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
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
10X CAPITAL VENTURE ACQUISITION CORP IICOMMON STOCKG8707610848950,000SH DFND1,250,00000
1LIFE HEALTHCARE INCCONVERTIBLE BOND68269GAB33,3013,653,000PRN DFND1,23,653,00000
7 ACQUISITION CORPCOMMON STOCKG806941052,465250,000SH DFND1,2250,00000
7 ACQUISITION CORPWARRANTG8069411375125,000SHCallDFND1,2125,00000
8I ACQUISITION 2 CORPCOMMON STOCKG2956R103975100,000SH DFND1,2100,00000
8I ACQUISITION 2 CORPRIGHTG2956R12928100,000SH DFND1,2100,00000
ACCRETION ACQUISITION CORPCOMMON STOCK00438Y1073,416350,000SH DFND1,2350,00000
ACCRETION ACQUISITION CORPWARRANT00438Y11569175,000SHCallDFND1,2175,00000
ACHARI VENTURES HOLDINGS CORP ICOMMON STOCK00444X1011,974200,000SH DFND1,2200,00000
ACHARI VENTURES HOLDINGS CORP IWARRANT00444X11966200,000SHCallDFND1,2200,00000
ACRES COMMERCIAL REALTY CORPCONVERTIBLE BOND76120WAC829,04529,021,000PRN DFND1,229,021,00000
AETHERIUM ACQUISITION CORPCOMMON STOCK00809J2007,000700,000SH DFND1,2700,00000
AFTERNEXT HEALTHTECH ACQUISITION CORPCOMMON STOCKG011091001,462150,000SH DFND1,2150,00000
AFYA LTDCOMMON STOCKG0112510624,5321,561,576SH DFND1,21,561,57600
AGRICO ACQUISITION CORPCOMMON STOCKG410891062,009200,000SH DFND1,2200,00000
AKAMAI TECHNOLOGIES INCCONVERTIBLE BOND00971TAL510,2988,769,000PRN DFND1,28,769,00000
ALLY FINANCIAL INCCOMMON STOCK02005N100327,3036,874,687SH DFND1,26,874,68700
ALPHA HEALTHCARE ACQUISITION CORP IIICOMMON STOCK02073F1041,933200,000SH DFND1,2200,00000
ALPHA PARTNERS TECHNOLOGY MERGER CORPCOMMON STOCKG63290111971100,000SH DFND1,2100,00000
ALPHA STAR ACQUISITION CORPCOMMON STOCKG0230C1244,108400,000SH DFND1,2400,00000
ALPINE ACQUISITION CORPCOMMON STOCK02083L1093,501350,000SH DFND1,2350,00000
ALSP ORCHID ACQUISITION CORP ICOMMON STOCKG0231L11575775,000SH DFND1,275,00000
ALTERYX INCCONVERTIBLE BOND02156BAD510,42111,042,000PRN DFND1,211,042,00000
ANGLOGOLD ASHANTI LTDCOMMON STOCK03512820689,2454,253,821SH DFND1,24,253,82100
APOLLO COMMERCIAL REAL ESTATE FINANCE INCCONVERTIBLE BOND03762UAB16,0515,999,000PRN DFND1,25,999,00000
APOLLO COMMERCIAL REAL ESTATE FINANCE INCCONVERTIBLE BOND03762UAC918,62718,218,000PRN DFND1,218,218,00000
APX ACQUISITION CORP ICOMMON STOCKG0440J1173,021300,000SH DFND1,2300,00000
ARBOR RAPHA CAPITAL BIOHOLDINGS CORP ICOMMON STOCK03881F104995100,000SH DFND1,2100,00000
ARBOR RAPHA CAPITAL BIOHOLDINGS CORP IWARRANT03881F1121633,333SHCallDFND1,233,33300
ARBOR REALTY TRUST INCCONVERTIBLE BOND038923AP310,1619,225,000PRN DFND1,29,225,00000
ARDMORE SHIPPING CORPCOMMON STOCKY0207T1005,4081,600,000SH DFND1,21,600,00000
ARENA FORTIFY ACQUISITION CORPCOMMON STOCK04005A20350650,000SH DFND1,250,00000
ARES CAPITAL CORPCONVERTIBLE BOND04010LAW36,5285,683,000PRN DFND1,25,683,00000
ARGUS CAPITAL CORPCOMMON STOCK04026L105990100,000SH DFND1,2100,00000
ARISZ ACQUISITION CORPCOMMON STOCK0404501081,952200,000SH DFND1,2200,00000
ARISZ ACQUISITION CORPRIGHT04045012435200,000SH DFND1,2200,00000
ARISZ ACQUISITION CORPWARRANT04045011655200,000SHCallDFND1,2200,00000
ARMADA ACQUISITION CORP ICOMMON STOCK04208V1032,447250,000SH DFND1,2250,00000
AROGO CAPITAL ACQUISITION CORPCOMMON STOCK0426442034,014400,000SH DFND1,2400,00000
ASCENDANT DIGITAL ACQUISITION CORP IIICOMMON STOCKG051571215,075500,000SH DFND1,2500,00000
ATHENA CONSUMER ACQUISITION CORPCOMMON STOCK04684M1061,000100,000SH DFND1,2100,00000
AULT DISRUPTIVE TECHNOLOGIES CORPCOMMON STOCK05150A2035,065500,000SH DFND1,2500,00000
AURORA CANNABIS INCCONVERTIBLE BOND05156XAG33,8054,464,000PRN DFND1,24,464,00000
AVALON ACQUISITION INCCOMMON STOCK05338E1013,705375,000SH DFND1,2375,00000
AVISTA PUBLIC ACQUISITION CORP IICOMMON STOCKG07247102998100,000SH DFND1,2100,00000
AZUL SACOMMON STOCK05501U10636,8902,794,724SH DFND1,22,794,72400
BANCO BRADESCO SACOMMON STOCK05946030330,3438,872,492SH DFND1,28,872,49200
BANK OF AMERICA CORPCONVERTIBLE PRFD06050568219,09013,208SH DFND1,213,20800
BANNER ACQUISITION CORPCOMMON STOCK06654K1011,952200,000SH DFND1,2200,00000
BAOZUN INCCONVERTIBLE BOND06684LAB93,7544,059,000PRN DFND1,24,059,00000
BATTALION OIL CORPCOMMON STOCK07134L10729,4973,009,912SH DFND1,23,009,91200
BEARD ENERGY TRANSITION ACQUISITION CORPCOMMON STOCK07402Q2003,048300,000SH DFND1,2300,00000
BEL FUSE INCCOMMON STOCK0773472011,07471,613SH DFND1,271,61300
BEL FUSE INCCOMMON STOCK0773473005,982462,679SH DFND1,2462,67900
BELONG ACQUISITION CORPCOMMON STOCK08069M1021,944200,000SH DFND1,2200,00000
BENEFITFOCUS INCCONVERTIBLE BOND08180DAB21,9382,009,000PRN DFND1,22,009,00000
BERRY CORPCOMMON STOCK08579X101108,73012,913,313SH DFND1,212,913,31300
BIOMARIN PHARMACEUTICAL INCCONVERTIBLE BOND09061GAH44,3004,103,000PRN DFND1,24,103,00000
BIOPLUS ACQUISITION CORPCOMMON STOCKG112171091,000100,000SH DFND1,2100,00000
BLACK MOUNTAIN ACQUISITION CORPCOMMON STOCK09216A1081,966200,000SH DFND1,2200,00000
BLACKROCK TCP CAPITAL CORPCONVERTIBLE BOND87238QAD511,34611,248,000PRN DFND1,211,248,00000
BLACKSTONE MORTGAGE TRUST INCCONVERTIBLE BOND09257WAB612,73312,607,000PRN DFND1,212,607,00000
BLACKSTONE MORTGAGE TRUST INCCONVERTIBLE BOND09257WAC411,66311,317,000PRN DFND1,211,317,00000
BLOCKCHAIN COINVESTORS ACQUISITION CORP ICOMMON STOCKG117651232,022200,000SH DFND1,2200,00000
BLOCKCHAIN MOON ACQUISITION CORPCOMMON STOCK09370F1092,678275,000SH DFND1,2275,00000
BLUE OCEAN ACQUISITION CORPCOMMON STOCKG1330L1132,506250,000SH DFND1,2250,00000
BLUE WHALE ACQUISITION CORP ICOMMON STOCKG1330M1031,451150,000SH DFND1,2150,00000
BUILD ACQUISITION CORPCOMMON STOCK12008J10549651,000SH DFND1,251,00000
BULLPEN PARLAY ACQUISITION COCOMMON STOCKG1792A1262,001200,000SH DFND1,2200,00000
BURTECH ACQUISITION CORPCOMMON STOCK1230132036,005600,000SH DFND1,2600,00000
CANNA-GLOBAL ACQUISITION CORPCOMMON STOCK13767K2005,065500,000SH DFND1,2500,00000
CASCADIA ACQUISITION CORPCOMMON STOCK14739D1001,457150,000SH DFND1,2150,00000
CBL & ASSOCIATES PROPERTIES INCCOMMON STOCK12483087867,5262,164,299SH DFND1,22,164,29900
CBL & ASSOCIATES PROPERTIES INCCONVERTIBLE BOND12511CAC462,82632,852,258PRN DFND1,232,852,25800
CEMEX SAB DE CVCOMMON STOCK151290889172,56825,452,572SH DFND1,225,452,57200
CENAQ ENERGY CORPCOMMON STOCK15130M1022,974300,000SH DFND1,2300,00000
CHARDAN NEXTECH ACQUISITION 2 CORPCOMMON STOCK1595611092,241225,000SH DFND1,2225,00000
CHAVANT CAPITAL ACQUISITION CORPCOMMON STOCKG2058L10373875,000SH DFND1,275,00000
CHEGG INCCONVERTIBLE BOND163092AF67,7109,262,000PRN DFND1,29,262,00000
CHESAPEAKE ENERGY CORPCOMMON STOCK165167735774,31412,001,153SH DFND1,212,001,15300
CHESAPEAKE ENERGY CORPWARRANT1651671643,02975,810SHCallDFND1,275,81000
CHESAPEAKE ENERGY CORPWARRANT1651671725,386150,000SHCallDFND1,2150,00000
CHESAPEAKE ENERGY CORPWARRANT16516718026,462808,001SHCallDFND1,2808,00100
CHW ACQUISITION CORPCOMMON STOCKG2254A1091,953200,000SH DFND1,2200,00000
CIIG CAPITAL PARTNERS II INCCOMMON STOCK12561U10969069,921SH DFND1,269,92100
CIVITAS RESOURCES INCCOMMON STOCK17888H10364,8251,323,788SH DFND1,21,323,78800
CLOVER LEAF CAPITAL CORPCOMMON STOCK18915E1051,998200,000SH DFND1,2200,00000
COLISEUM ACQUISITION CORPCOMMON STOCKG2263T1231,934200,000SH DFND1,2200,00000
COLOMBIER ACQUISITION CORPCOMMON STOCK19533H10848250,000SH DFND1,250,00000
CONCORD ACQUISITION CORP IIICOMMON STOCK20607V10624725,000SH DFND1,225,00000
CONCORD ACQUISITION CORP IIIWARRANT20607V114812,500SHCallDFND1,212,50000
CORSAIR PARTNERING CORPCOMMON STOCKG2540H10873275,000SH DFND1,275,00000
COUPA SOFTWARE INCCONVERTIBLE BOND22266LAF33,4463,628,000PRN DFND1,23,628,00000
CREDICORP LTDCOMMON STOCKG2519Y10840,079328,331SH DFND1,2328,33100
CRYPTO 1 ACQUISITION CORPCOMMON STOCKG3168A1282,020200,000SH DFND1,2200,00000
CVENT HOLDING CORPCOMMON STOCK12667710340,8505,000,000SH DFND1,25,000,00000
CYBERARK SOFTWARE LTDCONVERTIBLE BOND23248VAB13,6162,859,000PRN DFND1,22,859,00000
DEEP MEDICINE ACQUISITION CORPCOMMON STOCK2437331024,173425,000SH DFND1,2425,00000
DEEP MEDICINE ACQUISITION CORPRIGHT243733110136425,000SH DFND1,2425,00000
DEXCOM INCCONVERTIBLE BOND252131AK35,5854,686,000PRN DFND1,24,686,00000
DIGITAL HEALTH ACQUISITION CORPCOMMON STOCK2538931014,940500,000SH DFND1,2500,00000
DIGITAL HEALTH ACQUISITION CORPWARRANT253893119195500,000SHCallDFND1,2500,00000
DIGITALBRIDGE GROUP INCCONVERTIBLE BOND19624RAA418,92218,293,000PRN DFND1,218,293,00000
DIRECT SELLING ACQUISITION CORPCOMMON STOCK25460L1033,475350,000SH DFND1,2350,00000
DISH NETWORK CORPCONVERTIBLE BOND25470MAB539,90842,051,000PRN DFND1,242,051,00000
DISH NETWORK CORPCONVERTIBLE BOND25470MAD117,83318,552,000PRN DFND1,218,552,00000
DTRT HEALTH ACQUISITION CORPCOMMON STOCK23344T1031,494150,000SH DFND1,2150,00000
EAGLE BULK SHIPPING INCCOMMON STOCKY2187A150172,0613,781,561SH DFND1,23,781,56100
EAGLE BULK SHIPPING INCCONVERTIBLE BOND269442AB557,55540,495,000PRN DFND1,240,495,00000
EMERGING MARKETS HORIZON CORPCOMMON STOCKG3033X11340040,000SH DFND1,240,00000
ENDURANCE ACQUISITION CORPCOMMON STOCKG3041W1071,467150,000SH DFND1,2150,00000
ENERGEM CORPCOMMON STOCKG304491134,060400,000SH DFND1,2400,00000
ESGEN ACQUISITION CORPCOMMON STOCKG3R95N10374475,000SH DFND1,275,00000
EVEREST CONSOLIDATOR ACQUISITION CORPCOMMON STOCK29978K2012,033200,000SH DFND1,2200,00000
EXACT SCIENCES CORPCONVERTIBLE BOND30063PAB15,0874,976,000PRN DFND1,24,976,00000
EZCORP INCCONVERTIBLE BOND302301AE612,34613,596,000PRN DFND1,213,596,00000
FAT PROJECTS ACQUISITION CORPCOMMON STOCKG3400W1022,049210,000SH DFND1,2210,00000
FAT PROJECTS ACQUISITION CORPWARRANTG3400W11078210,000SHCallDFND1,2210,00000
FINANCIAL STRATEGIES ACQUISITION CORPCOMMON STOCK31772T2064,140400,000SH DFND1,2400,00000
FINNOVATE ACQUISITION CORPCOMMON STOCKG3R34K1032,173220,000SH DFND1,2220,00000
FINNOVATE ACQUISITION CORPWARRANTG3R34K11162165,000SHCallDFND1,2165,00000
FINTECH ECOSYSTEM DEVELOPMENT CORPCOMMON STOCK3181362074,590450,000SH DFND1,2450,00000
FINTECH EVOLUTION ACQUISITION GROUPCOMMON STOCKG3R19A1041,458150,000SH DFND1,2150,00000
FIRST LIGHT ACQUISITION GROUP INCCOMMON STOCK3207031012,946300,000SH DFND1,2300,00000
FORTIVE CORPCONVERTIBLE BOND34959JAK423,59223,475,000PRN DFND1,223,475,00000
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLCCOMMON STOCK34960P10158,7972,033,110SH DFND1,22,033,11000
FORTUNE RISE ACQUISITION CORPCOMMON STOCK34969G2012,776275,000SH DFND1,2275,00000
FREEPORT-MCMORAN INCCOMMON STOCK35671D85782,8531,985,458SH DFND1,21,985,45800
FRONTIER COMMUNICATIONS PARENT INCCOMMON STOCK35909D109117,4543,982,849SH DFND1,23,982,84900
FUTURE HEALTH ESG CORPCOMMON STOCK36118W1022,445250,000SH DFND1,2250,00000
GARDINER HEALTHCARE ACQUISITIONS CORPCOMMON STOCK3655062034,036400,000SH DFND1,2400,00000
GARRETT MOTION INCCOMMON STOCK36650510528,8523,593,111SH DFND1,23,593,11100
GARRETT MOTION INCCONVERTIBLE PRFD366505204576,83568,834,814SH DFND1,268,834,81400
GENESIS GROWTH TECH ACQUISITION CORPCOMMON STOCKG3R23D1102,024201,400SH DFND1,2201,40000
GLADSTONE ACQUISITION CORPCOMMON STOCK37653T1082,485250,000SH DFND1,2250,00000
GLOBAL CONSUMER ACQUISITION CORPCOMMON STOCK37892B1081,486150,000SH DFND1,2150,00000
GLOBAL TECHNOLOGY ACQUISITION CORP ICOMMON STOCKG3934N1071,964200,000SH DFND1,2200,00000
GLOBALINK INVESTMENT INCCOMMON STOCK37892F1093,426350,000SH DFND1,2350,00000
GLOBALINK INVESTMENT INCRIGHT37892F11798350,000SH DFND1,2350,00000
GLOBALINK INVESTMENT INCWARRANT37892F12570350,000SHCallDFND1,2350,00000
GOGREEN INVESTMENTS CORPCOMMON STOCKG9461B1012,973300,000SH DFND1,2300,00000
GOLAR LNG LTDCONVERTIBLE BOND38046YAB75,3405,324,000PRN DFND1,25,324,00000
GOLDMAN SACHS BDC INCCONVERTIBLE BOND38147UAB317,23017,060,000PRN DFND1,217,060,00000
GOOD WORKS II ACQUISITION CORPCOMMON STOCK38216G104980100,000SH DFND1,2100,00000
GRAF ACQUISITION CORP IVCOMMON STOCK384272100967100,000SH DFND1,2100,00000
GRANITE POINT MORTGAGE TRUST INCCONVERTIBLE BOND38741LAC11,8341,791,000PRN DFND1,21,791,00000
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP ICOMMON STOCKG4166K11850650,000SH DFND1,250,00000
GREENLIGHT CAPITAL RE LTDCONVERTIBLE BOND395366AB33,2273,373,000PRN DFND1,23,373,00000
GRUPO TELEVISA SABCOMMON STOCK40049J20623,6572,524,761SH DFND1,22,524,76100
GUARDANT HEALTH INCCONVERTIBLE BOND40131MAB53,7803,719,000PRN DFND1,23,719,00000
HEALTHWELL ACQUISITION CORP ICOMMON STOCK42227R109969100,000SH DFND1,2100,00000
HELIX ENERGY SOLUTIONS GROUP INCCONVERTIBLE BOND42330PAH07,7877,752,000PRN DFND1,27,752,00000
HELIX ENERGY SOLUTIONS GROUP INCCONVERTIBLE BOND42330PAJ63,0403,159,000PRN DFND1,23,159,00000
HELLO GROUP INCCONVERTIBLE BOND60879BAB39,97311,530,000PRN DFND1,211,530,00000
HERBALIFE NUTRITION LTDCONVERTIBLE BOND42703MAD52,3072,297,000PRN DFND1,22,297,00000
HIMS & HERS HEALTH INCCOMMON STOCK43300010624,7163,773,437SH DFND1,23,773,43700
HOPE BANCORP INCCONVERTIBLE BOND43940TAB521,14921,636,000PRN DFND1,221,636,00000
HORIZON GLOBAL CORPCONVERTIBLE BOND44052WAA22,3822,459,000PRN DFND1,22,459,00000
HUAZHU GROUP LTDCONVERTIBLE BOND16949NAC33,0713,000,000PRN DFND1,23,000,00000
I3 VERTICALS INCCONVERTIBLE BOND44933TAB24,1214,425,000PRN DFND1,24,425,00000
ICICI BANK LTDCOMMON STOCK45104G10481,3264,109,451SH DFND1,24,109,45100
ICONIC SPORTS ACQUISITION CORPCOMMON STOCKG4712C1073,972400,000SH DFND1,2400,00000
ILLUMINA INCCONVERTIBLE BOND452327AK51,9061,664,000PRN DFND1,21,664,00000
INCEPTION GROWTH ACQUISITION LTDCOMMON STOCK45333D2034,032400,000SH DFND1,2400,00000
INDUSTRIAL HUMAN CAPITAL INCCOMMON STOCK45617P1044,960500,000SH DFND1,2500,00000
INFINERA CORPCOMMON STOCK45667G103241,43125,175,384SH DFND1,225,175,38400
INFINT ACQUISITION CORPCOMMON STOCKG478621182,507250,000SH DFND1,2250,00000
INFRASTRUCTURE AND ENERGY ALTERNATIVES INCCOMMON STOCK45686J1041,187129,079SH DFND1,2129,07900
INNOVATIVE INTERNATIONAL ACQUISITION CORPCOMMON STOCKG4809M1171,006100,000SH DFND1,2100,00000
INNOVIVA INCCONVERTIBLE BOND88338TAB010,3799,501,000PRN DFND1,29,501,00000
INSIGHT ACQUISITION CORP/DECOMMON STOCK45784L1001,464150,000SH DFND1,2150,00000
INSMED INCCONVERTIBLE BOND457669AB54,7544,367,999PRN DFND1,24,367,99900
INTEGRA LIFESCIENCES HOLDINGS CORPCONVERTIBLE BOND457985AM13,4813,200,000PRN DFND1,23,200,00000
INTEGRATED RAIL AND RESOURCES ACQUISITION CORPCOMMON STOCK45827R2051,005100,000SH DFND1,2100,00000
INTEGRATED WELLNESS ACQUISITION CORPCOMMON STOCKG4828B1261,008100,000SH DFND1,2100,00000
INTELLIGENT MEDICINE ACQUISITION CORPCOMMON STOCK45828D106990100,000SH DFND1,2100,00000
INTELLIGENT MEDICINE ACQUISITION CORPWARRANT45828D1142450,000SHCallDFND1,250,00000
INTERCEPT PHARMACEUTICALS INCCONVERTIBLE BOND45845PAA66,1496,494,000PRN DFND1,26,494,00000
INTERDIGITAL INCCONVERTIBLE BOND45867GAB73,3113,004,000PRN DFND1,23,004,00000
INVACARE CORPCONVERTIBLE BOND461203AJ03,4753,893,000PRN DFND1,23,893,00000
IONIS PHARMACEUTICALS INCCONVERTIBLE BOND462222AB617,14319,075,000PRN DFND1,219,075,00000
IQIYI INCCONVERTIBLE BOND46267XAE88501,217,000PRN DFND1,21,217,00000
ISHARES RUSSELL 2000 ETFETF464287655111,225500,000SHPutDFND1,2500,00000
ITAU UNIBANCO HOLDING SACOMMON STOCK46556210684,48922,530,531SH DFND1,222,530,53100
IX ACQUISITION CORPCOMMON STOCKG5000D1031,942200,000SH DFND1,2200,00000
IX ACQUISITION CORPWARRANTG5000D11140100,000SHCallDFND1,2100,00000
JAZZ PHARMACEUTICALS PLCCONVERTIBLE BOND472145AD35,7675,742,000PRN DFND1,25,742,00000
JAZZ PHARMACEUTICALS PLCCONVERTIBLE BOND472145AF86,5475,775,000PRN DFND1,25,775,00000
JOYY INCCONVERTIBLE BOND98426TAD83,1833,491,000PRN DFND1,23,491,00000
JUNIPER II CORPCOMMON STOCK48203N1032,512250,000SH DFND1,2250,00000
JUNIPER II CORPWARRANT48203N11198125,000SHCallDFND1,2125,00000
JUPITER WELLNESS ACQUISITION CORPCOMMON STOCK48208E2075,035500,000SH DFND1,2500,00000
KAIROUS ACQUISITION CORP LTDCOMMON STOCKG521311021,526150,000SH DFND1,2150,00000
KAMAN CORPCONVERTIBLE BOND483548AF018,76518,096,000PRN DFND1,218,096,00000
KARYOPHARM THERAPEUTICS INCCONVERTIBLE BOND48576UAA44,3135,277,000PRN DFND1,25,277,00000
KILROY REALTY CORPCOMMON STOCK49427F108102,0161,535,011SH DFND1,21,535,01100
KKR REAL ESTATE FINANCE TRUST INCCONVERTIBLE BOND48251KAB614,26113,452,000PRN DFND1,213,452,00000
LAMF GLOBAL VENTURES CORP ICOMMON STOCKG5338L1161,004100,000SH DFND1,2100,00000
LARKSPUR HEALTH ACQUISITION CORPCOMMON STOCK51724W2067,014700,000SH DFND1,2700,00000
LAVA MEDTECH ACQUISITION CORPCOMMON STOCK5193451022,500250,000SH DFND1,2250,00000
LEGATO MERGER CORP IICOMMON STOCK52473Y104993100,000SH DFND1,2100,00000
LEGATO MERGER CORP IIWARRANT52473Y1122550,000SHCallDFND1,250,00000
LENDINGTREE INCCONVERTIBLE BOND52603BAA53,2293,252,000PRN DFND1,23,252,00000
LENDINGTREE INCCONVERTIBLE BOND52603BAD920,52524,618,000PRN DFND1,224,618,00000
LF CAPITAL ACQUISITION CORP IICOMMON STOCK50202D20150450,000SH DFND1,250,00000
LIBERTY BROADBAND CORPCOMMON STOCK53030730514,01586,999SH DFND1,286,99900
LIBERTY GLOBAL PLCCOMMON STOCKG5480U12052,6681,875,000SH DFND1,21,875,00000
LIBERTY RESOURCES ACQUISITION CORPCOMMON STOCK53118A1053,212325,000SH DFND1,2325,00000
LIBERTY RESOURCES ACQUISITION CORPWARRANT53118A113123325,000SHCallDFND1,2325,00000
LIGAND PHARMACEUTICALS INCCONVERTIBLE BOND53220KAF518,68318,672,000PRN DFND1,218,672,00000
LIMELIGHT NETWORKS INCCONVERTIBLE BOND53261MAB0779812,000PRN DFND1,2812,00000
LIONHEART III CORPCOMMON STOCK5362621082,462250,000SH DFND1,2250,00000
LIVEPERSON INCCONVERTIBLE BOND538146AD33,9864,700,000PRN DFND1,24,700,00000
LOGISTICS INNOVATION TECHNOLOGIES CORPCOMMON STOCK54141L100969100,000SH DFND1,2100,00000
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SACOMMON STOCK54150E1041,673250,924SH DFND1,2250,92400
LUMENTUM HOLDINGS INCCONVERTIBLE BOND55024UAD15,8214,662,000PRN DFND1,24,662,00000
MACONDRAY CAPITAL ACQUISITION CORP ICOMMON STOCKG5853A1072,462250,000SH DFND1,2250,00000
MAGNACHIP SEMICONDUCTOR CORPCOMMON STOCK55933J20348,2312,300,000SH DFND1,22,300,00000
MANDIANT INCCONVERTIBLE BOND31816QAD317,63017,585,000PRN DFND1,217,585,00000
MANDIANT INCCONVERTIBLE BOND31816QAF82,5262,418,000PRN DFND1,22,418,00000
MARBLEGATE ACQUISITION CORPCOMMON STOCK56608A105977100,000SH DFND1,2100,00000
MAXPRO CAPITAL ACQUISITION CORPCOMMON STOCK57778T1062,976300,000SH DFND1,2300,00000
MERCATO PARTNERS ACQUISITION CORPCOMMON STOCK58759A1082,482250,000SH DFND1,2250,00000
MERCATO PARTNERS ACQUISITION CORPWARRANT58759A11675125,000SHCallDFND1,2125,00000
MERCURY ECOMMERCE ACQUISITION CORPCOMMON STOCK5893811021,960200,000SH DFND1,2200,00000
MFA FINANCIAL INCCONVERTIBLE BOND55272XAA017,91417,225,000PRN DFND1,217,225,00000
MGIC INVESTMENT CORPCOMMON STOCK55284810334,0022,358,000SH DFND1,22,358,00000
MICROCHIP TECHNOLOGY INCCONVERTIBLE BOND595017AU81,7091,376,000PRN DFND1,21,376,00000
MINORITY EQUALITY OPPORTUNITIES ACQUISITION INCCOMMON STOCK60436Q1002,743275,000SH DFND1,2275,00000
MONTEREY BIO ACQUISITION CORPCOMMON STOCK61240F1081,481150,000SH DFND1,2150,00000
MOTIVE CAPITAL CORP IICOMMON STOCKG6293R122997100,000SH DFND1,2100,00000
MOUNT RAINIER ACQUISITION CORPCOMMON STOCK6230062024,068400,000SH DFND1,2400,00000
MOUNTAIN & CO I ACQUISITION CORPCOMMON STOCKG6301J1043,000300,000SH DFND1,2300,00000
MOUNTAIN & CO I ACQUISITION CORPWARRANTG6301J11294150,000SHCallDFND1,2150,00000
MOUNTAIN CREST ACQUISITION CORP VCOMMON STOCK62404B10773275,000SH DFND1,275,00000
MOUNTAIN CREST ACQUISITION CORP VRIGHT62404B1152675,000SH DFND1,275,00000
MR COOPER GROUP INCCOMMON STOCK62482R10762,7181,507,286SH DFND1,21,507,28600
MR COOPER GROUP INCCOMMON STOCK62482R10741,6101,000,000SHCallDFND1,21,000,00000
NABORS ENERGY TRANSITION CORPCOMMON STOCK6295672072,030200,000SH DFND1,2200,00000
NABORS INDUSTRIES LTDCONVERTIBLE BOND62957HAB13,6084,101,000PRN DFND1,24,101,00000
NEW MOUNTAIN FINANCE CORPCONVERTIBLE BOND647551AC417,47516,467,000PRN DFND1,216,467,00000
NEW RELIC INCCONVERTIBLE BOND64829BAB68,4777,101,000PRN DFND1,27,101,00000
NEW YORK COMMUNITY BANCORP INCCONVERTIBLE PRFD64944P3074,63587,636SH DFND1,287,63600
NEW YORK MORTGAGE TRUST INCCONVERTIBLE BOND649604AD711,18211,066,000PRN DFND1,211,066,00000
NICE LTDCONVERTIBLE BOND653656AB410,6268,715,000PRN DFND1,28,715,00000
NMI HOLDINGS INCCOMMON STOCK629209305116,2425,320,000SH DFND1,25,320,00000
NOBLE CORPCOMMON STOCKG6610J20949519,979SH DFND1,219,97900
NORTHERN LIGHTS ACQUISITION CORPCOMMON STOCK66538L1051,510150,000SH DFND1,2150,00000
NORTHVIEW ACQUISITION CORPCOMMON STOCK66718N2027,537750,000SH DFND1,2750,00000
NRG ENERGY INCCONVERTIBLE BOND629377CG52,5022,101,000PRN DFND1,22,101,00000
NUVASIVE INCCONVERTIBLE BOND670704AJ42,7122,815,000PRN DFND1,22,815,00000
NUVASIVE INCCONVERTIBLE BOND670704AL94,4074,386,000PRN DFND1,24,386,00000
OAKTREE ACQUISITION CORP IIWARRANTG6715X1114,9464,666,667SHCallDFND1,24,666,66700
OAKTREE SPECIALTY LENDING CORPCOMMON STOCK67401P10833,4984,490,368SH DFND1,24,490,36800
OCA ACQUISITION CORPCOMMON STOCK6708651041,030103,920SH DFND1,2103,92000
OCWEN FINANCIAL CORPCOMMON STOCK67574660630,252756,870SH DFND1,2756,87000
OKTA INCCONVERTIBLE BOND679295AF23,4702,904,000PRN DFND1,22,904,00000
OMNILIT ACQUISITION CORPCOMMON STOCK68218C2071,407140,000SH DFND1,2140,00000
ONYX ACQUISITION CO ICOMMON STOCKG6755Q1092,973300,000SH DFND1,2300,00000
OSIRIS ACQUISITION CORPCOMMON STOCK68829A1031,452150,000SH DFND1,2150,00000
OXBRIDGE ACQUISITION CORPCOMMON STOCKG6855L1092,472250,000SH DFND1,2250,00000
PACIFICO ACQUISITION CORPCOMMON STOCK69512X1032,225225,000SH DFND1,2225,00000
PAMPA ENERGIA SACOMMON STOCK69766020717,500829,000SH DFND1,2829,00000
PAR PACIFIC HOLDINGS INCCOMMON STOCK69888T20736,4422,210,000SH DFND1,22,210,00000
PARABELLUM ACQUISITION CORPCOMMON STOCK69901P1091,950200,000SH DFND1,2200,00000
PARATEK PHARMACEUTICALS INCCONVERTIBLE BOND699374AB03,5903,891,000PRN DFND1,23,891,00000
PARSEC CAPITAL ACQUISITIONS CORPCOMMON STOCK70184A10874375,000SH DFND1,275,00000
PEBBLEBROOK HOTEL TRUSTCONVERTIBLE BOND70509VAA84,4344,009,000PRN DFND1,24,009,00000
PEGASYSTEMS INCCONVERTIBLE BOND705573AB93,7633,546,000PRN DFND1,23,546,00000
PENNYMAC MORTGAGE INVESTMENT TRUSTCONVERTIBLE BOND70932AAD513,42513,375,000PRN DFND1,213,375,00000
PERCEPTION CAPITAL CORP IICOMMON STOCKG7007D1021,486150,000SH DFND1,2150,00000
PERCEPTION CAPITAL CORP IIWARRANTG7007D1103375,000SHCallDFND1,275,00000
PERSHING SQUARE TONTINE HOLDINGS LTDCOMMON STOCK71531R1091,972100,000SH DFND1,2100,00000
PETROLEO BRASILEIRO SACOMMON STOCK71654V40897,0928,842,639SH DFND1,28,842,63900
PG&E CORPCOMMON STOCK69331C108364,20030,000,000SH DFND1,230,000,00000
PHOENIX BIOTECH ACQUISITION CORPCOMMON STOCK71902K1051,982200,000SH DFND1,2200,00000
PHOENIX BIOTECH ACQUISITION CORPWARRANT71902K11342100,000SHCallDFND1,2100,00000
PINDUODUO INCCONVERTIBLE BOND722304AC64,7525,248,000PRN DFND1,25,248,00000
PONO CAPITAL CORPCOMMON STOCK7324501012,492250,000SH DFND1,2250,00000
PRECIGEN INCCONVERTIBLE BOND46122TAA023,52729,429,000PRN DFND1,229,429,00000
PRETIUM RESOURCES INCCONVERTIBLE BOND74139CAB88,8598,804,000PRN DFND1,28,804,00000
PROOF ACQUISITION CORP ICOMMON STOCK74349W20375075,000SH DFND1,275,00000
PURE STORAGE INCCONVERTIBLE BOND74624MAB81,9831,483,000PRN DFND1,21,483,00000
PYROPHYTE ACQUISITION CORPCOMMON STOCKG7308P101991100,000SH DFND1,2100,00000
PYROPHYTE ACQUISITION CORPWARRANTG7308P1272850,000SHCallDFND1,250,00000
QUOTIENT TECHNOLOGY INCCONVERTIBLE BOND749119AB95,5485,562,000PRN DFND1,25,562,00000
RADIUS HEALTH INCCONVERTIBLE BOND750469AA63,5513,652,000PRN DFND1,23,652,00000
REDWOOD TRUST INCCONVERTIBLE BOND749772AD116,23115,797,000PRN DFND1,215,797,00000
REDWOOD TRUST INCCONVERTIBLE BOND758075AC98,3188,071,000PRN DFND1,28,071,00000
REDWOOD TRUST INCCONVERTIBLE BOND758075AD71,6591,637,000PRN DFND1,21,637,00000
RESERVOIR MEDIA INCCOMMON STOCK76119X1056,715849,000SH DFND1,2849,00000
RIGEL RESOURCE ACQUISITION CORPCOMMON STOCKG7573M1063,430350,000SH DFND1,2350,00000
RIGEL RESOURCE ACQUISITION CORPWARRANTG7573M114105175,000SHCallDFND1,2175,00000
RINGCENTRAL INCCONVERTIBLE BOND76680RAH02,6662,995,000PRN DFND1,22,995,00000
RIVERVIEW ACQUISITION CORPCOMMON STOCK769395104991100,000SH DFND1,2100,00000
ROC ENERGY ACQUISITION CORPCOMMON STOCK77118V1083,940400,000SH DFND1,2400,00000
ROC ENERGY ACQUISITION CORPRIGHT77118V116124400,000SH DFND1,2400,00000
ROTH CH ACQUISITION IV COCOMMON STOCK77867P1041,980200,000SH DFND1,2200,00000
RUNWAY GROWTH FINANCE CORPCOMMON STOCK78163D100256,13919,979,676SH DFND1,219,979,67600
SAGALIAM ACQUISITION CORPCOMMON STOCK78661R2057,017700,000SH DFND1,2700,00000
SANABY HEALTH ACQUISITION CORP ICOMMON STOCK79956P1023,473350,000SH DFND1,2350,00000
SEA LTDCONVERTIBLE BOND81141RAG54,8175,211,000PRN DFND1,25,211,00000
SEAPORT GLOBAL ACQUISITION II CORPCOMMON STOCK81221H10549450,000SH DFND1,250,00000
SEMPER PARATUS ACQUISITION CORPCOMMON STOCKG8028L1231,266125,000SH DFND1,2125,00000
SFL CORP LTDCONVERTIBLE BOND824689AG819,28618,930,000PRN DFND1,218,930,00000
SHELTER ACQUISITION CORP ICOMMON STOCK82282110448650,000SH DFND1,250,00000
SHOPIFY INCCONVERTIBLE BOND82509LAA51,2661,011,000PRN DFND1,21,011,00000
SHOULDERUP TECHNOLOGY ACQUISITION CORPCOMMON STOCK82537G2031,767175,000SH DFND1,2175,00000
SIERRA LAKE ACQUISITION CORPCOMMON STOCK8263321082,445250,000SH DFND1,2250,00000
SIZZLE ACQUISITION CORPCOMMON STOCK83014E20825425,000SH DFND1,225,00000
SOAR TECHNOLOGY ACQUISITION CORPCOMMON STOCKG824721122,527250,000SH DFND1,2250,00000
SOFTWARE ACQUISITION GROUP INC IIICOMMON STOCK83407J1031,972200,000SH DFND1,2200,00000
SORRENTO THERAPEUTICS INCCOMMON STOCK83587F202697150,000SH DFND1,2150,00000
SPLUNK INCCONVERTIBLE BOND848637AD68,6997,881,000PRN DFND1,27,881,00000
SPREE ACQUISITION CORP 1 LTDCOMMON STOCKG837451103,514350,000SH DFND1,2350,00000
SPRINGWATER SPECIAL SITUATIONS CORPCOMMON STOCK85205U1072,441250,000SH DFND1,2250,00000
SQUARE INCCONVERTIBLE BOND852234AJ23,9093,793,000PRN DFND1,23,793,00000
SSR MINING INCCONVERTIBLE BOND784730AB92,9202,342,000PRN DFND1,22,342,00000
STAR BULK CARRIERS CORPCOMMON STOCKY8162K204589,26625,993,242SH DFND1,225,993,24200
STARWOOD PROPERTY TRUST INCCONVERTIBLE BOND85571BAH87,6697,291,000PRN DFND1,27,291,00000
STATE STREET CORPETF78462F103299,225630,000SHPutDFND1,2630,00000
SUNOPTA INCCOMMON STOCK8676EP108144,04620,726,126SH DFND1,220,726,12600
SUPER MICRO COMPUTER INCCOMMON STOCK86800U10457,7061,313,000SH DFND1,21,313,00000
SUPERNUS PHARMACEUTICALS INCCONVERTIBLE BOND868459AD019,71419,901,000PRN DFND1,219,901,00000
TABULA RASA HEALTHCARE INCCONVERTIBLE BOND873379AA95,1446,189,000PRN DFND1,26,189,00000
TASTEMAKER ACQUISITION CORPCOMMON STOCK8765451041,483150,000SH DFND1,2150,00000
TEEKAY CORPCONVERTIBLE BOND87900YAE31,6061,602,000PRN DFND1,21,602,00000
TELECOM ARGENTINA SACOMMON STOCK87927320911,3242,220,500SH DFND1,22,220,50000
THERAVANCE BIOPHARMA INCCONVERTIBLE BOND88339KAA07,2877,509,000PRN DFND1,27,509,00000
THRIVE ACQUISITION CORPCOMMON STOCKG7158C1011,981200,000SH DFND1,2200,00000
THUNDER BRIDGE CAPITAL PARTNERS IV INCCOMMON STOCK88605L1071,464150,000SH DFND1,2150,00000
TILRAY INCCONVERTIBLE BOND88688TAB615,00415,214,000PRN DFND1,215,214,00000
TKB CRITICAL TECHNOLOGIES 1COMMON STOCKG8893511224625,000SH DFND1,225,00000
TLGY ACQUISITION CORPCOMMON STOCKG8656T1171,006100,000SH DFND1,2100,00000
TORM PLCCOMMON STOCKG89479102424,97453,812,988SH DFND1,253,812,98800
TPB ACQUISITION CORP ICOMMON STOCKG8990L1011,450148,000SH DFND1,2148,00000
TRANSOCEAN LTDCONVERTIBLE BOND893830BJ77,1067,841,000PRN DFND1,27,841,00000
TRANSPORTADORA DE GAS DEL SUR SACOMMON STOCK8938702048,7181,963,575SH DFND1,21,963,57500
TRAVERE THERAPEUTICS INCCONVERTIBLE BOND761299AB210,2819,310,000PRN DFND1,29,310,00000
TRINE II ACQUISITION CORPCOMMON STOCKG9059F100985100,000SH DFND1,2100,00000
TRINE II ACQUISITION CORPWARRANTG9059F1183050,000SHCallDFND1,250,00000
TRIP.COM GROUP LTDCONVERTIBLE BOND22943FAM24,6684,899,000PRN DFND1,24,899,00000
TWITTER INCCONVERTIBLE BOND90184LAF96,4275,886,000PRN DFND1,25,886,00000
TWO HARBORS INVESTMENT CORPCONVERTIBLE BOND90187BAA94,4874,457,000PRN DFND1,24,457,00000
UBER TECHNOLOGIES INCCONVERTIBLE BOND90353TAJ91,8441,870,000PRN DFND1,21,870,00000
UNITI GROUP INCCOMMON STOCK91325V10847,6003,397,592SH DFND1,23,397,59200
US WELL SERVICES INCWARRANT91274U1191121,500,000SHCallDFND1,21,500,00000
VAHANNA TECH EDGE ACQUISITION I CORPCOMMON STOCKG9320Z12550350,000SH DFND1,250,00000
VAIL RESORTS INCCONVERTIBLE BOND91879QAN96,1665,759,000PRN DFND1,25,759,00000
VALARIS LTDCOMMON STOCKG9460G10138,8861,080,184SH DFND1,21,080,18400
VALE SACOMMON STOCK91912E105107,5057,668,042SH DFND1,27,668,04200
VEECO INSTRUMENTS INCCONVERTIBLE BOND922417AD28,5568,358,000PRN DFND1,28,358,00000
VEON LTDCOMMON STOCK91822M1062,1671,267,678SH DFND1,21,267,67800
VISION SENSING ACQUISITION CORPCOMMON STOCK92838J1031,486150,000SH DFND1,2150,00000
VISION SENSING ACQUISITION CORPWARRANT92838J11145112,500SHCallDFND1,2112,50000
VISTA OIL & GAS SAB DE CVCOMMON STOCK92837L10917,1353,215,002SH DFND1,23,215,00200
VISTRA CORPCOMMON STOCK92840M102658,04828,899,812SH DFND1,228,899,81200
VMG CONSUMER ACQUISITION CORPCOMMON STOCK91842V2012,029200,000SH DFND1,2200,00000
WAVERLEY CAPITAL ACQUISITION CORP 1COMMON STOCKG06536109970100,000SH DFND1,2100,00000
WEATHERFORD INTERNATIONAL PLCCOMMON STOCKG48833118169,3396,108,916SH DFND1,26,108,91600
WEIBO CORPCONVERTIBLE BOND948596AC59,2609,449,000PRN DFND1,29,449,00000
WELLS FARGO & COCONVERTIBLE PRFD9497468049,5646,417SH DFND1,26,41700
WELSBACH TECHNOLOGY METALS ACQUISITION CORPCOMMON STOCK9504152084,513450,000SH DFND1,2450,00000
WESTERN DIGITAL CORPCONVERTIBLE BOND958102AP017,34517,100,000PRN DFND1,217,100,00000
WILLIAMS ROWLAND ACQUISITION CORPCOMMON STOCK96951B1021,480150,000SH DFND1,2150,00000
WINVEST ACQUISITION CORPCOMMON STOCK97655B1092,949300,000SH DFND1,2300,00000
WINVEST ACQUISITION CORPWARRANT97655B11758299,900SHCallDFND1,2299,90000
WIX.COM LTDCONVERTIBLE BOND92940WAD11,7952,000,000PRN DFND1,22,000,00000
WORLD QUANTUM GROWTH ACQUISITION CORPCOMMON STOCKG5596W101981100,000SH DFND1,2100,00000
XP INCCOMMON STOCKG982391094,650161,799SH DFND1,2161,79900
ZILLOW GROUP INCCONVERTIBLE BOND98954MAH41,2921,000,000PRN DFND1,21,000,00000