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 139 13,342 SH   DFND   13,342 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 128,338 1,892,610 SH   DFND   1,892,610 0 0
ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 518 750,000 SH   DFND   750,000 0 0
ACAMAR PARTNERS ACQSITION CO CL A 004285102 10,020 1,000,000 SH   DFND   1,000,000 0 0
ACCEL ENTMT INC *W EXP 11/20/202 00436Q114 197 66,666 SH   DFND   66,666 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 19,066 3,161,883 SH   DFND   3,161,883 0 0
ACT II GLOBAL ACQUISITION CO *W EXP 04/30/202 G0080J120 990 900,000 SH   DFND   900,000 0 0
ACT II GLOBAL ACQUISITION CO CL A SHS G0080J104 8,594 850,000 SH   DFND   850,000 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 118,712 3,611,549 SH   DFND   3,611,549 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 226,081 39,000,000 PRN   DFND   39,000,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 48,197 26,500,000 PRN   DFND   26,500,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 6,764 6,925,000 PRN   DFND   6,925,000 0 0
AIRCASTLE LTD COM G0129K104 5,986 187,012 SH   DFND   187,012 0 0
AK STL HLDG CORP COM 001547108 3,005 913,371 SH   DFND   913,371 0 0
AKAZOO SA *W EXP 09/11/202 L0164E116 74 147,836 SH   DFND   147,836 0 0
ALCON INC ORD SHS H01301128 12,829 226,778 SH   DFND   226,778 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 29,077 18,250,000 PRN   DFND   18,250,000 0 0
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 157 900,000 SH   DFND   900,000 0 0
ALLEGRO MERGER CORP COM 01749N103 1,532 150,000 SH   DFND   150,000 0 0
ALLERGAN PLC SHS G0177J108 150,398 786,723 SH   DFND   786,723 0 0
ALTICE USA INC CL A 02156K103 15,295 564,379 SH   DFND   564,379 0 0
ALUSSA ENERGY ACQUISITION CO UNIT 10/31/2026 G0232J127 6,552 650,000 SH   DFND   650,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 25,421 30,125,000 PRN   DFND   30,125,000 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 713 2,300,000 SH   DFND   2,300,000 0 0
AMCI ACQUISITION CORP CLASS A 00165R101 3,636 360,000 SH   DFND   360,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO UNIT 12/01/2026 03212A204 3,769 375,000 SH   DFND   375,000 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 1,523 150,000 SH   DFND   150,000 0 0
ANIXTER INTL INC COM 035290105 37,931 411,841 SH   DFND   411,841 0 0
ANTERO MIDSTREAM CORP COM 03676B102 399 52,600 SH   DFND   52,600 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 5,378 1,279,000 PRN   DFND   1,279,000 0 0
APERGY CORP COM 03755L104 13,840 409,709 SH   DFND   409,709 0 0
APEX TECHNOLOGY ACQUISITN CO *W EXP 09/18/202 03768F110 250 200,000 SH   DFND   200,000 0 0
APEX TECHNOLOGY ACQUISITN CO COM CL A 03768F102 3,952 400,000 SH   DFND   400,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 10,368 10,300,000 PRN   DFND   10,300,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 17,617 17,300,000 PRN   DFND   17,300,000 0 0
APOLLO SR FLOATING RATE FD I COM 037636107 498 32,923 SH   DFND   32,923 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 3,045 112,294 SH   DFND   112,294 0 0
ARBOR RLTY TR INC NOTE 5.250% 7/0 038923AH1 1,737 1,500,000 PRN   DFND   1,500,000 0 0
ARCOSA INC COM 039653100 15,787 354,375 SH   DFND   354,375 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 26,802 25,150,000 PRN   DFND   25,150,000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 166 10,823 SH   DFND   10,823 0 0
ARLO TECHNOLOGIES INC COM 04206A101 4,334 1,029,516 SH   DFND   1,029,516 0 0
ARQULE INC COM 04269E107 26,946 1,350,000 SH   DFND   1,350,000 0 0
ARYA SCIENCES ACQUISITION CO *W EXP 10/10/202 G3165V125 86 50,000 SH   DFND   50,000 0 0
ARYA SCIENCES ACQUISITION CO SHS CL A G3165V109 1,030 100,000 SH   DFND   100,000 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 676 75,008 SH   DFND   75,008 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 28,687 33,825,000 PRN   DFND   33,825,000 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 81,281 1,358,308 SH   DFND   1,358,308 0 0
B RILEY PRINCIPAL MERGER COR *W EXP 04/08/202 05586Y114 349 425,000 SH   DFND   425,000 0 0
B RILEY PRINCIPAL MERGER COR CL A 05586Y106 3,704 370,000 SH   DFND   370,000 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 2,239 34,150 SH   DFND   34,150 0 0
BELLRING BRANDS INC COM CL A 079823100 213 10,000 SH   DFND   10,000 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 13,143 15,150,000 PRN   DFND   15,150,000 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 2,120 200,000 SH   DFND   200,000 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 03/14/202 G1117K106 200 1,249,900 SH   DFND   1,249,900 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,611 42,881 SH   DFND   42,881 0 0
BLACKROCK ENHANCED GBL DIV T COM 092501105 410 37,263 SH   DFND   37,263 0 0
BLACKROCK ENHANCED INTL DIV COM BENE INTER 092524107 178 30,242 SH   DFND   30,242 0 0
BLACKROCK FLOAT RATE OME STR COM 09255X100 344 25,605 SH   DFND   25,605 0 0
BLACKROCK FLOATING RATE INCO COM 091941104 320 24,851 SH   DFND   24,851 0 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 180 14,291 SH   DFND   14,291 0 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 322 22,560 SH   DFND   22,560 0 0
BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 189 13,506 SH   DFND   13,506 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 8,932 8,375,000 PRN   DFND   8,375,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 17,918 16,675,000 PRN   DFND   16,675,000 0 0
BOOKING HLDGS INC COM 09857L108 4,003 1,949 SH   DFND   1,949 0 0
BOXWOOD MERGER CORP *W EXP 11/26/202 10319T119 1,085 1,749,800 SH   DFND   1,749,800 0 0
BOXWOOD MERGER CORP COM CL A 10319T101 2,436 239,065 SH   DFND   239,065 0 0
BP MIDSTREAM PARTNERS LP UNIT LTD PTNR 0556EL109 312 20,000 SH   DFND   20,000 0 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 665 1,750,000 SH   DFND   1,750,000 0 0
BROOGE HLDGS LTD *W EXP 12/20/202 G1611B115 888 1,200,000 SH   DFND   1,200,000 0 0
BROOGE HLDGS LTD SHS G1611B107 1,051 120,000 SH   DFND   120,000 0 0
CAESARS ENTMT CORP COM 127686103 99,272 7,299,390 SH   DFND   7,299,390 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 3,853 2,000,000 PRN   DFND   2,000,000 0 0
CAROLINA FINL CORP NEW COM 143873107 4,150 96,000 SH   DFND   96,000 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 11,308 231,425 SH   DFND   231,425 0 0
CERENCE INC COM 156727109 397 17,557 SH   DFND   17,557 0 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 1,350 1,500,000 SH   DFND   1,500,000 0 0
CF FIN ACQUISITION CORP COM CL A 12528N107 9,381 917,006 SH   DFND   917,006 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 27,146 450,175 SH   DFND   450,175 0 0
CHASERG TECHNLGY ACQUISITN C *W EXP 04/10/202 16166A111 1,782 810,000 SH   DFND   810,000 0 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 36,960 24,300,000 PRN   DFND   24,300,000 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 867 21,785 SH   DFND   21,785 0 0
CHP MERGER CORP UNIT 11/22/2024 12558Y205 10,170 1,000,000 SH   DFND   1,000,000 0 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 166 116,666 SH   DFND   116,666 0 0
CHURCHILL CAP CORP II CL A 17143G106 3,614 349,998 SH   DFND   349,998 0 0
CIIG MERGER CORP UNIT 12/31/2026 12559C202 5,060 500,000 SH   DFND   500,000 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 4,255 406,361 SH   DFND   406,361 0 0
CISION LTD SHS G1992S109 11,195 1,122,878 SH   DFND   1,122,878 0 0
CLARIVATE ANALYTICS PLC *W EXP 05/13/202 G21810117 4,359 697,500 SH   DFND   697,500 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 21,098 17,613,000 PRN   DFND   17,613,000 0 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 469 49,681 SH   DFND   49,681 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 2,939 4,575,000 PRN   DFND   4,575,000 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 593 36,000 SH   DFND   36,000 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 25,027 158,950 SH   DFND   158,950 0 0
COLLIER CREEK HOLDINGS *W EXP 99/99/999 G22707114 162 116,666 SH   DFND   116,666 0 0
COLLIER CREEK HOLDINGS COM CL A G22707106 3,577 349,998 SH   DFND   349,998 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 3,044 5,000,000 PRN   DFND   5,000,000 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 9,567 262,613 SH   DFND   262,613 0 0
CONYERS PK II ACQUISITION CO *W EXP 07/18/202 212896112 35 18,750 SH   DFND   18,750 0 0
CONYERS PK II ACQUISITION CO COM CL A 212896104 758 75,000 SH   DFND   75,000 0 0
CORTEVA INC COM 22052L104 14,116 483,433 SH   DFND   483,433 0 0
COVETRUS INC COM 22304C100 6,309 487,943 SH   DFND   487,943 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 4,250 4,000,000 PRN   DFND   4,000,000 0 0
CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 800 1,000,000 SH   DFND   1,000,000 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 5,994 600,000 SH   DFND   600,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 861 27,936 SH   DFND   27,936 0 0
CYCLERION THERAPEUTICS INC COM 23255M105 40 14,842 SH   DFND   14,842 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 128,356 5,501,767 SH   DFND   5,501,767 0 0
DASEKE INC *W EXP 02/27/202 23753F115 45 378,003 SH   DFND   378,003 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 588 24,000 SH   DFND   24,000 0 0
DELAWARE INV MN MUN INC FD I COM 24610V103 239 18,176 SH   DFND   18,176 0 0
DIAMOND EAGLE ACQUISITION CO *W EXP 06/30/202 25258L117 480 200,000 SH   DFND   200,000 0 0
DIAMOND EAGLE ACQUISITION CO COM CL A 25258L109 6,420 600,000 SH   DFND   600,000 0 0
DIAMONDPEAK HLDGS COR *W EXP 02/22/202 25280H118 590 766,666 SH   DFND   766,666 0 0
DIAMONDPEAK HLDGS COR COM CL A 25280H100 12,935 1,299,998 SH   DFND   1,299,998 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 31,512 32,675,000 PRN   DFND   32,675,000 0 0
DIVIDEND & INCOME FUND COM NEW 25538A204 451 33,511 SH   DFND   33,511 0 0
DOCUSIGN INC COM 256163106 4,382 59,294 SH   DFND   59,294 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 3,664 34,225 SH   DFND   34,225 0 0
DOW INC COM 260557103 14,678 268,182 SH   DFND   268,182 0 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 4,339 84,100 SH   DFND   84,100 0 0
DTF TAX-FREE INCOME INC COM 23334J107 211 14,276 SH   DFND   14,276 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 31,342 32,173,000 PRN   DFND   32,173,000 0 0
EATON VANCE FLTING RATE INC COM 278279104 321 23,423 SH   DFND   23,423 0 0
EATON VANCE SR FLTNG RTE TR COM 27828Q105 280 20,664 SH   DFND   20,664 0 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 159 24,727 SH   DFND   24,727 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 7,642 7,631,000 PRN   DFND   7,631,000 0 0
EL PASO ELEC CO COM NEW 283677854 54,748 806,421 SH   DFND   806,421 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 502 50,000 SH   DFND   50,000 0 0
ENBRIDGE INC COM 29250N105 1,352 33,984 SH   DFND   33,984 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 1,124 87,590 SH   DFND   87,590 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 337 55,000 SH   DFND   55,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 845 30,000 SH   DFND   30,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 389 13,000 SH   DFND   13,000 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 6,620 504,033 SH   DFND   504,033 0 0
ESTRE AMBIENTAL INC *W EXP 12/21/202 G3206V118 4 661,870 SH   DFND   661,870 0 0
ETSY INC NOTE 3/0 29786AAC0 29,681 21,005,000 PRN   DFND   21,005,000 0 0
EURONET WORLDWIDE INC COM 298736109 1,938 12,302 SH   DFND   12,302 0 0
EXACT SCIENCES CORP COM 30063P105 1,483 16,069 SH   DFND   16,069 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 26,520 18,337,000 PRN   DFND   18,337,000 0 0
EXPERIENCE INVESTMENT CORP *W EXP 09/01/202 30217C117 223 333,332 SH   DFND   333,332 0 0
EXPERIENCE INVESTMENT CORP COM CL A 30217C109 9,750 999,996 SH   DFND   999,996 0 0
EZCORP INC NOTE 2.375% 5/0 302301AE6 4,503 5,500,000 PRN   DFND   5,500,000 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 1,891 2,000,000 PRN   DFND   2,000,000 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 67 222,879 SH   DFND   222,879 0 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 387 299,999 SH   DFND   299,999 0 0
FAR PT ACQUISITION CORP COM CL A 30734W109 3,587 349,998 SH   DFND   349,998 0 0
FEDERATED PREM MUN INC FD COM 31423P108 250 17,759 SH   DFND   17,759 0 0
FINSERV ACQUISITION CORP UNIT 12/31/2026 318085206 10,150 1,000,000 SH   DFND   1,000,000 0 0
FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 1,576 1,150,000 SH   DFND   1,150,000 0 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 4,559 450,000 SH   DFND   450,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 47,099 46,625,000 PRN   DFND   46,625,000 0 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 287 22,895 SH   DFND   22,895 0 0
FITBIT INC CL A 33812L102 84,423 12,849,714 SH   DFND   12,849,714 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 3,478 3,245,000 PRN   DFND   3,245,000 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 17,588 18,050 SH   DFND   18,050 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 745 1,620,000 SH   DFND   1,620,000 0 0
FORUM MERGER II CORP CL A 34986F103 1,532 150,000 SH   DFND   150,000 0 0
FOX CORP CL A COM 35137L105 13,506 364,341 SH   DFND   364,341 0 0
FOX CORP CL B COM 35137L204 4,172 114,617 SH   DFND   114,617 0 0
FRONTDOOR INC COM 35905A109 15,719 331,481 SH   DFND   331,481 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 31,352 24,960,000 PRN   DFND   24,960,000 0 0
GABELLI DIVD & INCOME TR COM 36242H104 462 21,063 SH   DFND   21,063 0 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 197 225,000 PRN   DFND   225,000 0 0
GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 156 325,000 SH   DFND   325,000 0 0
GALILEO ACQUISITION CORP SHS G3770A102 3,185 325,000 SH   DFND   325,000 0 0
GARRETT MOTION INC COM 366505105 6,606 661,272 SH   DFND   661,272 0 0
GDS HLDGS LTD NOTE 2.000% 6/0 36165LAB4 6,918 5,700,000 PRN   DFND   5,700,000 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 553 27,000 SH   DFND   27,000 0 0
GENWORTH FINL INC COM CL A 37247D106 38,070 8,652,172 SH   DFND   8,652,172 0 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 245 765,000 SH   DFND   765,000 0 0
GIGCAPITAL2 INC COM 375036100 3,505 353,000 SH   DFND   353,000 0 0
GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 1,542 85,335 SH   DFND   85,335 0 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 398 1,106,820 SH   DFND   1,106,820 0 0
GORDON POINTE ACQUISITION CO COM CLASS A 382788107 6,128 579,800 SH   DFND   579,800 0 0
GORES HOLDINGS III INC *W EXP 09/11/202 38286G117 517 333,332 SH   DFND   333,332 0 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 250 166,666 SH   DFND   166,666 0 0
GORES METROPOULOS INC COM CL A 382872109 5,060 499,998 SH   DFND   499,998 0 0
GRAF INDL CORP *W EXP 12/31/202 384278115 781 1,782,000 SH   DFND   1,782,000 0 0
GRAF INDL CORP COM 384278107 2,201 216,000 SH   DFND   216,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 5,231 5,000,000 PRN   DFND   5,000,000 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 6,797 7,250,000 PRN   DFND   7,250,000 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 5,046 5,187,000 PRN   DFND   5,187,000 0 0
GREENVISION ACQUISITION CORP *W EXP 10/28/202 39678G111 24 170,000 SH   DFND   170,000 0 0
GREENVISION ACQUISITION CORP COM 39678G103 1,671 170,000 SH   DFND   170,000 0 0
GREENVISION ACQUISITION CORP RIGHT 06/01/2021 39678G129 31 170,000 SH   DFND   170,000 0 0
GS ACQUISITION HLDGS CORP *W EXP 06/12/202 36255F110 1,152 500,000 SH   DFND   500,000 0 0
GS ACQUISITION HLDGS CORP COM CL A 36255F102 1,655 150,000 SH   DFND   150,000 0 0
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 800 1,000,000 SH   DFND   1,000,000 0 0
GX ACQUISITION CORP COM CL A 36251A107 14,002 1,398,800 SH   DFND   1,398,800 0 0
HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 940 666,666 SH   DFND   666,666 0 0
HAYMAKER ACQUISITION CORP II COM CL A 42087L101 20,110 1,998,998 SH   DFND   1,998,998 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 6,173 6,000,000 PRN   DFND   6,000,000 0 0
HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 7,245 700,000 SH   DFND   700,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 4,533 3,500,000 PRN   DFND   3,500,000 0 0
HENNESSY CAP ACQUSTION CORP *W EXP 09/05/202 42589C112 1,200 1,500,000 SH   DFND   1,500,000 0 0
HENNESSY CAP ACQUSTION CORP CL A COM 42589C104 6,096 600,000 SH   DFND   600,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 17,841 17,425,000 PRN   DFND   17,425,000 0 0
HESS MIDSTREAM LP CL A SHS 428103105 687 30,300 SH   DFND   30,300 0 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 95 270,000 SH   DFND   270,000 0 0
HL ACQUISITIONS CORP SHS G4603R106 1,569 151,887 SH   DFND   151,887 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 490 22,100 SH   DFND   22,100 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 15,375 16,300,000 PRN   DFND   16,300,000 0 0
HOWARD HUGHES CORP COM 44267D107 2,975 23,488 SH   DFND   23,488 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 17,328 10,000,000 PRN   DFND   10,000,000 0 0
IAA INC COM 449253103 12,550 269,023 SH   DFND   269,023 0 0
IAC INTERACTIVECORP COM 44919P508 6,904 27,715 SH   DFND   27,715 0 0
IBERIABANK CORP COM 450828108 22,934 306,478 SH   DFND   306,478 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 25,582 25,050,000 PRN   DFND   25,050,000 0 0
ILLUMINA INC COM 452327109 20,424 61,937 SH   DFND   61,937 0 0
IMPINJ INC COM 453204109 1,398 54,044 SH   DFND   54,044 0 0
INDEPENDENT BK GROUP INC COM 45384B106 19,183 346,021 SH   DFND   346,021 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 12,685 565,786 SH   DFND   565,786 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 26,595 25,075,000 PRN   DFND   25,075,000 0 0
INFRA AND ENERGY ALTRNTIVE I *W EXP 05/20/202 45686J112 27 343,006 SH   DFND   343,006 0 0
INNOPHOS HOLDINGS INC COM 45774N108 2,680 83,802 SH   DFND   83,802 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 3,268 3,000,000 PRN   DFND   3,000,000 0 0
INSTRUCTURE INC COM 45781U103 8,432 174,909 SH   DFND   174,909 0 0
INSURANCE ACQUISITION CORP CL A 457867109 4,192 420,000 SH   DFND   420,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 7,399 5,550,000 PRN   DFND   5,550,000 0 0
INTERXION HOLDING N.V SHS N47279109 33,524 400,000 SH   DFND   400,000 0 0
INTREXON CORP COM 46122T102 1,374 250,683 SH   DFND   250,683 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 10,664 17,500,000 PRN   DFND   17,500,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 1,836 1,950,000 PRN   DFND   1,950,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,140 7,659 SH   DFND   7,659 0 0
JUNIPER INDL HLDGS INC UNIT 11/13/2026 48205G205 12,120 1,200,000 SH   DFND   1,200,000 0 0
KALEYRA INC *W EXP 12/12/202 483379111 1,271 1,125,000 SH   DFND   1,125,000 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 8,576 6,000,000 PRN   DFND   6,000,000 0 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 40 500,000 SH   DFND   500,000 0 0
KEMET CORP COM NEW 488360207 47,197 1,744,808 SH   DFND   1,744,808 0 0
KONTOOR BRANDS INC COM 50050N103 16,182 385,381 SH   DFND   385,381 0 0
LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 420 583,332 SH   DFND   583,332 0 0
LANDCADIA HLDGS II INC CL A 51476X105 17,272 1,749,996 SH   DFND   1,749,996 0 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 672 1,250,000 SH   DFND   1,250,000 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 3,081 300,000 SH   DFND   300,000 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 619 625,000 SH   DFND   625,000 0 0
LEISURE ACQUISITION CORP COM 52539T107 3,126 300,000 SH   DFND   300,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 6,855 4,375,000 PRN   DFND   4,375,000 0 0
LEO HOLDINGS CORP *W EXP 02/07/202 G5463L113 739 1,115,000 SH   DFND   1,115,000 0 0
LEO HOLDINGS CORP COM CL A G5463L105 316 30,600 SH   DFND   30,600 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 540 1,200,000 SH   DFND   1,200,000 0 0
LF CAP ACQUISITION CORP CL A 50200K108 2,072 200,000 SH   DFND   200,000 0 0
LGL SYS ACQUISITION CORP UNIT 10/24/2024 50201G205 1,172 115,000 SH   DFND   115,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 1,348 1,000,000 PRN   DFND   1,000,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 45,338 755,000 SH   DFND   755,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 20,189 23,325,000 PRN   DFND   23,325,000 0 0
LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 1,606 160,000 SH   DFND   160,000 0 0
LIVENT CORP COM 53814L108 10,956 1,281,400 SH   DFND   1,281,400 0 0
LIVEPERSON INC COM 538146101 3,282 88,716 SH   DFND   88,716 0 0
LOGMEIN INC COM 54142L109 14,576 170,000 SH   DFND   170,000 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 23 125,000 SH   DFND   125,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17,544 11,996,000 PRN   DFND   11,996,000 0 0
LYON WILLIAM HOMES CL A NEW 552074700 7,760 388,406 SH   DFND   388,406 0 0
MADISON CVRED CALL & EQ STR COM 557437100 79 11,895 SH   DFND   11,895 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 880 14,000 SH   DFND   14,000 0 0
MAGNACHIP SEMICONDUCTOR SA NOTE 5.000% 3/0 55932XAB0 3,029 2,000,000 PRN   DFND   2,000,000 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 164 40,794 SH   DFND   40,794 0 0
MEDICINES CO COM 584688105 129,824 1,528,417 SH   DFND   1,528,417 0 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 369 1,153,800 SH   DFND   1,153,800 0 0
MEGALITH FINL ACQUISITION CO CL A COM 58518F109 1,605 156,400 SH   DFND   156,400 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 142,449 1,215,641 SH   DFND   1,215,641 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 84,606 56,575,000 PRN   DFND   56,575,000 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 7,298 750,000 SH   DFND   750,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 27,344 25,075,000 PRN   DFND   25,075,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 14,892 14,225,000 PRN   DFND   14,225,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 202,022 93,800,000 PRN   DFND   93,800,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 77,389 53,185,000 PRN   DFND   53,185,000 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 9,062 9,725,000 PRN   DFND   9,725,000 0 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 1,344 1,680,597 SH   DFND   1,680,597 0 0
MONOCLE ACQUISITION CORP COM 609754106 7,946 780,597 SH   DFND   780,597 0 0
MPLX LP COM UNIT REP LTD 55336V100 1,153 45,295 SH   DFND   45,295 0 0
MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 1,125 2,250,000 SH   DFND   2,250,000 0 0
MUDRICK CAP ACQUISITION CORP COM CLASS A 624745105 3,096 300,000 SH   DFND   300,000 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 234 259,500 SH   DFND   259,500 0 0
NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 292 233,332 SH   DFND   233,332 0 0
NEBULA ACQUISITION CORP COM CLASS A 629076100 1,528 144,998 SH   DFND   144,998 0 0
NESCO HLDGS INC *W EXP 01/01/202 64083J112 39 83,333 SH   DFND   83,333 0 0
NETFIN ACQUISITION CORP *W EXP 08/01/202 G6455A115 150 500,000 SH   DFND   500,000 0 0
NETFIN ACQUISITION CORP SHS CL A G6455A107 4,641 466,400 SH   DFND   466,400 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 35,258 22,950,000 PRN   DFND   22,950,000 0 0
NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 689 450,000 SH   DFND   450,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 7,235 6,875,000 PRN   DFND   6,875,000 0 0
NEW PROVIDENCE ACQUISITIN CO *W EXP 09/11/202 64822P114 450 500,000 SH   DFND   500,000 0 0
NEW PROVIDENCE ACQUISITIN CO COM CL A 64822P106 9,860 1,000,000 SH   DFND   1,000,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 3,800 3,900,000 PRN   DFND   3,900,000 0 0
NEWMARK GROUP INC CL A 65158N102 17,572 1,305,979 SH   DFND   1,305,979 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 6,101 119,050 SH   DFND   119,050 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 21,908 2,400,000 PRN   DFND   2,400,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 7,570 7,500,000 PRN   DFND   7,500,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 3,626 3,250,000 PRN   DFND   3,250,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 451 17,439 SH   DFND   17,439 0 0
NUTANIX INC NOTE 1/1 67059NAB4 7,479 7,500,000 PRN   DFND   7,500,000 0 0
NUVEEN ARIZONA QLTY MUN INC COM 67061W104 173 12,828 SH   DFND   12,828 0 0
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 272 27,182 SH   DFND   27,182 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 218 15,410 SH   DFND   15,410 0 0
NUVEEN OHIO QLTY MUN INCOME COM 670980101 164 10,609 SH   DFND   10,609 0 0
NUVEEN SR INCOME FD COM 67067Y104 61 10,152 SH   DFND   10,152 0 0
NUVEEN VIRGINIA QLTY MUNCPL COM 67064R102 383 26,248 SH   DFND   26,248 0 0
NVENT ELECTRIC PLC SHS G6700G107 14,495 566,653 SH   DFND   566,653 0 0
OAKTREE ACQUISITION CORP *W EXP 99/99/999 G67145113 63 66,666 SH   DFND   66,666 0 0
OAKTREE ACQUISITION CORP SHS CL A G67145105 1,972 199,998 SH   DFND   199,998 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 12,285 15,625,000 PRN   DFND   15,625,000 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 14,959 15,350,000 PRN   DFND   15,350,000 0 0
ONEOK INC NEW COM 682680103 1,275 16,899 SH   DFND   16,899 0 0
OPES ACQUISITION CORP *W EXP 03/13/202 68373P118 45 250,000 SH   DFND   250,000 0 0
OPES ACQUISITION CORP COM 68373P100 1,052 100,000 SH   DFND   100,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 14,993 19,050,000 PRN   DFND   19,050,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 5,478 5,000,000 PRN   DFND   5,000,000 0 0
OSPREY TECHNLGY AQUISTION CO UNIT 10/30/2024 68839R401 7,635 750,000 SH   DFND   750,000 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 35,742 6,953,621 SH   DFND   6,953,621 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 10,420 10,000,000 PRN   DFND   10,000,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4,422 4,000,000 PRN   DFND   4,000,000 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2,204 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
PATTERN ENERGY GROUP INC CL A 70338P100 41,891 1,565,711 SH   DFND   1,565,711 0 0
PENNANT GROUP INC COM 70805E109 488 14,746 SH   DFND   14,746 0 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 83 250,000 SH   DFND   250,000 0 0
PENTAIR PLC SHS G7S00T104 5,725 124,800 SH   DFND   124,800 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 857 13,900 SH   DFND   13,900 0 0
PHUNWARE INC *W EXP 12/26/202 71948P118 5 58,632 SH   DFND   58,632 0 0
PIONEER FLOATING RATE TR COM 72369J102 328 29,915 SH   DFND   29,915 0 0
PIVOTAL INVT CORP II *W EXP 06/01/202 72582K118 263 333,332 SH   DFND   333,332 0 0
PIVOTAL INVT CORP II COM CL A 72582K100 9,940 999,996 SH   DFND   999,996 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 662 36,000 SH   DFND   36,000 0 0
PLUG POWER INC NOTE 5.500% 3/1 72919PAB9 4,441 3,000,000 PRN   DFND   3,000,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 21,256 13,675,000 PRN   DFND   13,675,000 0 0
PROFICIENT ALPHA ACQUSTN COR *W EXP 04/30/202 74317H113 60 400,000 SH   DFND   400,000 0 0
PROFICIENT ALPHA ACQUSTN COR COM 74317H105 2,316 230,000 SH   DFND   230,000 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 5,374 1,055,864 SH   DFND   1,055,864 0 0
PROOFPOINT INC COM 743424103 2,576 22,444 SH   DFND   22,444 0 0
PROPTECH ACQUISITION CORPORA UNIT 10/01/2026 74349F200 6,630 650,000 SH   DFND   650,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 15,597 14,625,000 PRN   DFND   14,625,000 0 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 845 862,500 SH   DFND   862,500 0 0
PURE ACQUISITION CORP CL A 74621Q106 1,557 150,000 SH   DFND   150,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 12,134 12,175,000 PRN   DFND   12,175,000 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 6,869 4,525,000 PRN   DFND   4,525,000 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 2,326 18,100 SH   DFND   18,100 0 0
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 11,312 11,450,000 PRN   DFND   11,450,000 0 0
RA PHARMACEUTICALS INC COM 74933V108 89,480 1,906,663 SH   DFND   1,906,663 0 0
RANPAK HLDGS CORP *W EXP 06/03/202 75321W111 553 485,000 SH   DFND   485,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 3,731 2,500,000 PRN   DFND   2,500,000 0 0
RATTLER MIDSTREAM LP COM UNITS 75419T103 501 28,159 SH   DFND   28,159 0 0
RAYTHEON CO COM NEW 755111507 49,949 227,308 SH   DFND   227,308 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 13,453 13,100,000 PRN   DFND   13,100,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 17,973 17,600,000 PRN   DFND   17,600,000 0 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 483 575,000 SH   DFND   575,000 0 0
REPLAY ACQUISITION CORP COM G75130107 4,309 430,000 SH   DFND   430,000 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 8,824 739,608 SH   DFND   739,608 0 0
RETAIL VALUE INC COM 76133Q102 254 6,915 SH   DFND   6,915 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 8,944 11,500,000 PRN   DFND   11,500,000 0 0
RH NOTE 6/1 74967XAA1 11,728 9,225,000 PRN   DFND   9,225,000 0 0
RMG ACQUISITION CORP *W EXP 02/21/202 749641114 483 833,332 SH   DFND   833,332 0 0
RMG ACQUISITION CORP CL A 749641106 14,470 1,449,896 SH   DFND   1,449,896 0 0
ROSEHILL RES INC *W EXP 04/27/202 777385113 22 244,800 SH   DFND   244,800 0 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 288 300,000 SH   DFND   300,000 0 0
SC HEALTH CORP COM CL A G78516203 1,988 200,000 SH   DFND   200,000 0 0
SCHULTZE SPL PURP ACQUSTN CO *W EXP 12/31/202 80821R117 547 1,440,000 SH   DFND   1,440,000 0 0
SCHULTZE SPL PURP ACQUSTN CO COM 80821R109 2,920 288,000 SH   DFND   288,000 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 12,312 10,000,000 PRN   DFND   10,000,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 18,899 19,244,000 PRN   DFND   19,244,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 912 1,000,000 PRN   DFND   1,000,000 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 6,520 54,225 SH   DFND   54,225 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 41,783 19,782,000 PRN   DFND   19,782,000 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 525 26,000 SH   DFND   26,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 22,265 20,850,000 PRN   DFND   20,850,000 0 0
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 172 400,000 SH   DFND   400,000 0 0
SILVER SPIKE ACQUISITION COR CL A SHS G8136L106 7,936 800,000 SH   DFND   800,000 0 0
SOFTWARE ACQUISITION GROUP I UNIT 10/01/2026 83406B200 4,060 400,000 SH   DFND   400,000 0 0
SOURCE CAP INC COM 836144105 304 7,845 SH   DFND   7,845 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 1,620 30,925 SH   DFND   30,925 0 0
SOUTH MTN MERGER CORP *W EXP 06/20/202 838884112 674 750,000 SH   DFND   750,000 0 0
SOUTH MTN MERGER CORP COM CL A 838884104 7,896 800,000 SH   DFND   800,000 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 5,940 109,825 SH   DFND   109,825 0 0
SPARTAN ENERGY ACQUISITON CO *W EXP 08/27/202 846784122 239 434,999 SH   DFND   434,999 0 0
SPARTAN ENERGY ACQUISITON CO CL A COM STK 846784106 2,440 239,998 SH   DFND   239,998 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 56,777 45,950,000 PRN   DFND   45,950,000 0 0
SPRINT CORPORATION COM 85207U105 101,469 19,475,856 SH   DFND   19,475,856 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 75,538 27,620,000 PRN   DFND   27,620,000 0 0
SRC ENERGY INC COM 78470V108 4,177 1,013,937 SH   DFND   1,013,937 0 0
STABLE RD ACQUISITION CORP UNIT 05/15/2026 85236Q208 5,145 500,000 SH   DFND   500,000 0 0
STARS GROUP INC COM 85570W100 126,558 4,850,843 SH   DFND   4,850,843 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 119 36,000 SH   DFND   36,000 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 3,641 4,000,000 PRN   DFND   4,000,000 0 0
SWISS HELVETIA FD INC COM 870875101 154 18,363 SH   DFND   18,363 0 0
SWITCHBACK ENERGY ACQUISITIO *W EXP 07/25/202 87105M110 340 566,666 SH   DFND   566,666 0 0
SWITCHBACK ENERGY ACQUISITIO COM CL A 87105M102 16,609 1,699,998 SH   DFND   1,699,998 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 68,087 3,078,072 SH   DFND   3,078,072 0 0
TARGA RES CORP COM 87612G101 858 21,184 SH   DFND   21,184 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 139 266,666 SH   DFND   266,666 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 664 15,700 SH   DFND   15,700 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 10,494 10,000,000 PRN   DFND   10,000,000 0 0
TECH DATA CORP COM 878237106 44,779 311,829 SH   DFND   311,829 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 560 36,000 SH   DFND   36,000 0 0
TEKLA HEALTHCARE INVS SH BEN INT 87911J103 574 27,497 SH   DFND   27,497 0 0
TEKLA LIFE SCIENCES INVS SH BEN INT 87911K100 223 12,784 SH   DFND   12,784 0 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 63 250,000 SH   DFND   250,000 0 0
TESLA INC COM 88160R101 8,223 19,730 SH   DFND   19,730 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 42,439 28,025,000 PRN   DFND   28,025,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 953 1,000,000 PRN   DFND   1,000,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 18,903 18,768,000 PRN   DFND   18,768,000 0 0
THL CR SR LN FD COM 87244R103 276 18,163 SH   DFND   18,163 0 0
THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 450 500,000 SH   DFND   500,000 0 0
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 9,950 1,000,000 SH   DFND   1,000,000 0 0
TIBERIUS ACQUISITION CORP *W EXP 02/28/202 88633A115 1,206 1,057,500 SH   DFND   1,057,500 0 0
TIFFANY & CO NEW COM 886547108 120,181 899,223 SH   DFND   899,223 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 5,470 10,225,000 PRN   DFND   10,225,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 1,554 1,500,000 PRN   DFND   1,500,000 0 0
TIVO CORP COM 88870P106 3,516 414,631 SH   DFND   414,631 0 0
TKK SYMPHONY ACQUISITION COR *W EXP 02/20/202 G88950129 111 1,850,000 SH   DFND   1,850,000 0 0
TKK SYMPHONY ACQUISITION COR ORD SHS G88950103 1,539 150,000 SH   DFND   150,000 0 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 486 1,038,969 SH   DFND   1,038,969 0 0
TORTOISE ACQUISITION CORP CL A 89154L100 10,736 1,077,938 SH   DFND   1,077,938 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 7,972 7,500,000 PRN   DFND   7,500,000 0 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 1,093 1,150,000 SH   DFND   1,150,000 0 0
TRINE ACQUISITION CORP COM CL A 89628U108 8,583 860,000 SH   DFND   860,000 0 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 214 475,000 SH   DFND   475,000 0 0
TUSCAN HLDGS CORP II COM 90070A103 9,367 950,000 SH   DFND   950,000 0 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 944 1,600,000 SH   DFND   1,600,000 0 0
TUSCAN HOLDINGS CORP COM 90069K104 4,681 470,000 SH   DFND   470,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 4,844 5,000,000 PRN   DFND   5,000,000 0 0
UGI CORP NEW COM 902681105 271 6,017 SH   DFND   6,017 0 0
UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 375 1,000,000 SH   DFND   1,000,000 0 0
UNION ACQUISITION CORP II SHS G9402Q100 9,850 1,000,000 SH   DFND   1,000,000 0 0
VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 956 1,620,000 SH   DFND   1,620,000 0 0
VECTOIQ ACQUISITION CORP COM 92243N103 4,025 390,000 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 21,741 23,000,000 PRN   DFND   23,000,000 0 0
VEONEER INCORPORATED COM 92336X109 5,680 363,664 SH   DFND   363,664 0 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 3,084 3,000,000 PRN   DFND   3,000,000 0 0
VERASTEM INC NOTE 5.000%11/0 92337CAB0 4,568 5,249,000 PRN   DFND   5,249,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 10,004 7,740,000 PRN   DFND   7,740,000 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 18,899 15,000,000 PRN   DFND   15,000,000 0 0
VIRGIN GALACTIC HOLDINGS INC *W EXP 11/25/202 92766K114 279 83,334 SH   DFND   83,334 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 1,816 17,975 SH   DFND   17,975 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 5,021 5,000,000 PRN   DFND   5,000,000 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 623 100,704 SH   DFND   100,704 0 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 642 55,763 SH   DFND   55,763 0 0
WABCO HLDGS INC COM 92927K102 151,852 1,120,682 SH   DFND   1,120,682 0 0
WAYFAIR INC CL A 94419L101 3,341 36,975 SH   DFND   36,975 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 46,675 44,925,000 PRN   DFND   44,925,000 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 2,352 2,500,000 PRN   DFND   2,500,000 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 135,446 410,180 SH   DFND   410,180 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 9,901 898,496 SH   DFND   898,496 0 0
WESTERN ASSET INTM MUNI FD I COM 958435109 332 36,516 SH   DFND   36,516 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 453 23,000 SH   DFND   23,000 0 0
WILLIAMS COS INC DEL COM 969457100 747 31,910 SH   DFND   31,910 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 53,028 41,350,000 PRN   DFND   41,350,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 18,562 9,175,000 PRN   DFND   9,175,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 130,933 4,295,686 SH   DFND   4,295,686 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 15,588 248,176 SH   DFND   248,176 0 0
ZAYO GROUP HLDGS INC COM 98919V105 118,963 3,438,231 SH   DFND   3,438,231 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 28,857 21,100,000 PRN   DFND   21,100,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 18,070 18,775,000 PRN   DFND   18,775,000 0 0