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 491 50,000 SH   DFND 1,2 50,000 0 0
8I ACQUISITION 2 CORP COMMON STOCK G2956R103 984 100,000 SH   DFND 1,2 100,000 0 0
A SPAC I ACQUISITION CORP COMMON STOCK G0542S106 2,856 290,000 SH   DFND 1,2 290,000 0 0
A SPAC I ACQUISITION CORP RIGHT G0542S114 24 145,000 SH   DFND 1,2 145,000 0 0
A SPAC I ACQUISITION CORP WARRANT G0542S130 13 108,750 SH Call DFND 1,2 108,750 0 0
ACCRETION ACQUISITION CORP COMMON STOCK 00438Y107 1,960 200,000 SH   DFND 1,2 200,000 0 0
ACHARI VENTURES HOLDINGS CORP I COMMON STOCK 00444X101 1,990 200,000 SH   DFND 1,2 200,000 0 0
ACRES COMMERCIAL REALTY CORP CONVERTIBLE BOND 76120WAC8 29,241 29,021,000 PRN   DFND 1,2 29,021,000 0 0
AETHERIUM ACQUISITION CORP COMMON STOCK 00809J101 1,976 200,000 SH   DFND 1,2 200,000 0 0
AFYA LTD COMMON STOCK G01125106 22,278 1,546,069 SH   DFND 1,2 1,546,069 0 0
AGRICO ACQUISITION CORP COMMON STOCK G41089106 2,022 200,000 SH   DFND 1,2 200,000 0 0
AIB ACQUISITION CORP COMMON STOCK G0R45S109 1,976 200,000 SH   DFND 1,2 200,000 0 0
AIRBNB INC CONVERTIBLE BOND 009066AB7 4,359 4,486,000 PRN   DFND 1,2 4,486,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5 8,325 7,211,000 PRN   DFND 1,2 7,211,000 0 0
ALARM.COM HOLDINGS INC CONVERTIBLE BOND 011642AB1 3,587 4,220,000 PRN   DFND 1,2 4,220,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 298,911 6,874,687 SH   DFND 1,2 6,874,687 0 0
ALPHA HEALTHCARE ACQUISITION CORP III COMMON STOCK 02073F104 1,948 200,000 SH   DFND 1,2 200,000 0 0
ALPHA STAR ACQUISITION CORP COMMON STOCK G0230C108 3,956 400,000 SH   DFND 1,2 400,000 0 0
ALPHA STAR ACQUISITION CORP RIGHT G0230C132 80 400,000 SH   DFND 1,2 400,000 0 0
ALPHA STAR ACQUISITION CORP WARRANT G0230C116 28 400,000 SH Call DFND 1,2 400,000 0 0
ALPINE ACQUISITION CORP COMMON STOCK 02083L109 3,528 350,000 SH   DFND 1,2 350,000 0 0
ALSET CAPITAL ACQUISITION CORP COMMON STOCK 02115M109 7,248 735,000 SH   DFND 1,2 735,000 0 0
ALSET CAPITAL ACQUISITION CORP RIGHT 02115M125 128 735,000 SH   DFND 1,2 735,000 0 0
ALSET CAPITAL ACQUISITION CORP WARRANT 02115M117 66 367,500 SH Call DFND 1,2 367,500 0 0
ALSP ORCHID ACQUISITION CORP I COMMON STOCK G0231L107 748 75,000 SH   DFND 1,2 75,000 0 0
ALTERYX INC CONVERTIBLE BOND 02156BAD5 6,258 6,701,000 PRN   DFND 1,2 6,701,000 0 0
ANDRETTI ACQUISITION CORP COMMON STOCK G26735103 994 100,000 SH   DFND 1,2 100,000 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206 102,113 4,310,421 SH   DFND 1,2 4,310,421 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAB1 14,636 14,627,000 PRN   DFND 1,2 14,627,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAC9 18,218 18,218,000 PRN   DFND 1,2 18,218,000 0 0
ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I COMMON STOCK 03881F104 1,001 100,000 SH   DFND 1,2 100,000 0 0
ARDMORE SHIPPING CORP COMMON STOCK Y0207T100 7,200 1,600,000 SH   DFND 1,2 1,600,000 0 0
ARENA FORTIFY ACQUISITION CORP COMMON STOCK 04005A104 500 50,000 SH   DFND 1,2 50,000 0 0
ARGUS CAPITAL CORP COMMON STOCK 04026L105 998 100,000 SH   DFND 1,2 100,000 0 0
ARISZ ACQUISITION CORP COMMON STOCK 040450108 1,962 200,000 SH   DFND 1,2 200,000 0 0
ARMADA ACQUISITION CORP I COMMON STOCK 04208V103 2,455 250,000 SH   DFND 1,2 250,000 0 0
AROGO CAPITAL ACQUISITION CORP COMMON STOCK 042644104 2,982 300,000 SH   DFND 1,2 300,000 0 0
ASCENDANT DIGITAL ACQUISITION CORP III COMMON STOCK G05157105 3,003 300,000 SH   DFND 1,2 300,000 0 0
ATHENA CONSUMER ACQUISITION CORP COMMON STOCK 04684M106 998 100,000 SH   DFND 1,2 100,000 0 0
ATLANTIC COASTAL ACQUISITION CORP II COMMON STOCK 04845A108 2,480 250,000 SH   DFND 1,2 250,000 0 0
AURORA TECHNOLOGY ACQUISITION CORP COMMON STOCK G06984119 9,367 950,000 SH   DFND 1,2 950,000 0 0
AURORA TECHNOLOGY ACQUISITION CORP WARRANT G06984127 76 950,000 SH Call DFND 1,2 950,000 0 0
AVALON ACQUISITION INC COMMON STOCK 05338E101 3,735 375,000 SH   DFND 1,2 375,000 0 0
AXIOS SUSTAINABLE GROWTH ACQUISITION CORP COMMON STOCK G0703K108 5,982 600,000 SH   DFND 1,2 600,000 0 0
AZUL SA COMMON STOCK 05501U106 57,428 3,815,824 SH   DFND 1,2 3,815,824 0 0
BANCO BRADESCO SA COMMON STOCK 059460303 41,728 8,993,204 SH   DFND 1,2 8,993,204 0 0
BANK OF AMERICA CORP CONVERTIBLE PRFD 060505682 14,587 11,114 SH   DFND 1,2 11,114 0 0
BANYAN ACQUISITION CORP COMMON STOCK 06690B107 1,986 200,000 SH   DFND 1,2 200,000 0 0
BATTALION OIL CORP COMMON STOCK 07134L107 55,924 3,009,912 SH   DFND 1,2 3,009,912 0 0
BEARD ENERGY TRANSITION ACQUISITION CORP COMMON STOCK 07402Q101 2,971 300,000 SH   DFND 1,2 300,000 0 0
BEL FUSE INC COMMON STOCK 077347201 1,503 71,613 SH   DFND 1,2 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 8,254 462,679 SH   DFND 1,2 462,679 0 0
BELONG ACQUISITION CORP COMMON STOCK 08069M102 1,954 200,000 SH   DFND 1,2 200,000 0 0
BENEFITFOCUS INC CONVERTIBLE BOND 08180DAB2 1,937 2,009,000 PRN   DFND 1,2 2,009,000 0 0
BERRY CORP COMMON STOCK 08579X101 133,265 12,913,313 SH   DFND 1,2 12,913,313 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAH4 3,507 3,500,000 PRN   DFND 1,2 3,500,000 0 0
BIOPLUS ACQUISITION CORP COMMON STOCK G11217117 988 100,000 SH   DFND 1,2 100,000 0 0
BLACK MOUNTAIN ACQUISITION CORP COMMON STOCK 09216A108 1,986 200,000 SH   DFND 1,2 200,000 0 0
BLACKROCK CAPITAL INVESTMENT CORP CONVERTIBLE BOND 092533AC2 6,771 6,709,000 PRN   DFND 1,2 6,709,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAB6 17,227 17,142,000 PRN   DFND 1,2 17,142,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAC4 16,681 16,338,000 PRN   DFND 1,2 16,338,000 0 0
BLOCKCHAIN COINVESTORS ACQUISITION CORP I COMMON STOCK G11765107 1,986 200,000 SH   DFND 1,2 200,000 0 0
BLOCKCHAIN MOON ACQUISITION CORP COMMON STOCK 09370F109 2,714 275,000 SH   DFND 1,2 275,000 0 0
BLUE WORLD ACQUISITION CORP COMMON STOCK G1263E102 5,434 550,000 SH   DFND 1,2 550,000 0 0
BLUE WORLD ACQUISITION CORP RIGHT G1263E110 78 550,000 SH   DFND 1,2 550,000 0 0
BROAD CAPITAL ACQUISITION CORP COMMON STOCK 11125B102 5,450 550,000 SH   DFND 1,2 550,000 0 0
BULLPEN PARLAY ACQUISITION CO COMMON STOCK G1792A100 1,974 200,000 SH   DFND 1,2 200,000 0 0
BURLINGTON STORES INC CONVERTIBLE BOND 122017AB2 1,601 1,396,000 PRN   DFND 1,2 1,396,000 0 0
BURTECH ACQUISITION CORP COMMON STOCK 123013104 5,934 600,000 SH   DFND 1,2 600,000 0 0
CABLE ONE INC CONVERTIBLE BOND 12685JAE5 3,073 3,500,000 PRN   DFND 1,2 3,500,000 0 0
CANNA-GLOBAL ACQUISITION CORP COMMON STOCK 13767K101 10,489 1,051,041 SH   DFND 1,2 1,051,041 0 0
CASCADIA ACQUISITION CORP COMMON STOCK 14739D100 1,462 150,000 SH   DFND 1,2 150,000 0 0
CBL & ASSOCIATES PROPERTIES INC COMMON STOCK 124830878 150,297 4,569,701 SH   DFND 1,2 4,569,701 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 134,337 25,394,558 SH   DFND 1,2 25,394,558 0 0
CENAQ ENERGY CORP COMMON STOCK 15130M102 3,000 300,000 SH   DFND 1,2 300,000 0 0
CHARDAN NEXTECH ACQUISITION 2 CORP COMMON STOCK 159561109 2,265 225,000 SH   DFND 1,2 225,000 0 0
CHAVANT CAPITAL ACQUISITION CORP COMMON STOCK G2058L103 744 75,000 SH   DFND 1,2 75,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AF6 14,963 18,204,000 PRN   DFND 1,2 18,204,000 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167735 957,100 11,001,153 SH   DFND 1,2 11,001,153 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167164 4,842 75,810 SH Call DFND 1,2 75,810 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167172 8,928 150,000 SH Call DFND 1,2 150,000 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167180 44,908 808,001 SH Call DFND 1,2 808,001 0 0
CIVITAS RESOURCES INC COMMON STOCK 17888H103 71,652 1,200,000 SH   DFND 1,2 1,200,000 0 0
CLEAN EARTH ACQUISITIONS CORP COMMON STOCK 184493203 3,012 300,000 SH   DFND 1,2 300,000 0 0
CLOVER LEAF CAPITAL CORP COMMON STOCK 18915E105 2,014 200,000 SH   DFND 1,2 200,000 0 0
COLOMBIER ACQUISITION CORP COMMON STOCK 19533H108 483 50,000 SH   DFND 1,2 50,000 0 0
CONCORD ACQUISITION CORP III COMMON STOCK 20607V106 248 25,000 SH   DFND 1,2 25,000 0 0
CONSILIUM ACQUISITION CORP I LTD COMMON STOCK G2365L101 3,904 400,000 SH   DFND 1,2 400,000 0 0
COUNTER PRESS ACQUISITION CORP COMMON STOCK G2542B109 1,008 100,000 SH   DFND 1,2 100,000 0 0
COUPA SOFTWARE INC CONVERTIBLE BOND 22266LAF3 4,853 5,751,000 PRN   DFND 1,2 5,751,000 0 0
CREDICORP LTD COMMON STOCK G2519Y108 57,166 332,612 SH   DFND 1,2 332,612 0 0
CRYPTO 1 ACQUISITION CORP COMMON STOCK G3168A102 1,978 200,000 SH   DFND 1,2 200,000 0 0
CVENT HOLDING CORP COMMON STOCK 126677103 35,950 5,000,000 SH   DFND 1,2 5,000,000 0 0
CYBERARK SOFTWARE LTD CONVERTIBLE BOND 23248VAB1 4,977 4,000,000 PRN   DFND 1,2 4,000,000 0 0
DEEP MEDICINE ACQUISITION CORP COMMON STOCK 243733102 4,228 425,000 SH   DFND 1,2 425,000 0 0
DEXCOM INC CONVERTIBLE BOND 252131AK3 4,329 3,775,000 PRN   DFND 1,2 3,775,000 0 0
DIGITAL HEALTH ACQUISITION CORP COMMON STOCK 253893101 5,002 500,000 SH   DFND 1,2 500,000 0 0
DIGITALBRIDGE GROUP INC CONVERTIBLE BOND 19624RAA4 18,506 18,211,000 PRN   DFND 1,2 18,211,000 0 0
DIRECT SELLING ACQUISITION CORP COMMON STOCK 25460L103 3,500 350,000 SH   DFND 1,2 350,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAB5 36,624 40,604,000 PRN   DFND 1,2 40,604,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAD1 21,476 22,878,000 PRN   DFND 1,2 22,878,000 0 0
DOCUSIGN INC CONVERTIBLE BOND 256163AD8 6,000 6,384,000 PRN   DFND 1,2 6,384,000 0 0
DROPBOX INC CONVERTIBLE BOND 26210CAC8 4,931 5,257,000 PRN   DFND 1,2 5,257,000 0 0
DTRT HEALTH ACQUISITION CORP COMMON STOCK 23344T103 1,504 150,000 SH   DFND 1,2 150,000 0 0
DUET ACQUISITION CORP COMMON STOCK 26431Q106 4,945 500,000 SH   DFND 1,2 500,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A150 257,562 3,781,561 SH   DFND 1,2 3,781,561 0 0
EAGLE BULK SHIPPING INC CONVERTIBLE BOND 269442AA7 79,903 40,495,000 PRN   DFND 1,2 40,495,000 0 0
ENERGEM CORP COMMON STOCK G30449105 4,000 400,000 SH   DFND 1,2 400,000 0 0
ENPHASE ENERGY INC CONVERTIBLE BOND 29355AAK3 4,249 4,070,000 PRN   DFND 1,2 4,070,000 0 0
ESGEN ACQUISITION CORP COMMON STOCK G3R95N103 750 75,000 SH   DFND 1,2 75,000 0 0
EVEREST CONSOLIDATOR ACQUISITION CORP COMMON STOCK 29978K102 1,992 200,000 SH   DFND 1,2 200,000 0 0
EVERGREEN CORP COMMON STOCK G3312W125 4,518 450,000 SH   DFND 1,2 450,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1 3,133 3,305,000 PRN   DFND 1,2 3,305,000 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6 10,988 12,374,000 PRN   DFND 1,2 12,374,000 0 0
FASTLY INC CONVERTIBLE BOND 31188VAB6 15,072 20,057,000 PRN   DFND 1,2 20,057,000 0 0
FAT PROJECTS ACQUISITION CORP COMMON STOCK G3400W102 2,072 210,000 SH   DFND 1,2 210,000 0 0
FINANCIAL STRATEGIES ACQUISITION CORP COMMON STOCK 31772T107 3,964 400,000 SH   DFND 1,2 400,000 0 0
FINNOVATE ACQUISITION CORP COMMON STOCK G3R34K103 2,180 220,000 SH   DFND 1,2 220,000 0 0
FINTECH ECOSYSTEM DEVELOPMENT CORP COMMON STOCK 318136108 4,473 450,000 SH   DFND 1,2 450,000 0 0
FINTECH EVOLUTION ACQUISITION GROUP COMMON STOCK G3R19A104 1,470 150,000 SH   DFND 1,2 150,000 0 0
FIRST LIGHT ACQUISITION GROUP INC COMMON STOCK 320703101 2,967 300,000 SH   DFND 1,2 300,000 0 0
FIVERR INTERNATIONAL LTD CONVERTIBLE BOND 33835LAA3 2,790 3,269,000 PRN   DFND 1,2 3,269,000 0 0
FORD MOTOR CO CONVERTIBLE BOND 345370CZ1 7,683 6,473,000 PRN   DFND 1,2 6,473,000 0 0
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC COMMON STOCK 34960P101 52,352 2,033,110 SH   DFND 1,2 2,033,110 0 0
FORTUNE RISE ACQUISITION CORP COMMON STOCK 34969G102 2,761 275,000 SH   DFND 1,2 275,000 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 100,049 2,011,458 SH   DFND 1,2 2,011,458 0 0
FRONTIER COMMUNICATIONS PARENT INC COMMON STOCK 35909D109 110,205 3,982,849 SH   DFND 1,2 3,982,849 0 0
FUTURE HEALTH ESG CORP COMMON STOCK 36118W102 2,465 250,000 SH   DFND 1,2 250,000 0 0
FUTURETECH II ACQUISITION CORP COMMON STOCK 36119D202 4,110 410,000 SH   DFND 1,2 410,000 0 0
GARDINER HEALTHCARE ACQUISITIONS CORP COMMON STOCK 365506104 3,968 400,000 SH   DFND 1,2 400,000 0 0
GARRETT MOTION INC COMMON STOCK 366505105 25,834 3,593,111 SH   DFND 1,2 3,593,111 0 0
GARRETT MOTION INC CONVERTIBLE PRFD 366505204 569,263 68,834,814 SH   DFND 1,2 68,834,814 0 0
GENESIS GROWTH TECH ACQUISITION CORP COMMON STOCK G3R23D102 2,005 201,400 SH   DFND 1,2 201,400 0 0
GENESIS UNICORN CAPITAL CORP COMMON STOCK 37187C209 3,201 320,000 SH   DFND 1,2 320,000 0 0
GLADSTONE ACQUISITION CORP COMMON STOCK 37653T108 2,516 250,000 SH   DFND 1,2 250,000 0 0
GLOBAL CONSUMER ACQUISITION CORP COMMON STOCK 37892B108 5,996 600,000 SH   DFND 1,2 600,000 0 0
GLOBAL TECHNOLOGY ACQUISITION CORP I COMMON STOCK G3934N107 1,990 200,000 SH   DFND 1,2 200,000 0 0
GLOBALINK INVESTMENT INC COMMON STOCK 37892F109 3,468 350,000 SH   DFND 1,2 350,000 0 0
GOGREEN INVESTMENTS CORP COMMON STOCK G9461B101 2,997 300,000 SH   DFND 1,2 300,000 0 0
GOLDENSTONE ACQUISITION LTD COMMON STOCK 38136Y201 3,510 350,000 SH   DFND 1,2 350,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE BOND 38147UAB3 21,989 21,935,000 PRN   DFND 1,2 21,935,000 0 0
GOOD WORKS II ACQUISITION CORP COMMON STOCK 38216G104 984 100,000 SH   DFND 1,2 100,000 0 0
GOSSAMER BIO INC CONVERTIBLE BOND 38341PAA0 1,304 1,623,000 PRN   DFND 1,2 1,623,000 0 0
GRAF ACQUISITION CORP IV COMMON STOCK 384272100 970 100,000 SH   DFND 1,2 100,000 0 0
GRANITE POINT MORTGAGE TRUST INC CONVERTIBLE BOND 38741LAC1 5,280 5,280,000 PRN   DFND 1,2 5,280,000 0 0
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I COMMON STOCK G4166K100 499 50,000 SH   DFND 1,2 50,000 0 0
GREENLIGHT CAPITAL RE LTD CONVERTIBLE BOND 395366AB3 3,043 3,209,000 PRN   DFND 1,2 3,209,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206 27,660 2,364,174 SH   DFND 1,2 2,364,174 0 0
GUARDANT HEALTH INC CONVERTIBLE BOND 40131MAB5 2,163 2,681,000 PRN   DFND 1,2 2,681,000 0 0
HAEMONETICS CORP CONVERTIBLE BOND 405024AB6 18,214 21,614,000 PRN   DFND 1,2 21,614,000 0 0
HALOZYME THERAPEUTICS INC CONVERTIBLE BOND 40637HAD1 2,173 2,481,000 PRN   DFND 1,2 2,481,000 0 0
HCM ACQUISITION CORP COMMON STOCK G4365A101 1,994 200,000 SH   DFND 1,2 200,000 0 0
HEALTH CATALYST INC CONVERTIBLE BOND 42225TAB3 1,134 997,000 PRN   DFND 1,2 997,000 0 0
HEALTHWELL ACQUISITION CORP I COMMON STOCK 42227R109 966 100,000 SH   DFND 1,2 100,000 0 0
HEARTLAND MEDIA ACQUISITION CORP COMMON STOCK 42237V108 990 100,000 SH   DFND 1,2 100,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAH0 10,276 10,267,000 PRN   DFND 1,2 10,267,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAJ6 2,743 2,747,000 PRN   DFND 1,2 2,747,000 0 0
HELLO GROUP INC CONVERTIBLE BOND 60879BAB3 10,364 11,160,000 PRN   DFND 1,2 11,160,000 0 0
HERBALIFE NUTRITION LTD CONVERTIBLE BOND 42703MAD5 2,159 2,297,000 PRN   DFND 1,2 2,297,000 0 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK 42806J700 327,707 14,794,937 SH   DFND 1,2 14,794,937 0 0
HIMS & HERS HEALTH INC COMMON STOCK 433000106 17,436 3,271,279 SH   DFND 1,2 3,373,437 0 0
HNR ACQUISITION CORP COMMON STOCK 40472A201 4,267 425,000 SH   DFND 1,2 425,000 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5 21,460 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
I3 VERTICALS INC CONVERTIBLE BOND 44933TAB2 2,412 2,434,000 PRN   DFND 1,2 2,434,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104 78,934 4,167,589 SH   DFND 1,2 4,167,589 0 0
ICONIC SPORTS ACQUISITION CORP COMMON STOCK G4712C107 4,000 400,000 SH   DFND 1,2 400,000 0 0
INCEPTION GROWTH ACQUISITION LTD COMMON STOCK 45333D104 3,938 400,000 SH   DFND 1,2 400,000 0 0
INDUSTRIAL HUMAN CAPITAL INC COMMON STOCK 45617P104 5,010 500,000 SH   DFND 1,2 500,000 0 0
INDUSTRIAL TECH ACQUISITIONS II INC COMMON STOCK 45635R108 1,986 200,000 SH   DFND 1,2 200,000 0 0
INFINERA CORP COMMON STOCK 45667G103 218,270 25,175,384 SH   DFND 1,2 25,175,384 0 0
INFINT ACQUISITION CORP COMMON STOCK G47862100 6,000 600,000 SH   DFND 1,2 600,000 0 0
INNOVATIVE INTERNATIONAL ACQUISITION CORP COMMON STOCK G4809M109 1,000 100,000 SH   DFND 1,2 100,000 0 0
INSIGHT ACQUISITION CORP/DE COMMON STOCK 45784L100 1,470 150,000 SH   DFND 1,2 150,000 0 0
INSMED INC CONVERTIBLE BOND 457669AB5 3,187 3,289,000 PRN   DFND 1,2 3,289,000 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP CONVERTIBLE BOND 457985AM1 1,373 1,303,000 PRN   DFND 1,2 1,303,000 0 0
INTEGRATED RAIL AND RESOURCES ACQUISITION CORP COMMON STOCK 45827R106 993 100,000 SH   DFND 1,2 100,000 0 0
INTEGRATED WELLNESS ACQUISITION CORP COMMON STOCK G4828B100 997 100,000 SH   DFND 1,2 100,000 0 0
INTELLIGENT MEDICINE ACQUISITION CORP COMMON STOCK 45828D106 999 100,000 SH   DFND 1,2 100,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6 6,338 6,655,000 PRN   DFND 1,2 6,655,000 0 0
INTERDIGITAL INC CONVERTIBLE BOND 45867GAB7 3,090 3,000,000 PRN   DFND 1,2 3,000,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AJ0 3,370 3,893,000 PRN   DFND 1,2 3,893,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 462222AB6 19,153 21,246,000 PRN   DFND 1,2 21,246,000 0 0
IRONWOOD PHARMACEUTICALS INC CONVERTIBLE BOND 46333XAD0 834 818,000 PRN   DFND 1,2 818,000 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 129,131 22,614,976 SH   DFND 1,2 22,614,976 0 0
IX ACQUISITION CORP COMMON STOCK G5000D103 1,958 200,000 SH   DFND 1,2 200,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AD3 5,878 5,742,000 PRN   DFND 1,2 5,742,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AF8 4,722 3,879,000 PRN   DFND 1,2 3,879,000 0 0
JOYY INC CONVERTIBLE BOND 98426TAD8 8,788 9,822,000 PRN   DFND 1,2 9,822,000 0 0
JUNIPER II CORP COMMON STOCK 48203N103 2,487 250,000 SH   DFND 1,2 250,000 0 0
JUPITER WELLNESS ACQUISITION CORP COMMON STOCK 48208E108 4,965 500,000 SH   DFND 1,2 500,000 0 0
KAIROUS ACQUISITION CORP LTD COMMON STOCK G52131110 1,486 150,000 SH   DFND 1,2 150,000 0 0
KAMAN CORP CONVERTIBLE BOND 483548AF0 18,546 17,984,000 PRN   DFND 1,2 17,984,000 0 0
KARYOPHARM THERAPEUTICS INC CONVERTIBLE BOND 48576UAA4 3,368 3,976,000 PRN   DFND 1,2 3,976,000 0 0
KEYARCH ACQUISITION CORP COMMON STOCK G5260A104 2,827 290,000 SH   DFND 1,2 290,000 0 0
KEYARCH ACQUISITION CORP RIGHT G5260A120 20 145,000 SH   DFND 1,2 145,000 0 0
KILROY REALTY CORP COMMON STOCK 49427F108 117,305 1,535,011 SH   DFND 1,2 1,535,011 0 0
KIMBELL TIGER ACQUISITION CORP COMMON STOCK 49436K106 3,009 300,000 SH   DFND 1,2 300,000 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6 16,270 15,664,000 PRN   DFND 1,2 15,664,000 0 0
KNIGHTSWAN ACQUISITION CORP COMMON STOCK 499103109 1,488 150,000 SH   DFND 1,2 150,000 0 0
LAKESHORE ACQUISITION II CORP COMMON STOCK G5352N139 1,754 175,000 SH   DFND 1,2 175,000 0 0
LAMF GLOBAL VENTURES CORP I COMMON STOCK G5338L108 496 50,000 SH   DFND 1,2 50,000 0 0
LARKSPUR HEALTH ACQUISITION CORP COMMON STOCK 51724W107 1,983 200,000 SH   DFND 1,2 200,000 0 0
LENDINGTREE INC CONVERTIBLE BOND 52603BAA5 12,146 12,169,000 PRN   DFND 1,2 12,169,000 0 0
LENDINGTREE INC CONVERTIBLE BOND 52603BAD9 23,694 28,764,000 PRN   DFND 1,2 28,764,000 0 0
LF CAPITAL ACQUISITION CORP II COMMON STOCK 50202D102 499 50,000 SH   DFND 1,2 50,000 0 0
LIBERTY BROADBAND CORP COMMON STOCK 530307305 11,772 86,999 SH   DFND 1,2 86,999 0 0
LIBERTY GLOBAL PLC COMMON STOCK G5480U120 48,581 1,875,000 SH   DFND 1,2 1,875,000 0 0
LIBERTY LATIN AMERICA LTD CONVERTIBLE BOND 53069QAB5 4,292 4,707,000 PRN   DFND 1,2 4,707,000 0 0
LIBERTY RESOURCES ACQUISITION CORP COMMON STOCK 53118A105 3,246 325,000 SH   DFND 1,2 325,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5 19,882 20,353,000 PRN   DFND 1,2 20,353,000 0 0
LIMELIGHT NETWORKS INC CONVERTIBLE BOND 53261MAB0 847 812,000 PRN   DFND 1,2 812,000 0 0
LIONHEART III CORP COMMON STOCK 536262108 2,485 250,000 SH   DFND 1,2 250,000 0 0
LIV CAPITAL ACQUISITION CORP II COMMON STOCK G5510R105 618 60,000 SH   DFND 1,2 60,000 0 0
LIV CAPITAL ACQUISITION CORP II WARRANT G5510R113 8 45,000 SH Call DFND 1,2 45,000 0 0
LIVEPERSON INC CONVERTIBLE BOND 538146AD3 2,624 3,291,000 PRN   DFND 1,2 3,291,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104 1,435 250,924 SH   DFND 1,2 250,924 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 38,893 2,300,000 SH   DFND 1,2 2,300,000 0 0
MAGNITE INC CONVERTIBLE BOND 55955DAB6 10,416 13,101,000 PRN   DFND 1,2 13,101,000 0 0
MANDIANT INC CONVERTIBLE BOND 31816QAD3 27,590 27,590,000 PRN   DFND 1,2 27,590,000 0 0
MARBLEGATE ACQUISITION CORP COMMON STOCK 56608A105 985 100,000 SH   DFND 1,2 100,000 0 0
MAXPRO CAPITAL ACQUISITION CORP COMMON STOCK 57778T106 3,006 300,000 SH   DFND 1,2 300,000 0 0
MERCATO PARTNERS ACQUISITION CORP COMMON STOCK 58759A108 2,481 250,000 SH   DFND 1,2 250,000 0 0
MERCURY ECOMMERCE ACQUISITION CORP COMMON STOCK 589381102 1,963 200,000 SH   DFND 1,2 200,000 0 0
MFA FINANCIAL INC CONVERTIBLE BOND 55272XAA0 18,672 18,408,000 PRN   DFND 1,2 18,408,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 31,950 2,358,000 SH   DFND 1,2 2,358,000 0 0
MICROSTRATEGY INC CONVERTIBLE BOND 594972AE1 20,569 28,594,000 PRN   DFND 1,2 28,594,000 0 0
MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC COMMON STOCK 60436Q100 2,765 275,000 SH   DFND 1,2 275,000 0 0
MONTEREY BIO ACQUISITION CORP COMMON STOCK 61240F108 1,494 150,000 SH   DFND 1,2 150,000 0 0
MOTIVE CAPITAL CORP II COMMON STOCK G6293R106 992 100,000 SH   DFND 1,2 100,000 0 0
MOUNT RAINIER ACQUISITION CORP COMMON STOCK 623006103 1,497 150,000 SH   DFND 1,2 150,000 0 0
MOUNTAIN & CO I ACQUISITION CORP COMMON STOCK G6301J104 3,024 300,000 SH   DFND 1,2 300,000 0 0
MOUNTAIN CREST ACQUISITION CORP V COMMON STOCK 62404B107 737 75,000 SH   DFND 1,2 75,000 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 43,719 957,286 SH   DFND 1,2 957,286 0 0
MURPHY CANYON ACQUISITION CORP COMMON STOCK 626642201 6,060 600,000 SH   DFND 1,2 600,000 0 0
NABORS ENERGY TRANSITION CORP COMMON STOCK 629567108 1,996 200,000 SH   DFND 1,2 200,000 0 0
NABORS INDUSTRIES LTD CONVERTIBLE BOND 62957HAB1 4,993 5,256,000 PRN   DFND 1,2 5,256,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAB6 535 817,000 PRN   DFND 1,2 817,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4 18,940 17,879,000 PRN   DFND 1,2 17,879,000 0 0
NEW YORK COMMUNITY BANCORP INC CONVERTIBLE PRFD 64944P307 4,354 87,636 SH   DFND 1,2 87,636 0 0
NICE LTD CONVERTIBLE BOND 653656AB4 8,602 8,159,000 PRN   DFND 1,2 8,159,000 0 0
NIO INC CONVERTIBLE BOND 62914VAF3 5,364 6,598,000 PRN   DFND 1,2 6,598,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 109,698 5,320,000 SH   DFND 1,2 5,320,000 0 0
NOBLE CORP COMMON STOCK G6610J209 700 19,979 SH   DFND 1,2 19,979 0 0
NORTHERN LIGHTS ACQUISITION CORP COMMON STOCK 66538L105 1,518 150,000 SH   DFND 1,2 150,000 0 0
NORTHVIEW ACQUISITION CORP COMMON STOCK 66718N103 7,387 750,000 SH   DFND 1,2 750,000 0 0
NORTHVIEW ACQUISITION CORP RIGHT 66718N129 109 750,000 SH   DFND 1,2 750,000 0 0
NRG ENERGY INC CONVERTIBLE BOND 629377CG5 3,335 3,030,000 PRN   DFND 1,2 3,030,000 0 0
NUBIA BRAND INTERNATIONAL CORP COMMON STOCK 67022R202 2,551 255,000 SH   DFND 1,2 255,000 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAB4 10,006 10,026,000 PRN   DFND 1,2 10,026,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AL9 6,160 6,199,000 PRN   DFND 1,2 6,199,000 0 0
OAKTREE ACQUISITION CORP II WARRANT G6715X111 3,033 4,666,667 SH Call DFND 1,2 4,666,667 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 36,957 5,014,511 SH   DFND 1,2 5,014,511 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746606 17,983 756,870 SH   DFND 1,2 756,870 0 0
OKTA INC CONVERTIBLE BOND 679295AF2 3,422 3,492,000 PRN   DFND 1,2 3,492,000 0 0
OMNILIT ACQUISITION CORP COMMON STOCK 68218C108 1,395 140,000 SH   DFND 1,2 140,000 0 0
ONYX ACQUISITION CO I COMMON STOCK G6755Q109 2,994 300,000 SH   DFND 1,2 300,000 0 0
OSI SYSTEMS INC CONVERTIBLE BOND 671044AD7 6,209 6,129,000 PRN   DFND 1,2 6,129,000 0 0
OSIRIS ACQUISITION CORP COMMON STOCK 68829A103 1,458 150,000 SH   DFND 1,2 150,000 0 0
OXBRIDGE ACQUISITION CORP COMMON STOCK G6855L109 2,500 250,000 SH   DFND 1,2 250,000 0 0
PACIFICO ACQUISITION CORP COMMON STOCK 69512X103 2,244 225,000 SH   DFND 1,2 225,000 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207 19,589 829,000 SH   DFND 1,2 829,000 0 0
PAPAYA GROWTH OPPORTUNITY CORP I COMMON STOCK 69882P102 2,483 250,000 SH   DFND 1,2 250,000 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207 28,774 2,210,000 SH   DFND 1,2 2,210,000 0 0
PARABELLUM ACQUISITION CORP COMMON STOCK 69901P109 1,965 200,000 SH   DFND 1,2 200,000 0 0
PARATEK PHARMACEUTICALS INC CONVERTIBLE BOND 699374AB0 1,483 1,675,000 PRN   DFND 1,2 1,675,000 0 0
PARSEC CAPITAL ACQUISITIONS CORP COMMON STOCK 70184A108 750 75,000 SH   DFND 1,2 75,000 0 0
PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP COMMON STOCK G69454125 502 50,000 SH   DFND 1,2 50,000 0 0
PEBBLEBROOK HOTEL TRUST CONVERTIBLE BOND 70509VAA8 3,377 2,933,000 PRN   DFND 1,2 2,933,000 0 0
PELOTON INTERACTIVE INC CONVERTIBLE BOND 70614WAB6 1,704 2,050,000 PRN   DFND 1,2 2,050,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAD5 15,116 15,202,000 PRN   DFND 1,2 15,202,000 0 0
PERCEPTION CAPITAL CORP II COMMON STOCK G7007D102 1,498 150,000 SH   DFND 1,2 150,000 0 0
PERSHING SQUARE TONTINE HOLDINGS LTD COMMON STOCK 71531R109 1,989 100,000 SH   DFND 1,2 100,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 132,644 8,962,459 SH   DFND 1,2 8,962,459 0 0
PG&E CORP COMMON STOCK 69331C108 358,200 30,000,000 SH   DFND 1,2 30,000,000 0 0
PINDUODUO INC CONVERTIBLE BOND 722304AC6 2,155 2,451,000 PRN   DFND 1,2 2,451,000 0 0
PONO CAPITAL CORP COMMON STOCK 732450101 2,512 250,000 SH   DFND 1,2 250,000 0 0
POWERUP ACQUISITION CORP COMMON STOCK G7207P111 3,018 300,000 SH   DFND 1,2 300,000 0 0
PRECIGEN INC CONVERTIBLE BOND 46122TAA0 26,402 32,429,000 PRN   DFND 1,2 32,429,000 0 0
PROOF ACQUISITION CORP I COMMON STOCK 74349W104 742 75,000 SH   DFND 1,2 75,000 0 0
PTC THERAPEUTICS INC CONVERTIBLE BOND 69366JAB7 3,326 3,269,000 PRN   DFND 1,2 3,269,000 0 0
PYROPHYTE ACQUISITION CORP COMMON STOCK G7308P101 996 100,000 SH   DFND 1,2 100,000 0 0
QUOTIENT TECHNOLOGY INC CONVERTIBLE BOND 749119AB9 6,061 6,146,000 PRN   DFND 1,2 6,146,000 0 0
RADIUS HEALTH INC CONVERTIBLE BOND 750469AA6 3,744 3,799,000 PRN   DFND 1,2 3,799,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AD1 14,553 14,803,000 PRN   DFND 1,2 14,803,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 758075AC9 7,998 8,071,000 PRN   DFND 1,2 8,071,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 758075AD7 573 572,000 PRN   DFND 1,2 572,000 0 0
REDWOODS ACQUISITION CORP COMMON STOCK 758083208 4,513 450,000 SH   DFND 1,2 450,000 0 0
RELATIVITY ACQUISITION CORP COMMON STOCK 75944B205 6,495 645,000 SH   DFND 1,2 645,000 0 0
RESERVOIR MEDIA INC COMMON STOCK 76119X105 9,830 1,000,000 SH   DFND 1,2 1,000,000 0 0
RF ACQUISITION CORP COMMON STOCK 74954L203 4,012 400,000 SH   DFND 1,2 400,000 0 0
RIGEL RESOURCE ACQUISITION CORP COMMON STOCK G7573M106 3,473 350,000 SH   DFND 1,2 350,000 0 0
RINGCENTRAL INC CONVERTIBLE BOND 76680RAF4 1,923 2,200,000 PRN   DFND 1,2 2,200,000 0 0
RIVERVIEW ACQUISITION CORP COMMON STOCK 769395104 978 100,000 SH   DFND 1,2 100,000 0 0
ROC ENERGY ACQUISITION CORP COMMON STOCK 77118V108 3,966 400,000 SH   DFND 1,2 400,000 0 0
ROTH CH ACQUISITION IV CO COMMON STOCK 77867P104 1,982 200,000 SH   DFND 1,2 200,000 0 0
RUNWAY GROWTH FINANCE CORP COMMON STOCK 78163D100 285,922 21,054,667 SH   DFND 1,2 21,054,667 0 0
SAGALIAM ACQUISITION CORP COMMON STOCK 78661R106 4,697 475,000 SH   DFND 1,2 475,000 0 0
SAGALIAM ACQUISITION CORP RIGHT 78661R114 123 700,000 SH   DFND 1,2 700,000 0 0
SANABY HEALTH ACQUISITION CORP I COMMON STOCK 79956P102 3,500 350,000 SH   DFND 1,2 350,000 0 0
SEA LTD CONVERTIBLE BOND 81141RAG5 7,389 9,201,000 PRN   DFND 1,2 9,201,000 0 0
SEAPORT GLOBAL ACQUISITION II CORP COMMON STOCK 81221H105 495 50,000 SH   DFND 1,2 50,000 0 0
SFL CORP LTD CONVERTIBLE BOND 824689AG8 17,796 17,257,000 PRN   DFND 1,2 17,257,000 0 0
SHELTER ACQUISITION CORP I COMMON STOCK 822821104 490 50,000 SH   DFND 1,2 50,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAB5 4,708 4,476,000 PRN   DFND 1,2 4,476,000 0 0
SHOULDERUP TECHNOLOGY ACQUISITION CORP COMMON STOCK 82537G104 1,727 175,000 SH   DFND 1,2 175,000 0 0
SIERRA LAKE ACQUISITION CORP COMMON STOCK 826332108 2,465 250,000 SH   DFND 1,2 250,000 0 0
SIZZLE ACQUISITION CORP COMMON STOCK 83014E109 249 25,000 SH   DFND 1,2 25,000 0 0
SMARTRENT INC COMMON STOCK 83193G107 7,949 1,571,047 SH   DFND 1,2 1,571,047 0 0
SOAR TECHNOLOGY ACQUISITION CORP COMMON STOCK G82472112 2,532 250,000 SH   DFND 1,2 250,000 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA COMMON STOCK 833635105 29,659 346,485 SH   DFND 1,2 346,485 0 0
SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202 349 150,000 SH   DFND 1,2 150,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AD6 7,649 6,375,000 PRN   DFND 1,2 6,375,000 0 0
SPOTIFY TECHNOLOGY SA CONVERTIBLE BOND 84921RAB6 21,729 25,351,000 PRN   DFND 1,2 25,351,000 0 0
SPREE ACQUISITION CORP 1 LTD COMMON STOCK G83745102 3,482 350,000 SH   DFND 1,2 350,000 0 0
SPRINGWATER SPECIAL SITUATIONS CORP COMMON STOCK 85205U107 2,466 250,000 SH   DFND 1,2 250,000 0 0
SSR MINING INC CONVERTIBLE BOND 784730AB9 2,430 1,742,000 PRN   DFND 1,2 1,742,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 772,577 26,021,457 SH   DFND 1,2 26,021,457 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8 11,067 10,784,000 PRN   DFND 1,2 10,784,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 104,045 20,726,126 SH   DFND 1,2 20,726,126 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 33,501 880,000 SH   DFND 1,2 880,000 0 0
SUPERNUS PHARMACEUTICALS INC CONVERTIBLE BOND 868459AD0 19,614 19,901,000 PRN   DFND 1,2 19,901,000 0 0
TABULA RASA HEALTHCARE INC CONVERTIBLE BOND 873379AA9 769 1,027,000 PRN   DFND 1,2 1,027,000 0 0
TASTEMAKER ACQUISITION CORP COMMON STOCK 876545104 1,485 150,000 SH   DFND 1,2 150,000 0 0
TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP COMMON STOCK G87119106 4,482 450,000 SH   DFND 1,2 450,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209 13,345 2,220,500 SH   DFND 1,2 2,220,500 0 0
THERAVANCE BIOPHARMA INC CONVERTIBLE BOND 88339KAA0 7,106 7,509,000 PRN   DFND 1,2 7,509,000 0 0
THRIVE ACQUISITION CORP COMMON STOCK G7158C101 1,000 100,000 SH   DFND 1,2 100,000 0 0
TKB CRITICAL TECHNOLOGIES 1 COMMON STOCK G88935112 250 25,000 SH   DFND 1,2 25,000 0 0
TLGY ACQUISITION CORP COMMON STOCK G8656T109 996 100,000 SH   DFND 1,2 100,000 0 0
TORM PLC COMMON STOCK G89479102 467,669 53,812,988 SH   DFND 1,2 53,812,988 0 0
TRANSOCEAN LTD CONVERTIBLE BOND 893830BJ7 9,231 9,741,000 PRN   DFND 1,2 9,741,000 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204 13,764 1,963,576 SH   DFND 1,2 1,963,576 0 0
TRAVERE THERAPEUTICS INC CONVERTIBLE BOND 761299AB2 3,998 3,826,000 PRN   DFND 1,2 3,826,000 0 0
TRINE II ACQUISITION CORP COMMON STOCK G9059F100 995 100,000 SH   DFND 1,2 100,000 0 0
TRIP.COM GROUP LTD CONVERTIBLE BOND 22943FAM2 5,209 5,384,000 PRN   DFND 1,2 5,384,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAF9 4,105 4,025,000 PRN   DFND 1,2 4,025,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAN2 17,613 20,857,000 PRN   DFND 1,2 20,857,000 0 0
TYLER TECHNOLOGIES INC CONVERTIBLE BOND 902252AB1 2,395 2,167,000 PRN   DFND 1,2 2,167,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108 46,750 3,397,592 SH   DFND 1,2 3,397,592 0 0
UWM HOLDINGS CORP COMMON STOCK 91823B109 4,530 1,000,000 SH   DFND 1,2 1,000,000 0 0
VAHANNA TECH EDGE ACQUISITION I CORP COMMON STOCK G9320Z109 499 50,000 SH   DFND 1,2 50,000 0 0
VAIL RESORTS INC CONVERTIBLE BOND 91879QAN9 4,349 4,468,000 PRN   DFND 1,2 4,468,000 0 0
VALARIS LTD COMMON STOCK G9460G101 2,598 50,000 SH   DFND 1,2 50,000 0 0
VALE SA COMMON STOCK 91912E105 155,858 7,796,846 SH   DFND 1,2 7,796,846 0 0
VEECO INSTRUMENTS INC CONVERTIBLE BOND 922417AD2 8,751 8,580,000 PRN   DFND 1,2 8,580,000 0 0
VISHAY INTERTECHNOLOGY INC CONVERTIBLE BOND 928298AP3 2,879 2,883,000 PRN   DFND 1,2 2,883,000 0 0
VISION SENSING ACQUISITION CORP COMMON STOCK 92838J103 1,499 150,000 SH   DFND 1,2 150,000 0 0
VISTA OIL & GAS SAB DE CV COMMON STOCK 92837L109 29,224 3,215,002 SH   DFND 1,2 3,215,002 0 0
VISTRA CORP COMMON STOCK 92840M102 671,920 28,899,812 SH   DFND 1,2 28,899,812 0 0
WEATHERFORD INTERNATIONAL PLC COMMON STOCK G48833118 202,594 6,083,916 SH   DFND 1,2 6,083,916 0 0
WEIBO CORP CONVERTIBLE BOND 948596AC5 8,993 9,200,000 PRN   DFND 1,2 9,200,000 0 0
WELLS FARGO & CO CONVERTIBLE PRFD 949746804 7,363 5,557 SH   DFND 1,2 5,557 0 0
WELSBACH TECHNOLOGY METALS ACQUISITION CORP COMMON STOCK 950415109 4,443 450,000 SH   DFND 1,2 450,000 0 0
WESTERN ACQUISITION VENTURES CORP COMMON STOCK 95758L206 5,005 500,000 SH   DFND 1,2 500,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0 18,267 18,832,000 PRN   DFND 1,2 18,832,000 0 0
WILLIAMS ROWLAND ACQUISITION CORP COMMON STOCK 96951B102 1,495 150,000 SH   DFND 1,2 150,000 0 0
WINVEST ACQUISITION CORP COMMON STOCK 97655B109 2,979 300,000 SH   DFND 1,2 300,000 0 0
XP INC COMMON STOCK G98239109 3,917 130,161 SH   DFND 1,2 130,161 0 0
ZENDESK INC CONVERTIBLE BOND 98936JAD3 1,436 1,135,000 PRN   DFND 1,2 1,135,000 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAH4 1,133 1,000,000 PRN   DFND 1,2 1,000,000 0 0
STATE STREET CORP ETF 78462F103 50,617 581,000 SH Put DFND 1,2 581,000 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 59,371 1,300,000 SH Call DFND 1,2 1,300,000 0 0