The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 | 2,958,000 | 290,000 | SH | DFND | 1,2 | 290,000 | 0 | 0 | ||
A SPAC II ACQUISITION CORP | COMMON STOCK | G0543H109 | 6,905,250 | 675,000 | SH | DFND | 1,2 | 675,000 | 0 | 0 | ||
ACCRETION ACQUISITION CORP | COMMON STOCK | 00438Y107 | 2,016,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
ACHARI VENTURES HOLDINGS CORP I | COMMON STOCK | 00444X101 | 2,044,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
AETHERIUM ACQUISITION CORP | COMMON STOCK | 00809J101 | 2,035,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
AFYA LTD | COMMON STOCK | G01125106 | 14,861,680 | 951,452 | SH | DFND | 1,2 | 951,452 | 0 | 0 | ||
AIB ACQUISITION CORP | COMMON STOCK | G0R45S109 | 2,042,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
AIRBNB INC | CONVERTIBLE BOND | 009066AB7 | 2,254,441 | 2,731,000 | PRN | DFND | 1,2 | 2,731,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | CONVERTIBLE BOND | 00971TAL5 | 6,513,672 | 6,729,000 | PRN | DFND | 1,2 | 6,729,000 | 0 | 0 | ||
ALARM.COM HOLDINGS INC | CONVERTIBLE BOND | 011642AB1 | 10,176,940 | 12,458,000 | PRN | DFND | 1,2 | 12,458,000 | 0 | 0 | ||
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 149,748,597 | 6,124,687 | SH | DFND | 1,2 | 6,124,687 | 0 | 0 | ||
ALPHA HEALTHCARE ACQUISITION CORP III | COMMON STOCK | 02073F104 | 1,983,460 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
ALPHA STAR ACQUISITION CORP | COMMON STOCK | G0230C108 | 4,102,000 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | ||
ALPHATIME ACQUISITION CORP | COMMON STOCK | G0223V113 | 2,527,500 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
ALPHAVEST ACQUISITION CORP | COMMON STOCK | G0283A124 | 1,515,000 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | ||
ALPINE ACQUISITION CORP | COMMON STOCK | 02083L109 | 3,645,250 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | ||
ALSET CAPITAL ACQUISITION CORP | COMMON STOCK | 02115M109 | 7,375,725 | 735,000 | SH | DFND | 1,2 | 735,000 | 0 | 0 | ||
ALTERYX INC | CONVERTIBLE BOND | 02156BAD5 | 10,157,219 | 11,018,000 | PRN | DFND | 1,2 | 11,018,000 | 0 | 0 | ||
ALVOTECH SA | COMMON STOCK | L01800108 | 63,386,600 | 6,338,660 | SH | DFND | 1,2 | 6,338,660 | 0 | 0 | ||
ALVOTECH SA | WARRANT | L01800116 | 4,340,000 | 4,666,667 | SH | DFND | 1,2 | 4,666,667 | 0 | 0 | ||
ANDRETTI ACQUISITION CORP | COMMON STOCK | G26735103 | 1,032,500 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
ANGLOGOLD ASHANTI LTD | COMMON STOCK | 035128206 | 103,847,460 | 5,347,449 | SH | DFND | 1,2 | 5,347,449 | 0 | 0 | ||
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CONVERTIBLE BOND | 03762UAC9 | 18,143,828 | 18,467,000 | PRN | DFND | 1,2 | 18,467,000 | 0 | 0 | ||
APOLLO SENIOR FLOATING RATE FUND INC | COMMON STOCK | 037636107 | 4,600,648 | 372,824 | SH | DFND | 1,2 | 372,824 | 0 | 0 | ||
AQUARON ACQUISITION CORP | COMMON STOCK | 03842W105 | 2,368,125 | 225,000 | SH | DFND | 1,2 | 225,000 | 0 | 0 | ||
AQUARON ACQUISITION CORP | RIGHT | 03842W113 | 58,500 | 225,000 | SH | DFND | 1,2 | 225,000 | 0 | 0 | ||
ARISZ ACQUISITION CORP | COMMON STOCK | 040450108 | 2,056,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
ARMADA ACQUISITION CORP I | COMMON STOCK | 04208V103 | 2,530,000 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
AROGO CAPITAL ACQUISITION CORP | COMMON STOCK | 042644104 | 3,039,000 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | ||
ASCENDANT DIGITAL ACQUISITION CORP III | COMMON STOCK | G05157105 | 3,096,000 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | ||
ATLANTIC COASTAL ACQUISITION CORP II | COMMON STOCK | 04845A108 | 2,547,500 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
AURORA TECHNOLOGY ACQUISITION CORP | COMMON STOCK | G06984119 | 9,718,500 | 950,000 | SH | DFND | 1,2 | 950,000 | 0 | 0 | ||
AVALON ACQUISITION INC | COMMON STOCK | 05338E101 | 3,843,750 | 375,000 | SH | DFND | 1,2 | 375,000 | 0 | 0 | ||
AXIOS SUSTAINABLE GROWTH ACQUISITION CORP | COMMON STOCK | G0703K108 | 6,180,000 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | ||
AZUL SA | COMMON STOCK | 05501U106 | 30,596,155 | 5,007,554 | SH | DFND | 1,2 | 5,007,554 | 0 | 0 | ||
BANCO BRADESCO SA | COMMON STOCK | 059460303 | 38,817,046 | 13,478,141 | SH | DFND | 1,2 | 13,478,141 | 0 | 0 | ||
BANDWIDTH INC | CONVERTIBLE BOND | 05988JAB9 | 6,719,174 | 8,855,000 | PRN | DFND | 1,2 | 8,855,000 | 0 | 0 | ||
BANYAN ACQUISITION CORP | COMMON STOCK | 06690B107 | 2,042,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
BATTALION OIL CORP | COMMON STOCK | 07134L107 | 29,226,246 | 3,009,912 | SH | DFND | 1,2 | 3,009,912 | 0 | 0 | ||
BEARD ENERGY TRANSITION ACQUISITION CORP | COMMON STOCK | 07402Q101 | 3,057,000 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | ||
BEL FUSE INC | COMMON STOCK | 077347201 | 1,654,470 | 51,056 | SH | DFND | 1,2 | 51,056 | 0 | 0 | ||
BELONG ACQUISITION CORP | COMMON STOCK | 08069M102 | 1,978,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
BENTLEY SYSTEMS INC | CONVERTIBLE BOND | 08265TAD1 | 5,013,918 | 6,122,000 | PRN | DFND | 1,2 | 6,122,000 | 0 | 0 | ||
BERRY CORP | COMMON STOCK | 08579X101 | 54,376,000 | 6,797,000 | SH | DFND | 1,2 | 6,797,000 | 0 | 0 | ||
BILL.COM HOLDINGS INC | CONVERTIBLE BOND | 090043AB6 | 2,467,200 | 2,400,000 | PRN | DFND | 1,2 | 2,400,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE BOND | 09061GAH4 | 2,620,139 | 2,463,000 | PRN | DFND | 1,2 | 2,463,000 | 0 | 0 | ||
BIOPLUS ACQUISITION CORP | COMMON STOCK | G11217117 | 1,026,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
BLACK MOUNTAIN ACQUISITION CORP | COMMON STOCK | 09216A108 | 2,040,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
BLACKLINE INC | CONVERTIBLE BOND | 09239BAD1 | 4,640,835 | 5,416,000 | PRN | DFND | 1,2 | 5,416,000 | 0 | 0 | ||
BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | COMMON STOCK | 09255X100 | 5,850,043 | 519,542 | SH | DFND | 1,2 | 519,542 | 0 | 0 | ||
BLACKROCK FLOATING RATE INCOME TRUST | COMMON STOCK | 091941104 | 2,856,336 | 261,091 | SH | DFND | 1,2 | 261,091 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE BOND | 09257WAC4 | 19,153,734 | 19,335,000 | PRN | DFND | 1,2 | 19,335,000 | 0 | 0 | ||
BLACKSTONE SENIOR FLOATING RATE TERM FUND | COMMON STOCK | 09256U105 | 1,999,627 | 160,871 | SH | DFND | 1,2 | 160,871 | 0 | 0 | ||
BLACKSTONE STRATEGIC CREDIT FUND | COMMON STOCK | 09257R101 | 5,418,156 | 512,113 | SH | DFND | 1,2 | 512,113 | 0 | 0 | ||
BLOCK INC | CONVERTIBLE BOND | 852234AJ2 | 1,997,969 | 2,453,000 | PRN | DFND | 1,2 | 2,453,000 | 0 | 0 | ||
BLOCKCHAIN COINVESTORS ACQUISITION CORP I | COMMON STOCK | G11765107 | 1,027,500 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
BLUE WORLD ACQUISITION CORP | COMMON STOCK | G1263E102 | 5,610,000 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | ||
BROAD CAPITAL ACQUISITION CORP | COMMON STOCK | 11125B102 | 5,621,000 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | ||
BULLPEN PARLAY ACQUISITION CO | COMMON STOCK | G1792A100 | 2,048,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
BURLINGTON STORES INC | CONVERTIBLE BOND | 122017AB2 | 2,772,000 | 2,400,000 | PRN | DFND | 1,2 | 2,400,000 | 0 | 0 | ||
BURTECH ACQUISITION CORP | COMMON STOCK | 123013104 | 6,096,000 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | ||
CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 | 19,165,673 | 24,245,000 | PRN | DFND | 1,2 | 24,245,000 | 0 | 0 | ||
CASCADIA ACQUISITION CORP | COMMON STOCK | 14739D100 | 1,507,500 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | ||
CBL & ASSOCIATES PROPERTIES INC | COMMON STOCK | 124830878 | 91,949,935 | 3,983,966 | SH | DFND | 1,2 | 3,983,966 | 0 | 0 | ||
CEMEX SAB DE CV | COMMON STOCK | 151290889 | 59,439,120 | 14,676,326 | SH | DFND | 1,2 | 14,676,326 | 0 | 0 | ||
CENAQ ENERGY CORP | COMMON STOCK | 15130M102 | 5,010,500 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | ||
CERIDIAN LLC | CONVERTIBLE BOND | 15677JAD0 | 5,823,189 | 6,606,000 | PRN | DFND | 1,2 | 6,606,000 | 0 | 0 | ||
CHEESECAKE FACTORY INC/THE | CONVERTIBLE BOND | 163072AA9 | 5,676,646 | 6,886,000 | PRN | DFND | 1,2 | 6,886,000 | 0 | 0 | ||
CHEGG INC | CONVERTIBLE BOND | 163092AF6 | 21,788,009 | 27,427,000 | PRN | DFND | 1,2 | 27,427,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COMMON STOCK | 165167735 | 814,401,681 | 8,629,879 | SH | DFND | 1,2 | 8,629,879 | 0 | 0 | ||
CIVITAS RESOURCES INC | COMMON STOCK | 17888H103 | 6,661,950 | 115,000 | SH | DFND | 1,2 | 115,000 | 0 | 0 | ||
CLEAN EARTH ACQUISITIONS CORP | COMMON STOCK | 184493104 | 3,030,000 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | ||
CLIMATEROCK | COMMON STOCK | G2311X100 | 1,433,600 | 140,000 | SH | DFND | 1,2 | 140,000 | 0 | 0 | ||
CLOUDFLARE INC | CONVERTIBLE BOND | 18915MAC1 | 3,293,940 | 4,017,000 | PRN | DFND | 1,2 | 4,017,000 | 0 | 0 | ||
COLOMBIER ACQUISITION CORP | COMMON STOCK | 19533H108 | 497,000 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | ||
CONCORD ACQUISITION CORP III | COMMON STOCK | 20607V106 | 254,750 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | ||
CONSILIUM ACQUISITION CORP I LTD | COMMON STOCK | G2365L101 | 4,062,000 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | ||
COUNTER PRESS ACQUISITION CORP | COMMON STOCK | G2542B117 | 1,026,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
COUPA SOFTWARE INC | CONVERTIBLE BOND | 22266LAF3 | 13,358,963 | 13,822,000 | PRN | DFND | 1,2 | 13,822,000 | 0 | 0 | ||
CREDICORP LTD | COMMON STOCK | G2519Y108 | 55,195,442 | 406,866 | SH | DFND | 1,2 | 406,866 | 0 | 0 | ||
CUMULUS MEDIA INC | COMMON STOCK | 231082801 | 179,699 | 28,937 | SH | DFND | 1,2 | 28,937 | 0 | 0 | ||
CVENT HOLDING CORP | COMMON STOCK | 126677103 | 21,600,000 | 4,000,000 | SH | DFND | 1,2 | 4,000,000 | 0 | 0 | ||
DATADOG INC | CONVERTIBLE BOND | 23804LAB9 | 1,644,375 | 1,500,000 | PRN | DFND | 1,2 | 1,500,000 | 0 | 0 | ||
DEEP MEDICINE ACQUISITION CORP | COMMON STOCK | 243733102 | 4,513,500 | 425,000 | SH | DFND | 1,2 | 425,000 | 0 | 0 | ||
DENALI CAPITAL ACQUISITION CORP | COMMON STOCK | G6256B106 | 2,315,250 | 225,000 | SH | DFND | 1,2 | 225,000 | 0 | 0 | ||
DEXCOM INC | CONVERTIBLE BOND | 252131AK3 | 3,645,673 | 3,337,000 | PRN | DFND | 1,2 | 3,337,000 | 0 | 0 | ||
DIGITALBRIDGE GROUP INC | CONVERTIBLE BOND | 19624RAA4 | 16,793,370 | 16,963,000 | PRN | DFND | 1,2 | 16,963,000 | 0 | 0 | ||
DIGITALOCEAN HOLDINGS INC | CONVERTIBLE BOND | 25402DAB8 | 17,095,295 | 22,718,000 | PRN | DFND | 1,2 | 22,718,000 | 0 | 0 | ||
DIRECT SELLING ACQUISITION CORP | COMMON STOCK | 25460L103 | 3,601,500 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | ||
DOCUSIGN INC | CONVERTIBLE BOND | 256163AD8 | 15,782,445 | 16,701,000 | PRN | DFND | 1,2 | 16,701,000 | 0 | 0 | ||
DROPBOX INC | CONVERTIBLE BOND | 26210CAC8 | 6,734,636 | 7,417,000 | PRN | DFND | 1,2 | 7,417,000 | 0 | 0 | ||
DUET ACQUISITION CORP | COMMON STOCK | 26431Q106 | 5,035,000 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | ||
EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A150 | 188,851,156 | 3,781,561 | SH | DFND | 1,2 | 3,781,561 | 0 | 0 | ||
EAGLE BULK SHIPPING INC | CONVERTIBLE BOND | 269442AA7 | 67,088,194 | 40,495,000 | PRN | DFND | 1,2 | 40,495,000 | 0 | 0 | ||
EATON VANCE FLOATING-RATE INCOME TRUST | COMMON STOCK | 278279104 | 4,647,276 | 419,051 | SH | DFND | 1,2 | 419,051 | 0 | 0 | ||
EATON VANCE SENIOR FLOATING-RATE TRUST | COMMON STOCK | 27828Q105 | 3,292,262 | 300,938 | SH | DFND | 1,2 | 300,938 | 0 | 0 | ||
EATON VANCE SENIOR INCOME TRUST | COMMON STOCK | 27826S103 | 544,275 | 103,278 | SH | DFND | 1,2 | 103,278 | 0 | 0 | ||
EF HUTTON ACQUISITION CORP I | COMMON STOCK | 28201D109 | 9,919,800 | 990,000 | SH | DFND | 1,2 | 990,000 | 0 | 0 | ||
EF HUTTON ACQUISITION CORP I | RIGHT | 28201D125 | 123,750 | 990,000 | SH | DFND | 1,2 | 990,000 | 0 | 0 | ||
EF HUTTON ACQUISITION CORP I | WARRANT | 28201D117 | 15,840 | 990,000 | SH | DFND | 1,2 | 990,000 | 0 | 0 | ||
EMBRACE CHANGE ACQUISITION CORP | COMMON STOCK | G3034H109 | 2,508,800 | 245,000 | SH | DFND | 1,2 | 245,000 | 0 | 0 | ||
ENPHASE ENERGY INC | CONVERTIBLE BOND | 29355AAK3 | 2,675,283 | 2,278,000 | PRN | DFND | 1,2 | 2,278,000 | 0 | 0 | ||
ENVESTNET INC | CONVERTIBLE BOND | 29404KAE6 | 11,629,613 | 12,815,000 | PRN | DFND | 1,2 | 12,815,000 | 0 | 0 | ||
ESGEN ACQUISITION CORP | COMMON STOCK | G3R95N103 | 775,500 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | ||
ETSY INC | CONVERTIBLE BOND | 29786AAN6 | 4,694,085 | 5,450,000 | PRN | DFND | 1,2 | 5,450,000 | 0 | 0 | ||
EVEREST CONSOLIDATOR ACQUISITION CORP | COMMON STOCK | 29978K102 | 2,046,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
EVERGREEN CORP | COMMON STOCK | G3312W109 | 4,626,000 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | ||
EZCORP INC | CONVERTIBLE BOND | 302301AE6 | 10,039,910 | 11,255,000 | PRN | DFND | 1,2 | 11,255,000 | 0 | 0 | ||
FAR PEAK ACQUISITION CORP | COMMON STOCK | G3312L103 | 2,510,000 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
FASTLY INC | CONVERTIBLE BOND | 31188VAB6 | 9,498,030 | 13,011,000 | PRN | DFND | 1,2 | 13,011,000 | 0 | 0 | ||
FAT PROJECTS ACQUISITION CORP | COMMON STOCK | G3400W102 | 2,129,400 | 210,000 | SH | DFND | 1,2 | 210,000 | 0 | 0 | ||
FEUTUNE LIGHT ACQUISITION CORP | COMMON STOCK | 31561T102 | 7,474,950 | 735,000 | SH | DFND | 1,2 | 735,000 | 0 | 0 | ||
FEUTUNE LIGHT ACQUISITION CORP | RIGHT | 31561T128 | 59,535 | 735,000 | SH | DFND | 1,2 | 735,000 | 0 | 0 | ||
FEUTUNE LIGHT ACQUISITION CORP | WARRANT | 31561T110 | 22,050 | 735,000 | SH | DFND | 1,2 | 735,000 | 0 | 0 | ||
FINNOVATE ACQUISITION CORP | COMMON STOCK | G3R34K103 | 2,257,200 | 220,000 | SH | DFND | 1,2 | 220,000 | 0 | 0 | ||
FINTECH ECOSYSTEM DEVELOPMENT CORP | COMMON STOCK | 318136108 | 4,612,500 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | ||
FINTECH EVOLUTION ACQUISITION GROUP | COMMON STOCK | G3R19A104 | 1,515,000 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | ||
FIRST TRUST SENIOR FLOATING RATE INCOME FUND II | COMMON STOCK | 33733U108 | 7,710,866 | 809,115 | SH | DFND | 1,2 | 809,115 | 0 | 0 | ||
FORD MOTOR CO | CONVERTIBLE BOND | 345370CZ1 | 6,854,810 | 7,227,000 | PRN | DFND | 1,2 | 7,227,000 | 0 | 0 | ||
FORTUNE RISE ACQUISITION CORP | COMMON STOCK | 34969G102 | 2,840,750 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | ||
FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 98,018,112 | 2,579,424 | SH | DFND | 1,2 | 2,579,424 | 0 | 0 | ||
FRONTIER COMMUNICATIONS PARENT INC | COMMON STOCK | 35909D109 | 101,482,993 | 3,982,849 | SH | DFND | 1,2 | 3,982,849 | 0 | 0 | ||
FTAI AVIATION LTD | COMMON STOCK | G3730V105 | 34,806,843 | 2,033,110 | SH | DFND | 1,2 | 2,033,110 | 0 | 0 | ||
FUTURETECH II ACQUISITION CORP | COMMON STOCK | 36119D103 | 4,202,500 | 410,000 | SH | DFND | 1,2 | 410,000 | 0 | 0 | ||
GARDINER HEALTHCARE ACQUISITIONS CORP | COMMON STOCK | 365506104 | 4,108,000 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | ||
GARRETT MOTION INC | COMMON STOCK | 366505105 | 27,379,506 | 3,593,111 | SH | DFND | 1,2 | 3,593,111 | 0 | 0 | ||
GARRETT MOTION INC | CONVERTIBLE PRFD | 366505204 | 598,862,882 | 68,834,814 | SH | DFND | 1,2 | 68,834,814 | 0 | 0 | ||
GENESIS GROWTH TECH ACQUISITION CORP | COMMON STOCK | G3R23D102 | 2,086,504 | 201,400 | SH | DFND | 1,2 | 201,400 | 0 | 0 | ||
GENESIS UNICORN CAPITAL CORP | COMMON STOCK | 37187C100 | 3,265,600 | 320,000 | SH | DFND | 1,2 | 320,000 | 0 | 0 | ||
GLOBAL STAR ACQUISITION INC | COMMON STOCK | 37962G102 | 2,836,400 | 280,000 | SH | DFND | 1,2 | 280,000 | 0 | 0 | ||
GLOBAL SYSTEMS DYNAMICS INC | COMMON STOCK | 37653T108 | 2,582,500 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
GLOBAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G3934N107 | 2,056,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
GLOBALINK INVESTMENT INC | COMMON STOCK | 37892F109 | 3,570,000 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | ||
GOGREEN INVESTMENTS CORP | COMMON STOCK | G9461B101 | 3,114,000 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | ||
GOLDENSTONE ACQUISITION LTD | COMMON STOCK | 38136Y102 | 3,577,000 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | ||
GRAF ACQUISITION CORP IV | COMMON STOCK | 384272100 | 995,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G4166K100 | 518,500 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | ||
GREENBRIER COS INC/THE | CONVERTIBLE BOND | 393657AK7 | 718,030 | 757,000 | PRN | DFND | 1,2 | 757,000 | 0 | 0 | ||
GREENLIGHT CAPITAL RE LTD | CONVERTIBLE BOND | 395366AB3 | 7,281,799 | 7,507,000 | PRN | DFND | 1,2 | 7,507,000 | 0 | 0 | ||
GRUPO TELEVISA SAB | COMMON STOCK | 40049J206 | 10,780,633 | 2,364,174 | SH | DFND | 1,2 | 2,364,174 | 0 | 0 | ||
HAEMONETICS CORP | CONVERTIBLE BOND | 405024AB6 | 18,296,913 | 22,010,000 | PRN | DFND | 1,2 | 22,010,000 | 0 | 0 | ||
HAINAN MANASLU ACQUISITION CORP | COMMON STOCK | G4233U107 | 4,078,000 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | CONVERTIBLE BOND | 40637HAD1 | 2,054,267 | 2,111,000 | PRN | DFND | 1,2 | 2,111,000 | 0 | 0 | ||
HCM ACQUISITION CORP | COMMON STOCK | G4365A101 | 2,052,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
HEALTHWELL ACQUISITION CORP I | COMMON STOCK | 42227R109 | 991,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
HEARTLAND MEDIA ACQUISITION CORP | COMMON STOCK | 42237V108 | 1,017,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GROUP INC | CONVERTIBLE BOND | 42330PAJ6 | 4,778,725 | 4,606,000 | PRN | DFND | 1,2 | 4,606,000 | 0 | 0 | ||
HERTZ GLOBAL HOLDINGS INC | COMMON STOCK | 42806J700 | 100,035,000 | 6,500,000 | SH | DFND | 1,2 | 6,500,000 | 0 | 0 | ||
HIMS & HERS HEALTH INC | COMMON STOCK | 433000106 | 20,968,898 | 3,271,279 | SH | DFND | 1,2 | 3,271,279 | 0 | 0 | ||
HNR ACQUISITION CORP | COMMON STOCK | 40472A102 | 4,347,750 | 425,000 | SH | DFND | 1,2 | 425,000 | 0 | 0 | ||
HOPE BANCORP INC | CONVERTIBLE BOND | 43940TAB5 | 19,659,640 | 20,020,000 | PRN | DFND | 1,2 | 20,020,000 | 0 | 0 | ||
HORIZON SPACE ACQUISITION I CORP | COMMON STOCK | G4619M133 | 2,524,425 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
HUDSON ACQUISITION I CORP | COMMON STOCK | 44364H209 | 2,445,600 | 240,000 | SH | DFND | 1,2 | 240,000 | 0 | 0 | ||
ICICI BANK LTD | COMMON STOCK | 45104G104 | 85,594,212 | 3,910,197 | SH | DFND | 1,2 | 3,910,197 | 0 | 0 | ||
ICONIC SPORTS ACQUISITION CORP | COMMON STOCK | G4712C107 | 4,134,000 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | ||
ILLUMINA INC | CONVERTIBLE BOND | 452327AK5 | 24,912,325 | 25,657,000 | PRN | DFND | 1,2 | 25,657,000 | 0 | 0 | ||
INCEPTION GROWTH ACQUISITION LTD | COMMON STOCK | 45333D104 | 4,060,000 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | ||
INDUSTRIAL TECH ACQUISITIONS II INC | COMMON STOCK | 45635R108 | 2,036,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
INFINERA CORP | COMMON STOCK | 45667G103 | 169,682,088 | 25,175,384 | SH | DFND | 1,2 | 25,175,384 | 0 | 0 | ||
INFINT ACQUISITION CORP | COMMON STOCK | G47862100 | 9,324,000 | 900,000 | SH | DFND | 1,2 | 900,000 | 0 | 0 | ||
INNOVATIVE INTERNATIONAL ACQUISITION CORP | COMMON STOCK | G4809M109 | 1,030,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
INNOVIVA INC | CONVERTIBLE BOND | 88338TAB0 | 19,403,353 | 19,354,000 | PRN | DFND | 1,2 | 19,354,000 | 0 | 0 | ||
INSIGHT ACQUISITION CORP/DE | COMMON STOCK | 45784L100 | 1,512,000 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HOLDINGS CORP | CONVERTIBLE BOND | 457985AM1 | 2,000,649 | 2,053,000 | PRN | DFND | 1,2 | 2,053,000 | 0 | 0 | ||
INTEGRATED RAIL AND RESOURCES ACQUISITION CORP | COMMON STOCK | 45827R106 | 1,022,500 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
INTEGRATED WELLNESS ACQUISITION CORP | COMMON STOCK | G4828B100 | 1,033,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
INTELLIGENT MEDICINE ACQUISITION CORP | COMMON STOCK | 45828D106 | 1,028,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAA6 | 10,570,516 | 10,677,000 | PRN | DFND | 1,2 | 10,677,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAB4 | 6,300,448 | 8,395,000 | PRN | DFND | 1,2 | 8,395,000 | 0 | 0 | ||
INTERDIGITAL INC | CONVERTIBLE BOND | 45867GAB7 | 5,096,014 | 5,298,000 | PRN | DFND | 1,2 | 5,298,000 | 0 | 0 | ||
INVACARE CORP | CONVERTIBLE BOND | 461203AJ0 | 2,530,450 | 3,893,000 | PRN | DFND | 1,2 | 3,893,000 | 0 | 0 | ||
INVESCO SENIOR INCOME TRUST | COMMON STOCK | 46131H107 | 28,342,000 | 7,400,000 | SH | DFND | 1,2 | 7,400,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | CONVERTIBLE BOND | 462222AB6 | 10,491,519 | 11,490,000 | PRN | DFND | 1,2 | 11,490,000 | 0 | 0 | ||
ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 107,327,029 | 22,787,055 | SH | DFND | 1,2 | 22,787,055 | 0 | 0 | ||
ITRON INC | CONVERTIBLE BOND | 465741AN6 | 5,795,433 | 7,035,000 | PRN | DFND | 1,2 | 7,035,000 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | CONVERTIBLE BOND | 472145AF8 | 2,626,250 | 2,200,000 | PRN | DFND | 1,2 | 2,200,000 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | CONVERTIBLE BOND | 477143AP6 | 8,008,781 | 10,910,000 | PRN | DFND | 1,2 | 10,910,000 | 0 | 0 | ||
JUNIPER II CORP | COMMON STOCK | 48203N103 | 2,542,500 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
JUPITER WELLNESS ACQUISITION CORP | COMMON STOCK | 48208E108 | 5,225,000 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | ||
KAMAN CORP | CONVERTIBLE BOND | 483548AF0 | 7,461,048 | 7,984,000 | PRN | DFND | 1,2 | 7,984,000 | 0 | 0 | ||
KB HOME | COMMON STOCK | 48666K109 | 19,269,250 | 605,000 | SH | DFND | 1,2 | 605,000 | 0 | 0 | ||
KEYARCH ACQUISITION CORP | COMMON STOCK | G5260A104 | 2,931,900 | 290,000 | SH | DFND | 1,2 | 290,000 | 0 | 0 | ||
KILROY REALTY CORP | COMMON STOCK | 49427F108 | 71,539,925 | 1,850,011 | SH | DFND | 1,2 | 1,850,011 | 0 | 0 | ||
KIMBELL TIGER ACQUISITION CORP | COMMON STOCK | 49436K106 | 3,087,000 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | ||
KKR REAL ESTATE FINANCE TRUST INC | CONVERTIBLE BOND | 48251KAB6 | 14,140,328 | 14,335,000 | PRN | DFND | 1,2 | 14,335,000 | 0 | 0 | ||
KNIGHTSWAN ACQUISITION CORP | COMMON STOCK | 499103109 | 1,602,750 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | ||
LAKESHORE ACQUISITION II CORP | COMMON STOCK | G5352N105 | 1,783,250 | 175,000 | SH | DFND | 1,2 | 175,000 | 0 | 0 | ||
LAMF GLOBAL VENTURES CORP I | COMMON STOCK | G5338L108 | 513,750 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | ||
LF CAPITAL ACQUISITION CORP II | COMMON STOCK | 50202D102 | 513,000 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | ||
LIBERTY BROADBAND CORP | COMMON STOCK | 530307305 | 6,635,414 | 86,999 | SH | DFND | 1,2 | 86,999 | 0 | 0 | ||
LIBERTY GLOBAL PLC | COMMON STOCK | G5480U104 | 36,837,780 | 1,946,000 | SH | DFND | 1,2 | 1,946,000 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | CONVERTIBLE BOND | 53069QAB5 | 5,228,265 | 5,858,000 | PRN | DFND | 1,2 | 5,858,000 | 0 | 0 | ||
LIBERTY RESOURCES ACQUISITION CORP | COMMON STOCK | 53118A105 | 3,318,250 | 325,000 | SH | DFND | 1,2 | 325,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | CONVERTIBLE BOND | 53220KAF5 | 20,534,756 | 20,994,000 | PRN | DFND | 1,2 | 20,994,000 | 0 | 0 | ||
LIONHEART III CORP | COMMON STOCK | 536262108 | 2,563,750 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
LIV CAPITAL ACQUISITION CORP II | COMMON STOCK | G5510R105 | 615,600 | 60,000 | SH | DFND | 1,2 | 60,000 | 0 | 0 | ||
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | COMMON STOCK | 54150E104 | 1,612,511 | 235,403 | SH | DFND | 1,2 | 235,403 | 0 | 0 | ||
LYFT INC | CONVERTIBLE BOND | 55087PAB0 | 1,466,321 | 1,656,000 | PRN | DFND | 1,2 | 1,656,000 | 0 | 0 | ||
M/I HOMES INC | COMMON STOCK | 55305B101 | 9,697,800 | 210,000 | SH | DFND | 1,2 | 210,000 | 0 | 0 | ||
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | CONVERTIBLE BOND | 55405YAB6 | 1,491,750 | 1,500,000 | PRN | DFND | 1,2 | 1,500,000 | 0 | 0 | ||
MAGNACHIP SEMICONDUCTOR CORP | COMMON STOCK | 55933J203 | 21,597,000 | 2,300,000 | SH | DFND | 1,2 | 2,300,000 | 0 | 0 | ||
MAGNITE INC | CONVERTIBLE BOND | 55955DAB6 | 7,198,171 | 9,206,000 | PRN | DFND | 1,2 | 9,206,000 | 0 | 0 | ||
MAXPRO CAPITAL ACQUISITION CORP | COMMON STOCK | 57778T106 | 3,108,000 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | ||
MERCATO PARTNERS ACQUISITION CORP | COMMON STOCK | 58759A108 | 2,562,500 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
METAL SKY STAR ACQUISITION CORP | COMMON STOCK | G6053N105 | 5,049,280 | 496,000 | SH | DFND | 1,2 | 496,000 | 0 | 0 | ||
MFA FINANCIAL INC | CONVERTIBLE BOND | 55272XAA0 | 8,309,710 | 9,182,000 | PRN | DFND | 1,2 | 9,182,000 | 0 | 0 | ||
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 15,600,000 | 1,200,000 | SH | DFND | 1,2 | 1,200,000 | 0 | 0 | ||
MOBIV ACQUISITION CORP | COMMON STOCK | 60742N106 | 2,518,600 | 245,000 | SH | DFND | 1,2 | 245,000 | 0 | 0 | ||
MONTEREY CAPITAL ACQUISITION CORP | COMMON STOCK | 61244M109 | 7,963,560 | 792,000 | SH | DFND | 1,2 | 792,000 | 0 | 0 | ||
MOTIVE CAPITAL CORP II | COMMON STOCK | G6293R106 | 1,023,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
MOUNTAIN & CO I ACQUISITION CORP | COMMON STOCK | G6301J104 | 3,115,500 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | ||
MURPHY CANYON ACQUISITION CORP | COMMON STOCK | 626642102 | 6,150,000 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | ||
NABORS ENERGY TRANSITION CORP | COMMON STOCK | 629567108 | 2,054,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
NABORS INDUSTRIES LTD | CONVERTIBLE BOND | 62957HAB1 | 11,391,570 | 12,249,000 | PRN | DFND | 1,2 | 12,249,000 | 0 | 0 | ||
NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAA8 | 2,882,777 | 3,399,000 | PRN | DFND | 1,2 | 3,399,000 | 0 | 0 | ||
NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAB6 | 3,823,604 | 5,826,000 | PRN | DFND | 1,2 | 5,826,000 | 0 | 0 | ||
NEW MOUNTAIN FINANCE CORP | CONVERTIBLE BOND | 647551AC4 | 13,386,038 | 13,428,000 | PRN | DFND | 1,2 | 13,428,000 | 0 | 0 | ||
NEW RELIC INC | CONVERTIBLE BOND | 64829BAB6 | 21,493,541 | 21,921,000 | PRN | DFND | 1,2 | 21,921,000 | 0 | 0 | ||
NICE LTD | CONVERTIBLE BOND | 653656AB4 | 4,500,625 | 4,750,000 | PRN | DFND | 1,2 | 4,750,000 | 0 | 0 | ||
NMI HOLDINGS INC | COMMON STOCK | 629209305 | 102,410,000 | 4,900,000 | SH | DFND | 1,2 | 4,900,000 | 0 | 0 | ||
NORTHVIEW ACQUISITION CORP | COMMON STOCK | 66718N103 | 7,620,000 | 750,000 | SH | DFND | 1,2 | 750,000 | 0 | 0 | ||
NORWEGIAN CRUISE LINE HOLDINGS LTD | CONVERTIBLE BOND | 62886HBD2 | 1,131,005 | 1,654,000 | PRN | DFND | 1,2 | 1,654,000 | 0 | 0 | ||
NOVAVAX INC | CONVERTIBLE BOND | 670002AB0 | 13,616,657 | 13,659,000 | PRN | DFND | 1,2 | 13,659,000 | 0 | 0 | ||
NRG ENERGY INC | CONVERTIBLE BOND | 629377CG5 | 1,619,405 | 1,630,000 | PRN | DFND | 1,2 | 1,630,000 | 0 | 0 | ||
NUBIA BRAND INTERNATIONAL CORP | COMMON STOCK | 67022R103 | 2,612,475 | 255,000 | SH | DFND | 1,2 | 255,000 | 0 | 0 | ||
NUTANIX INC | CONVERTIBLE BOND | 67059NAB4 | 26,393,370 | 26,526,000 | PRN | DFND | 1,2 | 26,526,000 | 0 | 0 | ||
NUTANIX INC | CONVERTIBLE BOND | 67059NAH1 | 4,095,581 | 4,867,000 | PRN | DFND | 1,2 | 4,867,000 | 0 | 0 | ||
NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 | 13,016,735 | 14,817,000 | PRN | DFND | 1,2 | 14,817,000 | 0 | 0 | ||
NUVASIVE INC | CONVERTIBLE BOND | 670704AL9 | 13,365,228 | 13,586,000 | PRN | DFND | 1,2 | 13,586,000 | 0 | 0 | ||
NUVEEN CREDIT STRATEGIES INCOME FUND | COMMON STOCK | 67073D102 | 17,208,206 | 3,380,787 | SH | DFND | 1,2 | 3,380,787 | 0 | 0 | ||
NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | COMMON STOCK | 67072T108 | 8,682,189 | 1,096,236 | SH | DFND | 1,2 | 1,096,236 | 0 | 0 | ||
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | COMMON STOCK | 6706EN100 | 6,309,246 | 807,842 | SH | DFND | 1,2 | 807,842 | 0 | 0 | ||
NUVEEN SENIOR INCOME FUND | COMMON STOCK | 67067Y104 | 7,661,949 | 1,669,270 | SH | DFND | 1,2 | 1,669,270 | 0 | 0 | ||
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | COMMON STOCK | 67074X107 | 6,037,321 | 509,049 | SH | DFND | 1,2 | 509,049 | 0 | 0 | ||
OAKTREE SPECIALTY LENDING CORP | COMMON STOCK | 67401P108 | 34,449,691 | 5,014,511 | SH | DFND | 1,2 | 5,014,511 | 0 | 0 | ||
OCWEN FINANCIAL CORP | COMMON STOCK | 675746606 | 19,184,852 | 627,366 | SH | DFND | 1,2 | 627,366 | 0 | 0 | ||
OKTA INC | CONVERTIBLE BOND | 679295AF2 | 8,966,295 | 10,611,000 | PRN | DFND | 1,2 | 10,611,000 | 0 | 0 | ||
OMNICELL INC | CONVERTIBLE BOND | 68213NAD1 | 1,315,500 | 1,500,000 | PRN | DFND | 1,2 | 1,500,000 | 0 | 0 | ||
OMNILIT ACQUISITION CORP | COMMON STOCK | 68218C108 | 1,400,000 | 140,000 | SH | DFND | 1,2 | 140,000 | 0 | 0 | ||
ONYX ACQUISITION CO I | COMMON STOCK | G6755Q109 | 3,096,000 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | ||
PAGSEGURO DIGITAL LTD | COMMON STOCK | G68707101 | 13,865,110 | 1,586,397 | SH | DFND | 1,2 | 1,586,397 | 0 | 0 | ||
PAMPA ENERGIA SA | COMMON STOCK | 697660207 | 22,946,367 | 718,421 | SH | DFND | 1,2 | 718,421 | 0 | 0 | ||
PAPAYA GROWTH OPPORTUNITY CORP I | COMMON STOCK | 69882P102 | 2,560,000 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
PAR PACIFIC HOLDINGS INC | COMMON STOCK | 69888T207 | 19,762,500 | 850,000 | SH | DFND | 1,2 | 850,000 | 0 | 0 | ||
PARABELLUM ACQUISITION CORP | COMMON STOCK | 69901P109 | 2,035,160 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | ||
PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | COMMON STOCK | G69454109 | 518,000 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | ||
PATRICK INDUSTRIES INC | CONVERTIBLE BOND | 703343AB9 | 18,522,107 | 18,511,000 | PRN | DFND | 1,2 | 18,511,000 | 0 | 0 | ||
PEBBLEBROOK HOTEL TRUST | CONVERTIBLE BOND | 70509VAA8 | 2,168,050 | 2,620,000 | PRN | DFND | 1,2 | 2,620,000 | 0 | 0 | ||
PELOTON INTERACTIVE INC | CONVERTIBLE BOND | 70614WAB6 | 1,463,328 | 2,050,000 | PRN | DFND | 1,2 | 2,050,000 | 0 | 0 | ||
PENNYMAC MORTGAGE INVESTMENT TRUST | CONVERTIBLE BOND | 70932AAD5 | 16,846,973 | 18,771,000 | PRN | DFND | 1,2 | 18,771,000 | 0 | 0 | ||
PERFICIENT INC | CONVERTIBLE BOND | 71375UAF8 | 4,621,460 | 5,944,000 | PRN | DFND | 1,2 | 5,944,000 | 0 | 0 | ||
PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 82,068,421 | 7,705,955 | SH | DFND | 1,2 | 7,705,955 | 0 | 0 | ||
PG&E CORP | COMMON STOCK | 69331C108 | 126,015,000 | 7,750,000 | SH | DFND | 1,2 | 7,750,000 | 0 | 0 | ||
PLUTONIAN ACQUISITION CORP | COMMON STOCK | 72942P203 | 1,159,200 | 115,000 | SH | DFND | 1,2 | 115,000 | 0 | 0 | ||
PONO CAPITAL CORP | COMMON STOCK | 732450101 | 2,622,500 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
PONO CAPITAL TWO INC | COMMON STOCK | 73245B107 | 2,550,000 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
POWERUP ACQUISITION CORP | COMMON STOCK | G7207P103 | 1,030,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | CONVERTIBLE BOND | 743312AB6 | 2,444,260 | 2,380,000 | PRN | DFND | 1,2 | 2,380,000 | 0 | 0 | ||
PROOF ACQUISITION CORP I | COMMON STOCK | 74349W104 | 764,625 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | ||
PULTEGROUP INC | COMMON STOCK | 745867101 | 28,183,070 | 619,000 | SH | DFND | 1,2 | 619,000 | 0 | 0 | ||
Q2 HOLDINGS INC | CONVERTIBLE BOND | 74736LAB5 | 3,724,414 | 3,798,000 | PRN | DFND | 1,2 | 3,798,000 | 0 | 0 | ||
RAPID7 INC | CONVERTIBLE BOND | 753422AF1 | 4,349,689 | 5,534,000 | PRN | DFND | 1,2 | 5,534,000 | 0 | 0 | ||
REDWOOD TRUST INC | CONVERTIBLE BOND | 749772AD1 | 13,408,553 | 15,798,000 | PRN | DFND | 1,2 | 15,798,000 | 0 | 0 | ||
REDWOOD TRUST INC | CONVERTIBLE BOND | 758075AD7 | 5,825,805 | 6,367,000 | PRN | DFND | 1,2 | 6,367,000 | 0 | 0 | ||
REDWOODS ACQUISITION CORP | COMMON STOCK | 758083109 | 4,560,750 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | ||
RESERVOIR MEDIA INC | COMMON STOCK | 76119X105 | 4,957,578 | 830,415 | SH | DFND | 1,2 | 830,415 | 0 | 0 | ||
RF ACQUISITION CORP | COMMON STOCK | 74954L104 | 4,060,000 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | ||
RIGEL RESOURCE ACQUISITION CORP | COMMON STOCK | G7573M106 | 3,601,500 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | ||
RINGCENTRAL INC | CONVERTIBLE BOND | 76680RAF4 | 13,724,124 | 15,889,000 | PRN | DFND | 1,2 | 15,889,000 | 0 | 0 | ||
ROC ENERGY ACQUISITION CORP | COMMON STOCK | 77118V108 | 4,096,000 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | ||
RUNWAY GROWTH FINANCE CORP | COMMON STOCK | 78163D100 | 244,023,591 | 21,054,667 | SH | DFND | 1,2 | 21,054,667 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | CONVERTIBLE BOND | 803607AC4 | 2,315,000 | 2,000,000 | PRN | DFND | 1,2 | 2,000,000 | 0 | 0 | ||
SEA LTD | CONVERTIBLE BOND | 81141RAF7 | 4,728,238 | 4,791,000 | PRN | DFND | 1,2 | 4,791,000 | 0 | 0 | ||
SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 23,290,988 | 31,581,000 | PRN | DFND | 1,2 | 31,581,000 | 0 | 0 | ||
SEAPORT GLOBAL ACQUISITION II CORP | COMMON STOCK | 81221H105 | 509,500 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | ||
SFL CORP LTD | CONVERTIBLE BOND | 824689AG8 | 10,939,854 | 11,098,000 | PRN | DFND | 1,2 | 11,098,000 | 0 | 0 | ||
SHAKE SHACK INC | CONVERTIBLE BOND | 819047AB7 | 4,653,491 | 6,965,000 | PRN | DFND | 1,2 | 6,965,000 | 0 | 0 | ||
SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAB5 | 3,248,724 | 3,263,000 | PRN | DFND | 1,2 | 3,263,000 | 0 | 0 | ||
SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAD1 | 2,998,303 | 3,542,000 | PRN | DFND | 1,2 | 3,542,000 | 0 | 0 | ||
SHOALS TECHNOLOGIES GROUP INC | COMMON STOCK | 82489W107 | 295,547 | 11,980 | SH | DFND | 1,2 | 11,980 | 0 | 0 | ||
SHOPIFY INC | CONVERTIBLE BOND | 82509LAA5 | 15,413,704 | 17,949,000 | PRN | DFND | 1,2 | 17,949,000 | 0 | 0 | ||
SHOULDERUP TECHNOLOGY ACQUISITION CORP | COMMON STOCK | 82537G104 | 1,786,750 | 175,000 | SH | DFND | 1,2 | 175,000 | 0 | 0 | ||
SIZZLE ACQUISITION CORP | COMMON STOCK | 83014E109 | 255,500 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | ||
SMARTRENT INC | COMMON STOCK | 83193G107 | 10,642,122 | 4,379,474 | SH | DFND | 1,2 | 4,379,474 | 0 | 0 | ||
SNAP INC | CONVERTIBLE BOND | 83304AAB2 | 850,750 | 1,000,000 | PRN | DFND | 1,2 | 1,000,000 | 0 | 0 | ||
SNAP INC | CONVERTIBLE BOND | 83304AAF3 | 4,924,500 | 7,000,000 | PRN | DFND | 1,2 | 7,000,000 | 0 | 0 | ||
SOLAREDGE TECHNOLOGIES INC | CONVERTIBLE BOND | 83417MAD6 | 2,686,208 | 2,155,000 | PRN | DFND | 1,2 | 2,155,000 | 0 | 0 | ||
SORRENTO THERAPEUTICS INC | COMMON STOCK | 83587F202 | 118,724 | 134,000 | SH | DFND | 1,2 | 134,000 | 0 | 0 | ||
SPLUNK INC | CONVERTIBLE BOND | 848637AC8 | 24,384,893 | 25,178,000 | PRN | DFND | 1,2 | 25,178,000 | 0 | 0 | ||
SPLUNK INC | CONVERTIBLE BOND | 848637AD6 | 3,103,872 | 3,288,000 | PRN | DFND | 1,2 | 3,288,000 | 0 | 0 | ||
SPLUNK INC | CONVERTIBLE BOND | 848637AF1 | 6,198,786 | 7,303,000 | PRN | DFND | 1,2 | 7,303,000 | 0 | 0 | ||
SPOTIFY TECHNOLOGY SA | CONVERTIBLE BOND | 84921RAB6 | 23,548,320 | 29,072,000 | PRN | DFND | 1,2 | 29,072,000 | 0 | 0 | ||
SPREE ACQUISITION CORP 1 LTD | COMMON STOCK | G83745102 | 3,591,000 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | ||
SPRINGWATER SPECIAL SITUATIONS CORP | COMMON STOCK | 85205U107 | 2,532,500 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | ||
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 501,277,698 | 26,067,483 | SH | DFND | 1,2 | 26,067,483 | 0 | 0 | ||
STARWOOD PROPERTY TRUST INC | CONVERTIBLE BOND | 85571BAH8 | 19,548,886 | 20,063,000 | PRN | DFND | 1,2 | 20,063,000 | 0 | 0 | ||
STR SUB INC | COMMON STOCK | 82983N108 | 373,178,212 | 12,935,120 | SH | DFND | 1,2 | 12,935,120 | 0 | 0 | ||
SUNOPTA INC | COMMON STOCK | 8676EP108 | 174,928,503 | 20,726,126 | SH | DFND | 1,2 | 20,726,126 | 0 | 0 | ||
SUNRUN INC | CONVERTIBLE BOND | 86771WAB1 | 9,250,236 | 13,243,000 | PRN | DFND | 1,2 | 13,243,000 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | CONVERTIBLE BOND | 868459AD0 | 22,231,588 | 22,513,000 | PRN | DFND | 1,2 | 22,513,000 | 0 | 0 | ||
TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP | COMMON STOCK | G87119106 | 4,632,750 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | ||
TELADOC HEALTH INC | CONVERTIBLE BOND | 539183AA1 | 5,538,198 | 6,302,000 | PRN | DFND | 1,2 | 6,302,000 | 0 | 0 | ||
TELADOC HEALTH INC | CONVERTIBLE BOND | 87918AAF2 | 5,412,364 | 7,000,000 | PRN | DFND | 1,2 | 7,000,000 | 0 | 0 | ||
TELECOM ARGENTINA SA | COMMON STOCK | 879273209 | 11,083,888 | 2,033,741 | SH | DFND | 1,2 | 2,033,741 | 0 | 0 | ||
TENX KEANE ACQUISITION | COMMON STOCK | G8708L104 | 1,371,600 | 135,000 | SH | DFND | 1,2 | 135,000 | 0 | 0 | ||
TENX KEANE ACQUISITION | RIGHT | G8708L112 | 29,707 | 135,000 | SH | DFND | 1,2 | 135,000 | 0 | 0 | ||
TERNIUM SA | COMMON STOCK | 880890108 | 14,357,057 | 469,799 | SH | DFND | 1,2 | 469,799 | 0 | 0 | ||
THRIVE ACQUISITION CORP | COMMON STOCK | G7158C101 | 1,030,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
TKB CRITICAL TECHNOLOGIES 1 | COMMON STOCK | G88935112 | 257,500 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | ||
TLGY ACQUISITION CORP | COMMON STOCK | G8656T109 | 1,027,500 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
TOLL BROTHERS INC | COMMON STOCK | 889478103 | 29,802,240 | 597,000 | SH | DFND | 1,2 | 597,000 | 0 | 0 | ||
TORM PLC | COMMON STOCK | G89479102 | 1,532,251,000 | 53,812,988 | SH | DFND | 1,2 | 53,812,988 | 0 | 0 | ||
TPI COMPOSITES INC | COMMON STOCK | 87266J104 | 7,105,493 | 700,739 | SH | DFND | 1,2 | 700,739 | 0 | 0 | ||
TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK | 893870204 | 21,056,062 | 1,784,412 | SH | DFND | 1,2 | 1,784,412 | 0 | 0 | ||
TRINE II ACQUISITION CORP | COMMON STOCK | G9059F100 | 1,030,500 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | ||
TRIPADVISOR INC | CONVERTIBLE BOND | 896945AD4 | 4,874,031 | 6,066,000 | PRN | DFND | 1,2 | 6,066,000 | 0 | 0 | ||
TYLER TECHNOLOGIES INC | CONVERTIBLE BOND | 902252AB1 | 1,401,000 | 1,500,000 | PRN | DFND | 1,2 | 1,500,000 | 0 | 0 | ||
UNITI GROUP INC | COMMON STOCK | 91325V108 | 18,788,684 | 3,397,592 | SH | DFND | 1,2 | 3,397,592 | 0 | 0 | ||
UNITY SOFTWARE INC | CONVERTIBLE BOND | 91332UAB7 | 14,204,982 | 18,852,000 | PRN | DFND | 1,2 | 18,852,000 | 0 | 0 | ||
UPSTART HOLDINGS INC | CONVERTIBLE BOND | 91680MAB3 | 7,685,000 | 14,500,000 | PRN | DFND | 1,2 | 14,500,000 | 0 | 0 | ||
VAHANNA TECH EDGE ACQUISITION I CORP | COMMON STOCK | G9320Z109 | 514,000 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | ||
VAIL RESORTS INC | CONVERTIBLE BOND | 91879QAN9 | 1,459,363 | 1,565,000 | PRN | DFND | 1,2 | 1,565,000 | 0 | 0 | ||
VALARIS LTD | COMMON STOCK | G9460G101 | 25,029,881 | 370,155 | SH | DFND | 1,2 | 370,155 | 0 | 0 | ||
VALE SA | COMMON STOCK | 91912E105 | 136,586,422 | 8,048,699 | SH | DFND | 1,2 | 8,048,699 | 0 | 0 | ||
VEECO INSTRUMENTS INC | CONVERTIBLE BOND | 922417AD2 | 8,592,820 | 8,623,000 | PRN | DFND | 1,2 | 8,623,000 | 0 | 0 | ||
VERINT SYSTEMS INC | CONVERTIBLE BOND | 92343XAC4 | 2,625,000 | 3,000,000 | PRN | DFND | 1,2 | 3,000,000 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | CONVERTIBLE BOND | 928298AP3 | 2,128,723 | 2,200,000 | PRN | DFND | 1,2 | 2,200,000 | 0 | 0 | ||
VISION SENSING ACQUISITION CORP | COMMON STOCK | 92838J103 | 1,550,250 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | ||
VISTA ENERGY SAB DE CV | COMMON STOCK | 92837L109 | 45,173,995 | 2,884,674 | SH | DFND | 1,2 | 2,884,674 | 0 | 0 | ||
VISTRA CORP | COMMON STOCK | 92840M102 | 589,275,638 | 25,399,812 | SH | DFND | 1,2 | 25,399,812 | 0 | 0 | ||
VNET GROUP INC | CONVERTIBLE BOND | 90138VAB3 | 984,000 | 1,200,000 | PRN | DFND | 1,2 | 1,200,000 | 0 | 0 | ||
WEATHERFORD INTERNATIONAL PLC | COMMON STOCK | G48833118 | 180,975,128 | 3,554,107 | SH | DFND | 1,2 | 3,554,107 | 0 | 0 | ||
WELSBACH TECHNOLOGY METALS ACQUISITION CORP | COMMON STOCK | 950415109 | 4,590,000 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | ||
WESTERN ACQUISITION VENTURES CORP | COMMON STOCK | 95758L107 | 5,775,000 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | ||
WESTERN DIGITAL CORP | CONVERTIBLE BOND | 958102AP0 | 26,632,863 | 27,815,000 | PRN | DFND | 1,2 | 27,815,000 | 0 | 0 | ||
WILLIAMS ROWLAND ACQUISITION CORP | COMMON STOCK | 96951B102 | 1,504,500 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | ||
WISDOMTREE INC | CONVERTIBLE BOND | 97717PAD6 | 5,022,839 | 5,398,000 | PRN | DFND | 1,2 | 5,398,000 | 0 | 0 | ||
WIX.COM LTD | CONVERTIBLE BOND | 92940WAB5 | 8,821,847 | 9,036,000 | PRN | DFND | 1,2 | 9,036,000 | 0 | 0 | ||
WIX.COM LTD | CONVERTIBLE BOND | 92940WAD1 | 11,658,108 | 13,764,000 | PRN | DFND | 1,2 | 13,764,000 | 0 | 0 | ||
XP INC | COMMON STOCK | G98239109 | 1,845,233 | 120,289 | SH | DFND | 1,2 | 120,289 | 0 | 0 | ||
YOTTA ACQUISITION CORP | COMMON STOCK | 98741Y103 | 3,995,920 | 398,000 | SH | DFND | 1,2 | 398,000 | 0 | 0 | ||
ZILLOW GROUP INC | CONVERTIBLE BOND | 98954MAG6 | 2,798,125 | 2,750,000 | PRN | DFND | 1,2 | 2,750,000 | 0 | 0 | ||
ZSCALER INC | CONVERTIBLE BOND | 98980GAB8 | 2,637,500 | 2,500,000 | PRN | DFND | 1,2 | 2,500,000 | 0 | 0 | ||
SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF | ETF | 78468R556 | 61,146,000 | 450,000 | SH | Put | DFND | 1,2 | 450,000 | 0 | 0 | |
STATE STREET CORP | ETF | 78462F103 | 229,075,570 | 599,000 | SH | Put | DFND | 1,2 | 599,000 | 0 | 0 |