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 |
8I ENTERPRISES ACQUISITIN CO | SHS | G2956M104 | 5,861 | 592,036 | SH | | DFND | | 5,861 | 0 | 0 |
ACT II GLOBAL ACQUISITION CO | CL A SHS | G0080J104 | 2,438 | 250,000 | SH | | DFND | | 2,438 | 0 | 0 |
ALBERTON ACQUISITION CORP | ORD SHS | G35006108 | 9,701 | 958,600 | SH | | DFND | | 9,701 | 0 | 0 |
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 7,022 | 3,750,000 | SH | | DFND | | 7,022 | 0 | 0 |
ALLEGRO MERGER CORP | COM | 01749N103 | 4,074 | 406,542 | SH | | DFND | | 4,074 | 0 | 0 |
AMCI ACQUISITION CORP | CLASS A | 00165R101 | 2,296 | 231,003 | SH | | DFND | | 2,296 | 0 | 0 |
AMERICAN ELEC PWR CO INC | COM | 025537101 | 446 | 5,069 | SH | | DFND | | 446 | 0 | 0 |
ANADARKO PETE CORP | COM | 032511107 | 1,411 | 20,000 | SH | | DFND | | 1,411 | 0 | 0 |
ANDINA ACQUISITION CORP III | SHS | G04415108 | 8,956 | 903,691 | SH | | DFND | | 8,956 | 0 | 0 |
ARYA SCIENCES ACQUISITION CO | SHS CL A | G3165V109 | 972 | 97,131 | SH | | DFND | | 972 | 0 | 0 |
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 11,342 | 182,652 | SH | | DFND | | 11,342 | 0 | 0 |
BIG ROCK PARTNERS ACQUISI CO | COM | 089482103 | 6,672 | 637,270 | SH | | DFND | | 6,672 | 0 | 0 |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,670 | 19,500 | SH | | DFND | | 1,670 | 0 | 0 |
BLACK RIDGE ACQUISITION CORP | COM | 09216T107 | 5,070 | 493,237 | SH | | DFND | | 5,070 | 0 | 0 |
BOOKING HLDGS INC | COM | 09857L108 | 1,968 | 1,050 | SH | | DFND | | 1,968 | 0 | 0 |
BOXWOOD MERGER CORP | COM CL A | 10319T101 | 558 | 56,625 | SH | | DFND | | 558 | 0 | 0 |
BP PLC | SPONSORED ADR | 055622104 | 200 | 4,800 | SH | | DFND | | 200 | 0 | 0 |
BUCKEYE PARTNERS L P | UNIT LTD PARTN | 118230101 | 616 | 15,000 | SH | | DFND | | 616 | 0 | 0 |
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 4,803 | 2,800,000 | SH | | DFND | | 4,803 | 0 | 0 |
CAPITOL INVT CORP IV | CL A ORD | G18920101 | 8,352 | 816,399 | SH | | DFND | | 8,352 | 0 | 0 |
CF FIN ACQUISITION CORP | COM CL A | 12528N107 | 1,415 | 141,176 | SH | | DFND | | 1,415 | 0 | 0 |
CHASERG TECHNLGY ACQUISITN C | CLASS A | 16166A103 | 462 | 46,014 | SH | | DFND | | 462 | 0 | 0 |
CHEGG INC | COM | 163092109 | 455 | 11,800 | SH | | DFND | | 455 | 0 | 0 |
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 2,157 | 1,500,000 | SH | | DFND | | 2,157 | 0 | 0 |
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 2,504 | 4,000,000 | SH | | DFND | | 2,504 | 0 | 0 |
CONOCOPHILLIPS | COM | 20825C104 | 932 | 15,285 | SH | | DFND | | 932 | 0 | 0 |
CONSTELLATION ALPHA CAP CORP | SHS | G2379F108 | 218 | 20,944 | SH | | DFND | | 218 | 0 | 0 |
COUSINS PPTYS INC | COM NEW | 222795502 | 904 | 25,000 | SH | | DFND | | 904 | 0 | 0 |
CRESCENT ACQUISITION CORP | COM CL A | 22564L105 | 1,950 | 200,000 | SH | | DFND | | 1,950 | 0 | 0 |
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 4,469 | 3,738 | SH | | DFND | | 4,469 | 0 | 0 |
CYPRESS SEMICONDUCTOR CORP | NOTE 2.000% 2/0 | 232806AP4 | 4,134 | 3,500,000 | SH | | DFND | | 4,134 | 0 | 0 |
DD3 ACQUISITION CORP | SHS | G2692M103 | 895 | 89,550 | SH | | DFND | | 895 | 0 | 0 |
DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 4,788 | 3,000,000 | SH | | DFND | | 4,788 | 0 | 0 |
DISH NETWORK CORP | NOTE 2.375% 3/1 | 25470MAD1 | 1,297 | 1,400,000 | SH | | DFND | | 1,297 | 0 | 0 |
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 1,878 | 1,925,000 | SH | | DFND | | 1,878 | 0 | 0 |
EDISON INTL | COM | 281020107 | 1,508 | 22,369 | SH | | DFND | | 1,508 | 0 | 0 |
EDTECHX HLDGS ACQUISITION CO | COM | 28138X103 | 204 | 20,655 | SH | | DFND | | 204 | 0 | 0 |
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 678 | 866,000 | SH | | DFND | | 678 | 0 | 0 |
EQUINIX INC | COM | 29444U700 | 504 | 1,000 | SH | | DFND | | 504 | 0 | 0 |
EURONET WORLDWIDE INC | COM | 298736109 | 2,439 | 14,500 | SH | | DFND | | 2,439 | 0 | 0 |
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 2,182 | 1,268,000 | SH | | DFND | | 2,182 | 0 | 0 |
FAR PT ACQUISITION CORP | COM CL A | 30734W109 | 510 | 50,000 | SH | | DFND | | 510 | 0 | 0 |
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 4,391 | 4,500,000 | SH | | DFND | | 4,391 | 0 | 0 |
FIVE9 INC | COM | 338307101 | 231 | 4,513 | SH | | DFND | | 231 | 0 | 0 |
FORTIVE CORP | COM | 34959J108 | 538 | 6,600 | SH | | DFND | | 538 | 0 | 0 |
FORUM MERGER II CORP | CL A | 34986F103 | 2,995 | 297,700 | SH | | DFND | | 2,995 | 0 | 0 |
GIGCAPITAL INC | COM | 37518N106 | 2,609 | 251,139 | SH | | DFND | | 2,609 | 0 | 0 |
GORDON POINTE ACQUISITION CO | COM CLASS A | 382788107 | 8,608 | 831,665 | SH | | DFND | | 8,608 | 0 | 0 |
GORES METROPOULOS INC | COM CL A | 382872109 | 252 | 25,000 | SH | | DFND | | 252 | 0 | 0 |
GRAF INDL CORP | COM | 384278107 | 2,445 | 245,692 | SH | | DFND | | 2,445 | 0 | 0 |
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 119 | 124,000 | SH | | DFND | | 119 | 0 | 0 |
GREENLAND ACQUISITIN CORPORA | SHS | G40981139 | 5,131 | 505,000 | SH | | DFND | | 5,131 | 0 | 0 |
GS ACQUISITION HLDGS CORP | COM CL A | 36255F102 | 507 | 50,000 | SH | | DFND | | 507 | 0 | 0 |
HEALTHCARE RLTY TR | COM | 421946104 | 313 | 10,000 | SH | | DFND | | 313 | 0 | 0 |
HENNESSY CAP ACQUSTION CORP | CL A COM | 42589C104 | 9,354 | 942,902 | SH | | DFND | | 9,354 | 0 | 0 |
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 5,157 | 5,000,000 | SH | | DFND | | 5,157 | 0 | 0 |
HL ACQUISITIONS CORP | SHS | G4603R106 | 3,357 | 332,011 | SH | | DFND | | 3,357 | 0 | 0 |
HORIZON THERAPEUTICS PUB LTD | SHS | G46188101 | 402 | 16,700 | SH | | DFND | | 402 | 0 | 0 |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 12,031 | 7,780,000 | SH | | DFND | | 12,031 | 0 | 0 |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 10 | 11,000 | SH | | DFND | | 10 | 0 | 0 |
INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 10,248 | 5,000,000 | SH | | DFND | | 10,248 | 0 | 0 |
INTERNATIONAL FLAVORS&FRAGRA | COM | 459506101 | 326 | 2,250 | SH | | DFND | | 326 | 0 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 235,355 | 1,259,582 | SH | | DFND | | 235,355 | 0 | 0 |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 6,974 | 5,000,000 | SH | | DFND | | 6,974 | 0 | 0 |
KBL MERGER CORP IV | COM | 48242A104 | 10,123 | 965,925 | SH | | DFND | | 10,123 | 0 | 0 |
KIMCO RLTY CORP | COM | 49446R109 | 924 | 50,000 | SH | | DFND | | 924 | 0 | 0 |
LEGACY ACQUISITION CORP | COM CL A | 524643103 | 3,836 | 378,630 | SH | | DFND | | 3,836 | 0 | 0 |
LEISURE ACQUISITION CORP | COM | 52539T107 | 2,827 | 277,935 | SH | | DFND | | 2,827 | 0 | 0 |
LEO HOLDINGS CORP | COM CL A | G5463L105 | 836 | 81,443 | SH | | DFND | | 836 | 0 | 0 |
LF CAP ACQUISITION CORP | CL A | 50200K108 | 197 | 19,380 | SH | | DFND | | 197 | 0 | 0 |
LIBERTY MEDIA CORP DELAWARE | DEB 2.250% 9/3 | 531229AE2 | 792 | 1,500,000 | SH | | DFND | | 792 | 0 | 0 |
LONGEVITY ACQUISITION CORP | ORD SHS | G56372132 | 3,128 | 309,723 | SH | | DFND | | 3,128 | 0 | 0 |
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 1,550 | 18,000 | SH | | DFND | | 1,550 | 0 | 0 |
MEDICINES CO | COM | 584688105 | 848 | 23,255 | SH | | DFND | | 848 | 0 | 0 |
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 1,521 | 1,526,000 | SH | | DFND | | 1,521 | 0 | 0 |
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 4,314 | 3,575,000 | SH | | DFND | | 4,314 | 0 | 0 |
MEGALITH FINL ACQUISITION CO | CL A COM | 58518F109 | 2,862 | 285,090 | SH | | DFND | | 2,862 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 34,828 | 19,900,000 | SH | | DFND | | 34,828 | 0 | 0 |
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 2,500 | 644,000 | SH | | DFND | | 2,500 | 0 | 0 |
MODERN MEDIA ACQUISITION | COM | 60765P103 | 18,295 | 1,742,677 | SH | | DFND | | 18,295 | 0 | 0 |
MONOCLE ACQUISITION CORP | COM | 609754106 | 3,960 | 400,010 | SH | | DFND | | 3,960 | 0 | 0 |
NEW FRONTIER CORP | COM CL A | G6485P108 | 3,007 | 298,644 | SH | | DFND | | 3,007 | 0 | 0 |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,669 | 1,565,000 | SH | | DFND | | 1,669 | 0 | 0 |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 5,287 | 5,400,000 | SH | | DFND | | 5,287 | 0 | 0 |
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 470 | 420,000 | SH | | DFND | | 470 | 0 | 0 |
NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 7,664 | 7,250,000 | SH | | DFND | | 7,664 | 0 | 0 |
OKTA INC | NOTE 0.250% 2/1 | 679295AB1 | 2,732 | 1,050,000 | SH | | DFND | | 2,732 | 0 | 0 |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 11,636 | 9,500,000 | SH | | DFND | | 11,636 | 0 | 0 |
OPES ACQUISITION CORP | COM | 68373P100 | 4,157 | 403,600 | SH | | DFND | | 4,157 | 0 | 0 |
PACIRA BIOSCIENCES | COM | 695127100 | 261 | 6,000 | SH | | DFND | | 261 | 0 | 0 |
PENSARE ACQUISITION CORP | COM | 70957E105 | 9,156 | 877,030 | SH | | DFND | | 9,156 | 0 | 0 |
PROFICIENT ALPHA ACQUSTN COR | COM | 74317H105 | 238 | 24,392 | SH | | DFND | | 238 | 0 | 0 |
PURE ACQUISITION CORP | CL A | 74621Q106 | 1,268 | 125,000 | SH | | DFND | | 1,268 | 0 | 0 |
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 2,845 | 2,000,000 | SH | | DFND | | 2,845 | 0 | 0 |
QUDIAN INC | ADR | 747798106 | 75 | 10,000 | SH | | DFND | | 75 | 0 | 0 |
REGALWOOD GLOBAL ENERGY LTD | COM CL A | G74760102 | 4,725 | 460,974 | SH | | DFND | | 4,725 | 0 | 0 |
REPLAY ACQUISITION CORP | COM | G75130107 | 3,899 | 399,052 | SH | | DFND | | 3,899 | 0 | 0 |
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 1,869 | 1,617,000 | SH | | DFND | | 1,869 | 0 | 0 |
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 2,253 | 1,500,000 | SH | | DFND | | 2,253 | 0 | 0 |
SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 4,587 | 4,427,000 | SH | | DFND | | 4,587 | 0 | 0 |
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 11,159 | 100,000 | SH | | DFND | | 11,159 | 0 | 0 |
SENTINEL ENERGY SVCS INC | CL A | 81728P105 | 1,074 | 105,793 | SH | | DFND | | 1,074 | 0 | 0 |
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 2,739 | 2,205,000 | SH | | DFND | | 2,739 | 0 | 0 |
SPARTAN ENERGY ACQUISITON CO | CL A COM STK | 846784106 | 1,149 | 114,898 | SH | | DFND | | 1,149 | 0 | 0 |
SPDR DOW JONES INDL AVRG ETF | UT SER 1 | 78467X109 | 5,701 | 21,444 | SH | | DFND | | 5,701 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,443,973 | 4,923,326 | SH | | DFND | | 1,443,973 | 0 | 0 |
SPIRIT RLTY CAP INC NEW | COM NEW | 84860W300 | 641 | 15,027 | SH | | DFND | | 641 | 0 | 0 |
SPLUNK INC | COM | 848637104 | 516 | 4,100 | SH | | DFND | | 516 | 0 | 0 |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 2,694 | 2,254,000 | SH | | DFND | | 2,694 | 0 | 0 |
SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 6,019 | 1,900,000 | SH | | DFND | | 6,019 | 0 | 0 |
SSR MNG INC | COM | 784730103 | 684 | 50,000 | SH | | DFND | | 684 | 0 | 0 |
STANLEY BLACK & DECKER INC | COM | 854502101 | 1,735 | 12,000 | SH | | DFND | | 1,735 | 0 | 0 |
SUNCOKE ENERGY PARTNERS L P | COMUNIT REP LT | 86722Y101 | 990 | 79,765 | SH | | DFND | | 990 | 0 | 0 |
TELEFONICA BRASIL SA | SPONSORED ADR | 87936R106 | 785 | 60,300 | SH | | DFND | | 785 | 0 | 0 |
TENZING ACQUISITION CORP | ORD SHS | G8708A116 | 5,876 | 572,415 | SH | | DFND | | 5,876 | 0 | 0 |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 4,129 | 4,223,000 | SH | | DFND | | 4,129 | 0 | 0 |
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 980 | 1,000,000 | SH | | DFND | | 980 | 0 | 0 |
TIBERIUS ACQUISITION CORP | COM | 88633A107 | 6,276 | 615,303 | SH | | DFND | | 6,276 | 0 | 0 |
TKK SYMPHONY ACQUISITION COR | ORD SHS | G88950103 | 290 | 29,000 | SH | | DFND | | 290 | 0 | 0 |
TORTOISE ACQUISITION CORP | CL A | 89154L100 | 3,421 | 347,300 | SH | | DFND | | 3,421 | 0 | 0 |
TOTTENHAM ACQUISITION I LTD | SHS | G8959N106 | 3,210 | 314,707 | SH | | DFND | | 3,210 | 0 | 0 |
TRIDENT ACQUISITIONS CORP | COM | 89615T106 | 4,018 | 388,563 | SH | | DFND | | 4,018 | 0 | 0 |
TRINITY MERGER CORP | COM CL A | 89653L106 | 8,394 | 815,000 | SH | | DFND | | 8,394 | 0 | 0 |
TUSCAN HOLDINGS CORP | COM | 90069K104 | 494 | 50,000 | SH | | DFND | | 494 | 0 | 0 |
TWELVE SEAS INVESTMENT COMPA | SHS | G9145A107 | 9,383 | 924,472 | SH | | DFND | | 9,383 | 0 | 0 |
CHURCHILL CAP CORP II | UNIT 99/99/9999 | 17143G205 | 508 | 50,000 | SH | | DFND | | 508 | 0 | 0 |
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 19,823 | 192,001 | SH | | DFND | | 19,823 | 0 | 0 |
EDTECHX HLDGS ACQUISITION CO | UNIT 12/31/2025 | 28138X202 | 994 | 97,252 | SH | | DFND | | 994 | 0 | 0 |
VECTOIQ ACQUISITION CORP | COM | 92243N103 | 821 | 81,000 | SH | | DFND | | 821 | 0 | 0 |
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 2,882 | 2,460,000 | SH | | DFND | | 2,882 | 0 | 0 |
VICI PPTYS INC | COM | 925652109 | 551 | 25,000 | SH | | DFND | | 551 | 0 | 0 |
VORNADO RLTY TR | SH BEN INT | 929042109 | 770 | 12,009 | SH | | DFND | | 770 | 0 | 0 |
WAYFAIR INC | CL A | 94419L101 | 1,548 | 10,600 | SH | | DFND | | 1,548 | 0 | 0 |
WEALTHBRIDGE ACQUISITION LTD | SHS | G4887W110 | 2,883 | 288,339 | SH | | DFND | | 2,883 | 0 | 0 |
WIX COM LTD | SHS | M98068105 | 1,421 | 10,000 | SH | | DFND | | 1,421 | 0 | 0 |
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 2,907 | 2,661,000 | SH | | DFND | | 2,907 | 0 | 0 |
TIBERIUS ACQUISITION CORP | *W EXP 02/28/202 | 88633A115 | 4 | 10,000 | SH | | DFND | | 4 | 0 | 0 |
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 506 | 446,000 | SH | | DFND | | 506 | 0 | 0 |