The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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