND 1,600,00000
TUSCAN HOLDINGS CORPCOM90069K1044,681470,000SH DFND 470,00000
TWITTER INCNOTE 0.250% 6/190184LAF94,8445,000,000PRN DFND 5,000,00000
UGI CORP NEWCOM9026811052716,017SH DFND 6,01700
UNION ACQUISITION CORP II*W EXP 04/01/202G9402Q1263751,000,000SH DFND 1,000,00000
UNION ACQUISITION CORP IISHSG9402Q1009,8501,000,000SH DFND 1,000,00000
VECTOIQ ACQUISITION CORP*W EXP 05/11/20292243N1119561,620,000SH DFND 1,620,00000
VECTOIQ ACQUISITION CORPCOM92243N1034,025390,000SH DFND 390,00000
VECTOR GROUP LTDFRNT 4/192240MBC13,6513,500,000PRN DFND 3,500,00000
VEECO INSTRS INC DELNOTE 2.700% 1/1922417AD221,74123,000,000PRN DFND 23,000,00000
VEONEER INCORPORATEDCOM92336X1095,680363,664SH DFND 363,66400
VEONEER INCORPORATEDNOTE 4.000% 6/092336XAA73,0843,000,000PRN DFND 3,000,00000
VERASTEM INCNOTE 5.000%11/092337CAB04,5685,249,000PRN DFND 5,249,00000
VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB110,0047,740,000PRN DFND 7,740,00000
VIAVI SOLUTIONS INCNOTE 1.750% 6/0925550AE518,89915,000,000PRN DFND 15,000,00000
VIRGIN GALACTIC HOLDINGS INC*W EXP 11/25/20292766K11427983,334SH DFND 83,33400
VIRTUS INVT PARTNERS INCPFD CV SER D92828Q2081,81617,975SH DFND 17,97500
VISHAY INTERTECHNOLOGY INCNOTE 2.250% 6/1928298AP35,0215,000,000PRN DFND 5,000,00000
VOYA GLBL EQTY DIV & PREM OPCOM92912T100623100,704SH DFND 100,70400
VOYA INFRASTRUCTURE INDLS &COM92912X10164255,763SH DFND 55,76300
WABCO HLDGS INCCOM92927K102151,8521,120,682SH DFND 1,120,68200
WAYFAIR INCCL A94419L1013,34136,975SH DFND 36,97500
WAYFAIR INCNOTE 1.125%11/094419LAD346,67544,925,000PRN DFND 44,925,00000
WEIBO CORPNOTE 1.250%11/1948596AC52,3522,500,000PRN DFND 2,500,00000
WELLCARE HEALTH PLANS INCCOM94946T106135,446410,180SH DFND 410,18000
WESCO AIRCRAFT HLDGS INCCOM9508141039,901898,496SH DFND 898,49600
WESTERN ASSET INTM MUNI FD ICOM95843510933236,516SH DFND 36,51600
WESTERN MIDSTREAM PARTNERS LCOM UNIT LP INT95866910345323,000SH DFND 23,00000
WILLIAMS COS INC DELCOM96945710074731,910SH DFND 31,91000
WORKDAY INCNOTE 0.250%10/098138HAF853,02841,350,000PRN DFND 41,350,00000
WORKDAY INCNOTE 1.500% 7/198138HAD318,5629,175,000PRN DFND 9,175,00000
WRIGHT MED GROUP N VORD SHSN96617118130,9334,295,686SH DFND 4,295,68600
WYNDHAM HOTELS & RESORTS INCCOM98311A10515,588248,176SH DFND 248,17600
ZAYO GROUP HLDGS INCCOM98919V105118,9633,438,231SH DFND 3,438,23100
ZENDESK INCNOTE 0.250% 3/198936JAB728,85721,100,000PRN DFND 21,100,00000
ZILLOW GROUP INCNOTE 1.500% 7/098954MAC518,07018,775,000PRN DFND 18,775,00000