CNH Partners 13F-HR Quarterly holdings report by institutional manager

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
Expires:	Oct 31, 2018
Estimated average burden
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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
ABERDEEN GLOBAL DYNAMIC DIVI	COM	00302M106	139	13,342	SH		DFND		13,342	0	0
ACACIA COMMUNICATIONS INC	COM	00401C108	128,338	1,892,610	SH		DFND		1,892,610	0	0
ACAMAR PARTNERS ACQSITION CO	*W EXP 02/26/202	004285110	518	750,000	SH		DFND		750,000	0	0
ACAMAR PARTNERS ACQSITION CO	CL A	004285102	10,020	1,000,000	SH		DFND		1,000,000	0	0
ACCEL ENTMT INC	*W EXP 11/20/202	00436Q114	197	66,666	SH		DFND		66,666	0	0
ACHILLION PHARMACEUTICALS IN	COM	00448Q201	19,066	3,161,883	SH		DFND		3,161,883	0	0
ACT II GLOBAL ACQUISITION CO	*W EXP 04/30/202	G0080J120	990	900,000	SH		DFND		900,000	0	0
ACT II GLOBAL ACQUISITION CO	CL A SHS	G0080J104	8,594	850,000	SH		DFND		850,000	0	0
ADVANCED DISP SVCS INC DEL	COM	00790X101	118,712	3,611,549	SH		DFND		3,611,549	0	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	226,081	39,000,000	PRN		DFND		39,000,000	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	48,197	26,500,000	PRN		DFND		26,500,000	0	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	6,764	6,925,000	PRN		DFND		6,925,000	0	0
AIRCASTLE LTD	COM	G0129K104	5,986	187,012	SH		DFND		187,012	0	0
AK STL HLDG CORP	COM	001547108	3,005	913,371	SH		DFND		913,371	0	0
AKAZOO SA	*W EXP 09/11/202	L0164E116	74	147,836	SH		DFND		147,836	0	0
ALCON INC	ORD SHS	H01301128	12,829	226,778	SH		DFND		226,778	0	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	29,077	18,250,000	PRN		DFND		18,250,000	0	0
ALLEGRO MERGER CORP	*W EXP 01/06/202	01749N111	157	900,000	SH		DFND		900,000	0	0
ALLEGRO MERGER CORP	COM	01749N103	1,532	150,000	SH		DFND		150,000	0	0
ALLERGAN PLC	SHS	G0177J108	150,398	786,723	SH		DFND		786,723	0	0
ALTICE USA INC	CL A	02156K103	15,295	564,379	SH		DFND		564,379	0	0
ALUSSA ENERGY ACQUISITION CO	UNIT 10/31/2026	G0232J127	6,552	650,000	SH		DFND		650,000	0	0
AMAG PHARMACEUTICALS INC	NOTE 3.250% 6/0	00163UAD8	25,421	30,125,000	PRN		DFND		30,125,000	0	0
AMCI ACQUISITION CORP	*W EXP 05/20/202	00165R119	713	2,300,000	SH		DFND		2,300,000	0	0
AMCI ACQUISITION CORP	CLASS A	00165R101	3,636	360,000	SH		DFND		360,000	0	0
AMPLITUDE HLTHCRE AQUSTIN CO	UNIT 12/01/2026	03212A204	3,769	375,000	SH		DFND		375,000	0	0
ANDINA ACQUISITION CORP III	*W EXP 07/31/202	G04415124	252	1,200,000	SH		DFND		1,200,000	0	0
ANDINA ACQUISITION CORP III	SHS	G04415108	1,523	150,000	SH		DFND		150,000	0	0
ANIXTER INTL INC	COM	035290105	37,931	411,841	SH		DFND		411,841	0	0
ANTERO MIDSTREAM CORP	COM	03676B102	399	52,600	SH		DFND		52,600	0	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	5,378	1,279,000	PRN		DFND		1,279,000	0	0
APERGY CORP	COM	03755L104	13,840	409,709	SH		DFND		409,709	0	0
APEX TECHNOLOGY ACQUISITN CO	*W EXP 09/18/202	03768F110	250	200,000	SH		DFND		200,000	0	0
APEX TECHNOLOGY ACQUISITN CO	COM CL A	03768F102	3,952	400,000	SH		DFND		400,000	0	0
APOLLO COML REAL EST FIN INC	NOTE 4.750% 8/2	03762UAB1	10,368	10,300,000	PRN		DFND		10,300,000	0	0
APOLLO COML REAL EST FIN INC	NOTE 5.375%10/1	03762UAC9	17,617	17,300,000	PRN		DFND		17,300,000	0	0
APOLLO SR FLOATING RATE FD I	COM	037636107	498	32,923	SH		DFND		32,923	0	0
AQUAVENTURE HLDGS LTD	SHS	G0443N107	3,045	112,294	SH		DFND		112,294	0	0
ARBOR RLTY TR INC	NOTE 5.250% 7/0	038923AH1	1,737	1,500,000	PRN		DFND		1,500,000	0	0
ARCOSA INC	COM	039653100	15,787	354,375	SH		DFND		354,375	0	0
ARES CAP CORP	NOTE 4.625% 3/0	04010LAW3	26,802	25,150,000	PRN		DFND		25,150,000	0	0
ARES DYNAMIC CR ALLOCATION F	COM	04014F102	166	10,823	SH		DFND		10,823	0	0
ARLO TECHNOLOGIES INC	COM	04206A101	4,334	1,029,516	SH		DFND		1,029,516	0	0
ARQULE INC	COM	04269E107	26,946	1,350,000	SH		DFND		1,350,000	0	0
ARYA SCIENCES ACQUISITION CO	*W EXP 10/10/202	G3165V125	86	50,000	SH		DFND		50,000	0	0
ARYA SCIENCES ACQUISITION CO	SHS CL A	G3165V109	1,030	100,000	SH		DFND		100,000	0	0
ATLANTICUS HLDGS CORP	COM	04914Y102	676	75,008	SH		DFND		75,008	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	28,687	33,825,000	PRN		DFND		33,825,000	0	0
AUDENTES THERAPEUTICS INC	COM	05070R104	81,281	1,358,308	SH		DFND		1,358,308	0	0
B RILEY PRINCIPAL MERGER COR	*W EXP 04/08/202	05586Y114	349	425,000	SH		DFND		425,000	0	0
B RILEY PRINCIPAL MERGER COR	CL A	05586Y106	3,704	370,000	SH		DFND		370,000	0	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	2,239	34,150	SH		DFND		34,150	0	0
BELLRING BRANDS INC	COM CL A	079823100	213	10,000	SH		DFND		10,000	0	0
BENEFITFOCUS INC	NOTE 1.250%12/1	08180DAB2	13,143	15,150,000	PRN		DFND		15,150,000	0	0
BIG ROCK PARTNERS ACQUISI CO	*W EXP 12/01/202	089482111	17	100,000	SH		DFND		100,000	0	0
BIG ROCK PARTNERS ACQUISI CO	COM	089482103	2,120	200,000	SH		DFND		200,000	0	0
BIG ROCK PARTNERS ACQUISI CO	RIGHT 12/01/2022	089482129	52	200,000	SH		DFND		200,000	0	0
BIOCERES CROP SOLUTIONS CORP	*W EXP 03/14/202	G1117K106	200	1,249,900	SH		DFND		1,249,900	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	3,611	42,881	SH		DFND		42,881	0	0
BLACKROCK ENHANCED GBL DIV T	COM	092501105	410	37,263	SH		DFND		37,263	0	0
BLACKROCK ENHANCED INTL DIV	COM BENE INTER	092524107	178	30,242	SH		DFND		30,242	0	0
BLACKROCK FLOAT RATE OME STR	COM	09255X100	344	25,605	SH		DFND		25,605	0	0
BLACKROCK FLOATING RATE INCO	COM	091941104	320	24,851	SH		DFND		24,851	0	0
BLACKROCK MUNIHOLDNGS QLTY I	COM	09254A101	180	14,291	SH		DFND		14,291	0	0
BLACKROCK MUNIYIELD PA QLTY	COM	09255G107	322	22,560	SH		DFND		22,560	0	0
BLACKROCK N Y MUN INCOME TR	SH BEN INT	09248L106	189	13,506	SH		DFND		13,506	0	0
BLACKSTONE MTG TR INC	NOTE 4.375% 5/0	09257WAB6	8,932	8,375,000	PRN		DFND		8,375,000	0	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	17,918	16,675,000	PRN		DFND		16,675,000	0	0
BOOKING HLDGS INC	COM	09857L108	4,003	1,949	SH		DFND		1,949	0	0
BOXWOOD MERGER CORP	*W EXP 11/26/202	10319T119	1,085	1,749,800	SH		DFND		1,749,800	0	0
BOXWOOD MERGER CORP	COM CL A	10319T101	2,436	239,065	SH		DFND		239,065	0	0
BP MIDSTREAM PARTNERS LP	UNIT LTD PTNR	0556EL109	312	20,000	SH		DFND		20,000	0	0
BROADMARK RLTY CAP INC	*W EXP 11/15/202	11135B118	665	1,750,000	SH		DFND		1,750,000	0	0
BROOGE HLDGS LTD	*W EXP 12/20/202	G1611B115	888	1,200,000	SH		DFND		1,200,000	0	0
BROOGE HLDGS LTD	SHS	G1611B107	1,051	120,000	SH		DFND		120,000	0	0
CAESARS ENTMT CORP	COM	127686103	99,272	7,299,390	SH		DFND		7,299,390	0	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	3,853	2,000,000	PRN		DFND		2,000,000	0	0
CAROLINA FINL CORP NEW	COM	143873107	4,150	96,000	SH		DFND		96,000	0	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	11,308	231,425	SH		DFND		231,425	0	0
CERENCE INC	COM	156727109	397	17,557	SH		DFND		17,557	0	0
CF FIN ACQUISITION CORP	*W EXP 04/30/202	12528N115	1,350	1,500,000	SH		DFND		1,500,000	0	0
CF FIN ACQUISITION CORP	COM CL A	12528N107	9,381	917,006	SH		DFND		917,006	0	0
CHANGE HEALTHCARE INC	UNIT 99/99/9999	15912K209	27,146	450,175	SH		DFND		450,175	0	0
CHASERG TECHNLGY ACQUISITN C	*W EXP 04/10/202	16166A111	1,782	810,000	SH		DFND		810,000	0	0
CHEGG INC	NOTE 0.250% 5/1	163092AB5	36,960	24,300,000	PRN		DFND		24,300,000	0	0
CHENIERE ENERGY PARTNERS LP	COM UNIT	16411Q101	867	21,785	SH		DFND		21,785	0	0
CHP MERGER CORP	UNIT 11/22/2024	12558Y205	10,170	1,000,000	SH		DFND		1,000,000	0	0
CHURCHILL CAP CORP II	*W EXP 07/02/202	17143G114	166	116,666	SH		DFND		116,666	0	0
CHURCHILL CAP CORP II	CL A	17143G106	3,614	349,998	SH		DFND		349,998	0	0
CIIG MERGER CORP	UNIT 12/31/2026	12559C202	5,060	500,000	SH		DFND		500,000	0	0
CINCINNATI BELL INC NEW	COM NEW	171871502	4,255	406,361	SH		DFND		406,361	0	0
CISION LTD	SHS	G1992S109	11,195	1,122,878	SH		DFND		1,122,878	0	0
CLARIVATE ANALYTICS PLC	*W EXP 05/13/202	G21810117	4,359	697,500	SH		DFND		697,500	0	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	21,098	17,613,000	PRN		DFND		17,613,000	0	0
CLOUGH GLOBAL OPPORTUNITIES	SH BEN INT	18914E106	469	49,681	SH		DFND		49,681	0	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	2,939	4,575,000	PRN		DFND		4,575,000	0	0
CNX MIDSTREAM PARTNERS LP	COM UNIT REPST	12654A101	593	36,000	SH		DFND		36,000	0	0
COLFAX CORP	UNIT 01/15/2022T	194014205	25,027	158,950	SH		DFND		158,950	0	0
COLLIER CREEK HOLDINGS	*W EXP 99/99/999	G22707114	162	116,666	SH		DFND		116,666	0	0
COLLIER CREEK HOLDINGS	COM CL A	G22707106	3,577	349,998	SH		DFND		349,998	0	0
COMPUCREDIT HLDGS CORP	NOTE 5.875%11/3	20478NAD2	3,044	5,000,000	PRN		DFND		5,000,000	0	0
CONTINENTAL BLDG PRODS INC	COM	211171103	9,567	262,613	SH		DFND		262,613	0	0
CONYERS PK II ACQUISITION CO	*W EXP 07/18/202	212896112	35	18,750	SH		DFND		18,750	0	0
CONYERS PK II ACQUISITION CO	COM CL A	212896104	758	75,000	SH		DFND		75,000	0	0
CORTEVA INC	COM	22052L104	14,116	483,433	SH		DFND		483,433	0	0
COVETRUS INC	COM	22304C100	6,309	487,943	SH		DFND		487,943	0	0
CREE INC	NOTE 0.875% 9/0	225447AB7	4,250	4,000,000	PRN		DFND		4,000,000	0	0
CRESCENT ACQUISITION CORP	*W EXP 03/08/202	22564L113	800	1,000,000	SH		DFND		1,000,000	0	0
CRESCENT ACQUISITION CORP	COM CL A	22564L105	5,994	600,000	SH		DFND		600,000	0	0
CRESTWOOD EQUITY PARTNERS LP	UNIT LTD PARTNER	226344208	861	27,936	SH		DFND		27,936	0	0
CYCLERION THERAPEUTICS INC	COM	23255M105	40	14,842	SH		DFND		14,842	0	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	128,356	5,501,767	SH		DFND		5,501,767	0	0
DASEKE INC	*W EXP 02/27/202	23753F115	45	378,003	SH		DFND		378,003	0	0
DCP MIDSTREAM LP	COM UT LTD PTN	23311P100	588	24,000	SH		DFND		24,000	0	0
DELAWARE INV MN MUN INC FD I	COM	24610V103	239	18,176	SH		DFND		18,176	0	0
DIAMOND EAGLE ACQUISITION CO	*W EXP 06/30/202	25258L117	480	200,000	SH		DFND		200,000	0	0
DIAMOND EAGLE ACQUISITION CO	COM CL A	25258L109	6,420	600,000	SH		DFND		600,000	0	0
DIAMONDPEAK HLDGS COR	*W EXP 02/22/202	25280H118	590	766,666	SH		DFND		766,666	0	0
DIAMONDPEAK HLDGS COR	COM CL A	25280H100	12,935	1,299,998	SH		DFND		1,299,998	0	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	31,512	32,675,000	PRN		DFND		32,675,000	0	0
DIVIDEND & INCOME FUND	COM NEW	25538A204	451	33,511	SH		DFND		33,511	0	0
DOCUSIGN INC	COM	256163106	4,382	59,294	SH		DFND		59,294	0	0
DOMINION ENERGY INC	UNIT 99/99/9999	25746U133	3,664	34,225	SH		DFND		34,225	0	0
DOW INC	COM	260557103	14,678	268,182	SH		DFND		268,182	0	0
DTE ENERGY CO	UNIT 11/01/2022S	233331842	4,339	84,100	SH		DFND		84,100	0	0
DTF TAX-FREE INCOME INC	COM	23334J107	211	14,276	SH		DFND		14,276	0	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	31,342	32,173,000	PRN		DFND		32,173,000	0	0
EATON VANCE FLTING RATE INC	COM	278279104	321	23,423	SH		DFND		23,423	0	0
EATON VANCE SR FLTNG RTE TR	COM	27828Q105	280	20,664	SH		DFND		20,664	0	0
EATON VANCE SR INCOME TR	SH BEN INT	27826S103	159	24,727	SH		DFND		24,727	0	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	7,642	7,631,000	PRN		DFND		7,631,000	0	0
EL PASO ELEC CO	COM NEW	283677854	54,748	806,421	SH		DFND		806,421	0	0
ENABLE MIDSTREAM PARTNERS LP	COM UNIT RP IN	292480100	502	50,000	SH		DFND		50,000	0	0
ENBRIDGE INC	COM	29250N105	1,352	33,984	SH		DFND		33,984	0	0
ENERGY TRANSFER LP	COM UT LTD PTN	29273V100	1,124	87,590	SH		DFND		87,590	0	0
ENLINK MIDSTREAM LLC	COM UNIT REP LTD	29336T100	337	55,000	SH		DFND		55,000	0	0
ENTERPRISE PRODS PARTNERS L	COM	293792107	845	30,000	SH		DFND		30,000	0	0
EQM MIDSTREAM PARTNERS LP	UNIT LTD PARTN	26885B100	389	13,000	SH		DFND		13,000	0	0
EQUITRANS MIDSTREAM CORPORAT	COM	294600101	6,620	504,033	SH		DFND		504,033	0	0
ESTRE AMBIENTAL INC	*W EXP 12/21/202	G3206V118	4	661,870	SH		DFND		661,870	0	0
ETSY INC	NOTE 3/0	29786AAC0	29,681	21,005,000	PRN		DFND		21,005,000	0	0
EURONET WORLDWIDE INC	COM	298736109	1,938	12,302	SH		DFND		12,302	0	0
EXACT SCIENCES CORP	COM	30063P105	1,483	16,069	SH		DFND		16,069	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	26,520	18,337,000	PRN		DFND		18,337,000	0	0
EXPERIENCE INVESTMENT CORP	*W EXP 09/01/202	30217C117	223	333,332	SH		DFND		333,332	0	0
EXPERIENCE INVESTMENT CORP	COM CL A	30217C109	9,750	999,996	SH		DFND		999,996	0	0
EZCORP INC	NOTE 2.375% 5/0	302301AE6	4,503	5,500,000	PRN		DFND		5,500,000	0	0
EZCORP INC	NOTE 2.875% 7/0	302301AF3	1,891	2,000,000	PRN		DFND		2,000,000	0	0
FALCON MINERALS CORP	*W EXP 07/21/202	30607B208	67	222,879	SH		DFND		222,879	0	0
FAR PT ACQUISITION CORP	*W EXP 06/01/202	30734W117	387	299,999	SH		DFND		299,999	0	0
FAR PT ACQUISITION CORP	COM CL A	30734W109	3,587	349,998	SH		DFND		349,998	0	0
FEDERATED PREM MUN INC FD	COM	31423P108	250	17,759	SH		DFND		17,759	0	0
FINSERV ACQUISITION CORP	UNIT 12/31/2026	318085206	10,150	1,000,000	SH		DFND		1,000,000	0	0
FINTECH ACQUISITION CORP III	*W EXP 12/01/202	31811A119	1,576	1,150,000	SH		DFND		1,150,000	0	0
FINTECH ACQUISITION CORP III	COM CL A	31811A101	4,559	450,000	SH		DFND		450,000	0	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	47,099	46,625,000	PRN		DFND		46,625,000	0	0
FIRST TR SR FLG RTE INCM FD	COM	33733U108	287	22,895	SH		DFND		22,895	0	0
FITBIT INC	CL A	33812L102	84,423	12,849,714	SH		DFND		12,849,714	0	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	3,478	3,245,000	PRN		DFND		3,245,000	0	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	17,588	18,050	SH		DFND		18,050	0	0
FORUM MERGER II CORP	*W EXP 09/30/202	34986F111	745	1,620,000	SH		DFND		1,620,000	0	0
FORUM MERGER II CORP	CL A	34986F103	1,532	150,000	SH		DFND		150,000	0	0
FOX CORP	CL A COM	35137L105	13,506	364,341	SH		DFND		364,341	0	0
FOX CORP	CL B COM	35137L204	4,172	114,617	SH		DFND		114,617	0	0
FRONTDOOR INC	COM	35905A109	15,719	331,481	SH		DFND		331,481	0	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	31,352	24,960,000	PRN		DFND		24,960,000	0	0
GABELLI DIVD & INCOME TR	COM	36242H104	462	21,063	SH		DFND		21,063	0	0
GAIN CAP HLDGS INC	NOTE 5.000% 8/1	36268WAF7	197	225,000	PRN		DFND		225,000	0	0
GALILEO ACQUISITION CORP	*W EXP 10/31/202	G3770A110	156	325,000	SH		DFND		325,000	0	0
GALILEO ACQUISITION CORP	SHS	G3770A102	3,185	325,000	SH		DFND		325,000	0	0
GARRETT MOTION INC	COM	366505105	6,606	661,272	SH		DFND		661,272	0	0
GDS HLDGS LTD	NOTE 2.000% 6/0	36165LAB4	6,918	5,700,000	PRN		DFND		5,700,000	0	0
GENESIS ENERGY L P	UNIT LTD PARTN	371927104	553	27,000	SH		DFND		27,000	0	0
GENWORTH FINL INC	COM CL A	37247D106	38,070	8,652,172	SH		DFND		8,652,172	0	0
GIGCAPITAL2 INC	*W EXP 02/28/202	375036118	245	765,000	SH		DFND		765,000	0	0
GIGCAPITAL2 INC	COM	375036100	3,505	353,000	SH		DFND		353,000	0	0
GOL LINHAS AEREAS INTLG S A	SPON ADR PFD NEW	38045R206	1,542	85,335	SH		DFND		85,335	0	0
GORDON POINTE ACQUISITION CO	*W EXP 07/30/202	382788115	398	1,106,820	SH		DFND		1,106,820	0	0
GORDON POINTE ACQUISITION CO	COM CLASS A	382788107	6,128	579,800	SH		DFND		579,800	0	0
GORES HOLDINGS III INC	*W EXP 09/11/202	38286G117	517	333,332	SH		DFND		333,332	0	0
GORES METROPOULOS INC	*W EXP 01/28/202	382872117	250	166,666	SH		DFND		166,666	0	0
GORES METROPOULOS INC	COM CL A	382872109	5,060	499,998	SH		DFND		499,998	0	0
GRAF INDL CORP	*W EXP 12/31/202	384278115	781	1,782,000	SH		DFND		1,782,000	0	0
GRAF INDL CORP	COM	384278107	2,201	216,000	SH		DFND		216,000	0	0
GRANITE PT MTG TR INC	NOTE 6.375%10/0	38741LAC1	5,231	5,000,000	PRN		DFND		5,000,000	0	0
GREEN PLAINS INC	NOTE 4.125% 9/0	393222AF1	6,797	7,250,000	PRN		DFND		7,250,000	0	0
GREENBRIER COS INC	NOTE 2.875% 2/0	393657AK7	5,046	5,187,000	PRN		DFND		5,187,000	0	0
GREENVISION ACQUISITION CORP	*W EXP 10/28/202	39678G111	24	170,000	SH		DFND		170,000	0	0
GREENVISION ACQUISITION CORP	COM	39678G103	1,671	170,000	SH		DFND		170,000	0	0
GREENVISION ACQUISITION CORP	RIGHT 06/01/2021	39678G129	31	170,000	SH		DFND		170,000	0	0
GS ACQUISITION HLDGS CORP	*W EXP 06/12/202	36255F110	1,152	500,000	SH		DFND		500,000	0	0
GS ACQUISITION HLDGS CORP	COM CL A	36255F102	1,655	150,000	SH		DFND		150,000	0	0
GX ACQUISITION CORP	*W EXP 05/24/202	36251A115	800	1,000,000	SH		DFND		1,000,000	0	0
GX ACQUISITION CORP	COM CL A	36251A107	14,002	1,398,800	SH		DFND		1,398,800	0	0
HAYMAKER ACQUISITION CORP II	*W EXP 10/31/202	42087L119	940	666,666	SH		DFND		666,666	0	0
HAYMAKER ACQUISITION CORP II	COM CL A	42087L101	20,110	1,998,998	SH		DFND		1,998,998	0	0
HCI GROUP INC	NOTE 4.250% 3/0	40416EAD5	6,173	6,000,000	PRN		DFND		6,000,000	0	0
HEALTHCARE MERGER CORP	UNIT 12/17/2021	42227L201	7,245	700,000	SH		DFND		700,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.125% 9/1	42330PAJ6	4,533	3,500,000	PRN		DFND		3,500,000	0	0
HENNESSY CAP ACQUSTION CORP	*W EXP 09/05/202	42589C112	1,200	1,500,000	SH		DFND		1,500,000	0	0
HENNESSY CAP ACQUSTION CORP	CL A COM	42589C104	6,096	600,000	SH		DFND		600,000	0	0
HERCULES CAPITAL INC	DBCV 4.375% 2/0	427096AF9	17,841	17,425,000	PRN		DFND		17,425,000	0	0
HESS MIDSTREAM LP	CL A SHS	428103105	687	30,300	SH		DFND		30,300	0	0
HL ACQUISITIONS CORP	*W EXP 06/21/202	G4603R122	95	270,000	SH		DFND		270,000	0	0
HL ACQUISITIONS CORP	SHS	G4603R106	1,569	151,887	SH		DFND		151,887	0	0
HOLLY ENERGY PARTNERS L P	COM UT LTD PTN	435763107	490	22,100	SH		DFND		22,100	0	0
HOPE BANCORP INC	NOTE 2.000% 5/1	43940TAB5	15,375	16,300,000	PRN		DFND		16,300,000	0	0
HOWARD HUGHES CORP	COM	44267D107	2,975	23,488	SH		DFND		23,488	0	0
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	17,328	10,000,000	PRN		DFND		10,000,000	0	0
IAA INC	COM	449253103	12,550	269,023	SH		DFND		269,023	0	0
IAC INTERACTIVECORP	COM	44919P508	6,904	27,715	SH		DFND		27,715	0	0
IBERIABANK CORP	COM	450828108	22,934	306,478	SH		DFND		306,478	0	0
II VI INC	NOTE 0.250% 9/0	902104AB4	25,582	25,050,000	PRN		DFND		25,050,000	0	0
ILLUMINA INC	COM	452327109	20,424	61,937	SH		DFND		61,937	0	0
IMPINJ INC	COM	453204109	1,398	54,044	SH		DFND		54,044	0	0
INDEPENDENT BK GROUP INC	COM	45384B106	19,183	346,021	SH		DFND		346,021	0	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	12,685	565,786	SH		DFND		565,786	0	0
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	26,595	25,075,000	PRN		DFND		25,075,000	0	0
INFRA AND ENERGY ALTRNTIVE I	*W EXP 05/20/202	45686J112	27	343,006	SH		DFND		343,006	0	0
INNOPHOS HOLDINGS INC	COM	45774N108	2,680	83,802	SH		DFND		83,802	0	0
INNOVIVA INC	NOTE 2.500% 8/1	45781MAB7	3,268	3,000,000	PRN		DFND		3,000,000	0	0
INSTRUCTURE INC	COM	45781U103	8,432	174,909	SH		DFND		174,909	0	0
INSURANCE ACQUISITION CORP	CL A	457867109	4,192	420,000	SH		DFND		420,000	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 2.000% 5/1	45845PAB4	7,399	5,550,000	PRN		DFND		5,550,000	0	0
INTERXION HOLDING N.V	SHS	N47279109	33,524	400,000	SH		DFND		400,000	0	0
INTREXON CORP	COM	46122T102	1,374	250,683	SH		DFND		250,683	0	0
INTREXON CORP	NOTE 3.500% 7/0	46122TAA0	10,664	17,500,000	PRN		DFND		17,500,000	0	0
INVACARE CORP	NOTE 4.500% 6/0	461203AH4	1,836	1,950,000	PRN		DFND		1,950,000	0	0
JAZZ PHARMACEUTICALS PLC	SHS USD	G50871105	1,140	7,659	SH		DFND		7,659	0	0
JUNIPER INDL HLDGS INC	UNIT 11/13/2026	48205G205	12,120	1,200,000	SH		DFND		1,200,000	0	0
KALEYRA INC	*W EXP 12/12/202	483379111	1,271	1,125,000	SH		DFND		1,125,000	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	8,576	6,000,000	PRN		DFND		6,000,000	0	0
KBL MERGER CORP IV	*W EXP 01/15/202	48242A112	40	500,000	SH		DFND		500,000	0	0
KEMET CORP	COM NEW	488360207	47,197	1,744,808	SH		DFND		1,744,808	0	0
KONTOOR BRANDS INC	COM	50050N103	16,182	385,381	SH		DFND		385,381	0	0
LANDCADIA HLDGS II INC	*W EXP 05/09/202	51476X113	420	583,332	SH		DFND		583,332	0	0
LANDCADIA HLDGS II INC	CL A	51476X105	17,272	1,749,996	SH		DFND		1,749,996	0	0
LEGACY ACQUISITION CORP	*W EXP 11/30/202	524643111	672	1,250,000	SH		DFND		1,250,000	0	0
LEGACY ACQUISITION CORP	COM CL A	524643103	3,081	300,000	SH		DFND		300,000	0	0
LEISURE ACQUISITION CORP	*W EXP 12/05/201	52539T115	619	625,000	SH		DFND		625,000	0	0
LEISURE ACQUISITION CORP	COM	52539T107	3,126	300,000	SH		DFND		300,000	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	6,855	4,375,000	PRN		DFND		4,375,000	0	0
LEO HOLDINGS CORP	*W EXP 02/07/202	G5463L113	739	1,115,000	SH		DFND		1,115,000	0	0
LEO HOLDINGS CORP	COM CL A	G5463L105	316	30,600	SH		DFND		30,600	0	0
LF CAP ACQUISITION CORP	*W EXP 06/22/202	50200K116	540	1,200,000	SH		DFND		1,200,000	0	0
LF CAP ACQUISITION CORP	CL A	50200K108	2,072	200,000	SH		DFND		200,000	0	0
LGL SYS ACQUISITION CORP	UNIT 10/24/2024	50201G205	1,172	115,000	SH		DFND		115,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	1,348	1,000,000	PRN		DFND		1,000,000	0	0
LIBERTY PPTY TR	SH BEN INT	531172104	45,338	755,000	SH		DFND		755,000	0	0
LIGAND PHARMACEUTICALS INC	NOTE 0.750% 5/1	53220KAF5	20,189	23,325,000	PRN		DFND		23,325,000	0	0
LIV CAP ACQUISITION CORP	UNIT 99/99/9999	G5510C124	1,606	160,000	SH		DFND		160,000	0	0
LIVENT CORP	COM	53814L108	10,956	1,281,400	SH		DFND		1,281,400	0	0
LIVEPERSON INC	COM	538146101	3,282	88,716	SH		DFND		88,716	0	0
LOGMEIN INC	COM	54142L109	14,576	170,000	SH		DFND		170,000	0	0
LONGEVITY ACQUISITION CORP	*W EXP 07/31/202	G56372116	11	125,000	SH		DFND		125,000	0	0
LONGEVITY ACQUISITION CORP	RIGHT 07/31/2020	G56372124	23	125,000	SH		DFND		125,000	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	17,544	11,996,000	PRN		DFND		11,996,000	0	0
LYON WILLIAM HOMES	CL A NEW	552074700	7,760	388,406	SH		DFND		388,406	0	0
MADISON CVRED CALL & EQ STR	COM	557437100	79	11,895	SH		DFND		11,895	0	0
MAGELLAN MIDSTREAM PRTNRS LP	COM UNIT RP LP	559080106	880	14,000	SH		DFND		14,000	0	0
MAGNACHIP SEMICONDUCTOR SA	NOTE 5.000% 3/0	55932XAB0	3,029	2,000,000	PRN		DFND		2,000,000	0	0
MARTIN MIDSTREAM PRTNRS L P	UNIT L P INT	573331105	164	40,794	SH		DFND		40,794	0	0
MEDICINES CO	COM	584688105	129,824	1,528,417	SH		DFND		1,528,417	0	0
MEGALITH FINL ACQUISITION CO	*W EXP 08/26/202	58518F117	369	1,153,800	SH		DFND		1,153,800	0	0
MEGALITH FINL ACQUISITION CO	CL A COM	58518F109	1,605	156,400	SH		DFND		156,400	0	0
MELLANOX TECHNOLOGIES LTD	SHS	M51363113	142,449	1,215,641	SH		DFND		1,215,641	0	0
MERCADOLIBRE INC	NOTE 2.000% 8/1	58733RAD4	84,606	56,575,000	PRN		DFND		56,575,000	0	0
MERIDA MERGER CORP I	*W EXP 11/07/202	58953M114	188	375,000	SH		DFND		375,000	0	0
MERIDA MERGER CORP I	COM	58953M106	7,298	750,000	SH		DFND		750,000	0	0
MERITOR INC	NOTE 3.250%10/1	59001KAF7	27,344	25,075,000	PRN		DFND		25,075,000	0	0
MFA FINL INC	NOTE 6.250% 6/1	55272XAA0	14,892	14,225,000	PRN		DFND		14,225,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	202,022	93,800,000	PRN		DFND		93,800,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 2.250% 2/1	595017AH7	77,389	53,185,000	PRN		DFND		53,185,000	0	0
MOMO INC	NOTE 1.250% 7/0	60879BAB3	9,062	9,725,000	PRN		DFND		9,725,000	0	0
MONOCLE ACQUISITION CORP	*W EXP 12/06/202	609754114	1,344	1,680,597	SH		DFND		1,680,597	0	0
MONOCLE ACQUISITION CORP	COM	609754106	7,946	780,597	SH		DFND		780,597	0	0
MPLX LP	COM UNIT REP LTD	55336V100	1,153	45,295	SH		DFND		45,295	0	0
MUDRICK CAP ACQUISITION CORP	*W EXP 02/12/202	624745113	1,125	2,250,000	SH		DFND		2,250,000	0	0
MUDRICK CAP ACQUISITION CORP	COM CLASS A	624745105	3,096	300,000	SH		DFND		300,000	0	0
NATIONAL ENERGY SERVICES REU	*W EXP 05/05/202	G6375R115	234	259,500	SH		DFND		259,500	0	0
NEBULA ACQUISITION CORP	*W EXP 03/12/202	629076118	292	233,332	SH		DFND		233,332	0	0
NEBULA ACQUISITION CORP	COM CLASS A	629076100	1,528	144,998	SH		DFND		144,998	0	0
NESCO HLDGS INC	*W EXP 01/01/202	64083J112	39	83,333	SH		DFND		83,333	0	0
NETFIN ACQUISITION CORP	*W EXP 08/01/202	G6455A115	150	500,000	SH		DFND		500,000	0	0
NETFIN ACQUISITION CORP	SHS CL A	G6455A107	4,641	466,400	SH		DFND		466,400	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	35,258	22,950,000	PRN		DFND		22,950,000	0	0
NEW FRONTIER HEALTH CORP	*W EXP 11/30/202	G6461G114	689	450,000	SH		DFND		450,000	0	0
NEW MTN FIN CORP	NOTE 5.750% 8/1	647551AC4	7,235	6,875,000	PRN		DFND		6,875,000	0	0
NEW PROVIDENCE ACQUISITIN CO	*W EXP 09/11/202	64822P114	450	500,000	SH		DFND		500,000	0	0
NEW PROVIDENCE ACQUISITIN CO	COM CL A	64822P106	9,860	1,000,000	SH		DFND		1,000,000	0	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	3,800	3,900,000	PRN		DFND		3,900,000	0	0
NEWMARK GROUP INC	CL A	65158N102	17,572	1,305,979	SH		DFND		1,305,979	0	0
NEXTERA ENERGY INC	UNIT 09/01/2022S	65339F796	6,101	119,050	SH		DFND		119,050	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	21,908	2,400,000	PRN		DFND		2,400,000	0	0
NUANCE COMMUNICATIONS INC	DBCV 1.000%12/1	67020YAK6	7,570	7,500,000	PRN		DFND		7,500,000	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	3,626	3,250,000	PRN		DFND		3,250,000	0	0
NUSTAR ENERGY LP	UNIT COM	67058H102	451	17,439	SH		DFND		17,439	0	0
NUTANIX INC	NOTE 1/1	67059NAB4	7,479	7,500,000	PRN		DFND		7,500,000	0	0
NUVEEN ARIZONA QLTY MUN INC	COM	67061W104	173	12,828	SH		DFND		12,828	0	0
NUVEEN FLTNG RTE INCM OPP FD	COM SHS	6706EN100	272	27,182	SH		DFND		27,182	0	0
NUVEEN MICHIGAN QLT MUN INC	COM	670979103	218	15,410	SH		DFND		15,410	0	0
NUVEEN OHIO QLTY MUN INCOME	COM	670980101	164	10,609	SH		DFND		10,609	0	0
NUVEEN SR INCOME FD	COM	67067Y104	61	10,152	SH		DFND		10,152	0	0
NUVEEN VIRGINIA QLTY MUNCPL	COM	67064R102	383	26,248	SH		DFND		26,248	0	0
NVENT ELECTRIC PLC	SHS	G6700G107	14,495	566,653	SH		DFND		566,653	0	0
OAKTREE ACQUISITION CORP	*W EXP 99/99/999	G67145113	63	66,666	SH		DFND		66,666	0	0
OAKTREE ACQUISITION CORP	SHS CL A	G67145105	1,972	199,998	SH		DFND		199,998	0	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	12,285	15,625,000	PRN		DFND		15,625,000	0	0
OMEROS CORP	NOTE 6.250%11/1	682143AE2	14,959	15,350,000	PRN		DFND		15,350,000	0	0
ONEOK INC NEW	COM	682680103	1,275	16,899	SH		DFND		16,899	0	0
OPES ACQUISITION CORP	*W EXP 03/13/202	68373P118	45	250,000	SH		DFND		250,000	0	0
OPES ACQUISITION CORP	COM	68373P100	1,052	100,000	SH		DFND		100,000	0	0
OPKO HEALTH INC	NOTE 4.500% 2/1	68375NAD5	14,993	19,050,000	PRN		DFND		19,050,000	0	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	5,478	5,000,000	PRN		DFND		5,000,000	0	0
OSPREY TECHNLGY AQUISTION CO	UNIT 10/30/2024	68839R401	7,635	750,000	SH		DFND		750,000	0	0
PACIFIC BIOSCIENCES CALIF IN	COM	69404D108	35,742	6,953,621	SH		DFND		6,953,621	0	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	10,420	10,000,000	PRN		DFND		10,000,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	4,422	4,000,000	PRN		DFND		4,000,000	0	0
PARATEK PHARMACEUTICALS INC	NOTE 4.750% 5/0	699374AB0	2,204	3,050,000	PRN		DFND		3,050,000	0	0
PATRIOT NATL BANCORP INC	COM NEW	70336F203	439	34,442	SH		DFND		34,442	0	0
PATTERN ENERGY GROUP INC	CL A	70338P100	41,891	1,565,711	SH		DFND		1,565,711	0	0
PENNANT GROUP INC	COM	70805E109	488	14,746	SH		DFND		14,746	0	0
PENSARE ACQUISITION CORP	*W EXP 07/27/202	70957E113	83	250,000	SH		DFND		250,000	0	0
PENTAIR PLC	SHS	G7S00T104	5,725	124,800	SH		DFND		124,800	0	0
PHILLIPS 66 PARTNERS LP	COM UNIT REP INT	718549207	857	13,900	SH		DFND		13,900	0	0
PHUNWARE INC	*W EXP 12/26/202	71948P118	5	58,632	SH		DFND		58,632	0	0
PIONEER FLOATING RATE TR	COM	72369J102	328	29,915	SH		DFND		29,915	0	0
PIVOTAL INVT CORP II	*W EXP 06/01/202	72582K118	263	333,332	SH		DFND		333,332	0	0
PIVOTAL INVT CORP II	COM CL A	72582K100	9,940	999,996	SH		DFND		999,996	0	0
PLAINS ALL AMERN PIPELINE L	UNIT LTD PARTN	726503105	662	36,000	SH		DFND		36,000	0	0
PLUG POWER INC	NOTE 5.500% 3/1	72919PAB9	4,441	3,000,000	PRN		DFND		3,000,000	0	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	21,256	13,675,000	PRN		DFND		13,675,000	0	0
PROFICIENT ALPHA ACQUSTN COR	*W EXP 04/30/202	74317H113	60	400,000	SH		DFND		400,000	0	0
PROFICIENT ALPHA ACQUSTN COR	COM	74317H105	2,316	230,000	SH		DFND		230,000	0	0
PROGENICS PHARMACEUTICALS IN	COM	743187106	5,374	1,055,864	SH		DFND		1,055,864	0	0
PROOFPOINT INC	COM	743424103	2,576	22,444	SH		DFND		22,444	0	0
PROPTECH ACQUISITION CORPORA	UNIT 10/01/2026	74349F200	6,630	650,000	SH		DFND		650,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 6.375% 3/0	74348TAT9	15,597	14,625,000	PRN		DFND		14,625,000	0	0
PURE ACQUISITION CORP	*W EXP 04/17/202	74621Q114	845	862,500	SH		DFND		862,500	0	0
PURE ACQUISITION CORP	CL A	74621Q106	1,557	150,000	SH		DFND		150,000	0	0
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	12,134	12,175,000	PRN		DFND		12,175,000	0	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	6,869	4,525,000	PRN		DFND		4,525,000	0	0
QTS RLTY TR INC	6.50% CON PFD B	74736A301	2,326	18,100	SH		DFND		18,100	0	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	11,312	11,450,000	PRN		DFND		11,450,000	0	0
RA PHARMACEUTICALS INC	COM	74933V108	89,480	1,906,663	SH		DFND		1,906,663	0	0
RANPAK HLDGS CORP	*W EXP 06/03/202	75321W111	553	485,000	SH		DFND		485,000	0	0
RAPID7 INC	NOTE 1.250% 8/0	753422AB0	3,731	2,500,000	PRN		DFND		2,500,000	0	0
RATTLER MIDSTREAM LP	COM UNITS	75419T103	501	28,159	SH		DFND		28,159	0	0
RAYTHEON CO	COM NEW	755111507	49,949	227,308	SH		DFND		227,308	0	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	13,453	13,100,000	PRN		DFND		13,100,000	0	0
REDWOOD TR INC	NOTE 5.625% 7/1	758075AD7	17,973	17,600,000	PRN		DFND		17,600,000	0	0
REPLAY ACQUISITION CORP	*W EXP 03/01/202	G75130115	483	575,000	SH		DFND		575,000	0	0
REPLAY ACQUISITION CORP	COM	G75130107	4,309	430,000	SH		DFND		430,000	0	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	8,824	739,608	SH		DFND		739,608	0	0
RETAIL VALUE INC	COM	76133Q102	254	6,915	SH		DFND		6,915	0	0
RETROPHIN INC	NOTE 2.500% 9/1	761299AB2	8,944	11,500,000	PRN		DFND		11,500,000	0	0
RH	NOTE 6/1	74967XAA1	11,728	9,225,000	PRN		DFND		9,225,000	0	0
RMG ACQUISITION CORP	*W EXP 02/21/202	749641114	483	833,332	SH		DFND		833,332	0	0
RMG ACQUISITION CORP	CL A	749641106	14,470	1,449,896	SH		DFND		1,449,896	0	0
ROSEHILL RES INC	*W EXP 04/27/202	777385113	22	244,800	SH		DFND		244,800	0	0
SC HEALTH CORP	*W EXP 99/99/999	G78516401	288	300,000	SH		DFND		300,000	0	0
SC HEALTH CORP	COM CL A	G78516203	1,988	200,000	SH		DFND		200,000	0	0
SCHULTZE SPL PURP ACQUSTN CO	*W EXP 12/31/202	80821R117	547	1,440,000	SH		DFND		1,440,000	0	0
SCHULTZE SPL PURP ACQUSTN CO	COM	80821R109	2,920	288,000	SH		DFND		288,000	0	0
SCORPIO TANKERS INC	NOTE 3.000% 5/1	80918TAB5	12,312	10,000,000	PRN		DFND		10,000,000	0	0
SEACOR HOLDINGS INC	NOTE 2.500%12/1	811904AM3	18,899	19,244,000	PRN		DFND		19,244,000	0	0
SEACOR HOLDINGS INC	NOTE 3.250% 5/1	811904AN1	912	1,000,000	PRN		DFND		1,000,000	0	0
SEMPRA ENERGY	6% PFD CONV A	816851406	6,520	54,225	SH		DFND		54,225	0	0
SERVICENOW INC	NOTE 6/0	81762PAC6	41,783	19,782,000	PRN		DFND		19,782,000	0	0
SHELL MIDSTREAM PARTNERS L P	UNIT LTD INT	822634101	525	26,000	SH		DFND		26,000	0	0
SHIP FINANCE INTERNATIONAL L	NOTE 5.750%10/1	G81075AF3	22,265	20,850,000	PRN		DFND		20,850,000	0	0
SILVER SPIKE ACQUISITION COR	*W EXP 08/02/202	G8136L114	172	400,000	SH		DFND		400,000	0	0
SILVER SPIKE ACQUISITION COR	CL A SHS	G8136L106	7,936	800,000	SH		DFND		800,000	0	0
SOFTWARE ACQUISITION GROUP I	UNIT 10/01/2026	83406B200	4,060	400,000	SH		DFND		400,000	0	0
SOURCE CAP INC	COM	836144105	304	7,845	SH		DFND		7,845	0	0
SOUTH JERSEY INDS INC	UNIT 99/99/9999	838518116	1,620	30,925	SH		DFND		30,925	0	0
SOUTH MTN MERGER CORP	*W EXP 06/20/202	838884112	674	750,000	SH		DFND		750,000	0	0
SOUTH MTN MERGER CORP	COM CL A	838884104	7,896	800,000	SH		DFND		800,000	0	0
SOUTHERN CO	UNIT 08/01/2022	842587602	5,940	109,825	SH		DFND		109,825	0	0
SPARTAN ENERGY ACQUISITON CO	*W EXP 08/27/202	846784122	239	434,999	SH		DFND		434,999	0	0
SPARTAN ENERGY ACQUISITON CO	CL A COM STK	846784106	2,440	239,998	SH		DFND		239,998	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	56,777	45,950,000	PRN		DFND		45,950,000	0	0
SPRINT CORPORATION	COM	85207U105	101,469	19,475,856	SH		DFND		19,475,856	0	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	75,538	27,620,000	PRN		DFND		27,620,000	0	0
SRC ENERGY INC	COM	78470V108	4,177	1,013,937	SH		DFND		1,013,937	0	0
STABLE RD ACQUISITION CORP	UNIT 05/15/2026	85236Q208	5,145	500,000	SH		DFND		500,000	0	0
STARS GROUP INC	COM	85570W100	126,558	4,850,843	SH		DFND		4,850,843	0	0
SUMMIT MIDSTREAM PARTNERS LP	COM UNIT LTD	866142102	119	36,000	SH		DFND		36,000	0	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	3,641	4,000,000	PRN		DFND		4,000,000	0	0
SWISS HELVETIA FD INC	COM	870875101	154	18,363	SH		DFND		18,363	0	0
SWITCHBACK ENERGY ACQUISITIO	*W EXP 07/25/202	87105M110	340	566,666	SH		DFND		566,666	0	0
SWITCHBACK ENERGY ACQUISITIO	COM CL A	87105M102	16,609	1,699,998	SH		DFND		1,699,998	0	0
TALLGRASS ENERGY LP	CLASS A SHS	874696107	68,087	3,078,072	SH		DFND		3,078,072	0	0
TARGA RES CORP	COM	87612G101	858	21,184	SH		DFND		21,184	0	0
TARGET HOSPITALITY CORP	*W EXP 03/15/202	87615L115	139	266,666	SH		DFND		266,666	0	0
TC PIPELINES LP	UT COM LTD PRT	87233Q108	664	15,700	SH		DFND		15,700	0	0
TEAM INC	NOTE 5.000% 8/0	878155AE0	10,494	10,000,000	PRN		DFND		10,000,000	0	0
TECH DATA CORP	COM	878237106	44,779	311,829	SH		DFND		311,829	0	0
TEEKAY LNG PARTNERS L P	PRTNRSP UNITS	Y8564M105	560	36,000	SH		DFND		36,000	0	0
TEKLA HEALTHCARE INVS	SH BEN INT	87911J103	574	27,497	SH		DFND		27,497	0	0
TEKLA LIFE SCIENCES INVS	SH BEN INT	87911K100	223	12,784	SH		DFND		12,784	0	0
TENZING ACQUISITION CORP	*W EXP 02/23/202	G8708A108	63	250,000	SH		DFND		250,000	0	0
TESLA INC	COM	88160R101	8,223	19,730	SH		DFND		19,730	0	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	42,439	28,025,000	PRN		DFND		28,025,000	0	0
TEVA PHARMACEUTICAL FIN LLC	DBCV 0.250% 2/0	88163VAE9	953	1,000,000	PRN		DFND		1,000,000	0	0
THERAVANCE INC	NOTE 2.125% 1/1	88338TAB0	18,903	18,768,000	PRN		DFND		18,768,000	0	0
THL CR SR LN FD	COM	87244R103	276	18,163	SH		DFND		18,163	0	0
THUNDER BRDG ACQUISTION II L	*W EXP 11/30/202	G8857S108	450	500,000	SH		DFND		500,000	0	0
THUNDER BRDG ACQUISTION II L	CL A SHS	G8857S116	9,950	1,000,000	SH		DFND		1,000,000	0	0
TIBERIUS ACQUISITION CORP	*W EXP 02/28/202	88633A115	1,206	1,057,500	SH		DFND		1,057,500	0	0
TIFFANY & CO NEW	COM	886547108	120,181	899,223	SH		DFND		899,223	0	0
TILRAY INC	NOTE 5.000%10/0	88688TAB6	5,470	10,225,000	PRN		DFND		10,225,000	0	0
TIMKENSTEEL CORP	NOTE 6.000% 6/0	887399AA1	1,554	1,500,000	PRN		DFND		1,500,000	0	0
TIVO CORP	COM	88870P106	3,516	414,631	SH		DFND		414,631	0	0
TKK SYMPHONY ACQUISITION COR	*W EXP 02/20/202	G88950129	111	1,850,000	SH		DFND		1,850,000	0	0
TKK SYMPHONY ACQUISITION COR	ORD SHS	G88950103	1,539	150,000	SH		DFND		150,000	0	0
TORTOISE ACQUISITION CORP	*W EXP 03/04/202	89154L118	486	1,038,969	SH		DFND		1,038,969	0	0
TORTOISE ACQUISITION CORP	CL A	89154L100	10,736	1,077,938	SH		DFND		1,077,938	0	0
TPG SPECIALTY LENDING INC	NOTE 4.500% 8/0	87265KAD4	7,972	7,500,000	PRN		DFND		7,500,000	0	0
TRINE ACQUISITION CORP	*W EXP 03/31/202	89628U116	1,093	1,150,000	SH		DFND		1,150,000	0	0
TRINE ACQUISITION CORP	COM CL A	89628U108	8,583	860,000	SH		DFND		860,000	0	0
TUSCAN HLDGS CORP II	*W EXP 99/99/999	90070A111	214	475,000	SH		DFND		475,000	0	0
TUSCAN HLDGS CORP II	COM	90070A103	9,367	950,000	SH		DFND		950,000	0	0
TUSCAN HOLDINGS CORP	*W EXP 04/01/202	90069K112	944	1,600,000	SH		DFND		1,600,000	0	0
TUSCAN HOLDINGS CORP	COM	90069K104	4,681	470,000	SH		DFND		470,000	0	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	4,844	5,000,000	PRN		DFND		5,000,000	0	0
UGI CORP NEW	COM	902681105	271	6,017	SH		DFND		6,017	0	0
UNION ACQUISITION CORP II	*W EXP 04/01/202	G9402Q126	375	1,000,000	SH		DFND		1,000,000	0	0
UNION ACQUISITION CORP II	SHS	G9402Q100	9,850	1,000,000	SH		DFND		1,000,000	0	0
VECTOIQ ACQUISITION CORP	*W EXP 05/11/202	92243N111	956	1,620,000	SH		DFND		1,620,000	0	0
VECTOIQ ACQUISITION CORP	COM	92243N103	4,025	390,000	SH		DFND		390,000	0	0
VECTOR GROUP LTD	FRNT 4/1	92240MBC1	3,651	3,500,000	PRN		DFND		3,500,000	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	21,741	23,000,000	PRN		DFND		23,000,000	0	0
VEONEER INCORPORATED	COM	92336X109	5,680	363,664	SH		DFND		363,664	0	0
VEONEER INCORPORATED	NOTE 4.000% 6/0	92336XAA7	3,084	3,000,000	PRN		DFND		3,000,000	0	0
VERASTEM INC	NOTE 5.000%11/0	92337CAB0	4,568	5,249,000	PRN		DFND		5,249,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	10,004	7,740,000	PRN		DFND		7,740,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.750% 6/0	925550AE5	18,899	15,000,000	PRN		DFND		15,000,000	0	0
VIRGIN GALACTIC HOLDINGS INC	*W EXP 11/25/202	92766K114	279	83,334	SH		DFND		83,334	0	0
VIRTUS INVT PARTNERS INC	PFD CV SER D	92828Q208	1,816	17,975	SH		DFND		17,975	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	5,021	5,000,000	PRN		DFND		5,000,000	0	0
VOYA GLBL EQTY DIV & PREM OP	COM	92912T100	623	100,704	SH		DFND		100,704	0	0
VOYA INFRASTRUCTURE INDLS &	COM	92912X101	642	55,763	SH		DFND		55,763	0	0
WABCO HLDGS INC	COM	92927K102	151,852	1,120,682	SH		DFND		1,120,682	0	0
WAYFAIR INC	CL A	94419L101	3,341	36,975	SH		DFND		36,975	0	0
WAYFAIR INC	NOTE 1.125%11/0	94419LAD3	46,675	44,925,000	PRN		DFND		44,925,000	0	0
WEIBO CORP	NOTE 1.250%11/1	948596AC5	2,352	2,500,000	PRN		DFND		2,500,000	0	0
WELLCARE HEALTH PLANS INC	COM	94946T106	135,446	410,180	SH		DFND		410,180	0	0
WESCO AIRCRAFT HLDGS INC	COM	950814103	9,901	898,496	SH		DFND		898,496	0	0
WESTERN ASSET INTM MUNI FD I	COM	958435109	332	36,516	SH		DFND		36,516	0	0
WESTERN MIDSTREAM PARTNERS L	COM UNIT LP INT	958669103	453	23,000	SH		DFND		23,000	0	0
WILLIAMS COS INC DEL	COM	969457100	747	31,910	SH		DFND		31,910	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	53,028	41,350,000	PRN		DFND		41,350,000	0	0
WORKDAY INC	NOTE 1.500% 7/1	98138HAD3	18,562	9,175,000	PRN		DFND		9,175,000	0	0
WRIGHT MED GROUP N V	ORD SHS	N96617118	130,933	4,295,686	SH		DFND		4,295,686	0	0
WYNDHAM HOTELS & RESORTS INC	COM	98311A105	15,588	248,176	SH		DFND		248,176	0	0
ZAYO GROUP HLDGS INC	COM	98919V105	118,963	3,438,231	SH		DFND		3,438,231	0	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	28,857	21,100,000	PRN		DFND		21,100,000	0	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	18,070	18,775,000	PRN		DFND		18,775,000	0	0