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 166 17,500 SH   DFND   17,500 0 0
ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 461 55,918 SH   DFND   55,918 0 0
ACAMAR PARTNERS ACQSITION CO UNIT 12/30/2025 004285201 22,500 2,250,000 SH   DFND   2,250,000 0 0
ADAM NAT RES FD INC COM 00548F105 711 42,411 SH   DFND   42,411 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 233,212 71,325,000 PRN   DFND   71,325,000 0 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 534 36,163 SH   DFND   36,163 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 39,777 26,750,000 PRN   DFND   26,750,000 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 2,111 91,580 SH   DFND   91,580 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,928 68,717 SH   DFND   68,717 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 64,811 33,950,000 PRN   DFND   33,950,000 0 0
ALLEGRO MERGER CORP COM 01749N103 2,994 300,000 SH   DFND   300,000 0 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 234 900,000 SH   DFND   900,000 0 0
ALLEGRO MERGER CORP RIGHT 12/31/2023 01749N129 243 900,000 SH   DFND   900,000 0 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 195 13,221 SH   DFND   13,221 0 0
ALLIANCEBERNSTEIN NATL MUNI COM 01864U106 457 35,325 SH   DFND   35,325 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 611 50,671 SH   DFND   50,671 0 0
ALTA MESA RES INC *W EXP 03/28/202 02133L117 11 308,333 SH   DFND   308,333 0 0
ALTABA INC COM 021346101 184,428 2,488,238 SH   DFND   2,488,238 0 0
ALTICE USA INC CL A 02156K103 19,794 921,515 SH   DFND   921,515 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 28,334 32,475,000 PRN   DFND   32,475,000 0 0
AMCI ACQUISITION CORP CLASS A 00165R101 10,430 1,060,000 SH   DFND   1,060,000 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 644 2,300,000 SH   DFND   2,300,000 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 7,744 150,000 SH   DFND   150,000 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 428 13,864 SH   DFND   13,864 0 0
AMYRIS INC NOTE 9.500% 4/1 03236MAF8 9,628 9,626,000 PRN   DFND   9,626,000 0 0
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 532 15,100 SH   DFND   15,100 0 0
ANDINA ACQUISITION CORP III SHS G04415108 10,725 1,100,000 SH   DFND   1,100,000 0 0
ANDINA ACQUISITION CORP III *W EXP 07/31/202 G04415124 240 1,200,000 SH   DFND   1,200,000 0 0
ANDINA ACQUISITION CORP III RIGHT 07/31/2020 G04415132 408 1,200,000 SH   DFND   1,200,000 0 0
ANTERO MIDSTREAM CORP COM 03676B102 449 32,600 SH   DFND   32,600 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 161,527 40,654,000 PRN   DFND   40,654,000 0 0
APERGY CORP COM 03755L104 19,359 471,485 SH   DFND   471,485 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 11,024 11,275,000 PRN   DFND   11,275,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 18,504 18,875,000 PRN   DFND   18,875,000 0 0
APOLLO SR FLOATING RATE FD I COM 037636107 476 32,073 SH   DFND   32,073 0 0
APOLLO TACTICAL INCOME FD IN COM 037638103 425 28,939 SH   DFND   28,939 0 0
ARCOSA INC COM 039653100 11,797 386,152 SH   DFND   386,152 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 34,913 35,000,000 PRN   DFND   35,000,000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 594 39,999 SH   DFND   39,999 0 0
ARLO TECHNOLOGIES INC COM 04206A101 4,580 1,109,016 SH   DFND   1,109,016 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 170,384 5,390,189 SH   DFND   5,390,189 0 0
ARYA SCIENCES ACQUISITION CO SHS CL A G3165V109 981 100,000 SH   DFND   100,000 0 0
ARYA SCIENCES ACQUISITION CO *W EXP 10/10/202 G3165V125 60 50,000 SH   DFND   50,000 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 651 191,430 SH   DFND   191,430 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 29,409 27,300,000 PRN   DFND   27,300,000 0 0
AVISTA CORP COM 05379B107 68,231 1,679,751 SH   DFND   1,679,751 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 11,574 186,000 SH   DFND   186,000 0 0
BELMOND LTD CL A G1154H107 92,584 3,713,774 SH   DFND   3,713,774 0 0
BEMIS CO INC COM 081437105 18,683 336,750 SH   DFND   336,750 0 0
BIG ROCK PARTNERS ACQUISI CO COM 089482103 2,064 200,000 SH   DFND   200,000 0 0
BIG ROCK PARTNERS ACQUISI CO *W EXP 12/01/202 089482111 18 100,000 SH   DFND   100,000 0 0
BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 52 200,000 SH   DFND   200,000 0 0
BIOCERES CROP SOLUTIONS CORP *W EXP 07/01/202 G1117K106 338 1,250,000 SH   DFND   1,250,000 0 0
BIOCERES CROP SOLUTIONS CORP SHS G1117K114 421 80,557 SH   DFND   80,557 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,269 59,318 SH   DFND   59,318 0 0
BISON CAP ACQUISITION CORP *W EXP 06/20/202 G1142P112 15 75,000 SH   DFND   75,000 0 0
BISON CAP ACQUISITION CORP RIGHT 03/20/2019 G1142P138 53 150,000 SH   DFND   150,000 0 0
BLACK KNIGHT INC COM 09215C105 13,750 252,288 SH   DFND   252,288 0 0
BLACK RIDGE ACQUISITION CORP COM 09216T107 2,144 210,000 SH   DFND   210,000 0 0
BLACK RIDGE ACQUISITION CORP *W EXP 07/10/202 09216T115 63 210,000 SH   DFND   210,000 0 0
BLACK RIDGE ACQUISITION CORP RIGHT 07/10/2019 09216T123 74 210,000 SH   DFND   210,000 0 0
BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 632 49,239 SH   DFND   49,239 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 498 48,555 SH   DFND   48,555 0 0
BLACKROCK CR ALLCTN INC TR COM 092508100 348 28,045 SH   DFND   28,045 0 0
BLACKROCK DEBT STRAT FD INC COM NEW 09255R202 749 69,874 SH   DFND   69,874 0 0
BLACKROCK ENERGY & RES TR COM 09250U101 122 10,076 SH   DFND   10,076 0 0
BLACKROCK ENHANCED EQT DIV T COM 09251A104 176 20,611 SH   DFND   20,611 0 0
BLACKROCK ENHANCED GBL DIV T COM 092501105 625 58,453 SH   DFND   58,453 0 0
BLACKROCK ENHANCED INTL DIV COM BENE INTER 092524107 342 61,565 SH   DFND   61,565 0 0
BLACKROCK FLOAT RATE OME STR COM 09255X100 733 58,630 SH   DFND   58,630 0 0
BLACKROCK FLOATING RATE INCO COM 091941104 503 41,202 SH   DFND   41,202 0 0
BLACKROCK INVT QUALITY MUN T COM 09247D105 236 16,667 SH   DFND   16,667 0 0
BLACKROCK LTD DURATION INC T COM SHS 09249W101 584 39,704 SH   DFND   39,704 0 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 402 24,257 SH   DFND   24,257 0 0
BLACKROCK MUN 2030 TAR TERM COM SHS BEN IN 09257P105 382 17,174 SH   DFND   17,174 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 423 30,744 SH   DFND   30,744 0 0
BLACKROCK MUNICIPAL BOND TR COM 09249H104 182 12,550 SH   DFND   12,550 0 0
BLACKROCK MUNICIPL INC QLTY COM 092479104 406 30,271 SH   DFND   30,271 0 0
BLACKROCK MUNIENHANCED FD IN COM 09253Y100 257 23,983 SH   DFND   23,983 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 567 41,478 SH   DFND   41,478 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 489 37,887 SH   DFND   37,887 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 443 33,443 SH   DFND   33,443 0 0
BLACKROCK MUNIHLDNGS QLTY II COM 09254C107 376 30,590 SH   DFND   30,590 0 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 217 16,821 SH   DFND   16,821 0 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 265 21,870 SH   DFND   21,870 0 0
BLACKROCK MUNIY QUALITY FD I COM 09254G108 283 23,033 SH   DFND   23,033 0 0
BLACKROCK MUNIYIELD CALI QLT COM 09254N103 403 29,942 SH   DFND   29,942 0 0
BLACKROCK MUNIYIELD CALIF FD COM 09254M105 384 28,751 SH   DFND   28,751 0 0
BLACKROCK MUNIYIELD N J FD I COM 09254Y109 494 34,286 SH   DFND   34,286 0 0
BLACKROCK MUNIYIELD NY QLTY COM 09255E102 542 43,997 SH   DFND   43,997 0 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 391 28,745 SH   DFND   28,745 0 0
BLACKROCK MUNIYIELD QLTY FD COM 09254E103 369 28,550 SH   DFND   28,550 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254F100 463 32,885 SH   DFND   32,885 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 468 34,999 SH   DFND   34,999 0 0
BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 287 22,021 SH   DFND   22,021 0 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 515 63,044 SH   DFND   63,044 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 11,545 11,400,000 PRN   DFND   11,400,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 18,684 18,450,000 PRN   DFND   18,450,000 0 0
BLUE HILLS BANCORP INC COM 095573101 15,304 640,336 SH   DFND   640,336 0 0
BOOKING HLDGS INC COM 09857L108 2,349 1,346 SH   DFND   1,346 0 0
BOXWOOD MERGER CORP COM CL A 10319T101 18,411 1,894,115 SH   DFND   1,894,115 0 0
BOXWOOD MERGER CORP *W EXP 11/26/202 10319T119 950 2,500,000 SH   DFND   2,500,000 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 253 17,500 SH   DFND   17,500 0 0
BRIGHTHOUSE FINL INC COM 10922N103 10,706 295,024 SH   DFND   295,024 0 0
BROOKFIELD GLOBL LISTED INFR COM SHS 11273Q109 336 27,273 SH   DFND   27,273 0 0
BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 364 16,855 SH   DFND   16,855 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 469 13,800 SH   DFND   13,800 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 65,853 46,250,000 PRN   DFND   46,250,000 0 0
CAPITOL INVT CORP IV *W EXP 01/01/202 G18920127 115 83,333 SH   DFND   83,333 0 0
CARS COM INC COM 14575E105 6,227 273,103 SH   DFND   273,103 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 898 120,167 SH   DFND   120,167 0 0
CELGENE CORP COM 151020104 111,583 1,182,780 SH   DFND   1,182,780 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 17,600 331,450 SH   DFND   331,450 0 0
CF FIN ACQUISITION CORP COM CL A 12528N107 14,850 1,500,000 SH   DFND   1,500,000 0 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 645 1,500,000 SH   DFND   1,500,000 0 0
CHASERG TECHNLGY ACQUISITN C CLASS A 16166A103 14,213 1,440,000 SH   DFND   1,440,000 0 0
CHASERG TECHNLGY ACQUISITN C *W EXP 04/10/202 16166A111 527 810,000 SH   DFND   810,000 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 913 21,785 SH   DFND   21,785 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 59,927 64,500,000 PRN   DFND   64,500,000 0 0
CHURCHILL CAP CORP *W EXP 09/11/202 17142R111 2,288 697,500 SH   DFND   697,500 0 0
CIMAREX ENERGY CO COM 171798101 270 3,867 SH   DFND   3,867 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 6,568 4,625,000 PRN   DFND   4,625,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 45,241 33,075,000 PRN   DFND   33,075,000 0 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 189 19,521 SH   DFND   19,521 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 9,341 10,000,000 PRN   DFND   10,000,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 5,774 7,375,000 PRN   DFND   7,375,000 0 0
CM SEVEN STAR ACQUISITION CO SHS G2345N102 6,554 637,500 SH   DFND   637,500 0 0
CM SEVEN STAR ACQUISITION CO *W EXP 08/21/202 G2345N110 64 375,000 SH   DFND   375,000 0 0
CM SEVEN STAR ACQUISITION CO RIGHT 08/21/2022 G2345N136 248 750,000 SH   DFND   750,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 523 34,400 SH   DFND   34,400 0 0
COHEN & STEERS GLOBAL INC BL COM 19248M103 157 18,380 SH   DFND   18,380 0 0
COHEN & STEERS QUALITY RLTY COM 19247L106 387 30,221 SH   DFND   30,221 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 66,424 497,150 SH   DFND   497,150 0 0
COLLIER CREEK HOLDINGS COM CL A G22707106 3,486 349,998 SH   DFND   349,998 0 0
COLLIER CREEK HOLDINGS *W EXP 99/99/999 G22707114 135 116,666 SH   DFND   116,666 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,532 5,000,000 PRN   DFND   5,000,000 0 0
CONNECTICUT WTR SVC INC COM 207797101 21,742 316,701 SH   DFND   316,701 0 0
CONSTELLATION ALPHA CAP CORP *W EXP 03/23/202 G2379F116 84 700,000 SH   DFND   700,000 0 0
CONSTELLATION ALPHA CAP CORP RIGHT 99/99/9999 G2379F132 88 700,000 SH   DFND   700,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1,681 1,500,000 PRN   DFND   1,500,000 0 0
COREPOINT LODGING INC COM 21872L104 135 12,125 SH   DFND   12,125 0 0
CRESCENT ACQUISITION CORP UNIT 99/99/9999 22564L204 20,000 2,000,000 SH   DFND   2,000,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 983 27,936 SH   DFND   27,936 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 5,921 5,000 SH   DFND   5,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 16,641 13,000,000 PRN   DFND   13,000,000 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 31,509 30,000 SH   DFND   30,000 0 0
DASEKE INC *W EXP 02/27/202 23753F115 122 378,003 SH   DFND   378,003 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 682 20,646 SH   DFND   20,646 0 0
DELAWARE ENHANCED GBL DIV & COM 246060107 232 23,948 SH   DFND   23,948 0 0
DELAWARE INV MN MUN INC FD I COM 24610V103 314 24,819 SH   DFND   24,819 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 8,120 421,616 SH   DFND   421,616 0 0
DFB HEALTHCARE ACQUISTION CO COM 23291E109 5,494 549,999 SH   DFND   549,999 0 0
DFB HEALTHCARE ACQUISTION CO *W EXP 04/11/202 23291E117 606 599,999 SH   DFND   599,999 0 0
DIAMONDPEAK HLDGS COR UNIT 99/99/9999 25280H209 23,046 2,300,000 SH   DFND   2,300,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 23,430 27,500,000 PRN   DFND   27,500,000 0 0
DIVIDEND & INCOME FUND COM NEW 25538A204 533 46,948 SH   DFND   46,948 0 0
DREYFUS MUN INCOME INC COM 26201R102 105 12,447 SH   DFND   12,447 0 0
DREYFUS STRATEGIC MUN BD FD COM 26202F107 105 13,594 SH   DFND   13,594 0 0
DREYFUS STRATEGIC MUNS INC COM 261932107 153 19,345 SH   DFND   19,345 0 0
DTE ENERGY CO UNIT 99/99/9999 233331883 13,870 250,000 SH   DFND   250,000 0 0
DTF TAX-FREE INCOME INC COM 23334J107 277 20,923 SH   DFND   20,923 0 0
DWS MUN INCOME TR NEW COM 233368109 553 50,217 SH   DFND   50,217 0 0
DWS STRATEGIC MUN INCOME TR COM 23342Q101 150 13,363 SH   DFND   13,363 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 23,843 25,773,000 PRN   DFND   25,773,000 0 0
EATON VANCE CALIF MUN BD FD COM 27828A100 322 30,504 SH   DFND   30,504 0 0
EATON VANCE FLTG RATE INCOM COM SHS BEN INT 278284104 194 13,066 SH   DFND   13,066 0 0
EATON VANCE FLTING RATE INC COM 278279104 668 50,662 SH   DFND   50,662 0 0
EATON VANCE LTD DUR INCOME F COM 27828H105 590 46,647 SH   DFND   46,647 0 0
EATON VANCE MUN BD FD COM 27827X101 403 32,492 SH   DFND   32,492 0 0
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 358 29,333 SH   DFND   29,333 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 219 18,635 SH   DFND   18,635 0 0
EATON VANCE SH TM DR DIVR IN COM 27828V104 242 18,670 SH   DFND   18,670 0 0
EATON VANCE SR FLTNG RTE TR COM 27828Q105 568 43,599 SH   DFND   43,599 0 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 453 73,615 SH   DFND   73,615 0 0
EATON VANCE TX ADV GLBL DIV COM 27828S101 606 38,968 SH   DFND   38,968 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 7,604 7,631,000 PRN   DFND   7,631,000 0 0
ELLIE MAE INC COM 28849P100 46,470 470,868 SH   DFND   470,868 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 672 46,900 SH   DFND   46,900 0 0
ENBRIDGE INC COM 29250N105 1,232 33,984 SH   DFND   33,984 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 1,074 69,888 SH   DFND   69,888 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 584 45,666 SH   DFND   45,666 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 808 27,760 SH   DFND   27,760 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 461 9,980 SH   DFND   9,980 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 13,668 627,558 SH   DFND   627,558 0 0
ESTRE AMBIENTAL INC *W EXP 12/21/202 G3206V118 78 661,870 SH   DFND   661,870 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 25,569 25,000,000 PRN   DFND   25,000,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,590 13,364 SH   DFND   13,364 0 0
EZCORP INC NOTE 2.125% 6/1 302301AB2 15,105 15,075,000 PRN   DFND   15,075,000 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 1,126 1,000,000 PRN   DFND   1,000,000 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 205 250,000 SH   DFND   250,000 0 0
FAR PT ACQUISITION CORP COM CL A 30734W109 7,960 799,998 SH   DFND   799,998 0 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 402 299,999 SH   DFND   299,999 0 0
FEDERATED PREM MUN INC FD COM 31423P108 318 23,706 SH   DFND   23,706 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 6,271 228,941 SH   DFND   228,941 0 0
FIFTH THIRD BANCORP COM 316773100 1,469 58,235 SH   DFND   58,235 0 0
FINISAR CORP COM NEW 31787A507 115,305 4,976,466 SH   DFND   4,976,466 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 5,900 6,000,000 PRN   DFND   6,000,000 0 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 15,113 1,550,000 SH   DFND   1,550,000 0 0
FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 1,047 1,150,000 SH   DFND   1,150,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 156,189 5,945,520 SH   DFND   5,945,520 0 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 185 18,400 SH   DFND   18,400 0 0
FIRST TR DYNAMIC EUROPE EQT COM SHS 33740D107 184 12,842 SH   DFND   12,842 0 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 618 42,332 SH   DFND   42,332 0 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 564 47,709 SH   DFND   47,709 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 1,167 1,330,000 PRN   DFND   1,330,000 0 0
FORTIVE CORP COM 34959J108 1,048 12,496 SH   DFND   12,496 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 60,095 57,025 SH   DFND   57,025 0 0
FORUM MERGER II CORP CL A 34986F103 9,306 940,000 SH   DFND   940,000 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 713 1,620,000 SH   DFND   1,620,000 0 0
FOX CORP CL A COM 35137L105 16,140 439,664 SH   DFND   439,664 0 0
FRANKLIN LTD DURATION INC TR COM 35472T101 196 20,329 SH   DFND   20,329 0 0
FRONTDOOR INC COM 35905A109 16,085 467,304 SH   DFND   467,304 0 0
GABELLI DIVD & INCOME TR COM 36242H104 527 24,766 SH   DFND   24,766 0 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 225 225,000 PRN   DFND   225,000 0 0
GAMCO NAT RES GOLD & INCOME SH BEN INT 36465E101 74 13,098 SH   DFND   13,098 0 0
GARRETT MOTION INC COM 366505105 11,508 781,284 SH   DFND   781,284 0 0
GENERAL AMERN INVS INC COM 368802104 355 10,646 SH   DFND   10,646 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 563 24,165 SH   DFND   24,165 0 0
GENWORTH FINL INC COM CL A 37247D106 43,900 11,462,117 SH   DFND   11,462,117 0 0
GIGCAPITAL INC COM 37518N106 6,885 675,000 SH   DFND   675,000 0 0
GIGCAPITAL INC RIGHT 03/06/2020 37518N114 975 1,500,000 SH   DFND   1,500,000 0 0
GIGCAPITAL INC *W EXP 06/08/202 37518N122 320 1,125,000 SH   DFND   1,125,000 0 0
GOLDCORP INC NEW COM 380956409 178,235 15,579,953 SH   DFND   15,579,953 0 0
GOPRO INC CL A 38268T103 331 50,893 SH   DFND   50,893 0 0
GOPRO INC NOTE 3.500% 4/1 38268TAB9 2,464 2,500,000 PRN   DFND   2,500,000 0 0
GORDON POINTE ACQUISITION CO COM CLASS A 382788107 9,391 929,800 SH   DFND   929,800 0 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 410 1,106,820 SH   DFND   1,106,820 0 0
GORES HOLDINGS III INC CLASS A 38286G109 8,381 849,996 SH   DFND   849,996 0 0
GORES HOLDINGS III INC *W EXP 09/11/202 38286G117 487 333,332 SH   DFND   333,332 0 0
GORES METROPOULOS INC COM CL A 382872109 4,875 499,998 SH   DFND   499,998 0 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 233 166,666 SH   DFND   166,666 0 0
GRAF INDL CORP COM 384278107 9,004 916,000 SH   DFND   916,000 0 0
GRAF INDL CORP *W EXP 12/31/202 384278115 588 1,782,000 SH   DFND   1,782,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 5,059 5,000,000 PRN   DFND   5,000,000 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 6,476 6,750,000 PRN   DFND   6,750,000 0 0
GS ACQUISITION HLDGS CORP COM CL A 36255F102 11,021 1,099,902 SH   DFND   1,099,902 0 0
GS ACQUISITION HLDGS CORP *W EXP 06/12/202 36255F110 780 500,000 SH   DFND   500,000 0 0
GTY TECHNOLOGY HOLDINGS INC *W EXP 02/19/202 362409112 189 314,900 SH   DFND   314,900 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,776 18,278 SH   DFND   18,278 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 2,284 2,000,000 PRN   DFND   2,000,000 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 5,992 6,000,000 PRN   DFND   6,000,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 5,619 5,000,000 PRN   DFND   5,000,000 0 0
HENNESSY CAP ACQUSTION CORP UNIT 99/99/9999 42589C203 20,160 2,000,000 SH   DFND   2,000,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 80,992 65,000,000 PRN   DFND   65,000,000 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 36,064 34,050,000 PRN   DFND   34,050,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 18,751 19,150,000 PRN   DFND   19,150,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 642 30,300 SH   DFND   30,300 0 0
HFF INC CL A 40418F108 6,470 135,506 SH   DFND   135,506 0 0
HL ACQUISITIONS CORP SHS G4603R106 2,145 216,000 SH   DFND   216,000 0 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 68 270,000 SH   DFND   270,000 0 0
HL ACQUISITIONS CORP RIGHT 07/17/2023 G4603R130 78 270,000 SH   DFND   270,000 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 596 22,100 SH   DFND   22,100 0 0
HUNTER MARITIME ACQUISITION *W EXP 11/17/202 Y37828129 219 470,000 SH   DFND   470,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 23,649 23,955,000 PRN   DFND   23,955,000 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 18,875 18,000,000 PRN   DFND   18,000,000 0 0
ILLUMINA INC COM 452327109 6,138 19,755 SH   DFND   19,755 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 7,767 385,054 SH   DFND   385,054 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 15,607 19,700,000 PRN   DFND   19,700,000 0 0
INFRA AND ENERGY ALTRNTIVE I *W EXP 05/20/202 45686J112 154 343,006 SH   DFND   343,006 0 0
INFRAREIT INC COM 45685L100 38,284 1,825,647 SH   DFND   1,825,647 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 3,224 3,000,000 PRN   DFND   3,000,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 17,894 17,075,000 PRN   DFND   17,075,000 0 0
INSURANCE ACQUISITION CORP UNIT 03/31/2024 457867307 11,110 1,100,000 SH   DFND   1,100,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 179,111 3,656,069 SH   DFND   3,656,069 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 14,143 9,000,000 PRN   DFND   9,000,000 0 0
INTREXON CORP COM 46122T102 1,118 212,555 SH   DFND   212,555 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 11,078 18,800,000 PRN   DFND   18,800,000 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 3,657 4,000,000 PRN   DFND   4,000,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 1,681 1,950,000 PRN   DFND   1,950,000 0 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 120 11,110 SH   DFND   11,110 0 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 778 71,670 SH   DFND   71,670 0 0
INVESCO MUN TR COM 46131J103 141 11,737 SH   DFND   11,737 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 225 18,581 SH   DFND   18,581 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 336 27,135 SH   DFND   27,135 0 0
INVESCO TR INVT GRADE NY MUN COM 46131T101 157 12,053 SH   DFND   12,053 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 15,493 14,025,000 PRN   DFND   14,025,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 26,611 28,925,000 PRN   DFND   28,925,000 0 0
IVY HIGH INC OPPORTUNITIES F COM 465893105 275 20,346 SH   DFND   20,346 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 18,739 14,000,000 PRN   DFND   14,000,000 0 0
JASON INDS INC *W EXP 06/30/201 471172114 33 1,933,070 SH   DFND   1,933,070 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,355 16,472 SH   DFND   16,472 0 0
JBG SMITH PPTYS COM 46590V100 21,027 508,510 SH   DFND   508,510 0 0
JENSYN ACQUISITION CORP *W EXP 03/07/202 47632B110 12 174,000 SH   DFND   174,000 0 0
JENSYN ACQUISITION CORP RIGHT 99/99/9999 47632B128 48 174,000 SH   DFND   174,000 0 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 56 500,000 SH   DFND   500,000 0 0
KBL MERGER CORP IV RIGHT 06/07/2019 48242A120 230 1,000,000 SH   DFND   1,000,000 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 315 12,542 SH   DFND   12,542 0 0
L3 TECHNOLOGIES INC COM 502413107 250,576 1,214,208 SH   DFND   1,214,208 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 4,214 419,769 SH   DFND   419,769 0 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 375 1,250,000 SH   DFND   1,250,000 0 0
LEGACY RESERVES LP/ LEGACY F NOTE 8.000% 9/2 52471TAF4 3,923 11,208,000 PRN   DFND   11,208,000 0 0
LEISURE ACQUISITION CORP COM 52539T107 5,500 550,000 SH   DFND   550,000 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 375 625,000 SH   DFND   625,000 0 0
LEO HOLDINGS CORP COM CL A G5463L105 4,471 446,700 SH   DFND   446,700 0 0
LEO HOLDINGS CORP *W EXP 02/07/202 G5463L113 870 1,115,000 SH   DFND   1,115,000 0 0
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 236 10,000 SH   DFND   10,000 0 0
LF CAP ACQUISITION CORP CL A 50200K108 9,658 960,000 SH   DFND   960,000 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 420 1,200,000 SH   DFND   1,200,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 1,123 1,000,000 PRN   DFND   1,000,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 11,556 10,000,000 PRN   DFND   10,000,000 0 0
LIVENT CORP COM 53814L108 9,737 792,875 SH   DFND   792,875 0 0
LONGEVITY ACQUISITION CORP *W EXP 07/31/202 G56372116 15 125,000 SH   DFND   125,000 0 0
LONGEVITY ACQUISITION CORP RIGHT 07/31/2020 G56372124 24 125,000 SH   DFND   125,000 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 77,362 1,317,695 SH   DFND   1,317,695 0 0
LYFT INC CL A COM 55087P104 391 5,000 SH   DFND   5,000 0 0
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 308 13,893 SH   DFND   13,893 0 0
MADISON CVRED CALL & EQ STR COM 557437100 95 13,899 SH   DFND   13,899 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 586 9,657 SH   DFND   9,657 0 0
MAGNACHIP SEMICONDUCTOR SA NOTE 5.000% 3/0 55932XAB0 2,274 2,000,000 PRN   DFND   2,000,000 0 0
MAGNOLIA OIL & GAS CORP *W EXP 07/31/202 559663117 282 83,333 SH   DFND   83,333 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 508 40,794 SH   DFND   40,794 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 9,743 9,700,000 PRN   DFND   9,700,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 7,997 9,450,000 PRN   DFND   9,450,000 0 0
MEGALITH FINL ACQUISITION CO CL A COM 58518F109 4,804 481,400 SH   DFND   481,400 0 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 317 1,153,800 SH   DFND   1,153,800 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 111,064 938,354 SH   DFND   938,354 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 17,366 18,000,000 PRN   DFND   18,000,000 0 0
MFS MUN INCOME TR SH BEN INT 552738106 138 19,957 SH   DFND   19,957 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 24,897 965,357 SH   DFND   965,357 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 161,106 99,000,000 PRN   DFND   99,000,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 72,273 65,441,000 PRN   DFND   65,441,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 103,586 27,379,000 PRN   DFND   27,379,000 0 0
MODERN MEDIA ACQUISITION COM 60765P103 6,165 595,031 SH   DFND   595,031 0 0
MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 132 425,000 SH   DFND   425,000 0 0
MODERN MEDIA ACQUISITION RIGHT 99/99/9999 60765P129 561 1,700,000 SH   DFND   1,700,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 111,335 32,325,000 PRN   DFND   32,325,000 0 0
MONOCLE ACQUISITION CORP COM 609754106 15,490 1,580,597 SH   DFND   1,580,597 0 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 538 1,680,597 SH   DFND   1,680,597 0 0
MPLX LP COM UNIT REP LTD 55336V100 760 23,115 SH   DFND   23,115 0 0
MTECH ACQUISITION CORP COM CLASS A 55378W107 757 75,000 SH   DFND   75,000 0 0
MTECH ACQUISITION CORP *W EXP 08/01/202 55378W115 40 62,500 SH   DFND   62,500 0 0
MUDRICK CAP ACQUISITION CORP COM CLASS A 624745105 9,576 950,000 SH   DFND   950,000 0 0
MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 1,148 2,250,000 SH   DFND   2,250,000 0 0
MULTI COLOR CORP COM 625383104 4,395 88,100 SH   DFND   88,100 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 449 394,100 SH   DFND   394,100 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 2,297 2,000,000 PRN   DFND   2,000,000 0 0
NAVIGATORS GROUP INC COM 638904102 14,941 213,846 SH   DFND   213,846 0 0
NEBULA ACQUISITION CORP COM CLASS A 629076100 5,994 599,996 SH   DFND   599,996 0 0
NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 175 233,332 SH   DFND   233,332 0 0
NEUBERGER BERMAN HGH YLD FD COM 64128C106 130 11,487 SH   DFND   11,487 0 0
NEUBERGER BERMAN MUNI FD INC COM 64124P101 232 16,136 SH   DFND   16,136 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 27,077 20,000,000 PRN   DFND   20,000,000 0 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 177 20,788 SH   DFND   20,788 0 0
NEW FRONTIER CORP COM CL A G6485P108 7,388 750,000 SH   DFND   750,000 0 0
NEW FRONTIER CORP *W EXP 99/99/999 G6485P124 315 450,000 SH   DFND   450,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 7,038 7,000,000 PRN   DFND   7,000,000 0 0
NEW RELIC INC COM 64829B100 2,909 29,478 SH   DFND   29,478 0 0
NEWMARK GROUP INC CL A 65158N102 9,546 1,144,661 SH   DFND   1,144,661 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 572,674 103,555,000 PRN   DFND   103,555,000 0 0
NRC GROUP HLDGS CORP *W EXP 10/17/202 629375114 169 187,500 SH   DFND   187,500 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5,478 5,509,000 PRN   DFND   5,509,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 469 17,439 SH   DFND   17,439 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 19,892 17,826,000 PRN   DFND   17,826,000 0 0
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NUVEEN GEORGIA QLTY MUN INC COM 67072B107 197 16,513 SH   DFND   16,513 0 0
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NUVEEN NEW YORK AMT QLT MUNI COM 670656107 283 22,250 SH   DFND   22,250 0 0
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NVENT ELECTRIC PLC SHS G6700G107 20,842 772,500 SH   DFND   772,500 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 10,265 10,000,000 PRN   DFND   10,000,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 19,325 218,631 SH   DFND   218,631 0 0
OIL STS INTL INC COM 678026105 909 53,570 SH   DFND   53,570 0 0
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ONE MADISON CORP *W EXP 99/99/999 G6772P126 1,294 1,125,000 SH   DFND   1,125,000 0 0
ONEOK INC NEW COM 682680103 1,180 16,899 SH   DFND   16,899 0 0
OPES ACQUISITION CORP COM 68373P100 1,015 100,000 SH   DFND   100,000 0 0
OPES ACQUISITION CORP *W EXP 03/13/202 68373P118 60 250,000 SH   DFND   250,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 18,919 20,000,000 PRN   DFND   20,000,000 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 48,811 6,751,127 SH   DFND   6,751,127 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 97,054 44,150,000 PRN   DFND   44,150,000 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 526 34,461 SH   DFND   34,461 0 0
PENN VA CORP NEW COM 70788V102 644 14,602 SH   DFND   14,602 0 0
PENSARE ACQUISITION CORP COM 70957E105 6,538 636,600 SH   DFND   636,600 0 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 50 250,000 SH   DFND   250,000 0 0
PENSARE ACQUISITION CORP RIGHT 99/99/9999 70957E121 290 1,000,000 SH   DFND   1,000,000 0 0
PENTAIR PLC SHS G7S00T104 7,483 168,126 SH   DFND   168,126 0 0
PGIM GLOBAL HIGH YIELD FD IN COM 69346J106 176 12,595 SH   DFND   12,595 0 0
PGIM HIGH YIELD BOND FUND IN COM 69346H100 413 29,094 SH   DFND   29,094 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 667 12,745 SH   DFND   12,745 0 0
PHUNWARE INC *W EXP 12/26/202 71948P118 126 75,315 SH   DFND   75,315 0 0
PIONEER FLOATING RATE TR COM 72369J102 461 44,295 SH   DFND   44,295 0 0
PIONEER HIGH INCOME TR COM 72369H106 186 20,827 SH   DFND   20,827 0 0
PIVOTAL ACQUISITION CORP CL A COM 72583A101 17,604 1,800,000 SH   DFND   1,800,000 0 0
PIVOTAL ACQUISITION CORP *W EXP 12/01/202 72583A119 774 1,800,000 SH   DFND   1,800,000 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 729 29,751 SH   DFND   29,751 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 20,322 15,000,000 PRN   DFND   15,000,000 0 0
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 212 30,736 SH   DFND   30,736 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 1,936 1,500,000 PRN   DFND   1,500,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 15,504 15,675,000 PRN   DFND   15,675,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 6,913 7,000,000 PRN   DFND   7,000,000 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 1,565 1,500,000 PRN   DFND   1,500,000 0 0
PURE ACQUISITION CORP CL A 74621Q106 3,006 300,000 SH   DFND   300,000 0 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 957 862,500 SH   DFND   862,500 0 0
PUTNAM MANAGED MUN INCOM TR COM 746823103 79 10,550 SH   DFND   10,550 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 2,508 23,000 SH   DFND   23,000 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 7,439 305,756 SH   DFND   305,756 0 0
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 13,137 13,950,000 PRN   DFND   13,950,000 0 0
RED HAT INC COM 756577102 150,869 825,774 SH   DFND   825,774 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 6,933 2,788,000 PRN   DFND   2,788,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 17,854 18,575,000 PRN   DFND   18,575,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 18,469 18,875,000 PRN   DFND   18,875,000 0 0
REGALWOOD GLOBAL ENERGY LTD COM CL A G74760102 3,260 322,777 SH   DFND   322,777 0 0
REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 428 440,925 SH   DFND   440,925 0 0
RENEWABLE ENERGY GROUP INC NOTE 2.750% 6/1 75972AAA1 1,131 675,000 PRN   DFND   675,000 0 0
RENT A CTR INC NEW COM 76009N100 15,316 733,861 SH   DFND   733,861 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 13,823 716,591 SH   DFND   716,591 0 0
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RMG ACQUISITION CORP UNIT 99/99/9999 749641205 25,075 2,500,000 SH   DFND   2,500,000 0 0
ROSEHILL RES INC *W EXP 09/16/202 777385113 100 244,800 SH   DFND   244,800 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 25,887 2,399,190 SH   DFND   2,399,190 0 0
ROYCE VALUE TR INC COM 780910105 329 23,883 SH   DFND   23,883 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 0 42,000 SH   DFND   42,000 0 0
SCHULTZE SPL PURP ACQUSTN CO COM 80821R109 9,682 990,000 SH   DFND   990,000 0 0
SCHULTZE SPL PURP ACQUSTN CO *W EXP 12/31/202 80821R117 504 1,440,000 SH   DFND   1,440,000 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 8,641 9,750,000 PRN   DFND   9,750,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 18,229 19,244,000 PRN   DFND   19,244,000 0 0
SEMGROUP CORP CL A 81663A105 359 24,333 SH   DFND   24,333 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 12,835 121,225 SH   DFND   121,225 0 0
SENTINEL ENERGY SVCS INC *W EXP 11/02/202 81728P113 91 133,333 SH   DFND   133,333 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 37,100 20,000,000 PRN   DFND   20,000,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 458 22,409 SH   DFND   22,409 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 23,545 23,600,000 PRN   DFND   23,600,000 0 0
SOCIAL CAP HEDOSOPHIA HLDGS *W EXP 09/14/202 G8250R129 67 83,334 SH   DFND   83,334 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 2,130 41,200 SH   DFND   41,200 0 0
SPARK THERAPEUTICS INC COM 84652J103 89,851 788,993 SH   DFND   788,993 0 0
SPARTAN ENERGY ACQUISITON CO CL A COM STK 846784106 10,714 1,089,998 SH   DFND   1,089,998 0 0
SPARTAN ENERGY ACQUISITON CO *W EXP 08/27/202 846784122 478 434,999 SH   DFND   434,999 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 174 26,740 SH   DFND   26,740 0 0
SPRINT CORPORATION COM 85207U105 116,805 20,673,364 SH   DFND   20,673,364 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 103,567 31,635,000 PRN   DFND   31,635,000 0 0
STEWART INFORMATION SVCS COR COM 860372101 23,550 551,658 SH   DFND   551,658 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 338 34,700 SH   DFND   34,700 0 0
SUNTRUST BKS INC COM 867914103 240,779 4,063,784 SH   DFND   4,063,784 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,522 43,444 SH   DFND   43,444 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 18,300 19,778,000 PRN   DFND   19,778,000 0 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 598 29,368 SH   DFND   29,368 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 799 31,800 SH   DFND   31,800 0 0
TARGA RES CORP COM 87612G101 880 21,184 SH   DFND   21,184 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 413 266,666 SH   DFND   266,666 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 587 15,700 SH   DFND   15,700 0 0
TCF FINL CORP COM 872275102 40,713 1,967,767 SH   DFND   1,967,767 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 510 34,119 SH   DFND   34,119 0 0
TEKLA HEALTHCARE INVS SH BEN INT 87911J103 552 26,889 SH   DFND   26,889 0 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 40 250,000 SH   DFND   250,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 44,864 32,050,000 PRN   DFND   32,050,000 0 0
TESLA INC COM 88160R101 3,249 11,610 SH   DFND   11,610 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 19,031 17,400,000 PRN   DFND   17,400,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 25,977 25,543,000 PRN   DFND   25,543,000 0 0
THESTREET INC COM 88368Q103 92 39,405 SH   DFND   39,405 0 0
THL CR SR LN FD COM 87244R103 172 11,224 SH   DFND   11,224 0 0
THUNDER BRIDGE ACQUISITION L SHS CLASS A G8857R100 11,118 1,090,000 SH   DFND   1,090,000 0 0
THUNDER BRIDGE ACQUISITION L *W EXP 01/01/202 G8857R126 1,166 1,620,000 SH   DFND   1,620,000 0 0
TIBERIUS ACQUISITION CORP COM 88633A107 5,443 540,000 SH   DFND   540,000 0 0
TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 465 1,057,500 SH   DFND   1,057,500 0 0
TIER REIT INC COM NEW 88650V208 4,108 143,321 SH   DFND   143,321 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 1,757 1,500,000 PRN   DFND   1,500,000 0 0
TKK SYMPHONY ACQUISITION COR ORD SHS G88950103 6,689 675,000 SH   DFND   675,000 0 0
TKK SYMPHONY ACQUISITION COR *W EXP 02/20/202 G88950129 323 1,850,000 SH   DFND   1,850,000 0 0
TKK SYMPHONY ACQUISITION COR RIGHT 02/20/2020 G88950137 592 1,850,000 SH   DFND   1,850,000 0 0
TORTOISE ACQUISITION CORP UNIT 03/04/2024 89154L209 20,759 2,077,939 SH   DFND   2,077,939 0 0
TPG PACE HLDGS CORP *W EXP 06/27/202 G89827110 113 66,666 SH   DFND   66,666 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 7,666 7,500,000 PRN   DFND   7,500,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 3,265 374,800 SH   DFND   374,800 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 56,601 3,598,284 SH   DFND   3,598,284 0 0
TRIBUNE MEDIA CO CL A 896047503 181,730 3,938,656 SH   DFND   3,938,656 0 0
TRINE ACQUISITION CORP UNIT 03/31/2021 89628U207 23,046 2,300,000 SH   DFND   2,300,000 0 0
TRINITY MERGER CORP COM CL A 89653L106 7,154 700,000 SH   DFND   700,000 0 0
TRINITY MERGER CORP *W EXP 05/11/202 89653L114 810 2,250,000 SH   DFND   2,250,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 34,571 26,500,000 PRN   DFND   26,500,000 0 0
TUSCAN HOLDINGS CORP UNIT 99/99/9999 90069K203 16,624 1,600,000 SH   DFND   1,600,000 0 0
TWELVE SEAS INVESTMENT COMPA SHS G9145A107 5,600 560,000 SH   DFND   560,000 0 0
TWELVE SEAS INVESTMENT COMPA *W EXP 12/22/202 G9145A115 312 1,200,000 SH   DFND   1,200,000 0 0
TWELVE SEAS INVESTMENT COMPA RIGHT 12/22/2019 G9145A131 324 1,200,000 SH   DFND   1,200,000 0 0
U S G CORP COM NEW 903293405 178,643 4,125,711 SH   DFND   4,125,711 0 0
U S WELL SVCS INC *W EXP 03/15/202 91274U119 563 557,700 SH   DFND   557,700 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 60,076 181,977 SH   DFND   181,977 0 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 58 250,000 SH   DFND   250,000 0 0
VAREX IMAGING CORP COM 92214X106 6,073 179,245 SH   DFND   179,245 0 0
VECTOIQ ACQUISITION CORP COM 92243N103 8,891 890,000 SH   DFND   890,000 0 0
VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 697 1,620,000 SH   DFND   1,620,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 6,105 6,000,000 PRN   DFND   6,000,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 19,734 23,000,000 PRN   DFND   23,000,000 0 0
VEONEER INCORPORATED COM 92336X109 8,748 382,510 SH   DFND   382,510 0 0
VERASTEM INC NOTE 5.000%11/0 92337CAA2 11,898 15,000,000 PRN   DFND   15,000,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 5,534 5,000,000 PRN   DFND   5,000,000 0 0
VERSUM MATLS INC COM 92532W103 89,312 1,775,230 SH   DFND   1,775,230 0 0
VIAVI SOLUTIONS INC COM 925550105 4,686 378,492 SH   DFND   378,492 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 1,582 17,975 SH   DFND   17,975 0 0
VIRTUS TOTAL RETURN FUND INC COM 92837G100 223 22,175 SH   DFND   22,175 0 0
VITAMIN SHOPPE INC NOTE 2.250%12/0 92849EAB7 896 1,000,000 PRN   DFND   1,000,000 0 0
VOYA GLBL ADV & PREM OPP FD COM 92912R104 117 10,844 SH   DFND   10,844 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 171 26,296 SH   DFND   26,296 0 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 198 15,677 SH   DFND   15,677 0 0
WABCO HLDGS INC COM 92927K102 50,767 385,098 SH   DFND   385,098 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 24,862 30,600,000 PRN   DFND   30,600,000 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 63,391 235,000 SH   DFND   235,000 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 160 30,481 SH   DFND   30,481 0 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 658 83,518 SH   DFND   83,518 0 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 205 31,704 SH   DFND   31,704 0 0
WESTERN ASSET INTM MUNI FD I COM 958435109 443 50,267 SH   DFND   50,267 0 0
WESTERN ASST MN PRT FD INC COM 95766P108 201 13,901 SH   DFND   13,901 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 590 18,821 SH   DFND   18,821 0 0
WILLIAMS COS INC DEL COM 969457100 834 29,037 SH   DFND   29,037 0 0
WIX COM LTD SHS M98068105 1,887 15,619 SH   DFND   15,619 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 47,375 20,000,000 PRN   DFND   20,000,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 28,338 20,000,000 PRN   DFND   20,000,000 0 0
WORLDPAY INC CL A 981558109 144,871 1,276,400 SH   DFND   1,276,400 0 0
WSFS FINL CORP COM 929328102 266 6,879 SH   DFND   6,879 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 16,727 334,600 SH   DFND   334,600 0 0
WYNN RESORTS LTD COM 983134107 1,486 12,450 SH   DFND   12,450 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 3,383 3,300,000 PRN   DFND   3,300,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 20,308 22,175,000 PRN   DFND   22,175,000 0 0