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
1LIFE HEALTHCARE INC COM 68269G107 182 10,000 SH   DFND   10,000 0 0
ABERDEEN GLOBAL PREMIER PPTY COM SH BEN INT 00302L108 118 27,758 SH   DFND   27,758 0 0
ABERDEEN INCOME CR STRATEGIE COM 003057106 125 16,991 SH   DFND   16,991 0 0
ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 364 55,312 SH   DFND   55,312 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 68,880 1,025,306 SH   DFND   1,025,306 0 0
ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 360 750,000 SH   DFND   750,000 0 0
ACAMAR PARTNERS ACQSITION CO CL A 004285102 6,895 700,000 SH   DFND   700,000 0 0
ACCEL ENTERTAINMENT INC *W EXP 11/20/202 00436Q114 100 66,666 SH   DFND   66,666 0 0
ACT II GLOBAL ACQUISITION CO *W EXP 04/30/202 G0080J120 630 900,000 SH   DFND   900,000 0 0
ACT II GLOBAL ACQUISITION CO CL A SHS G0080J104 7,896 800,000 SH   DFND   800,000 0 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 354 28,104 SH   DFND   28,104 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 59,804 1,823,300 SH   DFND   1,823,300 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 6,615 4,000,000 PRN   DFND   4,000,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 6,579 7,650,000 PRN   DFND   7,650,000 0 0
AKAZOO SA *W EXP 09/11/202 L0164E116 48 147,836 SH   DFND   147,836 0 0
ALCON INC ORD SHS H01301128 8,937 175,852 SH   DFND   175,852 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 12,185 13,700,000 PRN   DFND   13,700,000 0 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 54 900,000 SH   DFND   900,000 0 0
ALLEGRO MERGER CORP COM 01749N103 1,550 150,000 SH   DFND   150,000 0 0
ALLERGAN PLC SHS G0177J108 64,807 365,933 SH   DFND   365,933 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 299 32,302 SH   DFND   32,302 0 0
ALLIANZGI EQUITY & CONV INCO COM 018829101 221 11,861 SH   DFND   11,861 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 384 39,951 SH   DFND   39,951 0 0
ALTA EQUIPMENT GROUP INC *W EXP 02/14/202 02128L114 383 425,000 SH   DFND   425,000 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 6,183 7,100,000 PRN   DFND   7,100,000 0 0
ALTICE USA INC CL A 02156K103 3,328 149,285 SH   DFND   149,285 0 0
ALUSSA ENERGY ACQUISITION CO *W EXP 10/31/202 G0232J119 244 325,000 SH   DFND   325,000 0 0
ALUSSA ENERGY ACQUISITION CO SHS CL A G0232J101 6,240 650,000 SH   DFND   650,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 4,714 6,100,000 PRN   DFND   6,100,000 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 495 2,300,000 SH   DFND   2,300,000 0 0
AMCI ACQUISITION CORP CLASS A 00165R101 1,524 150,000 SH   DFND   150,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 122 187,500 SH   DFND   187,500 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 2,686 281,250 SH   DFND   281,250 0 0
ANDINA ACQUISITION CORP III *W EXP 07/31/202 G04415124 120 1,200,000 SH   DFND   1,200,000 0 0
ANDINA ACQUISITION CORP III SHS G04415108 1,511 150,000 SH   DFND   150,000 0 0
ANIXTER INTL INC COM 035290105 42,006 478,048 SH   DFND   478,048 0 0
APERGY CORP COM 03755L104 807 140,304 SH   DFND   140,304 0 0
APEX TECHNOLOGY ACQUISITION *W EXP 09/18/202 03768F110 180 200,000 SH   DFND   200,000 0 0
APEX TECHNOLOGY ACQUISITION COM CL A 03768F102 3,126 320,000 SH   DFND   320,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 4,661 6,700,000 PRN   DFND   6,700,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 9,301 13,825,000 PRN   DFND   13,825,000 0 0
APOLLO SR FLOATING RATE FD I COM 037636107 274 23,594 SH   DFND   23,594 0 0
APOLLO TACTICAL INCOME FD IN COM 037638103 136 12,008 SH   DFND   12,008 0 0
ARBOR RLTY TR INC NOTE 5.250% 7/0 038923AH1 1,129 1,500,000 PRN   DFND   1,500,000 0 0
ARCOSA INC COM 039653100 8,254 207,693 SH   DFND   207,693 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 19,589 22,500,000 PRN   DFND   22,500,000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 222 20,588 SH   DFND   20,588 0 0
ARLO TECHNOLOGIES INC COM 04206A101 2,424 997,602 SH   DFND   997,602 0 0
ARYA SCIENCES ACQUISITION CO *W EXP 10/10/202 G3165V125 92 50,000 SH   DFND   50,000 0 0
ARYA SCIENCES ACQUISITION CO SHS CL A G3165V109 1,017 100,000 SH   DFND   100,000 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 1,026 103,450 SH   DFND   103,450 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 26,770 32,350,000 PRN   DFND   32,350,000 0 0
ATLAS TECHNICAL CONSULTANTS *W EXP 11/26/202 049430119 1,064 1,565,744 SH   DFND   1,565,744 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 6,602 8,225,000 PRN   DFND   8,225,000 0 0
BARINGS GLOBAL SHORT DURATIO COM 06760L100 129 11,558 SH   DFND   11,558 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 1,871 34,150 SH   DFND   34,150 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 11,347 14,700,000 PRN   DFND   14,700,000 0 0
BIG ROCK PARTNERS ACQUISI CO *W EXP 12/01/202 089482111 6 100,000 SH   DFND   100,000 0 0
BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 26 200,000 SH   DFND   200,000 0 0
BIOCERES CROP SOLUTIONS CORP *W EXP 03/14/202 G1117K106 175 1,249,900 SH   DFND   1,249,900 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,541 30,756 SH   DFND   30,756 0 0
BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 559 44,062 SH   DFND   44,062 0 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 213 16,084 SH   DFND   16,084 0 0
BLACKROCK DEBT STRATEGIES FD COM NEW 09255R202 287 33,963 SH   DFND   33,963 0 0
BLACKROCK ENERGY & RES TR COM 09250U101 78 12,334 SH   DFND   12,334 0 0
BLACKROCK ENH CAP & INC FD I COM 09256A109 172 13,246 SH   DFND   13,246 0 0
BLACKROCK ENHANCED EQUITY DI COM 09251A104 597 91,463 SH   DFND   91,463 0 0
BLACKROCK ENHANCED GLOBAL DI COM 092501105 354 42,722 SH   DFND   42,722 0 0
BLACKROCK FLOATING RATE INCO COM 091941104 258 26,253 SH   DFND   26,253 0 0
BLACKROCK FLOATING RATE INCO COM 09255X100 445 44,411 SH   DFND   44,411 0 0
BLACKROCK LTD DURATION INC T COM SHS 09249W101 341 27,007 SH   DFND   27,007 0 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 223 18,446 SH   DFND   18,446 0 0
BLACKROCK MUN BD TR COM 09249H104 264 18,452 SH   DFND   18,452 0 0
BLACKROCK MUN INCOME INVT TR SHS BEN INT 09248H105 134 10,912 SH   DFND   10,912 0 0
BLACKROCK MUN INCOME TR SH BEN INT 09248F109 350 27,001 SH   DFND   27,001 0 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 1,431 63,078 SH   DFND   63,078 0 0
BLACKROCK MUNI INCOME TR II COM 09249N101 208 15,583 SH   DFND   15,583 0 0
BLACKROCK MUNIENHANCED FD IN COM 09253Y100 222 20,835 SH   DFND   20,835 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 193 15,352 SH   DFND   15,352 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 184 13,818 SH   DFND   13,818 0 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 284 21,749 SH   DFND   21,749 0 0
BLACKROCK MUNIHOLDINGS QUALI COM 09254C107 259 21,555 SH   DFND   21,555 0 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 381 31,897 SH   DFND   31,897 0 0
BLACKROCK MUNIVEST FD INC COM 09253R105 449 55,419 SH   DFND   55,419 0 0
BLACKROCK MUNIYIELD CALI QLT COM 09254N103 418 30,887 SH   DFND   30,887 0 0
BLACKROCK MUNIYIELD CALIF FD COM 09254M105 152 11,491 SH   DFND   11,491 0 0
BLACKROCK MUNIYIELD FD INC COM 09253W104 536 42,170 SH   DFND   42,170 0 0
BLACKROCK MUNIYIELD MICH QUA COM 09254F100 678 46,588 SH   DFND   46,588 0 0
BLACKROCK MUNIYIELD NY QLTY COM 09255E102 330 27,004 SH   DFND   27,004 0 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 448 33,380 SH   DFND   33,380 0 0
BLACKROCK MUNIYIELD QLTY FD COM 09254E103 863 67,536 SH   DFND   67,536 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 215 17,398 SH   DFND   17,398 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 146 11,013 SH   DFND   11,013 0 0
BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 204 15,359 SH   DFND   15,359 0 0
BLACKROCK RES & COMMODITIES SHS 09257A108 156 30,895 SH   DFND   30,895 0 0
BLACKROCK TAX MUNICPAL BD TR SHS 09248X100 918 42,111 SH   DFND   42,111 0 0
BLACKSTONE GSO FLTING RTE FU COM 09256U105 121 10,349 SH   DFND   10,349 0 0
BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 428 41,080 SH   DFND   41,080 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 5,943 7,475,000 PRN   DFND   7,475,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 9,934 12,575,000 PRN   DFND   12,575,000 0 0
BNY MELLON MUN BD INFRASTRUC COM SHS 09662W109 301 24,274 SH   DFND   24,274 0 0
BNY MELLON STRATEGIC MUN BD COM 09662E109 539 75,171 SH   DFND   75,171 0 0
BOOKING HLDGS INC COM 09857L108 317 236 SH   DFND   236 0 0
BOULDER GROWTH & INCOME FD I COM 101507101 121 13,120 SH   DFND   13,120 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 477 51,205 SH   DFND   51,205 0 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 385 1,750,000 SH   DFND   1,750,000 0 0
BROOGE HLDGS LTD *W EXP 12/20/202 G1611B115 764 955,002 SH   DFND   955,002 0 0
BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 562 38,257 SH   DFND   38,257 0 0
CAESARS ENTMT CORP COM 127686103 43,368 6,415,433 SH   DFND   6,415,433 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 2,140 2,000,000 PRN   DFND   2,000,000 0 0
CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 126 12,891 SH   DFND   12,891 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 2,389 2,500,000 PRN   DFND   2,500,000 0 0
CAROLINA FINL CORP NEW COM 143873107 4,945 191,166 SH   DFND   191,166 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 84 15,966 SH   DFND   15,966 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 3,184 108,750 SH   DFND   108,750 0 0
CENTERSTATE BK CORP COM 15201P109 13,082 759,263 SH   DFND   759,263 0 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 750 1,500,000 SH   DFND   1,500,000 0 0
CF FIN ACQUISITION CORP COM CL A 12528N107 4,291 417,006 SH   DFND   417,006 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 19,403 450,177 SH   DFND   450,177 0 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 20,114 14,100,000 PRN   DFND   14,100,000 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 536 19,842 SH   DFND   19,842 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 270 500,000 SH   DFND   500,000 0 0
CHP MERGER CORP COM CL A 12558Y106 6,548 675,000 SH   DFND   675,000 0 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 192 116,666 SH   DFND   116,666 0 0
CHURCHILL CAP CORP II CL A 17143G106 2,786 279,999 SH   DFND   279,999 0 0
CHURCHILL CAP CORP III UNIT 03/01/2027 17144C203 3,000 300,000 SH   DFND   300,000 0 0
CIIG MERGER CORP *W EXP 12/31/202 12559C111 175 250,000 SH   DFND   250,000 0 0
CIIG MERGER CORP COM CL A 12559C103 3,638 375,000 SH   DFND   375,000 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 17,375 1,186,793 SH   DFND   1,186,793 0 0
CITIC CAPITAL ACQUISITION CO UNIT 99/99/9999 G21513125 3,940 400,000 SH   DFND   400,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 12,460 17,513,000 PRN   DFND   17,513,000 0 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 396 55,275 SH   DFND   55,275 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 433 53,409 SH   DFND   53,409 0 0
COHEN & STEERS INFRASTRUCTUR COM 19248A109 637 33,767 SH   DFND   33,767 0 0
COHEN & STEERS QUALITY INCOM COM 19247L106 644 71,205 SH   DFND   71,205 0 0
COHEN & STEERS REIT & PFD &I COM 19247X100 410 25,416 SH   DFND   25,416 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 4,327 48,775 SH   DFND   48,775 0 0
COLLIER CREEK HOLDINGS *W EXP 99/99/999 G22707114 157 116,666 SH   DFND   116,666 0 0
COLLIER CREEK HOLDINGS COM CL A G22707106 3,580 349,998 SH   DFND   349,998 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 3,100 5,000,000 PRN   DFND   5,000,000 0 0
CONYERS PK II ACQUISITION CO *W EXP 07/18/202 212896112 27 18,750 SH   DFND   18,750 0 0
CONYERS PK II ACQUISITION CO COM CL A 212896104 640 60,000 SH   DFND   60,000 0 0
CORTEVA INC COM 22052L104 8,544 363,590 SH   DFND   363,590 0 0
COVETRUS INC COM 22304C100 3,882 482,874 SH   DFND   482,874 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 847 925,000 PRN   DFND   925,000 0 0
CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 850 1,000,000 SH   DFND   1,000,000 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 3,448 350,000 SH   DFND   350,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 113 26,790 SH   DFND   26,790 0 0
CTRIP COM INTL LTD DBCV 1.990% 7/0 22943FAH3 3,895 4,000,000 PRN   DFND   4,000,000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 45,948 1,970,325 SH   DFND   1,970,325 0 0
CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 6,608 5,000,000 PRN   DFND   5,000,000 0 0
DASEKE INC *W EXP 02/27/202 23753F115 34 378,003 SH   DFND   378,003 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 149 36,693 SH   DFND   36,693 0 0
DELAWARE INVTS MINN MUN INCO COM 24610V103 204 16,497 SH   DFND   16,497 0 0
DELPHI TECHNOLOGIES PL SHS G2709G107 21,279 2,643,403 SH   DFND   2,643,403 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 14,136 8,075,000 PRN   DFND   8,075,000 0 0
DFP HEALTHCARE ACQUISITNS CO UNIT 03/31/2025 23343Q209 248 25,000 SH   DFND   25,000 0 0
DIAMOND EAGLE ACQUISITION CO *W EXP 06/30/202 25258L117 572 200,000 SH   DFND   200,000 0 0
DIAMONDPEAK HLDGS COR *W EXP 02/22/202 25280H118 345 766,666 SH   DFND   766,666 0 0
DIAMONDPEAK HLDGS COR COM CL A 25280H100 5,982 599,999 SH   DFND   599,999 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 7,044 8,650,000 PRN   DFND   8,650,000 0 0
DIVIDEND & INCOME FUND COM NEW 25538A204 148 16,785 SH   DFND   16,785 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 1,817 19,350 SH   DFND   19,350 0 0
DOW INC COM 260557103 6,186 211,571 SH   DFND   211,571 0 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 2,225 55,875 SH   DFND   55,875 0 0
DTF TAX-FREE INCOME INC COM 23334J107 174 12,452 SH   DFND   12,452 0 0
DWS MUN INCOME TR COM 233368109 710 65,869 SH   DFND   65,869 0 0
DWS STRATEGIC MUN INCOME TR COM 23342Q101 156 15,089 SH   DFND   15,089 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 10,015 11,800,000 PRN   DFND   11,800,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 45,550 1,327,217 SH   DFND   1,327,217 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 19 275,000 SH   DFND   275,000 0 0
EAST STONE ACQUISITION CORP RIGHT 12/31/2026 G2911D132 33 275,000 SH   DFND   275,000 0 0
EAST STONE ACQUISITION CORP SHS G2911D108 2,654 275,000 SH   DFND   275,000 0 0
EATON VANCE CALIF MUN BD FD COM 27828A100 145 13,754 SH   DFND   13,754 0 0
EATON VANCE FLTING RATE INC COM 278279104 444 43,299 SH   DFND   43,299 0 0
EATON VANCE LTD DUR INCOME F COM 27828H105 194 18,394 SH   DFND   18,394 0 0
EATON VANCE MUN BD FD COM 27827X101 575 46,100 SH   DFND   46,100 0 0
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 847 70,678 SH   DFND   70,678 0 0
EATON VANCE RISK MNGD DIV EQ COM 27829G106 135 16,227 SH   DFND   16,227 0 0
EATON VANCE SR FLTNG RTE TR COM 27828Q105 362 36,603 SH   DFND   36,603 0 0
EATON VANCE TAX-MANAGED GLOB COM 27829F108 607 95,179 SH   DFND   95,179 0 0
EATON VANCE TX ADV GLBL DIV COM 27828S101 193 16,172 SH   DFND   16,172 0 0
EATON VANCE TXMGD GL BUYWR O COM 27829C105 581 77,907 SH   DFND   77,907 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 7,634 7,631,000 PRN   DFND   7,631,000 0 0
EL PASO ELEC CO COM NEW 283677854 35,194 517,870 SH   DFND   517,870 0 0
EMBRAER S.A. SPONSORED ADS 29082A107 1,184 159,946 SH   DFND   159,946 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 220 85,661 SH   DFND   85,661 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 982 1,000,000 PRN   DFND   1,000,000 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 262 56,890 SH   DFND   56,890 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 176 159,607 SH   DFND   159,607 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 401 28,025 SH   DFND   28,025 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 1,027 1,000,000 PRN   DFND   1,000,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 389 32,992 SH   DFND   32,992 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 2,198 493,914 SH   DFND   493,914 0 0
ETSY INC NOTE 3/0 29786AAC0 10,606 8,405,000 PRN   DFND   8,405,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 10,142 12,845,000 PRN   DFND   12,845,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 18,558 17,037,000 PRN   DFND   17,037,000 0 0
EXPERIENCE INVT CORP *W EXP 09/01/202 30217C117 243 333,332 SH   DFND   333,332 0 0
EXPERIENCE INVT CORP COM CL A 30217C109 7,736 799,998 SH   DFND   799,998 0 0
EZCORP INC NOTE 2.375% 5/0 302301AE6 4,126 5,500,000 PRN   DFND   5,500,000 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 1,562 2,000,000 PRN   DFND   2,000,000 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 33 222,879 SH   DFND   222,879 0 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 162 299,999 SH   DFND   299,999 0 0
FAR PT ACQUISITION CORP COM CL A 30734W109 3,542 349,998 SH   DFND   349,998 0 0
FEDERATED PREM MUN INC FD COM 31423P108 396 30,347 SH   DFND   30,347 0 0
FGL HLDGS ORD SHS G3402M102 38,010 3,878,563 SH   DFND   3,878,563 0 0
FINSERV ACQUISITION CORP CL A 318085107 7,680 800,000 SH   DFND   800,000 0 0
FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 748 1,150,000 SH   DFND   1,150,000 0 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 1,998 200,000 SH   DFND   200,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 12,147 14,375,000 PRN   DFND   14,375,000 0 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 183 19,264 SH   DFND   19,264 0 0
FIRST TR SR FLOATING RATE 20 COM SHS 33740K101 93 12,744 SH   DFND   12,744 0 0
FITBIT INC CL A 33812L102 42,752 6,419,239 SH   DFND   6,419,239 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 2,521 3,245,000 PRN   DFND   3,245,000 0 0
FLYING EAGLE ACQUISITION COR UNIT 99/99/9999 34407Y202 199 20,000 SH   DFND   20,000 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 29,660 938,919 SH   DFND   938,919 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 633 875 SH   DFND   875 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 8,666 9,300,000 PRN   DFND   9,300,000 0 0
FORTY SEVEN INC COM 34983P104 44,566 467,053 SH   DFND   467,053 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 324 1,620,000 SH   DFND   1,620,000 0 0
FORUM MERGER II CORP CL A 34986F103 1,544 150,000 SH   DFND   150,000 0 0
FOX CORP CL A COM 35137L105 6,891 291,623 SH   DFND   291,623 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 1,382 67,794 SH   DFND   67,794 0 0
FRANKLIN LTD DURATION INCOME COM 35472T101 155 19,762 SH   DFND   19,762 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 13,408 1,122,018 SH   DFND   1,122,018 0 0
FRONTDOOR INC COM 35905A109 5,701 163,914 SH   DFND   163,914 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 9,833 7,510,000 PRN   DFND   7,510,000 0 0
GABELLI DIVID & INCOME TR COM 36242H104 695 46,913 SH   DFND   46,913 0 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 224 225,000 PRN   DFND   225,000 0 0
GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 81 325,000 SH   DFND   325,000 0 0
GALILEO ACQUISITION CORP SHS G3770A102 3,146 325,000 SH   DFND   325,000 0 0
GARRETT MOTION INC COM 366505105 1,841 643,844 SH   DFND   643,844 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 161 41,175 SH   DFND   41,175 0 0
GENWORTH FINL INC COM CL A 37247D106 17,395 5,239,513 SH   DFND   5,239,513 0 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 10,978 261,075 SH   DFND   261,075 0 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 236 765,000 SH   DFND   765,000 0 0
GIGCAPITAL2 INC COM 375036100 2,020 203,000 SH   DFND   203,000 0 0
GLRY STR NW MDIA GRUP HLDG L *W EXP 02/13/202 G39973113 148 1,850,000 SH   DFND   1,850,000 0 0
GLRY STR NW MDIA GRUP HLDG L SHS G39973105 325 78,844 SH   DFND   78,844 0 0
GOGO INC NOTE 6.000% 5/1 38046CAD1 11,966 16,875,000 PRN   DFND   16,875,000 0 0
GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 1,285 301,042 SH   DFND   301,042 0 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 199 1,106,820 SH   DFND   1,106,820 0 0
GORDON POINTE ACQUISITION CO COM CLASS A 382788107 5,885 579,800 SH   DFND   579,800 0 0
GORES HLDGS IV INC *W EXP 01/22/202 382865111 46 50,000 SH   DFND   50,000 0 0
GORES HLDGS IV INC COM CL A 382865103 1,940 200,000 SH   DFND   200,000 0 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 217 166,666 SH   DFND   166,666 0 0
GORES METROPOULOS INC COM CL A 382872109 4,060 399,999 SH   DFND   399,999 0 0
GRAF INDL CORP *W EXP 12/31/202 384278115 178 1,782,000 SH   DFND   1,782,000 0 0
GRAF INDL CORP COM 384278107 1,526 150,000 SH   DFND   150,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 2,775 5,000,000 PRN   DFND   5,000,000 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 4,889 7,250,000 PRN   DFND   7,250,000 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 3,975 5,187,000 PRN   DFND   5,187,000 0 0
GREENROSE ACQUISITION CORP UNIT 02/28/2024 395392202 2,910 300,000 SH   DFND   300,000 0 0
GREENVISION ACQUISITION CORP *W EXP 10/28/202 39678G111 23 170,000 SH   DFND   170,000 0 0
GREENVISION ACQUISITION CORP COM 39678G103 189 19,500 SH   DFND   19,500 0 0
GREENVISION ACQUISITION CORP RIGHT 06/01/2021 39678G129 39 170,000 SH   DFND   170,000 0 0
GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 1,539 810,000 SH   DFND   810,000 0 0
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 580 1,000,000 SH   DFND   1,000,000 0 0
GX ACQUISITION CORP COM CL A 36251A107 11,258 1,148,800 SH   DFND   1,148,800 0 0
HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 700 666,666 SH   DFND   666,666 0 0
HAYMAKER ACQUISITION CORP II COM CL A 42087L101 9,790 999,999 SH   DFND   999,999 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 6,082 6,000,000 PRN   DFND   6,000,000 0 0
HEALTHCARE MERGER CORP COM CL A 42227L102 5,418 550,000 SH   DFND   550,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 2,311 3,500,000 PRN   DFND   3,500,000 0 0
HENNESSY CAP ACQUSTION CORP *W EXP 09/05/202 42589C112 525 1,500,000 SH   DFND   1,500,000 0 0
HENNESSY CAP ACQUSTION CORP CL A COM 42589C104 2,022 200,000 SH   DFND   200,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 17,871 19,425,000 PRN   DFND   19,425,000 0 0
HEXCEL CORP NEW COM 428291108 16,245 436,800 SH   DFND   436,800 0 0
HIGHLAND GLOBAL ALLOCATION F COM 43010T104 63 14,534 SH   DFND   14,534 0 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 14 270,000 SH   DFND   270,000 0 0
HL ACQUISITIONS CORP SHS G4603R106 1,580 151,887 SH   DFND   151,887 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 437 31,164 SH   DFND   31,164 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 13,643 16,300,000 PRN   DFND   16,300,000 0 0
HOWARD HUGHES CORP COM 44267D107 1,187 23,488 SH   DFND   23,488 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 10,943 7,350,000 PRN   DFND   7,350,000 0 0
IAA INC COM 449253103 6,139 204,902 SH   DFND   204,902 0 0
IAC INTERACTIVECORP COM 44919P508 3,487 19,456 SH   DFND   19,456 0 0
IBERIABANK CORP COM 450828108 26,048 720,348 SH   DFND   720,348 0 0
ILLUMINA INC COM 452327109 7,473 27,602 SH   DFND   27,602 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 8,804 501,957 SH   DFND   501,957 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 19,348 22,950,000 PRN   DFND   22,950,000 0 0
INFRA AND ENERGY ALTRNTIVE I *W EXP 05/20/202 45686J112 21 343,006 SH   DFND   343,006 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 2,910 3,000,000 PRN   DFND   3,000,000 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 156 21,020 SH   DFND   21,020 0 0
INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 7,484 5,000,000 PRN   DFND   5,000,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 3,192 3,800,000 PRN   DFND   3,800,000 0 0
INSURANCE ACQUISITION CORP *W EXP 03/31/202 457867117 536 550,000 SH   DFND   550,000 0 0
INSURANCE ACQUISITION CORP CL A 457867109 2,012 200,000 SH   DFND   200,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 1,558 1,800,000 PRN   DFND   1,800,000 0 0
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 5,440 550,000 SH   DFND   550,000 0 0
INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 444 1,057,500 SH   DFND   1,057,500 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 8,881 17,500,000 PRN   DFND   17,500,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 1,774 1,950,000 PRN   DFND   1,950,000 0 0
INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 683 66,496 SH   DFND   66,496 0 0
INVESCO CALIF VALUE MUN INCO COM 46132H106 999 88,131 SH   DFND   88,131 0 0
INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 194 24,336 SH   DFND   24,336 0 0
INVESCO MUN OPPORTUNITY TR COM 46132C107 383 33,435 SH   DFND   33,435 0 0
INVESCO MUN TR COM 46131J103 464 39,655 SH   DFND   39,655 0 0
INVESCO MUNI INCOME OPP TRST COM 46132X101 162 23,600 SH   DFND   23,600 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 210 17,293 SH   DFND   17,293 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 636 54,302 SH   DFND   54,302 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 755 62,481 SH   DFND   62,481 0 0
INVESCO TR INVT GRADE NEW YO COM 46131T101 384 31,732 SH   DFND   31,732 0 0
INVESCO VALUE MUN INCOME TR COM 46132P108 2,176 153,890 SH   DFND   153,890 0 0
IVY HIGH INCOME OPPORTUNITIE COM 465893105 110 10,598 SH   DFND   10,598 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 713 750,000 PRN   DFND   750,000 0 0
JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 336 600,000 SH   DFND   600,000 0 0
JUNIPER INDL HLDGS INC COM CL A 48205G106 10,101 1,050,000 SH   DFND   1,050,000 0 0
KALEYRA INC *W EXP 12/12/202 483379111 956 1,125,000 SH   DFND   1,125,000 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 5,876 4,100,000 PRN   DFND   4,100,000 0 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 35 500,000 SH   DFND   500,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 3,610 3,475,000 PRN   DFND   3,475,000 0 0
KEMET CORP COM NEW 488360207 38,731 1,603,086 SH   DFND   1,603,086 0 0
KKR INCOME OPPORTUNITIES FD COM 48249T106 191 17,892 SH   DFND   17,892 0 0
KONTOOR BRANDS INC COM 50050N103 5,701 297,383 SH   DFND   297,383 0 0
LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 233 583,332 SH   DFND   583,332 0 0
LANDCADIA HLDGS II INC CL A 51476X105 11,791 1,193,432 SH   DFND   1,193,432 0 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 313 1,250,000 SH   DFND   1,250,000 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 2,074 200,000 SH   DFND   200,000 0 0
LEGG MASON INC COM 524901105 44,275 906,349 SH   DFND   906,349 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 106 625,000 SH   DFND   625,000 0 0
LEISURE ACQUISITION CORP COM 52539T107 2,090 200,000 SH   DFND   200,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2,606 2,375,000 PRN   DFND   2,375,000 0 0
LEO HOLDINGS CORP *W EXP 07/31/202 G5463L113 714 1,115,000 SH   DFND   1,115,000 0 0
LEO HOLDINGS CORP COM CL A G5463L105 247 23,986 SH   DFND   23,986 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 312 1,200,000 SH   DFND   1,200,000 0 0
LF CAP ACQUISITION CORP CL A 50200K108 2,038 200,000 SH   DFND   200,000 0 0
LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 35 57,500 SH   DFND   57,500 0 0
LGL SYS ACQUISITION CORP COM CL A 50201G106 1,124 115,000 SH   DFND   115,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 966 1,367,341 PRN   DFND   1,367,341 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 948 1,000,000 PRN   DFND   1,000,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 11,123 13,431,000 PRN   DFND   13,431,000 0 0
LIV CAP ACQUISITION CORP *W EXP 12/13/202 G5510C116 41 160,000 SH   DFND   160,000 0 0
LIV CAP ACQUISITION CORP CL A G5510C108 1,523 160,000 SH   DFND   160,000 0 0
LIVENT CORP COM 53814L108 5,756 1,096,453 SH   DFND   1,096,453 0 0
LOGMEIN INC COM 54142L109 35,870 430,717 SH   DFND   430,717 0 0
LONGEVITY ACQUISITION CORP *W EXP 07/31/202 G56372116 14 125,000 SH   DFND   125,000 0 0
LONGEVITY ACQUISITION CORP RIGHT 07/31/2020 G56372124 19 125,000 SH   DFND   125,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 14,100 10,421,000 PRN   DFND   10,421,000 0 0
MADISON COVERED CALL & EQUIT COM 557437100 58 11,560 SH   DFND   11,560 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 439 12,033 SH   DFND   12,033 0 0
MAGNACHIP SEMICONDUCTOR SA NOTE 5.000% 3/0 55932XAB0 2,700 2,000,000 PRN   DFND   2,000,000 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 117 106,076 SH   DFND   106,076 0 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 254 1,153,800 SH   DFND   1,153,800 0 0
MEGALITH FINL ACQUISITION CO CL A COM 58518F109 1,544 150,000 SH   DFND   150,000 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 60,261 496,708 SH   DFND   496,708 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 19,496 14,925,000 PRN   DFND   14,925,000 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 188 375,000 SH   DFND   375,000 0 0
MERIDA MERGER CORP I COM 58953M106 5,700 600,000 SH   DFND   600,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 15,259 17,925,000 PRN   DFND   17,925,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 8,185 13,475,000 PRN   DFND   13,475,000 0 0
MFS MUN INCOME TR SH BEN INT 552738106 378 59,180 SH   DFND   59,180 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 13,431 9,251,000 PRN   DFND   9,251,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 37,890 40,470,000 PRN   DFND   40,470,000 0 0
MOBILE MINI INC COM 60740F105 4,327 164,955 SH   DFND   164,955 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 2,811 3,500,000 PRN   DFND   3,500,000 0 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 504 1,680,597 SH   DFND   1,680,597 0 0
MONOCLE ACQUISITION CORP COM 609754106 6,337 630,597 SH   DFND   630,597 0 0
MPLX LP COM UNIT REP LTD 55336V100 342 29,395 SH   DFND   29,395 0 0
MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 532 1,520,755 SH   DFND   1,520,755 0 0
MUDRICK CAP ACQUISITION CORP COM CLASS A 624745105 1,553 150,000 SH   DFND   150,000 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 86 259,500 SH   DFND   259,500 0 0
NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 187 233,332 SH   DFND   233,332 0 0
NEBULA ACQUISITION CORP COM CLASS A 629076100 1,470 144,865 SH   DFND   144,865 0 0
NESCO HLDGS INC *W EXP 01/01/202 64083J112 15 83,328 SH   DFND   83,328 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 723 248,450 SH   DFND   248,450 0 0
NETFIN ACQUISITION CORP *W EXP 08/01/202 G6455A115 167 500,000 SH   DFND   500,000 0 0
NETFIN ACQUISITION CORP SHS CL A G6455A107 1,973 200,000 SH   DFND   200,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 7,590 5,900,000 PRN   DFND   5,900,000 0 0
NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 228 240,847 SH   DFND   240,847 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 5,638 6,875,000 PRN   DFND   6,875,000 0 0
NEW PROVIDENCE ACQUISITION *W EXP 09/11/202 64822P114 255 500,000 SH   DFND   500,000 0 0
NEW PROVIDENCE ACQUISITION COM CL A 64822P106 8,330 850,000 SH   DFND   850,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 2,448 2,900,000 PRN   DFND   2,900,000 0 0
NEWMARK GROUP INC CL A 65158N102 4,394 1,033,976 SH   DFND   1,033,976 0 0
NEWS CORP NEW CL A 65249B109 768 85,532 SH   DFND   85,532 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 2,763 56,425 SH   DFND   56,425 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 18,108 2,400,000 PRN   DFND   2,400,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 1,433 1,500,000 PRN   DFND   1,500,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 4,791 5,000,000 PRN   DFND   5,000,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 228 26,485 SH   DFND   26,485 0 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 3,485 237,410 SH   DFND   237,410 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 1,972 145,653 SH   DFND   145,653 0 0
NUVEEN AMT-FREE MUN VALUE FD COM 670695105 234 14,922 SH   DFND   14,922 0 0
NUVEEN ARIZONA QLTY MUN INC COM 67061W104 252 20,319 SH   DFND   20,319 0 0
NUVEEN CA QUALTY MUN INCOME COM 67066Y105 872 63,660 SH   DFND   63,660 0 0
NUVEEN CALIFORNIA AMT QLT MU COM 670651108 474 33,474 SH   DFND   33,474 0 0
NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 391 68,894 SH   DFND   68,894 0 0
NUVEEN DIVERSIFIED DIVID & I COM 6706EP105 77 10,947 SH   DFND   10,947 0 0
NUVEEN DOW 30 DYNAMIC OVERWR SHS 67075F105 155 12,370 SH   DFND   12,370 0 0
NUVEEN ENHANCED MUN VALUE FD COM 67074M101 316 24,211 SH   DFND   24,211 0 0
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 370 49,785 SH   DFND   49,785 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 231 17,247 SH   DFND   17,247 0 0
NUVEEN MUN VALUE FD INC COM 670928100 100 10,251 SH   DFND   10,251 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 2,826 200,875 SH   DFND   200,875 0 0
NUVEEN NEW JERSEY QULT MUN F COM 67069Y102 214 15,901 SH   DFND   15,901 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 366 29,309 SH   DFND   29,309 0 0
NUVEEN NEW YORK QLT MUN INC COM 67066X107 308 23,450 SH   DFND   23,450 0 0
NUVEEN PFD & INCM SECURTIES COM 67072C105 416 57,314 SH   DFND   57,314 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 1,235 89,864 SH   DFND   89,864 0 0
NUVEEN REAL ASSET INCOME & G COM 67074Y105 163 16,525 SH   DFND   16,525 0 0
NUVEEN REAL ESTATE INCOME FD COM 67071B108 123 18,176 SH   DFND   18,176 0 0
NUVEEN S&P 500 BUY-WRITE INC COM 6706ER101 334 33,056 SH   DFND   33,056 0 0
NUVEEN VIRGINIA QLTY MUNCPL COM 67064R102 303 23,458 SH   DFND   23,458 0 0
NVENT ELECTRIC PLC SHS G6700G107 5,153 310,804 SH   DFND   310,804 0 0
OAKTREE ACQUISITION CORP *W EXP 99/99/999 G67145113 69 66,666 SH   DFND   66,666 0 0
OAKTREE ACQUISITION CORP SHS CL A G67145105 2,000 199,998 SH   DFND   199,998 0 0
OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 1,119 8,000,000 PRN   DFND   8,000,000 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 3,004 3,375,000 PRN   DFND   3,375,000 0 0
OPES ACQUISITION CORP *W EXP 03/13/202 68373P118 17 250,000 SH   DFND   250,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 12,023 18,175,000 PRN   DFND   18,175,000 0 0
OPUS BK IRVINE CALIF COM 684000102 4,073 235,000 SH   DFND   235,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 3,198 3,450,000 PRN   DFND   3,450,000 0 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 315 375,000 SH   DFND   375,000 0 0
OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 5,832 600,000 SH   DFND   600,000 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 4,493 4,650,000 PRN   DFND   4,650,000 0 0
PAE INC *W EXP 09/11/202 69290Y117 497 333,332 SH   DFND   333,332 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 15,120 15,625,000 PRN   DFND   15,625,000 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2,375 3,050,000 PRN   DFND   3,050,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 1,186 1,500,000 PRN   DFND   1,500,000 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 211 34,442 SH   DFND   34,442 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 966 1,000,000 PRN   DFND   1,000,000 0 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 13 250,000 SH   DFND   250,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 429 11,784 SH   DFND   11,784 0 0
PHUNWARE INC *W EXP 12/26/202 71948P118 7 58,632 SH   DFND   58,632 0 0
PIONEER FLOATING RATE TR COM 72369J102 180 23,465 SH   DFND   23,465 0 0
PIONEER HIGH INCOME TR COM 72369H106 85 13,308 SH   DFND   13,308 0 0
PIONEER MUN HIGH INCOME ADVA COM 723762100 591 58,040 SH   DFND   58,040 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 598 52,800 SH   DFND   52,800 0 0
PIVOTAL INVT CORP II *W EXP 06/01/202 72582K118 233 333,332 SH   DFND   333,332 0 0
PIVOTAL INVT CORP II COM CL A 72582K100 6,441 649,996 SH   DFND   649,996 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 236 44,625 SH   DFND   44,625 0 0
PLUG POWER INC NOTE 5.500% 3/1 72919PAB9 5,024 3,000,000 PRN   DFND   3,000,000 0 0
PPD INC COM 69355F102 178 10,000 SH   DFND   10,000 0 0
PRECIGEN INC COM 74017N105 666 195,834 SH   DFND   195,834 0 0
PROFICIENT ALPHA ACQUSTN COR *W EXP 04/30/202 74317H113 20 400,000 SH   DFND   400,000 0 0
PROFICIENT ALPHA ACQUSTN COR COM 74317H105 1,500 150,000 SH   DFND   150,000 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 942 247,948 SH   DFND   247,948 0 0
PROPTECH ACQUISITION CORP *W EXP 05/26/202 74349F119 228 325,000 SH   DFND   325,000 0 0
PROPTECH ACQUISITION CORP COM CL A 74349F101 4,802 487,500 SH   DFND   487,500 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 11,926 13,950,000 PRN   DFND   13,950,000 0 0
PURE ACQUISITION CORP CL A 74621Q106 1,559 150,000 SH   DFND   150,000 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 128 10,727 SH   DFND   10,727 0 0
QIAGEN NV SHS NEW N72482123 42,294 1,016,674 SH   DFND   1,016,674 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 1,353 10,450 SH   DFND   10,450 0 0
RA PHARMACEUTICALS INC COM 74933V108 57,153 1,190,437 SH   DFND   1,190,437 0 0
RANPAK HLDGS CORP *W EXP 06/03/202 75321W111 466 405,000 SH   DFND   405,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 6,784 5,575,000 PRN   DFND   5,575,000 0 0
RATTLER MIDSTREAM LP COM UNITS 75419T103 167 47,882 SH   DFND   47,882 0 0
RAYTHEON CO COM NEW 755111507 12,369 94,314 SH   DFND   94,314 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 7,906 12,100,000 PRN   DFND   12,100,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 8,699 15,700,000 PRN   DFND   15,700,000 0 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 339 575,000 SH   DFND   575,000 0 0
REPLAY ACQUISITION CORP COM G75130107 2,750 280,000 SH   DFND   280,000 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 3,523 727,867 SH   DFND   727,867 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 9,078 11,500,000 PRN   DFND   11,500,000 0 0
RH NOTE 6/1 74967XAA1 4,523 5,600,000 PRN   DFND   5,600,000 0 0
RMG ACQUISITION CORP *W EXP 02/21/202 749641114 517 833,332 SH   DFND   833,332 0 0
RMG ACQUISITION CORP CL A 749641106 7,442 749,896 SH   DFND   749,896 0 0
ROSEHILL RES INC *W EXP 04/27/202 777385113 7 244,800 SH   DFND   244,800 0 0
ROYCE MICRO-CAP TR INC COM 780915104 105 18,912 SH   DFND   18,912 0 0
ROYCE VALUE TR INC COM 780910105 500 51,698 SH   DFND   51,698 0 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 287 300,000 SH   DFND   300,000 0 0
SC HEALTH CORP COM CL A G78516203 2,010 200,000 SH   DFND   200,000 0 0
SCHULTZE SPL PURP ACQUSTN CO *W EXP 12/31/202 80821R117 317 1,440,000 SH   DFND   1,440,000 0 0
SCHULTZE SPL PURP ACQUSTN CO COM 80821R109 1,518 150,000 SH   DFND   150,000 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 12,177 14,250,000 PRN   DFND   14,250,000 0 0
SCVX CORP UNIT 99/99/9999 G79448109 1,994 200,000 SH   DFND   200,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 12,816 13,669,000 PRN   DFND   13,669,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 764 1,000,000 PRN   DFND   1,000,000 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 2,620 27,925 SH   DFND   27,925 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 374 37,501 SH   DFND   37,501 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 15,317 17,250,000 PRN   DFND   17,250,000 0 0
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 156 400,000 SH   DFND   400,000 0 0
SILVER SPIKE ACQUISITION COR CL A SHS G8136L106 7,872 800,000 SH   DFND   800,000 0 0
SOFTWARE ACQUISITION GROUP I COM CL A 83406B101 2,801 290,880 SH   DFND   290,880 0 0
SOURCE CAP INC COM 836144105 232 7,553 SH   DFND   7,553 0 0
SOUTH MTN MERGER CORP *W EXP 06/20/202 838884112 705 750,000 SH   DFND   750,000 0 0
SOUTH MTN MERGER CORP COM CL A 838884104 6,305 650,000 SH   DFND   650,000 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 3,812 85,375 SH   DFND   85,375 0 0
SPARTAN ENERGY ACQUISITION C *W EXP 08/27/202 846784122 217 434,999 SH   DFND   434,999 0 0
SPARTAN ENERGY ACQUISITION C CL A COM STK 846784106 1,518 150,000 SH   DFND   150,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 5,390 5,000,000 PRN   DFND   5,000,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 17,056 15,400,000 PRN   DFND   15,400,000 0 0
SPRINT CORPORATION COM 85207U105 28,010 3,249,362 SH   DFND   3,249,362 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 16,510 7,175,000 PRN   DFND   7,175,000 0 0
STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 163 250,000 SH   DFND   250,000 0 0
STABLE RD ACQUISITION CORP COM CL A 85236Q109 3,656 375,000 SH   DFND   375,000 0 0
STARS GROUP INC COM 85570W100 78,616 3,849,961 SH   DFND   3,849,961 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 57 93,600 SH   DFND   93,600 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 3,838 4,750,000 PRN   DFND   4,750,000 0 0
SWISS HELVETIA FD INC COM 870875101 131 18,876 SH   DFND   18,876 0 0
SWITCHBACK ENERGY ACQUISTN C *W EXP 07/25/202 87105M110 353 566,666 SH   DFND   566,666 0 0
SWITCHBACK ENERGY ACQUISTN C COM CL A 87105M102 11,194 1,159,999 SH   DFND   1,159,999 0 0
T MOBILE US INC COM 872590104 21,833 260,225 SH   DFND   260,225 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 51,240 3,112,990 SH   DFND   3,112,990 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 40 266,666 SH   DFND   266,666 0 0
TAUBMAN CTRS INC COM 876664103 32,040 765,040 SH   DFND   765,040 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 494 17,965 SH   DFND   17,965 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 7,625 10,000,000 PRN   DFND   10,000,000 0 0
TECH DATA CORP COM 878237106 39,910 305,009 SH   DFND   305,009 0 0
TEKLA HEALTHCARE INVS SH BEN INT 87911J103 696 39,088 SH   DFND   39,088 0 0
TEKLA HEALTHCARE OPPORTUNITI SHS 879105104 451 29,356 SH   DFND   29,356 0 0
TEKLA LIFE SCIENCES INVS SH BEN INT 87911K100 433 28,908 SH   DFND   28,908 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 429 80,277 SH   DFND   80,277 0 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 23 250,000 SH   DFND   250,000 0 0
TERRAFORM PWR INC COM CL A 88104R209 12,950 821,177 SH   DFND   821,177 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 3,847 2,500,000 PRN   DFND   2,500,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 6,987 3,825,000 PRN   DFND   3,825,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 931 1,000,000 PRN   DFND   1,000,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 3,166 142,790 SH   DFND   142,790 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 15,441 16,543,000 PRN   DFND   16,543,000 0 0
THL CR SR LN FD COM 87244R103 134 11,581 SH   DFND   11,581 0 0
THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 350 500,000 SH   DFND   500,000 0 0
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 9,750 1,000,000 SH   DFND   1,000,000 0 0
TIFFANY & CO NEW COM 886547108 49,487 382,137 SH   DFND   382,137 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 819 2,550,000 PRN   DFND   2,550,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 1,224 1,500,000 PRN   DFND   1,500,000 0 0
TIVO CORP COM 88870P106 92 12,971 SH   DFND   12,971 0 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 290 1,038,969 SH   DFND   1,038,969 0 0
TORTOISE ACQUISITION CORP CL A 89154L100 5,528 562,350 SH   DFND   562,350 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 4,418 4,750,000 PRN   DFND   4,750,000 0 0
TRI CONTL CORP COM 895436103 334 15,997 SH   DFND   15,997 0 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 690 1,150,000 SH   DFND   1,150,000 0 0
TRINE ACQUISITION CORP COM CL A 89628U108 2,485 250,000 SH   DFND   250,000 0 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 119 475,000 SH   DFND   475,000 0 0
TUSCAN HLDGS CORP II COM 90070A103 5,838 600,000 SH   DFND   600,000 0 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 624 1,600,000 SH   DFND   1,600,000 0 0
TUSCAN HOLDINGS CORP COM 90069K104 3,190 320,000 SH   DFND   320,000 0 0
UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 250 1,000,000 SH   DFND   1,000,000 0 0
UNION ACQUISITION CORP II SHS G9402Q100 9,780 1,000,000 SH   DFND   1,000,000 0 0
VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 3,159 1,620,000 SH   DFND   1,620,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 2,851 2,850,000 PRN   DFND   2,850,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 6,393 7,750,000 PRN   DFND   7,750,000 0 0
VEONEER INCORPORATED COM 92336X109 2,668 364,536 SH   DFND   364,536 0 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 8,037 10,000,000 PRN   DFND   10,000,000 0 0
VERTIV HOLDINGS CO *W EXP 06/12/202 92537N116 900 500,000 SH   DFND   500,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2,820 2,665,000 PRN   DFND   2,665,000 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 11,261 10,875,000 PRN   DFND   10,875,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 11,756 13,200,000 PRN   DFND   13,200,000 0 0
VOYA GLBL ADV & PREM OPP FD COM 92912R104 89 11,598 SH   DFND   11,598 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 528 115,775 SH   DFND   115,775 0 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 525 64,516 SH   DFND   64,516 0 0
WABCO HLDGS INC COM 92927K102 53,533 396,394 SH   DFND   396,394 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 24,616 35,875,000 PRN   DFND   35,875,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 4,046 1,279,000 PRN   DFND   1,279,000 0 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 378 59,264 SH   DFND   59,264 0 0
WELLS FARGO MULTI SECTOR INC COM 94987D101 235 24,413 SH   DFND   24,413 0 0
WESTERN ASSET GLOBAL HIGH IN COM 95766B109 82 10,989 SH   DFND   10,989 0 0
WESTERN ASSET HGH YLD DFNDFD COM 95768B107 133 10,786 SH   DFND   10,786 0 0
WESTERN ASSET INTER MUNI FD COM 958435109 320 38,014 SH   DFND   38,014 0 0
WESTERN ASSET MANAGED MUNS F COM 95766M105 382 31,912 SH   DFND   31,912 0 0
WESTERN ASSET MUN HIGH INCOM COM 95766N103 100 14,153 SH   DFND   14,153 0 0
WESTERN ASSET MUN PARTNERS F COM 95766P108 163 11,932 SH   DFND   11,932 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 875 1,000,000 PRN   DFND   1,000,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 147 45,454 SH   DFND   45,454 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 35,320 207,951 SH   DFND   207,951 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 18,440 16,575,000 PRN   DFND   16,575,000 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 11,806 7,825,000 PRN   DFND   7,825,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 54,823 1,913,551 SH   DFND   1,913,551 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 5,747 182,382 SH   DFND   182,382 0 0
YUNHONG INTL UNIT 99/99/9999 G98882114 1,900 200,000 SH   DFND   200,000 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 6,192 5,225,000 PRN   DFND   5,225,000 0 0