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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
DISTOKEN ACQUISITION CORP WARRANT G27740102   6,250 125,000 SH   DFND 1,2 125,000 0 0
CETUS CAPITAL ACQUISITION CORP WARRANT 15719Y113   11,900 170,000 SH   DFND 1,2 170,000 0 0
BELLEVUE LIFE SCIENCES ACQUISITION CORP WARRANT 079174116   12,250 175,000 SH   DFND 1,2 175,000 0 0
DISTOKEN ACQUISITION CORP RIGHT G27740136   16,250 125,000 SH   DFND 1,2 125,000 0 0
BELLEVUE LIFE SCIENCES ACQUISITION CORP RIGHT 079174124   28,875 175,000 SH   DFND 1,2 175,000 0 0
MARS ACQUISITION CORP RIGHT G5870E124   30,000 150,000 SH   DFND 1,2 150,000 0 0
CETUS CAPITAL ACQUISITION CORP RIGHT 15719Y121   34,000 170,000 SH   DFND 1,2 170,000 0 0
SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202   48,239 134,000 SH   DFND 1,2 134,000 0 0
CUMULUS MEDIA INC COMMON STOCK 231082801   106,777 28,937 SH   DFND 1,2 28,937 0 0
CONCORD ACQUISITION CORP III COMMON STOCK 20607V106   259,500 25,000 SH   DFND 1,2 25,000 0 0
COLOMBIER ACQUISITION CORP COMMON STOCK 19533H108   506,500 50,000 SH   DFND 1,2 50,000 0 0
LAMF GLOBAL VENTURES CORP I COMMON STOCK G5338L108   522,500 50,000 SH   DFND 1,2 50,000 0 0
VAHANNA TECH EDGE ACQUISITION I CORP COMMON STOCK G9320Z109   522,500 50,000 SH   DFND 1,2 50,000 0 0
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I COMMON STOCK G4166K100   526,500 50,000 SH   DFND 1,2 50,000 0 0
PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP COMMON STOCK G69454109   528,000 50,000 SH   DFND 1,2 50,000 0 0
EATON VANCE SENIOR INCOME TRUST COMMON STOCK 27826S103   552,537 103,278 SH   DFND 1,2 103,278 0 0
LIV CAPITAL ACQUISITION CORP II COMMON STOCK G5510R105   626,400 60,000 SH   DFND 1,2 60,000 0 0
TMT ACQUISITION CORP COMMON STOCK G89229101   765,000 75,000 SH   DFND 1,2 75,000 0 0
PROOF ACQUISITION CORP I COMMON STOCK 74349W104   782,250 75,000 SH   DFND 1,2 75,000 0 0
BLOCK INC CONVERTIBLE BOND 852234AJ2   804,420 981,000 PRN   DFND 1,2 981,000 0 0
OAK WOODS ACQUISITION CORP COMMON STOCK 67190B203   918,000 90,000 SH   DFND 1,2 90,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAA8   951,258 1,014,000 PRN   DFND 1,2 1,014,000 0 0
GRAF ACQUISITION CORP IV COMMON STOCK 384272100   1,013,000 100,000 SH   DFND 1,2 100,000 0 0
HEALTHWELL ACQUISITION CORP I COMMON STOCK 42227R109   1,014,500 100,000 SH   DFND 1,2 100,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAJ6   1,038,514 1,019,000 PRN   DFND 1,2 1,019,000 0 0
HEARTLAND MEDIA ACQUISITION CORP COMMON STOCK 42237V108   1,041,000 100,000 SH   DFND 1,2 100,000 0 0
MOTIVE CAPITAL CORP II COMMON STOCK G6293R106   1,043,500 100,000 SH   DFND 1,2 100,000 0 0
BIOPLUS ACQUISITION CORP COMMON STOCK G11217117   1,044,000 100,000 SH   DFND 1,2 100,000 0 0
TRINE II ACQUISITION CORP COMMON STOCK G9059F100   1,046,000 100,000 SH   DFND 1,2 100,000 0 0
INTEGRATED WELLNESS ACQUISITION CORP COMMON STOCK G4828B100   1,050,500 100,000 SH   DFND 1,2 100,000 0 0
POWERUP ACQUISITION CORP COMMON STOCK G7207P103   1,050,500 100,000 SH   DFND 1,2 100,000 0 0
ANDRETTI ACQUISITION CORP COMMON STOCK G26735103   1,051,000 100,000 SH   DFND 1,2 100,000 0 0
ENVESTNET INC CONVERTIBLE BOND 29404KAE6   1,109,108 1,223,000 PRN   DFND 1,2 1,223,000 0 0
PLUTONIAN ACQUISITION CORP COMMON STOCK 72942P104   1,179,325 115,000 SH   DFND 1,2 115,000 0 0
WOLFSPEED INC CONVERTIBLE BOND 977852AB8   1,257,000 1,500,000 PRN   DFND 1,2 1,500,000 0 0
DISTOKEN ACQUISITION CORP COMMON STOCK G27740110   1,270,000 125,000 SH   DFND 1,2 125,000 0 0
OMNICELL INC CONVERTIBLE BOND 68213NAD1   1,386,000 1,500,000 PRN   DFND 1,2 1,500,000 0 0
TENX KEANE ACQUISITION COMMON STOCK G8708L104   1,399,275 135,000 SH   DFND 1,2 135,000 0 0
CLIMATEROCK COMMON STOCK G2311X100   1,451,800 140,000 SH   DFND 1,2 140,000 0 0
TRAVERE THERAPEUTICS INC CONVERTIBLE BOND 89422GAA5   1,474,500 1,500,000 PRN   DFND 1,2 1,500,000 0 0
MARS ACQUISITION CORP COMMON STOCK G5870E108   1,522,500 150,000 SH   DFND 1,2 150,000 0 0
ALPHAVEST ACQUISITION CORP COMMON STOCK G0283A108   1,546,500 150,000 SH   DFND 1,2 150,000 0 0
BANDWIDTH INC CONVERTIBLE BOND 05988JAD5   1,548,300 2,382,000 PRN   DFND 1,2 2,382,000 0 0
KNIGHTSWAN ACQUISITION CORP COMMON STOCK 499103109   1,561,500 150,000 SH   DFND 1,2 150,000 0 0
VISION SENSING ACQUISITION CORP COMMON STOCK 92838J103   1,579,500 150,000 SH   DFND 1,2 150,000 0 0
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC CONVERTIBLE BOND 55405YAB6   1,584,750 1,500,000 PRN   DFND 1,2 1,500,000 0 0
AMERICAN AIRLINES GROUP INC CONVERTIBLE BOND 02376RAF9   1,624,700 1,400,000 PRN   DFND 1,2 1,400,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104   1,636,050 235,403 SH   DFND 1,2 235,403 0 0
NRG ENERGY INC CONVERTIBLE BOND 629377CG5   1,682,975 1,630,000 PRN   DFND 1,2 1,630,000 0 0
CETUS CAPITAL ACQUISITION CORP COMMON STOCK 15719Y105   1,718,700 170,000 SH   DFND 1,2 170,000 0 0
BURLINGTON STORES INC CONVERTIBLE BOND 122017AB2   1,737,187 1,500,000 PRN   DFND 1,2 1,500,000 0 0
BELLEVUE LIFE SCIENCES ACQUISITION CORP COMMON STOCK 079174108   1,767,500 175,000 SH   DFND 1,2 175,000 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6   1,771,100 1,780,000 PRN   DFND 1,2 1,780,000 0 0
SHOULDERUP TECHNOLOGY ACQUISITION CORP COMMON STOCK 82537G104   1,815,625 175,000 SH   DFND 1,2 175,000 0 0
LAKESHORE ACQUISITION II CORP COMMON STOCK G5352N105   1,821,750 175,000 SH   DFND 1,2 175,000 0 0
SOLAREDGE TECHNOLOGIES INC CONVERTIBLE BOND 83417MAD6   1,892,955 1,455,000 PRN   DFND 1,2 1,455,000 0 0
GUARDANT HEALTH INC CONVERTIBLE BOND 40131MAB5   1,953,728 2,893,000 PRN   DFND 1,2 2,893,000 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP CONVERTIBLE BOND 457985AM1   2,006,981 2,053,000 PRN   DFND 1,2 2,053,000 0 0
TYLER TECHNOLOGIES INC CONVERTIBLE BOND 902252AB1   2,016,000 2,100,000 PRN   DFND 1,2 2,100,000 0 0
ALPHA HEALTHCARE ACQUISITION CORP III COMMON STOCK 02073F104   2,030,000 200,000 SH   DFND 1,2 200,000 0 0
BLACKSTONE SENIOR FLOATING RATE 2027 TERM FUND COMMON STOCK 09256U105   2,039,040 160,871 SH   DFND 1,2 160,871 0 0
ACCRETION ACQUISITION CORP COMMON STOCK 00438Y107   2,064,000 200,000 SH   DFND 1,2 200,000 0 0
ARISZ ACQUISITION CORP COMMON STOCK 040450108   2,065,000 200,000 SH   DFND 1,2 200,000 0 0
BLACK MOUNTAIN ACQUISITION CORP COMMON STOCK 09216A108   2,078,000 200,000 SH   DFND 1,2 200,000 0 0
INDUSTRIAL TECH ACQUISITIONS II INC COMMON STOCK 45635R108   2,078,000 200,000 SH   DFND 1,2 200,000 0 0
BANYAN ACQUISITION CORP COMMON STOCK 06690B107   2,080,000 200,000 SH   DFND 1,2 200,000 0 0
BULLPEN PARLAY ACQUISITION CO COMMON STOCK G1792A100   2,084,000 200,000 SH   DFND 1,2 200,000 0 0
EVEREST CONSOLIDATOR ACQUISITION CORP COMMON STOCK 29978K102   2,090,000 200,000 SH   DFND 1,2 200,000 0 0
GLOBAL TECHNOLOGY ACQUISITION CORP I COMMON STOCK G3934N107   2,092,000 200,000 SH   DFND 1,2 200,000 0 0
HCM ACQUISITION CORP COMMON STOCK G4365A101   2,095,000 200,000 SH   DFND 1,2 200,000 0 0
AFFIRM HOLDINGS INC CONVERTIBLE BOND 00827BAB2   2,112,792 3,263,000 PRN   DFND 1,2 3,263,000 0 0
UPSTART HOLDINGS INC CONVERTIBLE BOND 91680MAB3   2,145,115 3,670,000 PRN   DFND 1,2 3,670,000 0 0
FINNOVATE ACQUISITION CORP COMMON STOCK G3R34K103   2,299,000 220,000 SH   DFND 1,2 220,000 0 0
AQUARON ACQUISITION CORP COMMON STOCK 03842W105   2,326,500 225,000 SH   DFND 1,2 225,000 0 0
DENALI CAPITAL ACQUISITION CORP COMMON STOCK G6256B106   2,355,750 225,000 SH   DFND 1,2 225,000 0 0
SAREPTA THERAPEUTICS INC CONVERTIBLE BOND 803607AC4   2,404,173 2,000,000 PRN   DFND 1,2 2,000,000 0 0
HUDSON ACQUISITION I CORP COMMON STOCK 44364H100   2,456,400 240,000 SH   DFND 1,2 240,000 0 0
LYFT INC CONVERTIBLE BOND 55087PAB0   2,520,767 2,855,000 PRN   DFND 1,2 2,855,000 0 0
MOBIV ACQUISITION CORP COMMON STOCK 60742N106   2,554,125 245,000 SH   DFND 1,2 245,000 0 0
ALPHATIME ACQUISITION CORP COMMON STOCK G0223V105   2,555,000 250,000 SH   DFND 1,2 250,000 0 0
EMBRACE CHANGE ACQUISITION CORP COMMON STOCK G3034H109   2,555,350 245,000 SH   DFND 1,2 245,000 0 0
HORIZON SPACE ACQUISITION I CORP COMMON STOCK G4619M109   2,557,500 250,000 SH   DFND 1,2 250,000 0 0
TCV ACQUISITION CORP COMMON STOCK G8704C124   2,560,000 250,000 SH   DFND 1,2 250,000 0 0
BRIDGEBIO PHARMA INC CONVERTIBLE BOND 10806XAD4   2,579,048 3,984,000 PRN   DFND 1,2 3,984,000 0 0
ATLANTIC COASTAL ACQUISITION CORP II COMMON STOCK 04845A108   2,595,000 250,000 SH   DFND 1,2 250,000 0 0
JUNIPER II CORP COMMON STOCK 48203N103   2,595,000 250,000 SH   DFND 1,2 250,000 0 0
PAPAYA GROWTH OPPORTUNITY CORP I COMMON STOCK 69882P102   2,600,000 250,000 SH   DFND 1,2 250,000 0 0
PROGRESS SOFTWARE CORP CONVERTIBLE BOND 743312AB6   2,601,340 2,380,000 PRN   DFND 1,2 2,380,000 0 0
PONO CAPITAL TWO INC COMMON STOCK 73245B107   2,610,000 250,000 SH   DFND 1,2 250,000 0 0
COINBASE GLOBAL INC CONVERTIBLE BOND 19260QAB3   2,630,364 4,079,000 PRN   DFND 1,2 4,079,000 0 0
SUNRUN INC CONVERTIBLE BOND 86771WAB1   2,726,108 4,081,000 PRN   DFND 1,2 4,081,000 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD CONVERTIBLE BOND 62886HBD2   2,732,139 3,815,000 PRN   DFND 1,2 3,815,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAD1   2,883,439 3,040,000 PRN   DFND 1,2 3,040,000 0 0
GLOBAL STAR ACQUISITION INC COMMON STOCK 37962G102   2,884,000 280,000 SH   DFND 1,2 280,000 0 0
FORTUNE RISE ACQUISITION CORP COMMON STOCK 34969G102   2,931,500 275,000 SH   DFND 1,2 275,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAB5   2,934,001 2,500,000 PRN   DFND 1,2 2,500,000 0 0
KEYARCH ACQUISITION CORP COMMON STOCK G5260A104   2,995,700 290,000 SH   DFND 1,2 290,000 0 0
HEALTH CATALYST INC CONVERTIBLE BOND 42225TAB3   3,033,228 3,306,000 PRN   DFND 1,2 3,306,000 0 0
A SPAC I ACQUISITION CORP COMMON STOCK G0542S106   3,045,000 290,000 SH   DFND 1,2 290,000 0 0
CLEAN EARTH ACQUISITIONS CORP COMMON STOCK 184493104   3,081,000 300,000 SH   DFND 1,2 300,000 0 0
BEARD ENERGY TRANSITION ACQUISITION CORP COMMON STOCK 07402Q101   3,109,500 300,000 SH   DFND 1,2 300,000 0 0
PELOTON INTERACTIVE INC CONVERTIBLE BOND 70614WAB6   3,117,426 4,079,000 PRN   DFND 1,2 4,079,000 0 0
AROGO CAPITAL ACQUISITION CORP COMMON STOCK 042644104   3,141,000 300,000 SH   DFND 1,2 300,000 0 0
KIMBELL TIGER ACQUISITION CORP COMMON STOCK 49436K106   3,159,000 300,000 SH   DFND 1,2 300,000 0 0
GOGREEN INVESTMENTS CORP COMMON STOCK G9461B101   3,165,000 300,000 SH   DFND 1,2 300,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AD6   3,189,779 3,288,000 PRN   DFND 1,2 3,288,000 0 0
PONO CAPITAL THREE INC COMMON STOCK G71704129   3,231,900 315,000 SH   DFND 1,2 315,000 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAG6   3,262,875 2,750,000 PRN   DFND 1,2 2,750,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AF8   3,370,875 3,030,000 PRN   DFND 1,2 3,030,000 0 0
EATON VANCE SENIOR FLOATING-RATE TRUST COMMON STOCK 27828Q105   3,409,627 300,938 SH   DFND 1,2 300,938 0 0
LIBERTY RESOURCES ACQUISITION CORP COMMON STOCK 53118A105   3,414,125 325,000 SH   DFND 1,2 325,000 0 0
NICE LTD CONVERTIBLE BOND 653656AB4   3,420,725 3,554,000 PRN   DFND 1,2 3,554,000 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAH1   3,519,442 4,198,000 PRN   DFND 1,2 4,198,000 0 0
DEXCOM INC CONVERTIBLE BOND 252131AK3   3,591,137 3,337,000 PRN   DFND 1,2 3,337,000 0 0
FASTLY INC CONVERTIBLE BOND 31188VAB6   3,628,506 4,547,000 PRN   DFND 1,2 4,547,000 0 0
GOLDENSTONE ACQUISITION LTD COMMON STOCK 38136Y102   3,631,250 350,000 SH   DFND 1,2 350,000 0 0
GLOBALINK INVESTMENT INC COMMON STOCK 37892F109   3,641,750 350,000 SH   DFND 1,2 350,000 0 0
RIGEL RESOURCE ACQUISITION CORP COMMON STOCK G7573M106   3,662,750 350,000 SH   DFND 1,2 350,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1   3,735,370 3,993,000 PRN   DFND 1,2 3,993,000 0 0
SPREE ACQUISITION CORP 1 LTD COMMON STOCK G83745102   3,738,000 350,000 SH   DFND 1,2 350,000 0 0
RESERVOIR MEDIA INC COMMON STOCK 76119X105   3,758,897 576,518 SH   DFND 1,2 576,518 0 0
AVALON ACQUISITION INC COMMON STOCK 05338E101   3,909,375 375,000 SH   DFND 1,2 375,000 0 0
YOTTA ACQUISITION CORP COMMON STOCK 98741Y103   4,095,420 398,000 SH   DFND 1,2 398,000 0 0
RF ACQUISITION CORP COMMON STOCK 74954L104   4,116,000 400,000 SH   DFND 1,2 400,000 0 0
HAINAN MANASLU ACQUISITION CORP COMMON STOCK G4233U107   4,136,000 400,000 SH   DFND 1,2 400,000 0 0
CONSILIUM ACQUISITION CORP I LTD COMMON STOCK G2365L101   4,142,000 400,000 SH   DFND 1,2 400,000 0 0
ALPHA STAR ACQUISITION CORP COMMON STOCK G0230C108   4,196,000 400,000 SH   DFND 1,2 400,000 0 0
ICONIC SPORTS ACQUISITION CORP COMMON STOCK G4712C107   4,202,000 400,000 SH   DFND 1,2 400,000 0 0
WISDOMTREE INC CONVERTIBLE BOND 97717PAD6   4,225,693 4,474,000 PRN   DFND 1,2 4,474,000 0 0
LENDINGTREE INC CONVERTIBLE BOND 52603BAD9   4,287,068 5,710,000 PRN   DFND 1,2 5,710,000 0 0
FUTURETECH II ACQUISITION CORP COMMON STOCK 36119D103   4,290,650 410,000 SH   DFND 1,2 410,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AD3   4,361,982 4,495,000 PRN   DFND 1,2 4,495,000 0 0
OAK STREET HEALTH INC CONVERTIBLE BOND 67181AAB3   4,396,301 4,439,000 PRN   DFND 1,2 4,439,000 0 0
HNR ACQUISITION CORP COMMON STOCK 40472A102   4,437,000 425,000 SH   DFND 1,2 425,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AK7   4,495,193 4,558,000 PRN   DFND 1,2 4,558,000 0 0
BILL HOLDINGS INC CONVERTIBLE BOND 090043AB6   4,498,194 4,892,000 PRN   DFND 1,2 4,892,000 0 0
DIGITALBRIDGE GROUP INC CONVERTIBLE BOND 19624RAA4   4,647,138 4,624,000 PRN   DFND 1,2 4,624,000 0 0
REDWOODS ACQUISITION CORP COMMON STOCK 758083109   4,648,500 450,000 SH   DFND 1,2 450,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAD1   4,665,937 5,250,000 PRN   DFND 1,2 5,250,000 0 0
WELSBACH TECHNOLOGY METALS ACQUISITION CORP COMMON STOCK 950415109   4,675,500 450,000 SH   DFND 1,2 450,000 0 0
APOLLO SENIOR FLOATING RATE FUND INC COMMON STOCK 037636107   4,708,767 372,824 SH   DFND 1,2 372,824 0 0
EVERGREEN CORP COMMON STOCK G3312W109   4,720,500 450,000 SH   DFND 1,2 450,000 0 0
LUMENTUM HOLDINGS INC CONVERTIBLE BOND 55024UAF6   4,737,774 6,182,000 PRN   DFND 1,2 6,182,000 0 0
FINTECH ECOSYSTEM DEVELOPMENT CORP COMMON STOCK 318136108   4,743,000 450,000 SH   DFND 1,2 450,000 0 0
TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP COMMON STOCK G87119106   4,810,500 450,000 SH   DFND 1,2 450,000 0 0
EATON VANCE FLOATING-RATE INCOME TRUST COMMON STOCK 278279104   4,823,277 419,051 SH   DFND 1,2 419,051 0 0
CLOUDFLARE INC CONVERTIBLE BOND 18915MAC1   4,845,548 5,704,000 PRN   DFND 1,2 5,704,000 0 0
DATADOG INC CONVERTIBLE BOND 23804LAB9   4,871,573 4,492,000 PRN   DFND 1,2 4,492,000 0 0
REDFIN CORP CONVERTIBLE BOND 75737FAE8   5,034,537 8,140,000 PRN   DFND 1,2 8,140,000 0 0
JOYY INC CONVERTIBLE BOND 98426TAF3   5,054,675 5,600,000 PRN   DFND 1,2 5,600,000 0 0
SNAP INC CONVERTIBLE BOND 83304AAF3   5,134,500 7,000,000 PRN   DFND 1,2 7,000,000 0 0
COHERUS BIOSCIENCES INC CONVERTIBLE BOND 19249HAB9   5,158,036 7,306,000 PRN   DFND 1,2 7,306,000 0 0
DUET ACQUISITION CORP COMMON STOCK 26431Q106   5,174,950 500,000 SH   DFND 1,2 500,000 0 0
METAL SKY STAR ACQUISITION CORP COMMON STOCK G6053N105   5,178,240 496,000 SH   DFND 1,2 496,000 0 0
HELLO GROUP INC CONVERTIBLE BOND 60879BAB3   5,181,953 5,205,000 PRN   DFND 1,2 5,205,000 0 0
AIRBNB INC CONVERTIBLE BOND 009066AB7   5,273,401 6,013,000 PRN   DFND 1,2 6,013,000 0 0
JUPITER WELLNESS ACQUISITION CORP COMMON STOCK 48208E108   5,275,000 500,000 SH   DFND 1,2 500,000 0 0
BLACKLINE INC CONVERTIBLE BOND 09239BAD1   5,275,270 6,188,000 PRN   DFND 1,2 6,188,000 0 0
ZSCALER INC CONVERTIBLE BOND 98980GAB8   5,289,024 4,992,000 PRN   DFND 1,2 4,992,000 0 0
2U INC CONVERTIBLE BOND 90214JAB7   5,373,368 6,832,000 PRN   DFND 1,2 6,832,000 0 0
TURNING POINT BRANDS INC CONVERTIBLE BOND 90041LAE5   5,417,114 5,712,000 PRN   DFND 1,2 5,712,000 0 0
BLACKSTONE STRATEGIC CREDIT 2027 TERM FUND COMMON STOCK 09257R101   5,454,003 512,113 SH   DFND 1,2 512,113 0 0
LIBERTY LATIN AMERICA LTD CONVERTIBLE BOND 53069QAB5   5,624,604 6,076,000 PRN   DFND 1,2 6,076,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AF1   5,627,146 6,547,000 PRN   DFND 1,2 6,547,000 0 0
TECHTARGET INC CONVERTIBLE BOND 87874RAD2   5,708,619 7,347,000 PRN   DFND 1,2 7,347,000 0 0
BLUE WORLD ACQUISITION CORP COMMON STOCK G1263E102   5,742,000 550,000 SH   DFND 1,2 550,000 0 0
ETSY INC CONVERTIBLE BOND 29786AAN6   5,777,291 6,937,000 PRN   DFND 1,2 6,937,000 0 0
MICROSTRATEGY INC CONVERTIBLE BOND 594972AE1   5,792,319 10,864,000 PRN   DFND 1,2 10,864,000 0 0
FAT PROJECTS ACQUISITION CORP COMMON STOCK G3400W102   5,852,000 560,000 SH   DFND 1,2 560,000 0 0
BROAD CAPITAL ACQUISITION CORP COMMON STOCK 11125B102   5,915,250 550,000 SH   DFND 1,2 550,000 0 0
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND COMMON STOCK 67074X107   5,971,144 509,049 SH   DFND 1,2 509,049 0 0
SHAKE SHACK INC CONVERTIBLE BOND 819047AB7   6,150,516 8,405,000 PRN   DFND 1,2 8,405,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5   6,213,609 6,729,000 PRN   DFND 1,2 6,729,000 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8   6,245,216 6,215,000 PRN   DFND 1,2 6,215,000 0 0
IQIYI INC CONVERTIBLE BOND 46267XAE8   6,359,097 7,015,000 PRN   DFND 1,2 7,015,000 0 0
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND COMMON STOCK 6706EN100   6,365,000 793,641 SH   DFND 1,2 793,641 0 0
BENTLEY SYSTEMS INC CONVERTIBLE BOND 08265TAD1   6,471,078 7,622,000 PRN   DFND 1,2 7,622,000 0 0
TRIPADVISOR INC CONVERTIBLE BOND 896945AD4   6,530,864 7,921,000 PRN   DFND 1,2 7,921,000 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAH4   6,747,850 6,561,000 PRN   DFND 1,2 6,561,000 0 0
OKTA INC CONVERTIBLE BOND 679295AF2   6,929,320 8,095,000 PRN   DFND 1,2 8,095,000 0 0
RINGCENTRAL INC CONVERTIBLE BOND 76680RAF4   6,956,488 7,856,000 PRN   DFND 1,2 7,856,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 758075AD7   6,973,957 7,335,000 PRN   DFND 1,2 7,335,000 0 0
ENPHASE ENERGY INC CONVERTIBLE BOND 29355AAK3   7,007,098 6,726,000 PRN   DFND 1,2 6,726,000 0 0
A SPAC II ACQUISITION CORP COMMON STOCK G0543H109   7,020,000 675,000 SH   DFND 1,2 675,000 0 0
LIBERTY BROADBAND CORP COMMON STOCK 530307305   7,107,818 86,999 SH   DFND 1,2 86,999 0 0
CERIDIAN LLC CONVERTIBLE BOND 15677JAD0   7,218,038 8,003,000 PRN   DFND 1,2 8,003,000 0 0
PERFICIENT INC CONVERTIBLE BOND 71375UAF8   7,235,372 9,050,000 PRN   DFND 1,2 9,050,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAB4   7,289,292 8,816,000 PRN   DFND 1,2 8,816,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 462222AB6   7,384,978 7,982,000 PRN   DFND 1,2 7,982,000 0 0
ALSET CAPITAL ACQUISITION CORP COMMON STOCK 02115M109   7,548,450 735,000 SH   DFND 1,2 735,000 0 0
ALTERYX INC CONVERTIBLE BOND 02156BAD5   7,649,062 8,159,000 PRN   DFND 1,2 8,159,000 0 0
FEUTUNE LIGHT ACQUISITION CORP COMMON STOCK 31561T102   7,658,700 735,000 SH   DFND 1,2 735,000 0 0
NUVEEN SENIOR INCOME FUND COMMON STOCK 67067Y104   7,695,334 1,669,270 SH   DFND 1,2 1,669,270 0 0
HERBALIFE NUTRITION LTD CONVERTIBLE BOND 42703MAD5   7,748,200 8,156,000 PRN   DFND 1,2 8,156,000 0 0
WIX.COM LTD CONVERTIBLE BOND 92940WAB5   7,853,649 7,941,000 PRN   DFND 1,2 7,941,000 0 0
GREENLIGHT CAPITAL RE LTD CONVERTIBLE BOND 395366AB3   7,979,237 8,226,000 PRN   DFND 1,2 8,226,000 0 0
MONTEREY CAPITAL ACQUISITION CORP COMMON STOCK 61244M109   8,125,920 792,000 SH   DFND 1,2 792,000 0 0
NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND COMMON STOCK 67072T108   8,132,423 991,759 SH   DFND 1,2 991,759 0 0
TELADOC HEALTH INC CONVERTIBLE BOND 539183AA1   8,327,718 9,404,000 PRN   DFND 1,2 9,404,000 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6   8,571,632 9,380,000 PRN   DFND 1,2 9,380,000 0 0
BANDWIDTH INC CONVERTIBLE BOND 05988JAB9   8,641,487 11,068,000 PRN   DFND 1,2 11,068,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAB6   8,999,880 12,162,000 PRN   DFND 1,2 12,162,000 0 0
SNAP INC CONVERTIBLE BOND 83304AAH9   9,120,915 12,910,000 PRN   DFND 1,2 12,910,000 0 0
TPI COMPOSITES INC COMMON STOCK 87266J104   9,144,643 700,739 SH   DFND 1,2 700,739 0 0
SEA LTD CONVERTIBLE BOND 81141RAF7   9,170,738 7,490,000 PRN   DFND 1,2 7,490,000 0 0
FORD MOTOR CO CONVERTIBLE BOND 345370CZ1   9,246,840 9,210,000 PRN   DFND 1,2 9,210,000 0 0
FIVERR INTERNATIONAL LTD CONVERTIBLE BOND 33835LAA3   9,639,686 11,544,000 PRN   DFND 1,2 11,544,000 0 0
EVENTBRITE INC CONVERTIBLE BOND 29975EAD1   9,911,412 12,756,000 PRN   DFND 1,2 12,756,000 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5   10,082,880 10,368,000 PRN   DFND 1,2 10,368,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAF6   10,124,335 18,995,000 PRN   DFND 1,2 18,995,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209   10,148,367 2,033,741 SH   DFND 1,2 2,033,741 0 0
EF HUTTON ACQUISITION CORP I COMMON STOCK 28201D109   10,167,300 990,000 SH   DFND 1,2 990,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AF6   10,377,009 13,053,000 PRN   DFND 1,2 13,053,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5   10,619,788 10,697,000 PRN   DFND 1,2 10,697,000 0 0
ALVOTECH SA WARRANT L01800116   11,060,000 4,666,667 SH   DFND 1,2 4,666,667 0 0
SFL CORP LTD CONVERTIBLE BOND 824689AG8   11,185,279 11,098,000 PRN   DFND 1,2 11,098,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206   11,543,663 2,182,167 SH   DFND 1,2 2,182,167 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AL9   11,663,915 11,744,000 PRN   DFND 1,2 11,744,000 0 0
KAMAN CORP CONVERTIBLE BOND 483548AF0   11,991,252 12,649,000 PRN   DFND 1,2 12,649,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108   12,061,451 3,397,592 SH   DFND 1,2 3,397,592 0 0
ITRON INC CONVERTIBLE BOND 465741AN6   12,240,247 14,703,000 PRN   DFND 1,2 14,703,000 0 0
MAGNITE INC CONVERTIBLE BOND 55955DAB6   12,310,279 15,218,000 PRN   DFND 1,2 15,218,000 0 0
DOCUSIGN INC CONVERTIBLE BOND 256163AD8   12,497,944 13,032,000 PRN   DFND 1,2 13,032,000 0 0
HIMS & HERS HEALTH INC COMMON STOCK 433000106   12,990,835 1,309,560 SH   DFND 1,2 1,309,560 0 0
STAR HOLDINGS COMMON STOCK 85512G106   13,039,891 749,850 SH   DFND 1,2 749,850 0 0
UNITY SOFTWARE INC CONVERTIBLE BOND 91332UAB7   13,116,646 16,827,000 PRN   DFND 1,2 16,827,000 0 0
MFA FINANCIAL INC CONVERTIBLE BOND 55272XAA0   13,283,762 13,834,000 PRN   DFND 1,2 13,834,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4   13,411,215 13,428,000 PRN   DFND 1,2 13,428,000 0 0
KB HOME COMMON STOCK 48666K109   13,419,798 333,992 SH   DFND 1,2 333,992 0 0
WAYFAIR INC CONVERTIBLE BOND 94419LAF8   13,504,602 20,312,000 PRN   DFND 1,2 20,312,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAC9   13,989,273 14,293,000 PRN   DFND 1,2 14,293,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6   14,236,510 14,234,000 PRN   DFND 1,2 14,234,000 0 0
JETBLUE AIRWAYS CORP CONVERTIBLE BOND 477143AP6   14,416,328 18,674,000 PRN   DFND 1,2 18,674,000 0 0
NEW RELIC INC CONVERTIBLE BOND 64829BAB6   14,599,145 14,637,000 PRN   DFND 1,2 14,637,000 0 0
YPF SA COMMON STOCK 984245100   15,134,326 1,378,354 SH   DFND 1,2 1,378,354 0 0
PRA GROUP INC CONVERTIBLE BOND 69354NAB2   15,371,755 15,449,000 PRN   DFND 1,2 15,449,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103   16,104,000 1,200,000 SH   DFND 1,2 1,200,000 0 0
WIX.COM LTD CONVERTIBLE BOND 92940WAD1   16,303,644 18,783,000 PRN   DFND 1,2 18,783,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AD1   16,458,933 18,137,000 PRN   DFND 1,2 18,137,000 0 0
ALARM.COM HOLDINGS INC CONVERTIBLE BOND 011642AB1   16,472,119 19,409,000 PRN   DFND 1,2 19,409,000 0 0
SHOPIFY INC CONVERTIBLE BOND 82509LAA5   16,619,200 18,800,000 PRN   DFND 1,2 18,800,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAD5   16,883,418 17,985,000 PRN   DFND 1,2 17,985,000 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746606   17,014,165 627,366 SH   DFND 1,2 627,366 0 0
NUVEEN CREDIT STRATEGIES INCOME FUND COMMON STOCK 67073D102   17,036,479 3,333,949 SH   DFND 1,2 3,333,949 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204   18,272,378 1,784,412 SH   DFND 1,2 1,784,412 0 0
DIGITALOCEAN HOLDINGS INC CONVERTIBLE BOND 25402DAB8   18,356,176 23,228,000 PRN   DFND 1,2 23,228,000 0 0
SMARTRENT INC COMMON STOCK 83193G107   19,138,502 7,505,294 SH   DFND 1,2 7,505,294 0 0
SUPERNUS PHARMACEUTICALS INC CONVERTIBLE BOND 868459AD0   19,586,199 19,540,000 PRN   DFND 1,2 19,540,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AC8   19,735,240 20,138,000 PRN   DFND 1,2 20,138,000 0 0
BATTALION OIL CORP COMMON STOCK 07134L107   19,775,121 3,009,912 SH   DFND 1,2 3,009,912 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AK5   19,924,184 20,332,000 PRN   DFND 1,2 20,332,000 0 0
CABLE ONE INC CONVERTIBLE BOND 12685JAE5   20,045,324 25,246,000 PRN   DFND 1,2 25,246,000 0 0
TERNIUM SA COMMON STOCK 880890108   20,191,695 489,377 SH   DFND 1,2 489,377 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0   20,913,927 21,583,000 PRN   DFND 1,2 21,583,000 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207   21,088,104 639,421 SH   DFND 1,2 639,421 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203   21,344,000 2,300,000 SH   DFND 1,2 2,300,000 0 0
HAEMONETICS CORP CONVERTIBLE BOND 405024AB6   21,439,490 25,120,000 PRN   DFND 1,2 25,120,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AJ4   22,573,166 25,492,000 PRN   DFND 1,2 25,492,000 0 0
INVESCO SENIOR INCOME TRUST COMMON STOCK 46131H107   24,778,812 6,733,373 SH   DFND 1,2 6,733,373 0 0
GARRETT MOTION INC COMMON STOCK 366505105   27,523,230 3,593,111 SH   DFND 1,2 3,593,111 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P405   31,374,111 1,671,503 SH   DFND 1,2 1,671,503 0 0
SEA LTD CONVERTIBLE BOND 81141RAG5   32,859,160 41,673,000 PRN   DFND 1,2 41,673,000 0 0
SPOTIFY TECHNOLOGY SA CONVERTIBLE BOND 84921RAB6   33,011,452 39,206,000 PRN   DFND 1,2 39,206,000 0 0
TOLL BROTHERS INC COMMON STOCK 889478103   33,496,740 558,000 SH   DFND 1,2 558,000 0 0
AZUL SA COMMON STOCK 05501U106   35,365,001 4,946,154 SH   DFND 1,2 4,946,154 0 0
LIBERTY GLOBAL PLC COMMON STOCK G5480U104   37,947,000 1,946,000 SH   DFND 1,2 1,946,000 0 0
DAQO NEW ENERGY CORP COMMON STOCK 23703Q203   49,468,707 1,056,121 SH   DFND 1,2 1,056,121 0 0
BERRY CORP COMMON STOCK 08579X101   52,571,450 6,697,000 SH   DFND 1,2 6,697,000 0 0
BANCO BRADESCO SA COMMON STOCK 059460303   55,790,940 21,294,251 SH   DFND 1,2 21,294,251 0 0
CREDICORP LTD COMMON STOCK G2519Y108   56,287,859 425,167 SH   DFND 1,2 425,167 0 0
FTAI AVIATION LTD COMMON STOCK G3730V105   56,845,755 2,033,110 SH   DFND 1,2 2,033,110 0 0
VISTA ENERGY SAB DE CV COMMON STOCK 92837L109   57,087,698 2,884,674 SH   DFND 1,2 2,884,674 0 0
SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF ETF 78468R556   57,415,500 450,000 SH Put DFND 1,2 450,000 0 0
KILROY REALTY CORP COMMON STOCK 49427F108   59,940,356 1,850,011 SH   DFND 1,2 1,850,011 0 0
EAGLE BULK SHIPPING INC CONVERTIBLE BOND 269442AA7   62,464,868 40,495,000 PRN   DFND 1,2 40,495,000 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106   75,793,524 15,563,352 SH   DFND 1,2 15,563,352 0 0
CEMEX SAB DE CV COMMON STOCK 151290889   80,124,346 14,489,032 SH   DFND 1,2 14,489,032 0 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK 42806J700   81,402,759 4,997,100 SH   DFND 1,2 4,997,100 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408   84,092,281 8,062,539 SH   DFND 1,2 8,062,539 0 0
ICICI BANK LTD COMMON STOCK 45104G104   87,814,803 4,069,268 SH   DFND 1,2 4,069,268 0 0
PG&E CORP COMMON STOCK 69331C108   90,552,000 5,600,000 SH   DFND 1,2 5,600,000 0 0
FRONTIER COMMUNICATIONS PARENT INC COMMON STOCK 35909D109   90,689,471 3,982,849 SH   DFND 1,2 3,982,849 0 0
ALVOTECH SA COMMON STOCK L01800108   100,137,965 7,762,633 SH   DFND 1,2 7,762,633 0 0
CBL & ASSOCIATES PROPERTIES INC COMMON STOCK 124830878   102,148,913 3,983,966 SH   DFND 1,2 3,983,966 0 0
STATE STREET CORP ETF 78462F103   102,347,500 250,000 SH Put DFND 1,2 250,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305   109,417,000 4,900,000 SH   DFND 1,2 4,900,000 0 0
WEATHERFORD INTERNATIONAL PLC COMMON STOCK G48833118   109,430,598 1,843,818 SH   DFND 1,2 1,843,818 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857   110,158,561 2,692,705 SH   DFND 1,2 2,692,705 0 0
VALE SA COMMON STOCK 91912E105   132,123,841 8,372,867 SH   DFND 1,2 8,372,867 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206   135,037,820 5,582,382 SH   DFND 1,2 5,582,382 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100   156,118,271 6,124,687 SH   DFND 1,2 6,124,687 0 0
SUNOPTA INC COMMON STOCK 8676EP108   159,591,170 20,726,126 SH   DFND 1,2 20,726,126 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A150   172,061,025 3,781,561 SH   DFND 1,2 3,781,561 0 0
INFINERA CORP COMMON STOCK 45667G103   195,360,979 25,175,384 SH   DFND 1,2 25,175,384 0 0
RUNWAY GROWTH FINANCE CORP COMMON STOCK 78163D100   255,393,114 21,054,667 SH   DFND 1,2 21,054,667 0 0
STR SUB INC COMMON STOCK 82983N108   292,333,712 12,935,120 SH   DFND 1,2 12,935,120 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204   550,545,240 26,067,483 SH   DFND 1,2 26,067,483 0 0
VISTRA CORP COMMON STOCK 92840M102   557,492,231 23,228,843 SH   DFND 1,2 23,228,843 0 0
GARRETT MOTION INC CONVERTIBLE PRFD 366505204   611,941,496 68,834,814 SH   DFND 1,2 68,834,814 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167735   652,414,005 8,579,879 SH   DFND 1,2 8,579,879 0 0
TORM PLC COMMON STOCK G89479102   1,654,443,979 53,812,988 SH   DFND 1,2 53,812,988 0 0