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 194 233,332 PRN   DFND   233,332 0 0
ACCELERATE ACQUISITION CORP COM CL A 00439D102 6,804 700,000 SH   DFND   700,000 0 0
ACORDA THERAPEUTICS INC COM NEW 00484M601 1,551 649,031 SH   DFND   649,031 0 0
ACORDA THERAPEUTICS INC NOTE 6.000%12/0 00484MAC0 19,988 25,875,000 PRN   DFND   25,875,000 0 0
ADVANCED MERGER PARTNERS INC *W EXP 06/30/202 00777J117 39 50,000 PRN   DFND   50,000 0 0
ADVANCED MERGER PARTNERS INC COM CL A 00777J109 2,916 300,000 SH   DFND   300,000 0 0
AGNC INVT CORP COM 00123Q104 51,082 3,396,432 SH   DFND   3,396,432 0 0
ALLSCRIPTS HEALTHCARE SOLUTI NOTE 0.875% 1/0 01988PAF5 33,911 23,000,000 PRN   DFND   23,000,000 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 190 200,000 PRN   DFND   200,000 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 9,780 1,000,000 SH   DFND   1,000,000 0 0
ARCHER AVIATION INC *W EXP 09/16/202 03945R110 967 833,333 PRN   DFND   833,333 0 0
ARCHER AVIATION INC COM CL A 03945R102 3,020 500,000 SH   DFND   500,000 0 0
ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 100 60,000 PRN   DFND   60,000 0 0
ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 2,994 300,000 SH   DFND   300,000 0 0
ARDAGH METAL PACKAGING S A SHS L02235106 90,723 10,046,842 SH   DFND   10,046,842 0 0
ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 267 300,000 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 133 162,499 PRN   DFND   162,499 0 0
ATLAS CREST INVESTMENT CORP COM CL A 049287105 6,325 650,000 SH   DFND   650,000 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 203 207,575 PRN   DFND   207,575 0 0
AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 8,071 830,304 SH   DFND   830,304 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 37,435 35,500,000 PRN   DFND   35,500,000 0 0
BAUSCH HEALTH COS INC COM 071734107 82,892 3,002,253 SH   DFND   3,002,253 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 22,764 23,850,000 PRN   DFND   23,850,000 0 0
BERRY GLOBAL GROUP INC COM 08579W103 181,890 2,465,303 SH   DFND   2,465,303 0 0
BOYD GAMING CORP COM 103304101 89,595 1,366,400 SH   DFND   1,366,400 0 0
CBL & ASSOC PPTYS INC COMMON STOCK 124830878 137,168 4,396,411 SH   DFND   4,396,411 0 0
CBL & ASSOCIATES HOLDCO II L NOTE 7.000%11/1 12511CAC4 104,563 54,629,215 PRN   DFND   54,629,215 0 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 174 159,998 PRN   DFND   159,998 0 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 7,904 800,000 SH   DFND   800,000 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 130 129,998 PRN   DFND   129,998 0 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102 6,390 650,000 SH   DFND   650,000 0 0
DECARBONIZATION PLUS ACQU II *W EXP 01/19/202 242794113 317 201,615 PRN   DFND   201,615 0 0
DECARBONIZATION PLUS ACQU II COM CL A 242794105 2,533 254,018 SH   DFND   254,018 0 0
DELL TECHNOLOGIES INC CL C 24703L202 128,292 2,284,000 SH   DFND   2,284,000 0 0
EG ACQUISITION CORP *W EXP 05/28/202 26846A118 269 433,332 PRN   DFND   433,332 0 0
EG ACQUISITION CORP COM CL A 26846A100 12,636 1,300,000 SH   DFND   1,300,000 0 0
ENCOMPASS HEALTH CORP COM 29261A100 68,638 1,051,762 SH   DFND   1,051,762 0 0
FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 89 150,000 PRN   DFND   150,000 0 0
FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 4,374 450,000 SH   DFND   450,000 0 0
FIRST RESERVE SUSTAINABLE GW *W EXP 03/05/202 336169115 82 100,000 PRN   DFND   100,000 0 0
FIRST RESERVE SUSTAINABLE GW CLASS A COM 336169107 3,960 400,000 SH   DFND   400,000 0 0
FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 105 124,998 PRN   DFND   124,998 0 0
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 9,750 1,000,000 SH   DFND   1,000,000 0 0
G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 38 44,494 PRN   DFND   44,494 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 2,198 222,479 SH   DFND   222,479 0 0
GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 83 166,666 PRN   DFND   166,666 0 0
GOLDEN ARROW MERGER CORP CLASS A COM 380799106 4,840 500,000 SH   DFND   500,000 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 315 500,000 PRN   DFND   500,000 0 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 9,780 1,000,000 SH   DFND   1,000,000 0 0
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 482 237,497 PRN   DFND   237,497 0 0
GORES HLDGS VIII INC CL A 382863108 18,732 1,836,507 SH   DFND   1,836,507 0 0
GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 585 427,242 PRN   DFND   427,242 0 0
GORES HOLDINGS VII INC COM CL A 38286T101 33,428 3,417,946 SH   DFND   3,417,946 0 0
GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 781 596,528 PRN   DFND   596,528 0 0
GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 29,528 2,982,650 SH   DFND   2,982,650 0 0
GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 385 291,933 PRN   DFND   291,933 0 0
GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 14,349 1,459,680 SH   DFND   1,459,680 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 48,055 41,250,000 PRN   DFND   41,250,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 56,901 35,500,000 PRN   DFND   35,500,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 65,642 60,500,000 PRN   DFND   60,500,000 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 94 175,000 PRN   DFND   175,000 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 3,416 350,000 SH   DFND   350,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 515 500,000 PRN   DFND   500,000 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 19,500 2,000,000 SH   DFND   2,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 28,679 28,500,000 PRN   DFND   28,500,000 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 78 149,999 PRN   DFND   149,999 0 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 2,925 300,000 SH   DFND   300,000 0 0
KKR ACQUISITION HOLDING I CO *W EXP 99/99/999 48253T117 50 50,000 PRN   DFND   50,000 0 0
KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 1,948 200,000 SH   DFND   200,000 0 0
L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 237 299,849 PRN   DFND   299,849 0 0
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 8,726 899,553 SH   DFND   899,553 0 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 61 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 122 166,665 PRN   DFND   166,665 0 0
LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 4,870 500,000 SH   DFND   500,000 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 2,524 216,449 SH   DFND   216,449 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 44,927 3,940,990 SH   DFND   3,940,990 0 0
LIBERTY MEDIA ACQUISITION CO *W EXP 01/22/202 53073L112 164 93,883 PRN   DFND   93,883 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 85,938 57,000,000 PRN   DFND   57,000,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 39,863 40,000,000 PRN   DFND   40,000,000 0 0
MAGNUM OPUS ACQUISITION LTD *W EXP 03/06/202 G5S70A112 515 500,000 PRN   DFND   500,000 0 0
MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 9,920 1,000,000 SH   DFND   1,000,000 0 0
MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 154 233,333 PRN   DFND   233,333 0 0
MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 6,832 700,000 SH   DFND   700,000 0 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 92,885 58,000,000 PRN   DFND   58,000,000 0 0
MSD ACQUISITION CORP *W EXP 03/25/202 G5709C125 96 80,000 PRN   DFND   80,000 0 0
MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 3,956 400,000 SH   DFND   400,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 200 18,700 SH   DFND   18,700 0 0
NOBLE CORP NEW SHS G6610J209 88,128 3,552,092 SH   DFND   3,552,092 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 28,533 30,000,000 PRN   DFND   30,000,000 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1 104,592 55,500,000 PRN   DFND   55,500,000 0 0
PAYSAFE LIMITED *W EXP 03/30/202 G6964L115 756 1,145,557 PRN   DFND   1,145,557 0 0
PAYSAFE LIMITED ORD G6964L107 24,926 6,375,053 SH   DFND   6,375,053 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 17,548 19,150,000 PRN   DFND   19,150,000 0 0
ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 86 112,500 PRN   DFND   112,500 0 0
ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 4,409 449,889 SH   DFND   449,889 0 0
RUSH STREET INTERACTIVE INC COM 782011100 43,452 2,633,452 SH   DFND   2,633,452 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 131,112 3,120,236 SH   DFND   3,120,236 0 0
SCION TECH GROWTH II *W EXP 01/28/202 G31070116 140 233,332 PRN   DFND   233,332 0 0
SCION TECH GROWTH II CL A SHS G31070108 6,811 700,000 SH   DFND   700,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 105,166 3,460,300 SH   DFND   3,460,300 0 0
SPARTAN ACQUISITION CORP III *W EXP 02/04/202 84677R114 216 150,000 PRN   DFND   150,000 0 0
SPARTAN ACQUISITION CORP III COM CL A 84677R106 5,922 600,000 SH   DFND   600,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 40,363 36,750,000 PRN   DFND   36,750,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6 25,335 26,100,000 PRN   DFND   26,100,000 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 137,138 1,678,759 SH   DFND   1,678,759 0 0
THE ODP CORP COM 88337F105 49,319 1,255,575 SH   DFND   1,255,575 0 0
VALARIS LIMITED CL A G9460G101 115,137 3,198,254 SH   DFND   3,198,254 0 0
VMWARE INC CL A COM 928563402 72,540 625,992 SH   DFND   625,992 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 200 199,998 PRN   DFND   199,998 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 99 100,000 PRN   DFND   100,000 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 9,760 1,000,000 SH   DFND   1,000,000 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 4,900 500,000 SH   DFND   500,000 0 0
XILINX INC COM 983919101 116,617 550,000 SH   DFND   550,000 0 0