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 G87076108 489 50,000 SH   DFND 1,2 50,000 0 0
1LIFE HEALTHCARE INC CONVERTIBLE BOND 68269GAB3 3,301 3,653,000 PRN   DFND 1,2 3,653,000 0 0
7 ACQUISITION CORP COMMON STOCK G80694105 2,465 250,000 SH   DFND 1,2 250,000 0 0
7 ACQUISITION CORP WARRANT G80694113 75 125,000 SH Call DFND 1,2 125,000 0 0
8I ACQUISITION 2 CORP COMMON STOCK G2956R103 975 100,000 SH   DFND 1,2 100,000 0 0
8I ACQUISITION 2 CORP RIGHT G2956R129 28 100,000 SH   DFND 1,2 100,000 0 0
ACCRETION ACQUISITION CORP COMMON STOCK 00438Y107 3,416 350,000 SH   DFND 1,2 350,000 0 0
ACCRETION ACQUISITION CORP WARRANT 00438Y115 69 175,000 SH Call DFND 1,2 175,000 0 0
ACHARI VENTURES HOLDINGS CORP I COMMON STOCK 00444X101 1,974 200,000 SH   DFND 1,2 200,000 0 0
ACHARI VENTURES HOLDINGS CORP I WARRANT 00444X119 66 200,000 SH Call DFND 1,2 200,000 0 0
ACRES COMMERCIAL REALTY CORP CONVERTIBLE BOND 76120WAC8 29,045 29,021,000 PRN   DFND 1,2 29,021,000 0 0
AETHERIUM ACQUISITION CORP COMMON STOCK 00809J200 7,000 700,000 SH   DFND 1,2 700,000 0 0
AFTERNEXT HEALTHTECH ACQUISITION CORP COMMON STOCK G01109100 1,462 150,000 SH   DFND 1,2 150,000 0 0
AFYA LTD COMMON STOCK G01125106 24,532 1,561,576 SH   DFND 1,2 1,561,576 0 0
AGRICO ACQUISITION CORP COMMON STOCK G41089106 2,009 200,000 SH   DFND 1,2 200,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5 10,298 8,769,000 PRN   DFND 1,2 8,769,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 327,303 6,874,687 SH   DFND 1,2 6,874,687 0 0
ALPHA HEALTHCARE ACQUISITION CORP III COMMON STOCK 02073F104 1,933 200,000 SH   DFND 1,2 200,000 0 0
ALPHA PARTNERS TECHNOLOGY MERGER CORP COMMON STOCK G63290111 971 100,000 SH   DFND 1,2 100,000 0 0
ALPHA STAR ACQUISITION CORP COMMON STOCK G0230C124 4,108 400,000 SH   DFND 1,2 400,000 0 0
ALPINE ACQUISITION CORP COMMON STOCK 02083L109 3,501 350,000 SH   DFND 1,2 350,000 0 0
ALSP ORCHID ACQUISITION CORP I COMMON STOCK G0231L115 757 75,000 SH   DFND 1,2 75,000 0 0
ALTERYX INC CONVERTIBLE BOND 02156BAD5 10,421 11,042,000 PRN   DFND 1,2 11,042,000 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206 89,245 4,253,821 SH   DFND 1,2 4,253,821 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAB1 6,051 5,999,000 PRN   DFND 1,2 5,999,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAC9 18,627 18,218,000 PRN   DFND 1,2 18,218,000 0 0
APX ACQUISITION CORP I COMMON STOCK G0440J117 3,021 300,000 SH   DFND 1,2 300,000 0 0
ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I COMMON STOCK 03881F104 995 100,000 SH   DFND 1,2 100,000 0 0
ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I WARRANT 03881F112 16 33,333 SH Call DFND 1,2 33,333 0 0
ARBOR REALTY TRUST INC CONVERTIBLE BOND 038923AP3 10,161 9,225,000 PRN   DFND 1,2 9,225,000 0 0
ARDMORE SHIPPING CORP COMMON STOCK Y0207T100 5,408 1,600,000 SH   DFND 1,2 1,600,000 0 0
ARENA FORTIFY ACQUISITION CORP COMMON STOCK 04005A203 506 50,000 SH   DFND 1,2 50,000 0 0
ARES CAPITAL CORP CONVERTIBLE BOND 04010LAW3 6,528 5,683,000 PRN   DFND 1,2 5,683,000 0 0
ARGUS CAPITAL CORP COMMON STOCK 04026L105 990 100,000 SH   DFND 1,2 100,000 0 0
ARISZ ACQUISITION CORP COMMON STOCK 040450108 1,952 200,000 SH   DFND 1,2 200,000 0 0
ARISZ ACQUISITION CORP RIGHT 040450124 35 200,000 SH   DFND 1,2 200,000 0 0
ARISZ ACQUISITION CORP WARRANT 040450116 55 200,000 SH Call DFND 1,2 200,000 0 0
ARMADA ACQUISITION CORP I COMMON STOCK 04208V103 2,447 250,000 SH   DFND 1,2 250,000 0 0
AROGO CAPITAL ACQUISITION CORP COMMON STOCK 042644203 4,014 400,000 SH   DFND 1,2 400,000 0 0
ASCENDANT DIGITAL ACQUISITION CORP III COMMON STOCK G05157121 5,075 500,000 SH   DFND 1,2 500,000 0 0
ATHENA CONSUMER ACQUISITION CORP COMMON STOCK 04684M106 1,000 100,000 SH   DFND 1,2 100,000 0 0
AULT DISRUPTIVE TECHNOLOGIES CORP COMMON STOCK 05150A203 5,065 500,000 SH   DFND 1,2 500,000 0 0
AURORA CANNABIS INC CONVERTIBLE BOND 05156XAG3 3,805 4,464,000 PRN   DFND 1,2 4,464,000 0 0
AVALON ACQUISITION INC COMMON STOCK 05338E101 3,705 375,000 SH   DFND 1,2 375,000 0 0
AVISTA PUBLIC ACQUISITION CORP II COMMON STOCK G07247102 998 100,000 SH   DFND 1,2 100,000 0 0
AZUL SA COMMON STOCK 05501U106 36,890 2,794,724 SH   DFND 1,2 2,794,724 0 0
BANCO BRADESCO SA COMMON STOCK 059460303 30,343 8,872,492 SH   DFND 1,2 8,872,492 0 0
BANK OF AMERICA CORP CONVERTIBLE PRFD 060505682 19,090 13,208 SH   DFND 1,2 13,208 0 0
BANNER ACQUISITION CORP COMMON STOCK 06654K101 1,952 200,000 SH   DFND 1,2 200,000 0 0
BAOZUN INC CONVERTIBLE BOND 06684LAB9 3,754 4,059,000 PRN   DFND 1,2 4,059,000 0 0
BATTALION OIL CORP COMMON STOCK 07134L107 29,497 3,009,912 SH   DFND 1,2 3,009,912 0 0
BEARD ENERGY TRANSITION ACQUISITION CORP COMMON STOCK 07402Q200 3,048 300,000 SH   DFND 1,2 300,000 0 0
BEL FUSE INC COMMON STOCK 077347201 1,074 71,613 SH   DFND 1,2 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 5,982 462,679 SH   DFND 1,2 462,679 0 0
BELONG ACQUISITION CORP COMMON STOCK 08069M102 1,944 200,000 SH   DFND 1,2 200,000 0 0
BENEFITFOCUS INC CONVERTIBLE BOND 08180DAB2 1,938 2,009,000 PRN   DFND 1,2 2,009,000 0 0
BERRY CORP COMMON STOCK 08579X101 108,730 12,913,313 SH   DFND 1,2 12,913,313 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAH4 4,300 4,103,000 PRN   DFND 1,2 4,103,000 0 0
BIOPLUS ACQUISITION CORP COMMON STOCK G11217109 1,000 100,000 SH   DFND 1,2 100,000 0 0
BLACK MOUNTAIN ACQUISITION CORP COMMON STOCK 09216A108 1,966 200,000 SH   DFND 1,2 200,000 0 0
BLACKROCK TCP CAPITAL CORP CONVERTIBLE BOND 87238QAD5 11,346 11,248,000 PRN   DFND 1,2 11,248,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAB6 12,733 12,607,000 PRN   DFND 1,2 12,607,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAC4 11,663 11,317,000 PRN   DFND 1,2 11,317,000 0 0
BLOCKCHAIN COINVESTORS ACQUISITION CORP I COMMON STOCK G11765123 2,022 200,000 SH   DFND 1,2 200,000 0 0
BLOCKCHAIN MOON ACQUISITION CORP COMMON STOCK 09370F109 2,678 275,000 SH   DFND 1,2 275,000 0 0
BLUE OCEAN ACQUISITION CORP COMMON STOCK G1330L113 2,506 250,000 SH   DFND 1,2 250,000 0 0
BLUE WHALE ACQUISITION CORP I COMMON STOCK G1330M103 1,451 150,000 SH   DFND 1,2 150,000 0 0
BUILD ACQUISITION CORP COMMON STOCK 12008J105 496 51,000 SH   DFND 1,2 51,000 0 0
BULLPEN PARLAY ACQUISITION CO COMMON STOCK G1792A126 2,001 200,000 SH   DFND 1,2 200,000 0 0
BURTECH ACQUISITION CORP COMMON STOCK 123013203 6,005 600,000 SH   DFND 1,2 600,000 0 0
CANNA-GLOBAL ACQUISITION CORP COMMON STOCK 13767K200 5,065 500,000 SH   DFND 1,2 500,000 0 0
CASCADIA ACQUISITION CORP COMMON STOCK 14739D100 1,457 150,000 SH   DFND 1,2 150,000 0 0
CBL & ASSOCIATES PROPERTIES INC COMMON STOCK 124830878 67,526 2,164,299 SH   DFND 1,2 2,164,299 0 0
CBL & ASSOCIATES PROPERTIES INC CONVERTIBLE BOND 12511CAC4 62,826 32,852,258 PRN   DFND 1,2 32,852,258 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 172,568 25,452,572 SH   DFND 1,2 25,452,572 0 0
CENAQ ENERGY CORP COMMON STOCK 15130M102 2,974 300,000 SH   DFND 1,2 300,000 0 0
CHARDAN NEXTECH ACQUISITION 2 CORP COMMON STOCK 159561109 2,241 225,000 SH   DFND 1,2 225,000 0 0
CHAVANT CAPITAL ACQUISITION CORP COMMON STOCK G2058L103 738 75,000 SH   DFND 1,2 75,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AF6 7,710 9,262,000 PRN   DFND 1,2 9,262,000 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167735 774,314 12,001,153 SH   DFND 1,2 12,001,153 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167164 3,029 75,810 SH Call DFND 1,2 75,810 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167172 5,386 150,000 SH Call DFND 1,2 150,000 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167180 26,462 808,001 SH Call DFND 1,2 808,001 0 0
CHW ACQUISITION CORP COMMON STOCK G2254A109 1,953 200,000 SH   DFND 1,2 200,000 0 0
CIIG CAPITAL PARTNERS II INC COMMON STOCK 12561U109 690 69,921 SH   DFND 1,2 69,921 0 0
CIVITAS RESOURCES INC COMMON STOCK 17888H103 64,825 1,323,788 SH   DFND 1,2 1,323,788 0 0
CLOVER LEAF CAPITAL CORP COMMON STOCK 18915E105 1,998 200,000 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
COLOMBIER ACQUISITION CORP COMMON STOCK 19533H108 482 50,000 SH   DFND 1,2 50,000 0 0
CONCORD ACQUISITION CORP III COMMON STOCK 20607V106 247 25,000 SH   DFND 1,2 25,000 0 0
CONCORD ACQUISITION CORP III WARRANT 20607V114 8 12,500 SH Call DFND 1,2 12,500 0 0
CORSAIR PARTNERING CORP COMMON STOCK G2540H108 732 75,000 SH   DFND 1,2 75,000 0 0
COUPA SOFTWARE INC CONVERTIBLE BOND 22266LAF3 3,446 3,628,000 PRN   DFND 1,2 3,628,000 0 0
CREDICORP LTD COMMON STOCK G2519Y108 40,079 328,331 SH   DFND 1,2 328,331 0 0
CRYPTO 1 ACQUISITION CORP COMMON STOCK G3168A128 2,020 200,000 SH   DFND 1,2 200,000 0 0
CVENT HOLDING CORP COMMON STOCK 126677103 40,850 5,000,000 SH   DFND 1,2 5,000,000 0 0
CYBERARK SOFTWARE LTD CONVERTIBLE BOND 23248VAB1 3,616 2,859,000 PRN   DFND 1,2 2,859,000 0 0
DEEP MEDICINE ACQUISITION CORP COMMON STOCK 243733102 4,173 425,000 SH   DFND 1,2 425,000 0 0
DEEP MEDICINE ACQUISITION CORP RIGHT 243733110 136 425,000 SH   DFND 1,2 425,000 0 0
DEXCOM INC CONVERTIBLE BOND 252131AK3 5,585 4,686,000 PRN   DFND 1,2 4,686,000 0 0
DIGITAL HEALTH ACQUISITION CORP COMMON STOCK 253893101 4,940 500,000 SH   DFND 1,2 500,000 0 0
DIGITAL HEALTH ACQUISITION CORP WARRANT 253893119 195 500,000 SH Call DFND 1,2 500,000 0 0
DIGITALBRIDGE GROUP INC CONVERTIBLE BOND 19624RAA4 18,922 18,293,000 PRN   DFND 1,2 18,293,000 0 0
DIRECT SELLING ACQUISITION CORP COMMON STOCK 25460L103 3,475 350,000 SH   DFND 1,2 350,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAB5 39,908 42,051,000 PRN   DFND 1,2 42,051,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAD1 17,833 18,552,000 PRN   DFND 1,2 18,552,000 0 0
DTRT HEALTH ACQUISITION CORP COMMON STOCK 23344T103 1,494 150,000 SH   DFND 1,2 150,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A150 172,061 3,781,561 SH   DFND 1,2 3,781,561 0 0
EAGLE BULK SHIPPING INC CONVERTIBLE BOND 269442AB5 57,555 40,495,000 PRN   DFND 1,2 40,495,000 0 0
EMERGING MARKETS HORIZON CORP COMMON STOCK G3033X113 400 40,000 SH   DFND 1,2 40,000 0 0
ENDURANCE ACQUISITION CORP COMMON STOCK G3041W107 1,467 150,000 SH   DFND 1,2 150,000 0 0
ENERGEM CORP COMMON STOCK G30449113 4,060 400,000 SH   DFND 1,2 400,000 0 0
ESGEN ACQUISITION CORP COMMON STOCK G3R95N103 744 75,000 SH   DFND 1,2 75,000 0 0
EVEREST CONSOLIDATOR ACQUISITION CORP COMMON STOCK 29978K201 2,033 200,000 SH   DFND 1,2 200,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1 5,087 4,976,000 PRN   DFND 1,2 4,976,000 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6 12,346 13,596,000 PRN   DFND 1,2 13,596,000 0 0
FAT PROJECTS ACQUISITION CORP COMMON STOCK G3400W102 2,049 210,000 SH   DFND 1,2 210,000 0 0
FAT PROJECTS ACQUISITION CORP WARRANT G3400W110 78 210,000 SH Call DFND 1,2 210,000 0 0
FINANCIAL STRATEGIES ACQUISITION CORP COMMON STOCK 31772T206 4,140 400,000 SH   DFND 1,2 400,000 0 0
FINNOVATE ACQUISITION CORP COMMON STOCK G3R34K103 2,173 220,000 SH   DFND 1,2 220,000 0 0
FINNOVATE ACQUISITION CORP WARRANT G3R34K111 62 165,000 SH Call DFND 1,2 165,000 0 0
FINTECH ECOSYSTEM DEVELOPMENT CORP COMMON STOCK 318136207 4,590 450,000 SH   DFND 1,2 450,000 0 0
FINTECH EVOLUTION ACQUISITION GROUP COMMON STOCK G3R19A104 1,458 150,000 SH   DFND 1,2 150,000 0 0
FIRST LIGHT ACQUISITION GROUP INC COMMON STOCK 320703101 2,946 300,000 SH   DFND 1,2 300,000 0 0
FORTIVE CORP CONVERTIBLE BOND 34959JAK4 23,592 23,475,000 PRN   DFND 1,2 23,475,000 0 0
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC COMMON STOCK 34960P101 58,797 2,033,110 SH   DFND 1,2 2,033,110 0 0
FORTUNE RISE ACQUISITION CORP COMMON STOCK 34969G201 2,776 275,000 SH   DFND 1,2 275,000 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 82,853 1,985,458 SH   DFND 1,2 1,985,458 0 0
FRONTIER COMMUNICATIONS PARENT INC COMMON STOCK 35909D109 117,454 3,982,849 SH   DFND 1,2 3,982,849 0 0
FUTURE HEALTH ESG CORP COMMON STOCK 36118W102 2,445 250,000 SH   DFND 1,2 250,000 0 0
GARDINER HEALTHCARE ACQUISITIONS CORP COMMON STOCK 365506203 4,036 400,000 SH   DFND 1,2 400,000 0 0
GARRETT MOTION INC COMMON STOCK 366505105 28,852 3,593,111 SH   DFND 1,2 3,593,111 0 0
GARRETT MOTION INC CONVERTIBLE PRFD 366505204 576,835 68,834,814 SH   DFND 1,2 68,834,814 0 0
GENESIS GROWTH TECH ACQUISITION CORP COMMON STOCK G3R23D110 2,024 201,400 SH   DFND 1,2 201,400 0 0
GLADSTONE ACQUISITION CORP COMMON STOCK 37653T108 2,485 250,000 SH   DFND 1,2 250,000 0 0
GLOBAL CONSUMER ACQUISITION CORP COMMON STOCK 37892B108 1,486 150,000 SH   DFND 1,2 150,000 0 0
GLOBAL TECHNOLOGY ACQUISITION CORP I COMMON STOCK G3934N107 1,964 200,000 SH   DFND 1,2 200,000 0 0
GLOBALINK INVESTMENT INC COMMON STOCK 37892F109 3,426 350,000 SH   DFND 1,2 350,000 0 0
GLOBALINK INVESTMENT INC RIGHT 37892F117 98 350,000 SH   DFND 1,2 350,000 0 0
GLOBALINK INVESTMENT INC WARRANT 37892F125 70 350,000 SH Call DFND 1,2 350,000 0 0
GOGREEN INVESTMENTS CORP COMMON STOCK G9461B101 2,973 300,000 SH   DFND 1,2 300,000 0 0
GOLAR LNG LTD CONVERTIBLE BOND 38046YAB7 5,340 5,324,000 PRN   DFND 1,2 5,324,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE BOND 38147UAB3 17,230 17,060,000 PRN   DFND 1,2 17,060,000 0 0
GOOD WORKS II ACQUISITION CORP COMMON STOCK 38216G104 980 100,000 SH   DFND 1,2 100,000 0 0
GRAF ACQUISITION CORP IV COMMON STOCK 384272100 967 100,000 SH   DFND 1,2 100,000 0 0
GRANITE POINT MORTGAGE TRUST INC CONVERTIBLE BOND 38741LAC1 1,834 1,791,000 PRN   DFND 1,2 1,791,000 0 0
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I COMMON STOCK G4166K118 506 50,000 SH   DFND 1,2 50,000 0 0
GREENLIGHT CAPITAL RE LTD CONVERTIBLE BOND 395366AB3 3,227 3,373,000 PRN   DFND 1,2 3,373,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206 23,657 2,524,761 SH   DFND 1,2 2,524,761 0 0
GUARDANT HEALTH INC CONVERTIBLE BOND 40131MAB5 3,780 3,719,000 PRN   DFND 1,2 3,719,000 0 0
HEALTHWELL ACQUISITION CORP I COMMON STOCK 42227R109 969 100,000 SH   DFND 1,2 100,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAH0 7,787 7,752,000 PRN   DFND 1,2 7,752,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAJ6 3,040 3,159,000 PRN   DFND 1,2 3,159,000 0 0
HELLO GROUP INC CONVERTIBLE BOND 60879BAB3 9,973 11,530,000 PRN   DFND 1,2 11,530,000 0 0
HERBALIFE NUTRITION LTD CONVERTIBLE BOND 42703MAD5 2,307 2,297,000 PRN   DFND 1,2 2,297,000 0 0
HIMS & HERS HEALTH INC COMMON STOCK 433000106 24,716 3,773,437 SH   DFND 1,2 3,773,437 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5 21,149 21,636,000 PRN   DFND 1,2 21,636,000 0 0
HORIZON GLOBAL CORP CONVERTIBLE BOND 44052WAA2 2,382 2,459,000 PRN   DFND 1,2 2,459,000 0 0
HUAZHU GROUP LTD CONVERTIBLE BOND 16949NAC3 3,071 3,000,000 PRN   DFND 1,2 3,000,000 0 0
I3 VERTICALS INC CONVERTIBLE BOND 44933TAB2 4,121 4,425,000 PRN   DFND 1,2 4,425,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104 81,326 4,109,451 SH   DFND 1,2 4,109,451 0 0
ICONIC SPORTS ACQUISITION CORP COMMON STOCK G4712C107 3,972 400,000 SH   DFND 1,2 400,000 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AK5 1,906 1,664,000 PRN   DFND 1,2 1,664,000 0 0
INCEPTION GROWTH ACQUISITION LTD COMMON STOCK 45333D203 4,032 400,000 SH   DFND 1,2 400,000 0 0
INDUSTRIAL HUMAN CAPITAL INC COMMON STOCK 45617P104 4,960 500,000 SH   DFND 1,2 500,000 0 0
INFINERA CORP COMMON STOCK 45667G103 241,431 25,175,384 SH   DFND 1,2 25,175,384 0 0
INFINT ACQUISITION CORP COMMON STOCK G47862118 2,507 250,000 SH   DFND 1,2 250,000 0 0
INFRASTRUCTURE AND ENERGY ALTERNATIVES INC COMMON STOCK 45686J104 1,187 129,079 SH   DFND 1,2 129,079 0 0
INNOVATIVE INTERNATIONAL ACQUISITION CORP COMMON STOCK G4809M117 1,006 100,000 SH   DFND 1,2 100,000 0 0
INNOVIVA INC CONVERTIBLE BOND 88338TAB0 10,379 9,501,000 PRN   DFND 1,2 9,501,000 0 0
INSIGHT ACQUISITION CORP/DE COMMON STOCK 45784L100 1,464 150,000 SH   DFND 1,2 150,000 0 0
INSMED INC CONVERTIBLE BOND 457669AB5 4,754 4,367,999 PRN   DFND 1,2 4,367,999 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP CONVERTIBLE BOND 457985AM1 3,481 3,200,000 PRN   DFND 1,2 3,200,000 0 0
INTEGRATED RAIL AND RESOURCES ACQUISITION CORP COMMON STOCK 45827R205 1,005 100,000 SH   DFND 1,2 100,000 0 0
INTEGRATED WELLNESS ACQUISITION CORP COMMON STOCK G4828B126 1,008 100,000 SH   DFND 1,2 100,000 0 0
INTELLIGENT MEDICINE ACQUISITION CORP COMMON STOCK 45828D106 990 100,000 SH   DFND 1,2 100,000 0 0
INTELLIGENT MEDICINE ACQUISITION CORP WARRANT 45828D114 24 50,000 SH Call DFND 1,2 50,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6 6,149 6,494,000 PRN   DFND 1,2 6,494,000 0 0
INTERDIGITAL INC CONVERTIBLE BOND 45867GAB7 3,311 3,004,000 PRN   DFND 1,2 3,004,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AJ0 3,475 3,893,000 PRN   DFND 1,2 3,893,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 462222AB6 17,143 19,075,000 PRN   DFND 1,2 19,075,000 0 0
IQIYI INC CONVERTIBLE BOND 46267XAE8 850 1,217,000 PRN   DFND 1,2 1,217,000 0 0
ISHARES RUSSELL 2000 ETF ETF 464287655 111,225 500,000 SH Put DFND 1,2 500,000 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 84,489 22,530,531 SH   DFND 1,2 22,530,531 0 0
IX ACQUISITION CORP COMMON STOCK G5000D103 1,942 200,000 SH   DFND 1,2 200,000 0 0
IX ACQUISITION CORP WARRANT G5000D111 40 100,000 SH Call DFND 1,2 100,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AD3 5,767 5,742,000 PRN   DFND 1,2 5,742,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AF8 6,547 5,775,000 PRN   DFND 1,2 5,775,000 0 0
JOYY INC CONVERTIBLE BOND 98426TAD8 3,183 3,491,000 PRN   DFND 1,2 3,491,000 0 0
JUNIPER II CORP COMMON STOCK 48203N103 2,512 250,000 SH   DFND 1,2 250,000 0 0
JUNIPER II CORP WARRANT 48203N111 98 125,000 SH Call DFND 1,2 125,000 0 0
JUPITER WELLNESS ACQUISITION CORP COMMON STOCK 48208E207 5,035 500,000 SH   DFND 1,2 500,000 0 0
KAIROUS ACQUISITION CORP LTD COMMON STOCK G52131102 1,526 150,000 SH   DFND 1,2 150,000 0 0
KAMAN CORP CONVERTIBLE BOND 483548AF0 18,765 18,096,000 PRN   DFND 1,2 18,096,000 0 0
KARYOPHARM THERAPEUTICS INC CONVERTIBLE BOND 48576UAA4 4,313 5,277,000 PRN   DFND 1,2 5,277,000 0 0
KILROY REALTY CORP COMMON STOCK 49427F108 102,016 1,535,011 SH   DFND 1,2 1,535,011 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6 14,261 13,452,000 PRN   DFND 1,2 13,452,000 0 0
LAMF GLOBAL VENTURES CORP I COMMON STOCK G5338L116 1,004 100,000 SH   DFND 1,2 100,000 0 0
LARKSPUR HEALTH ACQUISITION CORP COMMON STOCK 51724W206 7,014 700,000 SH   DFND 1,2 700,000 0 0
LAVA MEDTECH ACQUISITION CORP COMMON STOCK 519345102 2,500 250,000 SH   DFND 1,2 250,000 0 0
LEGATO MERGER CORP II COMMON STOCK 52473Y104 993 100,000 SH   DFND 1,2 100,000 0 0
LEGATO MERGER CORP II WARRANT 52473Y112 25 50,000 SH Call DFND 1,2 50,000 0 0
LENDINGTREE INC CONVERTIBLE BOND 52603BAA5 3,229 3,252,000 PRN   DFND 1,2 3,252,000 0 0
LENDINGTREE INC CONVERTIBLE BOND 52603BAD9 20,525 24,618,000 PRN   DFND 1,2 24,618,000 0 0
LF CAPITAL ACQUISITION CORP II COMMON STOCK 50202D201 504 50,000 SH   DFND 1,2 50,000 0 0
LIBERTY BROADBAND CORP COMMON STOCK 530307305 14,015 86,999 SH   DFND 1,2 86,999 0 0
LIBERTY GLOBAL PLC COMMON STOCK G5480U120 52,668 1,875,000 SH   DFND 1,2 1,875,000 0 0
LIBERTY RESOURCES ACQUISITION CORP COMMON STOCK 53118A105 3,212 325,000 SH   DFND 1,2 325,000 0 0
LIBERTY RESOURCES ACQUISITION CORP WARRANT 53118A113 123 325,000 SH Call DFND 1,2 325,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5 18,683 18,672,000 PRN   DFND 1,2 18,672,000 0 0
LIMELIGHT NETWORKS INC CONVERTIBLE BOND 53261MAB0 779 812,000 PRN   DFND 1,2 812,000 0 0
LIONHEART III CORP COMMON STOCK 536262108 2,462 250,000 SH   DFND 1,2 250,000 0 0
LIVEPERSON INC CONVERTIBLE BOND 538146AD3 3,986 4,700,000 PRN   DFND 1,2 4,700,000 0 0
LOGISTICS INNOVATION TECHNOLOGIES CORP COMMON STOCK 54141L100 969 100,000 SH   DFND 1,2 100,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104 1,673 250,924 SH   DFND 1,2 250,924 0 0
LUMENTUM HOLDINGS INC CONVERTIBLE BOND 55024UAD1 5,821 4,662,000 PRN   DFND 1,2 4,662,000 0 0
MACONDRAY CAPITAL ACQUISITION CORP I COMMON STOCK G5853A107 2,462 250,000 SH   DFND 1,2 250,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 48,231 2,300,000 SH   DFND 1,2 2,300,000 0 0
MANDIANT INC CONVERTIBLE BOND 31816QAD3 17,630 17,585,000 PRN   DFND 1,2 17,585,000 0 0
MANDIANT INC CONVERTIBLE BOND 31816QAF8 2,526 2,418,000 PRN   DFND 1,2 2,418,000 0 0
MARBLEGATE ACQUISITION CORP COMMON STOCK 56608A105 977 100,000 SH   DFND 1,2 100,000 0 0
MAXPRO CAPITAL ACQUISITION CORP COMMON STOCK 57778T106 2,976 300,000 SH   DFND 1,2 300,000 0 0
MERCATO PARTNERS ACQUISITION CORP COMMON STOCK 58759A108 2,482 250,000 SH   DFND 1,2 250,000 0 0
MERCATO PARTNERS ACQUISITION CORP WARRANT 58759A116 75 125,000 SH Call DFND 1,2 125,000 0 0
MERCURY ECOMMERCE ACQUISITION CORP COMMON STOCK 589381102 1,960 200,000 SH   DFND 1,2 200,000 0 0
MFA FINANCIAL INC CONVERTIBLE BOND 55272XAA0 17,914 17,225,000 PRN   DFND 1,2 17,225,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 34,002 2,358,000 SH   DFND 1,2 2,358,000 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE BOND 595017AU8 1,709 1,376,000 PRN   DFND 1,2 1,376,000 0 0
MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC COMMON STOCK 60436Q100 2,743 275,000 SH   DFND 1,2 275,000 0 0
MONTEREY BIO ACQUISITION CORP COMMON STOCK 61240F108 1,481 150,000 SH   DFND 1,2 150,000 0 0
MOTIVE CAPITAL CORP II COMMON STOCK G6293R122 997 100,000 SH   DFND 1,2 100,000 0 0
MOUNT RAINIER ACQUISITION CORP COMMON STOCK 623006202 4,068 400,000 SH   DFND 1,2 400,000 0 0
MOUNTAIN & CO I ACQUISITION CORP COMMON STOCK G6301J104 3,000 300,000 SH   DFND 1,2 300,000 0 0
MOUNTAIN & CO I ACQUISITION CORP WARRANT G6301J112 94 150,000 SH Call DFND 1,2 150,000 0 0
MOUNTAIN CREST ACQUISITION CORP V COMMON STOCK 62404B107 732 75,000 SH   DFND 1,2 75,000 0 0
MOUNTAIN CREST ACQUISITION CORP V RIGHT 62404B115 26 75,000 SH   DFND 1,2 75,000 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 62,718 1,507,286 SH   DFND 1,2 1,507,286 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 41,610 1,000,000 SH Call DFND 1,2 1,000,000 0 0
NABORS ENERGY TRANSITION CORP COMMON STOCK 629567207 2,030 200,000 SH   DFND 1,2 200,000 0 0
NABORS INDUSTRIES LTD CONVERTIBLE BOND 62957HAB1 3,608 4,101,000 PRN   DFND 1,2 4,101,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4 17,475 16,467,000 PRN   DFND 1,2 16,467,000 0 0
NEW RELIC INC CONVERTIBLE BOND 64829BAB6 8,477 7,101,000 PRN   DFND 1,2 7,101,000 0 0
NEW YORK COMMUNITY BANCORP INC CONVERTIBLE PRFD 64944P307 4,635 87,636 SH   DFND 1,2 87,636 0 0
NEW YORK MORTGAGE TRUST INC CONVERTIBLE BOND 649604AD7 11,182 11,066,000 PRN   DFND 1,2 11,066,000 0 0
NICE LTD CONVERTIBLE BOND 653656AB4 10,626 8,715,000 PRN   DFND 1,2 8,715,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 116,242 5,320,000 SH   DFND 1,2 5,320,000 0 0
NOBLE CORP COMMON STOCK G6610J209 495 19,979 SH   DFND 1,2 19,979 0 0
NORTHERN LIGHTS ACQUISITION CORP COMMON STOCK 66538L105 1,510 150,000 SH   DFND 1,2 150,000 0 0
NORTHVIEW ACQUISITION CORP COMMON STOCK 66718N202 7,537 750,000 SH   DFND 1,2 750,000 0 0
NRG ENERGY INC CONVERTIBLE BOND 629377CG5 2,502 2,101,000 PRN   DFND 1,2 2,101,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AJ4 2,712 2,815,000 PRN   DFND 1,2 2,815,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AL9 4,407 4,386,000 PRN   DFND 1,2 4,386,000 0 0
OAKTREE ACQUISITION CORP II WARRANT G6715X111 4,946 4,666,667 SH Call DFND 1,2 4,666,667 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 33,498 4,490,368 SH   DFND 1,2 4,490,368 0 0
OCA ACQUISITION CORP COMMON STOCK 670865104 1,030 103,920 SH   DFND 1,2 103,920 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746606 30,252 756,870 SH   DFND 1,2 756,870 0 0
OKTA INC CONVERTIBLE BOND 679295AF2 3,470 2,904,000 PRN   DFND 1,2 2,904,000 0 0
OMNILIT ACQUISITION CORP COMMON STOCK 68218C207 1,407 140,000 SH   DFND 1,2 140,000 0 0
ONYX ACQUISITION CO I COMMON STOCK G6755Q109 2,973 300,000 SH   DFND 1,2 300,000 0 0
OSIRIS ACQUISITION CORP COMMON STOCK 68829A103 1,452 150,000 SH   DFND 1,2 150,000 0 0
OXBRIDGE ACQUISITION CORP COMMON STOCK G6855L109 2,472 250,000 SH   DFND 1,2 250,000 0 0
PACIFICO ACQUISITION CORP COMMON STOCK 69512X103 2,225 225,000 SH   DFND 1,2 225,000 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207 17,500 829,000 SH   DFND 1,2 829,000 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207 36,442 2,210,000 SH   DFND 1,2 2,210,000 0 0
PARABELLUM ACQUISITION CORP COMMON STOCK 69901P109 1,950 200,000 SH   DFND 1,2 200,000 0 0
PARATEK PHARMACEUTICALS INC CONVERTIBLE BOND 699374AB0 3,590 3,891,000 PRN   DFND 1,2 3,891,000 0 0
PARSEC CAPITAL ACQUISITIONS CORP COMMON STOCK 70184A108 743 75,000 SH   DFND 1,2 75,000 0 0
PEBBLEBROOK HOTEL TRUST CONVERTIBLE BOND 70509VAA8 4,434 4,009,000 PRN   DFND 1,2 4,009,000 0 0
PEGASYSTEMS INC CONVERTIBLE BOND 705573AB9 3,763 3,546,000 PRN   DFND 1,2 3,546,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAD5 13,425 13,375,000 PRN   DFND 1,2 13,375,000 0 0
PERCEPTION CAPITAL CORP II COMMON STOCK G7007D102 1,486 150,000 SH   DFND 1,2 150,000 0 0
PERCEPTION CAPITAL CORP II WARRANT G7007D110 33 75,000 SH Call DFND 1,2 75,000 0 0
PERSHING SQUARE TONTINE HOLDINGS LTD COMMON STOCK 71531R109 1,972 100,000 SH   DFND 1,2 100,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 97,092 8,842,639 SH   DFND 1,2 8,842,639 0 0
PG&E CORP COMMON STOCK 69331C108 364,200 30,000,000 SH   DFND 1,2 30,000,000 0 0
PHOENIX BIOTECH ACQUISITION CORP COMMON STOCK 71902K105 1,982 200,000 SH   DFND 1,2 200,000 0 0
PHOENIX BIOTECH ACQUISITION CORP WARRANT 71902K113 42 100,000 SH Call DFND 1,2 100,000 0 0
PINDUODUO INC CONVERTIBLE BOND 722304AC6 4,752 5,248,000 PRN   DFND 1,2 5,248,000 0 0
PONO CAPITAL CORP COMMON STOCK 732450101 2,492 250,000 SH   DFND 1,2 250,000 0 0
PRECIGEN INC CONVERTIBLE BOND 46122TAA0 23,527 29,429,000 PRN   DFND 1,2 29,429,000 0 0
PRETIUM RESOURCES INC CONVERTIBLE BOND 74139CAB8 8,859 8,804,000 PRN   DFND 1,2 8,804,000 0 0
PROOF ACQUISITION CORP I COMMON STOCK 74349W203 750 75,000 SH   DFND 1,2 75,000 0 0
PURE STORAGE INC CONVERTIBLE BOND 74624MAB8 1,983 1,483,000 PRN   DFND 1,2 1,483,000 0 0
PYROPHYTE ACQUISITION CORP COMMON STOCK G7308P101 991 100,000 SH   DFND 1,2 100,000 0 0
PYROPHYTE ACQUISITION CORP WARRANT G7308P127 28 50,000 SH Call DFND 1,2 50,000 0 0
QUOTIENT TECHNOLOGY INC CONVERTIBLE BOND 749119AB9 5,548 5,562,000 PRN   DFND 1,2 5,562,000 0 0
RADIUS HEALTH INC CONVERTIBLE BOND 750469AA6 3,551 3,652,000 PRN   DFND 1,2 3,652,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AD1 16,231 15,797,000 PRN   DFND 1,2 15,797,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 758075AC9 8,318 8,071,000 PRN   DFND 1,2 8,071,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 758075AD7 1,659 1,637,000 PRN   DFND 1,2 1,637,000 0 0
RESERVOIR MEDIA INC COMMON STOCK 76119X105 6,715 849,000 SH   DFND 1,2 849,000 0 0
RIGEL RESOURCE ACQUISITION CORP COMMON STOCK G7573M106 3,430 350,000 SH   DFND 1,2 350,000 0 0
RIGEL RESOURCE ACQUISITION CORP WARRANT G7573M114 105 175,000 SH Call DFND 1,2 175,000 0 0
RINGCENTRAL INC CONVERTIBLE BOND 76680RAH0 2,666 2,995,000 PRN   DFND 1,2 2,995,000 0 0
RIVERVIEW ACQUISITION CORP COMMON STOCK 769395104 991 100,000 SH   DFND 1,2 100,000 0 0
ROC ENERGY ACQUISITION CORP COMMON STOCK 77118V108 3,940 400,000 SH   DFND 1,2 400,000 0 0
ROC ENERGY ACQUISITION CORP RIGHT 77118V116 124 400,000 SH   DFND 1,2 400,000 0 0
ROTH CH ACQUISITION IV CO COMMON STOCK 77867P104 1,980 200,000 SH   DFND 1,2 200,000 0 0
RUNWAY GROWTH FINANCE CORP COMMON STOCK 78163D100 256,139 19,979,676 SH   DFND 1,2 19,979,676 0 0
SAGALIAM ACQUISITION CORP COMMON STOCK 78661R205 7,017 700,000 SH   DFND 1,2 700,000 0 0
SANABY HEALTH ACQUISITION CORP I COMMON STOCK 79956P102 3,473 350,000 SH   DFND 1,2 350,000 0 0
SEA LTD CONVERTIBLE BOND 81141RAG5 4,817 5,211,000 PRN   DFND 1,2 5,211,000 0 0
SEAPORT GLOBAL ACQUISITION II CORP COMMON STOCK 81221H105 494 50,000 SH   DFND 1,2 50,000 0 0
SEMPER PARATUS ACQUISITION CORP COMMON STOCK G8028L123 1,266 125,000 SH   DFND 1,2 125,000 0 0
SFL CORP LTD CONVERTIBLE BOND 824689AG8 19,286 18,930,000 PRN   DFND 1,2 18,930,000 0 0
SHELTER ACQUISITION CORP I COMMON STOCK 822821104 486 50,000 SH   DFND 1,2 50,000 0 0
SHOPIFY INC CONVERTIBLE BOND 82509LAA5 1,266 1,011,000 PRN   DFND 1,2 1,011,000 0 0
SHOULDERUP TECHNOLOGY ACQUISITION CORP COMMON STOCK 82537G203 1,767 175,000 SH   DFND 1,2 175,000 0 0
SIERRA LAKE ACQUISITION CORP COMMON STOCK 826332108 2,445 250,000 SH   DFND 1,2 250,000 0 0
SIZZLE ACQUISITION CORP COMMON STOCK 83014E208 254 25,000 SH   DFND 1,2 25,000 0 0
SOAR TECHNOLOGY ACQUISITION CORP COMMON STOCK G82472112 2,527 250,000 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
SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202 697 150,000 SH   DFND 1,2 150,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AD6 8,699 7,881,000 PRN   DFND 1,2 7,881,000 0 0
SPREE ACQUISITION CORP 1 LTD COMMON STOCK G83745110 3,514 350,000 SH   DFND 1,2 350,000 0 0
SPRINGWATER SPECIAL SITUATIONS CORP COMMON STOCK 85205U107 2,441 250,000 SH   DFND 1,2 250,000 0 0
SQUARE INC CONVERTIBLE BOND 852234AJ2 3,909 3,793,000 PRN   DFND 1,2 3,793,000 0 0
SSR MINING INC CONVERTIBLE BOND 784730AB9 2,920 2,342,000 PRN   DFND 1,2 2,342,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 589,266 25,993,242 SH   DFND 1,2 25,993,242 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8 7,669 7,291,000 PRN   DFND 1,2 7,291,000 0 0
STATE STREET CORP ETF 78462F103 299,225 630,000 SH Put DFND 1,2 630,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 144,046 20,726,126 SH   DFND 1,2 20,726,126 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 57,706 1,313,000 SH   DFND 1,2 1,313,000 0 0
SUPERNUS PHARMACEUTICALS INC CONVERTIBLE BOND 868459AD0 19,714 19,901,000 PRN   DFND 1,2 19,901,000 0 0
TABULA RASA HEALTHCARE INC CONVERTIBLE BOND 873379AA9 5,144 6,189,000 PRN   DFND 1,2 6,189,000 0 0
TASTEMAKER ACQUISITION CORP COMMON STOCK 876545104 1,483 150,000 SH   DFND 1,2 150,000 0 0
TEEKAY CORP CONVERTIBLE BOND 87900YAE3 1,606 1,602,000 PRN   DFND 1,2 1,602,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209 11,324 2,220,500 SH   DFND 1,2 2,220,500 0 0
THERAVANCE BIOPHARMA INC CONVERTIBLE BOND 88339KAA0 7,287 7,509,000 PRN   DFND 1,2 7,509,000 0 0
THRIVE ACQUISITION CORP COMMON STOCK G7158C101 1,981 200,000 SH   DFND 1,2 200,000 0 0
THUNDER BRIDGE CAPITAL PARTNERS IV INC COMMON STOCK 88605L107 1,464 150,000 SH   DFND 1,2 150,000 0 0
TILRAY INC CONVERTIBLE BOND 88688TAB6 15,004 15,214,000 PRN   DFND 1,2 15,214,000 0 0
TKB CRITICAL TECHNOLOGIES 1 COMMON STOCK G88935112 246 25,000 SH   DFND 1,2 25,000 0 0
TLGY ACQUISITION CORP COMMON STOCK G8656T117 1,006 100,000 SH   DFND 1,2 100,000 0 0
TORM PLC COMMON STOCK G89479102 424,974 53,812,988 SH   DFND 1,2 53,812,988 0 0
TPB ACQUISITION CORP I COMMON STOCK G8990L101 1,450 148,000 SH   DFND 1,2 148,000 0 0
TRANSOCEAN LTD CONVERTIBLE BOND 893830BJ7 7,106 7,841,000 PRN   DFND 1,2 7,841,000 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204 8,718 1,963,575 SH   DFND 1,2 1,963,575 0 0
TRAVERE THERAPEUTICS INC CONVERTIBLE BOND 761299AB2 10,281 9,310,000 PRN   DFND 1,2 9,310,000 0 0
TRINE II ACQUISITION CORP COMMON STOCK G9059F100 985 100,000 SH   DFND 1,2 100,000 0 0
TRINE II ACQUISITION CORP WARRANT G9059F118 30 50,000 SH Call DFND 1,2 50,000 0 0
TRIP.COM GROUP LTD CONVERTIBLE BOND 22943FAM2 4,668 4,899,000 PRN   DFND 1,2 4,899,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAF9 6,427 5,886,000 PRN   DFND 1,2 5,886,000 0 0
TWO HARBORS INVESTMENT CORP CONVERTIBLE BOND 90187BAA9 4,487 4,457,000 PRN   DFND 1,2 4,457,000 0 0
UBER TECHNOLOGIES INC CONVERTIBLE BOND 90353TAJ9 1,844 1,870,000 PRN   DFND 1,2 1,870,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108 47,600 3,397,592 SH   DFND 1,2 3,397,592 0 0
US WELL SERVICES INC WARRANT 91274U119 112 1,500,000 SH Call DFND 1,2 1,500,000 0 0
VAHANNA TECH EDGE ACQUISITION I CORP COMMON STOCK G9320Z125 503 50,000 SH   DFND 1,2 50,000 0 0
VAIL RESORTS INC CONVERTIBLE BOND 91879QAN9 6,166 5,759,000 PRN   DFND 1,2 5,759,000 0 0
VALARIS LTD COMMON STOCK G9460G101 38,886 1,080,184 SH   DFND 1,2 1,080,184 0 0
VALE SA COMMON STOCK 91912E105 107,505 7,668,042 SH   DFND 1,2 7,668,042 0 0
VEECO INSTRUMENTS INC CONVERTIBLE BOND 922417AD2 8,556 8,358,000 PRN   DFND 1,2 8,358,000 0 0
VEON LTD COMMON STOCK 91822M106 2,167 1,267,678 SH   DFND 1,2 1,267,678 0 0
VISION SENSING ACQUISITION CORP COMMON STOCK 92838J103 1,486 150,000 SH   DFND 1,2 150,000 0 0
VISION SENSING ACQUISITION CORP WARRANT 92838J111 45 112,500 SH Call DFND 1,2 112,500 0 0
VISTA OIL & GAS SAB DE CV COMMON STOCK 92837L109 17,135 3,215,002 SH   DFND 1,2 3,215,002 0 0
VISTRA CORP COMMON STOCK 92840M102 658,048 28,899,812 SH   DFND 1,2 28,899,812 0 0
VMG CONSUMER ACQUISITION CORP COMMON STOCK 91842V201 2,029 200,000 SH   DFND 1,2 200,000 0 0
WAVERLEY CAPITAL ACQUISITION CORP 1 COMMON STOCK G06536109 970 100,000 SH   DFND 1,2 100,000 0 0
WEATHERFORD INTERNATIONAL PLC COMMON STOCK G48833118 169,339 6,108,916 SH   DFND 1,2 6,108,916 0 0
WEIBO CORP CONVERTIBLE BOND 948596AC5 9,260 9,449,000 PRN   DFND 1,2 9,449,000 0 0
WELLS FARGO & CO CONVERTIBLE PRFD 949746804 9,564 6,417 SH   DFND 1,2 6,417 0 0
WELSBACH TECHNOLOGY METALS ACQUISITION CORP COMMON STOCK 950415208 4,513 450,000 SH   DFND 1,2 450,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0 17,345 17,100,000 PRN   DFND 1,2 17,100,000 0 0
WILLIAMS ROWLAND ACQUISITION CORP COMMON STOCK 96951B102 1,480 150,000 SH   DFND 1,2 150,000 0 0
WINVEST ACQUISITION CORP COMMON STOCK 97655B109 2,949 300,000 SH   DFND 1,2 300,000 0 0
WINVEST ACQUISITION CORP WARRANT 97655B117 58 299,900 SH Call DFND 1,2 299,900 0 0
WIX.COM LTD CONVERTIBLE BOND 92940WAD1 1,795 2,000,000 PRN   DFND 1,2 2,000,000 0 0
WORLD QUANTUM GROWTH ACQUISITION CORP COMMON STOCK G5596W101 981 100,000 SH   DFND 1,2 100,000 0 0
XP INC COMMON STOCK G98239109 4,650 161,799 SH   DFND 1,2 161,799 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAH4 1,292 1,000,000 PRN   DFND 1,2 1,000,000 0 0