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 | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
8I ACQUISITION 2 CORP | COMMON STOCK | G2956R103 | 1,002 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
A SPAC I ACQUISITION CORP | COMMON STOCK | G0542S106 | 2,910 | 290,000 | SH | DFND | 1,2 | 290,000 | 0 | 0 | |
A SPAC II ACQUISITION CORP | COMMON STOCK | G0543H109 | 6,733 | 675,000 | SH | DFND | 1,2 | 675,000 | 0 | 0 | |
ACCRETION ACQUISITION CORP | COMMON STOCK | 00438Y107 | 1,988 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ACHARI VENTURES HOLDINGS CORP I | COMMON STOCK | 00444X101 | 2,007 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
AERIE PHARMACEUTICALS INC | CONVERTIBLE BOND | 00771VAB4 | 2,491 | 2,532,000 | PRN | DFND | 1,2 | 2,532,000 | 0 | 0 | |
AETHERIUM ACQUISITION CORP | COMMON STOCK | 00809J101 | 1,991 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
AFYA LTD | COMMON STOCK | G01125106 | 19,516 | 1,439,270 | SH | DFND | 1,2 | 1,439,270 | 0 | 0 | |
AIB ACQUISITION CORP | COMMON STOCK | G0R45S109 | 2,011 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
AIRBNB INC | CONVERTIBLE BOND | 009066AB7 | 4,563 | 5,478,000 | PRN | DFND | 1,2 | 5,478,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | CONVERTIBLE BOND | 00971TAL5 | 5,359 | 5,729,000 | PRN | DFND | 1,2 | 5,729,000 | 0 | 0 | |
ALARM.COM HOLDINGS INC | CONVERTIBLE BOND | 011642AB1 | 7,084 | 8,613,000 | PRN | DFND | 1,2 | 8,613,000 | 0 | 0 | |
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 170,450 | 6,124,687 | SH | DFND | 1,2 | 6,124,687 | 0 | 0 | |
ALPHA HEALTHCARE ACQUISITION CORP III | COMMON STOCK | 02073F104 | 1,944 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ALPHA STAR ACQUISITION CORP | COMMON STOCK | G0230C108 | 4,032 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ALPINE ACQUISITION CORP | COMMON STOCK | 02083L109 | 3,580 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
ALSET CAPITAL ACQUISITION CORP | COMMON STOCK | 02115M109 | 7,258 | 735,000 | SH | DFND | 1,2 | 735,000 | 0 | 0 | |
ALTERYX INC | CONVERTIBLE BOND | 02156BAD5 | 15,350 | 17,056,000 | PRN | DFND | 1,2 | 17,056,000 | 0 | 0 | |
ALTERYX INC | CONVERTIBLE BOND | 02156BAF0 | 1,025 | 1,258,000 | PRN | DFND | 1,2 | 1,258,000 | 0 | 0 | |
ALVOTECH SA | COMMON STOCK | L01800108 | 42,849 | 6,338,660 | SH | DFND | 1,2 | 6,338,660 | 0 | 0 | |
ALVOTECH SA | WARRANT | L01800116 | 3,255 | 4,666,667 | SH | DFND | 1,2 | 4,666,667 | 0 | 0 | |
ANDRETTI ACQUISITION CORP | COMMON STOCK | G26735103 | 1,007 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ANGLOGOLD ASHANTI LTD | COMMON STOCK | 035128206 | 70,254 | 5,083,521 | SH | DFND | 1,2 | 5,083,521 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CONVERTIBLE BOND | 03762UAC9 | 16,810 | 17,099,000 | PRN | DFND | 1,2 | 17,099,000 | 0 | 0 | |
APOLLO SENIOR FLOATING RATE FUND INC | COMMON STOCK | 037636107 | 3,453 | 276,091 | SH | DFND | 1,2 | 276,091 | 0 | 0 | |
ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I | COMMON STOCK | 03881F104 | 1,012 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ARBOR REALTY TRUST INC | CONVERTIBLE BOND | 038923AP3 | 3,376 | 3,413,000 | PRN | DFND | 1,2 | 3,413,000 | 0 | 0 | |
ARENA FORTIFY ACQUISITION CORP | COMMON STOCK | 04005A104 | 503 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
ARGUS CAPITAL CORP | COMMON STOCK | 04026L105 | 1,005 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ARISZ ACQUISITION CORP | COMMON STOCK | 040450108 | 1,986 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ARMADA ACQUISITION CORP I | COMMON STOCK | 04208V103 | 2,480 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
AROGO CAPITAL ACQUISITION CORP | COMMON STOCK | 042644104 | 2,985 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
ASCENDANT DIGITAL ACQUISITION CORP III | COMMON STOCK | G05157105 | 3,042 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
ATHENA CONSUMER ACQUISITION CORP | COMMON STOCK | 04684M106 | 1,006 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ATLANTIC COASTAL ACQUISITION CORP II | COMMON STOCK | 04845A108 | 2,505 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
AURORA TECHNOLOGY ACQUISITION CORP | COMMON STOCK | G06984119 | 9,528 | 950,000 | SH | DFND | 1,2 | 950,000 | 0 | 0 | |
AVALON ACQUISITION INC | COMMON STOCK | 05338E101 | 3,768 | 375,000 | SH | DFND | 1,2 | 375,000 | 0 | 0 | |
AXIOS SUSTAINABLE GROWTH ACQUISITION CORP | COMMON STOCK | G0703K108 | 6,066 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | |
AZUL SA | COMMON STOCK | 05501U106 | 35,635 | 4,377,824 | SH | DFND | 1,2 | 4,377,824 | 0 | 0 | |
BANCO BRADESCO SA | COMMON STOCK | 059460303 | 42,825 | 11,637,489 | SH | DFND | 1,2 | 11,637,489 | 0 | 0 | |
BANDWIDTH INC | CONVERTIBLE BOND | 05988JAB9 | 4,803 | 7,367,000 | PRN | DFND | 1,2 | 7,367,000 | 0 | 0 | |
BANYAN ACQUISITION CORP | COMMON STOCK | 06690B107 | 1,998 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BATTALION OIL CORP | COMMON STOCK | 07134L107 | 35,817 | 3,009,912 | SH | DFND | 1,2 | 3,009,912 | 0 | 0 | |
BEARD ENERGY TRANSITION ACQUISITION CORP | COMMON STOCK | 07402Q101 | 3,015 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
BEL FUSE INC | COMMON STOCK | 077347201 | 1,677 | 60,000 | SH | DFND | 1,2 | 60,000 | 0 | 0 | |
BELONG ACQUISITION CORP | COMMON STOCK | 08069M102 | 1,972 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BENTLEY SYSTEMS INC | CONVERTIBLE BOND | 08265TAD1 | 3,999 | 5,273,000 | PRN | DFND | 1,2 | 5,273,000 | 0 | 0 | |
BERRY CORP | COMMON STOCK | 08579X101 | 87,165 | 11,622,000 | SH | DFND | 1,2 | 11,622,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE BOND | 09061GAH4 | 1,688 | 1,700,000 | PRN | DFND | 1,2 | 1,700,000 | 0 | 0 | |
BIOPLUS ACQUISITION CORP | COMMON STOCK | G11217117 | 1,003 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
BLACK MOUNTAIN ACQUISITION CORP | COMMON STOCK | 09216A108 | 2,006 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BLACKLINE INC | CONVERTIBLE BOND | 09239BAD1 | 3,689 | 4,533,000 | PRN | DFND | 1,2 | 4,533,000 | 0 | 0 | |
BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | COMMON STOCK | 09255X100 | 5,720 | 519,542 | SH | DFND | 1,2 | 519,542 | 0 | 0 | |
BLACKROCK FLOATING RATE INCOME TRUST | COMMON STOCK | 091941104 | 2,609 | 240,282 | SH | DFND | 1,2 | 240,282 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE BOND | 09257WAC4 | 22,283 | 22,367,000 | PRN | DFND | 1,2 | 22,367,000 | 0 | 0 | |
BLACKSTONE SENIOR FLOATING RATE TERM FUND | COMMON STOCK | 09256U105 | 781 | 62,206 | SH | DFND | 1,2 | 62,206 | 0 | 0 | |
BLACKSTONE STRATEGIC CREDIT FUND | COMMON STOCK | 09257R101 | 4,135 | 389,043 | SH | DFND | 1,2 | 389,043 | 0 | 0 | |
BLOCK INC | CONVERTIBLE BOND | 852234AJ2 | 1,099 | 1,400,000 | PRN | DFND | 1,2 | 1,400,000 | 0 | 0 | |
BLOCKCHAIN COINVESTORS ACQUISITION CORP I | COMMON STOCK | G11765107 | 1,009 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
BLOCKCHAIN MOON ACQUISITION CORP | COMMON STOCK | 09370F109 | 2,747 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | |
BLUE WORLD ACQUISITION CORP | COMMON STOCK | G1263E102 | 5,513 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | |
BROAD CAPITAL ACQUISITION CORP | COMMON STOCK | 11125B102 | 5,489 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | |
BULLPEN PARLAY ACQUISITION CO | COMMON STOCK | G1792A100 | 2,016 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BURLINGTON STORES INC | CONVERTIBLE BOND | 122017AB2 | 1,432 | 1,500,000 | PRN | DFND | 1,2 | 1,500,000 | 0 | 0 | |
BURTECH ACQUISITION CORP | COMMON STOCK | 123013104 | 6,003 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | |
CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 | 1,529 | 2,000,000 | PRN | DFND | 1,2 | 2,000,000 | 0 | 0 | |
CANNA-GLOBAL ACQUISITION CORP | COMMON STOCK | 13767K101 | 11,121 | 1,100,000 | SH | DFND | 1,2 | 1,100,000 | 0 | 0 | |
CASCADIA ACQUISITION CORP | COMMON STOCK | 14739D100 | 1,477 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
CBL & ASSOCIATES PROPERTIES INC | COMMON STOCK | 124830878 | 102,029 | 3,983,966 | SH | DFND | 1,2 | 3,983,966 | 0 | 0 | |
CEMEX SAB DE CV | COMMON STOCK | 151290889 | 50,339 | 14,676,326 | SH | DFND | 1,2 | 14,676,326 | 0 | 0 | |
CENAQ ENERGY CORP | COMMON STOCK | 15130M102 | 5,549 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | |
CERIDIAN LLC | CONVERTIBLE BOND | 15677JAD0 | 4,412 | 5,438,000 | PRN | DFND | 1,2 | 5,438,000 | 0 | 0 | |
CHEGG INC | CONVERTIBLE BOND | 163092AF6 | 13,031 | 17,057,000 | PRN | DFND | 1,2 | 17,057,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | COMMON STOCK | 165167735 | 923,258 | 9,800,000 | SH | DFND | 1,2 | 9,800,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | WARRANT | 165167164 | 6,088 | 75,810 | SH | DFND | 1,2 | 75,810 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | WARRANT | 165167172 | 11,476 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | WARRANT | 165167180 | 59,363 | 808,001 | SH | DFND | 1,2 | 808,001 | 0 | 0 | |
CIVITAS RESOURCES INC | COMMON STOCK | 17888H103 | 65,998 | 1,150,000 | SH | DFND | 1,2 | 1,150,000 | 0 | 0 | |
CLEAN EARTH ACQUISITIONS CORP | COMMON STOCK | 184493104 | 2,965 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
CLIMATEROCK | COMMON STOCK | G2311X100 | 1,400 | 140,000 | SH | DFND | 1,2 | 140,000 | 0 | 0 | |
CLOUDFLARE INC | CONVERTIBLE BOND | 18915MAC1 | 2,828 | 3,617,000 | PRN | DFND | 1,2 | 3,617,000 | 0 | 0 | |
CLOVER LEAF CAPITAL CORP | COMMON STOCK | 18915E105 | 2,056 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
COINBASE GLOBAL INC | CONVERTIBLE BOND | 19260QAB3 | 8,682 | 13,047,000 | PRN | DFND | 1,2 | 13,047,000 | 0 | 0 | |
COLOMBIER ACQUISITION CORP | COMMON STOCK | 19533H108 | 487 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
CONCORD ACQUISITION CORP III | COMMON STOCK | 20607V106 | 250 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
CONSILIUM ACQUISITION CORP I LTD | COMMON STOCK | G2365L101 | 3,970 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
COUNTER PRESS ACQUISITION CORP | COMMON STOCK | G2542B117 | 1,008 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
COUPA SOFTWARE INC | CONVERTIBLE BOND | 22266LAF3 | 13,490 | 17,441,000 | PRN | DFND | 1,2 | 17,441,000 | 0 | 0 | |
CREDICORP LTD | COMMON STOCK | G2519Y108 | 47,511 | 386,898 | SH | DFND | 1,2 | 386,898 | 0 | 0 | |
CRYPTO 1 ACQUISITION CORP | COMMON STOCK | G3168A102 | 2,007 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
CUMULUS MEDIA INC | COMMON STOCK | 231082801 | 203 | 28,937 | SH | DFND | 1,2 | 28,937 | 0 | 0 | |
CVENT HOLDING CORP | COMMON STOCK | 126677103 | 21,000 | 4,000,000 | SH | DFND | 1,2 | 4,000,000 | 0 | 0 | |
DEEP MEDICINE ACQUISITION CORP | COMMON STOCK | 243733102 | 4,279 | 425,000 | SH | DFND | 1,2 | 425,000 | 0 | 0 | |
DENALI CAPITAL ACQUISITION CORP | COMMON STOCK | G6256B106 | 2,265 | 225,000 | SH | DFND | 1,2 | 225,000 | 0 | 0 | |
DIGITAL HEALTH ACQUISITION CORP | COMMON STOCK | 253893101 | 5,065 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
DIGITALBRIDGE GROUP INC | CONVERTIBLE BOND | 19624RAA4 | 17,588 | 17,775,000 | PRN | DFND | 1,2 | 17,775,000 | 0 | 0 | |
DIRECT SELLING ACQUISITION CORP | COMMON STOCK | 25460L103 | 3,545 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
DOCUSIGN INC | CONVERTIBLE BOND | 256163AD8 | 17,756 | 18,930,000 | PRN | DFND | 1,2 | 18,930,000 | 0 | 0 | |
DRAFTKINGS INC/NEVADA | CONVERTIBLE BOND | 26142RAB0 | 2,758 | 4,209,000 | PRN | DFND | 1,2 | 4,209,000 | 0 | 0 | |
DROPBOX INC | CONVERTIBLE BOND | 26210CAC8 | 5,830 | 6,667,000 | PRN | DFND | 1,2 | 6,667,000 | 0 | 0 | |
DTRT HEALTH ACQUISITION CORP | COMMON STOCK | 23344T103 | 1,524 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
DUET ACQUISITION CORP | COMMON STOCK | 26431Q106 | 4,967 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A150 | 163,287 | 3,781,561 | SH | DFND | 1,2 | 3,781,561 | 0 | 0 | |
EAGLE BULK SHIPPING INC | CONVERTIBLE BOND | 269442AB5 | 58,118 | 40,495,000 | PRN | DFND | 1,2 | 40,495,000 | 0 | 0 | |
EATON VANCE FLOATING-RATE INCOME TRUST | COMMON STOCK | 278279104 | 3,960 | 348,674 | SH | DFND | 1,2 | 348,674 | 0 | 0 | |
EATON VANCE SENIOR FLOATING-RATE TRUST | COMMON STOCK | 27828Q105 | 2,737 | 246,409 | SH | DFND | 1,2 | 246,409 | 0 | 0 | |
EATON VANCE SENIOR INCOME TRUST | COMMON STOCK | 27826S103 | 108 | 20,584 | SH | DFND | 1,2 | 20,584 | 0 | 0 | |
EF HUTTON ACQUISITION CORP I | COMMON STOCK | 28201D208 | 9,900 | 990,000 | SH | DFND | 1,2 | 990,000 | 0 | 0 | |
EMBRACE CHANGE ACQUISITION CORP | COMMON STOCK | G3034H133 | 2,479 | 245,000 | SH | DFND | 1,2 | 245,000 | 0 | 0 | |
ENERGEM CORP | COMMON STOCK | G30449105 | 4,058 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ENPHASE ENERGY INC | CONVERTIBLE BOND | 29355AAK3 | 2,715 | 2,278,000 | PRN | DFND | 1,2 | 2,278,000 | 0 | 0 | |
ENVESTNET INC | CONVERTIBLE BOND | 29404KAE6 | 3,704 | 4,404,000 | PRN | DFND | 1,2 | 4,404,000 | 0 | 0 | |
ESGEN ACQUISITION CORP | COMMON STOCK | G3R95N103 | 761 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
ETSY INC | CONVERTIBLE BOND | 29786AAN6 | 5,382 | 6,914,000 | PRN | DFND | 1,2 | 6,914,000 | 0 | 0 | |
EVEREST CONSOLIDATOR ACQUISITION CORP | COMMON STOCK | 29978K102 | 2,010 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
EVERGREEN CORP | COMMON STOCK | G3312W109 | 4,540 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
EZCORP INC | CONVERTIBLE BOND | 302301AE6 | 11,215 | 13,049,000 | PRN | DFND | 1,2 | 13,049,000 | 0 | 0 | |
FAR PEAK ACQUISITION CORP | COMMON STOCK | G3312L103 | 2,472 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
FASTLY INC | CONVERTIBLE BOND | 31188VAB6 | 22,898 | 31,454,000 | PRN | DFND | 1,2 | 31,454,000 | 0 | 0 | |
FAT PROJECTS ACQUISITION CORP | COMMON STOCK | G3400W102 | 2,092 | 210,000 | SH | DFND | 1,2 | 210,000 | 0 | 0 | |
FEUTUNE LIGHT ACQUISITION CORP | COMMON STOCK | 31561T102 | 7,324 | 735,000 | SH | DFND | 1,2 | 735,000 | 0 | 0 | |
FEUTUNE LIGHT ACQUISITION CORP | RIGHT | 31561T128 | 44 | 735,000 | SH | DFND | 1,2 | 735,000 | 0 | 0 | |
FEUTUNE LIGHT ACQUISITION CORP | WARRANT | 31561T110 | 32 | 735,000 | SH | DFND | 1,2 | 735,000 | 0 | 0 | |
FINANCIAL STRATEGIES ACQUISITION CORP | COMMON STOCK | 31772T107 | 4,014 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
FINNOVATE ACQUISITION CORP | COMMON STOCK | G3R34K103 | 2,219 | 220,000 | SH | DFND | 1,2 | 220,000 | 0 | 0 | |
FINTECH ECOSYSTEM DEVELOPMENT CORP | COMMON STOCK | 318136108 | 4,529 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
FINTECH EVOLUTION ACQUISITION GROUP | COMMON STOCK | G3R19A104 | 1,488 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
FIRST TRUST SENIOR FLOATING RATE INCOME FUND II | COMMON STOCK | 33733U108 | 8,083 | 809,115 | SH | DFND | 1,2 | 809,115 | 0 | 0 | |
FORD MOTOR CO | CONVERTIBLE BOND | 345370CZ1 | 5,725 | 6,227,000 | PRN | DFND | 1,2 | 6,227,000 | 0 | 0 | |
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | COMMON STOCK | 34960P101 | 30,486 | 2,033,110 | SH | DFND | 1,2 | 2,033,110 | 0 | 0 | |
FORTUNE RISE ACQUISITION CORP | COMMON STOCK | 34969G102 | 2,798 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | |
FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 67,039 | 2,452,960 | SH | DFND | 1,2 | 2,452,960 | 0 | 0 | |
FRONTIER COMMUNICATIONS PARENT INC | COMMON STOCK | 35909D109 | 93,318 | 3,982,849 | SH | DFND | 1,2 | 3,982,849 | 0 | 0 | |
FUTURE HEALTH ESG CORP | COMMON STOCK | 36118W102 | 2,501 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
FUTURETECH II ACQUISITION CORP | COMMON STOCK | 36119D103 | 4,120 | 410,000 | SH | DFND | 1,2 | 410,000 | 0 | 0 | |
GARDINER HEALTHCARE ACQUISITIONS CORP | COMMON STOCK | 365506104 | 3,996 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
GARRETT MOTION INC | COMMON STOCK | 366505105 | 20,301 | 3,593,111 | SH | DFND | 1,2 | 3,593,111 | 0 | 0 | |
GARRETT MOTION INC | CONVERTIBLE PRFD | 366505204 | 489,415 | 68,834,814 | SH | DFND | 1,2 | 68,834,814 | 0 | 0 | |
GENESIS GROWTH TECH ACQUISITION CORP | COMMON STOCK | G3R23D102 | 2,038 | 201,400 | SH | DFND | 1,2 | 201,400 | 0 | 0 | |
GENESIS UNICORN CAPITAL CORP | COMMON STOCK | 37187C100 | 3,203 | 320,000 | SH | DFND | 1,2 | 320,000 | 0 | 0 | |
GLADSTONE ACQUISITION CORP | COMMON STOCK | 37653T108 | 2,545 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
GLOBAL CONSUMER ACQUISITION CORP | COMMON STOCK | 37892B108 | 7,140 | 700,000 | SH | DFND | 1,2 | 700,000 | 0 | 0 | |
GLOBAL STAR ACQUISITION INC | COMMON STOCK | 37962G201 | 2,800 | 280,000 | SH | DFND | 1,2 | 280,000 | 0 | 0 | |
GLOBAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G3934N107 | 2,018 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
GLOBALINK INVESTMENT INC | COMMON STOCK | 37892F109 | 3,486 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
GOGREEN INVESTMENTS CORP | COMMON STOCK | G9461B101 | 3,043 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
GOLDENSTONE ACQUISITION LTD | COMMON STOCK | 38136Y102 | 3,487 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
GOOD WORKS II ACQUISITION CORP | COMMON STOCK | 38216G104 | 1,001 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
GOSSAMER BIO INC | CONVERTIBLE BOND | 38341PAA0 | 854 | 828,000 | PRN | DFND | 1,2 | 828,000 | 0 | 0 | |
GRAF ACQUISITION CORP IV | COMMON STOCK | 384272100 | 975 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G4166K100 | 506 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
GREENBRIER COS INC/THE | CONVERTIBLE BOND | 393657AK7 | 446 | 494,000 | PRN | DFND | 1,2 | 494,000 | 0 | 0 | |
GREENLIGHT CAPITAL RE LTD | CONVERTIBLE BOND | 395366AB3 | 5,818 | 6,030,000 | PRN | DFND | 1,2 | 6,030,000 | 0 | 0 | |
GRUPO TELEVISA SAB | COMMON STOCK | 40049J206 | 12,719 | 2,364,174 | SH | DFND | 1,2 | 2,364,174 | 0 | 0 | |
H WORLD GROUP LTD | CONVERTIBLE BOND | 16949NAC3 | 5,657 | 5,756,000 | PRN | DFND | 1,2 | 5,756,000 | 0 | 0 | |
HAEMONETICS CORP | CONVERTIBLE BOND | 405024AB6 | 19,997 | 24,998,000 | PRN | DFND | 1,2 | 24,998,000 | 0 | 0 | |
HAINAN MANASLU ACQUISITION CORP | COMMON STOCK | G4233U123 | 4,026 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
HALOZYME THERAPEUTICS INC | CONVERTIBLE BOND | 40637HAD1 | 1,796 | 2,111,000 | PRN | DFND | 1,2 | 2,111,000 | 0 | 0 | |
HCM ACQUISITION CORP | COMMON STOCK | G4365A101 | 2,020 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
HEALTHWELL ACQUISITION CORP I | COMMON STOCK | 42227R109 | 973 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
HEARTLAND MEDIA ACQUISITION CORP | COMMON STOCK | 42237V108 | 999 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CONVERTIBLE BOND | 42330PAJ6 | 4,980 | 5,031,000 | PRN | DFND | 1,2 | 5,031,000 | 0 | 0 | |
HELLO GROUP INC | CONVERTIBLE BOND | 60879BAB3 | 6,517 | 6,943,000 | PRN | DFND | 1,2 | 6,943,000 | 0 | 0 | |
HERBALIFE NUTRITION LTD | CONVERTIBLE BOND | 42703MAD5 | 11,459 | 12,635,000 | PRN | DFND | 1,2 | 12,635,000 | 0 | 0 | |
HERTZ GLOBAL HOLDINGS INC | COMMON STOCK | 42806J700 | 170,428 | 10,468,579 | SH | DFND | 1,2 | 10,468,579 | 0 | 0 | |
HIMS & HERS HEALTH INC | COMMON STOCK | 433000106 | 18,253 | 3,271,279 | SH | DFND | 1,2 | 3,271,279 | 0 | 0 | |
HNR ACQUISITION CORP | COMMON STOCK | 40472A102 | 4,258 | 425,000 | SH | DFND | 1,2 | 425,000 | 0 | 0 | |
HOPE BANCORP INC | CONVERTIBLE BOND | 43940TAB5 | 20,534 | 21,433,000 | PRN | DFND | 1,2 | 21,433,000 | 0 | 0 | |
ICICI BANK LTD | COMMON STOCK | 45104G104 | 85,173 | 4,061,664 | SH | DFND | 1,2 | 4,061,664 | 0 | 0 | |
ICONIC SPORTS ACQUISITION CORP | COMMON STOCK | G4712C107 | 4,062 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ILLUMINA INC | CONVERTIBLE BOND | 452327AK5 | 24,029 | 25,030,000 | PRN | DFND | 1,2 | 25,030,000 | 0 | 0 | |
INCEPTION GROWTH ACQUISITION LTD | COMMON STOCK | 45333D104 | 3,972 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
INDUSTRIAL HUMAN CAPITAL INC | COMMON STOCK | 45617P104 | 5,075 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
INDUSTRIAL TECH ACQUISITIONS II INC | COMMON STOCK | 45635R108 | 2,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
INFINERA CORP | COMMON STOCK | 45667G103 | 121,848 | 25,175,384 | SH | DFND | 1,2 | 25,175,384 | 0 | 0 | |
INFINT ACQUISITION CORP | COMMON STOCK | G47862100 | 9,126 | 900,000 | SH | DFND | 1,2 | 900,000 | 0 | 0 | |
INNOVATIVE INTERNATIONAL ACQUISITION CORP | COMMON STOCK | G4809M109 | 1,014 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INNOVIVA INC | CONVERTIBLE BOND | 88338TAB0 | 13,808 | 14,002,000 | PRN | DFND | 1,2 | 14,002,000 | 0 | 0 | |
INSIGHT ACQUISITION CORP/DE | COMMON STOCK | 45784L100 | 1,479 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
INTEGRA LIFESCIENCES HOLDINGS CORP | CONVERTIBLE BOND | 457985AM1 | 1,800 | 2,053,000 | PRN | DFND | 1,2 | 2,053,000 | 0 | 0 | |
INTEGRATED RAIL AND RESOURCES ACQUISITION CORP | COMMON STOCK | 45827R106 | 1,006 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INTEGRATED WELLNESS ACQUISITION CORP | COMMON STOCK | G4828B100 | 1,011 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INTELLIGENT MEDICINE ACQUISITION CORP | COMMON STOCK | 45828D106 | 1,007 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAA6 | 9,690 | 9,964,000 | PRN | DFND | 1,2 | 9,964,000 | 0 | 0 | |
INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAB4 | 4,484 | 5,937,000 | PRN | DFND | 1,2 | 5,937,000 | 0 | 0 | |
INVACARE CORP | CONVERTIBLE BOND | 461203AJ0 | 3,353 | 3,893,000 | PRN | DFND | 1,2 | 3,893,000 | 0 | 0 | |
INVESCO SENIOR INCOME TRUST | COMMON STOCK | 46131H107 | 24,561 | 6,602,596 | SH | DFND | 1,2 | 6,602,596 | 0 | 0 | |
IONIS PHARMACEUTICALS INC | CONVERTIBLE BOND | 462222AB6 | 17,368 | 19,100,000 | PRN | DFND | 1,2 | 19,100,000 | 0 | 0 | |
IONIS PHARMACEUTICALS INC | CONVERTIBLE BOND | 462222AD2 | 1,485 | 1,496,000 | PRN | DFND | 1,2 | 1,496,000 | 0 | 0 | |
ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 135,854 | 26,277,557 | SH | DFND | 1,2 | 26,277,557 | 0 | 0 | |
JAZZ PHARMACEUTICALS PLC | CONVERTIBLE BOND | 472145AF8 | 2,365 | 2,200,000 | PRN | DFND | 1,2 | 2,200,000 | 0 | 0 | |
JETBLUE AIRWAYS CORP | CONVERTIBLE BOND | 477143AP6 | 2,406 | 3,366,000 | PRN | DFND | 1,2 | 3,366,000 | 0 | 0 | |
JOYY INC | CONVERTIBLE BOND | 98426TAD8 | 7,194 | 7,699,000 | PRN | DFND | 1,2 | 7,699,000 | 0 | 0 | |
JUNIPER II CORP | COMMON STOCK | 48203N103 | 2,493 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
JUPITER WELLNESS ACQUISITION CORP | COMMON STOCK | 48208E108 | 5,015 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
KAIROUS ACQUISITION CORP LTD | COMMON STOCK | G52131110 | 1,512 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
KAMAN CORP | CONVERTIBLE BOND | 483548AF0 | 13,569 | 14,382,000 | PRN | DFND | 1,2 | 14,382,000 | 0 | 0 | |
KB HOME | COMMON STOCK | 48666K109 | 15,681 | 605,000 | SH | DFND | 1,2 | 605,000 | 0 | 0 | |
KEYARCH ACQUISITION CORP | COMMON STOCK | G5260A104 | 2,891 | 290,000 | SH | DFND | 1,2 | 290,000 | 0 | 0 | |
KILROY REALTY CORP | COMMON STOCK | 49427F108 | 68,008 | 1,615,011 | SH | DFND | 1,2 | 1,615,011 | 0 | 0 | |
KIMBELL TIGER ACQUISITION CORP | COMMON STOCK | 49436K106 | 3,040 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
KKR REAL ESTATE FINANCE TRUST INC | CONVERTIBLE BOND | 48251KAB6 | 12,216 | 12,309,000 | PRN | DFND | 1,2 | 12,309,000 | 0 | 0 | |
KNIGHTSWAN ACQUISITION CORP | COMMON STOCK | 499103109 | 1,502 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
LAKESHORE ACQUISITION II CORP | COMMON STOCK | G5352N105 | 1,758 | 175,000 | SH | DFND | 1,2 | 175,000 | 0 | 0 | |
LAMF GLOBAL VENTURES CORP I | COMMON STOCK | G5338L108 | 504 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
LARKSPUR HEALTH ACQUISITION CORP | COMMON STOCK | 51724W107 | 2,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
LENDINGTREE INC | CONVERTIBLE BOND | 52603BAD9 | 2,598 | 3,620,000 | PRN | DFND | 1,2 | 3,620,000 | 0 | 0 | |
LF CAPITAL ACQUISITION CORP II | COMMON STOCK | 50202D102 | 502 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
LIBERTY BROADBAND CORP | COMMON STOCK | 530307305 | 6,420 | 86,999 | SH | DFND | 1,2 | 86,999 | 0 | 0 | |
LIBERTY GLOBAL PLC | COMMON STOCK | G5480U120 | 30,937 | 1,875,000 | SH | DFND | 1,2 | 1,875,000 | 0 | 0 | |
LIBERTY RESOURCES ACQUISITION CORP | COMMON STOCK | 53118A105 | 3,279 | 325,000 | SH | DFND | 1,2 | 325,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | CONVERTIBLE BOND | 53220KAF5 | 18,828 | 19,361,000 | PRN | DFND | 1,2 | 19,361,000 | 0 | 0 | |
LIONHEART III CORP | COMMON STOCK | 536262108 | 2,522 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
LIV CAPITAL ACQUISITION CORP II | COMMON STOCK | G5510R105 | 604 | 60,000 | SH | DFND | 1,2 | 60,000 | 0 | 0 | |
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | COMMON STOCK | 54150E104 | 1,466 | 235,403 | SH | DFND | 1,2 | 235,403 | 0 | 0 | |
LYFT INC | CONVERTIBLE BOND | 55087PAB0 | 3,982 | 4,644,000 | PRN | DFND | 1,2 | 4,644,000 | 0 | 0 | |
M/I HOMES INC | COMMON STOCK | 55305B101 | 7,608 | 210,000 | SH | DFND | 1,2 | 210,000 | 0 | 0 | |
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | CONVERTIBLE BOND | 55405YAB6 | 1,415 | 1,500,000 | PRN | DFND | 1,2 | 1,500,000 | 0 | 0 | |
MAGNACHIP SEMICONDUCTOR CORP | COMMON STOCK | 55933J203 | 23,552 | 2,300,000 | SH | DFND | 1,2 | 2,300,000 | 0 | 0 | |
MARBLEGATE ACQUISITION CORP | COMMON STOCK | 56608A105 | 995 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
MAXPRO CAPITAL ACQUISITION CORP | COMMON STOCK | 57778T106 | 3,034 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
MERCATO PARTNERS ACQUISITION CORP | COMMON STOCK | 58759A108 | 2,508 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
MERCURY ECOMMERCE ACQUISITION CORP | COMMON STOCK | 589381102 | 1,993 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
METAL SKY STAR ACQUISITION CORP | COMMON STOCK | G6053N105 | 4,935 | 496,000 | SH | DFND | 1,2 | 496,000 | 0 | 0 | |
MFA FINANCIAL INC | CONVERTIBLE BOND | 55272XAA0 | 8,066 | 9,246,000 | PRN | DFND | 1,2 | 9,246,000 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 15,384 | 1,200,000 | SH | DFND | 1,2 | 1,200,000 | 0 | 0 | |
MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC | COMMON STOCK | 60436Q100 | 2,796 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | |
MOBIV ACQUISITION CORP | COMMON STOCK | 60742N205 | 2,479 | 245,000 | SH | DFND | 1,2 | 245,000 | 0 | 0 | |
MONTEREY BIO ACQUISITION CORP | COMMON STOCK | 61240F108 | 1,596 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
MONTEREY CAPITAL ACQUISITION CORP | COMMON STOCK | 61244M109 | 7,836 | 792,000 | SH | DFND | 1,2 | 792,000 | 0 | 0 | |
MOTIVE CAPITAL CORP II | COMMON STOCK | G6293R106 | 999 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
MOUNT RAINIER ACQUISITION CORP | COMMON STOCK | 623006103 | 1,514 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
MOUNTAIN & CO I ACQUISITION CORP | COMMON STOCK | G6301J104 | 3,069 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
MOUNTAIN CREST ACQUISITION CORP V | COMMON STOCK | 62404B107 | 747 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
MR COOPER GROUP INC | COMMON STOCK | 62482R107 | 23,287 | 575,000 | SH | DFND | 1,2 | 575,000 | 0 | 0 | |
MURPHY CANYON ACQUISITION CORP | COMMON STOCK | 626642102 | 6,042 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | |
NABORS ENERGY TRANSITION CORP | COMMON STOCK | 629567108 | 2,011 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
NABORS INDUSTRIES LTD | CONVERTIBLE BOND | 62957HAB1 | 10,298 | 11,194,000 | PRN | DFND | 1,2 | 11,194,000 | 0 | 0 | |
NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAA8 | 2,970 | 3,399,000 | PRN | DFND | 1,2 | 3,399,000 | 0 | 0 | |
NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAB6 | 959 | 1,475,000 | PRN | DFND | 1,2 | 1,475,000 | 0 | 0 | |
NEW MOUNTAIN FINANCE CORP | CONVERTIBLE BOND | 647551AC4 | 15,372 | 15,528,000 | PRN | DFND | 1,2 | 15,528,000 | 0 | 0 | |
NEW RELIC INC | CONVERTIBLE BOND | 64829BAB6 | 18,913 | 19,359,000 | PRN | DFND | 1,2 | 19,359,000 | 0 | 0 | |
NICE LTD | CONVERTIBLE BOND | 653656AB4 | 6,392 | 6,900,000 | PRN | DFND | 1,2 | 6,900,000 | 0 | 0 | |
NIO INC | CONVERTIBLE BOND | 62914VAF3 | 4,842 | 6,410,000 | PRN | DFND | 1,2 | 6,410,000 | 0 | 0 | |
NMI HOLDINGS INC | COMMON STOCK | 629209305 | 108,368 | 5,320,000 | SH | DFND | 1,2 | 5,320,000 | 0 | 0 | |
NOBLE CORP PLC | COMMON STOCK | G65431127 | 590 | 19,979 | SH | DFND | 1,2 | 19,979 | 0 | 0 | |
NORTHVIEW ACQUISITION CORP | COMMON STOCK | 66718N103 | 7,455 | 750,000 | SH | DFND | 1,2 | 750,000 | 0 | 0 | |
NOVAVAX INC | CONVERTIBLE BOND | 670002AB0 | 11,611 | 11,818,000 | PRN | DFND | 1,2 | 11,818,000 | 0 | 0 | |
NRG ENERGY INC | CONVERTIBLE BOND | 629377CG5 | 1,743 | 1,630,000 | PRN | DFND | 1,2 | 1,630,000 | 0 | 0 | |
NUBIA BRAND INTERNATIONAL CORP | COMMON STOCK | 67022R103 | 2,560 | 255,000 | SH | DFND | 1,2 | 255,000 | 0 | 0 | |
NUTANIX INC | CONVERTIBLE BOND | 67059NAB4 | 23,252 | 23,890,000 | PRN | DFND | 1,2 | 23,890,000 | 0 | 0 | |
NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 | 3,613 | 4,133,000 | PRN | DFND | 1,2 | 4,133,000 | 0 | 0 | |
NUVASIVE INC | CONVERTIBLE BOND | 670704AL9 | 9,612 | 9,910,000 | PRN | DFND | 1,2 | 9,910,000 | 0 | 0 | |
NUVEEN CREDIT STRATEGIES INCOME FUND | COMMON STOCK | 67073D102 | 16,842 | 3,295,962 | SH | DFND | 1,2 | 3,295,962 | 0 | 0 | |
NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | COMMON STOCK | 67072T108 | 8,403 | 1,036,236 | SH | DFND | 1,2 | 1,036,236 | 0 | 0 | |
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | COMMON STOCK | 6706EN100 | 6,187 | 767,730 | SH | DFND | 1,2 | 767,730 | 0 | 0 | |
NUVEEN SENIOR INCOME FUND | COMMON STOCK | 67067Y104 | 7,581 | 1,623,448 | SH | DFND | 1,2 | 1,623,448 | 0 | 0 | |
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | COMMON STOCK | 67074X107 | 6,022 | 509,049 | SH | DFND | 1,2 | 509,049 | 0 | 0 | |
OAKTREE SPECIALTY LENDING CORP | COMMON STOCK | 67401P108 | 30,087 | 5,014,511 | SH | DFND | 1,2 | 5,014,511 | 0 | 0 | |
OCWEN FINANCIAL CORP | COMMON STOCK | 675746606 | 16,148 | 693,976 | SH | DFND | 1,2 | 693,976 | 0 | 0 | |
OKTA INC | CONVERTIBLE BOND | 679295AF2 | 4,287 | 5,486,000 | PRN | DFND | 1,2 | 5,486,000 | 0 | 0 | |
OMNICELL INC | CONVERTIBLE BOND | 68213NAD1 | 1,599 | 1,500,000 | PRN | DFND | 1,2 | 1,500,000 | 0 | 0 | |
OMNILIT ACQUISITION CORP | COMMON STOCK | 68218C108 | 1,407 | 140,000 | SH | DFND | 1,2 | 140,000 | 0 | 0 | |
ONYX ACQUISITION CO I | COMMON STOCK | G6755Q109 | 3,036 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
OSIRIS ACQUISITION CORP | COMMON STOCK | 68829A103 | 1,467 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
PACIFICO ACQUISITION CORP | COMMON STOCK | 69512X103 | 2,273 | 225,000 | SH | DFND | 1,2 | 225,000 | 0 | 0 | |
PAGSEGURO DIGITAL LTD | COMMON STOCK | G68707101 | 19,949 | 1,507,880 | SH | DFND | 1,2 | 1,507,880 | 0 | 0 | |
PAMPA ENERGIA SA | COMMON STOCK | 697660207 | 16,358 | 718,421 | SH | DFND | 1,2 | 718,421 | 0 | 0 | |
PAPAYA GROWTH OPPORTUNITY CORP I | COMMON STOCK | 69882P102 | 2,507 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
PAR PACIFIC HOLDINGS INC | COMMON STOCK | 69888T207 | 36,266 | 2,210,000 | SH | DFND | 1,2 | 2,210,000 | 0 | 0 | |
PARABELLUM ACQUISITION CORP | COMMON STOCK | 69901P109 | 1,978 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
PARSEC CAPITAL ACQUISITIONS CORP | COMMON STOCK | 70184A108 | 759 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | COMMON STOCK | G69454109 | 509 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
PATRICK INDUSTRIES INC | CONVERTIBLE BOND | 703343AB9 | 14,446 | 14,621,000 | PRN | DFND | 1,2 | 14,621,000 | 0 | 0 | |
PEBBLEBROOK HOTEL TRUST | CONVERTIBLE BOND | 70509VAA8 | 2,247 | 2,620,000 | PRN | DFND | 1,2 | 2,620,000 | 0 | 0 | |
PELOTON INTERACTIVE INC | CONVERTIBLE BOND | 70614WAB6 | 1,394 | 2,050,000 | PRN | DFND | 1,2 | 2,050,000 | 0 | 0 | |
PENNYMAC MORTGAGE INVESTMENT TRUST | CONVERTIBLE BOND | 70932AAD5 | 16,295 | 17,347,000 | PRN | DFND | 1,2 | 17,347,000 | 0 | 0 | |
PERCEPTION CAPITAL CORP II | COMMON STOCK | G7007D102 | 1,524 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 83,635 | 6,777,577 | SH | DFND | 1,2 | 6,777,577 | 0 | 0 | |
PG&E CORP | COMMON STOCK | 69331C108 | 309,375 | 24,750,000 | SH | DFND | 1,2 | 24,750,000 | 0 | 0 | |
PINDUODUO INC | CONVERTIBLE BOND | 722304AC6 | 8,177 | 9,091,000 | PRN | DFND | 1,2 | 9,091,000 | 0 | 0 | |
PONO CAPITAL CORP | COMMON STOCK | 732450101 | 2,550 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
PONO CAPITAL TWO INC | COMMON STOCK | 73245B206 | 2,532 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
POWERUP ACQUISITION CORP | COMMON STOCK | G7207P103 | 1,014 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
PROGRESS SOFTWARE CORP | CONVERTIBLE BOND | 743312AB6 | 2,244 | 2,380,000 | PRN | DFND | 1,2 | 2,380,000 | 0 | 0 | |
PROOF ACQUISITION CORP I | COMMON STOCK | 74349W104 | 749 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
PULTEGROUP INC | COMMON STOCK | 745867101 | 23,212 | 619,000 | SH | DFND | 1,2 | 619,000 | 0 | 0 | |
PURE STORAGE INC | CONVERTIBLE BOND | 74624MAB8 | 905 | 800,000 | PRN | DFND | 1,2 | 800,000 | 0 | 0 | |
QUOTIENT TECHNOLOGY INC | CONVERTIBLE BOND | 749119AB9 | 2,913 | 2,950,000 | PRN | DFND | 1,2 | 2,950,000 | 0 | 0 | |
RAPID7 INC | CONVERTIBLE BOND | 753422AF1 | 2,672 | 3,500,000 | PRN | DFND | 1,2 | 3,500,000 | 0 | 0 | |
REDWOOD TRUST INC | CONVERTIBLE BOND | 749772AD1 | 11,755 | 13,677,000 | PRN | DFND | 1,2 | 13,677,000 | 0 | 0 | |
REDWOOD TRUST INC | CONVERTIBLE BOND | 758075AC9 | 3,154 | 3,194,000 | PRN | DFND | 1,2 | 3,194,000 | 0 | 0 | |
REDWOODS ACQUISITION CORP | COMMON STOCK | 758083109 | 4,459 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
RELATIVITY ACQUISITION CORP | COMMON STOCK | 75944B106 | 6,485 | 645,000 | SH | DFND | 1,2 | 645,000 | 0 | 0 | |
RESERVOIR MEDIA INC | COMMON STOCK | 76119X105 | 4,052 | 830,415 | SH | DFND | 1,2 | 830,415 | 0 | 0 | |
RF ACQUISITION CORP | COMMON STOCK | 74954L104 | 3,948 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
RIGEL RESOURCE ACQUISITION CORP | COMMON STOCK | G7573M106 | 3,535 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
RINGCENTRAL INC | CONVERTIBLE BOND | 76680RAF4 | 9,973 | 11,785,000 | PRN | DFND | 1,2 | 11,785,000 | 0 | 0 | |
ROC ENERGY ACQUISITION CORP | COMMON STOCK | 77118V108 | 4,008 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ROTH CH ACQUISITION IV CO | COMMON STOCK | 77867P104 | 2,007 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
RUNWAY GROWTH FINANCE CORP | COMMON STOCK | 78163D100 | 239,391 | 21,054,667 | SH | DFND | 1,2 | 21,054,667 | 0 | 0 | |
SAGALIAM ACQUISITION CORP | COMMON STOCK | 78661R106 | 4,745 | 475,000 | SH | DFND | 1,2 | 475,000 | 0 | 0 | |
SANABY HEALTH ACQUISITION CORP I | COMMON STOCK | 79956P102 | 3,543 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
SEA LTD | CONVERTIBLE BOND | 81141RAF7 | 2,767 | 2,791,000 | PRN | DFND | 1,2 | 2,791,000 | 0 | 0 | |
SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 20,354 | 29,182,000 | PRN | DFND | 1,2 | 29,182,000 | 0 | 0 | |
SEAPORT GLOBAL ACQUISITION II CORP | COMMON STOCK | 81221H105 | 500 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
SFL CORP LTD | CONVERTIBLE BOND | 824689AG8 | 9,794 | 9,807,000 | PRN | DFND | 1,2 | 9,807,000 | 0 | 0 | |
SHAKE SHACK INC | CONVERTIBLE BOND | 819047AB7 | 5,195 | 7,718,000 | PRN | DFND | 1,2 | 7,718,000 | 0 | 0 | |
SHELTER ACQUISITION CORP I | COMMON STOCK | 822821104 | 495 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAB5 | 2,895 | 3,263,000 | PRN | DFND | 1,2 | 3,263,000 | 0 | 0 | |
SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAD1 | 1,274 | 1,659,000 | PRN | DFND | 1,2 | 1,659,000 | 0 | 0 | |
SHOALS TECHNOLOGIES GROUP INC | COMMON STOCK | 82489W107 | 258 | 11,980 | SH | DFND | 1,2 | 11,980 | 0 | 0 | |
SHOPIFY INC | CONVERTIBLE BOND | 82509LAA5 | 9,541 | 11,600,000 | PRN | DFND | 1,2 | 11,600,000 | 0 | 0 | |
SHOULDERUP TECHNOLOGY ACQUISITION CORP | COMMON STOCK | 82537G104 | 1,757 | 175,000 | SH | DFND | 1,2 | 175,000 | 0 | 0 | |
SIERRA LAKE ACQUISITION CORP | COMMON STOCK | 826332108 | 2,502 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
SITIO ROYALTIES CORP | COMMON STOCK | 82982V101 | 285,995 | 12,935,120 | SH | DFND | 1,2 | 12,935,120 | 0 | 0 | |
SIZZLE ACQUISITION CORP | COMMON STOCK | 83014E109 | 251 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
SMARTRENT INC | COMMON STOCK | 83193G107 | 8,383 | 3,693,140 | SH | DFND | 1,2 | 3,693,140 | 0 | 0 | |
SNAP INC | CONVERTIBLE BOND | 83304AAB2 | 863 | 1,000,000 | PRN | DFND | 1,2 | 1,000,000 | 0 | 0 | |
SNAP INC | CONVERTIBLE BOND | 83304AAF3 | 6,614 | 9,524,000 | PRN | DFND | 1,2 | 9,524,000 | 0 | 0 | |
SOAR TECHNOLOGY ACQUISITION CORP | COMMON STOCK | G82472112 | 2,575 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
SORRENTO THERAPEUTICS INC | COMMON STOCK | 83587F202 | 210 | 134,000 | SH | DFND | 1,2 | 134,000 | 0 | 0 | |
SPLUNK INC | CONVERTIBLE BOND | 848637AC8 | 3,703 | 3,876,000 | PRN | DFND | 1,2 | 3,876,000 | 0 | 0 | |
SPLUNK INC | CONVERTIBLE BOND | 848637AD6 | 2,901 | 3,288,000 | PRN | DFND | 1,2 | 3,288,000 | 0 | 0 | |
SPLUNK INC | CONVERTIBLE BOND | 848637AF1 | 5,361 | 6,772,000 | PRN | DFND | 1,2 | 6,772,000 | 0 | 0 | |
SPOTIFY TECHNOLOGY SA | CONVERTIBLE BOND | 84921RAB6 | 26,119 | 33,063,000 | PRN | DFND | 1,2 | 33,063,000 | 0 | 0 | |
SPREE ACQUISITION CORP 1 LTD | COMMON STOCK | G83745102 | 3,538 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
SPRINGWATER SPECIAL SITUATIONS CORP | COMMON STOCK | 85205U107 | 2,493 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 454,855 | 26,021,457 | SH | DFND | 1,2 | 26,021,457 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CONVERTIBLE BOND | 85571BAH8 | 12,939 | 13,280,000 | PRN | DFND | 1,2 | 13,280,000 | 0 | 0 | |
SUNOPTA INC | COMMON STOCK | 8676EP108 | 188,509 | 20,726,126 | SH | DFND | 1,2 | 20,726,126 | 0 | 0 | |
SUNRUN INC | CONVERTIBLE BOND | 86771WAB1 | 902 | 1,263,000 | PRN | DFND | 1,2 | 1,263,000 | 0 | 0 | |
SUPERNUS PHARMACEUTICALS INC | CONVERTIBLE BOND | 868459AD0 | 24,514 | 25,143,000 | PRN | DFND | 1,2 | 25,143,000 | 0 | 0 | |
TASTEMAKER ACQUISITION CORP | COMMON STOCK | 876545104 | 1,495 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP | COMMON STOCK | G87119106 | 4,551 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
TELADOC HEALTH INC | CONVERTIBLE BOND | 539183AA1 | 5,028 | 5,993,000 | PRN | DFND | 1,2 | 5,993,000 | 0 | 0 | |
TELADOC HEALTH INC | CONVERTIBLE BOND | 87918AAF2 | 5,154 | 7,000,000 | PRN | DFND | 1,2 | 7,000,000 | 0 | 0 | |
TELECOM ARGENTINA SA | COMMON STOCK | 879273209 | 8,155 | 2,033,741 | SH | DFND | 1,2 | 2,033,741 | 0 | 0 | |
TERNIUM SA | COMMON STOCK | 880890108 | 12,214 | 445,949 | SH | DFND | 1,2 | 445,949 | 0 | 0 | |
THRIVE ACQUISITION CORP | COMMON STOCK | G7158C101 | 1,014 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
TKB CRITICAL TECHNOLOGIES 1 | COMMON STOCK | G88935112 | 253 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
TLGY ACQUISITION CORP | COMMON STOCK | G8656T109 | 1,011 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
TOLL BROTHERS INC | COMMON STOCK | 889478103 | 25,074 | 597,000 | SH | DFND | 1,2 | 597,000 | 0 | 0 | |
TORM PLC | COMMON STOCK | G89479102 | 1,103,925 | 53,812,988 | SH | DFND | 1,2 | 53,812,988 | 0 | 0 | |
TPI COMPOSITES INC | COMMON STOCK | 87266J104 | 7,904 | 700,739 | SH | DFND | 1,2 | 700,739 | 0 | 0 | |
TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK | 893870204 | 13,168 | 1,784,412 | SH | DFND | 1,2 | 1,784,412 | 0 | 0 | |
TRAVERE THERAPEUTICS INC | CONVERTIBLE BOND | 761299AB2 | 1,819 | 1,798,000 | PRN | DFND | 1,2 | 1,798,000 | 0 | 0 | |
TRINE II ACQUISITION CORP | COMMON STOCK | G9059F100 | 1,002 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
TRIPADVISOR INC | CONVERTIBLE BOND | 896945AD4 | 9,518 | 11,839,000 | PRN | DFND | 1,2 | 11,839,000 | 0 | 0 | |
TWITTER INC | CONVERTIBLE BOND | 90184LAF9 | 1,708 | 1,680,000 | PRN | DFND | 1,2 | 1,680,000 | 0 | 0 | |
TYLER TECHNOLOGIES INC | CONVERTIBLE BOND | 902252AB1 | 1,425 | 1,500,000 | PRN | DFND | 1,2 | 1,500,000 | 0 | 0 | |
UNITI GROUP INC | COMMON STOCK | 91325V108 | 23,613 | 3,397,592 | SH | DFND | 1,2 | 3,397,592 | 0 | 0 | |
UPSTART HOLDINGS INC | CONVERTIBLE BOND | 91680MAB3 | 8,074 | 14,500,000 | PRN | DFND | 1,2 | 14,500,000 | 0 | 0 | |
UWM HOLDINGS CORP | COMMON STOCK | 91823B109 | 2,930 | 1,000,000 | SH | DFND | 1,2 | 1,000,000 | 0 | 0 | |
VAHANNA TECH EDGE ACQUISITION I CORP | COMMON STOCK | G9320Z109 | 503 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
VAIL RESORTS INC | CONVERTIBLE BOND | 91879QAN9 | 2,683 | 3,065,000 | PRN | DFND | 1,2 | 3,065,000 | 0 | 0 | |
VALARIS LTD | COMMON STOCK | G9460G101 | 18,125 | 370,355 | SH | DFND | 1,2 | 370,355 | 0 | 0 | |
VALE SA | COMMON STOCK | 91912E105 | 116,449 | 8,742,419 | SH | DFND | 1,2 | 8,742,419 | 0 | 0 | |
VEECO INSTRUMENTS INC | CONVERTIBLE BOND | 922417AD2 | 7,519 | 7,595,000 | PRN | DFND | 1,2 | 7,595,000 | 0 | 0 | |
VERINT SYSTEMS INC | CONVERTIBLE BOND | 92343XAC4 | 2,503 | 3,000,000 | PRN | DFND | 1,2 | 3,000,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | CONVERTIBLE BOND | 928298AP3 | 2,963 | 3,180,000 | PRN | DFND | 1,2 | 3,180,000 | 0 | 0 | |
VISION SENSING ACQUISITION CORP | COMMON STOCK | 92838J103 | 1,517 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
VISTA ENERGY SAB DE CV | COMMON STOCK | 92837L109 | 27,173 | 2,884,674 | SH | DFND | 1,2 | 2,884,674 | 0 | 0 | |
VISTRA CORP | COMMON STOCK | 92840M102 | 533,396 | 25,399,812 | SH | DFND | 1,2 | 25,399,812 | 0 | 0 | |
VNET GROUP INC | CONVERTIBLE BOND | 90138VAB3 | 2,910 | 3,374,000 | PRN | DFND | 1,2 | 3,374,000 | 0 | 0 | |
WEATHERFORD INTERNATIONAL PLC | COMMON STOCK | G48833118 | 185,955 | 5,758,916 | SH | DFND | 1,2 | 5,758,916 | 0 | 0 | |
WEIBO CORP | CONVERTIBLE BOND | 948596AC5 | 7,513 | 7,570,000 | PRN | DFND | 1,2 | 7,570,000 | 0 | 0 | |
WELSBACH TECHNOLOGY METALS ACQUISITION CORP | COMMON STOCK | 950415109 | 4,495 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
WESTERN ACQUISITION VENTURES CORP | COMMON STOCK | 95758L107 | 4,990 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
WESTERN DIGITAL CORP | CONVERTIBLE BOND | 958102AP0 | 28,549 | 29,989,000 | PRN | DFND | 1,2 | 29,989,000 | 0 | 0 | |
WILLIAMS ROWLAND ACQUISITION CORP | COMMON STOCK | 96951B102 | 1,512 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
WINVEST ACQUISITION CORP | COMMON STOCK | 97655B109 | 3,004 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
WISDOMTREE INVESTMENTS INC | CONVERTIBLE BOND | 97717PAD6 | 3,717 | 4,147,000 | PRN | DFND | 1,2 | 4,147,000 | 0 | 0 | |
WIX.COM LTD | CONVERTIBLE BOND | 92940WAB5 | 8,736 | 9,036,000 | PRN | DFND | 1,2 | 9,036,000 | 0 | 0 | |
WIX.COM LTD | CONVERTIBLE BOND | 92940WAD1 | 4,214 | 5,008,000 | PRN | DFND | 1,2 | 5,008,000 | 0 | 0 | |
XP INC | COMMON STOCK | G98239109 | 2,286 | 120,289 | SH | DFND | 1,2 | 120,289 | 0 | 0 | |
YOTTA ACQUISITION CORP | COMMON STOCK | 98741Y103 | 3,940 | 398,000 | SH | DFND | 1,2 | 398,000 | 0 | 0 | |
ZILLOW GROUP INC | CONVERTIBLE BOND | 98954MAG6 | 2,685 | 2,750,000 | PRN | DFND | 1,2 | 2,750,000 | 0 | 0 | |
STATE STREET CORP | ETF | 78462F103 | 258,956 | 725,000 | SH | Put | DFND | 1,2 | 725,000 | 0 | 0 |
VANECK VECTORS SEMICONDUCTOR ETF | ETF | 92189F676 | 18,512 | 100,000 | SH | Put | DFND | 1,2 | 100,000 | 0 | 0 |