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
ACCELERATE ACQUISITION CORP UNIT 99/99/9999 00439D201 6,951 700,000 SH   DFND   700,000 0 0
ACORDA THERAPEUTICS INC COM NEW 00484M601 956 196,370 SH   DFND   196,370 0 0
ACORDA THERAPEUTICS INC NOTE 6.000%12/0 00484MAC0 20,244 27,375,000 PRN   DFND   27,375,000 0 0
ADVANCED MERGER PARTNERS INC UNIT 99/99/9999 00777J208 3,000 300,000 SH   DFND   300,000 0 0
AGNC INVT CORP COM 00123Q104 60,765 3,625,616 SH   DFND   3,625,616 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 68,810 450,000 SH   DFND   450,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 0.875% 1/0 01988PAF5 30,424 23,000,000 PRN   DFND   23,000,000 0 0
APOLLO STRATEGIC GRWT CPTL I UNIT 99/99/9999 G0412A110 9,980 1,000,000 SH   DFND   1,000,000 0 0
ARCLIGHT CLEAN TRANSITION II UNIT 03/16/2028 G0R21B120 3,000 300,000 SH   DFND   300,000 0 0
ARDAGH GROUP S A CL A L0223L101 66,289 2,608,760 SH   DFND   2,608,760 0 0
ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 263 300,000 PRN   DFND   300,000 0 0
ARES ACQUISITION CORPORATION COM CL A G33032106 14,850 1,500,000 SH   DFND   1,500,000 0 0
ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 138 162,499 PRN   DFND   162,499 0 0
ATLAS CREST INVESTMENT CORP COM CL A 049287105 6,357 650,000 SH   DFND   650,000 0 0
ATLAS CREST INVT CORP *W EXP 01/30/202 049284110 1,500 833,333 PRN   DFND   833,333 0 0
ATLAS CREST INVT CORP COM 049284102 25,125 2,500,000 SH   DFND   2,500,000 0 0
AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633D117 3,514 350,000 SH   DFND   350,000 0 0
AUSTERLITZ ACQUISITION CORP UNIT 99/99/9999 G0633U119 10,030 1,000,000 SH   DFND   1,000,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 50,555 40,750,000 PRN   DFND   40,750,000 0 0
BAUSCH HEALTH COS INC COM 071734107 68,717 2,165,000 SH   DFND   2,165,000 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 21,899 23,850,000 PRN   DFND   23,850,000 0 0
BERRY GLOBAL GROUP INC COM 08579W103 242,482 3,949,218 SH   DFND   3,949,218 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 41,138 470,413 SH   DFND   470,413 0 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 184 159,998 PRN   DFND   159,998 0 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 7,760 800,000 SH   DFND   800,000 0 0
CENTRICUS ACQUISITION CORP *W EXP 02/04/202 G2072Q120 75 125,000 PRN   DFND   125,000 0 0
CENTRICUS ACQUISITION CORP CL A SHS G2072Q104 4,800 500,000 SH   DFND   500,000 0 0
CHURCHILL CAPITAL CORP VII UNIT 99/99/9999 17144M201 6,481 650,000 SH   DFND   650,000 0 0
DECARBONIZATION PLUS ACQU II *W EXP 01/19/202 242794113 268 233,331 PRN   DFND   233,331 0 0
DECARBONIZATION PLUS ACQU II COM CL A 242794105 6,755 700,000 SH   DFND   700,000 0 0
DELL TECHNOLOGIES INC CL C 24703L202 384,529 4,362,212 SH   DFND   4,362,212 0 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 7,077 700,000 SH   DFND   700,000 0 0
FINTECH EVOLUTION ACQUIS GRO UNIT 99/99/9999 G3R19A112 4,442 450,000 SH   DFND   450,000 0 0
FIRST RESERVE SUSTAINABLE GW UNIT 03/05/2026 336169206 4,000 400,000 SH   DFND   400,000 0 0
FORTRESS VALUE ACQUISI CORP UNIT 03/31/2028 34964K207 9,900 1,000,000 SH   DFND   1,000,000 0 0
G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 42 44,494 PRN   DFND   44,494 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 2,180 222,479 SH   DFND   222,479 0 0
GOLDEN ARROW MERGER CORP UNIT 07/31/2026 380799205 4,975 500,000 SH   DFND   500,000 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 355 500,000 PRN   DFND   500,000 0 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 9,670 1,000,000 SH   DFND   1,000,000 0 0
GORES GUGGENHEIM INC UNIT 03/25/2028 38286Q206 24,825 2,500,000 SH   DFND   2,500,000 0 0
GORES HLDGS VIII INC UNIT 02/01/2028 382863207 19,000 1,900,000 SH   DFND   1,900,000 0 0
GORES HOLDINGS VII INC UNIT 02/12/2028 38286T200 34,043 3,417,946 SH   DFND   3,417,946 0 0
GORES METROPOULOS II INC *W EXP 01/31/202 382873115 113 80,000 PRN   DFND   80,000 0 0
GORES METROPOULOS II INC CL A 382873107 3,960 400,000 SH   DFND   400,000 0 0
GORES TECHNOLOGY PARTNERS II UNIT 03/16/2028 38287L206 29,847 2,990,900 SH   DFND   2,990,900 0 0
GORES TECHNOLOGY PARTNERS IN UNIT 03/16/2028 382870202 14,611 1,459,680 SH   DFND   1,459,680 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 46,540 41,250,000 PRN   DFND   41,250,000 0 0
HOWMET AEROSPACE INC COM 443201108 65,867 2,050,000 SH   DFND   2,050,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 52,192 35,500,000 PRN   DFND   35,500,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 66,221 59,000,000 PRN   DFND   59,000,000 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 93 175,000 PRN   DFND   175,000 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 3,388 350,000 SH   DFND   350,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 580 500,000 PRN   DFND   500,000 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 19,760 2,000,000 SH   DFND   2,000,000 0 0
KAR AUCTION SVCS INC COM 48238T109 8,140 542,646 SH   DFND   542,646 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 128 149,999 PRN   DFND   149,999 0 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 2,865 300,000 SH   DFND   300,000 0 0
KHOSLA VENTURES ACQUISITION CL A 482504107 289 28,601 SH   DFND   28,601 0 0
KKR ACQUISITION HOLDING I CO UNIT 99/99/9999 48253T208 2,002 200,000 SH   DFND   200,000 0 0
L CATTERTON ASIA ACQUISITION UNIT 03/11/2026 G5346G109 8,955 900,000 SH   DFND   900,000 0 0
LAZARD GROWTH ACQUISITION CO UNIT 99/99/9999 G54035129 3,500 350,000 SH   DFND   350,000 0 0
LEVERE HOLDINGS CORP UNIT 03/09/2026 G5462L114 4,980 500,000 SH   DFND   500,000 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 673 52,442 SH   DFND   52,442 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 38,929 2,999,119 SH   DFND   2,999,119 0 0
LIBERTY MEDIA ACQUISITION CO *W EXP 01/22/202 53073L112 419 138,643 PRN   DFND   138,643 0 0
LIBERTY MEDIA ACQUISITION CO COM SR A 53073L104 7,004 692,779 SH   DFND   692,779 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 90,306 70,000,000 PRN   DFND   70,000,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 49,299 47,500,000 PRN   DFND   47,500,000 0 0
MAGNUM OPUS ACQUISITION LTD UNIT 06/03/2026 G5S70A120 9,890 1,000,000 SH   DFND   1,000,000 0 0
MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 147 233,333 PRN   DFND   233,333 0 0
MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 6,797 700,000 SH   DFND   700,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 141,242 61,500,000 PRN   DFND   61,500,000 0 0
MSD ACQUISITION CORP UNIT 03/25/2026 G5709C117 4,657 458,836 SH   DFND   458,836 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 25,794 25,315,000 PRN   DFND   25,315,000 0 0
PAYSAFE LIMITED *W EXP 08/11/202 G6964L115 4,960 1,145,557 PRN   DFND   1,145,557 0 0
PAYSAFE LIMITED ORD G6964L107 32,019 2,371,745 SH   DFND   2,371,745 0 0
REINVENT TECHNOLOGY PARTNERS UNIT 03/12/2026 G7484L114 3,012 300,000 SH   DFND   300,000 0 0
ROCKET INTERNET GRWT OPRT CO UNIT 99/99/9999 G7613T111 4,505 450,000 SH   DFND   450,000 0 0
RUSH STREET INTERACTIVE INC COM 782011100 13,768 842,600 SH   DFND   842,600 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 80,826 2,986,928 SH   DFND   2,986,928 0 0
SCION TECH GROWTH II UNIT 99/99/9999 G31070124 6,972 700,000 SH   DFND   700,000 0 0
SOARING EAGLE ACQUISITION CO UNIT 02/23/2026 G8354H100 12,144 1,200,000 SH   DFND   1,200,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 59,873 50,500,000 PRN   DFND   50,500,000 0 0
SUPERNOVA PARTNERS ACQUISTN UNIT 99/99/9999 G8T86C113 7,028 700,000 SH   DFND   700,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 0 500,000 PRN   DFND   500,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 45,240 870,000 SH   DFND   870,000 0 0
THE ODP CORP COM 88337F105 61,807 1,427,732 SH   DFND   1,427,732 0 0
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9460M116 9,980 1,000,000 SH   DFND   1,000,000 0 0
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9461D123 5,040 500,000 SH   DFND   500,000 0 0
XILINX INC COM 983919101 176,289 1,422,829 SH   DFND   1,422,829 0 0