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
58 COM INC SPON ADR REP A 31680Q104 17,200 318,882 SH   DFND   318,882 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 4,498 5,000,000 PRN   DFND   5,000,000 0 0
ABERDEEN EMRG MRKTS EQT INM COM 00301W105 149 24,687 SH   DFND   24,687 0 0
ABERDEEN GLOBAL PREMIER PPTY COM SH BEN INT 00302L108 129 27,758 SH   DFND   27,758 0 0
ABERDEEN INCOME CR STRATEGIE COM 003057106 407 45,494 SH   DFND   45,494 0 0
ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 653 84,868 SH   DFND   84,868 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 45,751 680,923 SH   DFND   680,923 0 0
ACAMAR PARTNERS ACQSITION CO CL A 004285102 4,561 445,000 SH   DFND   445,000 0 0
ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 953 750,000 SH   DFND   750,000 0 0
ACCEL ENTERTAINMENT INC *W EXP 11/20/202 00436Q114 156 66,666 SH   DFND   66,666 0 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 267 17,912 SH   DFND   17,912 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 51,893 1,720,020 SH   DFND   1,720,020 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 6,414 4,000,000 PRN   DFND   4,000,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 7,280 7,650,000 PRN   DFND   7,650,000 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 1,183 75,000 SH   DFND   75,000 0 0
ALCON AG ORD SHS H01301128 3,626 63,251 SH   DFND   63,251 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 420 41,607 SH   DFND   41,607 0 0
ALLIANZGI DIVIDEND INT & PRM COM 01883A107 772 69,021 SH   DFND   69,021 0 0
ALLIANZGI EQUITY & CONV INCO COM 018829101 719 31,984 SH   DFND   31,984 0 0
ALTA EQUIPMENT GROUP INC *W EXP 02/14/202 02128L114 445 425,000 SH   DFND   425,000 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 7,477 7,100,000 PRN   DFND   7,100,000 0 0
ALUSSA ENERGY ACQUISITION CO SHS CL A G0232J101 1,428 145,000 SH   DFND   145,000 0 0
ALUSSA ENERGY ACQUISITION CO *W EXP 10/31/202 G0232J119 179 325,000 SH   DFND   325,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 4,783 6,100,000 PRN   DFND   6,100,000 0 0
AMCI ACQUISITION CORP CLASS A 00165R101 1,533 150,000 SH   DFND   150,000 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 1,265 2,300,000 SH   DFND   2,300,000 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 16,824 17,800,000 PRN   DFND   17,800,000 0 0
AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 58 250,000 SH   DFND   250,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 188 187,500 SH   DFND   187,500 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 2,813 281,250 SH   DFND   281,250 0 0
ANDINA ACQUISITION CORP III *W EXP 07/31/202 G04415124 516 1,200,000 SH   DFND   1,200,000 0 0
ANDINA ACQUISITION CORP III SHS G04415108 1,539 150,000 SH   DFND   150,000 0 0
APEX TECHNOLOGY ACQUISITION *W EXP 09/18/202 03768F110 340 200,000 SH   DFND   200,000 0 0
APEX TECHNOLOGY ACQUISITION COM CL A 03768F102 1,486 145,000 SH   DFND   145,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 4,995 5,700,000 PRN   DFND   5,700,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 11,352 13,825,000 PRN   DFND   13,825,000 0 0
APOLLO SR FLOATING RATE FD I COM 037636107 575 46,274 SH   DFND   46,274 0 0
APOLLO TACTICAL INCOME FD IN COM 037638103 379 30,542 SH   DFND   30,542 0 0
APPLIED MOLECULAR TRANS INC COM 03824M109 251 10,000 SH   DFND   10,000 0 0
ARBOR RLTY TR INC NOTE 5.250% 7/0 038923AH1 1,420 1,500,000 PRN   DFND   1,500,000 0 0
ARCONIC CORPORATION COM 03966V107 4,490 322,346 SH   DFND   322,346 0 0
ARCOSA INC COM 039653100 3,666 86,862 SH   DFND   86,862 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 6,362 6,500,000 PRN   DFND   6,500,000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 556 46,616 SH   DFND   46,616 0 0
ARLO TECHNOLOGIES INC COM 04206A101 1,647 638,321 SH   DFND   638,321 0 0
ARYA SCIENCES ACQUISITION CO *W EXP 10/10/202 G3165V125 268 50,000 SH   DFND   50,000 0 0
ARYA SCIENCES ACQUISTION CO UNIT 06/09/2027 G31655114 464 40,000 SH   DFND   40,000 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 427 41,302 SH   DFND   41,302 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 22,694 23,475,000 PRN   DFND   23,475,000 0 0
ATLAS TECHNICAL CONSULTANTS *W EXP 11/26/202 049430119 611 1,565,744 SH   DFND   1,565,744 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 9,290 11,225,000 PRN   DFND   11,225,000 0 0
AZEK CO INC CL A 05478C105 319 10,000 SH   DFND   10,000 0 0
B RILEY PRIN MERGER CORP II CL A 05600U106 13,355 1,244,647 SH   DFND   1,244,647 0 0
B RILEY PRIN MERGER CORP II *W EXP 05/06/202 05600U114 1,094 625,000 SH   DFND   625,000 0 0
BARINGS GLOBAL SHORT DURATIO COM 06760L100 523 41,602 SH   DFND   41,602 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 6,407 8,093,000 PRN   DFND   8,093,000 0 0
BIG ROCK PARTNERS ACQUISI CO RIGHT 12/01/2022 089482129 56 200,000 SH   DFND   200,000 0 0
BIG ROCK PARTNERS ACQUISI CO *W EXP 12/01/202 089482111 45 100,000 SH   DFND   100,000 0 0
BIOCERES CROP SOLUTIONS CORP *W EXP 03/14/202 G1117K106 262 1,249,900 SH   DFND   1,249,900 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 911 7,390 SH   DFND   7,390 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 5,449 343,799 SH   DFND   343,799 0 0
BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 1,212 92,042 SH   DFND   92,042 0 0
BLACKROCK DEBT STRATEGIES FD COM NEW 09255R202 315 33,762 SH   DFND   33,762 0 0
BLACKROCK ENERGY & RES TR COM 09250U101 122 16,924 SH   DFND   16,924 0 0
BLACKROCK ENH CAP & INC FD I COM 09256A109 333 23,046 SH   DFND   23,046 0 0
BLACKROCK ENHANCED EQUITY DI COM 09251A104 892 121,500 SH   DFND   121,500 0 0
BLACKROCK ENHANCED GLOBAL DI COM 092501105 521 55,257 SH   DFND   55,257 0 0
BLACKROCK ENHANCED INTL DIV COM BENE INTER 092524107 56 10,900 SH   DFND   10,900 0 0
BLACKROCK FLOATING RATE INCO COM 09255X100 865 77,348 SH   DFND   77,348 0 0
BLACKROCK FLOATING RATE INCO COM 091941104 644 58,657 SH   DFND   58,657 0 0
BLACKROCK LTD DURATION INC T COM SHS 09249W101 241 17,270 SH   DFND   17,270 0 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 450 31,254 SH   DFND   31,254 0 0
BLACKROCK MUN INCOME INVT TR SHS BEN INT 09248H105 267 20,982 SH   DFND   20,982 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 223 16,181 SH   DFND   16,181 0 0
BLACKROCK MUNIENHANCED FD IN COM 09253Y100 152 13,884 SH   DFND   13,884 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 151 11,266 SH   DFND   11,266 0 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 229 17,735 SH   DFND   17,735 0 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 184 12,321 SH   DFND   12,321 0 0
BLACKROCK MUNIHOLDINGS QUALI COM 09254A101 215 17,693 SH   DFND   17,693 0 0
BLACKROCK MUNIVEST FD II INC COM 09253T101 254 18,734 SH   DFND   18,734 0 0
BLACKROCK MUNIVEST FD INC COM 09253R105 1,035 123,204 SH   DFND   123,204 0 0
BLACKROCK MUNIYIELD CALIF FD COM 09254M105 214 15,384 SH   DFND   15,384 0 0
BLACKROCK MUNIYIELD CALIF QU COM 09254N103 195 14,049 SH   DFND   14,049 0 0
BLACKROCK MUNIYIELD FD INC COM 09253W104 1,170 86,119 SH   DFND   86,119 0 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 294 23,409 SH   DFND   23,409 0 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 410 30,196 SH   DFND   30,196 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254E103 824 63,265 SH   DFND   63,265 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 163 12,053 SH   DFND   12,053 0 0
BLACKROCK RES & COMMODITIES SHS 09257A108 771 125,734 SH   DFND   125,734 0 0
BLACKSTONE GSO FLTING RTE FU COM 09256U105 609 47,335 SH   DFND   47,335 0 0
BLACKSTONE GSO LNG SHRT CR I COM SHS BN INT 09257D102 444 36,836 SH   DFND   36,836 0 0
BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 869 76,125 SH   DFND   76,125 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 6,956 7,525,000 PRN   DFND   7,525,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 4,147 4,400,000 PRN   DFND   4,400,000 0 0
BNY MELLON STRATEGIC MUN BD COM 09662E109 575 79,439 SH   DFND   79,439 0 0
BOOKING HOLDINGS INC COM 09857L108 5,018 3,183 SH   DFND   3,183 0 0
BOULDER GROWTH & INCOME FD I COM 101507101 187 19,824 SH   DFND   19,824 0 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 556 1,750,000 SH   DFND   1,750,000 0 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 468 955,002 SH   DFND   955,002 0 0
BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 963 57,778 SH   DFND   57,778 0 0
CAESARS ENTMT CORP COM 127686103 42,674 3,518,060 SH   DFND   3,518,060 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 3,371 2,000,000 PRN   DFND   2,000,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 2,478 2,500,000 PRN   DFND   2,500,000 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 4,333 195,008 SH   DFND   195,008 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 740 123,991 SH   DFND   123,991 0 0
CC NEUBERGER PRINCIPAL HLDNG *W EXP 99/99/999 G1992Y122 242 166,666 SH   DFND   166,666 0 0
CC NEUBERGER PRINCIPAL HLDNG COM G1992Y114 1,460 145,000 SH   DFND   145,000 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 3,893 108,750 SH   DFND   108,750 0 0
CENTRAL SECS CORP COM 155123102 202 6,999 SH   DFND   6,999 0 0
CF FIN ACQUISITION CORP COM CL A 12528N107 1,573 145,000 SH   DFND   145,000 0 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 2,025 1,500,000 SH   DFND   1,500,000 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 19,589 450,177 SH   DFND   450,177 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 8,444 5,950,000 PRN   DFND   5,950,000 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 490 500,000 SH   DFND   500,000 0 0
CHP MERGER CORP COM CL A 12558Y106 1,444 145,000 SH   DFND   145,000 0 0
CHURCHILL CAP CORP II CL A 17143G106 2,008 177,655 SH   DFND   177,655 0 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 337 116,666 SH   DFND   116,666 0 0
CHURCHILL CAP CORP III *W EXP 03/01/202 17144C112 225 75,000 SH   DFND   75,000 0 0
CHURCHILL CAP CORP III COM 17144C104 3,237 300,000 SH   DFND   300,000 0 0
CIIG MERGER CORP COM CL A 12559C103 1,436 145,000 SH   DFND   145,000 0 0
CIIG MERGER CORP *W EXP 12/31/202 12559C111 238 250,000 SH   DFND   250,000 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 29,060 1,956,895 SH   DFND   1,956,895 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 1,419 144,500 SH   DFND   144,500 0 0
CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 146 200,000 SH   DFND   200,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 6,282 6,863,000 PRN   DFND   6,863,000 0 0
CLOUGH GLOBAL EQUITY FD COM 18914C100 232 21,828 SH   DFND   21,828 0 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 756 86,811 SH   DFND   86,811 0 0
COHEN & STEERS QUALITY INCOM COM 19247L106 865 79,123 SH   DFND   79,123 0 0
COHEN & STEERS REIT & PFD &I COM 19247X100 614 32,115 SH   DFND   32,115 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 5,946 48,775 SH   DFND   48,775 0 0
COLLECTIVE GROWTH CORP UNIT 04/29/2025 19424L200 9,510 1,000,000 SH   DFND   1,000,000 0 0
COLLIER CREEK HOLDINGS *W EXP 99/99/999 G22707114 379 116,666 SH   DFND   116,666 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 3,172 5,000,000 PRN   DFND   5,000,000 0 0
CONYERS PK II ACQUISITION CO COM CL A 212896104 663 60,000 SH   DFND   60,000 0 0
CONYERS PK II ACQUISITION CO *W EXP 07/18/202 212896112 39 18,750 SH   DFND   18,750 0 0
CORELOGIC INC COM 21871D103 1,479 21,996 SH   DFND   21,996 0 0
CORTEVA INC COM 22052L104 3,990 150,781 SH   DFND   150,781 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 5,468 3,000,000 PRN   DFND   3,000,000 0 0
COVETRUS INC COM 22304C100 4,137 238,605 SH   DFND   238,605 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 1,090 925,000 PRN   DFND   925,000 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 3,661 350,000 SH   DFND   350,000 0 0
CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 1,500 1,000,000 SH   DFND   1,000,000 0 0
CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 6,142 2,575,000 PRN   DFND   2,575,000 0 0
DASEKE INC *W EXP 02/27/202 23753F115 20 378,003 SH   DFND   378,003 0 0
DELAWARE INVTS MINN MUN INCO COM 24610V103 261 20,612 SH   DFND   20,612 0 0
DELPHI TECHNOLOGIES PL SHS G2709G107 38,056 2,678,085 SH   DFND   2,678,085 0 0
DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 250 25,000 SH   DFND   25,000 0 0
DIAMONDPEAK HLDGS COR *W EXP 02/22/202 25280H118 1,349 766,666 SH   DFND   766,666 0 0
DIAMONDPEAK HLDGS COR COM CL A 25280H100 1,494 145,000 SH   DFND   145,000 0 0
DISCOVERY INC COM SER C 25470F302 4,559 236,717 SH   DFND   236,717 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 7,968 8,650,000 PRN   DFND   8,650,000 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 1,973 19,350 SH   DFND   19,350 0 0
DOW INC COM 260557103 3,949 98,515 SH   DFND   98,515 0 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 2,385 55,875 SH   DFND   55,875 0 0
DTF TAX-FREE INCOME INC COM 23334J107 157 11,020 SH   DFND   11,020 0 0
DWS MUN INCOME TR COM 233368109 1,231 114,018 SH   DFND   114,018 0 0
DWS STRATEGIC MUN INCOME TR COM 23342Q101 274 26,117 SH   DFND   26,117 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 63,719 1,281,298 SH   DFND   1,281,298 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 69 275,000 SH   DFND   275,000 0 0
EAST STONE ACQUISITION CORP SHS G2911D108 2,714 275,000 SH   DFND   275,000 0 0
EATON VANCE FLTING RATE INC COM 278279104 858 75,248 SH   DFND   75,248 0 0
EATON VANCE LTD DURATION INC COM 27828H105 186 16,510 SH   DFND   16,510 0 0
EATON VANCE MUN BD FD COM 27827X101 399 31,360 SH   DFND   31,360 0 0
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 1,034 82,748 SH   DFND   82,748 0 0
EATON VANCE NATL MUN OPPORTU COM SHS 27829L105 328 16,701 SH   DFND   16,701 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 170 14,563 SH   DFND   14,563 0 0
EATON VANCE SR FLTNG RTE TR COM 27828Q105 799 70,552 SH   DFND   70,552 0 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 85 15,915 SH   DFND   15,915 0 0
EATON VANCE TAX-MANAGED GLOB COM 27829F108 861 116,645 SH   DFND   116,645 0 0
EATON VANCE TX ADV GLBL DIV COM 27828S101 360 25,199 SH   DFND   25,199 0 0
EATON VANCE TXMGD GL BUYWR O COM 27829C105 956 110,517 SH   DFND   110,517 0 0
EL PASO ELEC CO COM NEW 283677854 39,451 588,823 SH   DFND   588,823 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 997 1,000,000 PRN   DFND   1,000,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 1,235 1,000,000 PRN   DFND   1,000,000 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 2,368 292,042 SH   DFND   292,042 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 23,340 17,037,000 PRN   DFND   17,037,000 0 0
EXPERIENCE INVT CORP COM CL A 30217C109 1,446 145,000 SH   DFND   145,000 0 0
EXPERIENCE INVT CORP *W EXP 09/01/202 30217C117 333 333,332 SH   DFND   333,332 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 1,906 2,000,000 PRN   DFND   2,000,000 0 0
EZCORP INC NOTE 2.375% 5/0 302301AE6 4,308 5,500,000 PRN   DFND   5,500,000 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 20 222,879 SH   DFND   222,879 0 0
FAR PT ACQUISITION CORP COM CL A 30734W109 3,584 349,998 SH   DFND   349,998 0 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 150 299,999 SH   DFND   299,999 0 0
FEDERATED HERMES PREM MUNI I COM 31423P108 406 30,729 SH   DFND   30,729 0 0
FINSERV ACQUISITION CORP CL A 318085107 1,443 145,000 SH   DFND   145,000 0 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 2,232 200,000 SH   DFND   200,000 0 0
FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 2,645 1,150,000 SH   DFND   1,150,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 13,075 14,375,000 PRN   DFND   14,375,000 0 0
FIRST EAGLE SENIOR LOAN FUND COM NEW 32010E100 138 11,181 SH   DFND   11,181 0 0
FIRST TR DYNAMIC EUROPE EQUI COM SHS 33740D107 348 33,685 SH   DFND   33,685 0 0
FIRST TR ENERGY INCOME & GRW COM 33738G104 411 38,006 SH   DFND   38,006 0 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 319 29,260 SH   DFND   29,260 0 0
FIRST TR SR FLOATING RATE 20 COM SHS 33740K101 292 35,314 SH   DFND   35,314 0 0
FITBIT INC CL A 33812L102 33,758 5,225,755 SH   DFND   5,225,755 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 2,720 3,245,000 PRN   DFND   3,245,000 0 0
FLYING EAGLE ACQUISITION COR COM 34407Y103 220 20,000 SH   DFND   20,000 0 0
FOLEY TRASIMENE ACQUISTN COR UNIT 99/99/9999 34431F203 10,670 1,000,000 SH   DFND   1,000,000 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 21,285 1,004,025 SH   DFND   1,004,025 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 9,181 9,300,000 PRN   DFND   9,300,000 0 0
FORTRESS VALUE ACQUISITION C UNIT 99/99/9999 34962V205 10,300 1,000,000 SH   DFND   1,000,000 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 3,255 692,580 SH   DFND   692,580 0 0
FOX CORP CL A COM 35137L105 3,413 127,405 SH   DFND   127,405 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 1,699 65,979 SH   DFND   65,979 0 0
FRANKLIN LTD DURATION INCOME COM 35472T101 180 21,221 SH   DFND   21,221 0 0
FRONTDOOR INC COM 35905A109 2,932 66,145 SH   DFND   66,145 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 8,260 6,510,000 PRN   DFND   6,510,000 0 0
FUSION ACQUISITION CORP UNIT 99/99/9999 36118H204 5,080 500,000 SH   DFND   500,000 0 0
GABELLI DIVID & INCOME TR COM 36242H104 1,303 74,019 SH   DFND   74,019 0 0
GABELLI HLTHCARE & WELLNESS SHS 36246K103 136 13,590 SH   DFND   13,590 0 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 225 225,000 PRN   DFND   225,000 0 0
GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 189 325,000 SH   DFND   325,000 0 0
GALILEO ACQUISITION CORP SHS G3770A102 3,221 325,000 SH   DFND   325,000 0 0
GARRETT MOTION INC COM 366505105 2,293 413,930 SH   DFND   413,930 0 0
GDL FUND COM SH BEN IT 361570104 112 13,617 SH   DFND   13,617 0 0
GENERAL AMERN INVS INC COM 368802104 367 11,548 SH   DFND   11,548 0 0
GENWORTH FINL INC COM CL A 37247D106 13,460 5,826,940 SH   DFND   5,826,940 0 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 17,196 344,475 SH   DFND   344,475 0 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 379 765,000 SH   DFND   765,000 0 0
GIGCAPITAL2 INC COM 375036100 2,058 203,000 SH   DFND   203,000 0 0
GIGCAPITAL3 INC UNIT 99/99/9999 37519D206 12,048 1,200,000 SH   DFND   1,200,000 0 0
GLRY STR NW MDIA GRUP HLDG L *W EXP 02/13/202 G39973113 71 1,850,000 SH   DFND   1,850,000 0 0
GOGO INC NOTE 6.000% 5/1 38046CAD1 4,132 5,875,000 PRN   DFND   5,875,000 0 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 2,041 301,042 SH   DFND   301,042 0 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 2,380 1,106,820 SH   DFND   1,106,820 0 0
GORES HLDGS IV INC *W EXP 01/22/202 382865111 90 50,000 SH   DFND   50,000 0 0
GORES HLDGS IV INC COM CL A 382865103 2,020 200,000 SH   DFND   200,000 0 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 328 166,666 SH   DFND   166,666 0 0
GORES METROPOULOS INC COM CL A 382872109 2,672 249,999 SH   DFND   249,999 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 3,033 3,000,000 PRN   DFND   3,000,000 0 0
GRAF INDL CORP *W EXP 12/31/202 384278115 4,063 1,782,000 SH   DFND   1,782,000 0 0
GRAF INDL CORP COM 384278107 338 24,328 SH   DFND   24,328 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 3,525 5,000,000 PRN   DFND   5,000,000 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 1,401 1,750,000 PRN   DFND   1,750,000 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 4,288 5,187,000 PRN   DFND   5,187,000 0 0
GREENROSE ACQUISITION CORP UNIT 02/28/2024 395392202 3,000 300,000 SH   DFND   300,000 0 0
GREENVISION ACQUISITION CORP *W EXP 10/28/202 39678G111 48 170,000 SH   DFND   170,000 0 0
GREENVISION ACQUISITION CORP COM 39678G103 194 19,500 SH   DFND   19,500 0 0
GREENVISION ACQUISITION CORP RIGHT 06/01/2021 39678G129 48 170,000 SH   DFND   170,000 0 0
GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 1,296 810,000 SH   DFND   810,000 0 0
GRUBHUB INC COM 400110102 22,830 331,734 SH   DFND   331,734 0 0
GS ACQUISITION HLDGS CORP II UNIT 99/99/9999 36258Q204 1,051 100,000 SH   DFND   100,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 7,946 11,750,000 PRN   DFND   11,750,000 0 0
GX ACQUISITION CORP COM CL A 36251A107 1,559 152,800 SH   DFND   152,800 0 0
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 1,140 1,000,000 SH   DFND   1,000,000 0 0
HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 1,047 666,666 SH   DFND   666,666 0 0
HAYMAKER ACQUISITION CORP II COM CL A 42087L101 1,501 145,000 SH   DFND   145,000 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 5,961 6,000,000 PRN   DFND   6,000,000 0 0
HEALTHCARE MERGER CORP *W EXP 12/17/202 42227L110 403 350,000 SH   DFND   350,000 0 0
HEALTHCARE MERGER CORP COM CL A 42227L102 1,703 170,000 SH   DFND   170,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 2,909 3,500,000 PRN   DFND   3,500,000 0 0
HENNESSY CAP ACQUSTION CORP CL A COM 42589C104 2,150 200,000 SH   DFND   200,000 0 0
HENNESSY CAP ACQUSTION CORP *W EXP 09/05/202 42589C112 1,650 1,500,000 SH   DFND   1,500,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 4,200 4,300,000 PRN   DFND   4,300,000 0 0
HIGHLAND GLOBAL ALLOCATION F COM 43010T104 203 31,528 SH   DFND   31,528 0 0
HL ACQUISITIONS CORP RIGHT 07/17/2023 G4603R130 254 270,000 SH   DFND   270,000 0 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 610 270,000 SH   DFND   270,000 0 0
HL ACQUISITIONS CORP SHS G4603R106 385 31,622 SH   DFND   31,622 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 9,386 11,325,000 PRN   DFND   11,325,000 0 0
HUDSON EXECUTIVE INVT CORP UNIT 06/21/2025 443761200 5,610 550,000 SH   DFND   550,000 0 0
HYCROFT MINING HOLDING CORP *W EXP 02/12/202 44862P117 1,901 1,520,755 SH   DFND   1,520,755 0 0
IAA INC COM 449253103 3,713 98,722 SH   DFND   98,722 0 0
IBERIABANK CORP COM 450828108 48,860 1,072,911 SH   DFND   1,072,911 0 0
ILLUMINA INC COM 452327109 1,815 5,000 SH   DFND   5,000 0 0
INARI MED INC COM 45332Y109 242 5,000 SH   DFND   5,000 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 3,965 192,940 SH   DFND   192,940 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 3,775 4,425,000 PRN   DFND   4,425,000 0 0
INFRA AND ENERGY ALTRNTIVE I *W EXP 05/20/202 45686J112 51 343,006 SH   DFND   343,006 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 3,171 3,000,000 PRN   DFND   3,000,000 0 0
INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 24,916 5,000,000 PRN   DFND   5,000,000 0 0
INSEEGO CORP COM 45782B104 306 26,364 SH   DFND   26,364 0 0
INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 7,372 7,000,000 PRN   DFND   7,000,000 0 0
INSURANCE ACQUISITION CORP *W EXP 03/31/202 457867117 2,101 550,000 SH   DFND   550,000 0 0
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 5,588 550,000 SH   DFND   550,000 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 6,200 15,500,000 PRN   DFND   15,500,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 1,667 1,950,000 PRN   DFND   1,950,000 0 0
INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 788 75,378 SH   DFND   75,378 0 0
INVESCO CALIF MUN INCOME TR COM 46132P108 2,195 151,929 SH   DFND   151,929 0 0
INVESCO CALIF VALUE MUN INCO COM 46132H106 1,753 150,075 SH   DFND   150,075 0 0
INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 804 90,332 SH   DFND   90,332 0 0
INVESCO MUN OPPORTUNITY TR COM 46132C107 580 48,899 SH   DFND   48,899 0 0
INVESCO MUN TR COM 46131J103 604 51,364 SH   DFND   51,364 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 338 28,460 SH   DFND   28,460 0 0
INVESCO QUALITY MUN INCOME T COM 46133G107 950 79,722 SH   DFND   79,722 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 839 69,655 SH   DFND   69,655 0 0
INVESCO TR INVT GRADE NEW YO COM 46131T101 551 45,242 SH   DFND   45,242 0 0
IVY HIGH INCOME OPPORTUNITIE COM 465893105 169 15,006 SH   DFND   15,006 0 0
JAWS ACQUISITION CORP UNIT 99/99/9999 G50744120 6,258 600,000 SH   DFND   600,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 733 750,000 PRN   DFND   750,000 0 0
JUNIPER INDL HLDGS INC COM CL A 48205G106 2,941 295,000 SH   DFND   295,000 0 0
JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 522 600,000 SH   DFND   600,000 0 0
KALEYRA INC *W EXP 12/12/202 483379111 731 1,125,000 SH   DFND   1,125,000 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 5,746 4,100,000 PRN   DFND   4,100,000 0 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 155 500,000 SH   DFND   500,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 7,305 6,475,000 PRN   DFND   6,475,000 0 0
KENSINGTON CAP ACQUISITION C UNIT 07/01/2027 490073202 5,010 500,000 SH   DFND   500,000 0 0
KKR INCOME OPPORTUNITIES FD COM 48249T106 620 50,286 SH   DFND   50,286 0 0
KONTOOR BRANDS INC COM 50050N103 3,493 196,150 SH   DFND   196,150 0 0
LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 3,062 583,332 SH   DFND   583,332 0 0
LAZARD GLOBAL TOTAL RETURN & COM 52106W103 421 29,872 SH   DFND   29,872 0 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 613 1,250,000 SH   DFND   1,250,000 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 1,920 200,000 SH   DFND   200,000 0 0
LEGG MASON INC COM 524901105 40,974 823,599 SH   DFND   823,599 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 588 625,000 SH   DFND   625,000 0 0
LEO HOLDINGS CORP *W EXP 07/31/202 G5463L113 1,394 1,115,000 SH   DFND   1,115,000 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 1,080 1,200,000 SH   DFND   1,200,000 0 0
LF CAP ACQUISITION CORP CL A 50200K108 2,140 200,000 SH   DFND   200,000 0 0
LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 52 57,500 SH   DFND   57,500 0 0
LGL SYS ACQUISITION CORP COM CL A 50201G106 1,140 115,000 SH   DFND   115,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 1,013 1,367,341 PRN   DFND   1,367,341 0 0
LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 4,321 9,000,000 PRN   DFND   9,000,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,054 1,000,000 PRN   DFND   1,000,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 9,240 10,506,000 PRN   DFND   10,506,000 0 0
LION GROUP HOLDING LTD *W EXP 06/17/202 53620U110 66 400,000 SH   DFND   400,000 0 0
LION GROUP HOLDING LTD ADS 53620U102 171 55,912 SH   DFND   55,912 0 0
LIV CAP ACQUISITION CORP CL A G5510C108 1,578 160,000 SH   DFND   160,000 0 0
LIV CAP ACQUISITION CORP *W EXP 12/13/202 G5510C116 50 160,000 SH   DFND   160,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,225 28,088 SH   DFND   28,088 0 0
LIVE OAK ACQUISITION CORP UNIT 99/99/9999 53804F202 12,675 1,265,000 SH   DFND   1,265,000 0 0
LIVENT CORP COM 53814L108 3,571 579,711 SH   DFND   579,711 0 0
LMP CAP & INCOME FD INC COM 50208A102 163 16,298 SH   DFND   16,298 0 0
LOGMEIN INC COM 54142L109 33,897 399,870 SH   DFND   399,870 0 0
LONGEVITY ACQUISITION CORP *W EXP 07/31/202 G56372116 25 125,000 SH   DFND   125,000 0 0
LONGEVITY ACQUISITION CORP RIGHT 07/31/2020 G56372124 25 125,000 SH   DFND   125,000 0 0
LONGVIEW ACQUISITION CORP UNIT 99/99/9999 543195200 12,625 1,250,000 SH   DFND   1,250,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 15,215 10,421,000 PRN   DFND   10,421,000 0 0
MACQUARIE GLOBAL INFRASTRUCT COM 55608D101 284 16,100 SH   DFND   16,100 0 0
MADISON COVERED CALL & EQUIT COM 557437100 185 32,721 SH   DFND   32,721 0 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 3,306 44,086 SH   DFND   44,086 0 0
MAGNACHIP SEMICONDUCTOR SA NOTE 5.000% 3/0 55932XAB0 2,689 2,000,000 PRN   DFND   2,000,000 0 0
MEGALITH FINL ACQUISITION CO CL A COM 58518F109 1,642 150,000 SH   DFND   150,000 0 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 969 1,153,800 SH   DFND   1,153,800 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 34,186 14,925,000 PRN   DFND   14,925,000 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 188 375,000 SH   DFND   375,000 0 0
MERIDA MERGER CORP I COM 58953M106 1,420 145,000 SH   DFND   145,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 10,461 10,475,000 PRN   DFND   10,475,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 5,718 6,425,000 PRN   DFND   6,425,000 0 0
MFS MUN INCOME TR SH BEN INT 552738106 712 114,050 SH   DFND   114,050 0 0
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 41,072 28,141,000 PRN   DFND   28,141,000 0 0
MILLER HOWARD HIGH INC EQTY COM SHS BEN IN 600379101 84 13,812 SH   DFND   13,812 0 0
MOBILE MINI INC COM 60740F105 5,093 172,655 SH   DFND   172,655 0 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 1,092 1,680,597 SH   DFND   1,680,597 0 0
MONOCLE ACQUISITION CORP COM 609754106 2,378 231,119 SH   DFND   231,119 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 132 259,500 SH   DFND   259,500 0 0
NESCO HLDGS INC *W EXP 01/01/202 64083J112 15 83,328 SH   DFND   83,328 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 44 14,495 SH   DFND   14,495 0 0
NETFIN ACQUISITION CORP SHS CL A G6455A107 2,150 200,000 SH   DFND   200,000 0 0
NETFIN ACQUISITION CORP *W EXP 08/01/202 G6455A115 815 500,000 SH   DFND   500,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5,520 3,300,000 PRN   DFND   3,300,000 0 0
NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 328 240,847 SH   DFND   240,847 0 0
NEW GERMANY FD INC COM 644465106 163 10,737 SH   DFND   10,737 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 6,471 6,875,000 PRN   DFND   6,875,000 0 0
NEW PROVIDENCE ACQUISITION *W EXP 09/11/202 64822P114 750 500,000 SH   DFND   500,000 0 0
NEW PROVIDENCE ACQUISITION COM CL A 64822P106 1,966 195,000 SH   DFND   195,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 2,809 2,900,000 PRN   DFND   2,900,000 0 0
NEWMARK GROUP INC CL A 65158N102 4,220 868,284 SH   DFND   868,284 0 0
NEWS CORP NEW CL A 65249B109 899 77,070 SH   DFND   77,070 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 4,883 100,000 SH   DFND   100,000 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 3,718 87,500 SH   DFND   87,500 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 24,417 2,400,000 PRN   DFND   2,400,000 0 0
NOVUS CAP CORP *W EXP 06/30/202 67012U116 504 700,000 SH   DFND   700,000 0 0
NOVUS CAP CORP COM 67012U108 6,867 700,000 SH   DFND   700,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3,734 3,675,000 PRN   DFND   3,675,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 5,917 5,000,000 PRN   DFND   5,000,000 0 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 2,449 160,306 SH   DFND   160,306 0 0
NUVEEN AMT-FREE MUN VALUE FD COM 670695105 304 19,396 SH   DFND   19,396 0 0
NUVEEN ARIZONA QLTY MUN INC COM 67061W104 321 23,621 SH   DFND   23,621 0 0
NUVEEN CA QUALTY MUN INCOME COM 67066Y105 204 14,275 SH   DFND   14,275 0 0
NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 486 83,268 SH   DFND   83,268 0 0
NUVEEN DIVERSIFIED DIVID & I COM 6706EP105 176 22,712 SH   DFND   22,712 0 0
NUVEEN DOW 30 DYNAMIC OVERWR SHS 67075F105 302 22,199 SH   DFND   22,199 0 0
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 752 95,852 SH   DFND   95,852 0 0
NUVEEN MICH QUALITY MUN INCO COM 670979103 246 17,955 SH   DFND   17,955 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 3,076 208,415 SH   DFND   208,415 0 0
NUVEEN NEW JERSEY QULT MUN F COM 67069Y102 878 66,294 SH   DFND   66,294 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 946 73,421 SH   DFND   73,421 0 0
NUVEEN NEW YORK QLT MUN INC COM 67066X107 274 20,340 SH   DFND   20,340 0 0
NUVEEN OHIO QLTY MUN INCOME COM 670980101 230 15,302 SH   DFND   15,302 0 0
NUVEEN REAL ASSET INCOME & G COM 67074Y105 623 53,352 SH   DFND   53,352 0 0
NUVEEN REAL ESTATE INCOME FD COM 67071B108 427 57,136 SH   DFND   57,136 0 0
NUVEEN S&P 500 BUY-WRITE INC COM 6706ER101 807 73,348 SH   DFND   73,348 0 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 289 24,530 SH   DFND   24,530 0 0
NUVEEN VIRGINIA QLTY MUNCPL COM 67064R102 285 19,984 SH   DFND   19,984 0 0
OAKTREE ACQUISITION CORP *W EXP 99/99/999 G67145113 88 66,666 SH   DFND   66,666 0 0
OAKTREE ACQUISITION CORP SHS CL A G67145105 2,034 199,998 SH   DFND   199,998 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 1,171 1,125,000 PRN   DFND   1,125,000 0 0
OPES ACQUISITION CORP *W EXP 03/13/202 68373P118 1,025 250,000 SH   DFND   250,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2,042 1,950,000 PRN   DFND   1,950,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 3,318 3,450,000 PRN   DFND   3,450,000 0 0
OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 1,457 145,000 SH   DFND   145,000 0 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 394 375,000 SH   DFND   375,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 3,307 58,156 SH   DFND   58,156 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 5,086 4,650,000 PRN   DFND   4,650,000 0 0
PAE INC *W EXP 09/11/202 69290Y117 803 333,332 SH   DFND   333,332 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2,491 3,050,000 PRN   DFND   3,050,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 1,510 1,500,000 PRN   DFND   1,500,000 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 203 34,442 SH   DFND   34,442 0 0
PHUNWARE INC *W EXP 12/26/202 71948P118 14 58,632 SH   DFND   58,632 0 0
PIONEER FLOATING RATE TR COM 72369J102 100 10,532 SH   DFND   10,532 0 0
PIONEER HIGH INCOME TR COM 72369H106 173 23,279 SH   DFND   23,279 0 0
PIONEER MUN HIGH INCOME ADVA COM 723762100 810 77,102 SH   DFND   77,102 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 967 85,683 SH   DFND   85,683 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 1,979 194,998 SH   DFND   194,998 0 0
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 11,475 12,925,000 PRN   DFND   12,925,000 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 26,846 1,492,287 SH   DFND   1,492,287 0 0
PRECIGEN INC COM 74017N105 536 107,389 SH   DFND   107,389 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 11,289 10,600,000 PRN   DFND   10,600,000 0 0
PROPTECH ACQUISITION CORP *W EXP 05/26/202 74349F119 228 325,000 SH   DFND   325,000 0 0
PROPTECH ACQUISITION CORP COM CL A 74349F101 1,465 145,000 SH   DFND   145,000 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 13,736 13,950,000 PRN   DFND   13,950,000 0 0
PURE ACQUISITION CORP CL A 74621Q106 1,617 150,000 SH   DFND   150,000 0 0
QIAGEN NV SHS NEW N72482123 47,707 1,114,390 SH   DFND   1,114,390 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 1,496 10,450 SH   DFND   10,450 0 0
RANPAK HLDGS CORP *W EXP 06/03/202 75321W111 628 405,000 SH   DFND   405,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 13,545 10,042,000 PRN   DFND   10,042,000 0 0
REALPAGE INC NOTE 1.500% 5/1 75606NAC3 3,241 3,000,000 PRN   DFND   3,000,000 0 0
REPLAY ACQUISITION CORP COM G75130107 2,856 280,000 SH   DFND   280,000 0 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 518 575,000 SH   DFND   575,000 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 5,546 490,821 SH   DFND   490,821 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 7,513 9,000,000 PRN   DFND   9,000,000 0 0
RH NOTE 6/1 74967XAA1 7,849 5,600,000 PRN   DFND   5,600,000 0 0
RMG ACQUISITION CORP CL A 749641106 5,064 494,998 SH   DFND   494,998 0 0
RMG ACQUISITION CORP *W EXP 02/21/202 749641114 817 833,332 SH   DFND   833,332 0 0
ROSEHILL RES INC *W EXP 04/27/202 777385113 15 244,800 SH   DFND   244,800 0 0
ROTH CH ACQUISITION I CO COM 778675108 2,716 280,000 SH   DFND   280,000 0 0
ROTH CH ACQUISITION I CO *W EXP 01/28/202 778675116 105 210,000 SH   DFND   210,000 0 0
ROYALTY PHARMA PLC SHS CL A G7709Q104 243 5,000 SH   DFND   5,000 0 0
ROYCE MICRO-CAP TR INC COM 780915104 676 93,847 SH   DFND   93,847 0 0
ROYCE VALUE TR INC COM 780910105 1,120 89,296 SH   DFND   89,296 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 10,626 4,625,000 PRN   DFND   4,625,000 0 0
SC HEALTH CORP COM CL A G78516203 2,022 200,000 SH   DFND   200,000 0 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 324 300,000 SH   DFND   300,000 0 0
SCHULTZE SPL PURP ACQUSTN CO *W EXP 12/31/202 80821R117 1,858 1,440,000 SH   DFND   1,440,000 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 4,812 5,575,000 PRN   DFND   5,575,000 0 0
SCVX CORP UNIT 99/99/9999 G79448109 2,072 200,000 SH   DFND   200,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 6,265 7,169,000 PRN   DFND   7,169,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 754 1,000,000 PRN   DFND   1,000,000 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 776 7,925 SH   DFND   7,925 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 14,064 14,750,000 PRN   DFND   14,750,000 0 0
SILVER SPIKE ACQUISITION COR CL A SHS G8136L106 1,465 145,000 SH   DFND   145,000 0 0
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 200 400,000 SH   DFND   400,000 0 0
SOCIAL CAP HDOSPHIA HLDG CO UNIT 99/99/9999 G8250T117 7,536 600,000 SH   DFND   600,000 0 0
SOCIAL CAP HEDSPIA HLDG CO I UNIT 99/99/9999 G8251K123 8,309 700,000 SH   DFND   700,000 0 0
SOFTWARE ACQUISITION GROUP I COM CL A 83406B101 2,416 240,880 SH   DFND   240,880 0 0
SOFTWARE ACQUISITION GROUP I *W EXP 10/01/202 83406B119 226 200,000 SH   DFND   200,000 0 0
SOURCE CAP INC COM 836144105 341 10,306 SH   DFND   10,306 0 0
SOUTH MTN MERGER CORP COM CL A 838884104 3,006 295,000 SH   DFND   295,000 0 0
SOUTH MTN MERGER CORP *W EXP 06/20/202 838884112 840 750,000 SH   DFND   750,000 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 3,783 85,375 SH   DFND   85,375 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 6,392 5,300,000 PRN   DFND   5,300,000 0 0
SPARTAN ENERGY ACQUISITION C CL A COM STK 846784106 1,608 150,000 SH   DFND   150,000 0 0
SPARTAN ENERGY ACQUISITION C *W EXP 08/27/202 846784122 783 434,999 SH   DFND   434,999 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 12,619 8,575,000 PRN   DFND   8,575,000 0 0
STABLE RD ACQUISITION CORP COM CL A 85236Q109 3,731 375,000 SH   DFND   375,000 0 0
STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 153 250,000 SH   DFND   250,000 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 5,089 5,750,000 PRN   DFND   5,750,000 0 0
SUSTAINABLE OPPORTNTS ACQ CO UNIT 99/99/9999 G8598Y125 8,838 875,000 SH   DFND   875,000 0 0
SWISS HELVETIA FD INC COM 870875101 156 19,875 SH   DFND   19,875 0 0
SWITCHBACK ENERGY ACQUISTN C *W EXP 07/25/202 87105M110 448 566,666 SH   DFND   566,666 0 0
SWITCHBACK ENERGY ACQUISTN C COM CL A 87105M102 1,457 145,000 SH   DFND   145,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 27 266,666 SH   DFND   266,666 0 0
TAUBMAN CTRS INC COM 876664103 27,087 717,359 SH   DFND   717,359 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 5,627 8,000,000 PRN   DFND   8,000,000 0 0
TEKLA HEALTHCARE INVS SH BEN INT 87911J103 1,169 54,788 SH   DFND   54,788 0 0
TEKLA LIFE SCIENCES INVS SH BEN INT 87911K100 927 51,598 SH   DFND   51,598 0 0
TEMPLETON EMERGING MKTS FD COM 880191101 213 15,604 SH   DFND   15,604 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 938 174,688 SH   DFND   174,688 0 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 118 250,000 SH   DFND   250,000 0 0
TERRAFORM PWR INC COM CL A 88104R209 13,801 748,402 SH   DFND   748,402 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 52,404 14,925,000 PRN   DFND   14,925,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 16,388 16,543,000 PRN   DFND   16,543,000 0 0
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 1,465 145,000 SH   DFND   145,000 0 0
THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 720 500,000 SH   DFND   500,000 0 0
TIFFANY & CO NEW COM 886547108 44,829 367,629 SH   DFND   367,629 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 1,179 2,550,000 PRN   DFND   2,550,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 1,247 1,500,000 PRN   DFND   1,500,000 0 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 4,003 370,664 SH   DFND   370,664 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 4,793 4,750,000 PRN   DFND   4,750,000 0 0
TREBIA ACQUISITION CORP UNIT 99/99/9999 G9027T125 1,045 100,000 SH   DFND   100,000 0 0
TRI CONTL CORP COM 895436103 830 33,600 SH   DFND   33,600 0 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 1,783 1,150,000 SH   DFND   1,150,000 0 0
TRINE ACQUISITION CORP COM CL A 89628U108 2,613 250,000 SH   DFND   250,000 0 0
TUSCAN HLDGS CORP II COM 90070A103 1,841 185,000 SH   DFND   185,000 0 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 257 475,000 SH   DFND   475,000 0 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 936 1,600,000 SH   DFND   1,600,000 0 0
TUSCAN HOLDINGS CORP COM 90069K104 3,274 320,000 SH   DFND   320,000 0 0
UNION ACQUISITION CORP II SHS G9402Q100 1,500 150,000 SH   DFND   150,000 0 0
UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 350 1,000,000 SH   DFND   1,000,000 0 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 6,708 8,000,000 PRN   DFND   8,000,000 0 0
VERTIV HOLDINGS CO *W EXP 06/12/202 92537N116 1,995 500,000 SH   DFND   500,000 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 12,169 10,875,000 PRN   DFND   10,875,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 8,603 9,200,000 PRN   DFND   9,200,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 4,689 5,000,000 PRN   DFND   5,000,000 0 0
VOYA EMERGING MKTS HIGH DIVI COM 92912P108 123 19,786 SH   DFND   19,786 0 0
VOYA GLBL ADV & PREM OPP FD COM 92912R104 295 36,050 SH   DFND   36,050 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 634 131,275 SH   DFND   131,275 0 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 734 81,333 SH   DFND   81,333 0 0
VROOM INC COM 92918V109 261 5,000 SH   DFND   5,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 24,585 13,750,000 PRN   DFND   13,750,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 4,685 1,279,000 PRN   DFND   1,279,000 0 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 534 76,074 SH   DFND   76,074 0 0
WELLS FARGO MULTI SECTOR INC COM 94987D101 499 45,289 SH   DFND   45,289 0 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 105 16,905 SH   DFND   16,905 0 0
WESTERN ASSET INTER MUNI FD COM 958435109 371 43,312 SH   DFND   43,312 0 0
WESTERN ASSET MANAGED MUNS F COM 95766M105 802 66,740 SH   DFND   66,740 0 0
WESTERN ASSET MUN HIGH INCOM COM 95766N103 111 15,566 SH   DFND   15,566 0 0
WESTERN ASSET MUN PARTNERS F COM 95766P108 220 15,547 SH   DFND   15,547 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 945 1,000,000 PRN   DFND   1,000,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 1,026 900,000 SH   DFND   900,000 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 47,279 240,056 SH   DFND   240,056 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 18,727 13,575,000 PRN   DFND   13,575,000 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 9,581 5,125,000 PRN   DFND   5,125,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 52,818 1,777,183 SH   DFND   1,777,183 0 0
XERIS PHARMACEUTICALS INC NOTE 5.000% 7/1 98422LAA5 1,981 2,000,000 PRN   DFND   2,000,000 0 0
YUNHONG INTL UNIT 99/99/9999 G98882114 2,000 200,000 SH   DFND   200,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 1,742 1,575,000 PRN   DFND   1,575,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 14,013 12,000,000 PRN   DFND   12,000,000 0 0
ZOOMINFO TECHNOLOGIES INC COM CL A 98980F104 1,786 35,000 SH   DFND   35,000 0 0