The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |