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 ACQUISITION C | SHS | G2956M104 | 7,048 | 696,421 | SH | | DFND | | 7,048 | 0 | 0 |
AGBA ACQUISITION LTD | SHS | G0120M109 | 5,032 | 497,239 | SH | | DFND | | 5,032 | 0 | 0 |
ALBERTON ACQUISITION CORP | ORD SHS | G35006108 | 12,590 | 1,203,604 | SH | | DFND | | 12,590 | 0 | 0 |
ALLEGRO MERGER CORP | COM | 01749N103 | 15,554 | 1,508,600 | SH | | DFND | | 15,554 | 0 | 0 |
AMCI ACQUISITION CORP | CLASS A | 00165R101 | 4,596 | 454,110 | SH | | DFND | | 4,596 | 0 | 0 |
AMPLITUDE HLTHCRE AQUSTIN CO | COM CL A | 03212A105 | 1,552 | 163,325 | SH | | DFND | | 1,552 | 0 | 0 |
ANDINA ACQUISITION CORP III | SHS | G04415108 | 5,685 | 564,571 | SH | | DFND | | 5,685 | 0 | 0 |
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 8,565 | 160,276 | SH | | DFND | | 8,565 | 0 | 0 |
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 1,160 | 1,531,000 | SH | | DFND | | 1,160 | 0 | 0 |
CF FIN ACQUISITION CORP | COM CL A | 12528N107 | 3,318 | 323,105 | SH | | DFND | | 3,318 | 0 | 0 |
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 1,908 | 1,500 | SH | | DFND | | 1,908 | 0 | 0 |
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 6,584 | 3,800,000 | SH | | DFND | | 6,584 | 0 | 0 |
EDTECHX HLDGS ACQUISITION CO | COM | 28138X103 | 5,269 | 508,332 | SH | | DFND | | 5,269 | 0 | 0 |
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 700 | 790,000 | SH | | DFND | | 700 | 0 | 0 |
FELLAZO INC | SHS | G3362K112 | 6,998 | 696,361 | SH | | DFND | | 6,998 | 0 | 0 |
FIRST MAJESTIC SILVER CORP | NOTE 1.875% 3/0 | 32076VAB9 | 2,828 | 3,000,000 | SH | | DFND | | 2,828 | 0 | 0 |
FIVE9 INC | NOTE 0.125% 5/0 | 338307AB7 | 3,793 | 2,000,000 | SH | | DFND | | 3,793 | 0 | 0 |
FORUM MERGER II CORP | CL A | 34986F103 | 9,319 | 905,674 | SH | | DFND | | 9,319 | 0 | 0 |
GALILEO ACQUISITION CORP | SHS | G3770A102 | 3,148 | 326,600 | SH | | DFND | | 3,148 | 0 | 0 |
GORDON POINTE ACQUISITION CO | COM CLASS A | 382788107 | 8,572 | 801,100 | SH | | DFND | | 8,572 | 0 | 0 |
GREENVISION ACQUISITION CORP | COM | 39678G103 | 4,905 | 500,500 | SH | | DFND | | 4,905 | 0 | 0 |
HANNON ARMSTRONG SUST INFR C | NOTE 4.125% 9/0 | 41068XAB6 | 338 | 360,000 | SH | | DFND | | 338 | 0 | 0 |
HENNESSY CAP ACQUSTION CORP | CL A COM | 42589C104 | 658 | 65,168 | SH | | DFND | | 658 | 0 | 0 |
HL ACQUISITIONS CORP | SHS | G4603R106 | 6,301 | 604,737 | SH | | DFND | | 6,301 | 0 | 0 |
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 1,168 | 1,000,000 | SH | | DFND | | 1,168 | 0 | 0 |
INSURANCE ACQUISITION CORP | CL A | 457867109 | 1,269 | 126,934 | SH | | DFND | | 1,269 | 0 | 0 |
INTERPRIVATE ACQUISITION COR | COM | 46064A103 | 3,559 | 374,275 | SH | | DFND | | 3,559 | 0 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 65,695 | 345,048 | SH | | DFND | | 65,695 | 0 | 0 |
IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 3,053 | 3,000,000 | SH | | DFND | | 3,053 | 0 | 0 |
IQIYI INC | SPONSORED ADS | 46267X108 | 306 | 41,000 | SH | Put | DFND | | 306 | 0 | 0 |
KBL MERGER CORP IV | COM | 48242A104 | 4,519 | 422,367 | SH | | DFND | | 4,519 | 0 | 0 |
LANDCADIA HLDGS II INC | CL A | 51476X105 | 132 | 13,500 | SH | | DFND | | 132 | 0 | 0 |
LEGACY ACQUISITION CORP | COM CL A | 524643103 | 15,828 | 1,524,812 | SH | | DFND | | 15,828 | 0 | 0 |
LEISURE ACQUISITION CORP | COM | 52539T107 | 15,179 | 1,449,751 | SH | | DFND | | 15,179 | 0 | 0 |
LEO HOLDINGS CORP | COM CL A | G5463L105 | 2,659 | 259,154 | SH | | DFND | | 2,659 | 0 | 0 |
LF CAP ACQUISITION CORP | CL A | 50200K108 | 2,711 | 262,925 | SH | | DFND | | 2,711 | 0 | 0 |
LIV CAP ACQUISITION CORP | CL A | G5510C108 | 4,858 | 507,146 | SH | | DFND | | 4,858 | 0 | 0 |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 2,698 | 2,916,000 | SH | | DFND | | 2,698 | 0 | 0 |
LONGEVITY ACQUISITION CORP | ORD SHS | G56372132 | 5,235 | 498,100 | SH | | DFND | | 5,235 | 0 | 0 |
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 1,354 | 1,000,000 | SH | | DFND | | 1,354 | 0 | 0 |
MEGALITH FINL ACQUISITION CO | CL A COM | 58518F109 | 9,913 | 964,264 | SH | | DFND | | 9,913 | 0 | 0 |
MERCK & CO. INC | COM | 58933Y105 | 16,396 | 213,100 | SH | | DFND | | 16,396 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 12,216 | 8,570,000 | SH | | DFND | | 12,216 | 0 | 0 |
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 6,702 | 1,591,000 | SH | | DFND | | 6,702 | 0 | 0 |
MONOCLE ACQUISITION CORP | COM | 609754106 | 1,256 | 125,000 | SH | | DFND | | 1,256 | 0 | 0 |
MUDRICK CAP ACQUISITION CORP | COM CLASS A | 624745105 | 3,173 | 309,581 | SH | | DFND | | 3,173 | 0 | 0 |
NEBULA ACQUISITION CORP | COM CLASS A | 629076100 | 964 | 95,000 | SH | | DFND | | 964 | 0 | 0 |
NETFIN ACQUISITION CORP | SHS CL A | G6455A107 | 718 | 72,925 | SH | | DFND | | 718 | 0 | 0 |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 5,712 | 6,000,000 | SH | | DFND | | 5,712 | 0 | 0 |
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 1,566 | 2,000,000 | SH | | DFND | | 1,566 | 0 | 0 |
OKTA INC | NOTE 0.250% 2/1 | 679295AB1 | 15,036 | 5,920,000 | SH | | DFND | | 15,036 | 0 | 0 |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 4,833 | 4,900,000 | SH | | DFND | | 4,833 | 0 | 0 |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 290 | 300,000 | SH | | DFND | | 290 | 0 | 0 |
OPES ACQUISITION CORP | COM | 68373P100 | 3,404 | 320,894 | SH | | DFND | | 3,404 | 0 | 0 |
ORISUN ACQUISITION CORP | COM | 68632T109 | 3,638 | 365,578 | SH | | DFND | | 3,638 | 0 | 0 |
OSPREY TECHNLGY AQUISTION CO | COM CL A | 68839R104 | 149 | 15,501 | SH | | DFND | | 149 | 0 | 0 |
PFIZER INC | COM | 717081103 | 16,842 | 516,000 | SH | | DFND | | 16,842 | 0 | 0 |
PINDUODUO INC | SPONSORED ADS | 722304102 | 38 | 21,000 | SH | Put | DFND | | 38 | 0 | 0 |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 1,768 | 1,612,000 | SH | | DFND | | 1,768 | 0 | 0 |
PROFICIENT ALPHA ACQUSTN COR | COM | 74317H105 | 12,393 | 1,229,459 | SH | | DFND | | 12,393 | 0 | 0 |
PURE ACQUISITION CORP | CL A | 74621Q106 | 35,605 | 3,400,694 | SH | | DFND | | 35,605 | 0 | 0 |
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 4,686 | 4,000,000 | SH | | DFND | | 4,686 | 0 | 0 |
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 12,285 | 95,078 | SH | | DFND | | 12,285 | 0 | 0 |
REPLAY ACQUISITION CORP | COM | G75130107 | 3,623 | 367,840 | SH | | DFND | | 3,623 | 0 | 0 |
RMG ACQUISITION CORP | CL A | 749641106 | 2,108 | 214,698 | SH | | DFND | | 2,108 | 0 | 0 |
BRISTOL-MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 190 | 50,000 | SH | | DFND | | 190 | 0 | 0 |
SC HEALTH CORP | COM CL A | G78516203 | 1,211 | 122,949 | SH | | DFND | | 1,211 | 0 | 0 |
SCHULTZE SPL PURP ACQUSTN CO | COM | 80821R109 | 1,189 | 117,500 | SH | | DFND | | 1,189 | 0 | 0 |
SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 2,082 | 2,608,000 | SH | | DFND | | 2,082 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 4,375 | 80,326 | SH | | DFND | | 4,375 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 3,040 | 31,000 | SH | | DFND | | 3,040 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI MATERIALS | 81369Y100 | 1,335 | 29,642 | SH | | DFND | | 1,335 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 5,973 | 107,797 | SH | | DFND | | 5,973 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 1,417 | 16,000 | SH | | DFND | | 1,417 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 1,291 | 62,000 | SH | | DFND | | 1,291 | 0 | 0 |
SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 5,905 | 73,476 | SH | | DFND | | 5,905 | 0 | 0 |
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 2,036 | 1,863,000 | SH | | DFND | | 2,036 | 0 | 0 |
SILVER SPIKE ACQUISITION COR | CL A SHS | G8136L106 | 9,461 | 965,435 | SH | | DFND | | 9,461 | 0 | 0 |
SOFTWARE ACQUISITION GROUP I | COM CL A | 83406B101 | 597 | 61,533 | SH | | DFND | | 597 | 0 | 0 |
SPARTAN ENERGY ACQUISITION C | CL A COM STK | 846784106 | 4,245 | 419,503 | SH | | DFND | | 4,245 | 0 | 0 |
SPDR DOW JONES INDL AVRG ETF | UT SER 1 | 78467X109 | 2,432 | 11,099 | SH | | DFND | | 2,432 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 114,136 | 443,047 | SH | | DFND | | 114,136 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,112 | 443,047 | SH | Put | DFND | | 1,112 | 0 | 0 |
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 626 | 577,000 | SH | | DFND | | 626 | 0 | 0 |
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 1,585 | 1,500,000 | SH | | DFND | | 1,585 | 0 | 0 |
STABLE RD ACQUISITION CORP | COM CL A | 85236Q109 | 2,978 | 308,000 | SH | | DFND | | 2,978 | 0 | 0 |
TENZING ACQUISITION CORP | ORD SHS | G8708A116 | 8,477 | 805,000 | SH | | DFND | | 8,477 | 0 | 0 |
TESLA INC | COM | 88160R101 | 56 | 11,622 | SH | Put | DFND | | 56 | 0 | 0 |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 23 | 13,000 | SH | | DFND | | 23 | 0 | 0 |
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 7,356 | 4,288,000 | SH | | DFND | | 7,356 | 0 | 0 |
TORTOISE ACQUISITION CORP | CL A | 89154L100 | 297 | 30,303 | SH | | DFND | | 297 | 0 | 0 |
TOTTENHAM ACQUISITION I LTD | SHS | G8959N106 | 5,599 | 530,741 | SH | | DFND | | 5,599 | 0 | 0 |
TRIDENT ACQUISITIONS CORP | COM | 89615T106 | 121 | 11,565 | SH | | DFND | | 121 | 0 | 0 |
TUSCAN HOLDINGS CORP | COM | 90069K104 | 6,606 | 667,323 | SH | | DFND | | 6,606 | 0 | 0 |
TUSCAN HLDGS CORP II | COM | 90070A103 | 437 | 44,843 | SH | | DFND | | 437 | 0 | 0 |
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 2,067 | 1,500,000 | SH | | DFND | | 2,067 | 0 | 0 |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 1,286 | 1,500,000 | SH | | DFND | | 1,286 | 0 | 0 |
UNION ACQUISITION CORP II | SHS | G9402Q100 | 8,860 | 911,544 | SH | | DFND | | 8,860 | 0 | 0 |
UNITED STATES STL CORP NEW | COM | 912909108 | 228 | 57,500 | SH | Put | DFND | | 228 | 0 | 0 |
DMY TECHNOLOGY GROUP INC | UNIT 99/99/9999 | 233253202 | 248 | 25,000 | SH | | DFND | | 248 | 0 | 0 |
EAST STONE ACQUISITION CORP | UNIT 12/31/2026 | G2911D124 | 2,220 | 226,550 | SH | | DFND | | 2,220 | 0 | 0 |
GREENROSE ACQUISITION CORP | UNIT 02/28/2024 | 395392202 | 3,093 | 318,900 | SH | | DFND | | 3,093 | 0 | 0 |
LGL SYS ACQUISITION CORP | UNIT 10/24/2024 | 50201G205 | 504 | 50,000 | SH | | DFND | | 504 | 0 | 0 |
NEWBORN ACQUISITION CORP | UNIT 99/99/9999 | G6463T130 | 539 | 55,000 | SH | | DFND | | 539 | 0 | 0 |
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 2,926 | 61,786 | SH | | DFND | | 2,926 | 0 | 0 |
YUNHONG INTL | UNIT 99/99/9999 | G98882114 | 1,448 | 150,012 | SH | | DFND | | 1,448 | 0 | 0 |
VANECK VECTORS ETF TR | JR GOLD MINERS E | 92189F791 | 281 | 10,000 | SH | | DFND | | 281 | 0 | 0 |
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 346 | 15,000 | SH | | DFND | | 346 | 0 | 0 |
VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 1,162 | 16,630 | SH | | DFND | | 1,162 | 0 | 0 |
WEALTHBRIDGE ACQUISITION LTD | SHS | G4887W110 | 7,267 | 712,402 | SH | | DFND | | 7,267 | 0 | 0 |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 7,823 | 7,093,000 | SH | | DFND | | 7,823 | 0 | 0 |
AMPLITUDE HLTHCRE AQUSTIN CO | *W EXP 12/01/202 | 03212A113 | 11 | 16,558 | SH | | DFND | | 11 | 0 | 0 |
FELLAZO INC | *W EXP 05/15/202 | G3362K120 | 4 | 78,811 | SH | | DFND | | 4 | 0 | 0 |
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 6,657 | 5,665,000 | SH | | DFND | | 6,657 | 0 | 0 |