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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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
2U INC NOTE 2.250% 5/0 90214JAB7   4,769,490 6,000,000 PRN   DFND 1,2,3 0 0 0
AHREN ACQUISITION CORP *W EXP 12/09/202 G01322125   24,063 175,000 SH   DFND 1,2,3 0 0 0
AHREN ACQUISITION CORP CLASS A ORD SHS G01322109   3,643,500 350,000 SH   DFND 1,2,3 0 0 0
ALBEMARLE CORP COM 012653101   679,698 3,075 SH   DFND 1,2,3 0 0 0
ALTERYX INC COM CL A 02156B103   5,884,000 100,000 SH   DFND   0 0 0
AMBAC FINL GROUP INC *W EXP 04/30/202 023139116   82,968 648,191 SH   DFND 1,2,3 0 0 0
ANTERO RESOURCES CORP NOTE 4.250% 9/0 03674XAM8   13,340,104 2,500,000 PRN   DFND 1,2,3 0 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128   2,911 29,824 SH   DFND 1,2,3 0 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102   1,528,511 149,123 SH   DFND 1,2,3 0 0 0
ATI INC NOTE 3.500% 6/1 01741RAK8   10,418,822 4,000,000 PRN   DFND 1,2,3 0 0 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3   1,911,222 2,000,000 PRN   DFND 1,2,3 0 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100   18,400,000 10,000,000 SH   DFND   0 0 0
BALLYS CORPORATION COM 05875B106   12,148,487 622,361 SH   DFND 1,2,3 0 0 0
BALLYS CORPORATION COM 05875B106   8,347,513 427,639 SH   DFND 1,2 0 0 0
Allego N V *W EXP 03/16/202 N0796A118   6,021 24,328 SH   DFND 1,2,3 0 0 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115   1,331 16,639 SH   DFND 1,2,3 0 0 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8   7,473,611 10,000,000 PRN   DFND 1,2,3 0 0 0
CAZOO GROUP LTD CL A G2007L204   645,119 259,084 SH   DFND 1,2,3 0 0 0
CAZOO GROUP LTD CL A G2007L204   442,406 177,673 SH   DFND 1,2 0 0 0
CHART INDS INC NOTE 1.000%11/1 16115QAE0   14,359,533 6,602,000 PRN   DFND 1,2,3 0 0 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167164   79,915,264 1,224,755 SH   DFND 1,2,3 0 0 0
COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3   1,614,533 2,500,000 PRN   DFND 1,2,3 0 0 0
COLLIERS INTL GROUP INC NOTE 4.000% 6/0 194693AB3   2,853,088 1,500,000 PRN   DFND 1,2,3 0 0 0
CORENERGY INFRASTRUCTURE TR NOTE 5.875% 8/1 21870UAC0   7,842,900 9,773,000 PRN   DFND 1,2,3 0 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105   27,452,000 200,000 SH   DFND   0 0 0
CUTERA INC NOTE 2.250% 3/1 232109AB4   7,815,875 7,750,000 PRN   DFND 1,2,3 0 0 0
EAGLE BULK SHIPPING INC NOTE 5.000% 8/0 269442AB5   10,895,120 7,031,000 PRN   DFND 1,2,3 0 0 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0   112,688,613 56,000,000 PRN   DFND 1,2,3 0 0 0
FREELINE THERAPEUTICS HLDGS SPONSORED ADS 35655L107   1,820,000 4,000,000 SH   DFND   0 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5   11,900,459 17,614,000 PRN   DFND 1,2,3 0 0 0
HERTZ GLOBAL HLDGS INC *W EXP 06/30/205 42806J148   9,309,925 1,048,415 SH   DFND 1,2,3 0 0 0
HESKA CORP NOTE 3.750% 9/1 42805EAB4   4,271,107 3,250,000 PRN   DFND 1,2,3 0 0 0
INFORMATICA INC COM CL A 45674M101   5,740,000 350,000 SH   DFND   0 0 0
INSEEGO CORP NOTE 3.250% 5/0 45782BAD6   927,083 2,000,000 PRN   DFND 1,2,3 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513   7,768,807 102,830 SH   DFND 1,2,3 0 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124   2,622 24,121 SH   DFND 1,2,3 0 0 0
LITHIUM AMERS CORP NEW NOTE 1.750% 1/1 53680QAA6   12,757,654 15,500,000 PRN   DFND 1,2,3 0 0 0
LYFT INC CL A COM 55087P104   32,274,460 3,481,603 SH   DFND   0 0 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5   15,773,167 17,000,000 PRN   DFND 1,2,3 0 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8   16,650,605 13,312,000 PRN   DFND 1,2,3 0 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9   37,104,690 13,495,000 PRN   DFND 1,2,3 0 0 0
OATLY GROUP AB SPONSORED ADS 67421J108   4,840,000 2,000,000 SH   DFND 1,2,3 0 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   50,515,750 25,000,000 PRN   DFND 1,2,3 0 0 0
PANACEA ACQUISITION CORP II CL A SHS G6882C106   609,940 59,681 SH   DFND 1,2,3 0 0 0
ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114   13,143 50,164 SH   DFND 1,2,3 0 0 0
SKILLSOFT CORP *W EXP 06/11/202 83066P119   112,658 450,630 SH   DFND 1,2,3 0 0 0
SLAM CORP *W EXP 02/23/202 G8210L121   5,755 25,020 SH   DFND 1,2,3 0 0 0
SNOWFLAKE INC CL A 833445109   7,714,500 50,000 SH   DFND   0 0 0
SONDER HOLDINGS INC *W EXP 01/18/202 83542D110   1,361 18,898 SH   DFND 1,2,3 0 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6   6,098,451 7,275,000 PRN   DFND 1,2,3 0 0 0
SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116   1,535 50,000 SH   DFND 1,2,3 0 0 0
SPRINKLR INC CL A 85208T107   26,157,842 2,018,352 SH   DFND   0 0 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205   18,925,055 1,148,365 SH   DFND 1,2,3 0 0 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205   12,447,295 755,297 SH   DFND 1,2 0 0 0
TECK RESOURCES LTD CL B 878742204   953,745 26,130 SH   DFND 1,2,3 0 0 0
UIPATH INC CL A 90364P105   52,551,812 2,992,700 SH   DFND   0 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4   55,049,063 15,000,000 PRN   DFND 1,2,3 0 0 0