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
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 11,225 12,000,000 PRN   DFND   12,000,000 0 0
ABERDEEN EMRG MRKTS EQT INM COM 00301W105 209 32,322 SH   DFND   32,322 0 0
ABERDEEN GLOBAL DYNAMIC DIVI COM 00302M106 125 13,535 SH   DFND   13,535 0 0
ABERDEEN GLOBAL PREMIER PPTY COM SH BEN INT 00302L108 128 27,758 SH   DFND   27,758 0 0
ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 1,140 143,535 SH   DFND   143,535 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 42,869 636,037 SH   DFND   636,037 0 0
ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 825 750,000 SH   DFND   750,000 0 0
ACAMAR PARTNERS ACQSITION CO CL A 004285102 511 50,000 SH   DFND   50,000 0 0
ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 178 16,666 SH   DFND   16,666 0 0
ACE CONVERGENCE ACQU CORP UNIT 99/99/9999 G0083D112 2,050 200,000 SH   DFND   200,000 0 0
ACON S2 ACQUISITION CORP UNIT 09/15/2027 G00748122 3,813 380,500 SH   DFND   380,500 0 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 915 56,422 SH   DFND   56,422 0 0
ADAPTHEALTH CORP COM CL A 00653Q102 841 38,560 SH   DFND   38,560 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 43,183 1,428,481 SH   DFND   1,428,481 0 0
ADVENT CONVERTIBLE & INCOME COM 00764C109 384 27,784 SH   DFND   27,784 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 30,807 894,257 SH   DFND   894,257 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 8,137 7,650,000 PRN   DFND   7,650,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 26,637 22,925,000 PRN   DFND   22,925,000 0 0
ALCON AG ORD SHS H01301128 3,602 63,251 SH   DFND   63,251 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6,701 22,795 SH   DFND   22,795 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 783 74,468 SH   DFND   74,468 0 0
ALLIANZGI DIVIDEND INT & PRM COM 01883A107 734 62,184 SH   DFND   62,184 0 0
ALLIANZGI EQUITY & CONV INCO COM 018829101 1,209 49,801 SH   DFND   49,801 0 0
ALPHA HEALTHCARE ACQUISTN CO UNIT 09/21/2027 020751202 2,976 300,000 SH   DFND   300,000 0 0
ALTA EQUIPMENT GROUP INC *W EXP 02/14/202 02128L114 744 425,000 SH   DFND   425,000 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 9,259 8,335,000 PRN   DFND   8,335,000 0 0
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 3,610 3,600,000 PRN   DFND   3,600,000 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 3,120 3,100,000 PRN   DFND   3,100,000 0 0
ALUSSA ENERGY ACQUISITION CO *W EXP 10/31/202 G0232J119 211 325,000 SH   DFND   325,000 0 0
ALUSSA ENERGY ACQUISITION CO SHS CL A G0232J101 497 50,000 SH   DFND   50,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 5,522 6,100,000 PRN   DFND   6,100,000 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 1,441 2,118,801 SH   DFND   2,118,801 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 17,425 18,800,000 PRN   DFND   18,800,000 0 0
AMERICAN VRTUAL CLOUD TECH I *W EXP 04/07/202 030382113 78 250,000 SH   DFND   250,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 496 50,000 SH   DFND   50,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 233 187,500 SH   DFND   187,500 0 0
ANALOG DEVICES INC COM 032654105 289 2,474 SH   DFND   2,474 0 0
ANDINA ACQUISITION CORP III SHS G04415108 512 50,000 SH   DFND   50,000 0 0
ANDINA ACQUISITION CORP III *W EXP 07/31/202 G04415124 396 1,200,000 SH   DFND   1,200,000 0 0
APEX TECHNOLOGY ACQUISITION COM CL A 03768F102 530 50,000 SH   DFND   50,000 0 0
APEX TECHNOLOGY ACQUISITION *W EXP 09/18/202 03768F110 390 200,000 SH   DFND   200,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 735 775,000 PRN   DFND   775,000 0 0
APOLLO SR FLOATING RATE FD I COM 037636107 917 71,507 SH   DFND   71,507 0 0
APOLLO TACTICAL INCOME FD IN COM 037638103 761 59,835 SH   DFND   59,835 0 0
ARBOR REALTY TRUST INC NOTE 5.250% 7/0 038923AH1 1,655 1,500,000 PRN   DFND   1,500,000 0 0
ARCLIGHT CLEAN TRANSITION CO UNIT 09/21/2025 G04561117 3,500 350,000 SH   DFND   350,000 0 0
ARCONIC CORPORATION COM 03966V107 6,141 322,346 SH   DFND   322,346 0 0
ARCOSA INC COM 039653100 3,830 86,862 SH   DFND   86,862 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 4,782 4,590,000 PRN   DFND   4,590,000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 946 74,644 SH   DFND   74,644 0 0
ARLO TECHNOLOGIES INC COM 04206A101 3,358 638,321 SH   DFND   638,321 0 0
ARTIUS ACQUISITION INC *W EXP 07/13/202 04316G113 322 200,000 SH   DFND   200,000 0 0
ARTIUS ACQUISITION INC COM CL A 04316G105 2,982 300,000 SH   DFND   300,000 0 0
ARYA SCIENCES ACQUISTION CO COM CL A G31655122 418 39,999 SH   DFND   39,999 0 0
ARYA SCIENCES ACQUISTION CO *W EXP 06/09/202 G31655106 24 13,333 SH   DFND   13,333 0 0
ASCENDANT DIGITAL ACQUISITIO *W EXP 07/28/202 G05155117 74 50,000 SH   DFND   50,000 0 0
ASCENDANT DIGITAL ACQUISITIO COM CL A G05155109 994 100,000 SH   DFND   100,000 0 0
ASPIRATIONAL CONSUMER LIFEST UNIT 99/99/9999 G05436129 2,000 200,000 SH   DFND   200,000 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 243 20,416 SH   DFND   20,416 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 33,314 27,575,000 PRN   DFND   27,575,000 0 0
ATLAS TECHNICAL CONSULTANTS *W EXP 11/26/202 049430119 805 1,565,744 SH   DFND   1,565,744 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 10,653 11,225,000 PRN   DFND   11,225,000 0 0
B RILEY PRIN MERGER CORP II *W EXP 05/06/202 05600U114 844 625,000 SH   DFND   625,000 0 0
BARINGS GLOBAL SHORT DURATIO COM 06760L100 681 51,106 SH   DFND   51,106 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 6,365 8,093,000 PRN   DFND   8,093,000 0 0
BIG ROCK PARTNERS ACQUISI CO *W EXP 12/01/202 089482111 26 100,000 SH   DFND   100,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 327 4,302 SH   DFND   4,302 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 13,174 836,416 SH   DFND   836,416 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 22,467 16,275,000 PRN   DFND   16,275,000 0 0
BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 897 68,016 SH   DFND   68,016 0 0
BLACKROCK DEBT STRATEGIES FD COM NEW 09255R202 127 12,770 SH   DFND   12,770 0 0
BLACKROCK ENERGY & RES TR COM 09250U101 498 83,349 SH   DFND   83,349 0 0
BLACKROCK ENHANCD CAP & INM COM 09256A109 1,121 72,530 SH   DFND   72,530 0 0
BLACKROCK ENHANCED EQUITY DI COM 09251A104 1,590 217,554 SH   DFND   217,554 0 0
BLACKROCK ENHANCED GLOBAL DI COM 092501105 941 98,279 SH   DFND   98,279 0 0
BLACKROCK ENHANCED INTL DIV COM BENE INTER 092524107 140 26,529 SH   DFND   26,529 0 0
BLACKROCK FLOATING RATE INCO COM 09255X100 1,083 94,197 SH   DFND   94,197 0 0
BLACKROCK FLOATING RATE INCO COM 091941104 753 67,046 SH   DFND   67,046 0 0
BLACKROCK MUN INCOME INVT TR SHS BEN INT 09248H105 133 10,231 SH   DFND   10,231 0 0
BLACKROCK MUNIVEST FD II INC COM 09253T101 237 16,996 SH   DFND   16,996 0 0
BLACKROCK MUNIVEST FD INC COM 09253R105 1,343 154,668 SH   DFND   154,668 0 0
BLACKROCK MUNIYIELD FD INC COM 09253W104 603 44,913 SH   DFND   44,913 0 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 231 16,599 SH   DFND   16,599 0 0
BLACKROCK RES & COMMODITIES SHS 09257A108 1,127 189,388 SH   DFND   189,388 0 0
BLACKSTONE GSO FLTING RTE FU COM 09256U105 982 71,351 SH   DFND   71,351 0 0
BLACKSTONE GSO LNG SHRT CR I COM SHS BN INT 09257D102 728 56,606 SH   DFND   56,606 0 0
BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 1,229 100,590 SH   DFND   100,590 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 387 400,000 PRN   DFND   400,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 7,165 7,525,000 PRN   DFND   7,525,000 0 0
BMC STK HLDGS INC COM 05591B109 32,523 759,354 SH   DFND   759,354 0 0
BNY MELLON STRATEGIC MUN BD COM 09662E109 278 38,172 SH   DFND   38,172 0 0
BOOKING HOLDINGS INC COM 09857L108 8,222 4,823 SH   DFND   4,823 0 0
BOULDER GROWTH & INCOME FD I COM 101507101 405 40,521 SH   DFND   40,521 0 0
BOWX ACQUISITION CORP UNIT 08/03/2025 103085205 5,130 500,000 SH   DFND   500,000 0 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 543 1,750,000 SH   DFND   1,750,000 0 0
BROADSTONE ACQUISITION CORP UNIT 99/99/9999 G1739V118 5,484 550,000 SH   DFND   550,000 0 0
BROOGE ENERGY LTD *W EXP 12/20/202 G1611B115 478 955,002 SH   DFND   955,002 0 0
BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 1,262 76,413 SH   DFND   76,413 0 0
BURGUNDY TECHNOLOGY ACQU COR UNIT 08/26/2025 G1702T132 5,982 600,000 SH   DFND   600,000 0 0
CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 726 62,224 SH   DFND   62,224 0 0
CALAMOS CONV OPPORTUNITIES & SH BEN INT 128117108 711 64,599 SH   DFND   64,599 0 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 160 200,000 SH   DFND   200,000 0 0
CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 3,716 378,000 SH   DFND   378,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 2,500 2,500,000 PRN   DFND   2,500,000 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 5,956 195,008 SH   DFND   195,008 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 1,539 257,326 SH   DFND   257,326 0 0
CC NEUBERGER PRIN HLDGS II UNIT 99/99/9999 G3166T129 7,231 700,000 SH   DFND   700,000 0 0
CC NEUBERGER PRINCIPAL HLDNG COM G1992Y114 520 50,000 SH   DFND   50,000 0 0
CC NEUBERGER PRINCIPAL HLDNG *W EXP 99/99/999 G1992Y122 300 166,666 SH   DFND   166,666 0 0
CENTRAL SECS CORP COM 155123102 255 8,784 SH   DFND   8,784 0 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 1,470 1,500,000 SH   DFND   1,500,000 0 0
CF FINANCE ACQUISITION CORP UNIT 08/01/2027 15725Q203 6,256 625,000 SH   DFND   625,000 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 24,274 450,177 SH   DFND   450,177 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 15,189 9,950,000 PRN   DFND   9,950,000 0 0
CHP MERGER CORP COM CL A 12558Y106 510 50,000 SH   DFND   50,000 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 650 500,000 SH   DFND   500,000 0 0
CHURCHILL CAP CORP II CL A 17143G106 528 50,000 SH   DFND   50,000 0 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 255 116,666 SH   DFND   116,666 0 0
CHURCHILL CAP CORP III *W EXP 03/01/202 17144C112 150 75,000 SH   DFND   75,000 0 0
CHURCHILL CAPITAL CORP IV UNIT 99/99/9999 171439201 10,020 1,000,000 SH   DFND   1,000,000 0 0
CIIG MERGER CORP COM CL A 12559C103 501 50,000 SH   DFND   50,000 0 0
CIIG MERGER CORP *W EXP 12/31/202 12559C111 215 250,000 SH   DFND   250,000 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 26,526 1,768,394 SH   DFND   1,768,394 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 487 49,500 SH   DFND   49,500 0 0
CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 250 200,000 SH   DFND   200,000 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 7,126 6,863,000 PRN   DFND   6,863,000 0 0
CLIMATE CHANGE CRISIS REAL I UNIT 99/99/9999 18716C209 2,010 200,000 SH   DFND   200,000 0 0
CLOUGH GLOBAL EQUITY FD COM 18914C100 497 44,308 SH   DFND   44,308 0 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 1,302 139,364 SH   DFND   139,364 0 0
CM LIFE SCIENCES INC UNIT 09/01/2025 18978W208 8,584 819,844 SH   DFND   819,844 0 0
COHEN & STEERS QUALITY INCOM COM 19247L106 1,040 93,625 SH   DFND   93,625 0 0
COHEN & STEERS REIT & PFD &I COM 19247X100 520 25,780 SH   DFND   25,780 0 0
COHN ROBBINS HOLDINGS CORP UNIT 08/11/2025 G23726121 5,045 500,000 SH   DFND   500,000 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 6,558 48,775 SH   DFND   48,775 0 0
COLLECTIVE GROWTH CORP COM CL A 19424L101 1,975 200,300 SH   DFND   200,300 0 0
COLLECTIVE GROWTH CORP *W EXP 04/30/202 19424L119 305 500,000 SH   DFND   500,000 0 0
COLONNADE ACQUISITION CORP UNIT 99/99/9999 G2283K128 5,976 600,000 SH   DFND   600,000 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 3,400 5,000,000 PRN   DFND   5,000,000 0 0
CONYERS PK II ACQUISITION CO *W EXP 07/18/202 212896112 32 18,750 SH   DFND   18,750 0 0
CORELOGIC INC COM 21871D103 4,787 70,745 SH   DFND   70,745 0 0
CORENERGY INFRASTRUCTURE TR NOTE 5.875% 8/1 21870UAC0 3,703 5,000,000 PRN   DFND   5,000,000 0 0
CORTEVA INC COM 22052L104 4,344 150,781 SH   DFND   150,781 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 5,481 3,000,000 PRN   DFND   3,000,000 0 0
COVETRUS INC COM 22304C100 5,822 238,605 SH   DFND   238,605 0 0
CRESCENT ACQUISITION CORP *W EXP 03/08/202 22564L113 840 1,000,000 SH   DFND   1,000,000 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 1,004 100,000 SH   DFND   100,000 0 0
CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 5,728 2,575,000 PRN   DFND   2,575,000 0 0
D8 HOLDINGS CORP SHS CL A G2614K110 2,931 300,000 SH   DFND   300,000 0 0
D8 HOLDINGS CORP *W EXP 08/05/202 G2614K128 252 350,000 SH   DFND   350,000 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 1,111 750 SH   DFND   750 0 0
DASEKE INC *W EXP 02/27/202 23753F115 55 378,003 SH   DFND   378,003 0 0
DEERFIELD HEALTHCARE TECH AC COM CL A 244413100 210 19,995 SH   DFND   19,995 0 0
DELAWARE INVTS MINN MUN INCO COM 24610V103 143 11,030 SH   DFND   11,030 0 0
DELPHI TECHNOLOGIES PL SHS G2709G107 36,115 2,161,268 SH   DFND   2,161,268 0 0
DEVON ENERGY CORP NEW COM 25179M103 10,251 1,083,603 SH   DFND   1,083,603 0 0
DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 259 25,000 SH   DFND   25,000 0 0
DIAMONDPEAK HLDGS COR *W EXP 02/22/202 25280H118 4,176 394,295 SH   DFND   394,295 0 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 959 1,115,000 SH   DFND   1,115,000 0 0
DISCOVERY INC COM SER C 25470F302 1,607 81,994 SH   DFND   81,994 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 11,644 12,650,000 PRN   DFND   12,650,000 0 0
DMY TECHNOLOGY GROUP INC II UNIT 99/99/9999 233277201 2,046 200,000 SH   DFND   200,000 0 0
DOW INC COM 260557103 4,635 98,515 SH   DFND   98,515 0 0
DRAGONEER GROWTH OPPORTUN CO UNIT 08/18/2027 G28302126 245 20,000 SH   DFND   20,000 0 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 2,556 55,875 SH   DFND   55,875 0 0
DTF TAX-FREE INCOME INC COM 23334J107 149 10,348 SH   DFND   10,348 0 0
DWS MUN INCOME TR COM 233368109 1,157 104,405 SH   DFND   104,405 0 0
DWS STRATEGIC MUN INCOME TR COM 23342Q101 319 29,371 SH   DFND   29,371 0 0
E MERGE TECHNOLOGY ACQUISITI UNIT 07/30/2025 26873Y203 5,030 500,000 SH   DFND   500,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 50,424 1,007,477 SH   DFND   1,007,477 0 0
EAST RES ACQUISITION CO COM CL A 274681105 5,892 600,000 SH   DFND   600,000 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 204 300,000 SH   DFND   300,000 0 0
EAST STONE ACQUISITION CORP SHS G2911D108 493 50,000 SH   DFND   50,000 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 50 275,000 SH   DFND   275,000 0 0
EATON VANCE FLTING RATE INC COM 278279104 1,127 94,839 SH   DFND   94,839 0 0
EATON VANCE SHORT DURATION D COM 27828V104 170 14,854 SH   DFND   14,854 0 0
EATON VANCE SR FLTNG RTE TR COM 27828Q105 1,054 90,616 SH   DFND   90,616 0 0
EATON VANCE TAX-MANAGED GLOB COM 27829F108 1,486 201,903 SH   DFND   201,903 0 0
EATON VANCE TX ADV GLBL DIV COM 27828S101 1,347 90,602 SH   DFND   90,602 0 0
EATON VANCE TXMGD GL BUYWR O COM 27829C105 943 110,399 SH   DFND   110,399 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 2,471 292,042 SH   DFND   292,042 0 0
EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 5,150 500,000 SH   DFND   500,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 19,851 18,300,000 PRN   DFND   18,300,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 26,448 17,037,000 PRN   DFND   17,037,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 382 325,000 PRN   DFND   325,000 0 0
EXECUTIVE NETWORK PARTNERING UNIT 99/99/9999 30158L209 5,050 200,000 SH   DFND   200,000 0 0
EXPERIENCE INVT CORP *W EXP 09/01/202 30217C117 410 333,332 SH   DFND   333,332 0 0
EXPERIENCE INVT CORP COM CL A 30217C109 503 50,000 SH   DFND   50,000 0 0
EZCORP INC NOTE 2.875% 7/0 302301AF3 3,549 4,000,000 PRN   DFND   4,000,000 0 0
EZCORP INC NOTE 2.375% 5/0 302301AE6 4,342 5,500,000 PRN   DFND   5,500,000 0 0
FALCON CAPITAL ACQUISITN COR UNIT 08/20/2027 30606L207 1,029 100,000 SH   DFND   100,000 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 18 222,879 SH   DFND   222,879 0 0
FAST ACQUISITION CORP UNIT 99/99/9999 311875207 12,463 1,250,000 SH   DFND   1,250,000 0 0
FEDERATED HERMES PREM MUNI I COM 31423P108 235 16,487 SH   DFND   16,487 0 0
FG NEW AMER ACQUISITION CORP UNIT 08/31/2027 30259V205 4,755 475,000 SH   DFND   475,000 0 0
FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 500 500,000 SH   DFND   500,000 0 0
FINSERV ACQUISITION CORP CL A 318085107 502 50,000 SH   DFND   50,000 0 0
FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 1,771 1,150,000 SH   DFND   1,150,000 0 0
FINTECH ACQUISITION CORP IV UNIT 12/31/2025 31810N302 3,072 300,000 SH   DFND   300,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 20,221 21,700,000 PRN   DFND   21,700,000 0 0
FIRST EAGLE SENIOR LOAN FUND COM NEW 32010E100 139 11,181 SH   DFND   11,181 0 0
FIRST TR DYNAMIC EUROPE EQUI COM SHS 33740D107 639 63,603 SH   DFND   63,603 0 0
FIRST TR ENERGY INCOME & GRO COM 33738G104 750 82,781 SH   DFND   82,781 0 0
FIRST TR SR FLOATING RATE 20 COM SHS 33740K101 214 25,352 SH   DFND   25,352 0 0
FITBIT INC CL A 33812L102 32,049 4,604,681 SH   DFND   4,604,681 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 2,583 3,245,000 PRN   DFND   3,245,000 0 0
FOLEY TRASIMENE ACQUISITION UNIT 99/99/9999 344328208 12,113 1,187,500 SH   DFND   1,187,500 0 0
FOLEY TRASIMENE ACQUISTN COR *W EXP 05/26/202 34431F112 753 333,333 SH   DFND   333,333 0 0
FOLEY TRASIMENE ACQUISTN COR COM CL A 34431F104 1,554 150,000 SH   DFND   150,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 9,364 9,300,000 PRN   DFND   9,300,000 0 0
FORTRESS VALUE ACQUISITION C *W EXP 05/04/202 34962V114 1,097 333,333 SH   DFND   333,333 0 0
FORTRESS VALUE ACQUISITION I UNIT 08/10/2027 349642207 3,605 350,000 SH   DFND   350,000 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 2,657 300,614 SH   DFND   300,614 0 0
FORUM MERGER III CORP UNIT 08/24/2027 349885202 7,811 747,467 SH   DFND   747,467 0 0
FOX CORP CL A COM 35137L105 3,546 127,405 SH   DFND   127,405 0 0
FRONTDOOR INC COM 35905A109 1,352 34,750 SH   DFND   34,750 0 0
FTAC OLYMPUS ACQUISITION COR UNIT 08/24/2025 G37288118 6,000 600,000 SH   DFND   600,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 9,238 7,510,000 PRN   DFND   7,510,000 0 0
FUSION ACQUISITION CORP *W EXP 06/01/202 36118H113 273 250,000 SH   DFND   250,000 0 0
FUSION ACQUISITION CORP CL A 36118H105 4,522 460,000 SH   DFND   460,000 0 0
GABELLI DIVID & INCOME TR COM 36242H104 1,871 101,949 SH   DFND   101,949 0 0
GABELLI HLTHCARE & WELLNESS SHS 36246K103 352 34,152 SH   DFND   34,152 0 0
GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 201 325,000 SH   DFND   325,000 0 0
GALILEO ACQUISITION CORP SHS G3770A102 495 50,000 SH   DFND   50,000 0 0
GAMCO NAT RES GOLD & INCOME SH BEN INT 36465E101 107 21,571 SH   DFND   21,571 0 0
GCI LIBERTY INC COM CLASS A 36164V305 19,028 232,162 SH   DFND   232,162 0 0
GDL FUND COM SH BEN IT 361570104 151 18,030 SH   DFND   18,030 0 0
GENERAL AMERN INVS INC COM 368802104 800 23,557 SH   DFND   23,557 0 0
GENWORTH FINL INC COM CL A 37247D106 20,059 5,987,764 SH   DFND   5,987,764 0 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 18,440 344,475 SH   DFND   344,475 0 0
GIGCAPITAL2 INC COM 375036100 538 53,000 SH   DFND   53,000 0 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 696 765,000 SH   DFND   765,000 0 0
GIGCAPITAL3 INC *W EXP 05/18/202 37519D115 576 900,000 SH   DFND   900,000 0 0
GIGCAPITAL3 INC COM 37519D107 4,080 410,000 SH   DFND   410,000 0 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 192 299,999 SH   DFND   299,999 0 0
GLRY STR NW MDIA GRUP HLDG L *W EXP 02/13/202 G39973113 102 1,850,000 SH   DFND   1,850,000 0 0
GO ACQUISITION CORP UNIT 08/31/2027 362019200 10,080 1,000,000 SH   DFND   1,000,000 0 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 1,006 164,881 SH   DFND   164,881 0 0
GORES HLDGS IV INC *W EXP 01/22/202 382865111 83 50,000 SH   DFND   50,000 0 0
GORES HLDGS V INC UNIT 99/99/9999 382864205 5,175 500,000 SH   DFND   500,000 0 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 520 166,666 SH   DFND   166,666 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 3,092 3,000,000 PRN   DFND   3,000,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 2,895 3,100,000 PRN   DFND   3,100,000 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 4,764 5,187,000 PRN   DFND   5,187,000 0 0
GREENCITY ACQUISITION CORP *W EXP 04/28/202 G4086B123 35 150,000 SH   DFND   150,000 0 0
GREENCITY ACQUISITION CORP COM G4086B107 1,487 150,000 SH   DFND   150,000 0 0
GREENROSE ACQUISITION CORP COM 395392103 2,931 300,000 SH   DFND   300,000 0 0
GREENROSE ACQUISITION CORP *W EXP 08/11/202 395392111 71 300,000 SH   DFND   300,000 0 0
GREENVISION ACQUISITION CORP *W EXP 10/28/202 39678G111 88 170,000 SH   DFND   170,000 0 0
GREENVISION ACQUISITION CORP COM 39678G103 196 19,500 SH   DFND   19,500 0 0
GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 1,442 810,000 SH   DFND   810,000 0 0
GRUBHUB INC COM 400110102 46,055 636,736 SH   DFND   636,736 0 0
GS ACQUISITION HLDGS CORP II COM CL A 36258Q105 1,076 100,000 SH   DFND   100,000 0 0
GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 54 25,000 SH   DFND   25,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 9,520 11,750,000 PRN   DFND   11,750,000 0 0
GUGGENHEIM ENHANCED EQUITY I COM 40167B100 711 130,375 SH   DFND   130,375 0 0
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 1,600 1,000,000 SH   DFND   1,000,000 0 0
GX ACQUISITION CORP COM CL A 36251A107 525 50,000 SH   DFND   50,000 0 0
HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 288 1,106,820 SH   DFND   1,106,820 0 0
HANCOCK JOHN TAX-ADVANTAGED COM 41013V100 242 12,700 SH   DFND   12,700 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 3,650 3,500,000 PRN   DFND   3,500,000 0 0
HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 673 666,666 SH   DFND   666,666 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 6,063 6,000,000 PRN   DFND   6,000,000 0 0
HEALTHCARE MERGER CORP *W EXP 12/17/202 42227L110 616 350,000 SH   DFND   350,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3,347 3,500,000 PRN   DFND   3,500,000 0 0
HENNESSY CAP ACQUSTION CORP *W EXP 09/05/202 42589C112 1,445 625,602 SH   DFND   625,602 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 3,094 3,075,000 PRN   DFND   3,075,000 0 0
HIGHLAND GLOBAL ALLOCATION F COM 43010T104 236 38,028 SH   DFND   38,028 0 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 559 270,000 SH   DFND   270,000 0 0
HOLICITY INC UNIT 08/05/2025 435063201 5,610 542,000 SH   DFND   542,000 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 885 1,075,000 PRN   DFND   1,075,000 0 0
HORIZON ACQUISITION CORP UNIT 99/99/9999 G46049121 6,177 593,700 SH   DFND   593,700 0 0
HPX CORP *W EXP 07/14/202 G32219126 135 150,000 SH   DFND   150,000 0 0
HPX CORP SHS CL A G32219100 1,968 200,000 SH   DFND   200,000 0 0
HUDSON EXECUTIVE INVT CORP COM CL A 443761101 1,955 199,000 SH   DFND   199,000 0 0
HUDSON EXECUTIVE INVT CORP *W EXP 06/21/202 443761119 325 275,000 SH   DFND   275,000 0 0
HYCROFT MINING HOLDING CORP *W EXP 02/12/202 44862P117 1,921 1,223,538 SH   DFND   1,223,538 0 0
IAA INC COM 449253103 5,140 98,722 SH   DFND   98,722 0 0
ILLUMINA INC COM 452327109 2,513 8,170 SH   DFND   8,170 0 0
IMMATICS N.V *W EXP 07/01/202 N44445117 175 50,000 SH   DFND   50,000 0 0
IMMUNOMEDICS INC COM 452907108 32,506 382,284 SH   DFND   382,284 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 4,220 192,940 SH   DFND   192,940 0 0
INDUSTRIAL TECH ACQU INC UNIT 08/31/2025 456357201 3,750 375,000 SH   DFND   375,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 5,413 5,850,000 PRN   DFND   5,850,000 0 0
INFRA AND ENERGY ALTRNTIVE I *W EXP 05/20/202 45686J112 124 343,006 SH   DFND   343,006 0 0
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 2,923 3,000,000 PRN   DFND   3,000,000 0 0
INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 10,721 5,000,000 PRN   DFND   5,000,000 0 0
INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 6,767 7,000,000 PRN   DFND   7,000,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 11,352 10,775,000 PRN   DFND   10,775,000 0 0
INSU ACQUISITION CORP II UNIT 09/04/2025 457821304 4,144 400,000 SH   DFND   400,000 0 0
INSURANCE ACQUISITION CORP *W EXP 03/31/202 457867117 1,524 550,000 SH   DFND   550,000 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 13,437 300,000 SH   DFND   300,000 0 0
INTERPRIVATE ACQUISITION COR COM 46064A103 1,875 187,500 SH   DFND   187,500 0 0
INTERPRIVATE ACQUISITION COR *W EXP 10/24/202 46064A111 224 275,000 SH   DFND   275,000 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 3,320 6,775,000 PRN   DFND   6,775,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 1,777 1,950,000 PRN   DFND   1,950,000 0 0
INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 161 14,853 SH   DFND   14,853 0 0
INVESCO CALIF MUN INCOME TR COM 46132P108 758 51,518 SH   DFND   51,518 0 0
INVESCO CALIF VALUE MUN INCO COM 46132H106 1,434 114,781 SH   DFND   114,781 0 0
INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 1,492 161,981 SH   DFND   161,981 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 149 12,120 SH   DFND   12,120 0 0
INVESCO TR INVT GRADE NEW YO COM 46131T101 602 48,595 SH   DFND   48,595 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 7,704 7,700,000 PRN   DFND   7,700,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 5,360 5,500,000 PRN   DFND   5,500,000 0 0
JAWS ACQUISITION CORP SHS G50744104 521 50,000 SH   DFND   50,000 0 0
JAWS ACQUISITION CORP *W EXP 99/99/999 G50744112 424 200,000 SH   DFND   200,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 761 750,000 PRN   DFND   750,000 0 0
JFROG LTD ORD SHS M6191J100 254 3,000 SH   DFND   3,000 0 0
JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 1,038 600,000 SH   DFND   600,000 0 0
JUNIPER INDL HLDGS INC COM CL A 48205G106 1,569 150,000 SH   DFND   150,000 0 0
KALEYRA INC *W EXP 12/12/202 483379111 1,598 1,125,000 SH   DFND   1,125,000 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 4,902 4,100,000 PRN   DFND   4,100,000 0 0
KBL MERGER CORP IV *W EXP 01/15/202 48242A112 113 500,000 SH   DFND   500,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 9,032 7,975,000 PRN   DFND   7,975,000 0 0
KENSINGTON CAP ACQUISITION C *W EXP 07/01/202 490073111 1,125 250,000 SH   DFND   250,000 0 0
KISMET ACQUISITION ONE CORP UNIT 08/06/2025 G52753129 6,006 600,000 SH   DFND   600,000 0 0
KKR INCOME OPPORTUNITIES FD COM 48249T106 678 50,127 SH   DFND   50,127 0 0
KONTOOR BRANDS INC COM 50050N103 4,747 196,150 SH   DFND   196,150 0 0
LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 1,906 434,214 SH   DFND   434,214 0 0
LAZARD GLOBAL TOTAL RETURN & COM 52106W103 640 41,217 SH   DFND   41,217 0 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 669 1,250,000 SH   DFND   1,250,000 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 977 94,227 SH   DFND   94,227 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 275 625,000 SH   DFND   625,000 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 2,005 1,120,000 SH   DFND   1,120,000 0 0
LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 62 57,500 SH   DFND   57,500 0 0
LGL SYS ACQUISITION CORP COM CL A 50201G106 789 78,750 SH   DFND   78,750 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 1,142 1,367,341 PRN   DFND   1,367,341 0 0
LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 1,882 4,000,000 PRN   DFND   4,000,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,093 1,000,000 PRN   DFND   1,000,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 10,165 11,178,000 PRN   DFND   11,178,000 0 0
LION GROUP HOLDING LTD *W EXP 06/17/202 53620U110 36 400,000 SH   DFND   400,000 0 0
LION GROUP HOLDING LTD ADS 53620U102 90 40,000 SH   DFND   40,000 0 0
LIONHEART ACQUISITION CORP I UNIT 08/13/2025 53625R203 10,458 1,050,000 SH   DFND   1,050,000 0 0
LIV CAP ACQUISITION CORP *W EXP 12/13/202 G5510C116 75 160,000 SH   DFND   160,000 0 0
LIV CAP ACQUISITION CORP CL A G5510C108 493 50,000 SH   DFND   50,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,601 48,281 SH   DFND   48,281 0 0
LIVE OAK ACQUISITION CORP COM CL A 53804F103 2,520 250,000 SH   DFND   250,000 0 0
LIVE OAK ACQUISITION CORP *W EXP 05/08/202 53804F111 620 632,500 SH   DFND   632,500 0 0
LIVENT CORP COM 53814L108 5,200 579,711 SH   DFND   579,711 0 0
LIVONGO HEALTH INC COM 539183103 43,580 311,174 SH   DFND   311,174 0 0
LMP CAP & INCOME FD INC COM 50208A102 466 45,674 SH   DFND   45,674 0 0
LONGEVITY ACQUISITION CORP *W EXP 07/31/202 G56372116 31 125,000 SH   DFND   125,000 0 0
LONGVIEW ACQUISITION CORP *W EXP 05/27/202 543195119 404 416,666 SH   DFND   416,666 0 0
LONGVIEW ACQUISITION CORP COM CL A 543195101 1,473 150,000 SH   DFND   150,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 25,064 17,896,000 PRN   DFND   17,896,000 0 0
MACQUARIE GLOBAL INFRASTRUCT COM 55608D101 686 39,077 SH   DFND   39,077 0 0
MADISON COVERED CALL & EQUIT COM 557437100 326 54,547 SH   DFND   54,547 0 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 3,019 44,086 SH   DFND   44,086 0 0
MAGNACHIP SEMICONDUCTOR SA NOTE 5.000% 3/0 55932XAB0 3,372 2,000,000 PRN   DFND   2,000,000 0 0
MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 76 200,000 SH   DFND   200,000 0 0
MALACCA STRAITS ACQUISITION COM CL A G5859B117 3,916 400,000 SH   DFND   400,000 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 50,784 751,131 SH   DFND   751,131 0 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 698 1,051,121 SH   DFND   1,051,121 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 47,885 19,000,000 PRN   DFND   19,000,000 0 0
MERIDA MERGER CORP I COM 58953M106 493 50,000 SH   DFND   50,000 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 206 375,000 SH   DFND   375,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 10,894 10,475,000 PRN   DFND   10,475,000 0 0
MFS MUN INCOME TR SH BEN INT 552738106 653 101,504 SH   DFND   101,504 0 0
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 48,197 32,235,000 PRN   DFND   32,235,000 0 0
MILLER HOWARD HIGH INC EQTY COM SHS BEN IN 600379101 301 48,856 SH   DFND   48,856 0 0
MOBILEIRON INC COM NEW 60739U204 4,700 670,424 SH   DFND   670,424 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 40,581 773,269 SH   DFND   773,269 0 0
MONOCLE ACQUISITION CORP COM 609754106 1,024 100,000 SH   DFND   100,000 0 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 839 1,680,597 SH   DFND   1,680,597 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 182 259,500 SH   DFND   259,500 0 0
NATIONAL GEN HLDGS CORP COM 636220303 35,579 1,054,201 SH   DFND   1,054,201 0 0
NAVSIGHT HLDGS INC UNIT 99/99/9999 639358209 10,060 1,000,000 SH   DFND   1,000,000 0 0
NESCO HLDGS INC *W EXP 01/01/202 64083J112 25 83,328 SH   DFND   83,328 0 0
NETFIN ACQUISITION CORP *W EXP 08/01/202 G6455A115 675 500,000 SH   DFND   500,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 4,571 3,300,000 PRN   DFND   3,300,000 0 0
NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 424 240,847 SH   DFND   240,847 0 0
NEW GERMANY FD INC COM 644465106 256 15,191 SH   DFND   15,191 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 3,568 3,550,000 PRN   DFND   3,550,000 0 0
NEW PROVIDENCE ACQUISITION *W EXP 09/11/202 64822P114 620 500,000 SH   DFND   500,000 0 0
NEW PROVIDENCE ACQUISITION COM CL A 64822P106 1,344 133,487 SH   DFND   133,487 0 0
NEWHOLD INVESTMENT CORP UNIT 03/10/2025 651448201 6,036 600,000 SH   DFND   600,000 0 0
NEWMARK GROUP INC CL A 65158N102 3,751 868,284 SH   DFND   868,284 0 0
NEWS CORP NEW CL A 65249B109 1,081 77,070 SH   DFND   77,070 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 2,725 50,000 SH   DFND   50,000 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 11,958 250,000 SH   DFND   250,000 0 0
NOBLE ENERGY INC COM 655044105 30,892 3,613,142 SH   DFND   3,613,142 0 0
NORTH MOUNTAIN MERGER CORP UNIT 09/16/2025 661204206 3,060 300,000 SH   DFND   300,000 0 0
NORTHERN GENESIS ACQUISITION UNIT 07/31/2027 66516T203 12,488 1,250,000 SH   DFND   1,250,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 25,021 2,400,000 PRN   DFND   2,400,000 0 0
NOVUS CAP CORP *W EXP 06/30/202 67012U116 1,953 700,000 SH   DFND   700,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 9,757 9,375,000 PRN   DFND   9,375,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 7,281 5,000,000 PRN   DFND   5,000,000 0 0
NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 947 160,249 SH   DFND   160,249 0 0
NUVEEN DIVERSIFIED DIVID & I COM 6706EP105 421 54,239 SH   DFND   54,239 0 0
NUVEEN DOW 30 DYNAMIC OVERWR SHS 67075F105 973 71,890 SH   DFND   71,890 0 0
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 1,115 136,019 SH   DFND   136,019 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 648 44,081 SH   DFND   44,081 0 0
NUVEEN NEW JERSEY QULT MUN F COM 67069Y102 1,182 87,360 SH   DFND   87,360 0 0
NUVEEN REAL ASSET INCOME & G COM 67074Y105 1,012 83,877 SH   DFND   83,877 0 0
NUVEEN REAL ESTATE INCOME FD COM 67071B108 781 103,482 SH   DFND   103,482 0 0
NUVEEN S&P 500 BUY-WRITE INC COM 6706ER101 1,686 149,478 SH   DFND   149,478 0 0
NUVEEN S&P 500 DYNAMIC OVERW COM 6706EW100 244 18,329 SH   DFND   18,329 0 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 494 39,908 SH   DFND   39,908 0 0
NUVEEN TAX-ADVANTAGED DIVID COM 67073G105 292 22,366 SH   DFND   22,366 0 0
NUVEEN TX ADV TOTAL RET STRG COM 67090H102 127 15,866 SH   DFND   15,866 0 0
NUVEEN VIRGINIA QLTY MUNCPL COM 67064R102 223 14,811 SH   DFND   14,811 0 0
OAK STR HEALTH INC COM 67181A107 1,336 25,000 SH   DFND   25,000 0 0
OAKTREE ACQUISITION CORP SHS CL A G67145105 588 50,000 SH   DFND   50,000 0 0
OAKTREE ACQUISITION CORP *W EXP 99/99/999 G67145113 195 66,666 SH   DFND   66,666 0 0
OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 2,444 237,500 SH   DFND   237,500 0 0
OMEROS CORP NOTE 5.250% 2/1 682143AG7 3,409 4,000,000 PRN   DFND   4,000,000 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 1,705 1,825,000 PRN   DFND   1,825,000 0 0
ONE UNIT 99/99/9999 G7000X113 818 75,000 SH   DFND   75,000 0 0
OPES ACQUISITION CORP *W EXP 03/13/202 68373P118 595 250,000 SH   DFND   250,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2,317 1,950,000 PRN   DFND   1,950,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 5,508 5,450,000 PRN   DFND   5,450,000 0 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 525 375,000 SH   DFND   375,000 0 0
OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 510 50,000 SH   DFND   50,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 3,630 58,156 SH   DFND   58,156 0 0
PAE INC *W EXP 09/11/202 69290Y117 733 333,332 SH   DFND   333,332 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 20,026 17,725,000 PRN   DFND   17,725,000 0 0
PANACEA ACQUISITION CORP CL A 698102100 560 49,998 SH   DFND   49,998 0 0
PANACEA ACQUISITION CORP *W EXP 07/07/202 698102118 39 16,666 SH   DFND   16,666 0 0
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2,507 3,050,000 PRN   DFND   3,050,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 1,491 1,500,000 PRN   DFND   1,500,000 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 224 34,442 SH   DFND   34,442 0 0
PERIDOT ACQUISITION CORP UNIT 99/99/9999 G7008A123 2,996 300,000 SH   DFND   300,000 0 0
PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 5,673 250,000 SH   DFND   250,000 0 0
PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 199 27,777 SH   DFND   27,777 0 0
PG&E CORP UNIT 99/99/9999 69331C140 1,835 18,725 SH   DFND   18,725 0 0
PHUNWARE INC *W EXP 12/26/202 71948P118 8 58,632 SH   DFND   58,632 0 0
PINDUODUO INC NOTE 10/0 722304AB8 18,157 10,000,000 PRN   DFND   10,000,000 0 0
PIONEER MUN HIGH INCOME ADVA COM 723762100 408 37,330 SH   DFND   37,330 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 1,083 93,549 SH   DFND   93,549 0 0
PIVOTAL INVT CORP II *W EXP 06/01/202 72582K118 994 268,593 SH   DFND   268,593 0 0
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 15,429 17,375,000 PRN   DFND   17,375,000 0 0
PMV CONSUMER ACQUISITION COR UNIT 08/31/2027 693486201 4,995 500,000 SH   DFND   500,000 0 0
PRECIGEN INC COM 74017N105 164 46,941 SH   DFND   46,941 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 8,106 7,600,000 PRN   DFND   7,600,000 0 0
PRIME IMPACT ACQUISITION I UNIT 10/01/2030 G61074111 4,008 400,000 SH   DFND   400,000 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 10,006 10,000,000 PRN   DFND   10,000,000 0 0
PROPERTY SOLUTIONS ACQUISITI COM 74348Q108 4,905 500,000 SH   DFND   500,000 0 0
PROPERTY SOLUTIONS ACQUISITI *W EXP 03/20/202 74348Q116 204 550,000 SH   DFND   550,000 0 0
PROPTECH ACQUISITION CORP *W EXP 05/26/202 74349F119 536 325,000 SH   DFND   325,000 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 10,201 9,950,000 PRN   DFND   9,950,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 12,411 12,750,000 PRN   DFND   12,750,000 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 1,353 9,525 SH   DFND   9,525 0 0
QUDIAN INC NOTE 1.000% 7/0 747798AB2 1,875 2,500,000 PRN   DFND   2,500,000 0 0
RANPAK HOLDINGS CORP COM CL A 75321W103 309 32,461 SH   DFND   32,461 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 20,451 13,042,000 PRN   DFND   13,042,000 0 0
REALPAGE INC NOTE 1.500% 5/1 75606NAC3 2,481 2,400,000 PRN   DFND   2,400,000 0 0
REDBALL ACQUISITION CORP UNIT 99/99/9999 G7417R121 1,057 100,000 SH   DFND   100,000 0 0
REPAY HLDGS CORP COM CL A 76029L100 749 31,871 SH   DFND   31,871 0 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 546 575,000 SH   DFND   575,000 0 0
REPLAY ACQUISITION CORP COM G75130107 509 50,000 SH   DFND   50,000 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 5,399 490,821 SH   DFND   490,821 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 8,550 10,000,000 PRN   DFND   10,000,000 0 0
RMG ACQUISITION CORP CL A 749641106 1,604 150,000 SH   DFND   150,000 0 0
RMG ACQUISITION CORP *W EXP 02/21/202 749641114 1,569 733,332 SH   DFND   733,332 0 0
ROSETTA STONE INC COM 777780107 20,129 671,430 SH   DFND   671,430 0 0
ROTH CH ACQUISITION I CO *W EXP 01/28/202 778675116 216 210,000 SH   DFND   210,000 0 0
ROTH CH ACQUISITION I CO COM 778675108 1,333 134,000 SH   DFND   134,000 0 0
ROYCE MICRO-CAP TR INC COM 780915104 1,356 176,763 SH   DFND   176,763 0 0
ROYCE VALUE TR INC COM 780910105 1,744 137,959 SH   DFND   137,959 0 0
SANDBRIDGE ACQUISITION CORP UNIT 99/99/9999 799793203 6,488 650,000 SH   DFND   650,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 9,602 4,625,000 PRN   DFND   4,625,000 0 0
SC HEALTH CORP COM CL A G78516203 504 50,000 SH   DFND   50,000 0 0
SC HEALTH CORP *W EXP 99/99/999 G78516401 345 300,000 SH   DFND   300,000 0 0
SCHULTZE SPL PURP ACQUSTN CO *W EXP 12/31/202 80821R117 747 1,440,000 SH   DFND   1,440,000 0 0
SCVX CORP UNIT 99/99/9999 G79448109 2,150 200,000 SH   DFND   200,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 756 1,000,000 PRN   DFND   1,000,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 1,119 1,250,000 PRN   DFND   1,250,000 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 785 7,925 SH   DFND   7,925 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 9,630 9,750,000 PRN   DFND   9,750,000 0 0
SILVER SPIKE ACQUISITION COR CL A SHS G8136L106 507 50,000 SH   DFND   50,000 0 0
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 244 400,000 SH   DFND   400,000 0 0
SINA CORP ORD G81477104 2,775 65,133 SH   DFND   65,133 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 15,547 11,200,000 PRN   DFND   11,200,000 0 0
SNOWFLAKE INC CL A 833445109 1,255 5,000 SH   DFND   5,000 0 0
SOCIAL CAP HDOSPHIA HLDG CO *W EXP 99/99/999 G8250T125 669 120,525 SH   DFND   120,525 0 0
SOCIAL CAP HEDSPIA HLDG CO I COM CL A G8251K107 623 50,000 SH   DFND   50,000 0 0
SOCIAL CAP HEDSPIA HLDG CO I *W EXP 99/99/999 G8251K115 901 233,333 SH   DFND   233,333 0 0
SOFTWARE ACQUISITION GROUP I COM CL A 83406B101 996 100,000 SH   DFND   100,000 0 0
SOFTWARE ACQUISITION GROUP I *W EXP 10/01/202 83406B119 182 200,000 SH   DFND   200,000 0 0
SOFTWARE ACQUISITN GRUP INC UNIT 99/99/9999 83407F200 9,950 1,000,000 SH   DFND   1,000,000 0 0
SOGOU INC ADR REPSTG A 83409V104 2,797 314,618 SH   DFND   314,618 0 0
SOURCE CAP INC COM 836144105 367 9,969 SH   DFND   9,969 0 0
SOUTH MTN MERGER CORP COM CL A 838884104 523 50,000 SH   DFND   50,000 0 0
SOUTH MTN MERGER CORP *W EXP 06/20/202 838884112 1,125 750,000 SH   DFND   750,000 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 3,994 85,375 SH   DFND   85,375 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 25,283 19,300,000 PRN   DFND   19,300,000 0 0
SPARTAN ENERGY ACQUISITION C *W EXP 08/27/202 846784122 423 96,666 SH   DFND   96,666 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 10,554 7,300,000 PRN   DFND   7,300,000 0 0
SPROTT FOCUS TR INC COM 85208J109 135 22,753 SH   DFND   22,753 0 0
STABLE RD ACQUISITION CORP COM CL A 85236Q109 504 50,000 SH   DFND   50,000 0 0
STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 288 250,000 SH   DFND   250,000 0 0
STAR PEAK ENERGY TRANSITION UNIT 99/99/9999 855185203 12,416 1,211,329 SH   DFND   1,211,329 0 0
STARBOARD VALUE ACQUISITN CO UNIT 09/10/2025 85521J208 4,541 450,000 SH   DFND   450,000 0 0
STEPSTONE GROUP INC COM CL A 85914M107 1,996 75,000 SH   DFND   75,000 0 0
SUSTAINABLE OPPORTNTS ACQ CO ORD SHS A G8598Y109 510 50,000 SH   DFND   50,000 0 0
SWISS HELVETIA FD INC COM 870875101 214 25,840 SH   DFND   25,840 0 0
SWITCHBACK ENERGY ACQUISTN C *W EXP 07/25/202 87105M110 1,816 387,163 SH   DFND   387,163 0 0
TAILWIND ACQUISITION CORP UNIT 09/07/2027 87403Q201 11,055 1,100,000 SH   DFND   1,100,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 21 266,666 SH   DFND   266,666 0 0
TAUBMAN CTRS INC COM 876664103 22,701 681,925 SH   DFND   681,925 0 0
TEKLA HEALTHCARE INVS SH BEN INT 87911J103 1,594 77,308 SH   DFND   77,308 0 0
TEKLA HEALTHCARE OPPORTUNITI SHS 879105104 960 53,042 SH   DFND   53,042 0 0
TEKLA LIFE SCIENCES INVS SH BEN INT 87911K100 1,225 69,671 SH   DFND   69,671 0 0
TEMPLETON EMERGING MKTS FD COM 880191101 262 17,020 SH   DFND   17,020 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 814 152,177 SH   DFND   152,177 0 0
TENZING ACQUISITION CORP *W EXP 02/23/202 G8708A108 132 250,000 SH   DFND   250,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 34,229 4,950,000 PRN   DFND   4,950,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 7,326 7,625,000 PRN   DFND   7,625,000 0 0
THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 685 500,000 SH   DFND   500,000 0 0
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 510 50,000 SH   DFND   50,000 0 0
TIFFANY & CO NEW COM 886547108 39,817 343,697 SH   DFND   343,697 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 174 425,000 PRN   DFND   425,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 1,274 1,500,000 PRN   DFND   1,500,000 0 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 2,417 94,779 SH   DFND   94,779 0 0
TORTOISE ACQUISITION CORP II UNIT 06/14/2027 G89554110 1,632 150,000 SH   DFND   150,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 4,910 4,750,000 PRN   DFND   4,750,000 0 0
TREAN INS GROUP INC COM 89457R101 305 20,000 SH   DFND   20,000 0 0
TREBIA ACQUISITION CORP COM CL A G9027T109 1,018 99,999 SH   DFND   99,999 0 0
TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 50 33,333 SH   DFND   33,333 0 0
TRI CONTL CORP COM 895436103 1,191 45,940 SH   DFND   45,940 0 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 2,807 1,069,759 SH   DFND   1,069,759 0 0
TUSCAN HLDGS CORP COM 90069K104 1,476 145,000 SH   DFND   145,000 0 0
TUSCAN HLDGS CORP *W EXP 04/01/202 90069K112 816 1,600,000 SH   DFND   1,600,000 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 906 90,000 SH   DFND   90,000 0 0
TWC TECH HLDGS II CORP UNIT 09/10/2025 90117G204 7,091 700,000 SH   DFND   700,000 0 0
UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 750 1,000,000 SH   DFND   1,000,000 0 0
UNION ACQUISITION CORP II SHS G9402Q100 497 50,000 SH   DFND   50,000 0 0
UTZ BRANDS INC *W EXP 08/28/202 918090119 763 116,666 SH   DFND   116,666 0 0
VARIAN MED SYS INC COM 92220P105 44,251 257,272 SH   DFND   257,272 0 0
VECTOR ACQUISITION CORP UNIT 09/30/2027 G9442R100 3,549 350,000 SH   DFND   350,000 0 0
VELODYNE LIDAR INC *W EXP 09/29/202 92259F119 2,720 556,219 SH   DFND   556,219 0 0
VEONEER INC NOTE 4.000% 6/0 92336XAA7 7,759 8,000,000 PRN   DFND   8,000,000 0 0
VERTIV HOLDINGS CO *W EXP 06/12/202 92537N116 3,240 500,000 SH   DFND   500,000 0 0
VESPER HEALTHCARE ACQSTN COR UNIT 99/99/9999 92538T203 1,026 100,000 SH   DFND   100,000 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 12,085 10,875,000 PRN   DFND   10,875,000 0 0
VIRTUS GLOBAL DIVID & INCOME COM 92835W107 343 43,743 SH   DFND   43,743 0 0
VIRTUSA CORP COM 92827P102 18,015 366,453 SH   DFND   366,453 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 12,321 12,700,000 PRN   DFND   12,700,000 0 0
VISTAS MEDIA ACQUISITION CO UNIT 08/03/2025 92840T206 2,421 238,545 SH   DFND   238,545 0 0
VIVINT SOLAR INC COM 92854Q106 59,850 1,413,226 SH   DFND   1,413,226 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 19,629 20,269,000 PRN   DFND   20,269,000 0 0
VOYA EMERGING MKTS HIGH DIVI COM 92912P108 173 26,127 SH   DFND   26,127 0 0
VOYA GLBL ADV & PREM OPP FD COM 92912R104 513 61,565 SH   DFND   61,565 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 920 185,938 SH   DFND   185,938 0 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 971 102,118 SH   DFND   102,118 0 0
VPC IMPACT ACQUISITION HLDNG UNIT 09/22/2025 G9441E126 4,500 450,000 SH   DFND   450,000 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 42,746 20,575,000 PRN   DFND   20,575,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 4,798 1,279,000 PRN   DFND   1,279,000 0 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 812 111,266 SH   DFND   111,266 0 0
WELLS FARGO MULTI SECTOR INC COM 94987D101 343 31,911 SH   DFND   31,911 0 0
WESTERN ASSET INTER MUNI FD COM 958435109 289 31,951 SH   DFND   31,951 0 0
WESTERN ASSET MANAGED MUNS F COM 95766M105 1,163 95,406 SH   DFND   95,406 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 954 1,000,000 PRN   DFND   1,000,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 855 900,000 SH   DFND   900,000 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 45,830 219,471 SH   DFND   219,471 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 8,028 5,210,000 PRN   DFND   5,210,000 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 9,078 5,125,000 PRN   DFND   5,125,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 50,325 1,647,847 SH   DFND   1,647,847 0 0
XPENG INC ADS 98422D105 502 25,000 SH   DFND   25,000 0 0
YUCAIPA ACQUISITION CORP UNIT 99/99/9999 G9879L121 2,585 253,479 SH   DFND   253,479 0 0
YUNHONG INTL *W EXP 01/31/202 G98882122 20 100,000 SH   DFND   100,000 0 0
YUNHONG INTL CL A SHS G98882106 1,968 200,000 SH   DFND   200,000 0 0
YUNHONG INTL RIGHT 01/31/2027 G98882130 40 200,000 SH   DFND   200,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 1,700 1,575,000 PRN   DFND   1,575,000 0 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 16,760 7,000,000 PRN   DFND   7,000,000 0 0