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
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ABERDEEN GLOBAL DYNAMIC DIVI COM 00302M106 169 17,500 SH   DFND   17,500 0 0
ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 130 15,584 SH   DFND   15,584 0 0
ACAMAR PARTNERS ACQSITION CO CL A 004285102 21,870 2,250,000 SH   DFND   2,250,000 0 0
ACT II GLOBAL ACQUISITION CO CL A SHS G0080J104 17,460 1,800,000 SH   DFND   1,800,000 0 0
ADAM NAT RES FD INC COM 00548F105 701 42,411 SH   DFND   42,411 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 483 10,000 SH   DFND   10,000 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 118,043 3,699,259 SH   DFND   3,699,259 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 276,607 71,325,000 PRN   DFND   71,325,000 0 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 256 17,003 SH   DFND   17,003 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 47,641 26,750,000 PRN   DFND   26,750,000 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 2,171 88,977 SH   DFND   88,977 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 7,002 88,118 SH   DFND   88,118 0 0
ALCON INC ORD SHS H01301128 13,388 215,766 SH   DFND   215,766 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 43,292 23,150,000 PRN   DFND   23,150,000 0 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 225 900,000 SH   DFND   900,000 0 0
ALLEGRO MERGER CORP COM 01749N103 3,006 300,000 SH   DFND   300,000 0 0
ALLERGAN PLC SHS G0177J108 150,017 896,000 SH   DFND   896,000 0 0
ALLIANCEBERNSTEIN NATL MUNI COM 01864U106 294 21,878 SH   DFND   21,878 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 313 25,213 SH   DFND   25,213 0 0
ALTA MESA RES INC *W EXP 03/28/202 02133L117 2 308,333 SH   DFND   308,333 0 0
ALTABA INC COM 021346101 172,609 2,488,238 SH   DFND   2,488,238 0 0
ALTICE USA INC CL A 02156K103 19,247 795,657 SH   DFND   795,657 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 25,913 32,275,000 PRN   DFND   32,275,000 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 667 2,300,000 SH   DFND   2,300,000 0 0
AMCI ACQUISITION CORP CLASS A 00165R101 5,069 510,000 SH   DFND   510,000 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 483 13,864 SH   DFND   13,864 0 0
ANADARKO PETE CORP COM 032511107 104,846 1,485,916 SH   DFND   1,485,916 0 0
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 618 17,000 SH   DFND   17,000 0 0
ANDINA ACQUISITION CORP III SHS G04415108 5,886 600,000 SH   DFND   600,000 0 0
ANTERO MIDSTREAM CORP COM 03676B102 603 52,600 SH   DFND   52,600 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 149,285 38,204,000 PRN   DFND   38,204,000 0 0
APERGY CORP COM 03755L104 15,616 471,485 SH   DFND   471,485 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 11,176 11,150,000 PRN   DFND   11,150,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 18,664 18,650,000 PRN   DFND   18,650,000 0 0
APOLLO SR FLOATING RATE FD I COM 037636107 488 32,673 SH   DFND   32,673 0 0
APOLLO TACTICAL INCOME FD IN COM 037638103 412 27,921 SH   DFND   27,921 0 0
ARCOSA INC COM 039653100 15,017 399,078 SH   DFND   399,078 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 34,589 33,500,000 PRN   DFND   33,500,000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 605 39,999 SH   DFND   39,999 0 0
ARLO TECHNOLOGIES INC COM 04206A101 4,447 1,109,016 SH   DFND   1,109,016 0 0
ARRAY BIOPHARMA INC COM 04269X105 111,519 2,407,065 SH   DFND   2,407,065 0 0
ARYA SCIENCES ACQUISITION CO *W EXP 10/10/202 G3165V125 75 50,000 SH   DFND   50,000 0 0
ARYA SCIENCES ACQUISITION CO SHS CL A G3165V109 1,004 100,000 SH   DFND   100,000 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 775 191,430 SH   DFND   191,430 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 28,610 27,800,000 PRN   DFND   27,800,000 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 23,139 350,000 SH   DFND   350,000 0 0
AVANTOR INC COM 05352A100 191 10,000 SH   DFND   10,000 0 0
AVISTA CORP COM 05379B107 35,605 798,324 SH   DFND   798,324 0 0
B RILEY PRINCIPAL MERGER COR CL A 05586Y106 8,288 850,000 SH   DFND   850,000 0 0
BIG ROCK PARTNERS ACQUISI CO *W EXP 12/01/202 089482111 24 100,000 SH   DFND   100,000 0 0
BIG ROCK PARTNERS ACQUISI CO COM 089482103 2,086 200,000 SH   DFND   200,000 0 0
BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 38 200,000 SH   DFND   200,000 0 0
BIOCERES CROP SOLUTIONS CORP *W EXP 03/14/202 G1117K106 413 1,250,000 SH   DFND   1,250,000 0 0
BIOCERES CROP SOLUTIONS CORP SHS G1117K114 214 40,469 SH   DFND   40,469 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 9,410 111,474 SH   DFND   111,474 0 0
BLACK KNIGHT INC COM 09215C105 15,108 251,173 SH   DFND   251,173 0 0
BLACK RIDGE ACQUISITION CORP *W EXP 07/10/202 09216T115 86 210,000 SH   DFND   210,000 0 0
BLACK RIDGE ACQUISITION CORP COM 09216T107 2,157 210,000 SH   DFND   210,000 0 0
BLACK RIDGE ACQUISITION CORP RIGHT 07/10/2019 09216T123 88 210,000 SH   DFND   210,000 0 0
BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 503 37,976 SH   DFND   37,976 0 0
BLACKROCK DEBT STRAT FD INC COM NEW 09255R202 661 61,419 SH   DFND   61,419 0 0
BLACKROCK ENERGY & RES TR COM 09250U101 120 10,076 SH   DFND   10,076 0 0
BLACKROCK ENHANCED EQT DIV T COM 09251A104 144 16,211 SH   DFND   16,211 0 0
BLACKROCK ENHANCED INTL DIV COM BENE INTER 092524107 310 55,141 SH   DFND   55,141 0 0
BLACKROCK FLOAT RATE OME STR COM 09255X100 752 58,630 SH   DFND   58,630 0 0
BLACKROCK FLOATING RATE INCO COM 091941104 527 42,402 SH   DFND   42,402 0 0
BLACKROCK LTD DURATION INC T COM SHS 09249W101 590 39,304 SH   DFND   39,304 0 0
BLACKROCK MUNICIPAL BOND TR COM 09249H104 157 10,571 SH   DFND   10,571 0 0
BLACKROCK MUNICIPL INC QLTY COM 092479104 337 24,502 SH   DFND   24,502 0 0
BLACKROCK MUNIENHANCED FD IN COM 09253Y100 125 11,303 SH   DFND   11,303 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 389 27,936 SH   DFND   27,936 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 238 18,078 SH   DFND   18,078 0 0
BLACKROCK MUNIHLDNGS QLTY II COM 09254C107 356 28,268 SH   DFND   28,268 0 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 267 21,470 SH   DFND   21,470 0 0
BLACKROCK MUNIY QUALITY FD I COM 09254G108 178 14,200 SH   DFND   14,200 0 0
BLACKROCK MUNIYIELD CALIF FD COM 09254M105 328 23,332 SH   DFND   23,332 0 0
BLACKROCK MUNIYIELD N J FD I COM 09254Y109 330 22,258 SH   DFND   22,258 0 0
BLACKROCK MUNIYIELD NY QLTY COM 09255E102 206 16,237 SH   DFND   16,237 0 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 378 26,993 SH   DFND   26,993 0 0
BLACKROCK MUNIYIELD QLTY FD COM 09254E103 179 13,595 SH   DFND   13,595 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254F100 326 22,479 SH   DFND   22,479 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 306 22,291 SH   DFND   22,291 0 0
BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 260 19,140 SH   DFND   19,140 0 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 497 60,764 SH   DFND   60,764 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 11,860 11,325,000 PRN   DFND   11,325,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 19,098 18,250,000 PRN   DFND   18,250,000 0 0
BOOKING HLDGS INC COM 09857L108 2,561 1,382 SH   DFND   1,382 0 0
BOXWOOD MERGER CORP *W EXP 11/26/202 10319T119 1,550 2,500,000 SH   DFND   2,500,000 0 0
BOXWOOD MERGER CORP COM CL A 10319T101 18,657 1,894,115 SH   DFND   1,894,115 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 310 20,000 SH   DFND   20,000 0 0
BRIGHTHOUSE FINL INC COM 10922N103 8,382 232,572 SH   DFND   232,572 0 0
BROOKFIELD GLOBL LISTED INFR COM SHS 11273Q109 311 24,267 SH   DFND   24,267 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 780 19,000 SH   DFND   19,000 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 3,745 317,910 SH   DFND   317,910 0 0
CAESARS ENTMT CORP COM 127686103 91,664 7,755,000 SH   DFND   7,755,000 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 3,428 2,000,000 PRN   DFND   2,000,000 0 0
CAPITOL INVT CORP IV *W EXP 01/01/202 G18920127 116 83,333 SH   DFND   83,333 0 0
CARS COM INC COM 14575E105 3,170 160,764 SH   DFND   160,764 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 900 120,167 SH   DFND   120,167 0 0
CELGENE CORP COM 151020104 142,614 1,542,774 SH   DFND   1,542,774 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 15,937 316,200 SH   DFND   316,200 0 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 900 1,500,000 SH   DFND   1,500,000 0 0
CF FIN ACQUISITION CORP COM CL A 12528N107 15,045 1,500,000 SH   DFND   1,500,000 0 0
CHANGE HEALTHCARE INC COM 15912K100 292 20,000 SH   DFND   20,000 0 0
CHASERG TECHNLGY ACQUISITN C *W EXP 04/10/202 16166A111 608 810,000 SH   DFND   810,000 0 0
CHASERG TECHNLGY ACQUISITN C CLASS A 16166A103 10,442 1,040,000 SH   DFND   1,040,000 0 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 15,339 10,000,000 PRN   DFND   10,000,000 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 919 21,785 SH   DFND   21,785 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 48,841 61,000,000 PRN   DFND   61,000,000 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 2,023 71,191 SH   DFND   71,191 0 0
CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 3,553 350,000 SH   DFND   350,000 0 0
CLARIVATE ANALYTICS PLC *W EXP 11/09/201 G21810117 3,313 697,500 SH   DFND   697,500 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 47,668 32,975,000 PRN   DFND   32,975,000 0 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 104 11,135 SH   DFND   11,135 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 4,609 7,350,000 PRN   DFND   7,350,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 8,919 10,000,000 PRN   DFND   10,000,000 0 0
CME GROUP INC COM 12572Q105 2,911 15,000 SH   DFND   15,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 506 36,000 SH   DFND   36,000 0 0
COLLIER CREEK HOLDINGS *W EXP 99/99/999 G22707114 152 116,666 SH   DFND   116,666 0 0
COLLIER CREEK HOLDINGS COM CL A G22707106 3,500 349,998 SH   DFND   349,998 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,550 5,000,000 PRN   DFND   5,000,000 0 0
CONNECTICUT WTR SVC INC COM 207797101 22,872 328,053 SH   DFND   328,053 0 0
CONSTELLATION ALPHA CAP CORP *W EXP 03/23/202 G2379F116 52 700,000 SH   DFND   700,000 0 0
CONTROL4 CORP COM 21240D107 9,942 418,630 SH   DFND   418,630 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1,830 1,500,000 PRN   DFND   1,500,000 0 0
COREPOINT LODGING INC COM 21872L104 150 12,125 SH   DFND   12,125 0 0
CORTEVA INC COM 22052L104 11,888 402,013 SH   DFND   402,013 0 0
COVETRUS INC COM 22304C100 9,501 388,432 SH   DFND   388,432 0 0
CRAY INC COM NEW 225223304 9,995 287,048 SH   DFND   287,048 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 19,600 2,000,000 SH   DFND   2,000,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 999 27,936 SH   DFND   27,936 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 341 5,000 SH   DFND   5,000 0 0
CYCLERION THERAPEUTICS INC COM 23255M105 340 29,684 SH   DFND   29,684 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 164,606 7,401,348 SH   DFND   7,401,348 0 0
DASEKE INC *W EXP 02/27/202 23753F115 83 378,003 SH   DFND   378,003 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 703 24,000 SH   DFND   24,000 0 0
DELAWARE ENHANCED GBL DIV & COM 246060107 207 20,859 SH   DFND   20,859 0 0
DELAWARE INV MN MUN INC FD I COM 24610V103 296 23,046 SH   DFND   23,046 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 8,369 421,616 SH   DFND   421,616 0 0
DFB HEALTHCARE ACQUISTION CO *W EXP 04/11/202 23291E117 750 599,999 SH   DFND   599,999 0 0
DFB HEALTHCARE ACQUISTION CO COM 23291E109 4,540 449,999 SH   DFND   449,999 0 0
DIAMOND EAGLE ACQUISITION CO UNIT 06/30/2026 25258L208 6,036 600,000 SH   DFND   600,000 0 0
DIAMONDPEAK HLDGS COR COM CL A 25280H100 22,356 2,299,998 SH   DFND   2,299,998 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 32,554 33,400,000 PRN   DFND   33,400,000 0 0
DIVIDEND & INCOME FUND COM NEW 25538A204 535 46,436 SH   DFND   46,436 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 20,694 200,000 SH   DFND   200,000 0 0
DOW INC COM 260557103 14,292 289,836 SH   DFND   289,836 0 0
DTF TAX-FREE INCOME INC COM 23334J107 259 18,692 SH   DFND   18,692 0 0
DWS MUN INCOME TR NEW COM 233368109 528 46,881 SH   DFND   46,881 0 0
DWS STRATEGIC MUN INCOME TR COM 23342Q101 125 10,496 SH   DFND   10,496 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 25,266 25,773,000 PRN   DFND   25,773,000 0 0
EATON VANCE FLTG RATE INCOM COM SHS BEN INT 278284104 196 13,066 SH   DFND   13,066 0 0
EATON VANCE FLTING RATE INC COM 278279104 683 50,662 SH   DFND   50,662 0 0
EATON VANCE LTD DUR INCOME F COM 27828H105 283 22,388 SH   DFND   22,388 0 0
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 153 12,283 SH   DFND   12,283 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 180 15,027 SH   DFND   15,027 0 0
EATON VANCE SH TM DR DIVR IN COM 27828V104 186 13,707 SH   DFND   13,707 0 0
EATON VANCE SR FLTNG RTE TR COM 27828Q105 609 46,543 SH   DFND   46,543 0 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 446 71,569 SH   DFND   71,569 0 0
EATON VANCE TX ADV GLBL DIV COM 27828S101 625 38,968 SH   DFND   38,968 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 7,588 7,631,000 PRN   DFND   7,631,000 0 0
EL PASO ELEC CO COM NEW 283677854 41,948 641,407 SH   DFND   641,407 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 14,780 400,429 SH   DFND   400,429 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 686 50,000 SH   DFND   50,000 0 0
ENBRIDGE INC COM 29250N105 1,226 33,984 SH   DFND   33,984 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 984 69,888 SH   DFND   69,888 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 555 55,000 SH   DFND   55,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 866 30,000 SH   DFND   30,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 581 13,000 SH   DFND   13,000 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 12,350 627,558 SH   DFND   627,558 0 0
ESTRE AMBIENTAL INC *W EXP 12/21/202 G3206V118 26 661,870 SH   DFND   661,870 0 0
EURONET WORLDWIDE INC COM 298736109 2,556 15,190 SH   DFND   15,190 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,662 12,705 SH   DFND   12,705 0 0
EZCORP INC NOTE 2.375% 5/0 302301AE6 5,003 5,500,000 PRN   DFND   5,500,000 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 1,139 1,000,000 PRN   DFND   1,000,000 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 238 250,000 SH   DFND   250,000 0 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 384 299,999 SH   DFND   299,999 0 0
FAR PT ACQUISITION CORP COM CL A 30734W109 3,566 349,998 SH   DFND   349,998 0 0
FEDERATED PREM MUN INC FD COM 31423P108 319 23,206 SH   DFND   23,206 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 7,007 226,240 SH   DFND   226,240 0 0
FINISAR CORP COM NEW 31787A507 128,035 5,598,399 SH   DFND   5,598,399 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 5,865 6,000,000 PRN   DFND   6,000,000 0 0
FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 1,564 1,150,000 SH   DFND   1,150,000 0 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 10,301 1,050,000 SH   DFND   1,050,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 47,101 48,075,000 PRN   DFND   48,075,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 190,872 7,051,041 SH   DFND   7,051,041 0 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 126 12,090 SH   DFND   12,090 0 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 472 31,454 SH   DFND   31,454 0 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 575 47,709 SH   DFND   47,709 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 1,161 1,330,000 PRN   DFND   1,330,000 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 56,782 55,075 SH   DFND   55,075 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 1,036 1,620,000 SH   DFND   1,620,000 0 0
FORUM MERGER II CORP CL A 34986F103 3,012 300,000 SH   DFND   300,000 0 0
FOX CORP CL A COM 35137L105 17,390 474,625 SH   DFND   474,625 0 0
FRONTDOOR INC COM 35905A109 18,376 421,960 SH   DFND   421,960 0 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 194 225,000 PRN   DFND   225,000 0 0
GAMCO NAT RES GOLD & INCOME SH BEN INT 36465E101 63 10,895 SH   DFND   10,895 0 0
GANNETT CO INC NOTE 4.750% 4/1 36473HAB0 18,292 18,050,000 PRN   DFND   18,050,000 0 0
GARRETT MOTION INC COM 366505105 12,843 836,691 SH   DFND   836,691 0 0
GENERAL AMERN INVS INC COM 368802104 276 7,783 SH   DFND   7,783 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 591 27,000 SH   DFND   27,000 0 0
GENWORTH FINL INC COM CL A 37247D106 44,962 12,119,149 SH   DFND   12,119,149 0 0
GIGCAPITAL INC *W EXP 06/08/202 37518N122 338 1,125,000 SH   DFND   1,125,000 0 0
GIGCAPITAL INC COM 37518N106 6,953 675,000 SH   DFND   675,000 0 0
GIGCAPITAL2 INC UNIT 02/28/2026 375036209 7,688 765,000 SH   DFND   765,000 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 30,600 699,746 SH   DFND   699,746 0 0
GOPRO INC CL A 38268T103 419 76,743 SH   DFND   76,743 0 0
GOPRO INC NOTE 3.500% 4/1 38268TAB9 2,481 2,500,000 PRN   DFND   2,500,000 0 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 376 1,106,820 SH   DFND   1,106,820 0 0
GORDON POINTE ACQUISITION CO COM CLASS A 382788107 5,989 579,800 SH   DFND   579,800 0 0
GORES HOLDINGS III INC *W EXP 09/11/202 38286G117 483 333,332 SH   DFND   333,332 0 0
GORES HOLDINGS III INC CLASS A 38286G109 8,542 849,996 SH   DFND   849,996 0 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 210 166,666 SH   DFND   166,666 0 0
GORES METROPOULOS INC COM CL A 382872109 5,115 499,998 SH   DFND   499,998 0 0
GRAF INDL CORP *W EXP 12/31/202 384278115 702 1,782,000 SH   DFND   1,782,000 0 0
GRAF INDL CORP COM 384278107 8,119 816,000 SH   DFND   816,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 5,191 5,000,000 PRN   DFND   5,000,000 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 5,837 6,750,000 PRN   DFND   6,750,000 0 0
GS ACQUISITION HLDGS CORP *W EXP 06/12/202 36255F110 625 500,000 SH   DFND   500,000 0 0
GS ACQUISITION HLDGS CORP COM CL A 36255F102 11,109 1,099,902 SH   DFND   1,099,902 0 0
GX ACQUISITION CORP UNIT 05/24/2026 36251A206 20,080 2,000,000 SH   DFND   2,000,000 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 2,340 2,000,000 PRN   DFND   2,000,000 0 0
HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 20,120 2,000,000 SH   DFND   2,000,000 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 5,913 6,000,000 PRN   DFND   6,000,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 6,031 5,000,000 PRN   DFND   5,000,000 0 0
HENNESSY CAP ACQUSTION CORP CL A COM 42589C104 19,800 2,000,000 SH   DFND   2,000,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 66,772 64,750,000 PRN   DFND   64,750,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 17,475 17,425,000 PRN   DFND   17,425,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 591 30,300 SH   DFND   30,300 0 0
HFF INC CL A 40418F108 50,506 1,110,518 SH   DFND   1,110,518 0 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 73 270,000 SH   DFND   270,000 0 0
HL ACQUISITIONS CORP SHS G4603R106 2,175 216,000 SH   DFND   216,000 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 608 22,100 SH   DFND   22,100 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 16,117 17,600,000 PRN   DFND   17,600,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 9,333 5,000,000 PRN   DFND   5,000,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 23,844 23,955,000 PRN   DFND   23,955,000 0 0
IAC INTERACTIVECORP COM 44919P508 701 3,236 SH   DFND   3,236 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 19,001 18,000,000 PRN   DFND   18,000,000 0 0
ILLUMINA INC COM 452327109 18,937 51,437 SH   DFND   51,437 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 13,533 650,014 SH   DFND   650,014 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 16,117 23,550,000 PRN   DFND   23,550,000 0 0
INFRA AND ENERGY ALTRNTIVE I *W EXP 05/20/202 45686J112 12 343,006 SH   DFND   343,006 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 3,320 3,000,000 PRN   DFND   3,000,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 15,952 14,355,000 PRN   DFND   14,355,000 0 0
INSULET CORP COM 45784P101 2,911 24,851 SH   DFND   24,851 0 0
INSURANCE ACQUISITION CORP CL A 457867109 10,615 1,100,000 SH   DFND   1,100,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 4,973 5,000,000 PRN   DFND   5,000,000 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 3,877 86,360 SH   DFND   86,360 0 0
INTREXON CORP COM 46122T102 2,037 265,881 SH   DFND   265,881 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 13,200 18,600,000 PRN   DFND   18,600,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 1,468 1,950,000 PRN   DFND   1,950,000 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 3,271 4,000,000 PRN   DFND   4,000,000 0 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 464 41,468 SH   DFND   41,468 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 147 11,623 SH   DFND   11,623 0 0
IQIYI INC SPONSORED ADS 46267X108 268 13,000 SH   DFND   13,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 15,995 15,550,000 PRN   DFND   15,550,000 0 0
IVY HIGH INC OPPORTUNITIES F COM 465893105 265 19,493 SH   DFND   19,493 0 0
JASON INDS INC *W EXP 06/30/201 471172114 2 1,933,070 SH   DFND   1,933,070 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,267 9,081 SH   DFND   9,081 0 0
JBG SMITH PPTYS COM 46590V100 14,815 376,581 SH   DFND   376,581 0 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 80 500,000 SH   DFND   500,000 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 256 12,542 SH   DFND   12,542 0 0
KONTOOR BRANDS INC COM 50050N103 12,689 452,842 SH   DFND   452,842 0 0
L3 TECHNOLOGIES INC COM 502413107 212,047 864,898 SH   DFND   864,898 0 0
LANDCADIA HLDGS II INC CL A 51476X105 16,992 1,749,996 SH   DFND   1,749,996 0 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 400 1,250,000 SH   DFND   1,250,000 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 4,040 400,000 SH   DFND   400,000 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 22,990 564,721 SH   DFND   564,721 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 406 625,000 SH   DFND   625,000 0 0
LEISURE ACQUISITION CORP COM 52539T107 3,546 350,000 SH   DFND   350,000 0 0
LEO HOLDINGS CORP *W EXP 02/07/202 G5463L113 1,394 1,115,000 SH   DFND   1,115,000 0 0
LEO HOLDINGS CORP COM CL A G5463L105 314 30,600 SH   DFND   30,600 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 408 1,200,000 SH   DFND   1,200,000 0 0
LF CAP ACQUISITION CORP CL A 50200K108 8,222 810,000 SH   DFND   810,000 0 0
LIBERTY EXPEDIA HLDGS INC SER A COM 53046P109 67,595 1,414,426 SH   DFND   1,414,426 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 1,125 1,000,000 PRN   DFND   1,000,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 16,668 19,250,000 PRN   DFND   19,250,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 11,862 10,000,000 PRN   DFND   10,000,000 0 0
LIVENT CORP COM 53814L108 8,168 1,180,366 SH   DFND   1,180,366 0 0
LONGEVITY ACQUISITION CORP *W EXP 07/31/202 G56372116 18 125,000 SH   DFND   125,000 0 0
LONGEVITY ACQUISITION CORP RIGHT 07/31/2020 G56372124 31 125,000 SH   DFND   125,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 6,486 5,500,000 PRN   DFND   5,500,000 0 0
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 277 11,705 SH   DFND   11,705 0 0
MADISON CVRED CALL & EQ STR COM 557437100 68 10,295 SH   DFND   10,295 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 896 14,000 SH   DFND   14,000 0 0
MAGNACHIP SEMICONDUCTOR SA NOTE 5.000% 3/0 55932XAB0 2,758 2,000,000 PRN   DFND   2,000,000 0 0
MAGNOLIA OIL & GAS CORP *W EXP 07/31/202 559663117 278 83,333 SH   DFND   83,333 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 291 40,794 SH   DFND   40,794 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 5,186 4,300,000 PRN   DFND   4,300,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 9,348 9,300,000 PRN   DFND   9,300,000 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 57,705 637,553 SH   DFND   637,553 0 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 358 1,153,800 SH   DFND   1,153,800 0 0
MEGALITH FINL ACQUISITION CO CL A COM 58518F109 4,331 431,400 SH   DFND   431,400 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 135,191 1,221,569 SH   DFND   1,221,569 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 27,373 26,200,000 PRN   DFND   26,200,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 16,149 16,000,000 PRN   DFND   16,000,000 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837403 18,177 694,043 SH   DFND   694,043 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 174,878 98,950,000 PRN   DFND   98,950,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 77,453 65,633,000 PRN   DFND   65,633,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 96,722 27,379,000 PRN   DFND   27,379,000 0 0
MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 102 425,000 SH   DFND   425,000 0 0
MODERN MEDIA ACQUISITION COM 60765P103 6,224 595,031 SH   DFND   595,031 0 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 588 1,680,597 SH   DFND   1,680,597 0 0
MONOCLE ACQUISITION CORP COM 609754106 15,648 1,580,597 SH   DFND   1,580,597 0 0
MPLX LP COM UNIT REP LTD 55336V100 837 26,000 SH   DFND   26,000 0 0
MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 1,103 2,250,000 SH   DFND   2,250,000 0 0
MUDRICK CAP ACQUISITION CORP COM CLASS A 624745105 4,586 450,000 SH   DFND   450,000 0 0
MULTI COLOR CORP COM 625383104 28,364 567,620 SH   DFND   567,620 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 326 383,983 SH   DFND   383,983 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 2,307 2,000,000 PRN   DFND   2,000,000 0 0
NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 233 233,332 SH   DFND   233,332 0 0
NEBULA ACQUISITION CORP COM CLASS A 629076100 4,440 439,998 SH   DFND   439,998 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 22,389 17,000,000 PRN   DFND   17,000,000 0 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 120 13,503 SH   DFND   13,503 0 0
NEW FRONTIER CORP *W EXP 99/99/999 G6485P124 315 450,000 SH   DFND   450,000 0 0
NEW FRONTIER CORP COM CL A G6485P108 6,042 599,977 SH   DFND   599,977 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 9,819 9,500,000 PRN   DFND   9,500,000 0 0
NEW RELIC INC COM 64829B100 2,155 24,905 SH   DFND   24,905 0 0
NEWMARK GROUP INC CL A 65158N102 13,605 1,515,034 SH   DFND   1,515,034 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 9,842 442,329 SH   DFND   442,329 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 512,258 88,033,000 PRN   DFND   88,033,000 0 0
NRC GROUP HLDGS CORP *W EXP 10/17/202 629375114 310 187,500 SH   DFND   187,500 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5,426 5,509,000 PRN   DFND   5,509,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 473 17,439 SH   DFND   17,439 0 0
NUTANIX INC NOTE 1/1 67059NAB4 11,702 12,500,000 PRN   DFND   12,500,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 12,236 10,751,000 PRN   DFND   10,751,000 0 0
NUVEEN ARIZONA QLTY MUN INC COM 67061W104 262 20,042 SH   DFND   20,042 0 0
NUVEEN CONNECTICUT QLTY MUN COM 67060D107 252 19,452 SH   DFND   19,452 0 0
NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 160 15,024 SH   DFND   15,024 0 0
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 284 29,174 SH   DFND   29,174 0 0
NUVEEN GEORGIA QLTY MUN INC COM 67072B107 163 13,142 SH   DFND   13,142 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 255 19,706 SH   DFND   19,706 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 389 28,667 SH   DFND   28,667 0 0
NUVEEN NEW YORK QLT MUN INC COM 67066X107 228 16,478 SH   DFND   16,478 0 0
NUVEEN NORTH CAROLINA QLTY M COM 67060P100 326 24,462 SH   DFND   24,462 0 0
NUVEEN OHIO QLTY MUN INCOME COM 670980101 328 22,017 SH   DFND   22,017 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 141 10,310 SH   DFND   10,310 0 0
NUVEEN REAL ASSET INM AND GW COM 67074Y105 421 24,889 SH   DFND   24,889 0 0
NUVEEN REAL ESTATE INCOME FD COM 67071B108 186 17,749 SH   DFND   17,749 0 0
NUVEEN SR INCOME FD COM 67067Y104 310 52,345 SH   DFND   52,345 0 0
NUVEEN VIRGINIA QLTY MUNCPL COM 67064R102 443 33,965 SH   DFND   33,965 0 0
NVENT ELECTRIC PLC SHS G6700G107 17,419 703,512 SH   DFND   703,512 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 16,688 15,800,000 PRN   DFND   15,800,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 20,641 22,500,000 PRN   DFND   22,500,000 0 0
OIL STS INTL INC COM 678026105 646 35,277 SH   DFND   35,277 0 0
ONEOK INC NEW COM 682680103 1,144 16,899 SH   DFND   16,899 0 0
OPES ACQUISITION CORP COM 68373P100 1,026 100,000 SH   DFND   100,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 17,410 19,875,000 PRN   DFND   19,875,000 0 0
ORITANI FINL CORP DEL COM 68633D103 1,039 58,588 SH   DFND   58,588 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 5,345 4,500,000 PRN   DFND   4,500,000 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 41,837 6,915,211 SH   DFND   6,915,211 0 0
PAGERDUTY INC COM 69553P100 235 5,000 SH   DFND   5,000 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2,082 3,050,000 PRN   DFND   3,050,000 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 514 34,442 SH   DFND   34,442 0 0
PECK CO INC *W EXP 03/01/202 705163111 24 122,916 SH   DFND   122,916 0 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 42 250,000 SH   DFND   250,000 0 0
PENSARE ACQUISITION CORP COM 70957E105 6,608 636,600 SH   DFND   636,600 0 0
PENSARE ACQUISITION CORP RIGHT 99/99/9999 70957E121 150 1,000,000 SH   DFND   1,000,000 0 0
PENTAIR PLC SHS G7S00T104 6,254 168,126 SH   DFND   168,126 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 686 13,900 SH   DFND   13,900 0 0
PHUNWARE INC *W EXP 12/26/202 71948P118 21 58,632 SH   DFND   58,632 0 0
PINTEREST INC CL A 72352L106 544 20,000 SH   DFND   20,000 0 0
PIONEER FLOATING RATE TR COM 72369J102 474 44,295 SH   DFND   44,295 0 0
PIVOTAL ACQUISITION CORP *W EXP 12/01/202 72583A119 2,430 1,800,000 SH   DFND   1,800,000 0 0
PIVOTAL ACQUISITION CORP CL A COM 72583A101 633 62,411 SH   DFND   62,411 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 877 36,000 SH   DFND   36,000 0 0
PLUG POWER INC NOTE 5.500% 3/1 72919PAB9 3,330 3,000,000 PRN   DFND   3,000,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 21,417 14,850,000 PRN   DFND   14,850,000 0 0
PROFICIENT ALPHA ACQUSTN COR *W EXP 04/30/202 74317H113 56 400,000 SH   DFND   400,000 0 0
PROFICIENT ALPHA ACQUSTN COR COM 74317H105 3,896 400,000 SH   DFND   400,000 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 6,551 3,500,000 PRN   DFND   3,500,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 8,174 8,100,000 PRN   DFND   8,100,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 15,908 15,500,000 PRN   DFND   15,500,000 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 1,664 1,500,000 PRN   DFND   1,500,000 0 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 932 862,500 SH   DFND   862,500 0 0
PURE ACQUISITION CORP CL A 74621Q106 3,042 300,000 SH   DFND   300,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 62,298 64,725,000 PRN   DFND   64,725,000 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 7,155 5,000,000 PRN   DFND   5,000,000 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 2,481 22,250 SH   DFND   22,250 0 0
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 16,406 16,950,000 PRN   DFND   16,950,000 0 0
RANPAK HLDGS CORP *W EXP 06/03/202 75321W111 930 775,000 SH   DFND   775,000 0 0
RATTLER MIDSTREAM LP COM UNITS 75419T103 546 28,159 SH   DFND   28,159 0 0
RAYTHEON CO COM NEW 755111507 42,233 242,886 SH   DFND   242,886 0 0
RED HAT INC COM 756577102 160,203 853,235 SH   DFND   853,235 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 7,104 2,788,000 PRN   DFND   2,788,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 18,081 18,450,000 PRN   DFND   18,450,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 18,617 18,675,000 PRN   DFND   18,675,000 0 0
REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 397 440,925 SH   DFND   440,925 0 0
REGALWOOD GLOBAL ENERGY LTD COM CL A G74760102 3,292 322,777 SH   DFND   322,777 0 0
REPLAY ACQUISITION CORP COM G75130107 11,190 1,150,000 SH   DFND   1,150,000 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 16,044 748,658 SH   DFND   748,658 0 0
RETAIL VALUE INC COM 76133Q102 481 13,830 SH   DFND   13,830 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 10,360 11,500,000 PRN   DFND   11,500,000 0 0
RMG ACQUISITION CORP CL A 749641106 24,425 2,499,996 SH   DFND   2,499,996 0 0
ROSEHILL RES INC *W EXP 04/27/202 777385113 118 244,800 SH   DFND   244,800 0 0
ROYCE VALUE TR INC COM 780910105 313 22,483 SH   DFND   22,483 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 4,375 158,341 SH   DFND   158,341 0 0
SCHULTZE SPL PURP ACQUSTN CO *W EXP 12/31/202 80821R117 432 1,440,000 SH   DFND   1,440,000 0 0
SCHULTZE SPL PURP ACQUSTN CO COM 80821R109 9,801 990,000 SH   DFND   990,000 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 14,880 14,250,000 PRN   DFND   14,250,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 18,805 19,244,000 PRN   DFND   19,244,000 0 0
SEMGROUP CORP CL A 81663A105 292 24,333 SH   DFND   24,333 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 12,718 112,250 SH   DFND   112,250 0 0
SENTINEL ENERGY SVCS INC *W EXP 11/02/202 81728P113 93 133,333 SH   DFND   133,333 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 40,545 19,532,000 PRN   DFND   19,532,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 539 26,000 SH   DFND   26,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 23,653 23,325,000 PRN   DFND   23,325,000 0 0
SHUTTERFLY INC COM 82568P304 50,800 1,004,952 SH   DFND   1,004,952 0 0
SOCIAL CAP HEDOSOPHIA HLDGS *W EXP 09/14/202 G8250R129 112 83,334 SH   DFND   83,334 0 0
SOTHEBYS COM 835898107 29,735 511,523 SH   DFND   511,523 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 2,118 39,700 SH   DFND   39,700 0 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 15,000 1,500,000 SH   DFND   1,500,000 0 0
SPARK THERAPEUTICS INC COM 84652J103 74,345 726,169 SH   DFND   726,169 0 0
SPARTAN ENERGY ACQUISITON CO *W EXP 08/27/202 846784122 387 434,999 SH   DFND   434,999 0 0
SPARTAN ENERGY ACQUISITON CO CL A COM STK 846784106 10,900 1,089,998 SH   DFND   1,089,998 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 223 26,740 SH   DFND   26,740 0 0
SPRINT CORPORATION COM 85207U105 148,231 22,561,835 SH   DFND   22,561,835 0 0
SQUARE INC CL A 852234103 1,673 23,374 SH   DFND   23,374 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 82,710 26,195,000 PRN   DFND   26,195,000 0 0
STEWART INFORMATION SVCS COR COM 860372101 21,574 532,829 SH   DFND   532,829 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 268 36,000 SH   DFND   36,000 0 0
SUNTRUST BKS INC COM 867914103 223,026 3,548,544 SH   DFND   3,548,544 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 33,387 37,278,000 PRN   DFND   37,278,000 0 0
TABLEAU SOFTWARE INC CL A 87336U105 148,833 896,479 SH   DFND   896,479 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 739 35,000 SH   DFND   35,000 0 0
TARGA RES CORP COM 87612G101 819 21,184 SH   DFND   21,184 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 591 15,700 SH   DFND   15,700 0 0
TCF FINL CORP COM 872275102 57,775 2,778,982 SH   DFND   2,778,982 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 508 36,000 SH   DFND   36,000 0 0
TEKLA HEALTHCARE INVS SH BEN INT 87911J103 466 23,229 SH   DFND   23,229 0 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 53 250,000 SH   DFND   250,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 34,771 21,400,000 PRN   DFND   21,400,000 0 0
TESLA INC COM 88160R101 5,681 25,422 SH   DFND   25,422 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 56,617 57,500,000 PRN   DFND   57,500,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 22,962 21,843,000 PRN   DFND   21,843,000 0 0
THL CR SR LN FD COM 87244R103 171 11,224 SH   DFND   11,224 0 0
THUNDER BRIDGE ACQUISITION L *W EXP 01/01/202 G8857R126 3,272 1,620,000 SH   DFND   1,620,000 0 0
TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 370 1,057,500 SH   DFND   1,057,500 0 0
TIBERIUS ACQUISITION CORP COM 88633A107 3,051 300,000 SH   DFND   300,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 1,557 1,500,000 PRN   DFND   1,500,000 0 0
TKK SYMPHONY ACQUISITION COR *W EXP 02/20/202 G88950129 241 1,850,000 SH   DFND   1,850,000 0 0
TKK SYMPHONY ACQUISITION COR ORD SHS G88950103 5,255 525,000 SH   DFND   525,000 0 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 727 1,038,969 SH   DFND   1,038,969 0 0
TORTOISE ACQUISITION CORP CL A 89154L100 20,198 2,077,938 SH   DFND   2,077,938 0 0
TOTAL SYS SVCS INC COM 891906109 215,717 1,681,745 SH   DFND   1,681,745 0 0
TPG PACE HLDGS CORP *W EXP 06/27/202 G89827110 105 66,666 SH   DFND   66,666 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 7,738 7,500,000 PRN   DFND   7,500,000 0 0
TRADEWEB MKTS INC CL A 892672106 438 10,000 SH   DFND   10,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,489 393,886 SH   DFND   393,886 0 0
TRIBUNE MEDIA CO CL A 896047503 191,129 4,135,211 SH   DFND   4,135,211 0 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 873 1,150,000 SH   DFND   1,150,000 0 0
TRINE ACQUISITION CORP COM CL A 89628U108 22,310 2,300,000 SH   DFND   2,300,000 0 0
TRINITY MERGER CORP *W EXP 05/11/202 89653L114 740 2,250,000 SH   DFND   2,250,000 0 0
TRINITY MERGER CORP COM CL A 89653L106 3,090 299,996 SH   DFND   299,996 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 30,670 25,950,000 PRN   DFND   25,950,000 0 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 1,248 1,600,000 SH   DFND   1,600,000 0 0
TUSCAN HOLDINGS CORP COM 90069K104 15,840 1,600,000 SH   DFND   1,600,000 0 0
TWELVE SEAS INVESTMENT COMPA SHS G9145A107 5,684 560,000 SH   DFND   560,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 48,405 49,450,000 PRN   DFND   49,450,000 0 0
U S WELL SVCS INC CL A 91274U101 223 46,320 SH   DFND   46,320 0 0
UBER TECHNOLOGIES INC COM 90353T100 464 10,000 SH   DFND   10,000 0 0
VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 761 1,620,000 SH   DFND   1,620,000 0 0
VECTOIQ ACQUISITION CORP COM 92243N103 9,016 890,000 SH   DFND   890,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 6,206 6,000,000 PRN   DFND   6,000,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 20,522 23,000,000 PRN   DFND   23,000,000 0 0
VEONEER INCORPORATED COM 92336X109 6,972 402,800 SH   DFND   402,800 0 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 2,083 2,000,000 PRN   DFND   2,000,000 0 0
VERASTEM INC NOTE 5.000%11/0 92337CAA2 7,913 15,000,000 PRN   DFND   15,000,000 0 0
VERSUM MATLS INC COM 92532W103 122,430 2,373,599 SH   DFND   2,373,599 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 10,645 9,040,000 PRN   DFND   9,040,000 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 5,804 5,000,000 PRN   DFND   5,000,000 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 1,681 17,975 SH   DFND   17,975 0 0
VIRTUS TOTAL RETURN FUND INC COM 92837G100 113 10,639 SH   DFND   10,639 0 0
VITAMIN SHOPPE INC NOTE 2.250%12/0 92849EAB7 891 1,000,000 PRN   DFND   1,000,000 0 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 205 16,477 SH   DFND   16,477 0 0
WABCO HLDGS INC COM 92927K102 207,168 1,562,355 SH   DFND   1,562,355 0 0
WAGEWORKS INC COM 930427109 10,982 216,220 SH   DFND   216,220 0 0
WAYFAIR INC CL A 94419L101 8,834 60,801 SH   DFND   60,801 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 170,820 599,220 SH   DFND   599,220 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 61 11,153 SH   DFND   11,153 0 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 170 20,647 SH   DFND   20,647 0 0
WESTERN ASSET INTM MUNI FD I COM 958435109 432 48,141 SH   DFND   48,141 0 0
WESTERN ASST MN PRT FD INC COM 95766P108 157 10,525 SH   DFND   10,525 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 708 23,000 SH   DFND   23,000 0 0
WILLIAMS COS INC DEL COM 969457100 888 31,910 SH   DFND   31,910 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 63,858 42,500,000 PRN   DFND   42,500,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 50,448 20,000,000 PRN   DFND   20,000,000 0 0
WORLDPAY INC CL A 981558109 208,237 1,699,204 SH   DFND   1,699,204 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 7,419 5,000,000 PRN   DFND   5,000,000 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 17,580 315,396 SH   DFND   315,396 0 0
XYNOMIC PHARMACUTCLS HLDNG I *W EXP 05/15/202 98421X110 16 75,000 SH   DFND   75,000 0 0
ZAYO GROUP HLDGS INC COM 98919V105 125,235 3,805,385 SH   DFND   3,805,385 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 46,056 30,000,000 PRN   DFND   30,000,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 19,636 19,900,000 PRN   DFND   19,900,000 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 666 7,500 SH   DFND   7,500 0 0