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 03/15/202 00439D110 90 233,332 PRN   DFND   233,332 0 0
ACCELERATE ACQUISITION CORP COM CL A 00439D102 6,832 700,000 SH   DFND   700,000 0 0
ACORDA THERAPEUTICS INC COM NEW 00484M601 1,045 649,031 SH   DFND   649,031 0 0
ACORDA THERAPEUTICS INC NOTE 6.000%12/0 00484MAC0 19,875 25,875,000 PRN   DFND   25,875,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 50,069 625,000 SH   DFND   625,000 0 0
ADVANCED MERGER PARTNERS INC *W EXP 06/30/202 00777J117 30 50,000 PRN   DFND   50,000 0 0
ADVANCED MERGER PARTNERS INC COM CL A 00777J109 2,931 300,000 SH   DFND   300,000 0 0
AGNC INVT CORP COM 00123Q104 40,952 3,126,134 SH   DFND   3,126,134 0 0
ALLEGO N V *W EXP 03/16/202 N0796A118 158 150,000 PRN   DFND   150,000 0 0
ALTICE USA INC CL A 02156K103 27,924 2,237,514 SH   DFND   2,237,514 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 7,489 445,748 SH   DFND   445,748 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 116 200,000 PRN   DFND   200,000 0 0
ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 80 60,000 PRN   DFND   60,000 0 0
ARDAGH METAL PACKAGING S A SHS L02235106 82,558 10,154,743 SH   DFND   10,154,743 0 0
ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 124 300,000 PRN   DFND   300,000 0 0
ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 54 162,499 PRN   DFND   162,499 0 0
ATLAS CREST INVESTMENT CORP COM CL A 049287105 6,383 650,000 SH   DFND   650,000 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 116 207,575 PRN   DFND   207,575 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 34,617 35,500,000 PRN   DFND   35,500,000 0 0
BAUSCH HEALTH COS INC COM 071734107 59,418 2,600,353 SH   DFND   2,600,353 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 22,974 23,850,000 PRN   DFND   23,850,000 0 0
BERRY GLOBAL GROUP INC COM 08579W103 164,629 2,840,398 SH   DFND   2,840,398 0 0
BOYD GAMING CORP COM 103304101 91,922 1,397,421 SH   DFND   1,397,421 0 0
CBL & ASSOC PPTYS INC COMMON STOCK 124830878 276,154 8,396,293 SH   DFND   8,396,293 0 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 99 159,998 PRN   DFND   159,998 0 0
CHANGE HEALTHCARE INC COM 15912K100 68,248 3,130,621 SH   DFND   3,130,621 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 78 129,998 PRN   DFND   129,998 0 0
DELL TECHNOLOGIES INC CL C 24703L202 104,013 2,072,390 SH   DFND   2,072,390 0 0
EG ACQUISITION CORP *W EXP 05/28/202 26846A118 100 433,332 PRN   DFND   433,332 0 0
EG ACQUISITION CORP COM CL A 26846A100 12,662 1,300,000 SH   DFND   1,300,000 0 0
ENCOMPASS HEALTH CORP COM 29261A100 82,601 1,161,590 SH   DFND   1,161,590 0 0
FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 32 150,000 PRN   DFND   150,000 0 0
FIRST RESERVE SUSTAINABLE GW *W EXP 03/05/202 336169115 31 100,000 PRN   DFND   100,000 0 0
FIRST RESERVE SUSTAINABLE GW CLASS A COM 336169107 975 100,000 SH   DFND   100,000 0 0
FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 66 124,998 PRN   DFND   124,998 0 0
G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 18 44,494 PRN   DFND   44,494 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 2,191 222,479 SH   DFND   222,479 0 0
GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 41 166,666 PRN   DFND   166,666 0 0
GOLDEN ARROW MERGER CORP CLASS A COM 380799106 4,880 500,000 SH   DFND   500,000 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 135 500,000 PRN   DFND   500,000 0 0
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 304 237,497 PRN   DFND   237,497 0 0
GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 348 427,242 PRN   DFND   427,242 0 0
GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 445 596,528 PRN   DFND   596,528 0 0
GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 228 291,933 PRN   DFND   291,933 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 43,162 41,250,000 PRN   DFND   41,250,000 0 0
HEXCEL CORP NEW COM 428291108 53,660 902,300 SH   DFND   902,300 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 57,118 35,500,000 PRN   DFND   35,500,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 63,515 60,500,000 PRN   DFND   60,500,000 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 38 175,000 PRN   DFND   175,000 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 3,434 350,000 SH   DFND   350,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 245 500,000 PRN   DFND   500,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 29,125 28,500,000 PRN   DFND   28,500,000 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 38 149,999 PRN   DFND   149,999 0 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 2,943 300,000 SH   DFND   300,000 0 0
KKR ACQUISITION HOLDING I CO *W EXP 03/17/202 48253T117 33 50,000 PRN   DFND   50,000 0 0
KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 1,966 200,000 SH   DFND   200,000 0 0
L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 123 299,849 PRN   DFND   299,849 0 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 37 70,000 PRN   DFND   70,000 0 0
LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 3,430 350,000 SH   DFND   350,000 0 0
LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 50 166,665 PRN   DFND   166,665 0 0
LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 4,905 500,000 SH   DFND   500,000 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 2,100 216,449 SH   DFND   216,449 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 45,874 4,783,551 SH   DFND   4,783,551 0 0
LIBERTY MEDIA ACQUISITION CO *W EXP 99/99/999 53073L112 63 93,883 PRN   DFND   93,883 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 80,703 57,000,000 PRN   DFND   57,000,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 38,988 40,000,000 PRN   DFND   40,000,000 0 0
MAGNITE INC NOTE 0.250% 3/1 55955DAB6 24,418 30,900,000 PRN   DFND   30,900,000 0 0
MAGNUM OPUS ACQUISITION LTD *W EXP 03/06/202 G5S70A112 479 500,000 PRN   DFND   500,000 0 0
MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 77 233,333 PRN   DFND   233,333 0 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 79,907 58,000,000 PRN   DFND   58,000,000 0 0
MSD ACQUISITION CORP *W EXP 03/25/202 G5709C125 62 80,000 PRN   DFND   80,000 0 0
MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 3,920 400,000 SH   DFND   400,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 601 54,700 SH   DFND   54,700 0 0
NOBLE CORP NEW SHS G6610J209 124,753 3,559,299 SH   DFND   3,559,299 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 30,260 31,454,000 PRN   DFND   31,454,000 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1 78,233 55,500,000 PRN   DFND   55,500,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 16,449 19,150,000 PRN   DFND   19,150,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 9,260 10,650,000 PRN   DFND   10,650,000 0 0
ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 43 112,500 PRN   DFND   112,500 0 0
ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 4,400 449,889 SH   DFND   449,889 0 0
RUSH STREET INTERACTIVE INC COM 782011100 36,494 5,019,707 SH   DFND   5,019,707 0 0
SCION TECH GROWTH II *W EXP 01/28/202 G31070116 70 233,332 PRN   DFND   233,332 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 6,951 5,745,000 PRN Put DFND   5,745,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 155,181 5,000,000 SH   DFND   5,000,000 0 0
SONDER HOLDINGS INC *W EXP 01/31/202 83542D110 58 80,000 PRN   DFND   80,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 44,027 36,750,000 PRN   DFND   36,750,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6 25,916 26,100,000 PRN   DFND   26,100,000 0 0
SUNRUN INC COM 86771W105 32,338 1,064,800 SH   DFND   1,064,800 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 136,158 1,583,969 SH   DFND   1,583,969 0 0
THE ODP CORP COM 88337F105 54,955 1,199,100 SH   DFND   1,199,100 0 0
T-MOBILE US INC COM 872590104 48,503 377,897 SH   DFND   377,897 0 0
TRITIUM DCFC LIMITED *W EXP 01/13/202 Q9225T116 645 201,615 PRN   DFND   201,615 0 0
VALARIS LIMITED CL A G9460G101 116,855 2,248,492 SH   DFND   2,248,492 0 0
VMWARE INC CL A COM 928563402 65,060 571,355 SH   DFND   571,355 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 47 100,000 PRN   DFND   100,000 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 90 199,998 PRN   DFND   199,998 0 0