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
10X CAP VENTURE ACQSTN CORP COM CL A G87076108 997 100,000 SH   DFND   997 0 0
5 01 ACQUISITION CORP COM CL A 33836P105 4,173 418,128 SH   DFND   4,173 0 0
A SPAC II ACQUISITION CORP ORD SHS CL A G0543H109 13,751 1,389,000 SH   DFND   13,751 0 0
ACE GLOBAL BUSINESS ACQU LTD ORDINARY SHARES G0083E102 4,301 423,780 SH   DFND   4,301 0 0
AEQUI ACQUISITION CORP COM CL A 00775W102 8,331 835,656 SH   DFND   8,331 0 0
AGBA ACQUISITION LTD SHS G0120M109 3,715 331,660 SH   DFND   3,715 0 0
AGREE RLTY CORP COM 008492100 284 4,202 SH   DFND   284 0 0
AIRBNB INC NOTE 3/1 009066AB7 940 1,138,000 SH   DFND   940 0 0
ATI INC NOTE 3.500% 6/1 01741RAK8 3,631 2,000,000 SH   DFND   3,631 0 0
ALLSCRIPTS HEALTHCARE SOLUTI NOTE 0.875% 1/0 01988PAF5 2,124 1,666,000 SH   DFND   2,124 0 0
ALPHA PARTNERS TECH MERGR CO CLASS A ORD SHS G63290111 168 17,219 SH   DFND   168 0 0
ALPHA STAR ACQUISITION CORP ORDINARY SHARES G0230C108 10,170 1,027,307 SH   DFND   10,170 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 3,985 4,000,000 SH   DFND   3,985 0 0
AMERICAN ELEC PWR CO INC COM 025537101 1,720 19,900 SH   DFND   1,720 0 0
AMERICAS TECHNOLOGY ACQSN CO SHS G0404A102 5,146 499,660 SH   DFND   5,146 0 0
AMN HEALTHCARE SVCS INC COM 001744101 241 2,279 SH   DFND   241 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 208 2,027 SH   DFND   208 0 0
APTIV PLC 5.5% CNV PFD A G6095L117 3,064 35,000 SH   DFND   3,064 0 0
APX ACQUISITION CORP I CLASS A ORD SHS G0440J109 149 14,691 SH   DFND   149 0 0
ARBOR REALTY TRUST INC COM 038923108 156 35,000 SH Put DFND   156 0 0
ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 298 30,100 SH   DFND   298 0 0
ARES CAPITAL CORP COM 04010L103 270 16,000 SH   DFND   270 0 0
AURORA ACQUISITION CORP CLASS A ORD SHS G0698L103 8,339 850,955 SH   DFND   8,339 0 0
AURORA TECHNOLOGY ACQUISITIO CLASS A ORD SHS G06984119 7,958 803,023 SH   DFND   7,958 0 0
AUTHENTIC EQUITY ACQUISTN CO CL A SHS G06607108 9,224 931,667 SH   DFND   9,224 0 0
AVALARA INC COM 05338G106 2,295 25,000 SH   DFND   2,295 0 0
AVANTI ACQUISITION CORP SHS CL A G0682V109 2,234 223,374 SH   DFND   2,234 0 0
AXIOS SUSTAINABLE GRW ACQ CO CL A ORD SHS G0703K108 3,774 379,301 SH   DFND   3,774 0 0
BALCHEM CORP COM 057665200 206 1,691 SH   DFND   206 0 0
BENESSERE CAPITAL ACQUSTN CO COM CL A 08179B103 4,100 400,000 SH   DFND   4,100 0 0
BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 939 1,250,000 SH   DFND   939 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 1,770 2,130,000 SH   DFND   1,770 0 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 8,163 7,455,000 SH   DFND   8,163 0 0
BIOTECH ACQUISITION COMPANY CL A SHS G1125A108 4,383 444,957 SH   DFND   4,383 0 0
BLACK SPADE ACQUISITION CO SHS CL A G11537100 314 31,916 SH   DFND   314 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 2,171 2,105,000 SH   DFND   2,171 0 0
BLACKLINE INC NOTE 3/1 09239BAD1 8,673 10,786,000 SH   DFND   8,673 0 0
BLACKSTONE MORTGAGE TRUST IN NOTE 5.500% 3/1 09257WAE0 4,894 5,724,000 SH   DFND   4,894 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0 2,269 2,500,000 SH   DFND   2,269 0 0
BLUE SAFARI GRP ACQUISITN CO CLASS A ORD SHS G1195R106 3,565 356,489 SH   DFND   3,565 0 0
BLUE WORLD ACQUISITION CORP CLASS A ORD SHS G1263E102 5,220 530,506 SH   DFND   5,220 0 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 4,148 414,839 SH   DFND   4,148 0 0
CAPITALWORKS EMNG MKTS ACQST CLASS A ORD SHS G1889L100 1,007 100,000 SH   DFND   1,007 0 0
CARNIVAL CORP NOTE 5.750%10/0 143658BT8 5,019 5,000,000 SH   DFND   5,019 0 0
CARTICA ACQUISITION CORP CLASS A ORD SHS G1995D109 1,304 129,746 SH   DFND   1,304 0 0
CHAIN BRIDGE I CLASS A ORD G2061X102 1,206 120,273 SH   DFND   1,206 0 0
CHANGE HEALTHCARE INC COM 15912K100 4,124 150,000 SH   DFND   4,124 0 0
CHARDAN NEXTECH ACQUISITION CLASS A COM 159561109 1,534 148,977 SH   DFND   1,534 0 0
CHENGHE ACQUISITION CO CLASS A ORD G2086M107 453 45,000 SH   DFND   453 0 0
CLOUDFLARE INC NOTE 0.750% 5/1 18915MAB3 4,787 3,000,000 SH   DFND   4,787 0 0
CNX RES CORP NOTE 2.250% 5/0 12653CAG3 551 400,000 SH   DFND   551 0 0
COLISEUM ACQUISITION CORP CLASS A ORD SHS G2263T123 1,160 118,638 SH   DFND   1,160 0 0
COLONNADE ACQUISITION CORP I SHS CL A G2284B101 5,144 524,859 SH   DFND   5,144 0 0
CONSTELLATION ACQUISITN CORP SHS CL A G2R18K105 6,450 652,167 SH   DFND   6,450 0 0
CORAZON CAPITAL V838 MONOCER CLASS A ORD SHS G24237102 137 13,848 SH   DFND   137 0 0
CORNER GROWTH ACQUISITN CORP CLASS A ORD SHS G2426E104 1,996 199,550 SH   DFND   1,996 0 0
CORSAIR PARTNERING CORP SHS CL A G2540H108 438 45,098 SH   DFND   438 0 0
CRESCERA CAP ACQUISITION COR CLASS A ORD SHS G26507106 2,160 215,979 SH   DFND   2,160 0 0
CROWN PROPTECH ACQUISITIONS SHS CL A G25741102 5,582 563,278 SH   DFND   5,582 0 0
CYTOKINETICS INC COM NEW 23282W605 240 4,947 SH   DFND   240 0 0
DATA KNIGHTS ACQUISITION COR CLASS A COM 237699103 8,609 838,304 SH   DFND   8,609 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 12,664 10,742,000 SH   DFND   12,664 0 0
DENALI CAPITAL ACQUISITN COR CLASS A ORD G6256B106 4,887 493,672 SH   DFND   4,887 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 6,202 3,146,000 SH   DFND   6,202 0 0
DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 10,281 1,040,578 SH   DFND   10,281 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 83 11,092 SH   DFND   83 0 0
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 12 12,584 SH   DFND   12 0 0
DOCUSIGN INC NOTE 1/1 256163AD8 1,311 1,400,000 SH   DFND   1,311 0 0
EMBRACE CHANGE ACQUISITN COR ORDINARY SHARES G3034H109 4,980 500,500 SH   DFND   4,980 0 0
EMERGING MARKETS HORIZON COR CLASS A ORD SHS G3033X105 1,768 177,329 SH   DFND   1,768 0 0
ENDURANCE ACQUISITION CORP CL A ORD G3041W107 1,481 149,600 SH   DFND   1,481 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0 1,154 1,000,000 SH   DFND   1,154 0 0
ENPHYS ACQUISITION CORP CL A ORD SHS G3167L109 214 22,078 SH   DFND   214 0 0
ENSIGN GROUP INC COM 29358P101 231 2,910 SH   DFND   231 0 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 4,124 2,500,000 SH   DFND   4,124 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 5,469 1,979,000 SH   DFND   5,469 0 0
ESGEN ACQUISITION CORP SHS CL A G3R95N103 2,779 275,100 SH   DFND   2,779 0 0
EUCRATES BIOMEDICAL ACQU COR SHS G3141W106 192 19,136 SH   DFND   192 0 0
EXLSERVICE HOLDINGS INC COM 302081104 257 1,744 SH   DFND   257 0 0
EXPONENT INC COM 30214U102 236 2,689 SH   DFND   236 0 0
FIFTH WALL ACQUISITN CORP II CLASS A ORD SHS G34142102 4,410 450,000 SH   DFND   4,410 0 0
FINTECH ACQUISITION CORP V COM CL A 31810Q107 2,433 246,971 SH   DFND   2,433 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 1,355 1,500,000 SH   DFND   1,355 0 0
FREEDOM ACQUISITION I CORP SHS CL A G3663X110 1,349 136,226 SH   DFND   1,349 0 0
FRONTIER ACQUISITION CORP CLASS A ORD SHS G36826108 520 52,500 SH   DFND   520 0 0
FRONTIER INVESTMENT CORP CLASS A ORD SHS G36816109 1,400 143,570 SH   DFND   1,400 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 3,846 389,239 SH   DFND   3,846 0 0
G SQUARED ASCEND II INC COM CL A G42041106 1,504 151,902 SH   DFND   1,504 0 0
GENESIS UNICORN CAPITAL CORP CLASS A COM 37187C100 6,206 630,000 SH   DFND   6,206 0 0
GENWORTH FINL INC COM CL A 37247D106 93 26,501 SH   DFND   93 0 0
GIGCAPITAL 5 INC COMMON STOCK 37519U109 4,134 409,275 SH   DFND   4,134 0 0
GLOBAL PARTNER ACQISTN CORP CL A SHS G3934P102 715 72,120 SH   DFND   715 0 0
GOGREEN INVESTMENTS CORP ORD SHS CL A G9461B101 926 92,150 SH   DFND   926 0 0
GOLDENBRIDGE ACQUISITION LTD SHS G3970D104 5,099 507,363 SH   DFND   5,099 0 0
GOOD WKS II ACQUISITION CORP COMMON STOCK 38216G104 6,468 650,000 SH   DFND   6,468 0 0
GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 197 20,044 SH   DFND   197 0 0
GREEN VISOR FIN TEC ACQ CORP CLASS A ORD G4166K100 2,432 240,325 SH   DFND   2,432 0 0
GREENCITY ACQUISITION CORP COM G4086B107 3,772 362,740 SH   DFND   3,772 0 0
H I G ACQUISITION CORP COM CL A G44898107 4,058 405,356 SH   DFND   4,058 0 0
HAINAN MANASLU ACQUISTN CORP ORDINARY SHARES G4233U107 3,904 396,340 SH   DFND   3,904 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 180 192,000 SH   DFND   180 0 0
HELMERICH & PAYNE INC COM 423452101 205 5,536 SH   DFND   205 0 0
HIGHLAND TRANSCEND PARTNERS COM CL A G44690108 2,778 279,169 SH   DFND   2,778 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 5,921 5,040,000 SH   DFND   5,921 0 0
HUMANCO ACQUISITION CORP COM CL A 44487N109 2,102 213,399 SH   DFND   2,102 0 0
IBERE PHARMACEUTICALS SHS CL A G46843101 398 40,333 SH   DFND   398 0 0
IGNYTE ACQUISITION CORP COM 45175H106 500 50,000 SH   DFND   500 0 0
INFINT ACQUISITION CORP CL A ORD SHS G47862100 3,809 384,333 SH   DFND   3,809 0 0
INNOVATIVE INTL ACQUSITIN CO CLASS A ORD G4809M109 278 27,400 SH   DFND   278 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 8,826 6,900,000 SH   DFND   8,826 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 7,848 6,650,000 SH   DFND   7,848 0 0
INTEGRATED WELLNESS ACQ CORP ORD SHS CL A G4828B100 1,473 147,292 SH   DFND   1,473 0 0
INVESTCORP EUROPE ACQUISITIO CLASS A ORD SHS G4923T105 146 14,377 SH   DFND   146 0 0
INVESTCORP INDIA ACQUISTN CO CLASS A ORD SHS G49219101 5,151 515,100 SH   DFND   5,151 0 0
ITIQUIRA ACQUISITION CORP CL A SHS G49773107 2,587 261,596 SH   DFND   2,587 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 3,613 364,989 SH   DFND   3,613 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 346 34,829 SH   DFND   346 0 0
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250% 5/1 477839AB0 1,436 1,726,000 SH   DFND   1,436 0 0
KENSINGTON CAPITAL ACQUISITI SHS CL A G5251K103 135 13,500 SH   DFND   135 0 0
KINGSWOOD ACQUISITION CORP COM CL A 496861105 1,047 102,142 SH   DFND   1,047 0 0
KLUDEIN I ACQUISITION CORP CL A 49878L109 3,075 307,523 SH   DFND   3,075 0 0
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 644 65,000 SH   DFND   644 0 0
LAKESHORE ACQUISITION II COR ORDINARY SHARES G5352N105 5,062 508,758 SH   DFND   5,062 0 0
LANTHEUS HLDGS INC COM 516544103 254 3,613 SH   DFND   254 0 0
LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 5,973 605,746 SH   DFND   5,973 0 0
LEO HLDGS CORP II COM CL A G5463R102 9,757 984,524 SH   DFND   9,757 0 0
LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 1,125 112,500 SH   DFND   1,125 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 7,651 7,729,000 SH   DFND   7,651 0 0
LIVENT CORP COM 53814L108 289 9,433 SH   DFND   289 0 0
LMF ACQUISITION OPPORTUNIT I CL A COM 502015100 3,065 306,503 SH   DFND   3,065 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 9,230 7,500,000 SH   DFND   9,230 0 0
LXP INDUSTRIAL TRUST COM 529043101 135 14,726 SH   DFND   135 0 0
MAQUIA CAPITAL ACQUISITION C CLASS A COM 56564V101 3,571 350,075 SH   DFND   3,571 0 0
MARLIN TECHNOLOGY CORP CL A SHS G58411102 1,239 125,111 SH   DFND   1,239 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 4,157 4,530,000 SH   DFND   4,157 0 0
MEDICUS SCIENCES ACQUISITION CL A SHS G5960S108 2,589 262,867 SH   DFND   2,589 0 0
MEDTECH ACQUISITION CORP COM CL A 58507N105 4,506 457,429 SH   DFND   4,506 0 0
METAL SKY STAR ACQUISITION C ORDINARY SHARES G6053N105 10,136 1,029,000 SH   DFND   10,136 0 0
MODEL PERFORMANCE ACQU CORP CLASS A ORD SHS G6246M105 4,291 427,000 SH   DFND   4,291 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 12,853 11,119,000 SH   DFND   12,853 0 0
NATURAL ORDER ACQUISITION CO COM 63889L107 5,096 514,717 SH   DFND   5,096 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2,264 1,600,000 SH   DFND   2,264 0 0
NEW VISTA ACQUISITION CORP CL A SHS G6529L105 1,291 130,510 SH   DFND   1,291 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 47 19,873 SH   DFND   47 0 0
NOBLE ROCK ACQUISITION CORP CL A SHS G6546R101 2,046 207,338 SH   DFND   2,046 0 0
NORTH ATLANTIC ACQUISITN COR CL A SHS G66139109 3,302 332,854 SH   DFND   3,302 0 0
OXUS ACQUISITION CORP SHS CL A G6859L105 2,370 235,865 SH   DFND   2,370 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 8,419 4,984,000 SH   DFND   8,419 0 0
PATTERSON-UTI ENERGY INC COM 703481101 133 11,407 SH   DFND   133 0 0
PIONEER MERGER CORP CL A SHS G7S24C103 1,431 144,567 SH   DFND   1,431 0 0
PONTEM CORPORATION SHS CL A G71707106 9,285 936,966 SH   DFND   9,285 0 0
POWERED BRANDS CL A G7209M108 1,732 175,000 SH   DFND   1,732 0 0
PRIMAVERA CAPITAL ACQUIST CO SHS CL A G7255E109 2,810 283,810 SH   DFND   2,810 0 0
PROPTECH INVESTMENT CORP II COM CL A 743497109 690 69,300 SH   DFND   690 0 0
PROSPECTOR CAPITAL CORP CL A G7273A105 2,155 217,019 SH   DFND   2,155 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 5,643 5,000,000 SH   DFND   5,643 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 329 245,000 SH   DFND   329 0 0
RAPID7 INC NOTE 2.250% 5/0 753422AD6 1,993 2,000,000 SH   DFND   1,993 0 0
RECHARGE ACQUISITION CORP COM CL A 756229100 2,408 238,642 SH   DFND   2,408 0 0
ROGERS CORP COM 775133101 239 987 SH   DFND   239 0 0
ROSS ACQUISITION CORP II SHS CL A G7641C106 4,640 471,045 SH   DFND   4,640 0 0
EMBRACE CHANGE ACQUISITN COR RIGHT 10/25/2026 G3034H141 13 430,500 SH   DFND   13 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 2,766 1,663,000 SH   DFND   2,766 0 0
SCION TECH GROWTH I CL A SHS G31067104 4,823 487,123 SH   DFND   4,823 0 0
SCION TECH GROWTH II CL A SHS G31070108 493 50,023 SH   DFND   493 0 0
SCULPTOR ACQUISITION CORP I CL A COM G7T983103 1,798 178,420 SH   DFND   1,798 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 206 2,573 SH   DFND   206 0 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 11,795 10,000,000 SH   DFND   11,795 0 0
SLAM CORP CL A SHS G8210L105 3,842 388,427 SH   DFND   3,842 0 0
SM ENERGY CO COM 78454L100 243 6,449 SH   DFND   243 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 1,284 1,500,000 SH   DFND   1,284 0 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 9,065 10,000,000 SH   DFND   9,065 0 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G82514103 2,381 238,093 SH   DFND   2,381 0 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 8,149 814,879 SH   DFND   8,149 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 1,225 1,123,000 SH   DFND   1,225 0 0
SOUTH JERSEY INDS INC COM 838518108 215 6,439 SH   DFND   215 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 71,037 397,646 SH   DFND   71,037 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 3,314 3,500,000 SH   DFND   3,314 0 0
SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 5,610 566,667 SH   DFND   5,610 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 3,133 4,000,000 SH   DFND   3,133 0 0
SPS COMM INC COM 78463M107 235 1,891 SH   DFND   235 0 0
BLOCK INC NOTE 0.500% 5/1 852234AD5 289 284,000 SH   DFND   289 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9 691 959,000 SH   DFND   691 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 1,255 1,276,000 SH   DFND   1,255 0 0
STARWOOD PPTY TR INC COM 85571B105 146 8,000 SH   DFND   146 0 0
STARWOOD PPTY TR INC COM 85571B105 176 8,000 SH Put DFND   176 0 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 1,260 1,500,000 SH   DFND   1,260 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 105 11,166 SH   DFND   105 0 0
SUPERNOVA PARTN ACQ CO III L SHS CL A G8T90F102 308 31,115 SH   DFND   308 0 0
SVF INVESTMENT CORP CL A SHS G8601L102 2,949 296,720 SH   DFND   2,949 0 0
SVF INVESTMENT CORP 2 CL A SHS G8601M100 264 26,600 SH   DFND   264 0 0
TIGA ACQUISITION CORP SHS CL A G88672103 3,046 295,696 SH   DFND   3,046 0 0
TWIN RIDGE CAPITAL ACQUIS CO SHS CL A G9151L104 554 55,940 SH   DFND   554 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 8,711 8,633,000 SH   DFND   8,711 0 0
TWO HBRS INVT CORP COM NEW 90187B408 60 18,119 SH   DFND   60 0 0
TZP STRATEGIES ACQUISTN CORP CL A SHS G91595101 1,849 186,811 SH   DFND   1,849 0 0
UFP INDUSTRIES INC COM 90278Q108 234 3,246 SH   DFND   234 0 0
UNITI GROUP INC COM 91325V108 87 12,479 SH   DFND   87 0 0
DTE ENERGY CO UNIT 11/01/2022 233331842 2,396 48,368 SH   DFND   2,396 0 0
NEXTERA ENERGY INC UNIT 09/01/2023 65339F739 1,431 30,000 SH   DFND   1,431 0 0
NEXTERA ENERGY INC UNIT 03/01/2023 65339F770 10,921 225,000 SH   DFND   10,921 0 0
VALUENCE MERGER CORP I CLASS A ORD SHS G9R16L100 1,010 100,000 SH   DFND   1,010 0 0
VANECK ETF TRUST GOLD MINERS ETF 92189F106 844 35,000 SH   DFND   844 0 0
VANECK ETF TRUST GOLD MINERS ETF 92189F106 478 35,000 SH Put DFND   478 0 0
VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 1,642 1,500,000 SH   DFND   1,642 0 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 2,218 225,200 SH   DFND   2,218 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 4,198 4,000,000 SH   DFND   4,198 0 0
VIAVI SOLUTIONS INC COM 925550105 156 11,985 SH   DFND   156 0 0
VICKERS VANTAGE CORP I SHS G9440B107 6,301 619,573 SH   DFND   6,301 0 0
VIVEON HEALTH ACQUISITION CO COMMON STOCK 92853V106 5,517 543,000 SH   DFND   5,517 0 0
VPC IMPACT ACQUISITION HLDG CLASS A ORD G9460L126 6,412 651,000 SH   DFND   6,412 0 0
VY GLOBAL GROWTH COM CL A G9444H100 6,592 657,187 SH   DFND   6,592 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 247 25,000 SH   DFND   247 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 2,225 225,000 SH   DFND   2,225 0 0
WIX COM LTD NOTE 7/0 92940WAB5 516 540,000 SH   DFND   516 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 7,767 6,656,000 SH   DFND   7,767 0 0
CLARUS THERAPEUTICS HLDNGS I *W EXP 08/11/202 18271L115 1 100,000 SH   DFND   1 0 0
EMBRACE CHANGE ACQUISITN COR *W EXP 10/25/202 G3034H125 10 500,500 SH   DFND   10 0 0
HAINAN MANASLU ACQUISTN CORP *W EXP 01/31/202 G4233U131 7 246,000 SH   DFND   7 0 0
LION GROUP HOLDING LTD *W EXP 06/17/202 53620U110 5 100,000 SH   DFND   5 0 0
METROMILE INC *W EXP 02/09/202 591697115 5 99,800 SH   DFND   5 0 0
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 1,791 1,800,000 SH   DFND   1,791 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 5,726 4,500,000 SH   DFND   5,726 0 0