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 174 18,023 SH   DFND   18,023 0 0
ABERDEEN GLOBAL PREMIER PPTY COM SH BEN INT 00302L108 206 33,154 SH   DFND   33,154 0 0
ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 227 27,271 SH   DFND   27,271 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 130,546 1,996,120 SH   DFND   1,996,120 0 0
ACAMAR PARTNERS ACQSITION CO CL A 004285102 10,956 1,100,000 SH   DFND   1,100,000 0 0
ACT II GLOBAL ACQUISITION CO *W EXP 04/30/202 G0080J120 792 900,000 SH   DFND   900,000 0 0
ACT II GLOBAL ACQUISITION CO CL A SHS G0080J104 11,820 1,200,000 SH   DFND   1,200,000 0 0
ADAM NAT RES FD INC COM 00548F105 739 46,664 SH   DFND   46,664 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 156 18,245 SH   DFND   18,245 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 127,205 3,905,576 SH   DFND   3,905,576 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 149,145 40,000,000 PRN   DFND   40,000,000 0 0
ADVENT CONVERTIBLE & INCOME COM 00764C109 174 11,932 SH   DFND   11,932 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 53,416 26,750,000 PRN   DFND   26,750,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 4,607 4,925,000 PRN   DFND   4,925,000 0 0
AKAZOO SA *W EXP 09/11/202 L0164E116 119 154,697 SH   DFND   154,697 0 0
ALCON INC ORD SHS H01301128 12,893 221,187 SH   DFND   221,187 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 7,975 422,832 SH   DFND   422,832 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 29,090 18,525,000 PRN   DFND   18,525,000 0 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 207 900,000 SH   DFND   900,000 0 0
ALLEGRO MERGER CORP COM 01749N103 2,024 200,000 SH   DFND   200,000 0 0
ALLERGAN PLC SHS G0177J108 155,853 926,096 SH   DFND   926,096 0 0
ALTABA INC COM 021346101 48,471 2,488,238 SH   DFND   2,488,238 0 0
ALTICE USA INC CL A 02156K103 20,062 703,195 SH   DFND   703,195 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 26,297 31,875,000 PRN   DFND   31,875,000 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 805 2,300,000 SH   DFND   2,300,000 0 0
AMCI ACQUISITION CORP CLASS A 00165R101 3,611 360,000 SH   DFND   360,000 0 0
ANDINA ACQUISITION CORP III *W EXP 07/31/202 G04415124 252 1,200,000 SH   DFND   1,200,000 0 0
ANDINA ACQUISITION CORP III SHS G04415108 1,998 200,000 SH   DFND   200,000 0 0
ANTERO MIDSTREAM CORP COM 03676B102 389 52,600 SH   DFND   52,600 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 127,989 38,204,000 PRN   DFND   38,204,000 0 0
APERGY CORP COM 03755L104 12,973 482,461 SH   DFND   482,461 0 0
APEX TECHNOLOGY ACQUISITN CO UNIT 06/11/2026 03768F201 4,076 400,000 SH   DFND   400,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 11,350 11,150,000 PRN   DFND   11,150,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 19,165 18,650,000 PRN   DFND   18,650,000 0 0
APOLLO SR FLOATING RATE FD I COM 037636107 525 35,373 SH   DFND   35,373 0 0
APOLLO TACTICAL INCOME FD IN COM 037638103 379 25,048 SH   DFND   25,048 0 0
ARBOR RLTY TR INC NOTE 5.250% 7/0 038923AH1 1,606 1,500,000 PRN   DFND   1,500,000 0 0
ARCOSA INC COM 039653100 13,842 404,607 SH   DFND   404,607 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 34,820 32,950,000 PRN   DFND   32,950,000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 458 30,757 SH   DFND   30,757 0 0
ARLO TECHNOLOGIES INC COM 04206A101 3,741 1,097,102 SH   DFND   1,097,102 0 0
ARYA SCIENCES ACQUISITION CO *W EXP 10/10/202 G3165V125 76 50,000 SH   DFND   50,000 0 0
ARYA SCIENCES ACQUISITION CO SHS CL A G3165V109 1,031 100,000 SH   DFND   100,000 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 901 107,866 SH   DFND   107,866 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 28,138 33,825,000 PRN   DFND   33,825,000 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 6,069 113,150 SH   DFND   113,150 0 0
B RILEY PRINCIPAL MERGER COR *W EXP 04/08/202 05586Y114 230 425,000 SH   DFND   425,000 0 0
B RILEY PRINCIPAL MERGER COR CL A 05586Y106 6,435 650,000 SH   DFND   650,000 0 0
BIG ROCK PARTNERS ACQUISI CO *W EXP 12/01/202 089482111 17 100,000 SH   DFND   100,000 0 0
BIG ROCK PARTNERS ACQUISI CO COM 089482103 2,094 200,000 SH   DFND   200,000 0 0
BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 44 200,000 SH   DFND   200,000 0 0
BIOCERES CROP SOLUTIONS CORP *W EXP 03/14/202 G1117K106 425 1,249,900 SH   DFND   1,249,900 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,213 77,351 SH   DFND   77,351 0 0
BLACK KNIGHT INC COM 09215C105 14,115 231,166 SH   DFND   231,166 0 0
BLACKROCK DEBT STRAT FD INC COM NEW 09255R202 618 57,453 SH   DFND   57,453 0 0
BLACKROCK ENHANCED GBL DIV T COM 092501105 624 59,853 SH   DFND   59,853 0 0
BLACKROCK ENHANCED INTL DIV COM BENE INTER 092524107 375 69,052 SH   DFND   69,052 0 0
BLACKROCK FLOAT RATE OME STR COM 09255X100 964 76,371 SH   DFND   76,371 0 0
BLACKROCK FLOATING RATE INCO COM 091941104 580 47,273 SH   DFND   47,273 0 0
BLACKROCK MUNIHLDNGS QLTY II COM 09254C107 222 17,359 SH   DFND   17,359 0 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 216 16,880 SH   DFND   16,880 0 0
BLACKROCK MUNIYIELD N J FD I COM 09254Y109 169 11,043 SH   DFND   11,043 0 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 348 24,508 SH   DFND   24,508 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 148 10,544 SH   DFND   10,544 0 0
BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 238 16,821 SH   DFND   16,821 0 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 257 34,349 SH   DFND   34,349 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 8,762 8,375,000 PRN   DFND   8,375,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 17,488 16,675,000 PRN   DFND   16,675,000 0 0
BOOKING HLDGS INC COM 09857L108 3,587 1,833 SH   DFND   1,833 0 0
BOULDER GROWTH & INCOME FD I COM 101507101 221 19,694 SH   DFND   19,694 0 0
BOXWOOD MERGER CORP *W EXP 11/26/202 10319T119 1,225 1,750,000 SH   DFND   1,750,000 0 0
BOXWOOD MERGER CORP COM CL A 10319T101 9,012 894,065 SH   DFND   894,065 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 292 20,000 SH   DFND   20,000 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 781 19,000 SH   DFND   19,000 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 12,221 1,138,910 SH   DFND   1,138,910 0 0
CAESARS ENTMT CORP COM 127686103 90,972 7,802,046 SH   DFND   7,802,046 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 3,402 2,000,000 PRN   DFND   2,000,000 0 0
CAMBREX CORP COM 132011107 30,433 511,475 SH   DFND   511,475 0 0
CARBON BLACK INC COM 14081R103 29,398 1,131,128 SH   DFND   1,131,128 0 0
CARRIZO OIL & GAS INC COM 144577103 45,711 5,324,549 SH   DFND   5,324,549 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 314 39,648 SH   DFND   39,648 0 0
CELGENE CORP COM 151020104 124,655 1,255,337 SH   DFND   1,255,337 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 12,139 231,425 SH   DFND   231,425 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 9,298 917,006 SH   DFND   917,006 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 22,222 465,675 SH   DFND   465,675 0 0
CHASERG TECHNLGY ACQUISITN C *W EXP 04/10/202 16166A111 721 810,000 SH   DFND   810,000 0 0
CHASERG TECHNLGY ACQUISITN C CLASS A 16166A103 3,003 300,000 SH   DFND   300,000 0 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 31,140 24,300,000 PRN   DFND   24,300,000 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 991 21,785 SH   DFND   21,785 0 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 175 116,666 SH   DFND   116,666 0 0
CHURCHILL CAP CORP II CL A 17143G106 3,507 349,998 SH   DFND   349,998 0 0
CLARIVATE ANALYTICS PLC *W EXP 11/09/201 G21810117 4,108 697,500 SH   DFND   697,500 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 34,804 32,050,000 PRN   DFND   32,050,000 0 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 276 30,155 SH   DFND   30,155 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 3,145 7,350,000 PRN   DFND   7,350,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 508 36,000 SH   DFND   36,000 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 30,973 237,725 SH   DFND   237,725 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 3,566 349,998 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 21,926 312,956 SH   DFND   312,956 0 0
CONYERS PK II ACQUISITION CO *W EXP 07/18/202 212896112 38 18,750 SH   DFND   18,750 0 0
CONYERS PK II ACQUISITION CO COM CL A 212896104 746 75,000 SH   DFND   75,000 0 0
CORTEVA INC COM 22052L104 14,059 502,114 SH   DFND   502,114 0 0
COVETRUS INC COM 22304C100 5,511 465,027 SH   DFND   465,027 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 19,526 17,750,000 PRN   DFND   17,750,000 0 0
CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 750 1,000,000 SH   DFND   1,000,000 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 12,779 1,300,000 SH   DFND   1,300,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 1,020 27,936 SH   DFND   27,936 0 0
CYCLERION THERAPEUTICS INC COM 23255M105 180 14,842 SH   DFND   14,842 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 162,990 6,983,287 SH   DFND   6,983,287 0 0
DASEKE INC *W EXP 02/27/202 23753F115 68 378,003 SH   DFND   378,003 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 629 24,000 SH   DFND   24,000 0 0
DELAWARE ENHANCED GBL DIV & COM 246060107 167 16,905 SH   DFND   16,905 0 0
DELAWARE INV MN MUN INC FD I COM 24610V103 273 20,831 SH   DFND   20,831 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 5,595 421,616 SH   DFND   421,616 0 0
DERMTECH INC *W EXP 08/29/202 24984K113 84 700,000 SH   DFND   700,000 0 0
DFB HEALTHCARE ACQUISTION CO *W EXP 04/11/202 23291E117 864 599,999 SH   DFND   599,999 0 0
DHT HOLDINGS INC NOTE 4.500% 8/1 23335SAD8 5,421 4,700,000 PRN   DFND   4,700,000 0 0
DIAMOND EAGLE ACQUISITION CO *W EXP 06/30/202 25258L117 162 200,000 SH   DFND   200,000 0 0
DIAMOND EAGLE ACQUISITION CO COM CL A 25258L109 5,910 600,000 SH   DFND   600,000 0 0
DIAMONDPEAK HLDGS COR *W EXP 02/22/202 25280H118 675 766,666 SH   DFND   766,666 0 0
DIAMONDPEAK HLDGS COR COM CL A 25280H100 22,586 2,299,998 SH   DFND   2,299,998 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 33,694 36,675,000 PRN   DFND   36,675,000 0 0
DIVIDEND & INCOME FUND COM NEW 25538A204 530 44,354 SH   DFND   44,354 0 0
DOCUSIGN INC COM 256163106 4,546 75,175 SH   DFND   75,175 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 3,623 34,225 SH   DFND   34,225 0 0
DOW INC COM 260557103 13,782 289,228 SH   DFND   289,228 0 0
DTF TAX-FREE INCOME INC COM 23334J107 230 15,883 SH   DFND   15,883 0 0
DWS MUN INCOME TR NEW COM 233368109 315 27,210 SH   DFND   27,210 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 22,088 22,898,000 PRN   DFND   22,898,000 0 0
EATON VANCE FLTING RATE INC COM 278279104 751 56,782 SH   DFND   56,782 0 0
EATON VANCE LTD DUR INCOME F COM 27828H105 218 17,405 SH   DFND   17,405 0 0
EATON VANCE SR FLTNG RTE TR COM 27828Q105 777 59,593 SH   DFND   59,593 0 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 383 62,630 SH   DFND   62,630 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 7,631 7,631,000 PRN   DFND   7,631,000 0 0
EL PASO ELEC CO COM NEW 283677854 52,989 789,937 SH   DFND   789,937 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 602 50,000 SH   DFND   50,000 0 0
ENBRIDGE INC COM 29250N105 1,192 33,984 SH   DFND   33,984 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 914 69,888 SH   DFND   69,888 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 468 55,000 SH   DFND   55,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 857 30,000 SH   DFND   30,000 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 1,526 1,500,000 PRN   DFND   1,500,000 0 0
ENVISTA HLDGS CORP COM 29415F104 279 10,000 SH   DFND   10,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 425 13,000 SH   DFND   13,000 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 8,817 617,439 SH   DFND   617,439 0 0
ESTRE AMBIENTAL INC *W EXP 12/21/202 G3206V118 26 661,870 SH   DFND   661,870 0 0
ETSY INC NOTE 3/0 29786AAC0 27,834 16,500,000 PRN   DFND   16,500,000 0 0
EURONET WORLDWIDE INC COM 298736109 1,667 11,392 SH   DFND   11,392 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 18,855 13,337,000 PRN   DFND   13,337,000 0 0
EXPERIENCE INVESTMENT CORP UNIT 09/01/2026 30217C208 10,010 1,000,000 SH   DFND   1,000,000 0 0
EZCORP INC NOTE 2.375% 5/0 302301AE6 4,387 5,500,000 PRN   DFND   5,500,000 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 947 1,000,000 PRN   DFND   1,000,000 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 82 222,879 SH   DFND   222,879 0 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 360 299,999 SH   DFND   299,999 0 0
FAR PT ACQUISITION CORP COM CL A 30734W109 3,577 349,998 SH   DFND   349,998 0 0
FEDERATED PREM MUN INC FD COM 31423P108 299 21,084 SH   DFND   21,084 0 0
FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 1,403 1,150,000 SH   DFND   1,150,000 0 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 4,500 450,000 SH   DFND   450,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 45,288 48,075,000 PRN   DFND   48,075,000 0 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 630 52,466 SH   DFND   52,466 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 2,922 3,245,000 PRN   DFND   3,245,000 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 16,290 18,050 SH   DFND   18,050 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 956 1,620,000 SH   DFND   1,620,000 0 0
FORUM MERGER II CORP CL A 34986F103 1,517 150,000 SH   DFND   150,000 0 0
FOX CORP CL A COM 35137L105 14,967 474,625 SH   DFND   474,625 0 0
FRONTDOOR INC COM 35905A109 18,398 378,799 SH   DFND   378,799 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 30,504 24,960,000 PRN   DFND   24,960,000 0 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 211 225,000 PRN   DFND   225,000 0 0
GANNETT CO INC COM 36473H104 25,009 2,328,573 SH   DFND   2,328,573 0 0
GANNETT CO INC NOTE 4.750% 4/1 36473HAB0 19,552 18,050,000 PRN   DFND   18,050,000 0 0
GARRETT MOTION INC COM 366505105 8,160 819,263 SH   DFND   819,263 0 0
GDS HLDGS LTD NOTE 2.000% 6/0 36165LAB4 7,828 7,500,000 PRN   DFND   7,500,000 0 0
GENESEE & WYO INC CL A 371559105 93,413 845,290 SH   DFND   845,290 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 580 27,000 SH   DFND   27,000 0 0
GENOMIC HEALTH INC COM 37244C101 14,390 212,182 SH   DFND   212,182 0 0
GENWORTH FINL INC COM CL A 37247D106 49,655 11,285,319 SH   DFND   11,285,319 0 0
GIGCAPITAL INC *W EXP 06/08/202 37518N122 763 1,125,000 SH   DFND   1,125,000 0 0
GIGCAPITAL INC COM 37518N106 6,885 675,000 SH   DFND   675,000 0 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 215 765,000 SH   DFND   765,000 0 0
GIGCAPITAL2 INC COM 375036100 7,520 765,000 SH   DFND   765,000 0 0
GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 829 53,581 SH   DFND   53,581 0 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 443 1,106,820 SH   DFND   1,106,820 0 0
GORDON POINTE ACQUISITION CO COM CLASS A 382788107 6,076 579,800 SH   DFND   579,800 0 0
GORES HOLDINGS III INC *W EXP 09/11/202 38286G117 500 333,332 SH   DFND   333,332 0 0
GORES HOLDINGS III INC CLASS A 38286G109 2,022 199,998 SH   DFND   199,998 0 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 233 166,666 SH   DFND   166,666 0 0
GORES METROPOULOS INC COM CL A 382872109 5,000 499,998 SH   DFND   499,998 0 0
GRAF INDL CORP *W EXP 12/31/202 384278115 695 1,782,000 SH   DFND   1,782,000 0 0
GRAF INDL CORP COM 384278107 5,677 566,000 SH   DFND   566,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 5,173 5,000,000 PRN   DFND   5,000,000 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 5,952 7,250,000 PRN   DFND   7,250,000 0 0
GS ACQUISITION HLDGS CORP *W EXP 06/12/202 36255F110 750 500,000 SH   DFND   500,000 0 0
GS ACQUISITION HLDGS CORP COM CL A 36255F102 5,609 549,902 SH   DFND   549,902 0 0
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 600 1,000,000 SH   DFND   1,000,000 0 0
GX ACQUISITION CORP COM CL A 36251A107 19,900 2,000,000 SH   DFND   2,000,000 0 0
HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 1,000 666,666 SH   DFND   666,666 0 0
HAYMAKER ACQUISITION CORP II COM CL A 42087L101 19,800 1,999,998 SH   DFND   1,999,998 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 5,991 6,000,000 PRN   DFND   6,000,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 4,099 3,500,000 PRN   DFND   3,500,000 0 0
HENNESSY CAP ACQUSTION CORP *W EXP 09/05/202 42589C112 1,275 1,500,000 SH   DFND   1,500,000 0 0
HENNESSY CAP ACQUSTION CORP CL A COM 42589C104 8,000 800,000 SH   DFND   800,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 17,882 17,425,000 PRN   DFND   17,425,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 584 30,300 SH   DFND   30,300 0 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 70 270,000 SH   DFND   270,000 0 0
HL ACQUISITIONS CORP SHS G4603R106 2,199 216,000 SH   DFND   216,000 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 558 22,100 SH   DFND   22,100 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 16,302 17,600,000 PRN   DFND   17,600,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 8,384 5,000,000 PRN   DFND   5,000,000 0 0
IAA INC COM 449253103 6,870 164,624 SH   DFND   164,624 0 0
IAC INTERACTIVECORP COM 44919P508 4,946 22,692 SH   DFND   22,692 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 25,918 25,050,000 PRN   DFND   25,050,000 0 0
ILLUMINA INC COM 452327109 17,815 58,622 SH   DFND   58,622 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 13,681 643,795 SH   DFND   643,795 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 21,880 25,075,000 PRN   DFND   25,075,000 0 0
INFRA AND ENERGY ALTRNTIVE I *W EXP 05/20/202 45686J112 10 343,006 SH   DFND   343,006 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 2,897 3,000,000 PRN   DFND   3,000,000 0 0
INSURANCE ACQUISITION CORP CL A 457867109 8,865 900,000 SH   DFND   900,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 8,902 9,850,000 PRN   DFND   9,850,000 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 4,159 92,399 SH   DFND   92,399 0 0
INTREXON CORP COM 46122T102 1,518 265,429 SH   DFND   265,429 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 11,532 18,600,000 PRN   DFND   18,600,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 1,638 1,950,000 PRN   DFND   1,950,000 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 3,778 4,000,000 PRN   DFND   4,000,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 849 6,677 SH   DFND   6,677 0 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 45 500,000 SH   DFND   500,000 0 0
KONTOOR BRANDS INC COM 50050N103 15,734 448,271 SH   DFND   448,271 0 0
LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 414 583,332 SH   DFND   583,332 0 0
LANDCADIA HLDGS II INC CL A 51476X105 17,097 1,749,996 SH   DFND   1,749,996 0 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 438 1,250,000 SH   DFND   1,250,000 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 3,060 300,000 SH   DFND   300,000 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 33,133 761,146 SH   DFND   761,146 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 469 625,000 SH   DFND   625,000 0 0
LEISURE ACQUISITION CORP COM 52539T107 3,066 300,000 SH   DFND   300,000 0 0
LEO HOLDINGS CORP *W EXP 02/07/202 G5463L113 825 1,115,000 SH   DFND   1,115,000 0 0
LEO HOLDINGS CORP COM CL A G5463L105 313 30,600 SH   DFND   30,600 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 384 1,200,000 SH   DFND   1,200,000 0 0
LF CAP ACQUISITION CORP CL A 50200K108 5,746 560,000 SH   DFND   560,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 1,197 1,000,000 PRN   DFND   1,000,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 19,499 23,325,000 PRN   DFND   23,325,000 0 0
LIVENT CORP COM 53814L108 7,897 1,180,366 SH   DFND   1,180,366 0 0
LIVEPERSON INC COM 538146101 3,167 88,716 SH   DFND   88,716 0 0
LONGEVITY ACQUISITION CORP *W EXP 07/31/202 G56372116 11 125,000 SH   DFND   125,000 0 0
LONGEVITY ACQUISITION CORP RIGHT 07/31/2020 G56372124 25 125,000 SH   DFND   125,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 16,154 13,896,000 PRN   DFND   13,896,000 0 0
MADISON CVRED CALL & EQ STR COM 557437100 76 11,895 SH   DFND   11,895 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 928 14,000 SH   DFND   14,000 0 0
MAGNACHIP SEMICONDUCTOR SA NOTE 5.000% 3/0 55932XAB0 2,761 2,000,000 PRN   DFND   2,000,000 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 185 40,794 SH   DFND   40,794 0 0
MEDALLIA INC COM 584021109 274 10,000 SH   DFND   10,000 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 191,960 2,097,920 SH   DFND   2,097,920 0 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 438 1,153,800 SH   DFND   1,153,800 0 0
MEGALITH FINL ACQUISITION CO CL A COM 58518F109 1,584 156,400 SH   DFND   156,400 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 136,787 1,248,175 SH   DFND   1,248,175 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 83,334 56,575,000 PRN   DFND   56,575,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 24,600 25,075,000 PRN   DFND   25,075,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 14,670 14,225,000 PRN   DFND   14,225,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 177,912 93,800,000 PRN   DFND   93,800,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 73,723 57,185,000 PRN   DFND   57,185,000 0 0
MILACRON HLDGS CORP COM 59870L106 24,935 1,495,800 SH   DFND   1,495,800 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 8,805 9,725,000 PRN   DFND   9,725,000 0 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 756 1,680,597 SH   DFND   1,680,597 0 0
MONOCLE ACQUISITION CORP COM 609754106 15,743 1,580,597 SH   DFND   1,580,597 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 8,715 439,922 SH   DFND   439,922 0 0
MPLX LP COM UNIT REP LTD 55336V100 1,269 45,295 SH   DFND   45,295 0 0
MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 1,418 2,250,000 SH   DFND   2,250,000 0 0
MUDRICK CAP ACQUISITION CORP COM CLASS A 624745105 3,057 300,000 SH   DFND   300,000 0 0
NANOMETRICS INC COM 630077105 5,985 183,469 SH   DFND   183,469 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 154 383,983 SH   DFND   383,983 0 0
NAVIGANT CONSULTING INC COM 63935N107 6,369 227,858 SH   DFND   227,858 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 2,946 289,998 SH   DFND   289,998 0 0
NESCO HLDGS INC *W EXP 01/01/202 64083J112 72 83,333 SH   DFND   83,333 0 0
NETFIN ACQUISITION CORP *W EXP 08/01/202 G6455A115 148 500,000 SH   DFND   500,000 0 0
NETFIN ACQUISITION CORP SHS CL A G6455A107 4,880 500,000 SH   DFND   500,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 24,622 17,950,000 PRN   DFND   17,950,000 0 0
NEW FRONTIER CORP *W EXP 99/99/999 G6485P124 450 450,000 SH   DFND   450,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 9,977 9,500,000 PRN   DFND   9,500,000 0 0
NEW PROVIDENCE ACQUISITIN CO UNIT 09/01/2024 64822P205 10,070 1,000,000 SH   DFND   1,000,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 3,701 3,900,000 PRN   DFND   3,900,000 0 0
NEWMARK GROUP INC CL A 65158N102 13,686 1,510,591 SH   DFND   1,510,591 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 36,522 725,000 SH   DFND   725,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 8,500 402,187 SH   DFND   402,187 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 578,475 80,783,000 PRN   DFND   80,783,000 0 0
NRC GROUP HLDGS CORP *W EXP 10/17/202 629375114 207 87,500 SH   DFND   87,500 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 494 17,439 SH   DFND   17,439 0 0
NUTANIX INC NOTE 1/1 67059NAB4 11,695 12,500,000 PRN   DFND   12,500,000 0 0
NUVEEN ARIZONA QLTY MUN INC COM 67061W104 211 15,705 SH   DFND   15,705 0 0
NUVEEN CONNECTICUT QLTY MUN COM 67060D107 149 11,140 SH   DFND   11,140 0 0
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 514 53,889 SH   DFND   53,889 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 263 18,858 SH   DFND   18,858 0 0
NUVEEN NORTH CAROLINA QLTY M COM 67060P100 148 10,940 SH   DFND   10,940 0 0
NUVEEN OHIO QLTY MUN INCOME COM 670980101 212 13,464 SH   DFND   13,464 0 0
NUVEEN SR INCOME FD COM 67067Y104 389 67,433 SH   DFND   67,433 0 0
NUVEEN VIRGINIA QLTY MUNCPL COM 67064R102 419 30,282 SH   DFND   30,282 0 0
NVENT ELECTRIC PLC SHS G6700G107 15,662 716,792 SH   DFND   716,792 0 0
OAKTREE ACQUISITION CORP *W EXP 99/99/999 G67145113 57 66,666 SH   DFND   66,666 0 0
OAKTREE ACQUISITION CORP SHS CL A G67145105 1,950 199,998 SH   DFND   199,998 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 16,714 22,500,000 PRN   DFND   22,500,000 0 0
ONEOK INC NEW COM 682680103 1,238 16,899 SH   DFND   16,899 0 0
OPES ACQUISITION CORP *W EXP 03/13/202 68373P118 34 250,000 SH   DFND   250,000 0 0
OPES ACQUISITION CORP COM 68373P100 1,037 100,000 SH   DFND   100,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 16,317 19,875,000 PRN   DFND   19,875,000 0 0
ORITANI FINL CORP DEL COM 68633D103 5,208 294,299 SH   DFND   294,299 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 5,618 5,000,000 PRN   DFND   5,000,000 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 35,439 6,867,971 SH   DFND   6,867,971 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 9,885 10,000,000 PRN   DFND   10,000,000 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2,236 3,050,000 PRN   DFND   3,050,000 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 439 34,442 SH   DFND   34,442 0 0
PDC ENERGY INC COM 69327R101 2,545 91,722 SH   DFND   91,722 0 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 55 250,000 SH   DFND   250,000 0 0
PENTAIR PLC SHS G7S00T104 6,226 164,975 SH   DFND   164,975 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 787 13,900 SH   DFND   13,900 0 0
PHUNWARE INC *W EXP 12/26/202 71948P118 16 58,632 SH   DFND   58,632 0 0
PIONEER FLOATING RATE TR COM 72369J102 519 49,256 SH   DFND   49,256 0 0
PIVOTAL ACQUISITION CORP *W EXP 12/01/202 72583A119 2,412 1,800,000 SH   DFND   1,800,000 0 0
PIVOTAL INVT CORP II *W EXP 06/01/202 72582K118 357 333,332 SH   DFND   333,332 0 0
PIVOTAL INVT CORP II COM CL A 72582K100 9,700 999,996 SH   DFND   999,996 0 0
PIVOTAL SOFTWARE INC COM CL A 72582H107 25,795 1,728,899 SH   DFND   1,728,899 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 747 36,000 SH   DFND   36,000 0 0
PLUG POWER INC NOTE 5.500% 3/1 72919PAB9 3,711 3,000,000 PRN   DFND   3,000,000 0 0
PRESIDIO INC COM 74102M103 3,363 198,991 SH   DFND   198,991 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 21,269 14,200,000 PRN   DFND   14,200,000 0 0
PROFICIENT ALPHA ACQUSTN COR *W EXP 04/30/202 74317H113 28 400,000 SH   DFND   400,000 0 0
PROFICIENT ALPHA ACQUSTN COR COM 74317H105 2,786 280,000 SH   DFND   280,000 0 0
PROOFPOINT INC COM 743424103 3,150 25,354 SH   DFND   25,354 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 6,177 3,500,000 PRN   DFND   3,500,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 16,470 15,500,000 PRN   DFND   15,500,000 0 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 880 862,500 SH   DFND   862,500 0 0
PURE ACQUISITION CORP CL A 74621Q106 1,538 150,000 SH   DFND   150,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 54,878 55,525,000 PRN   DFND   55,525,000 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 7,347 5,000,000 PRN   DFND   5,000,000 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 2,201 18,100 SH   DFND   18,100 0 0
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 10,817 11,450,000 PRN   DFND   11,450,000 0 0
RANPAK HLDGS CORP *W EXP 06/03/202 75321W111 581 775,000 SH   DFND   775,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 3,253 2,500,000 PRN   DFND   2,500,000 0 0
RATTLER MIDSTREAM LP COM UNITS 75419T103 502 28,159 SH   DFND   28,159 0 0
RAYTHEON CO COM NEW 755111507 44,596 227,308 SH   DFND   227,308 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 16,459 16,475,000 PRN   DFND   16,475,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 19,007 18,675,000 PRN   DFND   18,675,000 0 0
REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 265 440,925 SH   DFND   440,925 0 0
REGALWOOD GLOBAL ENERGY LTD COM CL A G74760102 3,331 322,777 SH   DFND   322,777 0 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 397 575,000 SH   DFND   575,000 0 0
REPLAY ACQUISITION CORP COM G75130107 7,920 800,000 SH   DFND   800,000 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 11,345 790,569 SH   DFND   790,569 0 0
RETAIL VALUE INC COM 76133Q102 256 6,915 SH   DFND   6,915 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 8,570 11,500,000 PRN   DFND   11,500,000 0 0
RH NOTE 6/1 74967XAA1 19,796 18,250,000 PRN   DFND   18,250,000 0 0
RMG ACQUISITION CORP CL A 749641106 24,450 2,499,996 SH   DFND   2,499,996 0 0
ROSEHILL RES INC *W EXP 04/27/202 777385113 47 244,800 SH   DFND   244,800 0 0
ROYCE VALUE TR INC COM 780910105 371 26,933 SH   DFND   26,933 0 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 360 300,000 SH   DFND   300,000 0 0
SC HEALTH CORP COM CL A G78516203 5,892 600,000 SH   DFND   600,000 0 0
SCHULTZE SPL PURP ACQUSTN CO *W EXP 12/31/202 80821R117 504 1,440,000 SH   DFND   1,440,000 0 0
SCHULTZE SPL PURP ACQUSTN CO COM 80821R109 2,866 288,000 SH   DFND   288,000 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 14,702 13,825,000 PRN   DFND   13,825,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 18,957 19,244,000 PRN   DFND   19,244,000 0 0
SEMGROUP CORP CL A 81663A105 12,882 788,363 SH   DFND   788,363 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 6,409 54,225 SH   DFND   54,225 0 0
SENTINEL ENERGY SVCS INC *W EXP 11/02/202 81728P113 53 133,333 SH   DFND   133,333 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 37,912 19,782,000 PRN   DFND   19,782,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 532 26,000 SH   DFND   26,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 24,420 23,325,000 PRN   DFND   23,325,000 0 0
SILVER SPIKE ACQUISITION COR UNIT 99/99/9999 G8136L122 8,072 800,000 SH   DFND   800,000 0 0
SOCIAL CAP HEDOSOPHIA HLDGS *W EXP 09/14/202 G8250R129 208 83,334 SH   DFND   83,334 0 0
SOTHEBYS COM 835898107 39,185 687,697 SH   DFND   687,697 0 0
SOURCE CAP INC COM 836144105 278 7,603 SH   DFND   7,603 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 1,616 30,925 SH   DFND   30,925 0 0
SOUTH MTN MERGER CORP *W EXP 06/20/202 838884112 638 750,000 SH   DFND   750,000 0 0
SOUTH MTN MERGER CORP COM CL A 838884104 10,290 1,050,000 SH   DFND   1,050,000 0 0
SPARK THERAPEUTICS INC COM 84652J103 83,158 857,478 SH   DFND   857,478 0 0
SPARTAN ENERGY ACQUISITON CO *W EXP 08/27/202 846784122 261 434,999 SH   DFND   434,999 0 0
SPARTAN ENERGY ACQUISITON CO CL A COM STK 846784106 2,424 239,998 SH   DFND   239,998 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 113 13,370 SH   DFND   13,370 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 55,675 50,700,000 PRN   DFND   50,700,000 0 0
SPRINT CORPORATION COM 85207U105 138,335 22,420,593 SH   DFND   22,420,593 0 0
SQUARE INC CL A 852234103 1,609 26,243 SH   DFND   26,243 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 76,891 28,195,000 PRN   DFND   28,195,000 0 0
STEWART INFORMATION SVCS COR COM 860372101 12,406 319,828 SH   DFND   319,828 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 175 36,000 SH   DFND   36,000 0 0
SUNTRUST BKS INC COM 867914103 216,234 3,142,940 SH   DFND   3,142,940 0 0
SWITCHBACK ENERGY ACQUISITIO *W EXP 07/25/202 87105M110 538 566,666 SH   DFND   566,666 0 0
SWITCHBACK ENERGY ACQUISITIO COM CL A 87105M102 16,507 1,699,998 SH   DFND   1,699,998 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 30,536 32,703,000 PRN   DFND   32,703,000 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 705 35,000 SH   DFND   35,000 0 0
TARGA RES CORP COM 87612G101 845 21,184 SH   DFND   21,184 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 183 266,666 SH   DFND   266,666 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 639 15,700 SH   DFND   15,700 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 11,076 10,000,000 PRN   DFND   10,000,000 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 491 36,000 SH   DFND   36,000 0 0
TEKLA HEALTHCARE INVS SH BEN INT 87911J103 504 27,497 SH   DFND   27,497 0 0
TEKLA LIFE SCIENCES INVS SH BEN INT 87911K100 193 12,784 SH   DFND   12,784 0 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 62 250,000 SH   DFND   250,000 0 0
TESLA INC COM 88160R101 6,428 26,686 SH   DFND   26,686 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 33,625 33,025,000 PRN   DFND   33,025,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 910 1,000,000 PRN   DFND   1,000,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 19,576 20,743,000 PRN   DFND   20,743,000 0 0
THL CR SR LN FD COM 87244R103 256 17,070 SH   DFND   17,070 0 0
THUNDER BRDG ACQUISTION II L UNIT 99/99/9999 G8857S124 10,180 1,000,000 SH   DFND   1,000,000 0 0
TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 624 1,057,500 SH   DFND   1,057,500 0 0
TIBERIUS ACQUISITION CORP COM 88633A107 2,052 200,000 SH   DFND   200,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 1,404 1,500,000 PRN   DFND   1,500,000 0 0
TKK SYMPHONY ACQUISITION COR *W EXP 02/20/202 G88950129 167 1,850,000 SH   DFND   1,850,000 0 0
TKK SYMPHONY ACQUISITION COR ORD SHS G88950103 1,520 150,000 SH   DFND   150,000 0 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 634 1,038,969 SH   DFND   1,038,969 0 0
TORTOISE ACQUISITION CORP CL A 89154L100 20,322 2,077,938 SH   DFND   2,077,938 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 7,859 7,500,000 PRN   DFND   7,500,000 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 10,376 12,625,000 PRN   DFND   12,625,000 0 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 909 1,150,000 SH   DFND   1,150,000 0 0
TRINE ACQUISITION CORP COM CL A 89628U108 22,701 2,300,000 SH   DFND   2,300,000 0 0
TRINITY MERGER CORP *W EXP 05/11/202 89653L114 2,223 1,750,000 SH   DFND   1,750,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 29,722 22,250,000 PRN   DFND   22,250,000 0 0
TUSCAN HLDGS CORP II *W EXP 04/01/202 90070A111 259 475,000 SH   DFND   475,000 0 0
TUSCAN HLDGS CORP II COM 90070A103 9,320 950,000 SH   DFND   950,000 0 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 1,216 1,600,000 SH   DFND   1,600,000 0 0
TUSCAN HOLDINGS CORP COM 90069K104 5,096 520,000 SH   DFND   520,000 0 0
TWELVE SEAS INVESTMENT COMPA *W EXP 12/22/202 G9145A115 672 1,200,000 SH   DFND   1,200,000 0 0
TWELVE SEAS INVESTMENT COMPA RIGHT 12/22/2019 G9145A131 444 1,200,000 SH   DFND   1,200,000 0 0
UGI CORP NEW COM 902681105 302 6,017 SH   DFND   6,017 0 0
UNITED FINL BANCORP INC NEW COM 910304104 6,418 470,878 SH   DFND   470,878 0 0
VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 794 1,620,000 SH   DFND   1,620,000 0 0
VECTOIQ ACQUISITION CORP COM 92243N103 3,978 390,000 SH   DFND   390,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 3,651 3,500,000 PRN   DFND   3,500,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 20,589 23,000,000 PRN   DFND   23,000,000 0 0
VEONEER INCORPORATED COM 92336X109 6,988 466,175 SH   DFND   466,175 0 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 1,981 2,000,000 PRN   DFND   2,000,000 0 0
VERASTEM INC NOTE 5.000%11/0 92337CAA2 7,041 15,000,000 PRN   DFND   15,000,000 0 0
VERSUM MATLS INC COM 92532W103 133,476 2,521,740 SH   DFND   2,521,740 0 0
VIACOM INC NEW CL B 92553P201 53,027 2,206,711 SH   DFND   2,206,711 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 9,530 7,740,000 PRN   DFND   7,740,000 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 18,110 15,000,000 PRN   DFND   15,000,000 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 1,721 17,975 SH   DFND   17,975 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 125 20,813 SH   DFND   20,813 0 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 282 24,671 SH   DFND   24,671 0 0
WABCO HLDGS INC COM 92927K102 191,235 1,429,797 SH   DFND   1,429,797 0 0
WAYFAIR INC CL A 94419L101 5,053 45,072 SH   DFND   45,072 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 131,003 505,470 SH   DFND   505,470 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 9,162 832,171 SH   DFND   832,171 0 0
WESTERN ASSET INTM MUNI FD I COM 958435109 393 42,799 SH   DFND   42,799 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 572 23,000 SH   DFND   23,000 0 0
WILLIAMS COS INC DEL COM 969457100 768 31,910 SH   DFND   31,910 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 55,925 42,500,000 PRN   DFND   42,500,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 20,929 10,000,000 PRN   DFND   10,000,000 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 16,018 309,595 SH   DFND   309,595 0 0
ZAYO GROUP HLDGS INC COM 98919V105 164,728 4,859,244 SH   DFND   4,859,244 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 45,232 34,125,000 PRN   DFND   34,125,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 17,574 19,900,000 PRN   DFND   19,900,000 0 0