0001062993-21-009933.txt : 20211028 0001062993-21-009933.hdr.sgml : 20211028 20211028120135 ACCESSION NUMBER: 0001062993-21-009933 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211028 DATE AS OF CHANGE: 20211028 EFFECTIVENESS DATE: 20211028 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MIZUHO SECURITIES USA LLC CENTRAL INDEX KEY: 0001513006 IRS NUMBER: 362880742 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14335 FILM NUMBER: 211356263 BUSINESS ADDRESS: STREET 1: 1271 AVENUE OF THE AMERICAS STREET 2: FLOORS 2,3,4,18,19 CITY: NEW YORK STATE: NY ZIP: 10020 BUSINESS PHONE: 212-209-9462 MAIL ADDRESS: STREET 1: 1271 AVENUE OF THE AMERICAS STREET 2: FLOORS 2,3,4,18,19 CITY: NEW YORK STATE: NY ZIP: 10020 FORMER COMPANY: FORMER CONFORMED NAME: MIZUHO SECURITIES USA INC. DATE OF NAME CHANGE: 20110214 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001513006 XXXXXXXX 09-30-2021 09-30-2021 MIZUHO SECURITIES USA LLC

1271 AVENUE OF THE AMERICAS NEW YORK NY 10020

13F HOLDINGS REPORT 028-14335 N Mitchell Billek 201.626.1286 Mitchell Billek New York NY 09-30-2021 0 249 980216 false INFORMATION TABLE 2 form13fInfoTable.xml FORM 13F INFORMATION TABLE 2U INC NOTE 2.250% 5/0 90214JAB7 1591 1145000 SH DFND 1591 0 0 3M CO COM 88579Y101 2331 13290 SH DFND 2331 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 1678 1500000 SH DFND 1678 0 0 ABRI SPAC I INC COMMON STOCK 00085X105 1504 155057 SH DFND 1504 0 0 ACCELERON PHARMA INC COM 00434H108 4819 28000 SH DFND 4819 0 0 ACE CONVERGENCE ACQU CORP CL A G0083D120 4064 412554 SH DFND 4064 0 0 ACE GLOBAL BUSINESS ACQU LTD ORDINARY SHARES G0083E102 2669 268274 SH DFND 2669 0 0 ADARA ACQUISITION CORP COM CL A 00653H102 485 50000 SH DFND 485 0 0 ADIT EDTECH ACQUISITION CORP COMMON STOCK 007024102 566 58608 SH DFND 566 0 0 AFRICAN GOLD ACQUISITION COR SHS CL A G0112R108 145 15000 SH DFND 145 0 0 AGBA ACQUISITION LTD SHS G0120M109 5349 502250 SH DFND 5349 0 0 AGRICO ACQUISITION CORP CLASS A ORD SHS G41089106 3432 344875 SH DFND 3432 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 1798 1490000 SH DFND 1798 0 0 ALBERTON ACQUISITION CORP ORD SHS G35006108 2698 245242 SH DFND 2698 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 3.500% 6/1 01741RAK8 8650 6500000 SH DFND 8650 0 0 ALPHABET INC CAP STK CL C 02079K107 317 119 SH DFND 317 0 0 ALPHABET INC CAP STK CL A 02079K305 337 126 SH DFND 337 0 0 ALTERYX INC NOTE 1.000% 8/0 02156BAF0 273 300000 SH DFND 273 0 0 ALTITUDE ACQUISITION CORP COM CL A 02156Y103 855 87248 SH DFND 855 0 0 AMAZON COM INC COM 023135106 670 204 SH DFND 670 0 0 AMERICAN ACQUISITION OPPT IN CLASS A COM 02369M102 1155 117300 SH DFND 1155 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 6393 4207000 SH DFND 6393 0 0 AMERICAN ELEC PWR CO INC COM 025537101 720 8864 SH DFND 720 0 0 AMERICAN EXPRESS CO COM 025816109 2246 13409 SH DFND 2246 0 0 AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 4573 459647 SH DFND 4573 0 0 AMGEN INC COM 031162100 2854 13419 SH DFND 2854 0 0 APPLE INC COM 037833100 2909 20559 SH DFND 2909 0 0 ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 3203 2868000 SH DFND 3203 0 0 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 3325 3095000 SH DFND 3325 0 0 ARIES I ACQUISITION CORP CLASS A ORD SHS G0542N107 4500 459231 SH DFND 4500 0 0 BECTON DICKINSON & CO COM 075887109 378 1537 SH DFND 378 0 0 BENESSERE CAPITAL ACQUSTN CO COM CL A 08179B103 5881 590500 SH DFND 5881 0 0 BETTER WORLD ACQUISITION COR COM 08772B104 1277 126716 SH DFND 1277 0 0 BHP GROUP LTD SPONSORED ADS 088606108 50379 941314 SH DFND 50379 0 0 BIG CYPRESS ACQUISITION CORP COM 089115109 2930 294482 SH DFND 2930 0 0 BLUE SAFARI GRP ACQUISITN CO CLASS A ORD SHS G1195R106 4221 432902 SH DFND 4221 0 0 BOA ACQUISITION CORP COM CL A 05601A109 613 63567 SH DFND 613 0 0 BOEING CO COM 097023105 2917 13263 SH DFND 2917 0 0 BOWX ACQUISITION CORP CL A 103085106 995 100000 SH DFND 995 0 0 BREEZE HOLDINGS ACQUISITN CO COM 106762107 6713 669919 SH DFND 6713 0 0 BRILLIANT ACQUISITION CORP SHS G1643W111 4527 454991 SH DFND 4527 0 0 BROOKLINE CAP ACQUISITION CO COM 11374E104 126 12674 SH DFND 126 0 0 BUILD ACQUISITION CORP COM CLASS A 12008J105 197 20367 SH DFND 197 0 0 BULL HORN HLDGS CORP SHS G1686P106 2257 228017 SH DFND 2257 0 0 BURGUNDY TECHNOLOGY ACQU COR CL A G1702T116 4301 433610 SH DFND 4301 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 10081 403089 SH DFND 10081 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 16 403089 SH Put DFND 16 0 0 CARTESIAN GROWTH CORP CL A SHS G19276107 1722 174815 SH DFND 1722 0 0 CASCADE ACQUISITION CORP COM CL A 147151104 501 50813 SH DFND 501 0 0 CATERPILLAR INC COM 149123101 2576 13418 SH DFND 2576 0 0 CHARDAN NEXTECH ACQUISITION CLASS A COM 159561109 980 100000 SH DFND 980 0 0 CHAVANT CAPITAL ACQUISITN CO ORDINARY SHARES G2058L103 2683 275131 SH DFND 2683 0 0 CHEVRON CORP NEW COM 166764100 1363 13437 SH DFND 1363 0 0 CHP MERGER CORP COM CL A 12558Y106 3508 350822 SH DFND 3508 0 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 238 24479 SH DFND 238 0 0 CHW ACQUISITION CORPORATION ORDINARY SHS G2254A109 145 15000 SH DFND 145 0 0 CISCO SYS INC COM 17275R102 747 13730 SH DFND 747 0 0 CITIC CAPITAL ACQUISITION CO COM CL A G21513109 3595 363149 SH DFND 3595 0 0 CLEANTECH ACQUISITION CORP COM 18453L107 4209 429449 SH DFND 4209 0 0 CLOVER LEAF CAPITAL CORP COM CL A 18915E105 7964 806077 SH DFND 7964 0 0 CNX RES CORP NOTE 2.250% 5/0 12653CAG3 1239 1000000 SH DFND 1239 0 0 COCA COLA CO COM 191216100 767 14623 SH DFND 767 0 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 115 11689 SH DFND 115 0 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 10956 7275000 SH DFND 10956 0 0 CREE INC NOTE 1.750% 5/0 225447AD3 2763 1500000 SH DFND 2763 0 0 CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 459 47293 SH DFND 459 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 909 766000 SH DFND 909 0 0 DATA KNIGHTS ACQUISITION COR CLASS A COM 237699103 4264 430704 SH DFND 4264 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 2465 1500000 SH DFND 2465 0 0 DELWINDS INS ACQUISITION COR COM CLS A 24803C102 486 49825 SH DFND 486 0 0 DIGITAL RLTY TR INC COM 253868103 511 3537 SH DFND 511 0 0 DOW INC COM 260557103 766 13300 SH DFND 766 0 0 E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 774 79366 SH DFND 774 0 0 EAST STONE ACQUISITION CORP SHS G2911D108 15234 1500920 SH DFND 15234 0 0 ECP ENVIRONMENTAL GW OPT COR COM CL A 26829T100 933 94857 SH DFND 933 0 0 EDOC ACQUISITION CORP CL A G4000A102 7250 725000 SH DFND 7250 0 0 EDTECHX HOLDINGS ACQU CORP I COM CL A 28139A102 2100 212152 SH DFND 2100 0 0 EJF ACQUISITION CORP CL A SHS G2955B109 986 100000 SH DFND 986 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 128 101000 SH DFND 128 0 0 ENVIRONMENTAL IMPACT ACQU CO COM CL A 29408N106 244 24638 SH DFND 244 0 0 EQ HEALTH ACQUISITION CORP COM CL A 26886A101 497 51535 SH DFND 497 0 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 4660 2966000 SH DFND 4660 0 0 EVO ACQUISITION CORP COM CL A 30052G108 99 10250 SH DFND 99 0 0 EXECUTIVE NETWORK PARTNERING CL A 30158L100 544 55400 SH DFND 544 0 0 FACEBOOK INC CL A 30303M102 380 1119 SH DFND 380 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 4345 4100000 SH DFND 4345 0 0 FLAME ACQUISITION CORP COM CL A 33850F108 144 15000 SH DFND 144 0 0 FUSION ACQUISITION CORP II COM CL A 36118N102 387 40100 SH DFND 387 0 0 G3 VRM ACQUISITION CORP CLASS A COM 362425100 2941 300100 SH DFND 2941 0 0 GALILEO ACQUISITION CORP SHS G3770A102 2881 286635 SH DFND 2881 0 0 GIGCAPITAL4 INC COM 37518G101 2278 231516 SH DFND 2278 0 0 GINKGO BIOWORKS HOLDINGS INC CL A SHS 37611X100 10 200000 SH Call DFND 10 0 0 GLOBAL CONSUMER ACQUISITN CO COM 37892B108 7945 811570 SH DFND 7945 0 0 GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 488 50000 SH DFND 488 0 0 GLOBAL X FDS GLOBAL X SILVER 37954Y848 351 10000 SH DFND 351 0 0 GLOBIS ACQUISITION CORP COM 379582109 8965 900995 SH DFND 8965 0 0 GOLDEN ARROW MERGER CORP CLASS A COM 380799106 364 37741 SH DFND 364 0 0 GOLDEN PATH ACQUISITION CORP ORDINARY SHARES G4028H105 1371 140580 SH DFND 1371 0 0 GOLDENBRIDGE ACQUISITION LTD SHS G3970D104 4388 450000 SH DFND 4388 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 5004 13238 SH DFND 5004 0 0 GREENCITY ACQUISITION CORP COM G4086B107 2989 298905 SH DFND 2989 0 0 GROWTH CAP ACQUISITION CORP CL A 39986V107 494 50000 SH DFND 494 0 0 GX ACQUISITION CORP II CLASS A COM 36260F105 376 38980 SH DFND 376 0 0 HEALTHCARE CAPITAL CORP COM CL A 42228C101 672 68418 SH DFND 672 0 0 HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 180 178000 SH DFND 180 0 0 HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 6466 6240000 SH DFND 6466 0 0 HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 713 72431 SH DFND 713 0 0 HOME DEPOT INC COM 437076102 4493 13686 SH DFND 4493 0 0 HONEYWELL INTL INC COM 438516106 2829 13326 SH DFND 2829 0 0 HPX CORP SHS CL A G32219100 259 26535 SH DFND 259 0 0 INDUSTRIAL TECH ACQU INC COM CL A 456357102 392 39208 SH DFND 392 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 6264 4500000 SH DFND 6264 0 0 INTEL CORP COM 458140100 731 13719 SH DFND 731 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1848 13303 SH DFND 1848 0 0 INVESCO QQQ TR UNIT SER 1 46090E103 7214 20163 SH DFND 7214 0 0 INVESCO QQQ TR UNIT SER 1 46090E103 129 20163 SH Put DFND 129 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 6730 43000 SH DFND 6730 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 110268 504221 SH DFND 110268 0 0 ISLEWORTH HEALTHCARE ACQU CO COM 46468P102 145 14968 SH DFND 145 0 0 ITHAX ACQUISITION CORP CL A SHS G49775102 358 37120 SH DFND 358 0 0 JOHNSON & JOHNSON COM 478160104 2185 13527 SH DFND 2185 0 0 JPMORGAN CHASE & CO COM 46625H100 2223 13580 SH DFND 2223 0 0 KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 482 50000 SH DFND 482 0 0 KINGSWOOD ACQUISITION CORP COM CL A 496861105 1905 191454 SH DFND 1905 0 0 KINS TECHNOLOGY GROUP INC COM CL A 49714K109 368 37318 SH DFND 368 0 0 LIFESCI ACQUISITION II CORP COM 53229E103 500 49980 SH DFND 500 0 0 LIGHTJUMP ACQUISITION CORP COM 53228M106 485 50000 SH DFND 485 0 0 LIONHEART ACQUISITION CORP I COM CL A 53625R104 3968 400829 SH DFND 3968 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 3195 2800000 SH DFND 3195 0 0 LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 3187 323565 SH DFND 3187 0 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 1058 107829 SH DFND 1058 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 2351 1600000 SH DFND 2351 0 0 MALLARD ACQUISITION CORP COM 561204108 1966 200645 SH DFND 1966 0 0 MAQUIA CAPITAL ACQUISITION C CLASS A COM 56564V101 4218 425161 SH DFND 4218 0 0 MCAP ACQUISITION CORP COM CL A 55282T109 245 25000 SH DFND 245 0 0 MCDONALDS CORP COM 580135101 3214 13329 SH DFND 3214 0 0 MDH ACQUISITION CORP COM CL A 55283P106 331 33600 SH DFND 331 0 0 MEDTECH ACQUISITION CORP COM CL A 58507N105 362 36490 SH DFND 362 0 0 MERCK & CO INC COM 58933Y105 1015 13514 SH DFND 1015 0 0 MERIDA MERGER CORP I COM 58953M106 760 76390 SH DFND 760 0 0 MICROSOFT CORP COM 594918104 4712 16715 SH DFND 4712 0 0 MODEL PERFORMANCE ACQU CORP CLASS A ORD SHS G6246M105 4925 500000 SH DFND 4925 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 5708 2500000 SH DFND 5708 0 0 MORINGA ACQUISITION CORP CL A SHS G6S23K108 764 79046 SH DFND 764 0 0 MOUNTAIN CREST ACQUSTN CORP COM 62402D105 946 94962 SH DFND 946 0 0 MOUNTAIN CREST ACQUSITN CRP COM 62403K108 2214 228298 SH DFND 2214 0 0 MUDRICK CAPITAL ACQU CORP II COM CL A 62477L107 165 16801 SH DFND 165 0 0 NIKE INC CL B 654106103 2002 13787 SH DFND 2002 0 0 NOCTURNE ACQUISITION CORP ORDINARY SHARES G6580S114 3940 400000 SH DFND 3940 0 0 NORTHERN GENESIS ACQUISITION COMMON STOCK 66516U101 1141 114970 SH DFND 1141 0 0 NORTHERN LIGHTS ACQUISITN CO CLASS A COM 66538L105 1300 131269 SH DFND 1300 0 0 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 11366 425544 SH DFND 11366 0 0 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 109 425544 SH Put DFND 109 0 0 NOVUS CAPITAL CORPORATION II COM CL A 67012W104 608 61710 SH DFND 608 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 309 265000 SH DFND 309 0 0 NVIDIA CORPORATION COM 67066G104 242 1170 SH DFND 242 0 0 OCA ACQUISITION CORP COM CL A 670865104 1436 146549 SH DFND 1436 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 2944 2100000 SH DFND 2944 0 0 OMNICELL COM COM 68213N109 1187 8000 SH DFND 1187 0 0 OMNICHANNEL ACQUISITION CORP COM CL A 68218L108 404 41195 SH DFND 404 0 0 OTR ACQUISITION CORP COM CL A 67113Q105 4602 460242 SH DFND 4602 0 0 OYSTER ENTERPRISES ACQ CORP COM CL A 69242M104 179 18600 SH DFND 179 0 0 PACIFICO ACQUISITION CORP COM 69512X103 4044 414733 SH DFND 4044 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 12385 7500000 SH DFND 12385 0 0 PETRA ACQUISITION INC COM 716421102 5425 539818 SH DFND 5425 0 0 PROCTER AND GAMBLE CO COM 742718109 1887 13499 SH DFND 1887 0 0 PROGRESS ACQUISITION CORP COM CL A 74327P105 717 73500 SH DFND 717 0 0 PROPERTY SOLUTIONS ACQUISITI COM CL A 74350A108 162 16819 SH DFND 162 0 0 RAPID7 INC COM 753422104 1232 10900 SH DFND 1232 0 0 RECHARGE ACQUISITION CORP COM CL A 756229100 309 31580 SH DFND 309 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 1866 2000000 SH DFND 1866 0 0 ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 672 69639 SH DFND 672 0 0 ROTH CH ACQUISITION IV CO COM 77867P104 142 14398 SH DFND 142 0 0 VIVEON HEALTH ACQUISITION CO RIGHT 12/31/2025 92853V122 5 25431 SH DFND 5 0 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 10477 6531000 SH DFND 10477 0 0 SALESFORCE COM INC COM 79466L302 3631 13389 SH DFND 3631 0 0 SCVX CORP COM G79448208 2337 236087 SH DFND 2337 0 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 6399 5000000 SH DFND 6399 0 0 SPARTACUS ACQUISITION CORP CL A 84677L109 2388 238365 SH DFND 2388 0 0 SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 9280 27431 SH DFND 9280 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 131535 306451 SH DFND 131535 0 0 SPLUNK INC COM 848637104 434 3000 SH DFND 434 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 310 315000 SH DFND 310 0 0 SPRING VY ACQUISITION CORP CL A G8377A108 1488 152579 SH DFND 1488 0 0 SQUARE INC NOTE 0.125% 3/0 852234AF0 10542 5195000 SH DFND 10542 0 0 STANLEY BLACK & DECKER INC COM 854502101 8164 46571 SH DFND 8164 0 0 TASTEMAKER ACQUISITION CORP COM CL A 876545104 303 31196 SH DFND 303 0 0 TCV ACQUISITION CORP CL A SHS G8704C124 570 58131 SH DFND 570 0 0 TESLA INC COM 88160R101 295 381 SH DFND 295 0 0 THAYER VENTURES ACQU CORP COM CL A 88332T100 2216 222672 SH DFND 2216 0 0 TRAVELERS COMPANIES INC COM 89417E109 2009 13218 SH DFND 2009 0 0 TIGA ACQUISITION CORP SHS CL A G88672103 360 35687 SH DFND 360 0 0 TRADEUP ACQUISITION CORP COM 89268A107 866 88349 SH DFND 866 0 0 TREBIA ACQUISITION CORP COM CL A G9027T109 3217 324617 SH DFND 3217 0 0 TREPONT ACQUISITION CORP I SHS CL A G9095M101 490 50000 SH DFND 490 0 0 TUSCAN HLDGS CORP II COM 90070A103 5792 575180 SH DFND 5792 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 6274 5000000 SH DFND 6274 0 0 UNITEDHEALTH GROUP INC COM 91324P102 5209 13331 SH DFND 5209 0 0 ACKRELL SPAC PARTNERS I CO UNIT 99/99/9999 00461L303 10694 1075841 SH DFND 10694 0 0 AESTHER HEALTHCARE ACQSTN CO UNIT 09/14/2026 00809L205 2008 200000 SH DFND 2008 0 0 AFTERNEXT HEALTHTECH ACQUISI UNIT 99/99/9999 G01109118 1873 188088 SH DFND 1873 0 0 ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 1145 25000 SH DFND 1145 0 0 ALPINE ACQUISITION CORPORATI UNIT 05/01/2026 02083L208 1663 165672 SH DFND 1663 0 0 AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 437 9262 SH DFND 437 0 0 ARTEMIS STRATEGIC INVT CORP UNIT 09/30/2026 04303A202 500 50000 SH DFND 500 0 0 BANNIX ACQUISITION CORP UNIT 07/31/2026 066644204 3310 328045 SH DFND 3310 0 0 CENAQ ENERGY CORP UNIT 02/04/2026 15130M201 10724 1077790 SH DFND 10724 0 0 CIIG CAPITAL PARTNERS II INC UNIT 02/28/2028 12561U208 101 10000 SH DFND 101 0 0 DIGITAL WORLD ACQUISITION CO UNIT 06/30/2028 25400Q204 10532 1042775 SH DFND 10532 0 0 DTRT HEALTH ACQUISITION CORP UNIT 08/31/2029 23344T202 2999 297846 SH DFND 2999 0 0 GIGCAPITAL 5 INC UNIT 99/99/9999 37519U208 6109 602500 SH DFND 6109 0 0 GLADSTONE ACQUISITION CORP UNIT 04/01/2024 37653T207 2548 250000 SH DFND 2548 0 0 GLOBAL SPAC PARTNERS CO UNIT 03/12/2026 G3934K103 5620 568225 SH DFND 5620 0 0 HHG CAPITAL CORPORATION UNIT 02/25/2026 G4R23P137 1932 188507 SH DFND 1932 0 0 MINORITY EQUALITY OPPORTUNIT UNIT 08/26/2026 60436Q209 2543 253574 SH DFND 2543 0 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 8087 147500 SH DFND 8087 0 0 NOVA VISION ACQUISITION CORP UNIT 07/20/2026 G6759A126 1708 170000 SH DFND 1708 0 0 OXBRIDGE ACQUISITION CORP UNIT 07/30/2026 G6855L125 579 57330 SH DFND 579 0 0 PARABELLUM ACQUISITION CORP UNIT 99/99/9999 69901P208 2985 300000 SH DFND 2985 0 0 PHP VENTURES ACQUISITION COR UNIT 01/01/2023 69291C205 3849 380300 SH DFND 3849 0 0 PONO CAPITAL CORP UNIT 09/30/2028 732450200 4454 443644 SH DFND 4454 0 0 TWELVE SEAS INVESTMENT CO II UNIT 99/99/9999 90118T205 2722 275000 SH DFND 2722 0 0 WINVEST ACQUISITION CORP UNIT 08/09/2026 97655B208 7322 725000 SH DFND 7322 0 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 442 15000 SH DFND 442 0 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 23 15000 SH Call DFND 23 0 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 3640 1773000 SH DFND 3640 0 0 VENTOUX CCM ACQUISITION CORP COM 92280L101 7056 714180 SH DFND 7056 0 0 VENUS ACQUISITION CORPORATIO SHS G9420F102 4677 472427 SH DFND 4677 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 741 13723 SH DFND 741 0 0 VICKERS VANTAGE CORP I SHS G9440B107 6435 650000 SH DFND 6435 0 0 VINCO VENTURES INC COM 927330100 12 100000 SH Call DFND 12 0 0 VIRTUOSO ACQUISITION CORP COM CL A 92837J104 490 50000 SH DFND 490 0 0 VISA INC COM CL A 92826C839 3114 13979 SH DFND 3114 0 0 VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 8041 805680 SH DFND 8041 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 625 13281 SH DFND 625 0 0 WALMART INC COM 931142103 1864 13370 SH DFND 1864 0 0 DISNEY WALT CO COM 254687106 2276 13453 SH DFND 2276 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 3689 3675000 SH DFND 3689 0 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 527 400000 SH DFND 527 0 0 WIX COM LTD NOTE 7/0 92940WAB5 2963 2000000 SH DFND 2963 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 3417 2000000 SH DFND 3417 0 0 FIGURE ACQUISITION CORP I *W EXP 03/31/202 302438114 29 27149 SH DFND 29 0 0 YUNHONG INTL CL A SHS G98882106 3584 350000 SH DFND 3584 0 0 ZANITE ACQUISITION CORP COM CL A 98907K103 5648 562035 SH DFND 5648 0 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 8385 6630000 SH DFND 8385 0 0 ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 15526 7528000 SH DFND 15526 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 11275 6195000 SH DFND 11275 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 1363 1200000 SH DFND 1363 0 0 ZYNGA INC CL A 98986T108 181 24100 SH DFND 181 0 0