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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
A SPAC I ACQUISITION CORP COMMON STOCK G0542S106   2,958 290,000 SH   DFND 1,2 290,000 0 0
A SPAC II ACQUISITION CORP COMMON STOCK G0543H109   6,905 675,000 SH   DFND 1,2 675,000 0 0
ACCRETION ACQUISITION CORP COMMON STOCK 00438Y107   2,016 200,000 SH   DFND 1,2 200,000 0 0
ACHARI VENTURES HOLDINGS CORP I COMMON STOCK 00444X101   2,044 200,000 SH   DFND 1,2 200,000 0 0
AETHERIUM ACQUISITION CORP COMMON STOCK 00809J101   2,035 200,000 SH   DFND 1,2 200,000 0 0
AFYA LTD COMMON STOCK G01125106   14,861 951,452 SH   DFND 1,2 951,452 0 0
AIB ACQUISITION CORP COMMON STOCK G0R45S109   2,042 200,000 SH   DFND 1,2 200,000 0 0
AIRBNB INC CONVERTIBLE BOND 009066AB7   2,254 2,731,000 PRN   DFND 1,2 2,731,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5   6,513 6,729,000 PRN   DFND 1,2 6,729,000 0 0
ALARM.COM HOLDINGS INC CONVERTIBLE BOND 011642AB1   10,176 12,458,000 PRN   DFND 1,2 12,458,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100   149,748 6,124,687 SH   DFND 1,2 6,124,687 0 0
ALPHA HEALTHCARE ACQUISITION CORP III COMMON STOCK 02073F104   1,983 200,000 SH   DFND 1,2 200,000 0 0
ALPHA STAR ACQUISITION CORP COMMON STOCK G0230C108   4,102 400,000 SH   DFND 1,2 400,000 0 0
ALPHATIME ACQUISITION CORP COMMON STOCK G0223V113   2,527 250,000 SH   DFND 1,2 250,000 0 0
ALPHAVEST ACQUISITION CORP COMMON STOCK G0283A124   1,515 150,000 SH   DFND 1,2 150,000 0 0
ALPINE ACQUISITION CORP COMMON STOCK 02083L109   3,645 350,000 SH   DFND 1,2 350,000 0 0
ALSET CAPITAL ACQUISITION CORP COMMON STOCK 02115M109   7,375 735,000 SH   DFND 1,2 735,000 0 0
ALTERYX INC CONVERTIBLE BOND 02156BAD5   10,157 11,018,000 PRN   DFND 1,2 11,018,000 0 0
ALVOTECH SA COMMON STOCK L01800108   63,386 6,338,660 SH   DFND 1,2 6,338,660 0 0
ALVOTECH SA WARRANT L01800116   4,340 4,666,667 SH   DFND 1,2 4,666,667 0 0
ANDRETTI ACQUISITION CORP COMMON STOCK G26735103   1,032 100,000 SH   DFND 1,2 100,000 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206   103,847 5,347,449 SH   DFND 1,2 5,347,449 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAC9   18,143 18,467,000 PRN   DFND 1,2 18,467,000 0 0
APOLLO SENIOR FLOATING RATE FUND INC COMMON STOCK 037636107   4,600 372,824 SH   DFND 1,2 372,824 0 0
AQUARON ACQUISITION CORP COMMON STOCK 03842W105   2,368 225,000 SH   DFND 1,2 225,000 0 0
AQUARON ACQUISITION CORP RIGHT 03842W113   58 225,000 SH   DFND 1,2 225,000 0 0
ARISZ ACQUISITION CORP COMMON STOCK 040450108   2,056 200,000 SH   DFND 1,2 200,000 0 0
ARMADA ACQUISITION CORP I COMMON STOCK 04208V103   2,530 250,000 SH   DFND 1,2 250,000 0 0
AROGO CAPITAL ACQUISITION CORP COMMON STOCK 042644104   3,039 300,000 SH   DFND 1,2 300,000 0 0
ASCENDANT DIGITAL ACQUISITION CORP III COMMON STOCK G05157105   3,096 300,000 SH   DFND 1,2 300,000 0 0
ATLANTIC COASTAL ACQUISITION CORP II COMMON STOCK 04845A108   2,547 250,000 SH   DFND 1,2 250,000 0 0
AURORA TECHNOLOGY ACQUISITION CORP COMMON STOCK G06984119   9,718 950,000 SH   DFND 1,2 950,000 0 0
AVALON ACQUISITION INC COMMON STOCK 05338E101   3,843 375,000 SH   DFND 1,2 375,000 0 0
AXIOS SUSTAINABLE GROWTH ACQUISITION CORP COMMON STOCK G0703K108   6,180 600,000 SH   DFND 1,2 600,000 0 0
AZUL SA COMMON STOCK 05501U106   30,596 5,007,554 SH   DFND 1,2 5,007,554 0 0
BANCO BRADESCO SA COMMON STOCK 059460303   38,817 13,478,141 SH   DFND 1,2 13,478,141 0 0
BANDWIDTH INC CONVERTIBLE BOND 05988JAB9   6,719 8,855,000 PRN   DFND 1,2 8,855,000 0 0
BANYAN ACQUISITION CORP COMMON STOCK 06690B107   2,042 200,000 SH   DFND 1,2 200,000 0 0
BATTALION OIL CORP COMMON STOCK 07134L107   29,226 3,009,912 SH   DFND 1,2 3,009,912 0 0
BEARD ENERGY TRANSITION ACQUISITION CORP COMMON STOCK 07402Q101   3,057 300,000 SH   DFND 1,2 300,000 0 0
BEL FUSE INC COMMON STOCK 077347201   1,654 51,056 SH   DFND 1,2 51,056 0 0
BELONG ACQUISITION CORP COMMON STOCK 08069M102   1,978 200,000 SH   DFND 1,2 200,000 0 0
BENTLEY SYSTEMS INC CONVERTIBLE BOND 08265TAD1   5,013 6,122,000 PRN   DFND 1,2 6,122,000 0 0
BERRY CORP COMMON STOCK 08579X101   54,376 6,797,000 SH   DFND 1,2 6,797,000 0 0
BILL.COM HOLDINGS INC CONVERTIBLE BOND 090043AB6   2,467 2,400,000 PRN   DFND 1,2 2,400,000 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAH4   2,620 2,463,000 PRN   DFND 1,2 2,463,000 0 0
BIOPLUS ACQUISITION CORP COMMON STOCK G11217117   1,026 100,000 SH   DFND 1,2 100,000 0 0
BLACK MOUNTAIN ACQUISITION CORP COMMON STOCK 09216A108   2,040 200,000 SH   DFND 1,2 200,000 0 0
BLACKLINE INC CONVERTIBLE BOND 09239BAD1   4,640 5,416,000 PRN   DFND 1,2 5,416,000 0 0
BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC COMMON STOCK 09255X100   5,850 519,542 SH   DFND 1,2 519,542 0 0
BLACKROCK FLOATING RATE INCOME TRUST COMMON STOCK 091941104   2,856 261,091 SH   DFND 1,2 261,091 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAC4   19,153 19,335,000 PRN   DFND 1,2 19,335,000 0 0
BLACKSTONE SENIOR FLOATING RATE TERM FUND COMMON STOCK 09256U105   1,999 160,871 SH   DFND 1,2 160,871 0 0
BLACKSTONE STRATEGIC CREDIT FUND COMMON STOCK 09257R101   5,418 512,113 SH   DFND 1,2 512,113 0 0
BLOCK INC CONVERTIBLE BOND 852234AJ2   1,997 2,453,000 PRN   DFND 1,2 2,453,000 0 0
BLOCKCHAIN COINVESTORS ACQUISITION CORP I COMMON STOCK G11765107   1,027 100,000 SH   DFND 1,2 100,000 0 0
BLUE WORLD ACQUISITION CORP COMMON STOCK G1263E102   5,610 550,000 SH   DFND 1,2 550,000 0 0
BROAD CAPITAL ACQUISITION CORP COMMON STOCK 11125B102   5,621 550,000 SH   DFND 1,2 550,000 0 0
BULLPEN PARLAY ACQUISITION CO COMMON STOCK G1792A100   2,048 200,000 SH   DFND 1,2 200,000 0 0
BURLINGTON STORES INC CONVERTIBLE BOND 122017AB2   2,772 2,400,000 PRN   DFND 1,2 2,400,000 0 0
BURTECH ACQUISITION CORP COMMON STOCK 123013104   6,096 600,000 SH   DFND 1,2 600,000 0 0
CABLE ONE INC CONVERTIBLE BOND 12685JAE5   19,165 24,245,000 PRN   DFND 1,2 24,245,000 0 0
CASCADIA ACQUISITION CORP COMMON STOCK 14739D100   1,507 150,000 SH   DFND 1,2 150,000 0 0
CBL & ASSOCIATES PROPERTIES INC COMMON STOCK 124830878   91,949 3,983,966 SH   DFND 1,2 3,983,966 0 0
CEMEX SAB DE CV COMMON STOCK 151290889   59,439 14,676,326 SH   DFND 1,2 14,676,326 0 0
CENAQ ENERGY CORP COMMON STOCK 15130M102   5,010 550,000 SH   DFND 1,2 550,000 0 0
CERIDIAN LLC CONVERTIBLE BOND 15677JAD0   5,823 6,606,000 PRN   DFND 1,2 6,606,000 0 0
CHEESECAKE FACTORY INC/THE CONVERTIBLE BOND 163072AA9   5,676 6,886,000 PRN   DFND 1,2 6,886,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AF6   21,788 27,427,000 PRN   DFND 1,2 27,427,000 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167735   814,401 8,629,879 SH   DFND 1,2 8,629,879 0 0
CIVITAS RESOURCES INC COMMON STOCK 17888H103   6,661 115,000 SH   DFND 1,2 115,000 0 0
CLEAN EARTH ACQUISITIONS CORP COMMON STOCK 184493104   3,030 300,000 SH   DFND 1,2 300,000 0 0
CLIMATEROCK COMMON STOCK G2311X100   1,433 140,000 SH   DFND 1,2 140,000 0 0
CLOUDFLARE INC CONVERTIBLE BOND 18915MAC1   3,293 4,017,000 PRN   DFND 1,2 4,017,000 0 0
COLOMBIER ACQUISITION CORP COMMON STOCK 19533H108   497 50,000 SH   DFND 1,2 50,000 0 0
CONCORD ACQUISITION CORP III COMMON STOCK 20607V106   254 25,000 SH   DFND 1,2 25,000 0 0
CONSILIUM ACQUISITION CORP I LTD COMMON STOCK G2365L101   4,062 400,000 SH   DFND 1,2 400,000 0 0
COUNTER PRESS ACQUISITION CORP COMMON STOCK G2542B117   1,026 100,000 SH   DFND 1,2 100,000 0 0
COUPA SOFTWARE INC CONVERTIBLE BOND 22266LAF3   13,358 13,822,000 PRN   DFND 1,2 13,822,000 0 0
CREDICORP LTD COMMON STOCK G2519Y108   55,195 406,866 SH   DFND 1,2 406,866 0 0
CUMULUS MEDIA INC COMMON STOCK 231082801   179 28,937 SH   DFND 1,2 28,937 0 0
CVENT HOLDING CORP COMMON STOCK 126677103   21,600 4,000,000 SH   DFND 1,2 4,000,000 0 0
DATADOG INC CONVERTIBLE BOND 23804LAB9   1,644 1,500,000 PRN   DFND 1,2 1,500,000 0 0
DEEP MEDICINE ACQUISITION CORP COMMON STOCK 243733102   4,513 425,000 SH   DFND 1,2 425,000 0 0
DENALI CAPITAL ACQUISITION CORP COMMON STOCK G6256B106   2,315 225,000 SH   DFND 1,2 225,000 0 0
DEXCOM INC CONVERTIBLE BOND 252131AK3   3,645 3,337,000 PRN   DFND 1,2 3,337,000 0 0
DIGITALBRIDGE GROUP INC CONVERTIBLE BOND 19624RAA4   16,793 16,963,000 PRN   DFND 1,2 16,963,000 0 0
DIGITALOCEAN HOLDINGS INC CONVERTIBLE BOND 25402DAB8   17,095 22,718,000 PRN   DFND 1,2 22,718,000 0 0
DIRECT SELLING ACQUISITION CORP COMMON STOCK 25460L103   3,601 350,000 SH   DFND 1,2 350,000 0 0
DOCUSIGN INC CONVERTIBLE BOND 256163AD8   15,782 16,701,000 PRN   DFND 1,2 16,701,000 0 0
DROPBOX INC CONVERTIBLE BOND 26210CAC8   6,734 7,417,000 PRN   DFND 1,2 7,417,000 0 0
DUET ACQUISITION CORP COMMON STOCK 26431Q106   5,035 500,000 SH   DFND 1,2 500,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A150   188,851 3,781,561 SH   DFND 1,2 3,781,561 0 0
EAGLE BULK SHIPPING INC CONVERTIBLE BOND 269442AA7   67,088 40,495,000 PRN   DFND 1,2 40,495,000 0 0
EATON VANCE FLOATING-RATE INCOME TRUST COMMON STOCK 278279104   4,647 419,051 SH   DFND 1,2 419,051 0 0
EATON VANCE SENIOR FLOATING-RATE TRUST COMMON STOCK 27828Q105   3,292 300,938 SH   DFND 1,2 300,938 0 0
EATON VANCE SENIOR INCOME TRUST COMMON STOCK 27826S103   544 103,278 SH   DFND 1,2 103,278 0 0
EF HUTTON ACQUISITION CORP I COMMON STOCK 28201D109   9,919 990,000 SH   DFND 1,2 990,000 0 0
EF HUTTON ACQUISITION CORP I RIGHT 28201D125   123 990,000 SH   DFND 1,2 990,000 0 0
EF HUTTON ACQUISITION CORP I WARRANT 28201D117   15 990,000 SH   DFND 1,2 990,000 0 0
EMBRACE CHANGE ACQUISITION CORP COMMON STOCK G3034H109   2,508 245,000 SH   DFND 1,2 245,000 0 0
ENPHASE ENERGY INC CONVERTIBLE BOND 29355AAK3   2,675 2,278,000 PRN   DFND 1,2 2,278,000 0 0
ENVESTNET INC CONVERTIBLE BOND 29404KAE6   11,629 12,815,000 PRN   DFND 1,2 12,815,000 0 0
ESGEN ACQUISITION CORP COMMON STOCK G3R95N103   775 75,000 SH   DFND 1,2 75,000 0 0
ETSY INC CONVERTIBLE BOND 29786AAN6   4,694 5,450,000 PRN   DFND 1,2 5,450,000 0 0
EVEREST CONSOLIDATOR ACQUISITION CORP COMMON STOCK 29978K102   2,046 200,000 SH   DFND 1,2 200,000 0 0
EVERGREEN CORP COMMON STOCK G3312W109   4,626 450,000 SH   DFND 1,2 450,000 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6   10,039 11,255,000 PRN   DFND 1,2 11,255,000 0 0
FAR PEAK ACQUISITION CORP COMMON STOCK G3312L103   2,510 250,000 SH   DFND 1,2 250,000 0 0
FASTLY INC CONVERTIBLE BOND 31188VAB6   9,498 13,011,000 PRN   DFND 1,2 13,011,000 0 0
FAT PROJECTS ACQUISITION CORP COMMON STOCK G3400W102   2,129 210,000 SH   DFND 1,2 210,000 0 0
FEUTUNE LIGHT ACQUISITION CORP COMMON STOCK 31561T102   7,474 735,000 SH   DFND 1,2 735,000 0 0
FEUTUNE LIGHT ACQUISITION CORP RIGHT 31561T128   59 735,000 SH   DFND 1,2 735,000 0 0
FEUTUNE LIGHT ACQUISITION CORP WARRANT 31561T110   22 735,000 SH   DFND 1,2 735,000 0 0
FINNOVATE ACQUISITION CORP COMMON STOCK G3R34K103   2,257 220,000 SH   DFND 1,2 220,000 0 0
FINTECH ECOSYSTEM DEVELOPMENT CORP COMMON STOCK 318136108   4,612 450,000 SH   DFND 1,2 450,000 0 0
FINTECH EVOLUTION ACQUISITION GROUP COMMON STOCK G3R19A104   1,515 150,000 SH   DFND 1,2 150,000 0 0
FIRST TRUST SENIOR FLOATING RATE INCOME FUND II COMMON STOCK 33733U108   7,710 809,115 SH   DFND 1,2 809,115 0 0
FORD MOTOR CO CONVERTIBLE BOND 345370CZ1   6,854 7,227,000 PRN   DFND 1,2 7,227,000 0 0
FORTUNE RISE ACQUISITION CORP COMMON STOCK 34969G102   2,840 275,000 SH   DFND 1,2 275,000 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857   98,018 2,579,424 SH   DFND 1,2 2,579,424 0 0
FRONTIER COMMUNICATIONS PARENT INC COMMON STOCK 35909D109   101,482 3,982,849 SH   DFND 1,2 3,982,849 0 0
FTAI AVIATION LTD COMMON STOCK G3730V105   34,806 2,033,110 SH   DFND 1,2 2,033,110 0 0
FUTURETECH II ACQUISITION CORP COMMON STOCK 36119D103   4,202 410,000 SH   DFND 1,2 410,000 0 0
GARDINER HEALTHCARE ACQUISITIONS CORP COMMON STOCK 365506104   4,108 400,000 SH   DFND 1,2 400,000 0 0
GARRETT MOTION INC COMMON STOCK 366505105   27,379 3,593,111 SH   DFND 1,2 3,593,111 0 0
GARRETT MOTION INC CONVERTIBLE PRFD 366505204   598,862 68,834,814 SH   DFND 1,2 68,834,814 0 0
GENESIS GROWTH TECH ACQUISITION CORP COMMON STOCK G3R23D102   2,086 201,400 SH   DFND 1,2 201,400 0 0
GENESIS UNICORN CAPITAL CORP COMMON STOCK 37187C100   3,265 320,000 SH   DFND 1,2 320,000 0 0
GLOBAL STAR ACQUISITION INC COMMON STOCK 37962G102   2,836 280,000 SH   DFND 1,2 280,000 0 0
GLOBAL SYSTEMS DYNAMICS INC COMMON STOCK 37653T108   2,582 250,000 SH   DFND 1,2 250,000 0 0
GLOBAL TECHNOLOGY ACQUISITION CORP I COMMON STOCK G3934N107   2,056 200,000 SH   DFND 1,2 200,000 0 0
GLOBALINK INVESTMENT INC COMMON STOCK 37892F109   3,570 350,000 SH   DFND 1,2 350,000 0 0
GOGREEN INVESTMENTS CORP COMMON STOCK G9461B101   3,114 300,000 SH   DFND 1,2 300,000 0 0
GOLDENSTONE ACQUISITION LTD COMMON STOCK 38136Y102   3,577 350,000 SH   DFND 1,2 350,000 0 0
GRAF ACQUISITION CORP IV COMMON STOCK 384272100   995 100,000 SH   DFND 1,2 100,000 0 0
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I COMMON STOCK G4166K100   518 50,000 SH   DFND 1,2 50,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AK7   718 757,000 PRN   DFND 1,2 757,000 0 0
GREENLIGHT CAPITAL RE LTD CONVERTIBLE BOND 395366AB3   7,281 7,507,000 PRN   DFND 1,2 7,507,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206   10,780 2,364,174 SH   DFND 1,2 2,364,174 0 0
HAEMONETICS CORP CONVERTIBLE BOND 405024AB6   18,296 22,010,000 PRN   DFND 1,2 22,010,000 0 0
HAINAN MANASLU ACQUISITION CORP COMMON STOCK G4233U107   4,078 400,000 SH   DFND 1,2 400,000 0 0
HALOZYME THERAPEUTICS INC CONVERTIBLE BOND 40637HAD1   2,054 2,111,000 PRN   DFND 1,2 2,111,000 0 0
HCM ACQUISITION CORP COMMON STOCK G4365A101   2,052 200,000 SH   DFND 1,2 200,000 0 0
HEALTHWELL ACQUISITION CORP I COMMON STOCK 42227R109   991 100,000 SH   DFND 1,2 100,000 0 0
HEARTLAND MEDIA ACQUISITION CORP COMMON STOCK 42237V108   1,017 100,000 SH   DFND 1,2 100,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAJ6   4,778 4,606,000 PRN   DFND 1,2 4,606,000 0 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK 42806J700   100,035 6,500,000 SH   DFND 1,2 6,500,000 0 0
HIMS & HERS HEALTH INC COMMON STOCK 433000106   20,968 3,271,279 SH   DFND 1,2 3,271,279 0 0
HNR ACQUISITION CORP COMMON STOCK 40472A102   4,347 425,000 SH   DFND 1,2 425,000 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5   19,659 20,020,000 PRN   DFND 1,2 20,020,000 0 0
HORIZON SPACE ACQUISITION I CORP COMMON STOCK G4619M133   2,524 250,000 SH   DFND 1,2 250,000 0 0
HUDSON ACQUISITION I CORP COMMON STOCK 44364H209   2,445 240,000 SH   DFND 1,2 240,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104   85,594 3,910,197 SH   DFND 1,2 3,910,197 0 0
ICONIC SPORTS ACQUISITION CORP COMMON STOCK G4712C107   4,134 400,000 SH   DFND 1,2 400,000 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AK5   24,912 25,657,000 PRN   DFND 1,2 25,657,000 0 0
INCEPTION GROWTH ACQUISITION LTD COMMON STOCK 45333D104   4,060 400,000 SH   DFND 1,2 400,000 0 0
INDUSTRIAL TECH ACQUISITIONS II INC COMMON STOCK 45635R108   2,036 200,000 SH   DFND 1,2 200,000 0 0
INFINERA CORP COMMON STOCK 45667G103   169,682 25,175,384 SH   DFND 1,2 25,175,384 0 0
INFINT ACQUISITION CORP COMMON STOCK G47862100   9,324 900,000 SH   DFND 1,2 900,000 0 0
INNOVATIVE INTERNATIONAL ACQUISITION CORP COMMON STOCK G4809M109   1,030 100,000 SH   DFND 1,2 100,000 0 0
INNOVIVA INC CONVERTIBLE BOND 88338TAB0   19,403 19,354,000 PRN   DFND 1,2 19,354,000 0 0
INSIGHT ACQUISITION CORP/DE COMMON STOCK 45784L100   1,512 150,000 SH   DFND 1,2 150,000 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP CONVERTIBLE BOND 457985AM1   2,000 2,053,000 PRN   DFND 1,2 2,053,000 0 0
INTEGRATED RAIL AND RESOURCES ACQUISITION CORP COMMON STOCK 45827R106   1,022 100,000 SH   DFND 1,2 100,000 0 0
INTEGRATED WELLNESS ACQUISITION CORP COMMON STOCK G4828B100   1,033 100,000 SH   DFND 1,2 100,000 0 0
INTELLIGENT MEDICINE ACQUISITION CORP COMMON STOCK 45828D106   1,028 100,000 SH   DFND 1,2 100,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6   10,570 10,677,000 PRN   DFND 1,2 10,677,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAB4   6,300 8,395,000 PRN   DFND 1,2 8,395,000 0 0
INTERDIGITAL INC CONVERTIBLE BOND 45867GAB7   5,096 5,298,000 PRN   DFND 1,2 5,298,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AJ0   2,530 3,893,000 PRN   DFND 1,2 3,893,000 0 0
INVESCO SENIOR INCOME TRUST COMMON STOCK 46131H107   28,342 7,400,000 SH   DFND 1,2 7,400,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 462222AB6   10,491 11,490,000 PRN   DFND 1,2 11,490,000 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106   107,327 22,787,055 SH   DFND 1,2 22,787,055 0 0
ITRON INC CONVERTIBLE BOND 465741AN6   5,795 7,035,000 PRN   DFND 1,2 7,035,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AF8   2,626 2,200,000 PRN   DFND 1,2 2,200,000 0 0
JETBLUE AIRWAYS CORP CONVERTIBLE BOND 477143AP6   8,008 10,910,000 PRN   DFND 1,2 10,910,000 0 0
JUNIPER II CORP COMMON STOCK 48203N103   2,542 250,000 SH   DFND 1,2 250,000 0 0
JUPITER WELLNESS ACQUISITION CORP COMMON STOCK 48208E108   5,225 500,000 SH   DFND 1,2 500,000 0 0
KAMAN CORP CONVERTIBLE BOND 483548AF0   7,461 7,984,000 PRN   DFND 1,2 7,984,000 0 0
KB HOME COMMON STOCK 48666K109   19,269 605,000 SH   DFND 1,2 605,000 0 0
KEYARCH ACQUISITION CORP COMMON STOCK G5260A104   2,931 290,000 SH   DFND 1,2 290,000 0 0
KILROY REALTY CORP COMMON STOCK 49427F108   71,539 1,850,011 SH   DFND 1,2 1,850,011 0 0
KIMBELL TIGER ACQUISITION CORP COMMON STOCK 49436K106   3,087 300,000 SH   DFND 1,2 300,000 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6   14,140 14,335,000 PRN   DFND 1,2 14,335,000 0 0
KNIGHTSWAN ACQUISITION CORP COMMON STOCK 499103109   1,602 150,000 SH   DFND 1,2 150,000 0 0
LAKESHORE ACQUISITION II CORP COMMON STOCK G5352N105   1,783 175,000 SH   DFND 1,2 175,000 0 0
LAMF GLOBAL VENTURES CORP I COMMON STOCK G5338L108   513 50,000 SH   DFND 1,2 50,000 0 0
LF CAPITAL ACQUISITION CORP II COMMON STOCK 50202D102   513 50,000 SH   DFND 1,2 50,000 0 0
LIBERTY BROADBAND CORP COMMON STOCK 530307305   6,635 86,999 SH   DFND 1,2 86,999 0 0
LIBERTY GLOBAL PLC COMMON STOCK G5480U104   36,837 1,946,000 SH   DFND 1,2 1,946,000 0 0
LIBERTY LATIN AMERICA LTD CONVERTIBLE BOND 53069QAB5   5,228 5,858,000 PRN   DFND 1,2 5,858,000 0 0
LIBERTY RESOURCES ACQUISITION CORP COMMON STOCK 53118A105   3,318 325,000 SH   DFND 1,2 325,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5   20,534 20,994,000 PRN   DFND 1,2 20,994,000 0 0
LIONHEART III CORP COMMON STOCK 536262108   2,563 250,000 SH   DFND 1,2 250,000 0 0
LIV CAPITAL ACQUISITION CORP II COMMON STOCK G5510R105   615 60,000 SH   DFND 1,2 60,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104   1,612 235,403 SH   DFND 1,2 235,403 0 0
LYFT INC CONVERTIBLE BOND 55087PAB0   1,466 1,656,000 PRN   DFND 1,2 1,656,000 0 0
M/I HOMES INC COMMON STOCK 55305B101   9,697 210,000 SH   DFND 1,2 210,000 0 0
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC CONVERTIBLE BOND 55405YAB6   1,491 1,500,000 PRN   DFND 1,2 1,500,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203   21,597 2,300,000 SH   DFND 1,2 2,300,000 0 0
MAGNITE INC CONVERTIBLE BOND 55955DAB6   7,198 9,206,000 PRN   DFND 1,2 9,206,000 0 0
MAXPRO CAPITAL ACQUISITION CORP COMMON STOCK 57778T106   3,108 300,000 SH   DFND 1,2 300,000 0 0
MERCATO PARTNERS ACQUISITION CORP COMMON STOCK 58759A108   2,562 250,000 SH   DFND 1,2 250,000 0 0
METAL SKY STAR ACQUISITION CORP COMMON STOCK G6053N105   5,049 496,000 SH   DFND 1,2 496,000 0 0
MFA FINANCIAL INC CONVERTIBLE BOND 55272XAA0   8,309 9,182,000 PRN   DFND 1,2 9,182,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103   15,600 1,200,000 SH   DFND 1,2 1,200,000 0 0
MOBIV ACQUISITION CORP COMMON STOCK 60742N106   2,518 245,000 SH   DFND 1,2 245,000 0 0
MONTEREY CAPITAL ACQUISITION CORP COMMON STOCK 61244M109   7,963 792,000 SH   DFND 1,2 792,000 0 0
MOTIVE CAPITAL CORP II COMMON STOCK G6293R106   1,023 100,000 SH   DFND 1,2 100,000 0 0
MOUNTAIN & CO I ACQUISITION CORP COMMON STOCK G6301J104   3,115 300,000 SH   DFND 1,2 300,000 0 0
MURPHY CANYON ACQUISITION CORP COMMON STOCK 626642102   6,150 600,000 SH   DFND 1,2 600,000 0 0
NABORS ENERGY TRANSITION CORP COMMON STOCK 629567108   2,054 200,000 SH   DFND 1,2 200,000 0 0
NABORS INDUSTRIES LTD CONVERTIBLE BOND 62957HAB1   11,391 12,249,000 PRN   DFND 1,2 12,249,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAA8   2,882 3,399,000 PRN   DFND 1,2 3,399,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAB6   3,823 5,826,000 PRN   DFND 1,2 5,826,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4   13,386 13,428,000 PRN   DFND 1,2 13,428,000 0 0
NEW RELIC INC CONVERTIBLE BOND 64829BAB6   21,493 21,921,000 PRN   DFND 1,2 21,921,000 0 0
NICE LTD CONVERTIBLE BOND 653656AB4   4,500 4,750,000 PRN   DFND 1,2 4,750,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305   102,410 4,900,000 SH   DFND 1,2 4,900,000 0 0
NORTHVIEW ACQUISITION CORP COMMON STOCK 66718N103   7,620 750,000 SH   DFND 1,2 750,000 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD CONVERTIBLE BOND 62886HBD2   1,131 1,654,000 PRN   DFND 1,2 1,654,000 0 0
NOVAVAX INC CONVERTIBLE BOND 670002AB0   13,616 13,659,000 PRN   DFND 1,2 13,659,000 0 0
NRG ENERGY INC CONVERTIBLE BOND 629377CG5   1,619 1,630,000 PRN   DFND 1,2 1,630,000 0 0
NUBIA BRAND INTERNATIONAL CORP COMMON STOCK 67022R103   2,612 255,000 SH   DFND 1,2 255,000 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAB4   26,393 26,526,000 PRN   DFND 1,2 26,526,000 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAH1   4,095 4,867,000 PRN   DFND 1,2 4,867,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AJ4   13,016 14,817,000 PRN   DFND 1,2 14,817,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AL9   13,365 13,586,000 PRN   DFND 1,2 13,586,000 0 0
NUVEEN CREDIT STRATEGIES INCOME FUND COMMON STOCK 67073D102   17,208 3,380,787 SH   DFND 1,2 3,380,787 0 0
NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND COMMON STOCK 67072T108   8,682 1,096,236 SH   DFND 1,2 1,096,236 0 0
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND COMMON STOCK 6706EN100   6,309 807,842 SH   DFND 1,2 807,842 0 0
NUVEEN SENIOR INCOME FUND COMMON STOCK 67067Y104   7,661 1,669,270 SH   DFND 1,2 1,669,270 0 0
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND COMMON STOCK 67074X107   6,037 509,049 SH   DFND 1,2 509,049 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108   34,449 5,014,511 SH   DFND 1,2 5,014,511 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746606   19,184 627,366 SH   DFND 1,2 627,366 0 0
OKTA INC CONVERTIBLE BOND 679295AF2   8,966 10,611,000 PRN   DFND 1,2 10,611,000 0 0
OMNICELL INC CONVERTIBLE BOND 68213NAD1   1,315 1,500,000 PRN   DFND 1,2 1,500,000 0 0
OMNILIT ACQUISITION CORP COMMON STOCK 68218C108   1,400 140,000 SH   DFND 1,2 140,000 0 0
ONYX ACQUISITION CO I COMMON STOCK G6755Q109   3,096 300,000 SH   DFND 1,2 300,000 0 0
PAGSEGURO DIGITAL LTD COMMON STOCK G68707101   13,865 1,586,397 SH   DFND 1,2 1,586,397 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207   22,946 718,421 SH   DFND 1,2 718,421 0 0
PAPAYA GROWTH OPPORTUNITY CORP I COMMON STOCK 69882P102   2,560 250,000 SH   DFND 1,2 250,000 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207   19,762 850,000 SH   DFND 1,2 850,000 0 0
PARABELLUM ACQUISITION CORP COMMON STOCK 69901P109   2,035 200,000 SH   DFND 1,2 200,000 0 0
PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP COMMON STOCK G69454109   518 50,000 SH   DFND 1,2 50,000 0 0
PATRICK INDUSTRIES INC CONVERTIBLE BOND 703343AB9   18,522 18,511,000 PRN   DFND 1,2 18,511,000 0 0
PEBBLEBROOK HOTEL TRUST CONVERTIBLE BOND 70509VAA8   2,168 2,620,000 PRN   DFND 1,2 2,620,000 0 0
PELOTON INTERACTIVE INC CONVERTIBLE BOND 70614WAB6   1,463 2,050,000 PRN   DFND 1,2 2,050,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAD5   16,846 18,771,000 PRN   DFND 1,2 18,771,000 0 0
PERFICIENT INC CONVERTIBLE BOND 71375UAF8   4,621 5,944,000 PRN   DFND 1,2 5,944,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408   82,068 7,705,955 SH   DFND 1,2 7,705,955 0 0
PG&E CORP COMMON STOCK 69331C108   126,014 7,750,000 SH   DFND 1,2 7,750,000 0 0
PLUTONIAN ACQUISITION CORP COMMON STOCK 72942P203   1,159 115,000 SH   DFND 1,2 115,000 0 0
PONO CAPITAL CORP COMMON STOCK 732450101   2,622 250,000 SH   DFND 1,2 250,000 0 0
PONO CAPITAL TWO INC COMMON STOCK 73245B107   2,550 250,000 SH   DFND 1,2 250,000 0 0
POWERUP ACQUISITION CORP COMMON STOCK G7207P103   1,030 100,000 SH   DFND 1,2 100,000 0 0
PROGRESS SOFTWARE CORP CONVERTIBLE BOND 743312AB6   2,444 2,380,000 PRN   DFND 1,2 2,380,000 0 0
PROOF ACQUISITION CORP I COMMON STOCK 74349W104   764 75,000 SH   DFND 1,2 75,000 0 0
PULTEGROUP INC COMMON STOCK 745867101   28,183 619,000 SH   DFND 1,2 619,000 0 0
Q2 HOLDINGS INC CONVERTIBLE BOND 74736LAB5   3,724 3,798,000 PRN   DFND 1,2 3,798,000 0 0
RAPID7 INC CONVERTIBLE BOND 753422AF1   4,349 5,534,000 PRN   DFND 1,2 5,534,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AD1   13,408 15,798,000 PRN   DFND 1,2 15,798,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 758075AD7   5,825 6,367,000 PRN   DFND 1,2 6,367,000 0 0
REDWOODS ACQUISITION CORP COMMON STOCK 758083109   4,560 450,000 SH   DFND 1,2 450,000 0 0
RESERVOIR MEDIA INC COMMON STOCK 76119X105   4,957 830,415 SH   DFND 1,2 830,415 0 0
RF ACQUISITION CORP COMMON STOCK 74954L104   4,060 400,000 SH   DFND 1,2 400,000 0 0
RIGEL RESOURCE ACQUISITION CORP COMMON STOCK G7573M106   3,601 350,000 SH   DFND 1,2 350,000 0 0
RINGCENTRAL INC CONVERTIBLE BOND 76680RAF4   13,724 15,889,000 PRN   DFND 1,2 15,889,000 0 0
ROC ENERGY ACQUISITION CORP COMMON STOCK 77118V108   4,096 400,000 SH   DFND 1,2 400,000 0 0
RUNWAY GROWTH FINANCE CORP COMMON STOCK 78163D100   244,023 21,054,667 SH   DFND 1,2 21,054,667 0 0
SAREPTA THERAPEUTICS INC CONVERTIBLE BOND 803607AC4   2,315 2,000,000 PRN   DFND 1,2 2,000,000 0 0
SEA LTD CONVERTIBLE BOND 81141RAF7   4,728 4,791,000 PRN   DFND 1,2 4,791,000 0 0
SEA LTD CONVERTIBLE BOND 81141RAG5   23,290 31,581,000 PRN   DFND 1,2 31,581,000 0 0
SEAPORT GLOBAL ACQUISITION II CORP COMMON STOCK 81221H105   509 50,000 SH   DFND 1,2 50,000 0 0
SFL CORP LTD CONVERTIBLE BOND 824689AG8   10,939 11,098,000 PRN   DFND 1,2 11,098,000 0 0
SHAKE SHACK INC CONVERTIBLE BOND 819047AB7   4,653 6,965,000 PRN   DFND 1,2 6,965,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAB5   3,248 3,263,000 PRN   DFND 1,2 3,263,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAD1   2,998 3,542,000 PRN   DFND 1,2 3,542,000 0 0
SHOALS TECHNOLOGIES GROUP INC COMMON STOCK 82489W107   295 11,980 SH   DFND 1,2 11,980 0 0
SHOPIFY INC CONVERTIBLE BOND 82509LAA5   15,413 17,949,000 PRN   DFND 1,2 17,949,000 0 0
SHOULDERUP TECHNOLOGY ACQUISITION CORP COMMON STOCK 82537G104   1,786 175,000 SH   DFND 1,2 175,000 0 0
SIZZLE ACQUISITION CORP COMMON STOCK 83014E109   255 25,000 SH   DFND 1,2 25,000 0 0
SMARTRENT INC COMMON STOCK 83193G107   10,642 4,379,474 SH   DFND 1,2 4,379,474 0 0
SNAP INC CONVERTIBLE BOND 83304AAB2   850 1,000,000 PRN   DFND 1,2 1,000,000 0 0
SNAP INC CONVERTIBLE BOND 83304AAF3   4,924 7,000,000 PRN   DFND 1,2 7,000,000 0 0
SOLAREDGE TECHNOLOGIES INC CONVERTIBLE BOND 83417MAD6   2,686 2,155,000 PRN   DFND 1,2 2,155,000 0 0
SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202   118 134,000 SH   DFND 1,2 134,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AC8   24,384 25,178,000 PRN   DFND 1,2 25,178,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AD6   3,103 3,288,000 PRN   DFND 1,2 3,288,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AF1   6,198 7,303,000 PRN   DFND 1,2 7,303,000 0 0
SPOTIFY TECHNOLOGY SA CONVERTIBLE BOND 84921RAB6   23,548 29,072,000 PRN   DFND 1,2 29,072,000 0 0
SPREE ACQUISITION CORP 1 LTD COMMON STOCK G83745102   3,591 350,000 SH   DFND 1,2 350,000 0 0
SPRINGWATER SPECIAL SITUATIONS CORP COMMON STOCK 85205U107   2,532 250,000 SH   DFND 1,2 250,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204   501,277 26,067,483 SH   DFND 1,2 26,067,483 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8   19,548 20,063,000 PRN   DFND 1,2 20,063,000 0 0
STR SUB INC COMMON STOCK 82983N108   373,178 12,935,120 SH   DFND 1,2 12,935,120 0 0
SUNOPTA INC COMMON STOCK 8676EP108   174,977 20,726,126 SH   DFND 1,2 20,726,126 0 0
SUNRUN INC CONVERTIBLE BOND 86771WAB1   9,250 13,243,000 PRN   DFND 1,2 13,243,000 0 0
SUPERNUS PHARMACEUTICALS INC CONVERTIBLE BOND 868459AD0   22,231 22,513,000 PRN   DFND 1,2 22,513,000 0 0
TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP COMMON STOCK G87119106   4,632 450,000 SH   DFND 1,2 450,000 0 0
TELADOC HEALTH INC CONVERTIBLE BOND 539183AA1   5,538 6,302,000 PRN   DFND 1,2 6,302,000 0 0
TELADOC HEALTH INC CONVERTIBLE BOND 87918AAF2   5,412 7,000,000 PRN   DFND 1,2 7,000,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209   11,083 2,033,741 SH   DFND 1,2 2,033,741 0 0
TENX KEANE ACQUISITION COMMON STOCK G8708L104   1,371 135,000 SH   DFND 1,2 135,000 0 0
TENX KEANE ACQUISITION RIGHT G8708L112   29 135,000 SH   DFND 1,2 135,000 0 0
TERNIUM SA COMMON STOCK 880890108   14,357 469,799 SH   DFND 1,2 469,799 0 0
THRIVE ACQUISITION CORP COMMON STOCK G7158C101   1,030 100,000 SH   DFND 1,2 100,000 0 0
TKB CRITICAL TECHNOLOGIES 1 COMMON STOCK G88935112   257 25,000 SH   DFND 1,2 25,000 0 0
TLGY ACQUISITION CORP COMMON STOCK G8656T109   1,027 100,000 SH   DFND 1,2 100,000 0 0
TOLL BROTHERS INC COMMON STOCK 889478103   29,802 597,000 SH   DFND 1,2 597,000 0 0
TORM PLC COMMON STOCK G89479102   1,532,251 53,812,988 SH   DFND 1,2 53,812,988 0 0
TPI COMPOSITES INC COMMON STOCK 87266J104   7,105 700,739 SH   DFND 1,2 700,739 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204   21,056 1,784,412 SH   DFND 1,2 1,784,412 0 0
TRINE II ACQUISITION CORP COMMON STOCK G9059F100   1,030 100,000 SH   DFND 1,2 100,000 0 0
TRIPADVISOR INC CONVERTIBLE BOND 896945AD4   4,874 6,066,000 PRN   DFND 1,2 6,066,000 0 0
TYLER TECHNOLOGIES INC CONVERTIBLE BOND 902252AB1   1,401 1,500,000 PRN   DFND 1,2 1,500,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108   18,788 3,397,592 SH   DFND 1,2 3,397,592 0 0
UNITY SOFTWARE INC CONVERTIBLE BOND 91332UAB7   14,204 18,852,000 PRN   DFND 1,2 18,852,000 0 0
UPSTART HOLDINGS INC CONVERTIBLE BOND 91680MAB3   7,685 14,500,000 PRN   DFND 1,2 14,500,000 0 0
VAHANNA TECH EDGE ACQUISITION I CORP COMMON STOCK G9320Z109   514 50,000 SH   DFND 1,2 50,000 0 0
VAIL RESORTS INC CONVERTIBLE BOND 91879QAN9   1,459 1,565,000 PRN   DFND 1,2 1,565,000 0 0
VALARIS LTD COMMON STOCK G9460G101   25,029 370,155 SH   DFND 1,2 370,155 0 0
VALE SA COMMON STOCK 91912E105   136,586 8,048,699 SH   DFND 1,2 8,048,699 0 0
VEECO INSTRUMENTS INC CONVERTIBLE BOND 922417AD2   8,592 8,623,000 PRN   DFND 1,2 8,623,000 0 0
VERINT SYSTEMS INC CONVERTIBLE BOND 92343XAC4   2,625 3,000,000 PRN   DFND 1,2 3,000,000 0 0
VISHAY INTERTECHNOLOGY INC CONVERTIBLE BOND 928298AP3   2,128 2,200,000 PRN   DFND 1,2 2,200,000 0 0
VISION SENSING ACQUISITION CORP COMMON STOCK 92838J103   1,550 150,000 SH   DFND 1,2 150,000 0 0
VISTA ENERGY SAB DE CV COMMON STOCK 92837L109   45,173 2,884,674 SH   DFND 1,2 2,884,674 0 0
VISTRA CORP COMMON STOCK 92840M102   589,275 25,399,812 SH   DFND 1,2 25,399,812 0 0
VNET GROUP INC CONVERTIBLE BOND 90138VAB3   984 1,200,000 PRN   DFND 1,2 1,200,000 0 0
WEATHERFORD INTERNATIONAL PLC COMMON STOCK G48833118   180,975 3,554,107 SH   DFND 1,2 3,554,107 0 0
WELSBACH TECHNOLOGY METALS ACQUISITION CORP COMMON STOCK 950415109   4,590 450,000 SH   DFND 1,2 450,000 0 0
WESTERN ACQUISITION VENTURES CORP COMMON STOCK 95758L107   5,775 500,000 SH   DFND 1,2 500,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0   26,632 27,815,000 PRN   DFND 1,2 27,815,000 0 0
WILLIAMS ROWLAND ACQUISITION CORP COMMON STOCK 96951B102   1,504 150,000 SH   DFND 1,2 150,000 0 0
WISDOMTREE INC CONVERTIBLE BOND 97717PAD6   5,022 5,398,000 PRN   DFND 1,2 5,398,000 0 0
WIX.COM LTD CONVERTIBLE BOND 92940WAB5   8,821 9,036,000 PRN   DFND 1,2 9,036,000 0 0
WIX.COM LTD CONVERTIBLE BOND 92940WAD1   11,658 13,764,000 PRN   DFND 1,2 13,764,000 0 0
XP INC COMMON STOCK G98239109   1,845 120,289 SH   DFND 1,2 120,289 0 0
YOTTA ACQUISITION CORP COMMON STOCK 98741Y103   3,995 398,000 SH   DFND 1,2 398,000 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAG6   2,798 2,750,000 PRN   DFND 1,2 2,750,000 0 0
ZSCALER INC CONVERTIBLE BOND 98980GAB8   2,637 2,500,000 PRN   DFND 1,2 2,500,000 0 0
SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF ETF 78468R556   61,146 450,000 SH Put DFND 1,2 450,000 0 0
STATE STREET CORP ETF 78462F103   229,076 599,000 SH Put DFND 1,2 599,000 0 0