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 |
ABBOTT LABS | COM | 002824100 | 326 | 3,563 | SH | | DFND | | 326 | 0 | 0 |
ABBVIE INC | COM | 00287Y109 | 362 | 3,690 | SH | | DFND | | 362 | 0 | 0 |
ACAMAR PARTNERS ACQSITION CO | CL A | 004285102 | 750 | 75,000 | SH | | DFND | | 750 | 0 | 0 |
AGBA ACQUISITION LTD | SHS | G0120M109 | 5,302 | 522,339 | SH | | DFND | | 5,302 | 0 | 0 |
ALBERTON ACQUISITION CORP | ORD SHS | G35006108 | 4,283 | 404,011 | SH | | DFND | | 4,283 | 0 | 0 |
ALUSSA ENERGY ACQUISITION CO | SHS CL A | G0232J101 | 4,036 | 413,932 | SH | | DFND | | 4,036 | 0 | 0 |
AMCI ACQUISITION CORP | CLASS A | 00165R101 | 10,197 | 998,700 | SH | | DFND | | 10,197 | 0 | 0 |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 350 | 356,009 | SH | Put | DFND | | 350 | 0 | 0 |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 798 | 356,009 | SH | Call | DFND | | 798 | 0 | 0 |
AMERICAN ELEC PWR CO INC | COM | 025537101 | 1,363 | 17,111 | SH | | DFND | | 1,363 | 0 | 0 |
AMPLITUDE HLTHCRE AQUSTIN CO | COM CL A | 03212A105 | 2,061 | 212,500 | SH | | DFND | | 2,061 | 0 | 0 |
ANDINA ACQUISITION CORP III | SHS | G04415108 | 6,065 | 594,600 | SH | | DFND | | 6,065 | 0 | 0 |
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 941 | 1,011,000 | SH | | DFND | | 941 | 0 | 0 |
BOX INC | CL A | 10316T104 | 538 | 25,925 | SH | | DFND | | 538 | 0 | 0 |
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 268 | 4,557 | SH | | DFND | | 268 | 0 | 0 |
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 3,205 | 1,900,000 | SH | | DFND | | 3,205 | 0 | 0 |
CF FIN ACQUISITION CORP | COM CL A | 12528N107 | 4,220 | 407,288 | SH | | DFND | | 4,220 | 0 | 0 |
CHART INDS INC | COM PAR $0.01 | 16115Q308 | 490 | 10,114 | SH | | DFND | | 490 | 0 | 0 |
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 46 | 4,620,000 | SH | | DFND | | 46 | 0 | 0 |
CIIG MERGER CORP | COM CL A | 12559C103 | 1,485 | 150,000 | SH | | DFND | | 1,485 | 0 | 0 |
CITIC CAPITAL ACQUISITION CO | COM CL A | G21513109 | 2,558 | 265,097 | SH | | DFND | | 2,558 | 0 | 0 |
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 171 | 133,000 | SH | | DFND | | 171 | 0 | 0 |
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 8,928 | 5,000,000 | SH | | DFND | | 8,928 | 0 | 0 |
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 6,169 | 5,105 | SH | | DFND | | 6,169 | 0 | 0 |
DANAHER CORPORATION | COM | 235851102 | 224 | 1,267 | SH | | DFND | | 224 | 0 | 0 |
DIAMONDPEAK HLDGS COR | COM CL A | 25280H100 | 502 | 50,000 | SH | | DFND | | 502 | 0 | 0 |
DRAFTKINGS INC | COM CL A | 26142R104 | 7 | 10,000 | SH | Call | DFND | | 7 | 0 | 0 |
EAST STONE ACQUISITION CORP | SHS | G2911D108 | 6,151 | 630,916 | SH | | DFND | | 6,151 | 0 | 0 |
LILLY ELI & CO | COM | 532457108 | 279 | 1,697 | SH | | DFND | | 279 | 0 | 0 |
FIDELITY COVINGTON TR | TARGETED EMERG | 316092543 | 1,543 | 70,000 | SH | | DFND | | 1,543 | 0 | 0 |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 3,171 | 2,500,000 | SH | | DFND | | 3,171 | 0 | 0 |
GALILEO ACQUISITION CORP | SHS | G3770A102 | 3,432 | 352,037 | SH | | DFND | | 3,432 | 0 | 0 |
GENWORTH FINL INC | COM CL A | 37247D106 | 29 | 12,514 | SH | | DFND | | 29 | 0 | 0 |
GIGCAPITAL2 INC | COM | 375036100 | 7,221 | 722,069 | SH | | DFND | | 7,221 | 0 | 0 |
GREENROSE ACQUISITION CORP | COM | 395392103 | 8,966 | 924,299 | SH | | DFND | | 8,966 | 0 | 0 |
GREENVISION ACQUISITION CORP | COM | 39678G103 | 5,693 | 575,000 | SH | | DFND | | 5,693 | 0 | 0 |
GX ACQUISITION CORP | COM CL A | 36251A107 | 5,118 | 517,000 | SH | | DFND | | 5,118 | 0 | 0 |
HEALTHCARE MERGER CORP | COM CL A | 42227L102 | 1,800 | 180,000 | SH | | DFND | | 1,800 | 0 | 0 |
HENNESSY CAP ACQUSTION CORP | CL A COM | 42589C104 | 2,505 | 244,400 | SH | | DFND | | 2,505 | 0 | 0 |
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 5,174 | 2,436,000 | SH | | DFND | | 5,174 | 0 | 0 |
INTERPRIVATE ACQUISITION COR | COM | 46064A103 | 4,200 | 433,000 | SH | | DFND | | 4,200 | 0 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 171,979 | 694,902 | SH | | DFND | | 171,979 | 0 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 0 | 694,902 | SH | Put | DFND | | 0 | 0 | 0 |
IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 3,181 | 2,900,000 | SH | | DFND | | 3,181 | 0 | 0 |
IQIYI INC | SPONSORED ADS | 46267X108 | 321 | 2,900,000 | SH | Put | DFND | | 321 | 0 | 0 |
ISHARES TR | NASDAQ BIOTECH | 464287556 | 5,609 | 41,000 | SH | | DFND | | 5,609 | 0 | 0 |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 4,206 | 3,895,000 | SH | | DFND | | 4,206 | 0 | 0 |
JOHNSON & JOHNSON | COM | 478160104 | 746 | 5,306 | SH | | DFND | | 746 | 0 | 0 |
JUNIPER INDL HLDGS INC | COM CL A | 48205G106 | 3,656 | 375,000 | SH | | DFND | | 3,656 | 0 | 0 |
KBL MERGER CORP IV | COM | 48242A104 | 2,744 | 254,029 | SH | | DFND | | 2,744 | 0 | 0 |
LEO HOLDINGS CORP | COM CL A | G5463L105 | 11,564 | 1,116,194 | SH | | DFND | | 11,564 | 0 | 0 |
LF CAP ACQUISITION CORP | CL A | 50200K108 | 6,896 | 658,672 | SH | | DFND | | 6,896 | 0 | 0 |
LGL SYS ACQUISITION CORP | COM CL A | 50201G106 | 644 | 66,011 | SH | | DFND | | 644 | 0 | 0 |
LINDE PLC | SHS | G5494J103 | 290 | 1,366 | SH | | DFND | | 290 | 0 | 0 |
LIV CAP ACQUISITION CORP | CL A | G5510C108 | 5,403 | 557,000 | SH | | DFND | | 5,403 | 0 | 0 |
LIVE OAK ACQUISITION CORP | COM CL A | 53804F103 | 1,462 | 150,000 | SH | | DFND | | 1,462 | 0 | 0 |
LONGEVITY ACQUISITION CORP | ORD SHS | G56372132 | 2,708 | 255,490 | SH | | DFND | | 2,708 | 0 | 0 |
MEDTRONIC PLC | SHS | G5960L103 | 248 | 2,701 | SH | | DFND | | 248 | 0 | 0 |
MERCK & CO. INC | COM | 58933Y105 | 393 | 5,083 | SH | | DFND | | 393 | 0 | 0 |
MERIDA MERGER CORP I | COM | 58953M106 | 4,972 | 511,535 | SH | | DFND | | 4,972 | 0 | 0 |
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 1,844 | 1,254,000 | SH | | DFND | | 1,844 | 0 | 0 |
MONOCLE ACQUISITION CORP | COM | 609754106 | 1,015 | 100,000 | SH | | DFND | | 1,015 | 0 | 0 |
NETFIN ACQUISITION CORP | SHS CL A | G6455A107 | 724 | 70,644 | SH | | DFND | | 724 | 0 | 0 |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 1,661 | 1,000,000 | SH | | DFND | | 1,661 | 0 | 0 |
NEW PROVIDENCE ACQUISITION | COM CL A | 64822P106 | 3,962 | 400,229 | SH | | DFND | | 3,962 | 0 | 0 |
NEWBORN ACQUISITION CORP | SHS | G6463T106 | 5,390 | 550,000 | SH | | DFND | | 5,390 | 0 | 0 |
NEXTERA ENERGY INC | COM | 65339F101 | 240 | 998 | SH | | DFND | | 240 | 0 | 0 |
NOVUS CAP CORP | COM | 67012U108 | 633 | 65,221 | SH | | DFND | | 633 | 0 | 0 |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 11,286 | 9,629,000 | SH | | DFND | | 11,286 | 0 | 0 |
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 2,995 | 2,750,000 | SH | | DFND | | 2,995 | 0 | 0 |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 3,527 | 3,047,000 | SH | | DFND | | 3,527 | 0 | 0 |
ORISUN ACQUISITION CORP | COM | 68632T109 | 3,949 | 391,000 | SH | | DFND | | 3,949 | 0 | 0 |
OSPREY TECHNLGY AQUISTION CO | COM CL A | 68839R104 | 1,992 | 200,000 | SH | | DFND | | 1,992 | 0 | 0 |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 1,692 | 1,590,000 | SH | | DFND | | 1,692 | 0 | 0 |
PFIZER INC | COM | 717081103 | 366 | 11,187 | SH | | DFND | | 366 | 0 | 0 |
PINDUODUO INC | SPONSORED ADS | 722304102 | 25 | 14,502,000 | SH | Put | DFND | | 25 | 0 | 0 |
PIVOTAL INVT CORP II | COM CL A | 72582K100 | 2,487 | 250,000 | SH | | DFND | | 2,487 | 0 | 0 |
PROPTECH ACQUISITION CORP | COM CL A | 74349F101 | 434 | 44,100 | SH | | DFND | | 434 | 0 | 0 |
PURE ACQUISITION CORP | CL A | 74621Q106 | 5,159 | 491,363 | SH | | DFND | | 5,159 | 0 | 0 |
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 479 | 309,000 | SH | | DFND | | 479 | 0 | 0 |
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 14,546 | 101,600 | SH | | DFND | | 14,546 | 0 | 0 |
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 3,004 | 1,865,000 | SH | | DFND | | 3,004 | 0 | 0 |
REPLAY ACQUISITION CORP | COM | G75130107 | 8,500 | 850,000 | SH | | DFND | | 8,500 | 0 | 0 |
RMG ACQUISITION CORP | CL A | 749641106 | 1,990 | 200,000 | SH | | DFND | | 1,990 | 0 | 0 |
SC HEALTH CORP | COM CL A | G78516203 | 1,921 | 193,075 | SH | | DFND | | 1,921 | 0 | 0 |
SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 1,741 | 2,047,000 | SH | | DFND | | 1,741 | 0 | 0 |
SCVX CORP | COM | G79448208 | 487 | 50,000 | SH | | DFND | | 487 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 982 | 16,734 | SH | | DFND | | 982 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 4,443 | 34,768 | SH | | DFND | | 4,443 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 8,885 | 383,413 | SH | | DFND | | 8,885 | 0 | 0 |
SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 1,078 | 10,304 | SH | | DFND | | 1,078 | 0 | 0 |
SELECT SECTOR SPDR TR | COMMUNICATION | 81369Y852 | 10,654 | 197,000 | SH | | DFND | | 10,654 | 0 | 0 |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 1,044 | 27,576 | SH | | DFND | | 1,044 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 1,603 | 23,323 | SH | | DFND | | 1,603 | 0 | 0 |
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 780 | 650,000 | SH | | DFND | | 780 | 0 | 0 |
SILVER SPIKE ACQUISITION COR | CL A SHS | G8136L106 | 14,925 | 1,500,000 | SH | | DFND | | 14,925 | 0 | 0 |
SOFTWARE ACQUISITION GROUP I | COM CL A | 83406B101 | 2,992 | 305,267 | SH | | DFND | | 2,992 | 0 | 0 |
SPARTAN ENERGY ACQUISITION C | CL A COM STK | 846784106 | 10,708 | 1,041,609 | SH | | DFND | | 10,708 | 0 | 0 |
SPDR DOW JONES INDL AVERAGE | UT SER 1 | 78467X109 | 23,000 | 89,102 | SH | | DFND | | 23,000 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 789,417 | 2,554,425 | SH | | DFND | | 789,417 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 127 | 2,554,425 | SH | Put | DFND | | 127 | 0 | 0 |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 1,470 | 1,000,000 | SH | | DFND | | 1,470 | 0 | 0 |
STABLE RD ACQUISITION CORP | COM CL A | 85236Q109 | 6,405 | 653,533 | SH | | DFND | | 6,405 | 0 | 0 |
SWITCHBACK ENERGY ACQUISTN C | COM CL A | 87105M102 | 2,345 | 238,097 | SH | | DFND | | 2,345 | 0 | 0 |
TENZING ACQUISITION CORP | ORD SHS | G8708A116 | 5,204 | 488,630 | SH | | DFND | | 5,204 | 0 | 0 |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 3,508 | 1,000,000 | SH | | DFND | | 3,508 | 0 | 0 |
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 14,876 | 4,488,000 | SH | | DFND | | 14,876 | 0 | 0 |
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 8,408 | 2,803,000 | SH | | DFND | | 8,408 | 0 | 0 |
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 288 | 795 | SH | | DFND | | 288 | 0 | 0 |
TOPBUILD CORP | COM | 89055F103 | 17,312 | 152,166 | SH | | DFND | | 17,312 | 0 | 0 |
TOTTENHAM ACQUISITION I LTD | SHS | G8959N106 | 3,853 | 361,823 | SH | | DFND | | 3,853 | 0 | 0 |
TRIDENT ACQUISITIONS CORP | COM | 89615T106 | 9,718 | 910,736 | SH | | DFND | | 9,718 | 0 | 0 |
TRINE ACQUISITION CORP | COM CL A | 89628U108 | 4,000 | 400,000 | SH | | DFND | | 4,000 | 0 | 0 |
TUSCAN HOLDINGS CORP | COM | 90069K104 | 14,112 | 1,400,000 | SH | | DFND | | 14,112 | 0 | 0 |
TUSCAN HLDGS CORP II | COM | 90070A103 | 7,069 | 716,198 | SH | | DFND | | 7,069 | 0 | 0 |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 2,179 | 2,336,000 | SH | | DFND | | 2,179 | 0 | 0 |
UNION ACQUISITION CORP II | SHS | G9402Q100 | 9,062 | 920,000 | SH | | DFND | | 9,062 | 0 | 0 |
UNITEDHEALTH GROUP INC | COM | 91324P102 | 563 | 1,910 | SH | | DFND | | 563 | 0 | 0 |
BRILLIANT ACQUISITION CORP | UNIT 12/31/2020 | G1643W103 | 2,947 | 294,071 | SH | | DFND | | 2,947 | 0 | 0 |
COLLECTIVE GROWTH CORP | UNIT 04/29/2025 | 19424L200 | 6,272 | 627,161 | SH | | DFND | | 6,272 | 0 | 0 |
FUSION ACQUISITION CORP | UNIT 99/99/9999 | 36118H204 | 1,016 | 99,999 | SH | | DFND | | 1,016 | 0 | 0 |
GIGCAPITAL3 INC | UNIT 99/99/9999 | 37519D206 | 250 | 25,000 | SH | | DFND | | 250 | 0 | 0 |
MOUNTAIN CREST ACQUISITION C | UNIT 03/19/2025 | 62401M205 | 3,166 | 315,037 | SH | | DFND | | 3,166 | 0 | 0 |
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 5,817 | 128,205 | SH | | DFND | | 5,817 | 0 | 0 |
SUSTAINABLE OPPORTNTS ACQ CO | UNIT 99/99/9999 | G8598Y125 | 2,054 | 205,382 | SH | | DFND | | 2,054 | 0 | 0 |
TREBIA ACQUISITION CORP | UNIT 99/99/9999 | G9027T125 | 209 | 20,000 | SH | | DFND | | 209 | 0 | 0 |
VANECK VECTORS ETF TR | JR GOLD MINERS E | 92189F791 | 620 | 12,500 | SH | | DFND | | 620 | 0 | 0 |
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 2,292 | 62,500 | SH | | DFND | | 2,292 | 0 | 0 |
VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 10,664 | 135,741 | SH | | DFND | | 10,664 | 0 | 0 |
VIAVI SOLUTIONS INC | COM | 925550105 | 226 | 17,758 | SH | | DFND | | 226 | 0 | 0 |
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 181 | 200,000 | SH | | DFND | | 181 | 0 | 0 |
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 7,790 | 4,358,000 | SH | | DFND | | 7,790 | 0 | 0 |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 10,314 | 7,510,000 | SH | | DFND | | 10,314 | 0 | 0 |
YUNHONG INTL | CL A SHS | G98882106 | 2,895 | 300,000 | SH | | DFND | | 2,895 | 0 | 0 |
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 9,223 | 6,225,000 | SH | | DFND | | 9,223 | 0 | 0 |
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 4,610 | 3,622,000 | SH | | DFND | | 4,610 | 0 | 0 |