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
8I ACQUISITION 2 CORP COMMON STOCK G2956R103 1,002 100,000 SH   DFND 1,2 100,000 0 0
A SPAC I ACQUISITION CORP COMMON STOCK G0542S106 2,910 290,000 SH   DFND 1,2 290,000 0 0
A SPAC II ACQUISITION CORP COMMON STOCK G0543H109 6,733 675,000 SH   DFND 1,2 675,000 0 0
ACCRETION ACQUISITION CORP COMMON STOCK 00438Y107 1,988 200,000 SH   DFND 1,2 200,000 0 0
ACHARI VENTURES HOLDINGS CORP I COMMON STOCK 00444X101 2,007 200,000 SH   DFND 1,2 200,000 0 0
AERIE PHARMACEUTICALS INC CONVERTIBLE BOND 00771VAB4 2,491 2,532,000 PRN   DFND 1,2 2,532,000 0 0
AETHERIUM ACQUISITION CORP COMMON STOCK 00809J101 1,991 200,000 SH   DFND 1,2 200,000 0 0
AFYA LTD COMMON STOCK G01125106 19,516 1,439,270 SH   DFND 1,2 1,439,270 0 0
AIB ACQUISITION CORP COMMON STOCK G0R45S109 2,011 200,000 SH   DFND 1,2 200,000 0 0
AIRBNB INC CONVERTIBLE BOND 009066AB7 4,563 5,478,000 PRN   DFND 1,2 5,478,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5 5,359 5,729,000 PRN   DFND 1,2 5,729,000 0 0
ALARM.COM HOLDINGS INC CONVERTIBLE BOND 011642AB1 7,084 8,613,000 PRN   DFND 1,2 8,613,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 170,450 6,124,687 SH   DFND 1,2 6,124,687 0 0
ALPHA HEALTHCARE ACQUISITION CORP III COMMON STOCK 02073F104 1,944 200,000 SH   DFND 1,2 200,000 0 0
ALPHA STAR ACQUISITION CORP COMMON STOCK G0230C108 4,032 400,000 SH   DFND 1,2 400,000 0 0
ALPINE ACQUISITION CORP COMMON STOCK 02083L109 3,580 350,000 SH   DFND 1,2 350,000 0 0
ALSET CAPITAL ACQUISITION CORP COMMON STOCK 02115M109 7,258 735,000 SH   DFND 1,2 735,000 0 0
ALTERYX INC CONVERTIBLE BOND 02156BAD5 15,350 17,056,000 PRN   DFND 1,2 17,056,000 0 0
ALTERYX INC CONVERTIBLE BOND 02156BAF0 1,025 1,258,000 PRN   DFND 1,2 1,258,000 0 0
ALVOTECH SA COMMON STOCK L01800108 42,849 6,338,660 SH   DFND 1,2 6,338,660 0 0
ALVOTECH SA WARRANT L01800116 3,255 4,666,667 SH   DFND 1,2 4,666,667 0 0
ANDRETTI ACQUISITION CORP COMMON STOCK G26735103 1,007 100,000 SH   DFND 1,2 100,000 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206 70,254 5,083,521 SH   DFND 1,2 5,083,521 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAC9 16,810 17,099,000 PRN   DFND 1,2 17,099,000 0 0
APOLLO SENIOR FLOATING RATE FUND INC COMMON STOCK 037636107 3,453 276,091 SH   DFND 1,2 276,091 0 0
ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I COMMON STOCK 03881F104 1,012 100,000 SH   DFND 1,2 100,000 0 0
ARBOR REALTY TRUST INC CONVERTIBLE BOND 038923AP3 3,376 3,413,000 PRN   DFND 1,2 3,413,000 0 0
ARENA FORTIFY ACQUISITION CORP COMMON STOCK 04005A104 503 50,000 SH   DFND 1,2 50,000 0 0
ARGUS CAPITAL CORP COMMON STOCK 04026L105 1,005 100,000 SH   DFND 1,2 100,000 0 0
ARISZ ACQUISITION CORP COMMON STOCK 040450108 1,986 200,000 SH   DFND 1,2 200,000 0 0
ARMADA ACQUISITION CORP I COMMON STOCK 04208V103 2,480 250,000 SH   DFND 1,2 250,000 0 0
AROGO CAPITAL ACQUISITION CORP COMMON STOCK 042644104 2,985 300,000 SH   DFND 1,2 300,000 0 0
ASCENDANT DIGITAL ACQUISITION CORP III COMMON STOCK G05157105 3,042 300,000 SH   DFND 1,2 300,000 0 0
ATHENA CONSUMER ACQUISITION CORP COMMON STOCK 04684M106 1,006 100,000 SH   DFND 1,2 100,000 0 0
ATLANTIC COASTAL ACQUISITION CORP II COMMON STOCK 04845A108 2,505 250,000 SH   DFND 1,2 250,000 0 0
AURORA TECHNOLOGY ACQUISITION CORP COMMON STOCK G06984119 9,528 950,000 SH   DFND 1,2 950,000 0 0
AVALON ACQUISITION INC COMMON STOCK 05338E101 3,768 375,000 SH   DFND 1,2 375,000 0 0
AXIOS SUSTAINABLE GROWTH ACQUISITION CORP COMMON STOCK G0703K108 6,066 600,000 SH   DFND 1,2 600,000 0 0
AZUL SA COMMON STOCK 05501U106 35,635 4,377,824 SH   DFND 1,2 4,377,824 0 0
BANCO BRADESCO SA COMMON STOCK 059460303 42,825 11,637,489 SH   DFND 1,2 11,637,489 0 0
BANDWIDTH INC CONVERTIBLE BOND 05988JAB9 4,803 7,367,000 PRN   DFND 1,2 7,367,000 0 0
BANYAN ACQUISITION CORP COMMON STOCK 06690B107 1,998 200,000 SH   DFND 1,2 200,000 0 0
BATTALION OIL CORP COMMON STOCK 07134L107 35,817 3,009,912 SH   DFND 1,2 3,009,912 0 0
BEARD ENERGY TRANSITION ACQUISITION CORP COMMON STOCK 07402Q101 3,015 300,000 SH   DFND 1,2 300,000 0 0
BEL FUSE INC COMMON STOCK 077347201 1,677 60,000 SH   DFND 1,2 60,000 0 0
BELONG ACQUISITION CORP COMMON STOCK 08069M102 1,972 200,000 SH   DFND 1,2 200,000 0 0
BENTLEY SYSTEMS INC CONVERTIBLE BOND 08265TAD1 3,999 5,273,000 PRN   DFND 1,2 5,273,000 0 0
BERRY CORP COMMON STOCK 08579X101 87,165 11,622,000 SH   DFND 1,2 11,622,000 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAH4 1,688 1,700,000 PRN   DFND 1,2 1,700,000 0 0
BIOPLUS ACQUISITION CORP COMMON STOCK G11217117 1,003 100,000 SH   DFND 1,2 100,000 0 0
BLACK MOUNTAIN ACQUISITION CORP COMMON STOCK 09216A108 2,006 200,000 SH   DFND 1,2 200,000 0 0
BLACKLINE INC CONVERTIBLE BOND 09239BAD1 3,689 4,533,000 PRN   DFND 1,2 4,533,000 0 0
BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC COMMON STOCK 09255X100 5,720 519,542 SH   DFND 1,2 519,542 0 0
BLACKROCK FLOATING RATE INCOME TRUST COMMON STOCK 091941104 2,609 240,282 SH   DFND 1,2 240,282 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAC4 22,283 22,367,000 PRN   DFND 1,2 22,367,000 0 0
BLACKSTONE SENIOR FLOATING RATE TERM FUND COMMON STOCK 09256U105 781 62,206 SH   DFND 1,2 62,206 0 0
BLACKSTONE STRATEGIC CREDIT FUND COMMON STOCK 09257R101 4,135 389,043 SH   DFND 1,2 389,043 0 0
BLOCK INC CONVERTIBLE BOND 852234AJ2 1,099 1,400,000 PRN   DFND 1,2 1,400,000 0 0
BLOCKCHAIN COINVESTORS ACQUISITION CORP I COMMON STOCK G11765107 1,009 100,000 SH   DFND 1,2 100,000 0 0
BLOCKCHAIN MOON ACQUISITION CORP COMMON STOCK 09370F109 2,747 275,000 SH   DFND 1,2 275,000 0 0
BLUE WORLD ACQUISITION CORP COMMON STOCK G1263E102 5,513 550,000 SH   DFND 1,2 550,000 0 0
BROAD CAPITAL ACQUISITION CORP COMMON STOCK 11125B102 5,489 550,000 SH   DFND 1,2 550,000 0 0
BULLPEN PARLAY ACQUISITION CO COMMON STOCK G1792A100 2,016 200,000 SH   DFND 1,2 200,000 0 0
BURLINGTON STORES INC CONVERTIBLE BOND 122017AB2 1,432 1,500,000 PRN   DFND 1,2 1,500,000 0 0
BURTECH ACQUISITION CORP COMMON STOCK 123013104 6,003 600,000 SH   DFND 1,2 600,000 0 0
CABLE ONE INC CONVERTIBLE BOND 12685JAE5 1,529 2,000,000 PRN   DFND 1,2 2,000,000 0 0
CANNA-GLOBAL ACQUISITION CORP COMMON STOCK 13767K101 11,121 1,100,000 SH   DFND 1,2 1,100,000 0 0
CASCADIA ACQUISITION CORP COMMON STOCK 14739D100 1,477 150,000 SH   DFND 1,2 150,000 0 0
CBL & ASSOCIATES PROPERTIES INC COMMON STOCK 124830878 102,029 3,983,966 SH   DFND 1,2 3,983,966 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 50,339 14,676,326 SH   DFND 1,2 14,676,326 0 0
CENAQ ENERGY CORP COMMON STOCK 15130M102 5,549 550,000 SH   DFND 1,2 550,000 0 0
CERIDIAN LLC CONVERTIBLE BOND 15677JAD0 4,412 5,438,000 PRN   DFND 1,2 5,438,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AF6 13,031 17,057,000 PRN   DFND 1,2 17,057,000 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167735 923,258 9,800,000 SH   DFND 1,2 9,800,000 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167164 6,088 75,810 SH   DFND 1,2 75,810 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167172 11,476 150,000 SH   DFND 1,2 150,000 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167180 59,363 808,001 SH   DFND 1,2 808,001 0 0
CIVITAS RESOURCES INC COMMON STOCK 17888H103 65,998 1,150,000 SH   DFND 1,2 1,150,000 0 0
CLEAN EARTH ACQUISITIONS CORP COMMON STOCK 184493104 2,965 300,000 SH   DFND 1,2 300,000 0 0
CLIMATEROCK COMMON STOCK G2311X100 1,400 140,000 SH   DFND 1,2 140,000 0 0
CLOUDFLARE INC CONVERTIBLE BOND 18915MAC1 2,828 3,617,000 PRN   DFND 1,2 3,617,000 0 0
CLOVER LEAF CAPITAL CORP COMMON STOCK 18915E105 2,056 200,000 SH   DFND 1,2 200,000 0 0
COINBASE GLOBAL INC CONVERTIBLE BOND 19260QAB3 8,682 13,047,000 PRN   DFND 1,2 13,047,000 0 0
COLOMBIER ACQUISITION CORP COMMON STOCK 19533H108 487 50,000 SH   DFND 1,2 50,000 0 0
CONCORD ACQUISITION CORP III COMMON STOCK 20607V106 250 25,000 SH   DFND 1,2 25,000 0 0
CONSILIUM ACQUISITION CORP I LTD COMMON STOCK G2365L101 3,970 400,000 SH   DFND 1,2 400,000 0 0
COUNTER PRESS ACQUISITION CORP COMMON STOCK G2542B117 1,008 100,000 SH   DFND 1,2 100,000 0 0
COUPA SOFTWARE INC CONVERTIBLE BOND 22266LAF3 13,490 17,441,000 PRN   DFND 1,2 17,441,000 0 0
CREDICORP LTD COMMON STOCK G2519Y108 47,511 386,898 SH   DFND 1,2 386,898 0 0
CRYPTO 1 ACQUISITION CORP COMMON STOCK G3168A102 2,007 200,000 SH   DFND 1,2 200,000 0 0
CUMULUS MEDIA INC COMMON STOCK 231082801 203 28,937 SH   DFND 1,2 28,937 0 0
CVENT HOLDING CORP COMMON STOCK 126677103 21,000 4,000,000 SH   DFND 1,2 4,000,000 0 0
DEEP MEDICINE ACQUISITION CORP COMMON STOCK 243733102 4,279 425,000 SH   DFND 1,2 425,000 0 0
DENALI CAPITAL ACQUISITION CORP COMMON STOCK G6256B106 2,265 225,000 SH   DFND 1,2 225,000 0 0
DIGITAL HEALTH ACQUISITION CORP COMMON STOCK 253893101 5,065 500,000 SH   DFND 1,2 500,000 0 0
DIGITALBRIDGE GROUP INC CONVERTIBLE BOND 19624RAA4 17,588 17,775,000 PRN   DFND 1,2 17,775,000 0 0
DIRECT SELLING ACQUISITION CORP COMMON STOCK 25460L103 3,545 350,000 SH   DFND 1,2 350,000 0 0
DOCUSIGN INC CONVERTIBLE BOND 256163AD8 17,756 18,930,000 PRN   DFND 1,2 18,930,000 0 0
DRAFTKINGS INC/NEVADA CONVERTIBLE BOND 26142RAB0 2,758 4,209,000 PRN   DFND 1,2 4,209,000 0 0
DROPBOX INC CONVERTIBLE BOND 26210CAC8 5,830 6,667,000 PRN   DFND 1,2 6,667,000 0 0
DTRT HEALTH ACQUISITION CORP COMMON STOCK 23344T103 1,524 150,000 SH   DFND 1,2 150,000 0 0
DUET ACQUISITION CORP COMMON STOCK 26431Q106 4,967 500,000 SH   DFND 1,2 500,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A150 163,287 3,781,561 SH   DFND 1,2 3,781,561 0 0
EAGLE BULK SHIPPING INC CONVERTIBLE BOND 269442AB5 58,118 40,495,000 PRN   DFND 1,2 40,495,000 0 0
EATON VANCE FLOATING-RATE INCOME TRUST COMMON STOCK 278279104 3,960 348,674 SH   DFND 1,2 348,674 0 0
EATON VANCE SENIOR FLOATING-RATE TRUST COMMON STOCK 27828Q105 2,737 246,409 SH   DFND 1,2 246,409 0 0
EATON VANCE SENIOR INCOME TRUST COMMON STOCK 27826S103 108 20,584 SH   DFND 1,2 20,584 0 0
EF HUTTON ACQUISITION CORP I COMMON STOCK 28201D208 9,900 990,000 SH   DFND 1,2 990,000 0 0
EMBRACE CHANGE ACQUISITION CORP COMMON STOCK G3034H133 2,479 245,000 SH   DFND 1,2 245,000 0 0
ENERGEM CORP COMMON STOCK G30449105 4,058 400,000 SH   DFND 1,2 400,000 0 0
ENPHASE ENERGY INC CONVERTIBLE BOND 29355AAK3 2,715 2,278,000 PRN   DFND 1,2 2,278,000 0 0
ENVESTNET INC CONVERTIBLE BOND 29404KAE6 3,704 4,404,000 PRN   DFND 1,2 4,404,000 0 0
ESGEN ACQUISITION CORP COMMON STOCK G3R95N103 761 75,000 SH   DFND 1,2 75,000 0 0
ETSY INC CONVERTIBLE BOND 29786AAN6 5,382 6,914,000 PRN   DFND 1,2 6,914,000 0 0
EVEREST CONSOLIDATOR ACQUISITION CORP COMMON STOCK 29978K102 2,010 200,000 SH   DFND 1,2 200,000 0 0
EVERGREEN CORP COMMON STOCK G3312W109 4,540 450,000 SH   DFND 1,2 450,000 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6 11,215 13,049,000 PRN   DFND 1,2 13,049,000 0 0
FAR PEAK ACQUISITION CORP COMMON STOCK G3312L103 2,472 250,000 SH   DFND 1,2 250,000 0 0
FASTLY INC CONVERTIBLE BOND 31188VAB6 22,898 31,454,000 PRN   DFND 1,2 31,454,000 0 0
FAT PROJECTS ACQUISITION CORP COMMON STOCK G3400W102 2,092 210,000 SH   DFND 1,2 210,000 0 0
FEUTUNE LIGHT ACQUISITION CORP COMMON STOCK 31561T102 7,324 735,000 SH   DFND 1,2 735,000 0 0
FEUTUNE LIGHT ACQUISITION CORP RIGHT 31561T128 44 735,000 SH   DFND 1,2 735,000 0 0
FEUTUNE LIGHT ACQUISITION CORP WARRANT 31561T110 32 735,000 SH   DFND 1,2 735,000 0 0
FINANCIAL STRATEGIES ACQUISITION CORP COMMON STOCK 31772T107 4,014 400,000 SH   DFND 1,2 400,000 0 0
FINNOVATE ACQUISITION CORP COMMON STOCK G3R34K103 2,219 220,000 SH   DFND 1,2 220,000 0 0
FINTECH ECOSYSTEM DEVELOPMENT CORP COMMON STOCK 318136108 4,529 450,000 SH   DFND 1,2 450,000 0 0
FINTECH EVOLUTION ACQUISITION GROUP COMMON STOCK G3R19A104 1,488 150,000 SH   DFND 1,2 150,000 0 0
FIRST TRUST SENIOR FLOATING RATE INCOME FUND II COMMON STOCK 33733U108 8,083 809,115 SH   DFND 1,2 809,115 0 0
FORD MOTOR CO CONVERTIBLE BOND 345370CZ1 5,725 6,227,000 PRN   DFND 1,2 6,227,000 0 0
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC COMMON STOCK 34960P101 30,486 2,033,110 SH   DFND 1,2 2,033,110 0 0
FORTUNE RISE ACQUISITION CORP COMMON STOCK 34969G102 2,798 275,000 SH   DFND 1,2 275,000 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 67,039 2,452,960 SH   DFND 1,2 2,452,960 0 0
FRONTIER COMMUNICATIONS PARENT INC COMMON STOCK 35909D109 93,318 3,982,849 SH   DFND 1,2 3,982,849 0 0
FUTURE HEALTH ESG CORP COMMON STOCK 36118W102 2,501 250,000 SH   DFND 1,2 250,000 0 0
FUTURETECH II ACQUISITION CORP COMMON STOCK 36119D103 4,120 410,000 SH   DFND 1,2 410,000 0 0
GARDINER HEALTHCARE ACQUISITIONS CORP COMMON STOCK 365506104 3,996 400,000 SH   DFND 1,2 400,000 0 0
GARRETT MOTION INC COMMON STOCK 366505105 20,301 3,593,111 SH   DFND 1,2 3,593,111 0 0
GARRETT MOTION INC CONVERTIBLE PRFD 366505204 489,415 68,834,814 SH   DFND 1,2 68,834,814 0 0
GENESIS GROWTH TECH ACQUISITION CORP COMMON STOCK G3R23D102 2,038 201,400 SH   DFND 1,2 201,400 0 0
GENESIS UNICORN CAPITAL CORP COMMON STOCK 37187C100 3,203 320,000 SH   DFND 1,2 320,000 0 0
GLADSTONE ACQUISITION CORP COMMON STOCK 37653T108 2,545 250,000 SH   DFND 1,2 250,000 0 0
GLOBAL CONSUMER ACQUISITION CORP COMMON STOCK 37892B108 7,140 700,000 SH   DFND 1,2 700,000 0 0
GLOBAL STAR ACQUISITION INC COMMON STOCK 37962G201 2,800 280,000 SH   DFND 1,2 280,000 0 0
GLOBAL TECHNOLOGY ACQUISITION CORP I COMMON STOCK G3934N107 2,018 200,000 SH   DFND 1,2 200,000 0 0
GLOBALINK INVESTMENT INC COMMON STOCK 37892F109 3,486 350,000 SH   DFND 1,2 350,000 0 0
GOGREEN INVESTMENTS CORP COMMON STOCK G9461B101 3,043 300,000 SH   DFND 1,2 300,000 0 0
GOLDENSTONE ACQUISITION LTD COMMON STOCK 38136Y102 3,487 350,000 SH   DFND 1,2 350,000 0 0
GOOD WORKS II ACQUISITION CORP COMMON STOCK 38216G104 1,001 100,000 SH   DFND 1,2 100,000 0 0
GOSSAMER BIO INC CONVERTIBLE BOND 38341PAA0 854 828,000 PRN   DFND 1,2 828,000 0 0
GRAF ACQUISITION CORP IV COMMON STOCK 384272100 975 100,000 SH   DFND 1,2 100,000 0 0
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I COMMON STOCK G4166K100 506 50,000 SH   DFND 1,2 50,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AK7 446 494,000 PRN   DFND 1,2 494,000 0 0
GREENLIGHT CAPITAL RE LTD CONVERTIBLE BOND 395366AB3 5,818 6,030,000 PRN   DFND 1,2 6,030,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206 12,719 2,364,174 SH   DFND 1,2 2,364,174 0 0
H WORLD GROUP LTD CONVERTIBLE BOND 16949NAC3 5,657 5,756,000 PRN   DFND 1,2 5,756,000 0 0
HAEMONETICS CORP CONVERTIBLE BOND 405024AB6 19,997 24,998,000 PRN   DFND 1,2 24,998,000 0 0
HAINAN MANASLU ACQUISITION CORP COMMON STOCK G4233U123 4,026 400,000 SH   DFND 1,2 400,000 0 0
HALOZYME THERAPEUTICS INC CONVERTIBLE BOND 40637HAD1 1,796 2,111,000 PRN   DFND 1,2 2,111,000 0 0
HCM ACQUISITION CORP COMMON STOCK G4365A101 2,020 200,000 SH   DFND 1,2 200,000 0 0
HEALTHWELL ACQUISITION CORP I COMMON STOCK 42227R109 973 100,000 SH   DFND 1,2 100,000 0 0
HEARTLAND MEDIA ACQUISITION CORP COMMON STOCK 42237V108 999 100,000 SH   DFND 1,2 100,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAJ6 4,980 5,031,000 PRN   DFND 1,2 5,031,000 0 0
HELLO GROUP INC CONVERTIBLE BOND 60879BAB3 6,517 6,943,000 PRN   DFND 1,2 6,943,000 0 0
HERBALIFE NUTRITION LTD CONVERTIBLE BOND 42703MAD5 11,459 12,635,000 PRN   DFND 1,2 12,635,000 0 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK 42806J700 170,428 10,468,579 SH   DFND 1,2 10,468,579 0 0
HIMS & HERS HEALTH INC COMMON STOCK 433000106 18,253 3,271,279 SH   DFND 1,2 3,271,279 0 0
HNR ACQUISITION CORP COMMON STOCK 40472A102 4,258 425,000 SH   DFND 1,2 425,000 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5 20,534 21,433,000 PRN   DFND 1,2 21,433,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104 85,173 4,061,664 SH   DFND 1,2 4,061,664 0 0
ICONIC SPORTS ACQUISITION CORP COMMON STOCK G4712C107 4,062 400,000 SH   DFND 1,2 400,000 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AK5 24,029 25,030,000 PRN   DFND 1,2 25,030,000 0 0
INCEPTION GROWTH ACQUISITION LTD COMMON STOCK 45333D104 3,972 400,000 SH   DFND 1,2 400,000 0 0
INDUSTRIAL HUMAN CAPITAL INC COMMON STOCK 45617P104 5,075 500,000 SH   DFND 1,2 500,000 0 0
INDUSTRIAL TECH ACQUISITIONS II INC COMMON STOCK 45635R108 2,000 200,000 SH   DFND 1,2 200,000 0 0
INFINERA CORP COMMON STOCK 45667G103 121,848 25,175,384 SH   DFND 1,2 25,175,384 0 0
INFINT ACQUISITION CORP COMMON STOCK G47862100 9,126 900,000 SH   DFND 1,2 900,000 0 0
INNOVATIVE INTERNATIONAL ACQUISITION CORP COMMON STOCK G4809M109 1,014 100,000 SH   DFND 1,2 100,000 0 0
INNOVIVA INC CONVERTIBLE BOND 88338TAB0 13,808 14,002,000 PRN   DFND 1,2 14,002,000 0 0
INSIGHT ACQUISITION CORP/DE COMMON STOCK 45784L100 1,479 150,000 SH   DFND 1,2 150,000 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP CONVERTIBLE BOND 457985AM1 1,800 2,053,000 PRN   DFND 1,2 2,053,000 0 0
INTEGRATED RAIL AND RESOURCES ACQUISITION CORP COMMON STOCK 45827R106 1,006 100,000 SH   DFND 1,2 100,000 0 0
INTEGRATED WELLNESS ACQUISITION CORP COMMON STOCK G4828B100 1,011 100,000 SH   DFND 1,2 100,000 0 0
INTELLIGENT MEDICINE ACQUISITION CORP COMMON STOCK 45828D106 1,007 100,000 SH   DFND 1,2 100,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6 9,690 9,964,000 PRN   DFND 1,2 9,964,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAB4 4,484 5,937,000 PRN   DFND 1,2 5,937,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AJ0 3,353 3,893,000 PRN   DFND 1,2 3,893,000 0 0
INVESCO SENIOR INCOME TRUST COMMON STOCK 46131H107 24,561 6,602,596 SH   DFND 1,2 6,602,596 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 462222AB6 17,368 19,100,000 PRN   DFND 1,2 19,100,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 462222AD2 1,485 1,496,000 PRN   DFND 1,2 1,496,000 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 135,854 26,277,557 SH   DFND 1,2 26,277,557 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AF8 2,365 2,200,000 PRN   DFND 1,2 2,200,000 0 0
JETBLUE AIRWAYS CORP CONVERTIBLE BOND 477143AP6 2,406 3,366,000 PRN   DFND 1,2 3,366,000 0 0
JOYY INC CONVERTIBLE BOND 98426TAD8 7,194 7,699,000 PRN   DFND 1,2 7,699,000 0 0
JUNIPER II CORP COMMON STOCK 48203N103 2,493 250,000 SH   DFND 1,2 250,000 0 0
JUPITER WELLNESS ACQUISITION CORP COMMON STOCK 48208E108 5,015 500,000 SH   DFND 1,2 500,000 0 0
KAIROUS ACQUISITION CORP LTD COMMON STOCK G52131110 1,512 150,000 SH   DFND 1,2 150,000 0 0
KAMAN CORP CONVERTIBLE BOND 483548AF0 13,569 14,382,000 PRN   DFND 1,2 14,382,000 0 0
KB HOME COMMON STOCK 48666K109 15,681 605,000 SH   DFND 1,2 605,000 0 0
KEYARCH ACQUISITION CORP COMMON STOCK G5260A104 2,891 290,000 SH   DFND 1,2 290,000 0 0
KILROY REALTY CORP COMMON STOCK 49427F108 68,008 1,615,011 SH   DFND 1,2 1,615,011 0 0
KIMBELL TIGER ACQUISITION CORP COMMON STOCK 49436K106 3,040 300,000 SH   DFND 1,2 300,000 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6 12,216 12,309,000 PRN   DFND 1,2 12,309,000 0 0
KNIGHTSWAN ACQUISITION CORP COMMON STOCK 499103109 1,502 150,000 SH   DFND 1,2 150,000 0 0
LAKESHORE ACQUISITION II CORP COMMON STOCK G5352N105 1,758 175,000 SH   DFND 1,2 175,000 0 0
LAMF GLOBAL VENTURES CORP I COMMON STOCK G5338L108 504 50,000 SH   DFND 1,2 50,000 0 0
LARKSPUR HEALTH ACQUISITION CORP COMMON STOCK 51724W107 2,000 200,000 SH   DFND 1,2 200,000 0 0
LENDINGTREE INC CONVERTIBLE BOND 52603BAD9 2,598 3,620,000 PRN   DFND 1,2 3,620,000 0 0
LF CAPITAL ACQUISITION CORP II COMMON STOCK 50202D102 502 50,000 SH   DFND 1,2 50,000 0 0
LIBERTY BROADBAND CORP COMMON STOCK 530307305 6,420 86,999 SH   DFND 1,2 86,999 0 0
LIBERTY GLOBAL PLC COMMON STOCK G5480U120 30,937 1,875,000 SH   DFND 1,2 1,875,000 0 0
LIBERTY RESOURCES ACQUISITION CORP COMMON STOCK 53118A105 3,279 325,000 SH   DFND 1,2 325,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5 18,828 19,361,000 PRN   DFND 1,2 19,361,000 0 0
LIONHEART III CORP COMMON STOCK 536262108 2,522 250,000 SH   DFND 1,2 250,000 0 0
LIV CAPITAL ACQUISITION CORP II COMMON STOCK G5510R105 604 60,000 SH   DFND 1,2 60,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104 1,466 235,403 SH   DFND 1,2 235,403 0 0
LYFT INC CONVERTIBLE BOND 55087PAB0 3,982 4,644,000 PRN   DFND 1,2 4,644,000 0 0
M/I HOMES INC COMMON STOCK 55305B101 7,608 210,000 SH   DFND 1,2 210,000 0 0
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC CONVERTIBLE BOND 55405YAB6 1,415 1,500,000 PRN   DFND 1,2 1,500,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 23,552 2,300,000 SH   DFND 1,2 2,300,000 0 0
MARBLEGATE ACQUISITION CORP COMMON STOCK 56608A105 995 100,000 SH   DFND 1,2 100,000 0 0
MAXPRO CAPITAL ACQUISITION CORP COMMON STOCK 57778T106 3,034 300,000 SH   DFND 1,2 300,000 0 0
MERCATO PARTNERS ACQUISITION CORP COMMON STOCK 58759A108 2,508 250,000 SH   DFND 1,2 250,000 0 0
MERCURY ECOMMERCE ACQUISITION CORP COMMON STOCK 589381102 1,993 200,000 SH   DFND 1,2 200,000 0 0
METAL SKY STAR ACQUISITION CORP COMMON STOCK G6053N105 4,935 496,000 SH   DFND 1,2 496,000 0 0
MFA FINANCIAL INC CONVERTIBLE BOND 55272XAA0 8,066 9,246,000 PRN   DFND 1,2 9,246,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 15,384 1,200,000 SH   DFND 1,2 1,200,000 0 0
MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC COMMON STOCK 60436Q100 2,796 275,000 SH   DFND 1,2 275,000 0 0
MOBIV ACQUISITION CORP COMMON STOCK 60742N205 2,479 245,000 SH   DFND 1,2 245,000 0 0
MONTEREY BIO ACQUISITION CORP COMMON STOCK 61240F108 1,596 150,000 SH   DFND 1,2 150,000 0 0
MONTEREY CAPITAL ACQUISITION CORP COMMON STOCK 61244M109 7,836 792,000 SH   DFND 1,2 792,000 0 0
MOTIVE CAPITAL CORP II COMMON STOCK G6293R106 999 100,000 SH   DFND 1,2 100,000 0 0
MOUNT RAINIER ACQUISITION CORP COMMON STOCK 623006103 1,514 150,000 SH   DFND 1,2 150,000 0 0
MOUNTAIN & CO I ACQUISITION CORP COMMON STOCK G6301J104 3,069 300,000 SH   DFND 1,2 300,000 0 0
MOUNTAIN CREST ACQUISITION CORP V COMMON STOCK 62404B107 747 75,000 SH   DFND 1,2 75,000 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 23,287 575,000 SH   DFND 1,2 575,000 0 0
MURPHY CANYON ACQUISITION CORP COMMON STOCK 626642102 6,042 600,000 SH   DFND 1,2 600,000 0 0
NABORS ENERGY TRANSITION CORP COMMON STOCK 629567108 2,011 200,000 SH   DFND 1,2 200,000 0 0
NABORS INDUSTRIES LTD CONVERTIBLE BOND 62957HAB1 10,298 11,194,000 PRN   DFND 1,2 11,194,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAA8 2,970 3,399,000 PRN   DFND 1,2 3,399,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAB6 959 1,475,000 PRN   DFND 1,2 1,475,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4 15,372 15,528,000 PRN   DFND 1,2 15,528,000 0 0
NEW RELIC INC CONVERTIBLE BOND 64829BAB6 18,913 19,359,000 PRN   DFND 1,2 19,359,000 0 0
NICE LTD CONVERTIBLE BOND 653656AB4 6,392 6,900,000 PRN   DFND 1,2 6,900,000 0 0
NIO INC CONVERTIBLE BOND 62914VAF3 4,842 6,410,000 PRN   DFND 1,2 6,410,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 108,368 5,320,000 SH   DFND 1,2 5,320,000 0 0
NOBLE CORP PLC COMMON STOCK G65431127 590 19,979 SH   DFND 1,2 19,979 0 0
NORTHVIEW ACQUISITION CORP COMMON STOCK 66718N103 7,455 750,000 SH   DFND 1,2 750,000 0 0
NOVAVAX INC CONVERTIBLE BOND 670002AB0 11,611 11,818,000 PRN   DFND 1,2 11,818,000 0 0
NRG ENERGY INC CONVERTIBLE BOND 629377CG5 1,743 1,630,000 PRN   DFND 1,2 1,630,000 0 0
NUBIA BRAND INTERNATIONAL CORP COMMON STOCK 67022R103 2,560 255,000 SH   DFND 1,2 255,000 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAB4 23,252 23,890,000 PRN   DFND 1,2 23,890,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AJ4 3,613 4,133,000 PRN   DFND 1,2 4,133,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AL9 9,612 9,910,000 PRN   DFND 1,2 9,910,000 0 0
NUVEEN CREDIT STRATEGIES INCOME FUND COMMON STOCK 67073D102 16,842 3,295,962 SH   DFND 1,2 3,295,962 0 0
NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND COMMON STOCK 67072T108 8,403 1,036,236 SH   DFND 1,2 1,036,236 0 0
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND COMMON STOCK 6706EN100 6,187 767,730 SH   DFND 1,2 767,730 0 0
NUVEEN SENIOR INCOME FUND COMMON STOCK 67067Y104 7,581 1,623,448 SH   DFND 1,2 1,623,448 0 0
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND COMMON STOCK 67074X107 6,022 509,049 SH   DFND 1,2 509,049 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 30,087 5,014,511 SH   DFND 1,2 5,014,511 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746606 16,148 693,976 SH   DFND 1,2 693,976 0 0
OKTA INC CONVERTIBLE BOND 679295AF2 4,287 5,486,000 PRN   DFND 1,2 5,486,000 0 0
OMNICELL INC CONVERTIBLE BOND 68213NAD1 1,599 1,500,000 PRN   DFND 1,2 1,500,000 0 0
OMNILIT ACQUISITION CORP COMMON STOCK 68218C108 1,407 140,000 SH   DFND 1,2 140,000 0 0
ONYX ACQUISITION CO I COMMON STOCK G6755Q109 3,036 300,000 SH   DFND 1,2 300,000 0 0
OSIRIS ACQUISITION CORP COMMON STOCK 68829A103 1,467 150,000 SH   DFND 1,2 150,000 0 0
PACIFICO ACQUISITION CORP COMMON STOCK 69512X103 2,273 225,000 SH   DFND 1,2 225,000 0 0
PAGSEGURO DIGITAL LTD COMMON STOCK G68707101 19,949 1,507,880 SH   DFND 1,2 1,507,880 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207 16,358 718,421 SH   DFND 1,2 718,421 0 0
PAPAYA GROWTH OPPORTUNITY CORP I COMMON STOCK 69882P102 2,507 250,000 SH   DFND 1,2 250,000 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207 36,266 2,210,000 SH   DFND 1,2 2,210,000 0 0
PARABELLUM ACQUISITION CORP COMMON STOCK 69901P109 1,978 200,000 SH   DFND 1,2 200,000 0 0
PARSEC CAPITAL ACQUISITIONS CORP COMMON STOCK 70184A108 759 75,000 SH   DFND 1,2 75,000 0 0
PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP COMMON STOCK G69454109 509 50,000 SH   DFND 1,2 50,000 0 0
PATRICK INDUSTRIES INC CONVERTIBLE BOND 703343AB9 14,446 14,621,000 PRN   DFND 1,2 14,621,000 0 0
PEBBLEBROOK HOTEL TRUST CONVERTIBLE BOND 70509VAA8 2,247 2,620,000 PRN   DFND 1,2 2,620,000 0 0
PELOTON INTERACTIVE INC CONVERTIBLE BOND 70614WAB6 1,394 2,050,000 PRN   DFND 1,2 2,050,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAD5 16,295 17,347,000 PRN   DFND 1,2 17,347,000 0 0
PERCEPTION CAPITAL CORP II COMMON STOCK G7007D102 1,524 150,000 SH   DFND 1,2 150,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 83,635 6,777,577 SH   DFND 1,2 6,777,577 0 0
PG&E CORP COMMON STOCK 69331C108 309,375 24,750,000 SH   DFND 1,2 24,750,000 0 0
PINDUODUO INC CONVERTIBLE BOND 722304AC6 8,177 9,091,000 PRN   DFND 1,2 9,091,000 0 0
PONO CAPITAL CORP COMMON STOCK 732450101 2,550 250,000 SH   DFND 1,2 250,000 0 0
PONO CAPITAL TWO INC COMMON STOCK 73245B206 2,532 250,000 SH   DFND 1,2 250,000 0 0
POWERUP ACQUISITION CORP COMMON STOCK G7207P103 1,014 100,000 SH   DFND 1,2 100,000 0 0
PROGRESS SOFTWARE CORP CONVERTIBLE BOND 743312AB6 2,244 2,380,000 PRN   DFND 1,2 2,380,000 0 0
PROOF ACQUISITION CORP I COMMON STOCK 74349W104 749 75,000 SH   DFND 1,2 75,000 0 0
PULTEGROUP INC COMMON STOCK 745867101 23,212 619,000 SH   DFND 1,2 619,000 0 0
PURE STORAGE INC CONVERTIBLE BOND 74624MAB8 905 800,000 PRN   DFND 1,2 800,000 0 0
QUOTIENT TECHNOLOGY INC CONVERTIBLE BOND 749119AB9 2,913 2,950,000 PRN   DFND 1,2 2,950,000 0 0
RAPID7 INC CONVERTIBLE BOND 753422AF1 2,672 3,500,000 PRN   DFND 1,2 3,500,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AD1 11,755 13,677,000 PRN   DFND 1,2 13,677,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 758075AC9 3,154 3,194,000 PRN   DFND 1,2 3,194,000 0 0
REDWOODS ACQUISITION CORP COMMON STOCK 758083109 4,459 450,000 SH   DFND 1,2 450,000 0 0
RELATIVITY ACQUISITION CORP COMMON STOCK 75944B106 6,485 645,000 SH   DFND 1,2 645,000 0 0
RESERVOIR MEDIA INC COMMON STOCK 76119X105 4,052 830,415 SH   DFND 1,2 830,415 0 0
RF ACQUISITION CORP COMMON STOCK 74954L104 3,948 400,000 SH   DFND 1,2 400,000 0 0
RIGEL RESOURCE ACQUISITION CORP COMMON STOCK G7573M106 3,535 350,000 SH   DFND 1,2 350,000 0 0
RINGCENTRAL INC CONVERTIBLE BOND 76680RAF4 9,973 11,785,000 PRN   DFND 1,2 11,785,000 0 0
ROC ENERGY ACQUISITION CORP COMMON STOCK 77118V108 4,008 400,000 SH   DFND 1,2 400,000 0 0
ROTH CH ACQUISITION IV CO COMMON STOCK 77867P104 2,007 200,000 SH   DFND 1,2 200,000 0 0
RUNWAY GROWTH FINANCE CORP COMMON STOCK 78163D100 239,391 21,054,667 SH   DFND 1,2 21,054,667 0 0
SAGALIAM ACQUISITION CORP COMMON STOCK 78661R106 4,745 475,000 SH   DFND 1,2 475,000 0 0
SANABY HEALTH ACQUISITION CORP I COMMON STOCK 79956P102 3,543 350,000 SH   DFND 1,2 350,000 0 0
SEA LTD CONVERTIBLE BOND 81141RAF7 2,767 2,791,000 PRN   DFND 1,2 2,791,000 0 0
SEA LTD CONVERTIBLE BOND 81141RAG5 20,354 29,182,000 PRN   DFND 1,2 29,182,000 0 0
SEAPORT GLOBAL ACQUISITION II CORP COMMON STOCK 81221H105 500 50,000 SH   DFND 1,2 50,000 0 0
SFL CORP LTD CONVERTIBLE BOND 824689AG8 9,794 9,807,000 PRN   DFND 1,2 9,807,000 0 0
SHAKE SHACK INC CONVERTIBLE BOND 819047AB7 5,195 7,718,000 PRN   DFND 1,2 7,718,000 0 0
SHELTER ACQUISITION CORP I COMMON STOCK 822821104 495 50,000 SH   DFND 1,2 50,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAB5 2,895 3,263,000 PRN   DFND 1,2 3,263,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAD1 1,274 1,659,000 PRN   DFND 1,2 1,659,000 0 0
SHOALS TECHNOLOGIES GROUP INC COMMON STOCK 82489W107 258 11,980 SH   DFND 1,2 11,980 0 0
SHOPIFY INC CONVERTIBLE BOND 82509LAA5 9,541 11,600,000 PRN   DFND 1,2 11,600,000 0 0
SHOULDERUP TECHNOLOGY ACQUISITION CORP COMMON STOCK 82537G104 1,757 175,000 SH   DFND 1,2 175,000 0 0
SIERRA LAKE ACQUISITION CORP COMMON STOCK 826332108 2,502 250,000 SH   DFND 1,2 250,000 0 0
SITIO ROYALTIES CORP COMMON STOCK 82982V101 285,995 12,935,120 SH   DFND 1,2 12,935,120 0 0
SIZZLE ACQUISITION CORP COMMON STOCK 83014E109 251 25,000 SH   DFND 1,2 25,000 0 0
SMARTRENT INC COMMON STOCK 83193G107 8,383 3,693,140 SH   DFND 1,2 3,693,140 0 0
SNAP INC CONVERTIBLE BOND 83304AAB2 863 1,000,000 PRN   DFND 1,2 1,000,000 0 0
SNAP INC CONVERTIBLE BOND 83304AAF3 6,614 9,524,000 PRN   DFND 1,2 9,524,000 0 0
SOAR TECHNOLOGY ACQUISITION CORP COMMON STOCK G82472112 2,575 250,000 SH   DFND 1,2 250,000 0 0
SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202 210 134,000 SH   DFND 1,2 134,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AC8 3,703 3,876,000 PRN   DFND 1,2 3,876,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AD6 2,901 3,288,000 PRN   DFND 1,2 3,288,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AF1 5,361 6,772,000 PRN   DFND 1,2 6,772,000 0 0
SPOTIFY TECHNOLOGY SA CONVERTIBLE BOND 84921RAB6 26,119 33,063,000 PRN   DFND 1,2 33,063,000 0 0
SPREE ACQUISITION CORP 1 LTD COMMON STOCK G83745102 3,538 350,000 SH   DFND 1,2 350,000 0 0
SPRINGWATER SPECIAL SITUATIONS CORP COMMON STOCK 85205U107 2,493 250,000 SH   DFND 1,2 250,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 454,855 26,021,457 SH   DFND 1,2 26,021,457 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8 12,939 13,280,000 PRN   DFND 1,2 13,280,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 188,509 20,726,126 SH   DFND 1,2 20,726,126 0 0
SUNRUN INC CONVERTIBLE BOND 86771WAB1 902 1,263,000 PRN   DFND 1,2 1,263,000 0 0
SUPERNUS PHARMACEUTICALS INC CONVERTIBLE BOND 868459AD0 24,514 25,143,000 PRN   DFND 1,2 25,143,000 0 0
TASTEMAKER ACQUISITION CORP COMMON STOCK 876545104 1,495 150,000 SH   DFND 1,2 150,000 0 0
TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP COMMON STOCK G87119106 4,551 450,000 SH   DFND 1,2 450,000 0 0
TELADOC HEALTH INC CONVERTIBLE BOND 539183AA1 5,028 5,993,000 PRN   DFND 1,2 5,993,000 0 0
TELADOC HEALTH INC CONVERTIBLE BOND 87918AAF2 5,154 7,000,000 PRN   DFND 1,2 7,000,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209 8,155 2,033,741 SH   DFND 1,2 2,033,741 0 0
TERNIUM SA COMMON STOCK 880890108 12,214 445,949 SH   DFND 1,2 445,949 0 0
THRIVE ACQUISITION CORP COMMON STOCK G7158C101 1,014 100,000 SH   DFND 1,2 100,000 0 0
TKB CRITICAL TECHNOLOGIES 1 COMMON STOCK G88935112 253 25,000 SH   DFND 1,2 25,000 0 0
TLGY ACQUISITION CORP COMMON STOCK G8656T109 1,011 100,000 SH   DFND 1,2 100,000 0 0
TOLL BROTHERS INC COMMON STOCK 889478103 25,074 597,000 SH   DFND 1,2 597,000 0 0
TORM PLC COMMON STOCK G89479102 1,103,925 53,812,988 SH   DFND 1,2 53,812,988 0 0
TPI COMPOSITES INC COMMON STOCK 87266J104 7,904 700,739 SH   DFND 1,2 700,739 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204 13,168 1,784,412 SH   DFND 1,2 1,784,412 0 0
TRAVERE THERAPEUTICS INC CONVERTIBLE BOND 761299AB2 1,819 1,798,000 PRN   DFND 1,2 1,798,000 0 0
TRINE II ACQUISITION CORP COMMON STOCK G9059F100 1,002 100,000 SH   DFND 1,2 100,000 0 0
TRIPADVISOR INC CONVERTIBLE BOND 896945AD4 9,518 11,839,000 PRN   DFND 1,2 11,839,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAF9 1,708 1,680,000 PRN   DFND 1,2 1,680,000 0 0
TYLER TECHNOLOGIES INC CONVERTIBLE BOND 902252AB1 1,425 1,500,000 PRN   DFND 1,2 1,500,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108 23,613 3,397,592 SH   DFND 1,2 3,397,592 0 0
UPSTART HOLDINGS INC CONVERTIBLE BOND 91680MAB3 8,074 14,500,000 PRN   DFND 1,2 14,500,000 0 0
UWM HOLDINGS CORP COMMON STOCK 91823B109 2,930 1,000,000 SH   DFND 1,2 1,000,000 0 0
VAHANNA TECH EDGE ACQUISITION I CORP COMMON STOCK G9320Z109 503 50,000 SH   DFND 1,2 50,000 0 0
VAIL RESORTS INC CONVERTIBLE BOND 91879QAN9 2,683 3,065,000 PRN   DFND 1,2 3,065,000 0 0
VALARIS LTD COMMON STOCK G9460G101 18,125 370,355 SH   DFND 1,2 370,355 0 0
VALE SA COMMON STOCK 91912E105 116,449 8,742,419 SH   DFND 1,2 8,742,419 0 0
VEECO INSTRUMENTS INC CONVERTIBLE BOND 922417AD2 7,519 7,595,000 PRN   DFND 1,2 7,595,000 0 0
VERINT SYSTEMS INC CONVERTIBLE BOND 92343XAC4 2,503 3,000,000 PRN   DFND 1,2 3,000,000 0 0
VISHAY INTERTECHNOLOGY INC CONVERTIBLE BOND 928298AP3 2,963 3,180,000 PRN   DFND 1,2 3,180,000 0 0
VISION SENSING ACQUISITION CORP COMMON STOCK 92838J103 1,517 150,000 SH   DFND 1,2 150,000 0 0
VISTA ENERGY SAB DE CV COMMON STOCK 92837L109 27,173 2,884,674 SH   DFND 1,2 2,884,674 0 0
VISTRA CORP COMMON STOCK 92840M102 533,396 25,399,812 SH   DFND 1,2 25,399,812 0 0
VNET GROUP INC CONVERTIBLE BOND 90138VAB3 2,910 3,374,000 PRN   DFND 1,2 3,374,000 0 0
WEATHERFORD INTERNATIONAL PLC COMMON STOCK G48833118 185,955 5,758,916 SH   DFND 1,2 5,758,916 0 0
WEIBO CORP CONVERTIBLE BOND 948596AC5 7,513 7,570,000 PRN   DFND 1,2 7,570,000 0 0
WELSBACH TECHNOLOGY METALS ACQUISITION CORP COMMON STOCK 950415109 4,495 450,000 SH   DFND 1,2 450,000 0 0
WESTERN ACQUISITION VENTURES CORP COMMON STOCK 95758L107 4,990 500,000 SH   DFND 1,2 500,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0 28,549 29,989,000 PRN   DFND 1,2 29,989,000 0 0
WILLIAMS ROWLAND ACQUISITION CORP COMMON STOCK 96951B102 1,512 150,000 SH   DFND 1,2 150,000 0 0
WINVEST ACQUISITION CORP COMMON STOCK 97655B109 3,004 300,000 SH   DFND 1,2 300,000 0 0
WISDOMTREE INVESTMENTS INC CONVERTIBLE BOND 97717PAD6 3,717 4,147,000 PRN   DFND 1,2 4,147,000 0 0
WIX.COM LTD CONVERTIBLE BOND 92940WAB5 8,736 9,036,000 PRN   DFND 1,2 9,036,000 0 0
WIX.COM LTD CONVERTIBLE BOND 92940WAD1 4,214 5,008,000 PRN   DFND 1,2 5,008,000 0 0
XP INC COMMON STOCK G98239109 2,286 120,289 SH   DFND 1,2 120,289 0 0
YOTTA ACQUISITION CORP COMMON STOCK 98741Y103 3,940 398,000 SH   DFND 1,2 398,000 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAG6 2,685 2,750,000 PRN   DFND 1,2 2,750,000 0 0
STATE STREET CORP ETF 78462F103 258,956 725,000 SH Put DFND 1,2 725,000 0 0
VANECK VECTORS SEMICONDUCTOR ETF ETF 92189F676 18,512 100,000 SH Put DFND 1,2 100,000 0 0