Authorized Signatory

0001085146-21-000997.txt : 20210216 0001085146-21-000997.hdr.sgml : 20210216 20210216164328 ACCESSION NUMBER: 0001085146-21-000997 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210216 DATE AS OF CHANGE: 20210216 EFFECTIVENESS DATE: 20210216 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CNH PARTNERS LLC CENTRAL INDEX KEY: 0001167456 IRS NUMBER: 134172062 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10114 FILM NUMBER: 21639842 BUSINESS ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001167456 XXXXXXXX 12-31-2020 12-31-2020 false CNH PARTNERS LLC

TWO GREENWICH PLAZA Greenwich CT 06830

13F HOLDINGS REPORT 028-10114 N Henry Parkin Authorized Signatory 203-742-3600 /s/ Henry Parkin Greenwich CT 02-09-2021 2 1072 2848649 false 1 0001633376 028-16752 AQR Capital Management Holdings, LLC 2 0001167557 028-10120 AQR CAPITAL MANAGEMENT LLC INFORMATION TABLE 2 infotable.xml INFORMATION TABLE 10X CAPITAL VENTURE ACQU COR UNIT 10/21/2025 88025V206 3043 285714 SH DFND 285714 0 0 180 LIFE SCIENCES CORP *W EXP 11/07/202 68236V112 172 500000 SH DFND 500000 0 0 3M CO COM 88579Y101 270 1555 SH DFND 1555 0 0 7GC & CO HOLDINGS INC UNIT 12/23/2025 81786A206 2110 200000 SH DFND 200000 0 0 ABBVIE INC COM 00287Y109 1003 9495 SH DFND 9495 0 0 ABERDEEN EMRG MRKTS EQT INM COM 00301W105 282 34570 SH DFND 34570 0 0 ABERDEEN GLOBAL DYNAMIC DIVI COM 00302M106 151 14427 SH DFND 14427 0 0 ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 987 111552 SH DFND 111552 0 0 ABIOMED INC COM 003654100 267 824 SH DFND 824 0 0 ACACIA COMMUNICATIONS INC COM 00401C108 23177 317666 SH DFND 317666 0 0 ACADEMY 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135000 SH DFND 135000 0 0 DECARBONIZATION PLUS ACQU CO UNIT 10/02/2025 242797207 7181 625000 SH DFND 625000 0 0 DECKERS OUTDOOR CORP COM 243537107 1141 3996 SH DFND 3996 0 0 DELAWARE INVTS MINN MUN INCO COM 24610V103 132 10065 SH DFND 10065 0 0 DELWINDS INS ACQUISITION COR UNIT 99/99/9999 24803C201 1785 175000 SH DFND 175000 0 0 DENTSPLY SIRONA INC COM 24906P109 271 5282 SH DFND 5282 0 0 DESKTOP METAL INC *W EXP 03/31/202 25058X113 3132 651196 SH DFND 651196 0 0 DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 270 25000 SH DFND 25000 0 0 DICKS SPORTING GOODS INC COM 253393102 804 14352 SH DFND 14352 0 0 DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 1765 1115000 SH DFND 1115000 0 0 DISCOVERY INC COM SER C 25470F302 1435 54773 SH DFND 54773 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 13524 14150000 PRN DFND 14150000 0 0 DMY TECHNOLOGY GROUP INC II *W EXP 07/29/202 233277110 283 66666 SH DFND 66666 0 0 DMY TECHNOLOGY GROUP INC III UNIT 99/99/9999 233278209 2280 200000 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CORP *W EXP 08/24/202 349885111 845 235332 SH DFND 235332 0 0 FOX CORP CL A COM 35137L105 2662 91415 SH DFND 91415 0 0 FRAZIER LIFESCIENCES ACQU CO UNIT 12/09/2025 G3710A121 260 25000 SH DFND 25000 0 0 FRONT YD RESIDENTIAL CORP COM 35904G107 22126 1365773 SH DFND 1365773 0 0 FTAC OLYMPUS ACQUISITION COR *W EXP 08/28/202 G37288126 380 200000 SH DFND 200000 0 0 FTAC OLYMPUS ACQUISITION COR CL A SHS G37288100 1288 125000 SH DFND 125000 0 0 FTI CONSULTING INC COM 302941109 625 5627 SH DFND 5627 0 0 FUSION ACQUISITION CORP *W EXP 06/01/202 36118H113 640 250000 SH DFND 250000 0 0 FUSION ACQUISITION CORP CL A 36118H105 565 50000 SH DFND 50000 0 0 FUSION FUEL GREEN PLC *W EXP 07/01/202 G3R25D100 1796 270000 SH DFND 270000 0 0 GABELLI DIVID & INCOME TR COM 36242H104 2015 93891 SH DFND 93891 0 0 GABELLI HLTHCARE & WELLNESS SHS 36246K103 393 32884 SH DFND 32884 0 0 GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 273 325000 SH DFND 325000 0 0 GALILEO ACQUISITION CORP SHS G3770A102 510 50000 SH DFND 50000 0 0 GAMCO NAT RES GOLD & INCOME SH BEN INT 36465E101 126 24664 SH DFND 24664 0 0 GARMIN LTD SHS H2906T109 280 2347 SH DFND 2347 0 0 GCM GROSVENOR INC *W EXP 11/17/202 36831E116 2625 1500000 SH DFND 1500000 0 0 GDL FD COM SH BEN IT 361570104 154 17677 SH DFND 17677 0 0 GENERAC HLDGS INC COM 368736104 298 1317 SH DFND 1317 0 0 GENERAL AMERN INVS CO INC COM 368802104 806 21661 SH DFND 21661 0 0 GENERAL MLS INC COM 370334104 253 4313 SH DFND 4313 0 0 GENESIS PK ACQUISITION CORP UNIT 99/99/9999 G38245117 1382 132995 SH DFND 132995 0 0 GENWORTH FINL INC COM CL A 37247D106 15648 4139662 SH DFND 4139662 0 0 GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 24034 344475 SH DFND 344475 0 0 GIGCAPITAL2 INC *W EXP 02/28/202 375036118 1499 765000 SH DFND 765000 0 0 GIGCAPITAL2 INC RIGHT 02/28/2026 375036126 316 765000 SH DFND 765000 0 0 GIGCAPITAL3 INC *W EXP 05/18/202 37519D115 2436 698043 SH DFND 698043 0 0 GILEAD SCIENCES INC COM 375558103 502 8807 SH DFND 8807 0 0 GLOBAL BLUE GROUP 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VI INC UNIT 08/24/2027 38286R204 106 10000 SH DFND 10000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 6376 7000000 PRN DFND 7000000 0 0 GRAHAM HLDGS CO COM CL B 384637104 544 1039 SH DFND 1039 0 0 GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 2579 2375000 PRN DFND 2375000 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 2875 3100000 PRN DFND 3100000 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 197 11662 SH DFND 11662 0 0 GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 5267 5187000 PRN DFND 5187000 0 0 GREENCITY ACQUISITION CORP *W EXP 04/28/202 G4086B123 98 150000 SH DFND 150000 0 0 GREENCITY ACQUISITION CORP COM G4086B107 1008 100000 SH DFND 100000 0 0 GREENROSE ACQUISITION CORP *W EXP 08/11/202 395392111 299 300000 SH DFND 300000 0 0 GREENROSE ACQUISITION CORP COM 395392103 1418 140000 SH DFND 140000 0 0 GREENVISION ACQUISITION CORP *W EXP 10/28/202 39678G111 124 170000 SH DFND 170000 0 0 GREENVISION ACQUISITION CORP COM 39678G103 201 19500 SH DFND 19500 0 0 GREENVISION ACQUISITION CORP RIGHT 06/01/2021 39678G129 70 170000 SH DFND 170000 0 0 GREIF INC CL A 397624107 393 8488 SH DFND 8488 0 0 GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 2908 810000 SH DFND 810000 0 0 GRUBHUB INC COM 400110102 32848 442274 SH DFND 442274 0 0 GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 64 25000 SH DFND 25000 0 0 GS ACQUISITION HLDGS CORP II COM CL A 36258Q105 1090 100000 SH DFND 100000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 12616 11295000 PRN DFND 11295000 0 0 GUGGENHEIM ENHANCED EQUITY I COM 40167B100 1109 169373 SH DFND 169373 0 0 GX ACQUISITION CORP *W EXP 05/24/202 36251A115 2592 900000 SH DFND 900000 0 0 GX ACQUISITION CORP COM CL A 36251A107 550 50000 SH DFND 50000 0 0 H I G ACQUISITION CORP UNIT 99/99/9999 G44898115 1825 175000 SH DFND 175000 0 0 HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 287 1106820 SH DFND 1106820 0 0 HANCOCK JOHN TAX-ADVANTAGED COM 41013V100 318 15119 SH DFND 15119 0 0 HANESBRANDS INC COM 410345102 825 56586 SH DFND 56586 0 0 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SH DFND 82857 0 0 HILL ROM HLDGS INC COM 431475102 574 5925 SH DFND 5925 0 0 HMS HLDGS CORP COM 40425J101 12396 337301 SH DFND 337301 0 0 HOLICITY INC *W EXP 08/04/202 435063110 238 180666 SH DFND 180666 0 0 HOLICITY INC COM CL A 435063102 2191 216758 SH DFND 216758 0 0 HOLLYFRONTIER CORP COM 436106108 204 7879 SH DFND 7879 0 0 HOLOGIC INC COM 436440101 258 3618 SH DFND 3618 0 0 HOME DEPOT INC COM 437076102 636 2402 SH DFND 2402 0 0 HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1008 1075000 PRN DFND 1075000 0 0 HORIZON ACQUISITION CORP *W EXP 08/19/202 G46049113 121 83332 SH DFND 83332 0 0 HORIZON ACQUISITION CORP COM CL A G46049105 1252 124996 SH DFND 124996 0 0 HORIZON ACQUISITION CORPORAT *W EXP 10/19/202 G46044114 95 49999 SH DFND 49999 0 0 HORIZON ACQUISITION CORPORAT SHS CL A G46044106 1549 149997 SH DFND 149997 0 0 HOWMET AEROSPACE INC COM 443201108 417 14734 SH DFND 14734 0 0 HP INC COM 40434L105 710 29264 SH DFND 29264 0 0 HPX CORP *W EXP 07/14/202 G32219126 161 150000 SH DFND 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SH DFND 200000 0 0 JAWS SPITFIRE ACQUISITION CO UNIT 99/99/9999 G50740128 1105 100000 SH DFND 100000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 770 750000 PRN DFND 750000 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 803 4919 SH DFND 4919 0 0 JETBLUE AWYS CORP COM 477143101 204 14103 SH DFND 14103 0 0 JOHN HANCOCK HEDGED EQUITY & COM 47804L102 276 24164 SH DFND 24164 0 0 JOHNSON & JOHNSON COM 478160104 830 5317 SH DFND 5317 0 0 JOHNSON CTLS INTL PLC SHS G51502105 319 6908 SH DFND 6908 0 0 JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 1104 600000 SH DFND 600000 0 0 JUNIPER NETWORKS INC COM 48203R104 255 11512 SH DFND 11512 0 0 KALEYRA INC *W EXP 11/25/202 483379111 1688 1125000 SH DFND 1125000 0 0 KAR AUCTION SVCS INC COM 48238T109 344 18694 SH DFND 18694 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 5164 4100000 PRN DFND 4100000 0 0 KB HOME COM 48666K109 369 11004 SH DFND 11004 0 0 KBR INC NOTE 2.500%11/0 48242WAB2 10951 7975000 PRN DFND 7975000 0 0 KIMBERLY-CLARK CORP COM 494368103 1168 8706 SH DFND 8706 0 0 KINDER MORGAN INC DEL COM 49456B101 145 10688 SH DFND 10688 0 0 KINGSWOOD ACQUISITION CORP UNIT 99/99/9999 496861204 2770 266333 SH DFND 266333 0 0 KINS TECHNOLOGY GROUP INC UNIT 10/14/2025 49714K208 2058 200000 SH DFND 200000 0 0 KISMET ACQUISITION ONE CORP *W EXP 99/99/999 G52753111 318 300000 SH DFND 300000 0 0 KISMET ACQUISITION ONE CORP SHS G52753103 1545 150000 SH DFND 150000 0 0 KKR INCOME OPPORTUNITIES FD COM 48249T106 830 57538 SH DFND 57538 0 0 KOHLS CORP COM 500255104 825 20281 SH DFND 20281 0 0 KONTOOR BRANDS INC COM 50050N103 3934 96983 SH DFND 96983 0 0 KOSMOS ENERGY LTD COM 500688106 54 22864 SH DFND 22864 0 0 KROGER CO COM 501044101 1082 34337 SH DFND 34337 0 0 L&F ACQUISITION CORP UNIT 99/99/9999 G53702125 1556 150000 SH DFND 150000 0 0 LAM RESEARCH CORP COM 512807108 227 484 SH DFND 484 0 0 LANDCADIA HOLDINGS III INC *W EXP 10/01/202 51476H118 929 416665 SH DFND 416665 0 0 LANDCADIA HOLDINGS III INC COM CL A 51476H100 1572 149999 SH DFND 149999 0 0 LANDSTAR SYS INC COM 515098101 397 2948 SH DFND 2948 0 0 LANNETT CO INC NOTE 4.500%10/0 51602UAC2 2637 4100000 PRN DFND 4100000 0 0 LAUDER ESTEE COS INC CL A 518439104 578 2195 SH DFND 2195 0 0 LAZARD GLOBAL TOTAL RETURN & COM 52106W103 591 33201 SH DFND 33201 0 0 LEFTERIS ACQUISITION CORP UNIT 11/01/2023 52470X208 7630 700000 SH DFND 700000 0 0 LEIDOS HOLDINGS INC COM 525327102 395 3807 SH DFND 3807 0 0 LEISURE ACQUISITION CORP *W EXP 99/99/999 52539T115 494 625000 SH DFND 625000 0 0 LENNAR CORP CL A 526057104 218 2857 SH DFND 2857 0 0 LENNOX INTL INC COM 526107107 307 1126 SH DFND 1126 0 0 LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 2166 1116700 SH DFND 1116700 0 0 LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 93 57500 SH DFND 57500 0 0 LGL SYS ACQUISITION CORP COM CL A 50201G106 797 78750 SH DFND 78750 0 0 LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 1900 4000000 PRN DFND 4000000 0 0 LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 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DFND 286250 0 0 LIVENT CORP COM 53814L108 4754 252339 SH DFND 252339 0 0 LKQ CORP COM 501889208 378 10782 SH DFND 10782 0 0 LMP CAP & INCOME FD INC COM 50208A102 710 60920 SH DFND 60920 0 0 LOCKHEED MARTIN CORP COM 539830109 227 639 SH DFND 639 0 0 LONGEVITY ACQUISITION CORP *W EXP 07/31/202 G56372116 195 125000 SH DFND 125000 0 0 LONGEVITY ACQUISITION CORP RIGHT 11/30/2020 G56372124 143 125000 SH DFND 125000 0 0 LONGVIEW ACQUISITION CORP *W EXP 05/27/202 543195119 1790 271666 SH DFND 271666 0 0 LORDSTOWN MOTORS CORP *W EXP 10/23/202 54405Q118 2478 287103 SH DFND 287103 0 0 LOWES COS INC COM 548661107 281 1755 SH DFND 1755 0 0 LUMEN TECHNOLOGIES INC COM 156700106 260 26823 SH DFND 26823 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 29559 17896000 PRN DFND 17896000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 20203 16500000 PRN DFND 16500000 0 0 LUMINAR TECHNOLOGIES INC *W EXP 12/02/202 550424113 1431 83332 SH DFND 83332 0 0 LUX HEALTH TECH ACQUISITION UNIT 11/30/2027 55068A209 6686 570000 SH DFND 570000 0 0 LYFT INC CL A COM 55087P104 5268 107218 SH DFND 107218 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 593 6502 SH DFND 6502 0 0 MACQUARIE GLOBAL INFRASTRUCT COM 55608D101 915 45076 SH DFND 45076 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 260 6917 SH DFND 6917 0 0 MADISON COVERED CALL & EQUIT COM 557437100 153 22628 SH DFND 22628 0 0 MADISON SQUARE GRDN ENTERTNM CL A 55826T102 4209 40306 SH DFND 40306 0 0 MAGNACHIP SEMICONDUCTOR SA NOTE 5.000% 3/0 55932XAB0 3318 2000000 PRN DFND 2000000 0 0 MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 210 200000 SH DFND 200000 0 0 MALACCA STRAITS ACQUISITION COM CL A G5859B117 1487 150000 SH DFND 150000 0 0 MANHATTAN ASSOCS INC COM 562750109 255 2445 SH DFND 2445 0 0 MANPOWERGROUP INC COM 56418H100 1201 13321 SH DFND 13321 0 0 MARATHON OIL CORP COM 565849106 156 23436 SH DFND 23436 0 0 MARQUEE RAINE ACQUISITION CO UNIT 12/01/2025 G58442115 542 50000 SH DFND 50000 0 0 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 475 3492 SH DFND 3492 0 0 MASCO CORP COM 574599106 406 7488 SH DFND 7488 0 0 MASTEC INC COM 576323109 491 7208 SH DFND 7208 0 0 MATCH GROUP INC NEW COM 57667L107 588 3902 SH DFND 3902 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 30837 347848 SH DFND 347848 0 0 MAXIMUS INC COM 577933104 404 5546 SH DFND 5546 0 0 MCKESSON CORP COM 58155Q103 325 1881 SH DFND 1881 0 0 MDU RES GROUP INC COM 552690109 983 37925 SH DFND 37925 0 0 MEDTECH ACQUISITION CORP UNIT 12/18/2025 58507N204 2100 200000 SH DFND 200000 0 0 MEDTRONIC PLC SHS G5960L103 437 3773 SH DFND 3773 0 0 MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 2311 796838 SH DFND 796838 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 23994 6325000 PRN DFND 6325000 0 0 MERCK & CO. INC COM 58933Y105 586 7258 SH DFND 7258 0 0 MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 375 375000 SH DFND 375000 0 0 MERIDA MERGER CORP I COM 58953M106 510 50000 SH DFND 50000 0 0 MERITOR INC NOTE 3.250%10/1 59001KAF7 6729 5850000 PRN DFND 5850000 0 0 METLIFE INC COM 59156R108 449 9667 SH DFND 9667 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 861 762 SH DFND 762 0 0 MFS MUN INCOME TR SH BEN INT 552738106 339 50691 SH DFND 50691 0 0 MGM RESORTS INTERNATIONAL COM 552953101 237 7642 SH DFND 7642 0 0 MICRON TECHNOLOGY INC COM 595112103 321 4359 SH DFND 4359 0 0 MICROSOFT CORP COM 594918104 2617 11812 SH DFND 11812 0 0 MILLER HERMAN INC COM 600544100 408 12175 SH DFND 12175 0 0 MILLER HOWARD HIGH INC EQTY COM SHS BEN IN 600379101 438 56452 SH DFND 56452 0 0 MINERALS TECHNOLOGIES INC COM 603158106 397 6453 SH DFND 6453 0 0 MOHAWK INDS INC COM 608190104 562 3998 SH DFND 3998 0 0 MOLINA HEALTHCARE INC COM 60855R100 835 4021 SH DFND 4021 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 724 16127 SH DFND 16127 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 209 2282 SH DFND 2282 0 0 MONTES ARCHIMEDES ACQUISITIO *W EXP 99/99/999 612657114 482 335000 SH DFND 335000 0 0 MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 6367 626068 SH DFND 626068 0 0 MORGAN STANLEY COM NEW 617446448 453 6673 SH DFND 6673 0 0 MOTION ACQUISITION CORP *W EXP 10/02/202 61980M115 374 185896 SH DFND 185896 0 0 MOTION ACQUISITION CORP COM CL A 61980M107 5616 557688 SH DFND 557688 0 0 MOTIVE CAPITAL CORP UNIT 99/99/9999 G6293A129 422 40000 SH DFND 40000 0 0 MP MATERIALS CORP *W EXP 05/04/202 553368119 3245 211110 SH DFND 211110 0 0 MSC INDL DIRECT INC CL A 553530106 613 7283 SH DFND 7283 0 0 MTS SYS CORP COM 553777103 4900 84249 SH DFND 84249 0 0 MUDRICK CAPITAL ACQU CORP II UNIT 99/99/9999 62477L206 7280 700000 SH DFND 700000 0 0 MULTIPLAN CORPORATION *W EXP 02/13/202 62548M118 113 75000 SH DFND 75000 0 0 NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 348 259500 SH DFND 259500 0 0 NATIONAL GEN HLDGS CORP COM 636220303 29678 868287 SH DFND 868287 0 0 NAVISTAR INTL CORP NEW COM 63934E108 4755 108161 SH DFND 108161 0 0 NAVSIGHT HLDGS INC *W EXP 01/01/203 639358118 528 412300 SH DFND 412300 0 0 NAVSIGHT HLDGS INC CL A 639358100 2252 225000 SH DFND 225000 0 0 NCR CORP NEW COM 62886E108 308 8299 SH DFND 8299 0 0 NEBULA CARAVEL ACQUISITION C UNIT 12/09/2023 629070202 378 35000 SH DFND 35000 0 0 NESCO HLDGS INC *W EXP 01/01/202 64083J112 80 83328 SH DFND 83328 0 0 NEW BEGINNINGS ACQUISITION C *W EXP 11/01/202 64222H118 100 100000 SH DFND 100000 0 0 NEW BEGINNINGS ACQUISITION C COM 64222H100 1003 100000 SH DFND 100000 0 0 NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 525 240847 SH DFND 240847 0 0 NEW GERMANY FD INC COM 644465106 275 14449 SH DFND 14449 0 0 NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 3661 3550000 PRN DFND 3550000 0 0 NEW PROVIDENCE ACQUISITION *W EXP 09/11/202 64822P114 1890 500000 SH DFND 500000 0 0 NEWHOLD INVESTMENT CORP *W EXP 03/10/202 651448110 420 300000 SH DFND 300000 0 0 NEWHOLD INVESTMENT CORP COM CL A 651448102 2786 278360 SH DFND 278360 0 0 NEWMARKET CORP COM 651587107 322 808 SH DFND 808 0 0 NEWS CORP NEW CL A 65249B109 747 41583 SH DFND 41583 0 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 2945 50000 SH DFND 50000 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 2396 46425 SH DFND 46425 0 0 NEXTGEN ACQUISITION CORP *W EXP 10/06/202 G65305123 62 41666 SH DFND 41666 0 0 NEXTGEN ACQUISITION CORP CL A G65305107 1259 124998 SH DFND 124998 0 0 NIKE INC CL B 654106103 330 2333 SH DFND 2333 0 0 NORTH MOUNTAIN MERGER CORP *W EXP 09/16/202 661204115 195 150000 SH DFND 150000 0 0 NORTH MOUNTAIN MERGER CORP COM CL A 661204107 2807 271730 SH DFND 271730 0 0 NORTHERN GENESIS ACQUISITION *W EXP 07/31/202 66516T112 3084 546750 SH DFND 546750 0 0 NORTHERN STAR ACQUISITION CO *W EXP 08/29/202 665742110 988 273666 SH DFND 273666 0 0 NORTHERN STAR ACQUISITION CO COM CL A 665742102 11954 820998 SH DFND 820998 0 0 NORTHERN STAR ACQUISITION CO UNIT 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SH DFND 18749 0 0 ONE COM CL A G7000X105 808 74998 SH DFND 74998 0 0 ONEMAIN HLDGS INC COM 68268W103 206 4313 SH DFND 4313 0 0 OPENDOOR TECHNOLOGIES INC *W EXP 12/18/202 683712111 772 100000 SH DFND 100000 0 0 OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2452 1950000 PRN DFND 1950000 0 0 ORACLE CORP COM 68389X105 511 7961 SH DFND 7961 0 0 OSHKOSH CORP COM 688239201 590 6867 SH DFND 6867 0 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 2840 2650000 PRN DFND 2650000 0 0 OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 551 375000 SH DFND 375000 0 0 OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 524 50000 SH DFND 50000 0 0 OTIS WORLDWIDE CORP COM 68902V107 2264 33958 SH DFND 33958 0 0 OTR ACQUISITION CORP *W EXP 11/30/202 67113Q113 101 99999 SH DFND 99999 0 0 OTR ACQUISITION CORP COM CL A 67113Q105 2070 200000 SH DFND 200000 0 0 OWENS CORNING NEW COM 690742101 421 5564 SH DFND 5564 0 0 PACCAR INC COM 693718108 474 5529 SH DFND 5529 0 0 PACKAGING CORP AMER COM 695156109 955 6957 SH DFND 6957 0 0 PAE INC *W EXP 09/11/202 69290Y117 767 333332 SH DFND 333332 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 44824 31725000 PRN DFND 31725000 0 0 PANACEA ACQUISITION CORP *W EXP 07/07/202 698102118 53 16666 SH DFND 16666 0 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 2655 3050000 PRN DFND 3050000 0 0 PARKER-HANNIFIN CORP COM 701094104 218 810 SH DFND 810 0 0 PARSLEY ENERGY INC CL A 701877102 8957 634331 SH DFND 634331 0 0 PATRIOT NATL BANCORP INC COM NEW 70336F203 325 34442 SH DFND 34442 0 0 PAYA HOLDINGS INC *W EXP 10/16/202 70434P111 3371 936339 SH DFND 936339 0 0 PAYCOM SOFTWARE INC COM 70432V102 272 609 SH DFND 609 0 0 PELOTON INTERACTIVE INC CL A COM 70614W100 389 2562 SH DFND 2562 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 702 11885 SH DFND 11885 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 176 13771 SH DFND 13771 0 0 PEPSICO INC COM 713448108 743 5044 SH DFND 5044 0 0 PERIDOT ACQUISITION CORP *W EXP 11/30/202 G7008A107 267 150000 SH DFND 150000 0 0 PERIDOT ACQUISITION CORP SHS CL A G7008A115 1288 124290 SH DFND 124290 0 0 PERIPHAS CAPITAL PARTNERING UNIT 99/99/9999 713895209 2611 100000 SH DFND 100000 0 0 PERKINELMER INC COM 714046109 728 5159 SH DFND 5159 0 0 PERRIGO CO PLC SHS G97822103 209 4719 SH DFND 4719 0 0 PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 267 27777 SH DFND 27777 0 0 PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 5544 200000 SH DFND 200000 0 0 PFIZER INC COM 717081103 288 7901 SH DFND 7901 0 0 PG&E CORP UNIT 99/99/9999 69331C140 2301 18725 SH DFND 18725 0 0 PHILIP MORRIS INTL INC COM 718172109 222 2719 SH DFND 2719 0 0 PHUNWARE INC *W EXP 12/26/202 71948P118 18 58632 SH DFND 58632 0 0 PILGRIMS PRIDE CORP COM 72147K108 408 21158 SH DFND 21158 0 0 PINDUODUO INC NOTE 12/0 722304AC6 7646 6175000 PRN DFND 6175000 0 0 PINE IS ACQUISITION CORP UNIT 99/99/9999 722615200 7217 700000 SH DFND 700000 0 0 PINNACLE WEST CAP CORP COM 723484101 260 3277 SH DFND 3277 0 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 451 36251 SH DFND 36251 0 0 PLURALSIGHT INC COM CL A 72941B106 3903 186192 SH DFND 186192 0 0 PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 6060 6100000 PRN DFND 6100000 0 0 PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 275 250000 SH DFND 250000 0 0 PMV CONSUMER ACQUISITION COR COM 693486102 3329 328000 SH DFND 328000 0 0 PNM RES INC COM 69349H107 25965 535024 SH DFND 535024 0 0 POPULAR INC COM NEW 733174700 837 15022 SH DFND 15022 0 0 POPULATION HEALTH INVS CO IN UNIT 99/99/9999 G71716123 2090 200000 SH DFND 200000 0 0 PORCH GROUP INC *W EXP 12/23/202 733245112 1008 325000 SH DFND 325000 0 0 PRA HEALTH SCIENCES INC COM 69354M108 744 6033 SH DFND 6033 0 0 PRECIGEN INC COM 74017N105 479 46941 SH DFND 46941 0 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 441 12642 SH DFND 12642 0 0 PRICE T ROWE GROUP INC COM 74144T108 466 3124 SH DFND 3124 0 0 PRIME IMPACT ACQUISITION I *W EXP 10/01/203 G61074129 204 133333 SH DFND 133333 0 0 PRIME IMPACT ACQUISITION I SHS CL A G61074103 1515 150000 SH DFND 150000 0 0 PROCTER AND GAMBLE CO COM 742718109 1316 9532 SH DFND 9532 0 0 PROGRESSIVE CORP COM 743315103 401 4115 SH DFND 4115 0 0 PROPERTY SOLUTIONS ACQUISITI *W EXP 03/20/202 74348Q116 578 550000 SH DFND 550000 0 0 PROPERTY SOLUTIONS ACQUISITI COM 74348Q108 1985 198500 SH DFND 198500 0 0 PROPTECH INVESTMENT CORP II UNIT 99/99/9999 743497208 2925 272133 SH DFND 272133 0 0 PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 1135 1100000 PRN DFND 1100000 0 0 PUBLIC STORAGE COM 74460D109 444 1941 SH DFND 1941 0 0 PULTE GROUP INC COM 745867101 761 17654 SH DFND 17654 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 13891 12575000 PRN DFND 12575000 0 0 PVH CORPORATION COM 693656100 255 2718 SH DFND 2718 0 0 QELL ACQUISITION CORP *W EXP 10/01/202 G7307X113 158 50000 SH DFND 50000 0 0 QELL ACQUISITION CORP CL A G7307X105 1844 150000 SH DFND 150000 0 0 QEP RESOURCES INC COM 74733V100 4844 2026940 SH DFND 2026940 0 0 QORVO INC COM 74736K101 480 2889 SH DFND 2889 0 0 QUANTA SVCS INC COM 74762E102 1081 15170 SH DFND 15170 0 0 QUANTUMSCAPE CORP *W EXP 11/25/202 74767V117 2061 54234 SH DFND 54234 0 0 QUDIAN INC NOTE 1.000% 7/0 747798AB2 1875 2500000 PRN DFND 2500000 0 0 QUEST DIAGNOSTICS INC COM 74834L100 244 2074 SH DFND 2074 0 0 QUIDEL CORP COM 74838J101 557 3100 SH DFND 3100 0 0 QURATE RETAIL INC COM SER A 74915M100 323 29431 SH DFND 29431 0 0 RALPH LAUREN CORP CL A 751212101 361 3484 SH DFND 3484 0 0 RAPID7 INC NOTE 1.250% 8/0 753422AB0 14250 6517000 PRN DFND 6517000 0 0 RAYMOND JAMES FINL INC COM 754730109 208 2210 SH DFND 2210 0 0 REALPAGE INC COM 75606N109 16840 193097 SH DFND 193097 0 0 REALPAGE INC NOTE 1.500% 5/1 75606NAC3 5329 4128000 PRN DFND 4128000 0 0 RECHARGE ACQUISITION CORP COM CL A 756229100 4386 430379 SH DFND 430379 0 0 REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 74 32999 SH DFND 32999 0 0 REDBALL ACQUISITION CORP COM CL A G7417R105 1078 98997 SH DFND 98997 0 0 REGAL BELOIT CORP COM 758750103 1116 9197 SH DFND 9197 0 0 REGENERON PHARMACEUTICALS COM 75886F107 456 967 SH DFND 967 0 0 REINVENT TECHNOLOGY PARTNERS UNIT 99/99/9999 G74847123 455 40000 SH DFND 40000 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 607 5110 SH DFND 5110 0 0 REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 1061 575000 SH DFND 575000 0 0 REPUBLIC SVCS INC COM 760759100 319 3315 SH DFND 3315 0 0 RESMED INC COM 761152107 271 1294 SH DFND 1294 0 0 REVIVA PHARMACEUTCLS HLDGS I *W EXP 12/25/202 76152G118 169 250000 SH DFND 250000 0 0 REVOLUTION ACCELERTN ACQU CO UNIT 12/01/2025 76156P205 2082 200000 SH DFND 200000 0 0 RICE ACQUISITION CORP *W EXP 10/26/202 762594117 827 362750 SH DFND 362750 0 0 RICE ACQUISITION CORP COM CL A 762594109 7857 725500 SH DFND 725500 0 0 RMG ACQUISITION CORP II UNIT 12/09/2025 G76083115 1115 100000 SH DFND 100000 0 0 ROBERT HALF INTL INC COM 770323103 1190 19138 SH DFND 19138 0 0 RODGERS SILICON VALLEY AQ CO UNIT 11/30/2025 774873202 2003 150000 SH DFND 150000 0 0 ROMAN DBDR TECH ACQUISITION *W EXP 10/31/202 77584N119 325 275000 SH DFND 275000 0 0 ROMAN DBDR TECH ACQUISITION COM CL A 77584N101 3326 329000 SH DFND 329000 0 0 ROMEO POWER INC *W EXP 02/21/202 776153116 4054 434985 SH DFND 434985 0 0 ROTH CH ACQUISITION I CO *W EXP 01/28/202 778675116 924 210000 SH DFND 210000 0 0 ROTH CH ACQUISITION II CO UNIT 12/11/2025 778673202 1040 100000 SH DFND 100000 0 0 ROYCE MICRO-CAP TR INC COM 780915104 1837 181476 SH DFND 181476 0 0 ROYCE VALUE TR INC COM 780910105 1795 111201 SH DFND 111201 0 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 5808 2975000 PRN DFND 2975000 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 486 38063 SH DFND 38063 0 0 SANDBRIDGE ACQUISITION CORP *W EXP 09/14/202 799793112 423 325000 SH DFND 325000 0 0 SANDBRIDGE ACQUISITION CORP COM CL A 799793104 4869 478750 SH DFND 478750 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 11351 4625000 PRN DFND 4625000 0 0 SARISSA CAPITAL ACQUISITN CO *W EXP 10/23/202 G7823W110 42 15333 SH DFND 15333 0 0 SARISSA CAPITAL ACQUISITN CO CL A G7823W102 468 45999 SH DFND 45999 0 0 SARISSA CAPITAL ACQUISITN CO UNIT 10/23/2027 G7823W128 575 54001 SH DFND 54001 0 0 SC HEALTH CORP *W EXP 99/99/999 G78516401 405 300000 SH DFND 300000 0 0 SC HEALTH CORP COM CL A G78516203 513 50000 SH DFND 50000 0 0 SCHNEIDER NATIONAL INC CL B 80689H102 579 28105 SH DFND 28105 0 0 SCIENCE APPLICATIONS INTL CO COM 808625107 315 3355 SH DFND 3355 0 0 SCION TECH GROWTH I UNIT 12/17/2025 G31067120 1034 100000 SH DFND 100000 0 0 SCVX CORP *W EXP 01/24/202 G79448117 43 25000 SH DFND 25000 0 0 SCVX CORP COM G79448208 515 50000 SH DFND 50000 0 0 SEACOR HOLDINGS INC COM 811904101 3129 75500 SH DFND 75500 0 0 SEAPORT GLOBAL ACQUISITN COR *W EXP 12/15/202 812227114 169 162498 SH DFND 162498 0 0 SEAPORT GLOBAL ACQUISITN COR COM CL A 812227106 2184 216664 SH DFND 216664 0 0 SENIOR CONNECT ACQUISITN COR UNIT 12/09/2023 81723H207 2058 200000 SH DFND 200000 0 0 SEVEN OAKS ACQUISITION CORP UNIT 12/18/2025 81787X205 2070 200000 SH DFND 200000 0 0 SHIFT TECHNOLOGIES INC CL A 82452T107 712 86134 SH DFND 86134 0 0 SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 3811 3850000 PRN DFND 3850000 0 0 SILGAN HOLDINGS INC COM 827048109 296 8021 SH DFND 8021 0 0 SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 1316 400000 SH DFND 400000 0 0 SINA CORP ORD G81477104 8116 191506 SH DFND 191506 0 0 SIRIUS XM HOLDINGS INC COM 82968B103 131 20504 SH DFND 20504 0 0 SKECHERS U S A INC CL A 830566105 216 6003 SH DFND 6003 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 692 4532 SH DFND 4532 0 0 SLACK TECHNOLOGIES INC COM CL A 83088V102 24083 571155 SH DFND 571155 0 0 SLM CORP COM 78442P106 122 10091 SH DFND 10091 0 0 SMITH A O CORP COM 831865209 231 4242 SH DFND 4242 0 0 SMUCKER J M CO COM NEW 832696405 567 4939 SH DFND 4939 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 14628 6450000 PRN DFND 6450000 0 0 SNAP ON INC COM 833034101 801 4713 SH DFND 4713 0 0 SOC TELEMED INC *W EXP 11/30/202 78472F119 427 350000 SH DFND 350000 0 0 SOCIAL CAP HEDSPIA HLDG CO I *W EXP 99/99/999 G8251K115 933 233333 SH DFND 233333 0 0 SOCIAL CAPITAL HEDOSOPHA HLD *W EXP 09/26/202 G8251L113 123 37500 SH DFND 37500 0 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 1538 125000 SH DFND 125000 0 0 SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G8252P121 1318 100000 SH DFND 100000 0 0 SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 G82514129 1463 100000 SH DFND 100000 0 0 SOFTWARE ACQUISITN GRUP INC *W EXP 09/17/202 83407F119 675 500000 SH DFND 500000 0 0 SOFTWARE ACQUISITN GRUP INC COM CL A 83407F101 1871 188000 SH DFND 188000 0 0 SOGOU INC ADR REPSTG A 83409V104 15324 1880299 SH DFND 1880299 0 0 SONOCO PRODS CO COM 835495102 632 10737 SH DFND 10737 0 0 SOTERA HEALTH CO COM 83601L102 305 11127 SH DFND 11127 0 0 SOURCE CAP INC COM 836144105 250 6260 SH DFND 6260 0 0 SOUTH MTN MERGER CORP *W EXP 06/20/202 838884112 3171 744469 SH DFND 744469 0 0 SOUTHERN CO UNIT 08/01/2022 842587602 4384 85375 SH DFND 85375 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 45620 31300000 PRN DFND 31300000 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 284 4746 SH DFND 4746 0 0 SPARTACUS ACQUISITION CORP *W EXP 10/31/202 84677L117 420 375000 SH DFND 375000 0 0 SPARTACUS ACQUISITION CORP CL A 84677L109 3018 300000 SH DFND 300000 0 0 SPARTAN ACQUISITION CORP II UNIT 99/99/9999 846775203 3240 300000 SH DFND 300000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 21688 58007 SH DFND 58007 0 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 217 2798 SH DFND 2798 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 12615 9300000 PRN DFND 9300000 0 0 SPORTS ENTERTAINMENT ACQU CO *W EXP 10/30/202 84918M114 203 150000 SH DFND 150000 0 0 SPORTS ENTERTAINMENT ACQU CO COM CL A 84918M106 3036 300000 SH DFND 300000 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 5077 289275 SH DFND 289275 0 0 SPRING VY ACQUISITION CORP *W EXP 05/20/202 G8377A124 82 49999 SH DFND 49999 0 0 SPRING VY ACQUISITION CORP CL A G8377A108 1012 99998 SH DFND 99998 0 0 SPROTT FOCUS TR INC COM 85208J109 199 28828 SH DFND 28828 0 0 SPROUTS FMRS MKT INC COM 85208M102 486 24363 SH DFND 24363 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 495 6889 SH DFND 6889 0 0 STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 1318 250000 SH DFND 250000 0 0 STAR PEAK ENERGY TRANSITION *W EXP 08/11/202 855185112 2092 353347 SH DFND 353347 0 0 STARBOARD VALUE ACQUISITN CO *W EXP 09/10/202 85521J117 148 75000 SH DFND 75000 0 0 STARBOARD VALUE ACQUISITN CO COM CL A 85521J109 4030 389000 SH DFND 389000 0 0 STATE STR CORP COM 857477103 434 6055 SH DFND 6055 0 0 STEEL DYNAMICS INC COM 858119100 695 19122 SH DFND 19122 0 0 STERIS PLC SHS USD G8473T100 515 2776 SH DFND 2776 0 0 STIFEL FINL CORP COM 860630102 226 4477 SH DFND 4477 0 0 SUPERNOVA PARTNERS ACQUISITI UNIT 99/99/9999 86846V207 5805 500000 SH DFND 500000 0 0 SUSTAINABLE OPPORTNTS ACQ CO *W EXP 99/99/999 G8598Y117 984 437500 SH DFND 437500 0 0 SUSTAINABLE OPPORTNTS ACQ CO ORD SHS A G8598Y109 538 50000 SH DFND 50000 0 0 SWISS HELVETIA FD INC COM 870875101 230 25675 SH DFND 25675 0 0 SWITCHBACK ENERGY ACQUISTN C *W EXP 07/25/202 87105M110 2753 178553 SH DFND 178553 0 0 SYNAPTICS INC COM 87157D109 490 5165 SH DFND 5165 0 0 SYNNEX CORP COM 87162W100 1081 13384 SH DFND 13384 0 0 SYNOPSYS INC COM 871607107 409 1581 SH DFND 1581 0 0 TAILWIND ACQUISITION CORP *W EXP 09/07/202 87403Q110 770 550000 SH DFND 550000 0 0 TAILWIND ACQUISITION CORP COM CL A 87403Q102 2342 225440 SH DFND 225440 0 0 TARGET CORP COM 87612E106 980 5607 SH DFND 5607 0 0 TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 19 266666 SH DFND 266666 0 0 TATTOOED CHEF INC *W EXP 10/15/202 87663X110 2251 197774 SH DFND 197774 0 0 TCF FINL CORP COM 872307103 32384 874765 SH DFND 874765 0 0 TEGNA INC COM 87901J105 292 20932 SH DFND 20932 0 0 TEKKORP DIGITAL ACQUISITN CO UNIT 09/29/2027 G8739H122 1613 150000 SH DFND 150000 0 0 TEKLA HEALTHCARE INVS SH BEN INT 87911J103 1205 50550 SH DFND 50550 0 0 TEKLA HEALTHCARE OPPORTUNITI SHS 879105104 344 16903 SH DFND 16903 0 0 TEKLA LIFE SCIENCES INVS SH BEN INT 87911K100 1161 58795 SH DFND 58795 0 0 TELADOC HEALTH INC COM 87918A105 526 2663 SH DFND 2663 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 371 20317 SH DFND 20317 0 0 TEMPLETON GLOBAL INCOME FD COM 880198106 142 25900 SH DFND 25900 0 0 TERADATA CORP DEL COM 88076W103 304 13604 SH DFND 13604 0 0 TERADYNE INC COM 880770102 487 4100 SH DFND 4100 0 0 TEREX CORP NEW COM 880779103 411 11828 SH DFND 11828 0 0 TESLA INC COM 88160R101 529 763 SH DFND 763 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 19332 1700000 PRN DFND 1700000 0 0 TETRA TECH INC NEW COM 88162G103 299 2602 SH DFND 2602 0 0 TEXAS INSTRS INC COM 882508104 669 4117 SH DFND 4117 0 0 TEXTRON INC COM 883203101 599 12459 SH DFND 12459 0 0 THAYER VENTURES ACQU CORP UNIT 01/01/2030 88332T209 1829 175000 SH DFND 175000 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 7613 7625000 PRN DFND 7625000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 923 1999 SH DFND 1999 0 0 THOR INDS INC COM 885160101 602 6478 SH DFND 6478 0 0 THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 1845 500000 SH DFND 500000 0 0 TIFFANY & CO NEW COM 886547108 19814 150770 SH DFND 150770 0 0 TIGA ACQUISITION CORP UNIT 99/99/9999 G88672129 1058 100000 SH DFND 100000 0 0 TILRAY INC COM CL 2 88688T100 8398 1016649 SH DFND 1016649 0 0 TILRAY INC NOTE 5.000%10/0 88688TAB6 361 425000 PRN DFND 425000 0 0 TIMKEN CO COM 887389104 1129 14735 SH DFND 14735 0 0 TORTOISE ACQUISITION CORP II *W EXP 06/14/202 G89554128 107 37499 SH DFND 37499 0 0 TORTOISE ACQUISITION CORP II COM CL A G89554102 1598 150000 SH DFND 150000 0 0 TPG PACE BEN FIN CORP *W EXP 10/09/202 G8990D117 147 20000 SH DFND 20000 0 0 TPG PACE TECH OPPORTUNITIES *W EXP 10/09/202 G8990Y129 43 20000 SH DFND 20000 0 0 TPG PACE TECH OPPORTUNITIES CL A COM G8990Y103 1110 100000 SH DFND 100000 0 0 TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 5141 4750000 PRN DFND 4750000 0 0 TRANE TECHNOLOGIES PLC SHS G8994E103 709 4896 SH DFND 4896 0 0 TRAVELERS COMPANIES INC COM 89417E109 443 3195 SH DFND 3195 0 0 TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 69 33333 SH DFND 33333 0 0 TREBIA ACQUISITION CORP COM CL A G9027T109 539 49999 SH DFND 49999 0 0 TREPONT ACQUISITION CORP I UNIT 99/99/9999 G9095M119 1037 100000 SH DFND 100000 0 0 TRI CONTL CORP COM 895436103 1047 35520 SH DFND 35520 0 0 TRI POINTE GROUP INC COM 87265H109 644 37353 SH DFND 37353 0 0 TRITERRAS INC *W EXP 02/02/202 G9103H110 555 250000 SH DFND 250000 0 0 TS INNOVATION ACQUISITN CORP UNIT 99/99/9999 87284T209 7378 700000 SH DFND 700000 0 0 TURMERIC ACQUISITION CORP UNIT 10/08/2025 G9127T116 1027 100000 SH DFND 100000 0 0 TUSCAN HLDGS CORP *W EXP 04/01/202 90069K112 4093 858146 SH DFND 858146 0 0 TUSCAN HLDGS CORP COM 90069K104 2067 120881 SH DFND 120881 0 0 TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 1116 475000 SH DFND 475000 0 0 TUSCAN HLDGS CORP II COM 90070A103 991 90000 SH DFND 90000 0 0 TWC TECH HLDGS II CORP *W EXP 09/15/202 90117G113 352 208239 SH DFND 208239 0 0 TWC TECH HLDGS II CORP COM 90117G105 2632 249999 SH DFND 249999 0 0 TYSON FOODS INC CL A 902494103 592 9394 SH DFND 9394 0 0 UGI CORP NEW COM 902681105 346 9941 SH DFND 9941 0 0 UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 950 1000000 SH DFND 1000000 0 0 UNION ACQUISITION CORP II SHS G9402Q100 520 50000 SH DFND 50000 0 0 UNITED PARCEL SERVICE INC CL B 911312106 243 1463 SH DFND 1463 0 0 UNITED RENTALS INC COM 911363109 504 2190 SH DFND 2190 0 0 UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 7501 5000000 PRN DFND 5000000 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1210 7970 SH DFND 7970 0 0 UNITEDHEALTH GROUP INC COM 91324P102 804 2322 SH DFND 2322 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 254 1847 SH DFND 1847 0 0 UNUM GROUP COM 91529Y106 609 27036 SH DFND 27036 0 0 UTZ BRANDS INC *W EXP 08/28/202 918090119 1225 116666 SH DFND 116666 0 0 VALERO ENERGY CORP COM 91913Y100 277 4926 SH DFND 4926 0 0 VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 11227 237801 SH DFND 237801 0 0 VARIAN MED SYS INC COM 92220P105 26982 154278 SH DFND 154278 0 0 VECTOR ACQUISITION CORP *W EXP 09/30/202 G9442R118 171 108333 SH DFND 108333 0 0 VECTOR ACQUISITION CORP COM CL A G9442R126 1264 124999 SH DFND 124999 0 0 VEEVA SYS INC CL A COM 922475108 889 3271 SH DFND 3271 0 0 VELODYNE LIDAR INC *W EXP 09/29/202 92259F119 1252 144949 SH DFND 144949 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 762 13082 SH DFND 13082 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 206 896 SH DFND 896 0 0 VERTIV HOLDINGS CO *W EXP 06/12/202 92537N116 3650 500000 SH DFND 500000 0 0 VESPER HEALTHCARE ACQSTN COR *W EXP 09/30/202 92538T112 88 33333 SH DFND 33333 0 0 VG ACQUISITION CORP *W EXP 09/29/202 G9446E113 88 33333 SH DFND 33333 0 0 VG ACQUISITION CORP SHS CL A G9446E105 1143 99999 SH DFND 99999 0 0 VIATRIS INC COM 92556V106 693 37975 SH DFND 37975 0 0 VIRTUS GLOBAL DIVID & INCOME COM 92835W107 584 66500 SH DFND 66500 0 0 VIRTUSA CORP COM 92827P102 15090 295129 SH DFND 295129 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 544 26265 SH DFND 26265 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 13260 12700000 PRN DFND 12700000 0 0 VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 205 238545 SH DFND 238545 0 0 VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 2407 238545 SH DFND 238545 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 21876 20069000 PRN DFND 20069000 0 0 VOYA EMERGING MKTS HIGH DIVI COM 92912P108 130 17882 SH DFND 17882 0 0 VOYA GLBL ADV & PREM OPP FD COM 92912R104 572 65320 SH DFND 65320 0 0 VOYA GLBL EQTY DIV & PREM OP COM 92912T100 966 184975 SH DFND 184975 0 0 VOYA INFRASTRUCTURE INDLS & COM 92912X101 985 95626 SH DFND 95626 0 0 VPC IMPACT ACQUISITION HLDNG *W EXP 10/22/202 G9441E118 94 84863 SH DFND 84863 0 0 VPC IMPACT ACQUISITION HLDNG SHS CL A G9441E100 1255 124725 SH DFND 124725 0 0 VY GLOBAL GROWTH *W EXP 01/30/203 G9444H118 41 20000 SH DFND 20000 0 0 VY GLOBAL GROWTH COM CL A G9444H100 1042 100000 SH DFND 100000 0 0 WADDELL & REED FINL INC CL A 930059100 6187 242916 SH DFND 242916 0 0 WALMART INC COM 931142103 387 2703 SH DFND 2703 0 0 WATERS CORP COM 941848103 363 1482 SH DFND 1482 0 0 WATFORD HLDGS LTD SHS G94787101 7635 220671 SH DFND 220671 0 0 WATSCO INC COM 942622200 748 3308 SH DFND 3308 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 35744 21265000 PRN DFND 21265000 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 5736 1279000 PRN DFND 1279000 0 0 WELLS FARGO ADV MULTI SCTR I COM 94987D101 281 23183 SH DFND 23183 0 0 WELLS FARGO ADVANTAGE INCOME WF INC OPPTY FD 94987B105 657 80469 SH DFND 80469 0 0 WERNER ENTERPRISES INC COM 950755108 745 18997 SH DFND 18997 0 0 WESCO INTL INC COM 95082P105 257 3278 SH DFND 3278 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 339 1219 SH DFND 1219 0 0 WESTERN ALLIANCE BANCORP COM 957638109 288 4832 SH DFND 4832 0 0 WESTERN ASSET INTER MUNI FD COM 958435109 249 27067 SH DFND 27067 0 0 WESTERN ASSET MANAGED MUNS F COM 95766M105 920 71654 SH DFND 71654 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 999 1000000 PRN DFND 1000000 0 0 WESTERN UN CO COM 959802109 216 9966 SH DFND 9966 0 0 WESTROCK CO COM 96145D105 430 10002 SH DFND 10002 0 0 WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 1242 900000 SH DFND 900000 0 0 WILLIAMS SONOMA INC COM 969904101 598 5868 SH DFND 5868 0 0 WILLIS TOWERS WATSON PLC LTD SHS G96629103 31942 151613 SH DFND 151613 0 0 WOODWARD INC COM 980745103 209 1716 SH DFND 1716 0 0 WORLD FUEL SVCS CORP COM 981475106 962 30861 SH DFND 30861 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 624 12988 SH DFND 12988 0 0 WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 6763 3325000 PRN DFND 3325000 0 0 WORTHINGTON INDS INC COM 981811102 408 7973 SH DFND 7973 0 0 WPX ENERGY INC COM 98212B103 4121 505591 SH DFND 505591 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 626 27555 SH DFND 27555 0 0 XILINX INC COM 983919101 24853 176992 SH DFND 176992 0 0 XL FLEET CORP *W EXP 06/01/202 9837FR118 1620 199999 SH DFND 199999 0 0 YELLOWSTONE ACQUISITION CO *W EXP 10/21/202 98566K113 310 250000 SH DFND 250000 0 0 YELLOWSTONE ACQUISITION CO COM CL A 98566K105 5060 500000 SH DFND 500000 0 0 YELP INC CL A 985817105 756 23776 SH DFND 23776 0 0 YUCAIPA ACQUISITION CORP *W EXP 99/99/999 G9879L113 113 79166 SH DFND 79166 0 0 YUCAIPA ACQUISITION CORP COM G9879L105 1515 149998 SH DFND 149998 0 0 YUM BRANDS INC COM 988498101 276 2557 SH DFND 2557 0 0 YUNHONG INTL *W EXP 01/31/202 G98882122 61 100000 SH DFND 100000 0 0 YUNHONG INTL CL A SHS G98882106 497 50000 SH DFND 50000 0 0 YUNHONG INTL RIGHT 01/31/2027 G98882130 62 200000 SH DFND 200000 0 0 YY INC NOTE 1.375% 6/1 98426TAF3 1563 1575000 PRN DFND 1575000 0 0 ZANITE ACQUISITION CORP UNIT 10/08/2025 98907K202 3787 360000 SH DFND 360000 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 269 701 SH DFND 701 0 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 10152 3375000 PRN DFND 3375000 0 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 270 799 SH DFND 799 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 8032 6000000 PRN DFND 6000000 0 0