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 *W EXP 06/15/202 00439D110 219 233,332 PRN   DFND   233,332 0 0
ACCELERATE ACQUISITION CORP COM CL A 00439D102 6,811 700,000 SH   DFND   700,000 0 0
ACORDA THERAPEUTICS INC COM NEW 00484M601 1,807 392,904 SH   DFND   392,904 0 0
ACORDA THERAPEUTICS INC NOTE 6.000%12/0 00484MAC0 20,700 25,875,000 PRN   DFND   25,875,000 0 0
ADVANCED MERGER PARTNERS INC *W EXP 06/30/202 00777J117 45 50,000 PRN   DFND   50,000 0 0
ADVANCED MERGER PARTNERS INC COM CL A 00777J109 2,910 300,000 SH   DFND   300,000 0 0
AGNC INVT CORP COM 00123Q104 52,710 3,342,432 SH   DFND   3,342,432 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 0.875% 1/0 01988PAF5 27,251 23,000,000 PRN   DFND   23,000,000 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 186 200,000 PRN   DFND   200,000 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 9,770 1,000,000 SH   DFND   1,000,000 0 0
ARCHER AVIATION INC *W EXP 09/16/202 03945R110 1,325 833,333 PRN   DFND   833,333 0 0
ARCHER AVIATION INC COM CL A 03945R102 4,440 500,000 SH   DFND   500,000 0 0
ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 66 60,000 PRN   DFND   60,000 0 0
ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 2,928 300,000 SH   DFND   300,000 0 0
ARDAGH GROUP S A CL A L0223L101 56,382 2,211,912 SH   DFND   2,211,912 0 0
ARDAGH METAL PACKAGING S A SHS L02235106 39,840 4,000,000 SH   DFND   4,000,000 0 0
ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 255 300,000 PRN   DFND   300,000 0 0
ARES ACQUISITION CORPORATION COM CL A G33032106 14,610 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 6,344 650,000 SH   DFND   650,000 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 218 207,575 PRN   DFND   207,575 0 0
AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 8,095 830,304 SH   DFND   830,304 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 42,597 40,410,000 PRN   DFND   40,410,000 0 0
BAUSCH HEALTH COS INC COM 071734107 82,325 2,956,000 SH   DFND   2,956,000 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 22,324 23,850,000 PRN   DFND   23,850,000 0 0
BERRY GLOBAL GROUP INC COM 08579W103 149,053 2,448,303 SH   DFND   2,448,303 0 0
BOYD GAMING CORP COM 103304101 53,138 840,000 SH   DFND   840,000 0 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 160 159,998 PRN   DFND   159,998 0 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 7,816 800,000 SH   DFND   800,000 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 120 129,998 PRN   DFND   129,998 0 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102 6,318 650,000 SH   DFND   650,000 0 0
DECARBONIZATION PLUS ACQU II *W EXP 01/19/202 242794113 287 233,331 PRN   DFND   233,331 0 0
DECARBONIZATION PLUS ACQU II COM CL A 242794105 6,909 700,000 SH   DFND   700,000 0 0
DELL TECHNOLOGIES INC CL C 24703L202 306,897 2,949,800 SH   DFND   2,949,800 0 0
EG ACQUISITION CORP *W EXP 05/28/202 26846A118 256 433,332 PRN   DFND   433,332 0 0
EG ACQUISITION CORP COM CL A 26846A100 12,623 1,300,000 SH   DFND   1,300,000 0 0
ENCOMPASS HEALTH CORP COM 29261A100 47,575 634,000 SH   DFND   634,000 0 0
FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 101 150,000 PRN   DFND   150,000 0 0
FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 4,361 450,000 SH   DFND   450,000 0 0
FIRST RESERVE SUSTAINABLE GW *W EXP 03/05/202 336169115 83 100,000 PRN   DFND   100,000 0 0
FIRST RESERVE SUSTAINABLE GW CLASS A COM 336169107 3,936 400,000 SH   DFND   400,000 0 0
FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 101 124,998 PRN   DFND   124,998 0 0
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 9,740 1,000,000 SH   DFND   1,000,000 0 0
G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 47 44,494 PRN   DFND   44,494 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 2,195 222,479 SH   DFND   222,479 0 0
GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 85 166,666 PRN   DFND   166,666 0 0
GOLDEN ARROW MERGER CORP CLASS A COM 380799106 4,890 500,000 SH   DFND   500,000 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 308 500,000 PRN   DFND   500,000 0 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 9,750 1,000,000 SH   DFND   1,000,000 0 0
GORES GUGGENHEIM INC *W EXP 03/25/202 38286Q115 520 250,000 PRN   DFND   250,000 0 0
GORES GUGGENHEIM INC CLASS A COM 38286Q107 3,833 375,000 SH   DFND   375,000 0 0
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 4,721 1,720,831 PRN   DFND   1,720,831 0 0
GORES HLDGS VIII INC CL A 382863108 18,090 1,836,507 SH   DFND   1,836,507 0 0
GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 7,004 2,593,909 PRN   DFND   2,593,909 0 0
GORES HOLDINGS VII INC COM CL A 38286T101 33,667 3,417,946 SH   DFND   3,417,946 0 0
GORES METROPOULOS II INC *W EXP 01/31/202 382873115 136 80,000 PRN   DFND   80,000 0 0
GORES METROPOULOS II INC CL A 382873107 1,775 179,631 SH   DFND   179,631 0 0
GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 6,316 3,396,528 PRN   DFND   3,396,528 0 0
GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 29,081 2,982,650 SH   DFND   2,982,650 0 0
GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 4,074 2,166,933 PRN   DFND   2,166,933 0 0
GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 14,334 1,459,680 SH   DFND   1,459,680 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 49,497 41,250,000 PRN   DFND   41,250,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 49,709 35,500,000 PRN   DFND   35,500,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 66,498 60,500,000 PRN   DFND   60,500,000 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 107 175,000 PRN   DFND   175,000 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 3,413 350,000 SH   DFND   350,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 575 500,000 PRN   DFND   500,000 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 19,520 2,000,000 SH   DFND   2,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 23,809 23,500,000 PRN   DFND   23,500,000 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 89 149,999 PRN   DFND   149,999 0 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 2,922 300,000 SH   DFND   300,000 0 0
KKR ACQUISITION HOLDING I CO *W EXP 99/99/999 48253T117 48 50,000 PRN   DFND   50,000 0 0
KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 1,950 200,000 SH   DFND   200,000 0 0
L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 210 299,849 PRN   DFND   299,849 0 0
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 8,753 899,553 SH   DFND   899,553 0 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 57 70,000 PRN   DFND   70,000 0 0
LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 3,406 350,000 SH   DFND   350,000 0 0
LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 142 166,665 PRN   DFND   166,665 0 0
LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 4,880 500,000 SH   DFND   500,000 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 2,831 216,449 SH   DFND   216,449 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 47,953 3,654,942 SH   DFND   3,654,942 0 0
LIBERTY MEDIA ACQUISITION CO *W EXP 01/22/202 53073L112 145 100,000 PRN   DFND   100,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 85,488 62,500,000 PRN   DFND   62,500,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 40,182 40,000,000 PRN   DFND   40,000,000 0 0
MAGNUM OPUS ACQUISITION LTD *W EXP 03/06/202 G5S70A112 580 500,000 PRN   DFND   500,000 0 0
MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 9,890 1,000,000 SH   DFND   1,000,000 0 0
MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 167 233,333 PRN   DFND   233,333 0 0
MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 6,818 700,000 SH   DFND   700,000 0 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 82,785 58,000,000 PRN   DFND   58,000,000 0 0
MSD ACQUISITION CORP *W EXP 03/25/202 G5709C125 92 80,000 PRN   DFND   80,000 0 0
MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 3,900 400,000 SH   DFND   400,000 0 0
NOBLE CORP NEW SHS G6610J209 96,120 3,552,092 SH   DFND   3,552,092 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 29,380 30,500,000 PRN   DFND   30,500,000 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1 88,514 55,500,000 PRN   DFND   55,500,000 0 0
PAYSAFE LIMITED *W EXP 03/30/202 G6964L115 2,119 1,145,557 PRN   DFND   1,145,557 0 0
PAYSAFE LIMITED ORD G6964L107 48,616 6,273,053 SH   DFND   6,273,053 0 0
ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 89 112,500 PRN   DFND   112,500 0 0
ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 4,395 449,889 SH   DFND   449,889 0 0
RUSH STREET INTERACTIVE INC COM 782011100 67,886 3,533,929 SH   DFND   3,533,929 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 41,700 1,000,000 SH   DFND   1,000,000 0 0
SCION TECH GROWTH II *W EXP 01/28/202 G31070116 162 233,332 PRN   DFND   233,332 0 0
SCION TECH GROWTH II CL A SHS G31070108 6,825 700,000 SH   DFND   700,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 90,844 3,125,000 SH   DFND   3,125,000 0 0
SPARTAN ACQUISITION CORP III *W EXP 02/04/202 84677R114 165 150,000 PRN   DFND   150,000 0 0
SPARTAN ACQUISITION CORP III COM CL A 84677R106 5,928 600,000 SH   DFND   600,000 0 0
SPDR SER TR S&P OILGAS EXP 78468R556 8,153 43,600 PRN Put DFND   43,600 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 73,268 60,000,000 PRN   DFND   60,000,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6 25,957 26,100,000 PRN   DFND   26,100,000 0 0
SUPERNOVA PARTNERS ACQUISTN *W EXP 99/99/999 G8T86C121 140 174,999 PRN   DFND   174,999 0 0
SUPERNOVA PARTNERS ACQUISTN SHS CL A G8T86C105 6,811 700,000 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 98,909 1,488,700 SH   DFND   1,488,700 0 0
THE ODP CORP COM 88337F105 47,164 1,174,398 SH   DFND   1,174,398 0 0
VALARIS LIMITED CL A G9460G101 118,806 3,406,146 SH   DFND   3,406,146 0 0
VMWARE INC CL A COM 928563402 22,052 148,300 SH   DFND   148,300 0 0
VMWARE INC CL A COM 928563402 74 5,000 PRN Call DFND   5,000 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 186 199,998 PRN   DFND   199,998 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 105 100,000 PRN   DFND   100,000 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 4,910 500,000 SH   DFND   500,000 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 9,780 1,000,000 SH   DFND   1,000,000 0 0
XILINX INC COM 983919101 273,258 1,809,775 SH   DFND   1,809,775 0 0