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 |
3M CO | COM | 88579Y101 | 937 | 5,700 | SH | | DFND | | 937 | 0 | 0 |
8I ENTERPRISES ACQUISITIN CO | SHS | G2956M104 | 7,278 | 730,000 | SH | | DFND | | 7,278 | 0 | 0 |
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 981 | 5,100 | SH | | DFND | | 981 | 0 | 0 |
ACT II GLOBAL ACQUISITION CO | CL A SHS | G0080J104 | 1,478 | 150,001 | SH | | DFND | | 1,478 | 0 | 0 |
AGBA ACQUISITION LTD | SHS | G0120M109 | 1,738 | 175,200 | SH | | DFND | | 1,738 | 0 | 0 |
ALBERTON ACQUISITION CORP | ORD SHS | G35006108 | 11,968 | 1,167,634 | SH | | DFND | | 11,968 | 0 | 0 |
ALLEGRO MERGER CORP | COM | 01749N103 | 4,472 | 440,126 | SH | | DFND | | 4,472 | 0 | 0 |
ALPHABET INC | CAP STK CL C | 02079K107 | 3,535 | 2,900 | SH | | DFND | | 3,535 | 0 | 0 |
AMAZON COM INC | COM | 023135106 | 1,215 | 700 | SH | | DFND | | 1,215 | 0 | 0 |
AMCI ACQUISITION CORP | CLASS A | 00165R101 | 2,571 | 256,375 | SH | | DFND | | 2,571 | 0 | 0 |
AMERICAN ELEC PWR CO INC | COM | 025537101 | 656 | 7,000 | SH | | DFND | | 656 | 0 | 0 |
ANDINA ACQUISITION CORP III | SHS | G04415108 | 11,705 | 1,171,700 | SH | | DFND | | 11,705 | 0 | 0 |
APPLE INC | COM | 037833100 | 3,449 | 15,400 | SH | | DFND | | 3,449 | 0 | 0 |
ARYA SCIENCES ACQUISITION CO | SHS CL A | G3165V109 | 516 | 50,015 | SH | | DFND | | 516 | 0 | 0 |
B RILEY PRINCIPAL MERGER COR | CL A | 05586Y106 | 744 | 75,000 | SH | | DFND | | 744 | 0 | 0 |
BANK AMER CORP | COM | 060505104 | 1,106 | 37,900 | SH | | DFND | | 1,106 | 0 | 0 |
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 16,885 | 272,800 | SH | | DFND | | 16,885 | 0 | 0 |
BIG ROCK PARTNERS ACQUISI CO | COM | 089482103 | 3,206 | 303,056 | SH | | DFND | | 3,206 | 0 | 0 |
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 6,096 | 5,900,000 | SH | | DFND | | 6,096 | 0 | 0 |
BOOKING HLDGS INC | COM | 09857L108 | 1,855 | 945 | SH | | DFND | | 1,855 | 0 | 0 |
BROADCOM INC | COM | 11135F101 | 2,071 | 7,500 | SH | | DFND | | 2,071 | 0 | 0 |
CF FIN ACQUISITION CORP | COM CL A | 12528N107 | 961 | 94,771 | SH | | DFND | | 961 | 0 | 0 |
CHASERG TECHNLGY ACQUISITN C | CLASS A | 16166A103 | 153 | 15,092 | SH | | DFND | | 153 | 0 | 0 |
CHEVRON CORP NEW | COM | 166764100 | 2,372 | 20,000 | SH | | DFND | | 2,372 | 0 | 0 |
CHURCHILL CAP CORP II | CL A | 17143G106 | 501 | 50,000 | SH | | DFND | | 501 | 0 | 0 |
CISCO SYS INC | COM | 17275R102 | 968 | 19,600 | SH | | DFND | | 968 | 0 | 0 |
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 512 | 1,250,000 | SH | | DFND | | 512 | 0 | 0 |
CYRUSONE INC | COM | 23283R100 | 2,373 | 30,000 | SH | | DFND | | 2,373 | 0 | 0 |
DANAHER CORPORATION | COM | 235851102 | 4,275 | 29,600 | SH | | DFND | | 4,275 | 0 | 0 |
DD3 ACQUISITION CORP | SHS | G2692M103 | 3,045 | 300,000 | SH | | DFND | | 3,045 | 0 | 0 |
DEXCOM INC | COM | 252131107 | 1,224 | 8,200 | SH | | DFND | | 1,224 | 0 | 0 |
DFB HEALTHCARE ACQUISTION CO | COM | 23291E109 | 662 | 65,000 | SH | | DFND | | 662 | 0 | 0 |
DTE ENERGY CO | COM | 233331107 | 1,339 | 10,069 | SH | | DFND | | 1,339 | 0 | 0 |
EDTECHX HLDGS ACQUISITION CO | COM | 28138X103 | 1,776 | 175,000 | SH | | DFND | | 1,776 | 0 | 0 |
EMERSON ELEC CO | COM | 291011104 | 1,197 | 17,900 | SH | | DFND | | 1,197 | 0 | 0 |
EURONET WORLDWIDE INC | COM | 298736109 | 2,633 | 18,000 | SH | | DFND | | 2,633 | 0 | 0 |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,074 | 1,000,000 | SH | | DFND | | 1,074 | 0 | 0 |
EXXON MOBIL CORP | COM | 30231G102 | 3,693 | 52,300 | SH | | DFND | | 3,693 | 0 | 0 |
FACEBOOK INC | CL A | 30303M102 | 1,816 | 10,200 | SH | | DFND | | 1,816 | 0 | 0 |
FAR PT ACQUISITION CORP | COM CL A | 30734W109 | 516 | 50,509 | SH | | DFND | | 516 | 0 | 0 |
FINTECH ACQUISITION CORP III | COM CL A | 31811A101 | 924 | 91,762 | SH | | DFND | | 924 | 0 | 0 |
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 1,407 | 1,500,000 | SH | | DFND | | 1,407 | 0 | 0 |
GIGCAPITAL INC | COM | 37518N106 | 4,689 | 450,000 | SH | | DFND | | 4,689 | 0 | 0 |
GIGCAPITAL2 INC | COM | 375036100 | 185 | 18,851 | SH | | DFND | | 185 | 0 | 0 |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 953 | 4,600 | SH | | DFND | | 953 | 0 | 0 |
GORDON POINTE ACQUISITION CO | COM CLASS A | 382788107 | 11,299 | 1,079,225 | SH | | DFND | | 11,299 | 0 | 0 |
GREENLAND ACQUISITIN CORPORA | SHS | G40981139 | 5,377 | 519,377 | SH | | DFND | | 5,377 | 0 | 0 |
GS ACQUISITION HLDGS CORP | COM CL A | 36255F102 | 2,193 | 214,962 | SH | | DFND | | 2,193 | 0 | 0 |
HAYMAKER ACQUISITION CORP II | COM CL A | 42087L101 | 2,416 | 244,028 | SH | | DFND | | 2,416 | 0 | 0 |
HL ACQUISITIONS CORP | SHS | G4603R106 | 5,865 | 575,000 | SH | | DFND | | 5,865 | 0 | 0 |
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 1,166 | 1,000,000 | SH | | DFND | | 1,166 | 0 | 0 |
HOST HOTELS & RESORTS INC | COM | 44107P104 | 346 | 20,000 | SH | | DFND | | 346 | 0 | 0 |
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 1,245 | 1,000,000 | SH | | DFND | | 1,245 | 0 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 116,752 | 618,485 | SH | | DFND | | 116,752 | 0 | 0 |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 8,522 | 6,000,000 | SH | | DFND | | 8,522 | 0 | 0 |
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 4,538 | 4,533,000 | SH | | DFND | | 4,538 | 0 | 0 |
JOHNSON & JOHNSON | COM | 478160104 | 2,406 | 18,600 | SH | | DFND | | 2,406 | 0 | 0 |
JPMORGAN CHASE & CO | COM | 46625H100 | 1,683 | 14,300 | SH | | DFND | | 1,683 | 0 | 0 |
KBL MERGER CORP IV | COM | 48242A104 | 7,980 | 760,000 | SH | | DFND | | 7,980 | 0 | 0 |
LANDCADIA HLDGS II INC | CL A | 51476X105 | 708 | 72,208 | SH | | DFND | | 708 | 0 | 0 |
LEGACY ACQUISITION CORP | COM CL A | 524643103 | 7,850 | 769,600 | SH | | DFND | | 7,850 | 0 | 0 |
LEISURE ACQUISITION CORP | COM | 52539T107 | 4,563 | 445,572 | SH | | DFND | | 4,563 | 0 | 0 |
LEO HOLDINGS CORP | COM CL A | G5463L105 | 12,056 | 1,177,377 | SH | | DFND | | 12,056 | 0 | 0 |
LF CAP ACQUISITION CORP | CL A | 50200K108 | 2,838 | 276,600 | SH | | DFND | | 2,838 | 0 | 0 |
LONGEVITY ACQUISITION CORP | ORD SHS | G56372132 | 3,696 | 358,500 | SH | | DFND | | 3,696 | 0 | 0 |
MASTERCARD INC | CL A | 57636Q104 | 2,471 | 9,100 | SH | | DFND | | 2,471 | 0 | 0 |
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 9,076 | 6,000,000 | SH | | DFND | | 9,076 | 0 | 0 |
MEGALITH FINL ACQUISITION CO | CL A COM | 58518F109 | 1,534 | 151,000 | SH | | DFND | | 1,534 | 0 | 0 |
MERCK & CO INC | COM | 58933Y105 | 18,478 | 219,500 | SH | | DFND | | 18,478 | 0 | 0 |
MGM GROWTH PPTYS LLC | CL A COM | 55303A105 | 601 | 20,000 | SH | | DFND | | 601 | 0 | 0 |
MGM RESORTS INTERNATIONAL | COM | 552953101 | 832 | 30,000 | SH | | DFND | | 832 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 31,430 | 16,530,000 | SH | | DFND | | 31,430 | 0 | 0 |
MICROSOFT CORP | COM | 594918104 | 4,991 | 35,900 | SH | | DFND | | 4,991 | 0 | 0 |
MONOCLE ACQUISITION CORP | COM | 609754106 | 2,000 | 200,000 | SH | | DFND | | 2,000 | 0 | 0 |
MORGAN STANLEY | COM NEW | 617446448 | 1,114 | 26,100 | SH | | DFND | | 1,114 | 0 | 0 |
MOSAIC ACQUISITION CORP | COM CL A | 61946M100 | 516 | 50,000 | SH | | DFND | | 516 | 0 | 0 |
NETFIN ACQUISITION CORP | SHS CL A | G6455A107 | 4,812 | 490,000 | SH | | DFND | | 4,812 | 0 | 0 |
NIO INC | SPON ADS | 62914V106 | 780 | 500,100 | SH | | DFND | | 780 | 0 | 0 |
NIO INC | SPON ADS | 62914V106 | 860 | 500,100 | SH | Put | DFND | | 860 | 0 | 0 |
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 3,899 | 3,311,000 | SH | | DFND | | 3,899 | 0 | 0 |
NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 2,724 | 2,500,000 | SH | | DFND | | 2,724 | 0 | 0 |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 24,132 | 20,500,000 | SH | | DFND | | 24,132 | 0 | 0 |
OPES ACQUISITION CORP | COM | 68373P100 | 5,769 | 556,600 | SH | | DFND | | 5,769 | 0 | 0 |
PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 53 | 54,000 | SH | | DFND | | 53 | 0 | 0 |
PARAMOUNT GROUP INC | COM | 69924R108 | 1,001 | 75,000 | SH | | DFND | | 1,001 | 0 | 0 |
PARSLEY ENERGY INC | CL A | 701877102 | 1,260 | 75,000 | SH | | DFND | | 1,260 | 0 | 0 |
PEPSICO INC | COM | 713448108 | 973 | 7,100 | SH | | DFND | | 973 | 0 | 0 |
PFIZER INC | COM | 717081103 | 999 | 27,800 | SH | | DFND | | 999 | 0 | 0 |
PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 984 | 47,444 | SH | | DFND | | 984 | 0 | 0 |
PROCTER & GAMBLE CO | COM | 742718109 | 1,107 | 8,900 | SH | | DFND | | 1,107 | 0 | 0 |
PROFICIENT ALPHA ACQUSTN COR | COM | 74317H105 | 9,193 | 925,800 | SH | | DFND | | 9,193 | 0 | 0 |
PURE ACQUISITION CORP | CL A | 74621Q106 | 18,401 | 1,795,200 | SH | | DFND | | 18,401 | 0 | 0 |
Q2 HLDGS INC | COM | 74736L109 | 592 | 7,500 | SH | | DFND | | 592 | 0 | 0 |
REGALWOOD GLOBAL ENERGY LTD | COM CL A | G74760102 | 4,187 | 405,700 | SH | | DFND | | 4,187 | 0 | 0 |
REPLAY ACQUISITION CORP | COM | G75130107 | 8,757 | 881,878 | SH | | DFND | | 8,757 | 0 | 0 |
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 1,618 | 1,000,000 | SH | | DFND | | 1,618 | 0 | 0 |
RMG ACQUISITION CORP | CL A | 749641106 | 231 | 23,436 | SH | | DFND | | 231 | 0 | 0 |
SCHULTZE SPL PURP ACQUSTN CO | COM | 80821R109 | 3,593 | 357,821 | SH | | DFND | | 3,593 | 0 | 0 |
SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 2,111 | 2,000,000 | SH | | DFND | | 2,111 | 0 | 0 |
SENTINEL ENERGY SVCS INC | CL A | 81728P105 | 9,040 | 879,351 | SH | | DFND | | 9,040 | 0 | 0 |
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 3,921 | 3,000,000 | SH | | DFND | | 3,921 | 0 | 0 |
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 4,043 | 4,000,000 | SH | | DFND | | 4,043 | 0 | 0 |
SMARTSHEET INC | COM CL A | 83200N103 | 1,802 | 50,000 | SH | | DFND | | 1,802 | 0 | 0 |
SPARTAN ENERGY ACQUISITON CO | CL A COM STK | 846784106 | 464 | 45,975 | SH | | DFND | | 464 | 0 | 0 |
SPDR DOW JONES INDL AVRG ETF | UT SER 1 | 78467X109 | 9,125 | 33,900 | SH | | DFND | | 9,125 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,054,464 | 3,552,509 | SH | | DFND | | 1,054,464 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 61 | 3,552,509 | SH | Put | DFND | | 61 | 0 | 0 |
SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 528 | 10,000 | SH | | DFND | | 528 | 0 | 0 |
SPIRIT MTA REIT | COM SHS BEN IN | 84861U105 | 127 | 15,000 | SH | | DFND | | 127 | 0 | 0 |
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 3,166 | 2,905,000 | SH | | DFND | | 3,166 | 0 | 0 |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 2,783 | 2,500,000 | SH | | DFND | | 2,783 | 0 | 0 |
STANLEY BLACK & DECKER INC | COM | 854502101 | 751 | 5,200 | SH | | DFND | | 751 | 0 | 0 |
TARGA RES CORP | COM | 87612G101 | 3,136 | 78,069 | SH | | DFND | | 3,136 | 0 | 0 |
TECHNIPFMC PLC | COM | G87110105 | 577 | 23,907 | SH | | DFND | | 577 | 0 | 0 |
TENZING ACQUISITION CORP | ORD SHS | G8708A116 | 6,210 | 600,000 | SH | | DFND | | 6,210 | 0 | 0 |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 2,033 | 2,000,000 | SH | | DFND | | 2,033 | 0 | 0 |
TIBERIUS ACQUISITION CORP | COM | 88633A107 | 5,891 | 574,687 | SH | | DFND | | 5,891 | 0 | 0 |
TKK SYMPHONY ACQUISITION COR | ORD SHS | G88950103 | 8,672 | 851,912 | SH | | DFND | | 8,672 | 0 | 0 |
TORTOISE ACQUISITION CORP | CL A | 89154L100 | 809 | 81,851 | SH | | DFND | | 809 | 0 | 0 |
TOTTENHAM ACQUISITION I LTD | SHS | G8959N106 | 3,281 | 318,807 | SH | | DFND | | 3,281 | 0 | 0 |
TRIDENT ACQUISITIONS CORP | COM | 89615T106 | 5,726 | 549,500 | SH | | DFND | | 5,726 | 0 | 0 |
TRINITY MERGER CORP | COM CL A | 89653L106 | 3,014 | 288,656 | SH | | DFND | | 3,014 | 0 | 0 |
TUSCAN HOLDINGS CORP | COM | 90069K104 | 989 | 100,000 | SH | | DFND | | 989 | 0 | 0 |
TWELVE SEAS INVESTMENT COMPA | SHS | G9145A107 | 14,906 | 1,455,646 | SH | | DFND | | 14,906 | 0 | 0 |
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 14,755 | 139,800 | SH | | DFND | | 14,755 | 0 | 0 |
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 608 | 12,132 | SH | | DFND | | 608 | 0 | 0 |
PIVOTAL INVT CORP II | UNIT 06/01/2025 | 72582K209 | 509 | 50,000 | SH | | DFND | | 509 | 0 | 0 |
PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 2,146 | 200,000 | SH | | DFND | | 2,146 | 0 | 0 |
TUSCAN HLDGS CORP II | UNIT 04/01/2026 | 90070A202 | 958 | 95,275 | SH | | DFND | | 958 | 0 | 0 |
VANECK VECTORS ETF TR | JR GOLD MINERS E | 92189F791 | 2,176 | 60,000 | SH | | DFND | | 2,176 | 0 | 0 |
VECTOIQ ACQUISITION CORP | COM | 92243N103 | 258 | 25,241 | SH | | DFND | | 258 | 0 | 0 |
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 1,856 | 1,500,000 | SH | | DFND | | 1,856 | 0 | 0 |
WEALTHBRIDGE ACQUISITION LTD | SHS | G4887W110 | 6,565 | 650,000 | SH | | DFND | | 6,565 | 0 | 0 |
WEC ENERGY GROUP INC | COM | 92939U106 | 1,993 | 20,952 | SH | | DFND | | 1,993 | 0 | 0 |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 8,217 | 6,279,000 | SH | | DFND | | 8,217 | 0 | 0 |
SENTINEL ENERGY SVCS INC | *W EXP 11/02/202 | 81728P113 | 20 | 49,700 | SH | | DFND | | 20 | 0 | 0 |