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 CAPITAL VENTURE ACQUISITION CORP II COMMON STOCK G87076124 1,496 150,000 SH   DFND 1,2 150,000 0 0
ACRES COMMERCIAL REALTY CORP CONVERTIBLE BOND 76120WAC8 29,099 29,021,000 PRN   DFND 1,2 29,021,000 0 0
ACROPOLIS INFRASTRUCTURE ACQUISITION CORP COMMON STOCK 005029103 1,941 200,000 SH   DFND 1,2 200,000 0 0
AFTERNEXT HEALTHTECH ACQUISITION CORP COMMON STOCK G01109118 1,494 150,000 SH   DFND 1,2 150,000 0 0
AFYA LTD COMMON STOCK G01125106 32,607 1,651,812 SH   DFND 1,2 1,651,812 0 0
AGRICO ACQUISITION CORP COMMON STOCK G41089106 2,002 200,000 SH   DFND 1,2 200,000 0 0
AGRICO ACQUISITION CORP WARRANT G41089114 1,001 100,000 SH Call DFND 1,2 100,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5 9,865 8,995,000 PRN   DFND 1,2 8,995,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 350,952 6,874,687 SH   DFND 1,2 6,874,687 0 0
ALPHA HEALTHCARE ACQUISITION CORP III COMMON STOCK 02073F104 1,936 200,000 SH   DFND 1,2 200,000 0 0
ALPHA HEALTHCARE ACQUISITION CORP III WARRANT 02073F112 473 48,900 SH Call DFND 1,2 48,900 0 0
ALPHA PARTNERS TECHNOLOGY MERGER CORP COMMON STOCK G63290111 1,935 200,000 SH   DFND 1,2 200,000 0 0
ALPINE ACQUISITION CORP COMMON STOCK 02083L208 3,550 350,000 SH   DFND 1,2 350,000 0 0
ALTERYX INC CONVERTIBLE BOND 02156BAD5 19,629 20,591,000 PRN   DFND 1,2 20,591,000 0 0
AMCI ACQUISITION CORP II COMMON STOCK 00166R100 1,936 200,000 SH   DFND 1,2 200,000 0 0
AMCI ACQUISITION CORP II WARRANT 00166R118 968 100,000 SH Call DFND 1,2 100,000 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206 66,029 4,129,408 SH   DFND 1,2 4,129,408 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAB1 8,382 8,304,000 PRN   DFND 1,2 8,304,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAC9 10,982 10,854,000 PRN   DFND 1,2 10,854,000 0 0
ARBOR REALTY TRUST INC CONVERTIBLE BOND 038923AP3 10,303 9,225,000 PRN   DFND 1,2 9,225,000 0 0
ARDMORE SHIPPING CORP COMMON STOCK Y0207T100 6,640 1,600,000 SH   DFND 1,2 1,600,000 0 0
ARES CAPITAL CORP CONVERTIBLE BOND 04010LAW3 15,722 14,164,000 PRN   DFND 1,2 14,164,000 0 0
ARGUS CAPITAL CORP COMMON STOCK 04026L204 1,010 100,000 SH   DFND 1,2 100,000 0 0
ARMADA ACQUISITION CORP I COMMON STOCK 04208V202 1,984 200,000 SH   DFND 1,2 200,000 0 0
AURORA CANNABIS INC CONVERTIBLE BOND 05156XAG3 1,127 1,334,000 PRN   DFND 1,2 1,334,000 0 0
AUSTERLITZ ACQUISITION CORP II COMMON STOCK G0633U101 1,462 150,000 SH   DFND 1,2 150,000 0 0
AVISTA PUBLIC ACQUISITION CORP II COMMON STOCK G07247102 2,440 250,000 SH   DFND 1,2 250,000 0 0
AVISTA PUBLIC ACQUISITION CORP II WARRANT G07247128 813 83,333 SH Call DFND 1,2 83,333 0 0
AXONPRIME INFRASTRUCTURE ACQUISITION CORP COMMON STOCK 05467C207 1,980 200,000 SH   DFND 1,2 200,000 0 0
AZUL SA COMMON STOCK 05501U106 42,117 2,099,524 SH   DFND 1,2 2,099,524 0 0
BANCO BRADESCO SA COMMON STOCK 059460303 77,857 20,328,340 SH   DFND 1,2 20,328,340 0 0
BANNER ACQUISITION CORP COMMON STOCK 06654K200 1,988 200,000 SH   DFND 1,2 200,000 0 0
BATTALION OIL CORP COMMON STOCK 07134L107 29,286 3,009,912 SH   DFND 1,2 3,009,912 0 0
BEL FUSE INC COMMON STOCK 077347201 1,038 71,613 SH   DFND 1,2 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 5,751 462,679 SH   DFND 1,2 462,679 0 0
BELONG ACQUISITION CORP COMMON STOCK 08069M102 1,938 200,000 SH   DFND 1,2 200,000 0 0
BELONG ACQUISITION CORP WARRANT 08069M110 968 99,900 SH Call DFND 1,2 99,900 0 0
BENEFITFOCUS INC CONVERTIBLE BOND 08180DAB2 3,902 4,163,000 PRN   DFND 1,2 4,163,000 0 0
BERRY CORP COMMON STOCK 08579X101 93,104 12,913,313 SH   DFND 1,2 12,913,313 0 0
BILANDER ACQUISITION CORP COMMON STOCK 09001T106 1,936 200,000 SH   DFND 1,2 200,000 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAH4 4,305 4,198,000 PRN   DFND 1,2 4,198,000 0 0
BLACKROCK TCP CAPITAL CORP CONVERTIBLE BOND 87238QAD5 11,463 11,267,000 PRN   DFND 1,2 11,267,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAB6 15,429 15,185,000 PRN   DFND 1,2 15,185,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAC4 4,935 4,807,000 PRN   DFND 1,2 4,807,000 0 0
BLUE WHALE ACQUISITION CORP I COMMON STOCK G1330M111 1,501 150,000 SH   DFND 1,2 150,000 0 0
BRASKEM SA COMMON STOCK 105532105 11,341 519,550 SH   DFND 1,2 519,550 0 0
BUILD ACQUISITION CORP COMMON STOCK 12008J105 494 51,000 SH   DFND 1,2 51,000 0 0
CALAMP CORP CONVERTIBLE BOND 128126AD1 2,687 2,916,000 PRN   DFND 1,2 2,916,000 0 0
CASCADIA ACQUISITION CORP COMMON STOCK 14739D209 1,476 150,000 SH   DFND 1,2 150,000 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 175,437 24,468,125 SH   DFND 1,2 24,468,125 0 0
CENAQ ENERGY CORP COMMON STOCK 15130M201 3,015 300,000 SH   DFND 1,2 300,000 0 0
CHARDAN NEXTECH ACQUISITION 2 CORP COMMON STOCK 159561109 2,235 225,000 SH   DFND 1,2 225,000 0 0
CHAVANT CAPITAL ACQUISITION CORP COMMON STOCK G2058L103 1,477 150,000 SH   DFND 1,2 150,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AF6 3,781 3,818,000 PRN   DFND 1,2 3,818,000 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167735 735,330 11,939,117 SH   DFND 1,2 11,939,117 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167180 56,462 916,741 SH Call DFND 1,2 916,741 0 0
Chesapeake Energy Corp WARRANT 165167164 2,765 75,810 SH Call DFND 1,2 75,810 0 0
Chesapeake Energy Corp WARRANT 165167180 20,203 690,931 SH Call DFND 1,2 690,931 0 0
CHW ACQUISITION CORP COMMON STOCK G2254A109 1,948 200,000 SH   DFND 1,2 200,000 0 0
CHW ACQUISITION CORP WARRANT G2254A125 1,948 200,000 SH Call DFND 1,2 200,000 0 0
CIIG CAPITAL PARTNERS II INC COMMON STOCK 12561U208 701 69,600 SH   DFND 1,2 69,600 0 0
CLOVER LEAF CAPITAL CORP COMMON STOCK 18915E105 1,995 200,000 SH   DFND 1,2 200,000 0 0
COLISEUM ACQUISITION CORP COMMON STOCK G2263T123 1,934 200,000 SH   DFND 1,2 200,000 0 0
COLISEUM ACQUISITION CORP WARRANT G2263T107 300 30,853 SH Call DFND 1,2 30,853 0 0
COLOMBIER ACQUISITION CORP COMMON STOCK 19533H108 1,934 200,000 SH   DFND 1,2 200,000 0 0
COLUMBIA PROPERTY TRUST INC COMMON STOCK 198287203 25,106 1,320,000 SH   DFND 1,2 1,320,000 0 0
CONFLUENT INC COMMON STOCK 20717M103 21,474 360,000 SH Put DFND 1,2 360,000 0 0
CONMED CORP CONVERTIBLE BOND 207410AF8 775 500,000 PRN   DFND 1,2 500,000 0 0
CORSAIR PARTNERING CORP COMMON STOCK G2540H108 1,477 150,000 SH   DFND 1,2 150,000 0 0
CORSAIR PARTNERING CORP WARRANT G2540H116 246 25,000 SH Call DFND 1,2 25,000 0 0
COUPA SOFTWARE INC CONVERTIBLE BOND 22266LAF3 6,668 6,150,000 PRN   DFND 1,2 6,150,000 0 0
CYBERARK SOFTWARE LTD CONVERTIBLE BOND 23248VAB1 3,675 3,088,000 PRN   DFND 1,2 3,088,000 0 0
DECARBONIZATION PLUS ACQUISITION CORP IV COMMON STOCK G2773W129 2,522 250,000 SH   DFND 1,2 250,000 0 0
DEXCOM INC CONVERTIBLE BOND 252131AK3 9,590 8,059,000 PRN   DFND 1,2 8,059,000 0 0
DIGITALBRIDGE GROUP INC CONVERTIBLE BOND 19624RAA4 18,026 17,621,000 PRN   DFND 1,2 17,621,000 0 0
DIRECT SELLING ACQUISITION CORP COMMON STOCK 25460L202 3,528 350,000 SH   DFND 1,2 350,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAB5 54,156 51,974,000 PRN   DFND 1,2 51,974,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAD1 19,244 19,675,000 PRN   DFND 1,2 19,675,000 0 0
DTRT HEALTH ACQUISITION CORP COMMON STOCK 23344T202 1,515 150,000 SH   DFND 1,2 150,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A150 190,666 3,781,561 SH   DFND 1,2 3,781,561 0 0
EG ACQUISITION CORP COMMON STOCK 26846A100 1,456 150,000 SH   DFND 1,2 150,000 0 0
ELLIOTT OPPORTUNITY II CORP COMMON STOCK G30092103 1,948 200,000 SH   DFND 1,2 200,000 0 0
ENDURANCE ACQUISITION CORP COMMON STOCK G3041W123 1,491 150,000 SH   DFND 1,2 150,000 0 0
EVOLENT HEALTH INC CONVERTIBLE BOND 30050BAB7 2,104 1,626,000 PRN   DFND 1,2 1,626,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1 5,471 4,810,000 PRN   DFND 1,2 4,810,000 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M303 62,885 1,113,995 SH   DFND 1,2 1,113,995 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6 8,808 9,574,000 PRN   DFND 1,2 9,574,000 0 0
FINTECH ACQUISITION CORP VI COMMON STOCK 31811H106 1,220 125,000 SH   DFND 1,2 125,000 0 0
FINTECH EVOLUTION ACQUISITION GROUP COMMON STOCK G3R19A104 1,453 150,000 SH   DFND 1,2 150,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAF8 2,633 2,466,000 PRN   DFND 1,2 2,466,000 0 0
FIRST LIGHT ACQUISITION GROUP INC COMMON STOCK 320703200 2,982 300,000 SH   DFND 1,2 300,000 0 0
FORTIVE CORP CONVERTIBLE BOND 34959JAK4 27,442 27,238,000 PRN   DFND 1,2 27,238,000 0 0
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC COMMON STOCK 34960P101 51,600 2,033,110 SH   DFND 1,2 2,033,110 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 59,645 1,833,550 SH   DFND 1,2 1,833,550 0 0
FRONTIER COMMUNICATIONS PARENT INC COMMON STOCK 35909D109 111,002 3,982,849 SH   DFND 1,2 3,982,849 0 0
FUTURE HEALTH ESG CORP COMMON STOCK 36118W201 2,500 250,000 SH   DFND 1,2 250,000 0 0
GARRETT MOTION INC COMMON STOCK 366505105 26,481 3,593,111 SH   DFND 1,2 3,593,111 0 0
GLADSTONE ACQUISITION CORP COMMON STOCK 37653T108 2,465 250,000 SH   DFND 1,2 250,000 0 0
GLADSTONE ACQUISITION CORP WARRANT 37653T116 1,233 125,000 SH Call DFND 1,2 125,000 0 0
GLOBAL CONSUMER ACQUISITION CORP COMMON STOCK 37892B108 1,482 150,000 SH   DFND 1,2 150,000 0 0
GOLAR LNG LTD CONVERTIBLE BOND 38046YAB7 3,944 3,955,000 PRN   DFND 1,2 3,955,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE BOND 38147UAB3 16,575 16,251,000 PRN   DFND 1,2 16,251,000 0 0
GOOD WORKS II ACQUISITION CORP COMMON STOCK 38216G104 1,954 200,000 SH   DFND 1,2 200,000 0 0
GRAF ACQUISITION CORP IV COMMON STOCK 384272100 1,453 150,000 SH   DFND 1,2 150,000 0 0
GREENLIGHT CAPITAL RE LTD CONVERTIBLE BOND 395366AB3 5,118 5,384,000 PRN   DFND 1,2 5,384,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206 30,983 2,821,801 SH   DFND 1,2 2,821,801 0 0
HEALTHWELL ACQUISITION CORP I COMMON STOCK 42227R109 1,926 200,000 SH   DFND 1,2 200,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAH0 9,737 9,855,000 PRN   DFND 1,2 9,855,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAJ6 5,465 5,761,000 PRN   DFND 1,2 5,761,000 0 0
HERBALIFE NUTRITION LTD CONVERTIBLE BOND 42703MAD5 1,965 1,939,000 PRN   DFND 1,2 1,939,000 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5 20,262 20,302,000 PRN   DFND 1,2 20,302,000 0 0
HORIZON GLOBAL CORP CONVERTIBLE BOND 44052WAA2 2,423 2,500,000 PRN   DFND 1,2 2,500,000 0 0
HUAZHU GROUP LTD CONVERTIBLE BOND 16949NAC3 1,130 1,000,000 PRN   DFND 1,2 1,000,000 0 0
I3 VERTICALS INC CONVERTIBLE BOND 44933TAB2 1,554 1,667,000 PRN   DFND 1,2 1,667,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104 99,373 5,266,217 SH   DFND 1,2 5,266,217 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AK5 5,109 4,379,000 PRN   DFND 1,2 4,379,000 0 0
INFINERA CORP COMMON STOCK 45667G103 209,459 25,175,384 SH   DFND 1,2 25,175,384 0 0
INFRASTRUCTURE AND ENERGY ALTERNATIVES INC COMMON STOCK 45686J104 1,083 94,768 SH   DFND 1,2 94,768 0 0
INNOVIVA INC CONVERTIBLE BOND 88338TAB0 11,411 10,585,000 PRN   DFND 1,2 10,585,000 0 0
INSIGHT ACQUISITION CORP/DE COMMON STOCK 45784L209 1,492 150,000 SH   DFND 1,2 150,000 0 0
INSMED INC CONVERTIBLE BOND 457669AB5 3,459 3,150,000 PRN   DFND 1,2 3,150,000 0 0
INSULET CORP CONVERTIBLE BOND 45784PAK7 3,489 2,500,000 PRN   DFND 1,2 2,500,000 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP CONVERTIBLE BOND 457985AM1 7,211 6,535,000 PRN   DFND 1,2 6,535,000 0 0
INTERDIGITAL INC CONVERTIBLE BOND 45867GAB7 3,527 3,253,000 PRN   DFND 1,2 3,253,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AJ0 3,528 3,956,000 PRN   DFND 1,2 3,956,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 462222AB6 16,046 17,501,000 PRN   DFND 1,2 17,501,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 464337AJ3 18,309 18,208,000 PRN   DFND 1,2 18,208,000 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 112,248 21,299,528 SH   DFND 1,2 21,299,528 0 0
JATT ACQUISITION CORP COMMON STOCK G50752107 1,473 150,000 SH   DFND 1,2 150,000 0 0
JATT ACQUISITION CORP WARRANT G50752123 737 74,700 SH Call DFND 1,2 74,700 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AD3 4,229 4,167,000 PRN   DFND 1,2 4,167,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AF8 4,598 3,966,000 PRN   DFND 1,2 3,966,000 0 0
JUPITER ACQUISITION CORP COMMON STOCK 482082203 2,457 250,000 SH   DFND 1,2 250,000 0 0
KAMAN CORP CONVERTIBLE BOND 483548AF0 9,344 9,168,000 PRN   DFND 1,2 9,168,000 0 0
KILROY REALTY CORP COMMON STOCK 49427F108 101,633 1,535,011 SH   DFND 1,2 1,535,011 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6 14,581 13,677,000 PRN   DFND 1,2 13,677,000 0 0
LENDINGTREE INC CONVERTIBLE BOND 52603BAD9 13,546 15,836,000 PRN   DFND 1,2 15,836,000 0 0
LIBERTY BROADBAND CORP COMMON STOCK 530307305 15,024 86,999 SH   DFND 1,2 86,999 0 0
LIBERTY LATIN AMERICA LTD CONVERTIBLE BOND 53069QAB5 2,975 2,917,000 PRN   DFND 1,2 2,917,000 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CONVERTIBLE BOND 531229AF9 1,944 1,366,000 PRN   DFND 1,2 1,366,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5 20,172 20,037,999 PRN   DFND 1,2 20,037,999 0 0
LOGISTICS INNOVATION TECHNOLOGIES CORP COMMON STOCK 54141L100 1,458 150,000 SH   DFND 1,2 150,000 0 0
LOGISTICS INNOVATION TECHNOLOGIES CORP WARRANT G5853A115 416 42,776 SH Call DFND 1,2 42,776 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104 2,323 325,924 SH   DFND 1,2 325,924 0 0
LUMENTUM HOLDINGS INC CONVERTIBLE BOND 55024UAD1 4,413 4,000,000 PRN   DFND 1,2 4,000,000 0 0
MACONDRAY CAPITAL ACQUISITION CORP I COMMON STOCK G5853A107 2,460 250,000 SH   DFND 1,2 250,000 0 0
MACONDRAY CAPITAL ACQUISITION CORP I WARRANT G5853A115 820 83,333 SH Call DFND 1,2 83,333 0 0
MACQUARIE INFRASTRUCTURE CORP CONVERTIBLE BOND 55608BAB1 13,759 13,873,000 PRN   DFND 1,2 13,873,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 35,636 2,006,537 SH   DFND 1,2 2,006,537 0 0
MANDIANT INC CONVERTIBLE BOND 31816QAD3 20,899 20,820,000 PRN   DFND 1,2 20,820,000 0 0
MCAP ACQUISITION CORP COMMON STOCK 55282T109 987 100,000 SH   DFND 1,2 100,000 0 0
MERCURY ECOMMERCE ACQUISITION CORP COMMON STOCK 589381102 1,961 200,000 SH   DFND 1,2 200,000 0 0
MERCURY ECOMMERCE ACQUISITION CORP WARRANT 589381110 981 100,000 SH Call DFND 1,2 100,000 0 0
METALS ACQUISITION CORP COMMON STOCK G60405100 2,000 200,000 SH   DFND 1,2 200,000 0 0
METALS ACQUISITION CORP WARRANT G60405126 579 57,900 SH Call DFND 1,2 57,900 0 0
MFA FINANCIAL INC CONVERTIBLE BOND 55272XAA0 18,528 17,974,000 PRN   DFND 1,2 17,974,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 35,275 2,358,000 SH   DFND 1,2 2,358,000 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE BOND 595017AU8 4,712 4,150,000 PRN   DFND 1,2 4,150,000 0 0
MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC COMMON STOCK 60436Q209 2,826 275,000 SH   DFND 1,2 275,000 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 62,054 1,507,286 SH   DFND 1,2 1,507,286 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 41,170 1,000,000 SH Call DFND 1,2 1,000,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4 15,756 14,915,000 PRN   DFND 1,2 14,915,000 0 0
NEW RELIC INC CONVERTIBLE BOND 64829BAB6 13,634 13,425,000 PRN   DFND 1,2 13,425,000 0 0
NEW YORK COMMUNITY BANCORP INC CONVERTIBLE PRFD 64944P307 4,757 89,250 SH   DFND 1,2 89,250 0 0
NEW YORK MORTGAGE TRUST INC CONVERTIBLE BOND 649604AD7 11,704 11,583,000 PRN   DFND 1,2 11,583,000 0 0
NICE LTD CONVERTIBLE BOND 653656AB4 11,474 9,750,000 PRN   DFND 1,2 9,750,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 120,285 5,320,000 SH   DFND 1,2 5,320,000 0 0
NOBLE CORP COMMON STOCK G6610J209 540 19,979 SH   DFND 1,2 19,979 0 0
NORTHERN LIGHTS ACQUISITION CORP COMMON STOCK 66538L105 1,501 150,000 SH   DFND 1,2 150,000 0 0
NRG ENERGY INC CONVERTIBLE BOND 629377CG5 2,328 1,977,000 PRN   DFND 1,2 1,977,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AJ4 6,041 6,240,000 PRN   DFND 1,2 6,240,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AL9 4,579 4,471,000 PRN   DFND 1,2 4,471,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 31,701 4,490,368 SH   DFND 1,2 4,490,368 0 0
OCA ACQUISITION CORP COMMON STOCK 670865104 1,028 103,920 SH   DFND 1,2 103,920 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746606 16,789 596,870 SH   DFND 1,2 596,870 0 0
OI SA COMMON STOCK 670851500 1,987 2,201,646 SH   DFND 1,2 2,201,646 0 0
OKTA INC CONVERTIBLE BOND 679295AF2 4,852 3,958,000 PRN   DFND 1,2 3,958,000 0 0
OSIRIS ACQUISITION CORP COMMON STOCK 68829A103 1,473 150,000 SH   DFND 1,2 150,000 0 0
OXBRIDGE ACQUISITION CORP COMMON STOCK G6855L125 2,560 250,000 SH   DFND 1,2 250,000 0 0
PACIFICO ACQUISITION CORP COMMON STOCK 69512X202 2,283 225,000 SH   DFND 1,2 225,000 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207 14,482 829,000 SH   DFND 1,2 829,000 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207 34,741 2,210,000 SH   DFND 1,2 2,210,000 0 0
PARABELLUM ACQUISITION CORP COMMON STOCK 69901P208 1,994 200,000 SH   DFND 1,2 200,000 0 0
PARATEK PHARMACEUTICALS INC CONVERTIBLE BOND 699374AB0 3,503 3,954,000 PRN   DFND 1,2 3,954,000 0 0
PEBBLEBROOK HOTEL TRUST CONVERTIBLE BOND 70509VAA8 5,046 4,500,000 PRN   DFND 1,2 4,500,000 0 0
PEGASYSTEMS INC CONVERTIBLE BOND 705573AB9 3,919 3,472,000 PRN   DFND 1,2 3,472,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAD5 18,842 18,383,000 PRN   DFND 1,2 18,383,000 0 0
PERSHING SQUARE TONTINE HOLDINGS LTD COMMON STOCK 71531R109 1,970 100,000 SH   DFND 1,2 100,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 90,996 8,800,432 SH   DFND 1,2 8,800,432 0 0
PG&E CORP COMMON STOCK 69331C108 288,000 30,000,000 SH   DFND 1,2 30,000,000 0 0
PONO CAPITAL CORP COMMON STOCK 732450200 2,552 250,000 SH   DFND 1,2 250,000 0 0
PORTAGE FINTECH ACQUISITION CORP COMMON STOCK G7185D122 1,494 150,000 SH   DFND 1,2 150,000 0 0
PRECIGEN INC CONVERTIBLE BOND 46122TAA0 30,400 36,764,000 PRN   DFND 1,2 36,764,000 0 0
PRETIUM RESOURCES INC CONVERTIBLE BOND 74139CAB8 8,130 8,168,000 PRN   DFND 1,2 8,168,000 0 0
PURE STORAGE INC CONVERTIBLE BOND 74624MAB8 4,608 3,976,000 PRN   DFND 1,2 3,976,000 0 0
QUOTIENT TECHNOLOGY INC CONVERTIBLE BOND 749119AB9 7,279 7,494,000 PRN   DFND 1,2 7,494,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AD1 16,247 15,854,000 PRN   DFND 1,2 15,854,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 758075AC9 7,782 7,593,000 PRN   DFND 1,2 7,593,000 0 0
RESERVOIR MEDIA INC COMMON STOCK 76119X105 4,269 468,700 SH   DFND 1,2 468,700 0 0
RINGCENTRAL INC CONVERTIBLE BOND 76680RAH0 2,821 3,000,000 PRN   DFND 1,2 3,000,000 0 0
RIVERVIEW ACQUISITION CORP COMMON STOCK 769395203 1,984 200,000 SH   DFND 1,2 200,000 0 0
ROTH CH ACQUISITION IV CO COMMON STOCK 77867P104 1,966 200,000 SH   DFND 1,2 200,000 0 0
ROTH CH ACQUISITION IV CO WARRANT 77867P112 983 100,000 SH Call DFND 1,2 100,000 0 0
ROYAL CARIBBEAN CRUISES LTD CONVERTIBLE BOND 780153BB7 1,515 1,075,000 PRN   DFND 1,2 1,075,000 0 0
RUMBLEON INC WARRANT 822821112 28,349 727,270 SH Call DFND 1,2 727,270 0 0
SEA LTD CONVERTIBLE BOND 81141RAG5 8,644 8,500,000 PRN   DFND 1,2 8,500,000 0 0
SFL CORP LTD CONVERTIBLE BOND 824689AG8 12,268 11,991,000 PRN   DFND 1,2 11,991,000 0 0
SFL CORP LTD CONVERTIBLE BOND G81075AF3 1,069 1,060,000 PRN   DFND 1,2 1,060,000 0 0
SHELTER ACQUISITION CORP I COMMON STOCK 822821104 1,458 150,000 SH   DFND 1,2 150,000 0 0
SHELTER ACQUISITION CORP I WARRANT 83407J111 729 75,000 SH Call DFND 1,2 75,000 0 0
SHOPIFY INC CONVERTIBLE BOND 82509LAA5 3,946 3,211,000 PRN   DFND 1,2 3,211,000 0 0
SIERRA LAKE ACQUISITION CORP COMMON STOCK 826332207 2,490 250,000 SH   DFND 1,2 250,000 0 0
SIGA TECHNOLOGIES INC WARRANT 96951B110 7,740 1,047,296 SH Call DFND 1,2 1,047,296 0 0
SOAR TECHNOLOGY ACQUISITION CORP COMMON STOCK G82472104 2,537 250,000 SH   DFND 1,2 250,000 0 0
SOFTWARE ACQUISITION GROUP INC III COMMON STOCK 83407J103 1,972 200,000 SH   DFND 1,2 200,000 0 0
SOFTWARE ACQUISITION GROUP INC III WARRANT 83407J111 990 100,000 SH Call DFND 1,2 100,000 0 0
SOLAREDGE TECHNOLOGIES INC CONVERTIBLE BOND 83417MAD6 4,556 3,666,000 PRN   DFND 1,2 3,666,000 0 0
SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202 1,023 134,000 SH   DFND 1,2 134,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AD6 9,249 7,562,000 PRN   DFND 1,2 7,562,000 0 0
SPRINGWATER SPECIAL SITUATIONS CORP COMMON STOCK 85205U107 2,442 250,000 SH   DFND 1,2 250,000 0 0
SPRINGWATER SPECIAL SITUATIONS CORP WARRANT 85205U115 1,221 125,000 SH Call DFND 1,2 125,000 0 0
SSR MINING INC CONVERTIBLE BOND 784730AB9 4,521 3,938,000 PRN   DFND 1,2 3,938,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 624,877 25,993,242 SH   DFND 1,2 25,993,242 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8 7,817 7,422,000 PRN   DFND 1,2 7,422,000 0 0
STATE STREET CORP ETF 78462F103 136,037 317,000 SH Put DFND 1,2 317,000 0 0
STRIDE INC CONVERTIBLE BOND 86333MAA6 1,752 1,755,000 PRN   DFND 1,2 1,755,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 185,084 20,726,126 SH   DFND 1,2 20,726,126 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 78,076 2,135,000 SH   DFND 1,2 2,135,000 0 0
SUPERNUS PHARMACEUTICALS INC CONVERTIBLE BOND 868459AD0 22,068 22,348,000 PRN   DFND 1,2 22,348,000 0 0
TABULA RASA HEALTHCARE INC CONVERTIBLE BOND 873379AA9 3,859 4,584,000 PRN   DFND 1,2 4,584,000 0 0
TASTEMAKER ACQUISITION CORP COMMON STOCK 876545104 1,479 150,000 SH   DFND 1,2 150,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209 11,189 2,260,500 SH   DFND 1,2 2,260,500 0 0
THUNDER BRIDGE CAPITAL PARTNERS IV INC COMMON STOCK 88605L107 1,455 150,000 SH   DFND 1,2 150,000 0 0
TIDEWATER INC WARRANT 88642R141 178 14,789 SH Call DFND 1,2 14,789 0 0
TILRAY INC CONVERTIBLE BOND 88688TAB6 13,603 13,784,000 PRN   DFND 1,2 13,784,000 0 0
TORM PLC COMMON STOCK G89479102 413,823 53,812,988 SH   DFND 1,2 53,812,988 0 0
TORTOISEECOFIN ACQUISITION CORP III COMMON STOCK G8956E109 1,455 150,000 SH   DFND 1,2 150,000 0 0
TPB ACQUISITION CORP I COMMON STOCK G8990L119 1,491 150,000 SH   DFND 1,2 150,000 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204 9,680 1,963,575 SH   DFND 1,2 1,963,575 0 0
TRAVERE THERAPEUTICS INC CONVERTIBLE BOND 761299AB2 11,007 10,920,000 PRN   DFND 1,2 10,920,000 0 0
TRIP.COM GROUP LTD CONVERTIBLE BOND 22943FAM2 4,750 4,978,000 PRN   DFND 1,2 4,978,000 0 0
TWO HARBORS INVESTMENT CORP CONVERTIBLE BOND 90187BAA9 2,487 2,451,000 PRN   DFND 1,2 2,451,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108 42,028 3,397,592 SH   DFND 1,2 3,397,592 0 0
VALARIS LTD COMMON STOCK G9460G101 37,676 1,080,184 SH   DFND 1,2 1,080,184 0 0
VALE SA COMMON STOCK 91912E105 83,460 5,982,790 SH   DFND 1,2 5,982,790 0 0
VEECO INSTRUMENTS INC CONVERTIBLE BOND 922417AD2 8,426 8,482,000 PRN   DFND 1,2 8,482,000 0 0
VEON LTD COMMON STOCK 91822M106 3,094 1,487,722 SH   DFND 1,2 1,487,722 0 0
VISTA OIL & GAS SAB DE CV COMMON STOCK 92837L109 16,322 3,245,002 SH   DFND 1,2 3,245,002 0 0
VISTRA CORP COMMON STOCK 92840M102 511,997 29,941,385 SH   DFND 1,2 29,941,385 0 0
VONAGE HOLDINGS CORP CONVERTIBLE BOND 92886TAJ1 3,847 3,292,000 PRN   DFND 1,2 3,292,000 0 0
WAVERLEY CAPITAL ACQUISITION CORP 1 COMMON STOCK G06536125 1,972 200,000 SH   DFND 1,2 200,000 0 0
WAYFAIR INC CONVERTIBLE BOND 94419LAM3 2,836 2,824,000 PRN   DFND 1,2 2,824,000 0 0
WEIBO CORP CONVERTIBLE BOND 948596AC5 8,697 8,898,000 PRN   DFND 1,2 8,898,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0 17,759 17,530,999 PRN   DFND 1,2 17,530,999 0 0
WILLIAMS ROWLAND ACQUISITION CORP COMMON STOCK 96951B102 1,486 150,000 SH   DFND 1,2 150,000 0 0
WILLIAMS ROWLAND ACQUISITION CORP WARRANT 96951B110 743 75,000 SH Call DFND 1,2 75,000 0 0
WINVEST ACQUISITION CORP COMMON STOCK 97655B208 3,069 300,000 SH   DFND 1,2 300,000 0 0
WIX.COM LTD CONVERTIBLE BOND 92940WAD1 7,523 7,800,000 PRN   DFND 1,2 7,800,000 0 0
WORLD QUANTUM GROWTH ACQUISITION CORP COMMON STOCK G5596W119 2,010 200,000 SH   DFND 1,2 200,000 0 0
XPAC ACQUISITION CORP COMMON STOCK G9831X106 1,940 200,000 SH   DFND 1,2 200,000 0 0
XPAC ACQUISITION CORP WARRANT G9831X122 647 66,666 SH Call DFND 1,2 66,666 0 0