The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
8X8 INC CONVERTIBLE BOND 282914AB6   8,705,229 9,116,000 PRN   DFND 1,2 9,116,000 0 0
A SPAC I ACQUISITION CORP COMMON STOCK G0542S106   3,065,300 290,000 SH   DFND 1,2 290,000 0 0
A SPAC II ACQUISITION CORP COMMON STOCK G0543H109   7,124,625 675,000 SH   DFND 1,2 675,000 0 0
ACCOLADE INC CONVERTIBLE BOND 00437EAB8   7,115,465 8,520,000 PRN   DFND 1,2 8,520,000 0 0
AFFIRM HOLDINGS INC CONVERTIBLE BOND 00827BAB2   14,584,080 19,626,000 PRN   DFND 1,2 19,626,000 0 0
AIR TRANSPORT SERVICES GROUP INC CONVERTIBLE BOND 00922RAB1   9,304,180 9,798,000 PRN   DFND 1,2 9,798,000 0 0
AIRBNB INC CONVERTIBLE BOND 009066AB7   9,753,298 11,153,000 PRN   DFND 1,2 11,153,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5   4,590,630 4,729,000 PRN   DFND 1,2 4,729,000 0 0
ALARM.COM HOLDINGS INC CONVERTIBLE BOND 011642AB1   22,857,298 26,674,000 PRN   DFND 1,2 26,674,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100   124,246,000 4,600,000 SH   DFND 1,2 4,600,000 0 0
ALPHA STAR ACQUISITION CORP COMMON STOCK G0230C108   4,292,000 400,000 SH   DFND 1,2 400,000 0 0
ALPHATIME ACQUISITION CORP COMMON STOCK G0223V105   2,597,500 250,000 SH   DFND 1,2 250,000 0 0
ALPHAVEST ACQUISITION CORP COMMON STOCK G0283A108   1,572,000 150,000 SH   DFND 1,2 150,000 0 0
ALTERYX INC CONVERTIBLE BOND 02156BAD5   9,122,085 9,653,000 PRN   DFND 1,2 9,653,000 0 0
ALVOTECH SA WARRANT L01800116   5,786,667 4,666,667 SH   DFND 1,2 4,666,667 0 0
ALVOTECH SA COMMON STOCK L01800108   52,315,898 6,759,160 SH   DFND 1,2 6,759,160 0 0
AMERICAN AIRLINES GROUP INC CONVERTIBLE BOND 02376RAF9   3,086,400 2,400,000 PRN   DFND 1,2 2,400,000 0 0
ANDRETTI ACQUISITION CORP COMMON STOCK G26735103   1,064,000 100,000 SH   DFND 1,2 100,000 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206   99,726,638 4,728,622 SH   DFND 1,2 4,728,622 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAC9   12,388,738 12,381,000 PRN   DFND 1,2 12,381,000 0 0
APOLLO SENIOR FLOATING RATE FUND INC COMMON STOCK 037636107   4,813,157 372,824 SH   DFND 1,2 372,824 0 0
AQUARON ACQUISITION CORP COMMON STOCK 03842W105   2,346,750 225,000 SH   DFND 1,2 225,000 0 0
ARISZ ACQUISITION CORP COMMON STOCK 040450108   2,118,000 200,000 SH   DFND 1,2 200,000 0 0
AROGO CAPITAL ACQUISITION CORP COMMON STOCK 042644104   3,156,000 300,000 SH   DFND 1,2 300,000 0 0
AZUL SA COMMON STOCK 05501U106   58,071,925 4,241,923 SH   DFND 1,2 4,241,923 0 0
BANCO BRADESCO SA COMMON STOCK 059460303   106,621,007 30,815,319 SH   DFND 1,2 30,815,319 0 0
BANDWIDTH INC CONVERTIBLE BOND 05988JAD5   2,578,214 3,973,000 PRN   DFND 1,2 3,973,000 0 0
BANDWIDTH INC CONVERTIBLE BOND 05988JAB9   5,520,898 6,976,000 PRN   DFND 1,2 6,976,000 0 0
BATTALION OIL CORP COMMON STOCK 07134L107   17,186,597 3,009,912 SH   DFND 1,2 3,009,912 0 0
BELLEVUE LIFE SCIENCES ACQUISITION CORP COMMON STOCK 079174108   1,795,517 175,000 SH   DFND 1,2 175,000 0 0
BENTLEY SYSTEMS INC CONVERTIBLE BOND 08265TAD1   2,020,300 2,225,000 PRN   DFND 1,2 2,225,000 0 0
BERRY CORP COMMON STOCK 08579X101   46,075,360 6,697,000 SH   DFND 1,2 6,697,000 0 0
BILL HOLDINGS INC CONVERTIBLE BOND 090043AB6   5,139,045 4,892,000 PRN   DFND 1,2 4,892,000 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAH4   4,380,248 4,448,000 PRN   DFND 1,2 4,448,000 0 0
BIOPLUS ACQUISITION CORP COMMON STOCK G11217117   1,065,000 100,000 SH   DFND 1,2 100,000 0 0
BLACKLINE INC CONVERTIBLE BOND 09239BAD1   9,885,566 11,613,000 PRN   DFND 1,2 11,613,000 0 0
BLUE WORLD ACQUISITION CORP COMMON STOCK G1263E102   5,835,500 550,000 SH   DFND 1,2 550,000 0 0
BRIDGEBIO PHARMA INC CONVERTIBLE BOND 10806XAD4   4,509,757 7,287,000 PRN   DFND 1,2 7,287,000 0 0
CABLE ONE INC CONVERTIBLE BOND 12685JAE5   22,887,707 27,827,000 PRN   DFND 1,2 27,827,000 0 0
CBL & ASSOCIATES PROPERTIES INC COMMON STOCK 124830878   87,806,632 3,983,966 SH   DFND 1,2 3,983,966 0 0
CEMEX SAB DE CV COMMON STOCK 151290889   102,582,346 14,489,032 SH   DFND 1,2 14,489,032 0 0
CERIDIAN HCM HOLDING INC CONVERTIBLE BOND 15677JAD0   8,275,542 9,353,000 PRN   DFND 1,2 9,353,000 0 0
CETUS CAPITAL ACQUISITION CORP COMMON STOCK 15719Y105   1,749,300 170,000 SH   DFND 1,2 170,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AD1   1,442,408 1,628,000 PRN   DFND 1,2 1,628,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AF6   12,756,172 16,918,000 PRN   DFND 1,2 16,918,000 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167735   615,048,006 7,350,000 SH   DFND 1,2 7,350,000 0 0
CLOUDFLARE INC CONVERTIBLE BOND 18915MAC1   6,575,363 7,704,000 PRN   DFND 1,2 7,704,000 0 0
COHERUS BIOSCIENCES INC CONVERTIBLE BOND 19249HAB9   6,415,485 10,306,000 PRN   DFND 1,2 10,306,000 0 0
COINBASE GLOBAL INC CONVERTIBLE BOND 19260QAB3   23,173,858 30,636,000 PRN   DFND 1,2 30,636,000 0 0
CONMED CORP CONVERTIBLE BOND 207410AH4   2,017,800 1,800,000 PRN   DFND 1,2 1,800,000 0 0
CONSILIUM ACQUISITION CORP I LTD COMMON STOCK G2365L101   4,196,000 400,000 SH   DFND 1,2 400,000 0 0
CREDICORP LTD COMMON STOCK G2519Y108   41,580,148 281,632 SH   DFND 1,2 281,632 0 0
CUMULUS MEDIA INC COMMON STOCK 231082801   118,641 28,937 SH   DFND 1,2 28,937 0 0
DAQO NEW ENERGY CORP COMMON STOCK 23703Q203   40,875,953 1,029,621 SH   DFND 1,2 1,029,621 0 0
DATADOG INC CONVERTIBLE BOND 23804LAB9   4,727,323 3,794,000 PRN   DFND 1,2 3,794,000 0 0
DENALI CAPITAL ACQUISITION CORP COMMON STOCK G6256B106   2,409,750 225,000 SH   DFND 1,2 225,000 0 0
DIGITALOCEAN HOLDINGS INC CONVERTIBLE BOND 25402DAB8   12,909,122 16,422,000 PRN   DFND 1,2 16,422,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAD1   4,672,500 5,250,000 PRN   DFND 1,2 5,250,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAF6   10,139,531 18,995,000 PRN   DFND 1,2 18,995,000 0 0
DISTOKEN ACQUISITION CORP COMMON STOCK G27740110   1,291,875 125,000 SH   DFND 1,2 125,000 0 0
DRAFTKINGS HOLDINGS INC CONVERTIBLE BOND 26142RAB0   1,223,964 1,619,000 PRN   DFND 1,2 1,619,000 0 0
DUET ACQUISITION CORP COMMON STOCK 26431Q106   5,267,500 500,000 SH   DFND 1,2 500,000 0 0
EAGLE BULK SHIPPING INC CONVERTIBLE BOND 269442AB5   61,989,450 40,495,000 PRN   DFND 1,2 40,495,000 0 0
EATON VANCE FLOATING-RATE INCOME TRUST COMMON STOCK 278279104   4,894,515 419,051 SH   DFND 1,2 419,051 0 0
EATON VANCE SENIOR FLOATING-RATE TRUST COMMON STOCK 27828Q105   3,536,021 300,938 SH   DFND 1,2 300,938 0 0
EATON VANCE SENIOR INCOME TRUST COMMON STOCK 27826S103   563,897 103,278 SH   DFND 1,2 103,278 0 0
EMBRACE CHANGE ACQUISITION CORP COMMON STOCK G3034H109   2,592,100 245,000 SH   DFND 1,2 245,000 0 0
ENPHASE ENERGY INC CONVERTIBLE BOND 29355AAK3   7,301,668 7,726,000 PRN   DFND 1,2 7,726,000 0 0
ETSY INC CONVERTIBLE BOND 29786AAN6   7,967,042 10,247,000 PRN   DFND 1,2 10,247,000 0 0
EVENTBRITE INC CONVERTIBLE BOND 29975EAD1   10,767,075 13,051,000 PRN   DFND 1,2 13,051,000 0 0
EVEREST CONSOLIDATOR ACQUISITION CORP COMMON STOCK 29978K102   2,130,000 200,000 SH   DFND 1,2 200,000 0 0
EVERGREEN CORP COMMON STOCK G3312W109   4,878,000 450,000 SH   DFND 1,2 450,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1   4,849,631 4,493,000 PRN   DFND 1,2 4,493,000 0 0
EXPEDIA GROUP INC CONVERTIBLE BOND 30212PBE4   4,903,704 5,580,000 PRN   DFND 1,2 5,580,000 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6   9,356,892 10,119,000 PRN   DFND 1,2 10,119,000 0 0
FASTLY INC CONVERTIBLE BOND 31188VAB6   3,020,209 3,641,000 PRN   DFND 1,2 3,641,000 0 0
FEUTUNE LIGHT ACQUISITION CORP COMMON STOCK 31561T102   7,724,850 735,000 SH   DFND 1,2 735,000 0 0
FINTECH ECOSYSTEM DEVELOPMENT CORP COMMON STOCK 318136108   4,752,000 450,000 SH   DFND 1,2 450,000 0 0
FIVERR INTERNATIONAL LTD CONVERTIBLE BOND 33835LAA3   9,765,603 11,531,000 PRN   DFND 1,2 11,531,000 0 0
FORD MOTOR CO CONVERTIBLE BOND 345370CZ1   10,563,699 9,599,000 PRN   DFND 1,2 9,599,000 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857   105,112,200 2,627,805 SH   DFND 1,2 2,627,805 0 0
FRONTIER COMMUNICATIONS PARENT INC COMMON STOCK 35909D109   74,240,305 3,982,849 SH   DFND 1,2 3,982,849 0 0
FTAI AVIATION LTD COMMON STOCK G3730V105   64,368,262 2,033,110 SH   DFND 1,2 2,033,110 0 0
FUTURETECH II ACQUISITION CORP COMMON STOCK 36119D103   4,382,900 410,000 SH   DFND 1,2 410,000 0 0
GARRETT MOTION INC COMMON STOCK 366505105   333,706,917 44,082,816 SH   DFND 1,2 44,082,816 0 0
GLOBAL STAR ACQUISITION INC COMMON STOCK 37962G102   2,931,600 280,000 SH   DFND 1,2 280,000 0 0
GOLDEN STAR ACQUISITION CORP COMMON STOCK G4023C127   1,041,010 100,000 SH   DFND 1,2 100,000 0 0
GOLDENSTONE ACQUISITION LTD COMMON STOCK 38136Y102   3,710,000 350,000 SH   DFND 1,2 350,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AM3   1,602,990 1,620,000 PRN   DFND 1,2 1,620,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AK7   4,564,695 4,646,000 PRN   DFND 1,2 4,646,000 0 0
GREENLIGHT CAPITAL RE LTD CONVERTIBLE BOND 395366AB3   8,200,967 8,363,000 PRN   DFND 1,2 8,363,000 0 0
HAEMONETICS CORP CONVERTIBLE BOND 405024AB6   22,377,439 26,145,000 PRN   DFND 1,2 26,145,000 0 0
HAINAN MANASLU ACQUISITION CORP COMMON STOCK G4233U107   4,242,000 400,000 SH   DFND 1,2 400,000 0 0
HCI GROUP INC CONVERTIBLE BOND 40416EAF0   5,232,130 5,293,000 PRN   DFND 1,2 5,293,000 0 0
HEALTH CATALYST INC CONVERTIBLE BOND 42225TAB3   5,640,812 5,836,000 PRN   DFND 1,2 5,836,000 0 0
HEARTLAND MEDIA ACQUISITION CORP COMMON STOCK 42237V108   1,054,000 100,000 SH   DFND 1,2 100,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAJ6   1,162,174 1,169,000 PRN   DFND 1,2 1,169,000 0 0
HELLO GROUP INC CONVERTIBLE BOND 60879BAB3   4,781,592 4,832,000 PRN   DFND 1,2 4,832,000 0 0
HERBALIFE LTD CONVERTIBLE BOND 42703MAD5   1,177,823 1,213,000 PRN   DFND 1,2 1,213,000 0 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK 42806J700   18,390,000 1,000,000 SH   DFND 1,2 1,000,000 0 0
HIMS & HERS HEALTH INC COMMON STOCK 433000106   9,900,211 1,053,214 SH   DFND 1,2 1,053,214 0 0
HNR ACQUISITION CORP COMMON STOCK 40472A102   4,513,500 425,000 SH   DFND 1,2 425,000 0 0
HORIZON SPACE ACQUISITION I CORP COMMON STOCK G4619M109   2,611,250 250,000 SH   DFND 1,2 250,000 0 0
HUDSON ACQUISITION I CORP COMMON STOCK 44364H100   2,488,800 240,000 SH   DFND 1,2 240,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104   91,904,306 3,981,989 SH   DFND 1,2 3,981,989 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AK5   997,989 1,000,000 PRN   DFND 1,2 1,000,000 0 0
INFINERA CORP COMMON STOCK 45667G103   121,597,104 25,175,384 SH   DFND 1,2 25,175,384 0 0
INFOSYS LTD COMMON STOCK 456788108   59,480,823 3,701,358 SH   DFND 1,2 3,701,358 0 0
INNOVIVA INC CONVERTIBLE BOND 45781MAD3   3,781,634 4,590,000 PRN   DFND 1,2 4,590,000 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP CONVERTIBLE BOND 457985AM1   6,642,648 7,236,000 PRN   DFND 1,2 7,236,000 0 0
INTEGRATED WELLNESS ACQUISITION CORP COMMON STOCK G4828B100   1,071,000 100,000 SH   DFND 1,2 100,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6   9,600,523 9,506,000 PRN   DFND 1,2 9,506,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAB4   9,508,858 11,824,000 PRN   DFND 1,2 11,824,000 0 0
INVESCO SENIOR INCOME TRUST COMMON STOCK 46131H107   24,255,000 6,300,000 SH   DFND 1,2 6,300,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 462222AB6   7,201,370 7,702,000 PRN   DFND 1,2 7,702,000 0 0
IQIYI INC CONVERTIBLE BOND 46267XAE8   6,105,096 6,477,000 PRN   DFND 1,2 6,477,000 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106   48,295,270 8,185,639 SH   DFND 1,2 8,185,639 0 0
ITRON INC CONVERTIBLE BOND 465741AN6   16,239,260 18,208,000 PRN   DFND 1,2 18,208,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AD3   4,636,663 4,857,000 PRN   DFND 1,2 4,857,000 0 0
JD.COM INC COMMON STOCK 47215P106   34,530,344 1,011,730 SH   DFND 1,2 1,011,730 0 0
JETBLUE AIRWAYS CORP CONVERTIBLE BOND 477143AP6   34,177,181 41,364,000 PRN   DFND 1,2 41,364,000 0 0
JOYY INC CONVERTIBLE BOND 98426TAF3   7,593,089 8,109,000 PRN   DFND 1,2 8,109,000 0 0
KAMAN CORP CONVERTIBLE BOND 483548AF0   13,065,096 13,497,000 PRN   DFND 1,2 13,497,000 0 0
KEYARCH ACQUISITION CORP COMMON STOCK G5260A104   3,033,400 290,000 SH   DFND 1,2 290,000 0 0
KILROY REALTY CORP COMMON STOCK 49427F108   55,666,830 1,850,011 SH   DFND 1,2 1,850,011 0 0
KNIGHTSWAN ACQUISITION CORP COMMON STOCK 499103109   1,585,500 150,000 SH   DFND 1,2 150,000 0 0
LIBERTY BROADBAND CORP COMMON STOCK 530307305   6,969,489 86,999 SH   DFND 1,2 86,999 0 0
LIBERTY GLOBAL PLC COMMON STOCK G5480U104   32,809,560 1,946,000 SH   DFND 1,2 1,946,000 0 0
LIBERTY LATIN AMERICA LTD CONVERTIBLE BOND 53069QAB5   6,937,224 7,287,000 PRN   DFND 1,2 7,287,000 0 0
LIV CAPITAL ACQUISITION CORP II COMMON STOCK G5510R105   636,000 60,000 SH   DFND 1,2 60,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104   1,600,740 235,403 SH   DFND 1,2 235,403 0 0
LUMENTUM HOLDINGS INC CONVERTIBLE BOND 55024UAB5   1,699,200 1,600,000 PRN   DFND 1,2 1,600,000 0 0
LUMENTUM HOLDINGS INC CONVERTIBLE BOND 55024UAF6   9,413,953 11,896,000 PRN   DFND 1,2 11,896,000 0 0
LYFT INC CONVERTIBLE BOND 55087PAB0   2,570,927 2,855,000 PRN   DFND 1,2 2,855,000 0 0
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC CONVERTIBLE BOND 55405YAB6   1,522,500 1,500,000 PRN   DFND 1,2 1,500,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203   31,861,412 2,849,858 SH   DFND 1,2 2,849,858 0 0
MAGNITE INC CONVERTIBLE BOND 55955DAB6   7,576,453 8,903,000 PRN   DFND 1,2 8,903,000 0 0
MARS ACQUISITION CORP COMMON STOCK G5870E108   1,560,000 150,000 SH   DFND 1,2 150,000 0 0
MESA LABORATORIES INC CONVERTIBLE BOND 59064RAA7   4,177,395 4,655,000 PRN   DFND 1,2 4,655,000 0 0
METAL SKY STAR ACQUISITION CORP COMMON STOCK G6053N105   5,619,680 496,000 SH   DFND 1,2 496,000 0 0
MFA FINANCIAL INC CONVERTIBLE BOND 55272XAA0   13,537,068 13,588,000 PRN   DFND 1,2 13,588,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103   18,948,000 1,200,000 SH   DFND 1,2 1,200,000 0 0
MICROSTRATEGY INC CONVERTIBLE BOND 594972AE1   10,803,641 16,099,000 PRN   DFND 1,2 16,099,000 0 0
MITEK SYSTEMS INC CONVERTIBLE BOND 606710AA9   710,680 810,000 PRN   DFND 1,2 810,000 0 0
MOBIV ACQUISITION CORP COMMON STOCK 60742N106   2,590,875 245,000 SH   DFND 1,2 245,000 0 0
MONTEREY CAPITAL ACQUISITION CORP COMMON STOCK 61244M109   8,288,280 792,000 SH   DFND 1,2 792,000 0 0
NABORS INDUSTRIES LTD CONVERTIBLE BOND 62957HAB1   2,895,189 2,974,000 PRN   DFND 1,2 2,974,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAA8   952,526 1,014,000 PRN   DFND 1,2 1,014,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAB6   9,099,585 12,276,000 PRN   DFND 1,2 12,276,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4   11,921,720 11,951,000 PRN   DFND 1,2 11,951,000 0 0
NIO INC CONVERTIBLE BOND 62914VAE6   2,323,338 2,429,000 PRN   DFND 1,2 2,429,000 0 0
NIO INC CONVERTIBLE BOND 62914VAF3   2,328,815 2,789,000 PRN   DFND 1,2 2,789,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305   126,518,000 4,900,000 SH   DFND 1,2 4,900,000 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD CONVERTIBLE BOND 62886HBD2   1,311,082 1,415,000 PRN   DFND 1,2 1,415,000 0 0
NOVOCURE LTD CONVERTIBLE BOND 67011XAB9   1,410,314 1,621,000 PRN   DFND 1,2 1,621,000 0 0
NRG ENERGY INC CONVERTIBLE BOND 629377CG5   4,623,779 4,360,000 PRN   DFND 1,2 4,360,000 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAH1   4,081,298 4,798,000 PRN   DFND 1,2 4,798,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AJ4   24,399,705 26,961,000 PRN   DFND 1,2 26,961,000 0 0
NUVEEN CREDIT STRATEGIES INCOME FUND COMMON STOCK 67073D102   16,836,442 3,333,949 SH   DFND 1,2 3,333,949 0 0
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND COMMON STOCK 6706EN100   6,190,399 793,641 SH   DFND 1,2 793,641 0 0
NUVEEN SENIOR INCOME FUND COMMON STOCK 67067Y104   7,645,256 1,669,270 SH   DFND 1,2 1,669,270 0 0
OAK WOODS ACQUISITION CORP COMMON STOCK 67190B104   924,750 90,000 SH   DFND 1,2 90,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P405   35,993,220 1,852,456 SH   DFND 1,2 1,852,456 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746606   17,412,749 581,006 SH   DFND 1,2 581,006 0 0
OKTA INC CONVERTIBLE BOND 679295AF2   7,378,807 8,595,000 PRN   DFND 1,2 8,595,000 0 0
OMNICELL INC CONVERTIBLE BOND 68213NAD1   1,524,750 1,500,000 PRN   DFND 1,2 1,500,000 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207   27,699,717 639,421 SH   DFND 1,2 639,421 0 0
PAPAYA GROWTH OPPORTUNITY CORP I COMMON STOCK 69882P102   2,650,000 250,000 SH   DFND 1,2 250,000 0 0
PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP COMMON STOCK G69454109   537,000 50,000 SH   DFND 1,2 50,000 0 0
PDD HOLDINGS INC CONVERTIBLE BOND 722304AC6   6,896,886 7,085,000 PRN   DFND 1,2 7,085,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAD5   13,128,506 13,911,000 PRN   DFND 1,2 13,911,000 0 0
PERFICIENT INC CONVERTIBLE BOND 71375UAF8   18,916,785 22,927,000 PRN   DFND 1,2 22,927,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408   108,792,339 7,866,402 SH   DFND 1,2 7,866,402 0 0
PLUTONIAN ACQUISITION CORP COMMON STOCK 72942P104   1,194,275 115,000 SH   DFND 1,2 115,000 0 0
PONO CAPITAL THREE INC COMMON STOCK G71704103   3,274,425 315,000 SH   DFND 1,2 315,000 0 0
PONO CAPITAL TWO INC COMMON STOCK 73245B107   2,572,500 250,000 SH   DFND 1,2 250,000 0 0
Q2 HOLDINGS INC CONVERTIBLE BOND 74736LAF6   6,691,462 7,688,000 PRN   DFND 1,2 7,688,000 0 0
REDFIN CORP CONVERTIBLE BOND 75737FAE8   5,331,079 7,734,000 PRN   DFND 1,2 7,734,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 758075AD7   2,698,037 2,814,000 PRN   DFND 1,2 2,814,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AD1   17,366,471 19,848,000 PRN   DFND 1,2 19,848,000 0 0
RESERVOIR MEDIA INC COMMON STOCK 76119X105   3,470,638 576,518 SH   DFND 1,2 576,518 0 0
RIGEL RESOURCE ACQUISITION CORP COMMON STOCK G7573M106   3,752,000 350,000 SH   DFND 1,2 350,000 0 0
RINGCENTRAL INC CONVERTIBLE BOND 76680RAF4   5,854,858 6,333,000 PRN   DFND 1,2 6,333,000 0 0
RUNWAY GROWTH FINANCE CORP COMMON STOCK 78163D100   260,025,141 21,054,667 SH   DFND 1,2 21,054,667 0 0
SEA LTD CONVERTIBLE BOND 81141RAF7   7,955,049 7,780,000 PRN   DFND 1,2 7,780,000 0 0
SEA LTD CONVERTIBLE BOND 81141RAG5   19,514,852 24,167,000 PRN   DFND 1,2 24,167,000 0 0
SHAKE SHACK INC CONVERTIBLE BOND 819047AB7   8,163,464 9,953,000 PRN   DFND 1,2 9,953,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAD1   1,751,825 1,975,000 PRN   DFND 1,2 1,975,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAB5   2,509,300 2,300,000 PRN   DFND 1,2 2,300,000 0 0
SHOPIFY INC CONVERTIBLE BOND 82509LAA5   13,859,043 15,213,000 PRN   DFND 1,2 15,213,000 0 0
SMARTRENT INC COMMON STOCK 83193G107   28,745,279 7,505,294 SH   DFND 1,2 7,505,294 0 0
SNAP INC CONVERTIBLE BOND 83304AAB2   3,705,000 4,000,000 PRN   DFND 1,2 4,000,000 0 0
SNAP INC CONVERTIBLE BOND 83304AAH9   14,842,227 20,802,000 PRN   DFND 1,2 20,802,000 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA COMMON STOCK 833635105   36,682,903 505,135 SH   DFND 1,2 505,135 0 0
SOLAREDGE TECHNOLOGIES INC CONVERTIBLE BOND 83417MAD6   2,328,405 1,955,000 PRN   DFND 1,2 1,955,000 0 0
SOUTHWEST AIRLINES CO CONVERTIBLE BOND 844741BG2   3,450,750 3,000,000 PRN   DFND 1,2 3,000,000 0 0
SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF ETF 78468R556   121,744,350 945,000 SH Put DFND 1,2 945,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AC8   2,814,585 2,833,000 PRN   DFND 1,2 2,833,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AF1   4,180,482 4,819,000 PRN   DFND 1,2 4,819,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AD6   7,077,650 7,060,000 PRN   DFND 1,2 7,060,000 0 0
SPOTIFY TECHNOLOGY SA CONVERTIBLE BOND 84921RAB6   32,085,620 37,549,000 PRN   DFND 1,2 37,549,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204   461,394,449 26,067,483 SH   DFND 1,2 26,067,483 0 0
STAR HOLDINGS COMMON STOCK 85512G106   14,670,000 1,000,000 SH   DFND 1,2 1,000,000 0 0
STATE STREET CORP ETF 78462F103   95,305,200 215,000 SH Put DFND 1,2 215,000 0 0
STR SUB INC COMMON STOCK 82983N108   339,805,602 12,935,120 SH   DFND 1,2 12,935,120 0 0
SUNOPTA INC COMMON STOCK 8676EP108   138,657,783 20,726,126 SH   DFND 1,2 20,726,126 0 0
SUNRUN INC CONVERTIBLE BOND 86771WAB1   1,472,751 2,037,000 PRN   DFND 1,2 2,037,000 0 0
TECHTARGET INC CONVERTIBLE BOND 87874RAD2   9,187,126 11,707,000 PRN   DFND 1,2 11,707,000 0 0
TELADOC HEALTH INC CONVERTIBLE BOND 539183AA1   12,545,353 13,807,000 PRN   DFND 1,2 13,807,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209   12,385,482 2,033,741 SH   DFND 1,2 2,033,741 0 0
TENX KEANE ACQUISITION COMMON STOCK G8708L104   1,421,550 135,000 SH   DFND 1,2 135,000 0 0
TERNIUM SA COMMON STOCK 880890108   39,646,946 999,923 SH   DFND 1,2 999,923 0 0
TMT ACQUISITION CORP COMMON STOCK G89229119   769,500 75,000 SH   DFND 1,2 75,000 0 0
TORM PLC COMMON STOCK G89479102   1,294,694,041 53,812,988 SH   DFND 1,2 53,812,988 0 0
TPI COMPOSITES INC COMMON STOCK 87266J104   7,266,663 700,739 SH   DFND 1,2 700,739 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204   23,236,359 1,686,238 SH   DFND 1,2 1,686,238 0 0
TRIPADVISOR INC CONVERTIBLE BOND 896945AD4   11,096,019 13,186,000 PRN   DFND 1,2 13,186,000 0 0
TURNING POINT BRANDS INC CONVERTIBLE BOND 90041LAE5   7,451,560 7,742,000 PRN   DFND 1,2 7,742,000 0 0
TYLER TECHNOLOGIES INC CONVERTIBLE BOND 902252AB1   2,173,500 2,100,000 PRN   DFND 1,2 2,100,000 0 0
UBER TECHNOLOGIES INC CONVERTIBLE BOND 90353TAJ9   2,721,734 2,968,000 PRN   DFND 1,2 2,968,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108   15,696,875 3,397,592 SH   DFND 1,2 3,397,592 0 0
UNITY SOFTWARE INC CONVERTIBLE BOND 91332UAB7   6,923,759 8,617,000 PRN   DFND 1,2 8,617,000 0 0
UPSTART HOLDINGS INC CONVERTIBLE BOND 91680MAB3   6,430,187 9,353,000 PRN   DFND 1,2 9,353,000 0 0
VAHANNA TECH EDGE ACQUISITION I CORP COMMON STOCK G9320Z109   532,500 50,000 SH   DFND 1,2 50,000 0 0
VALE SA COMMON STOCK 91912E105   104,447,618 7,782,982 SH   DFND 1,2 7,782,982 0 0
VIAVI SOLUTIONS INC CONVERTIBLE BOND 925550AB1   6,832,150 6,862,000 PRN   DFND 1,2 6,862,000 0 0
VISTA ENERGY SAB DE CV COMMON STOCK 92837L109   69,578,336 2,884,674 SH   DFND 1,2 2,884,674 0 0
VISTRA CORP COMMON STOCK 92840M102   446,249,999 17,000,000 SH   DFND 1,2 17,000,000 0 0
WAYFAIR INC CONVERTIBLE BOND 94419LAF8   25,116,557 30,350,000 PRN   DFND 1,2 30,350,000 0 0
WELSBACH TECHNOLOGY METALS ACQUISITION CORP COMMON STOCK 950415109   4,781,250 450,000 SH   DFND 1,2 450,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0   21,841,468 22,413,000 PRN   DFND 1,2 22,413,000 0 0
WISDOMTREE INC CONVERTIBLE BOND 97717PAD6   3,887,660 3,967,000 PRN   DFND 1,2 3,967,000 0 0
WIX.COM LTD CONVERTIBLE BOND 92940WAD1   3,892,875 4,449,000 PRN   DFND 1,2 4,449,000 0 0
WOLFSPEED INC CONVERTIBLE BOND 977852AB8   2,467,200 3,200,000 PRN   DFND 1,2 3,200,000 0 0
YOTTA ACQUISITION CORP COMMON STOCK 98741Y103   4,171,040 398,000 SH   DFND 1,2 398,000 0 0
YPF SA COMMON STOCK 984245100   11,390,135 764,952 SH   DFND 1,2 764,952 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAG6   3,485,625 2,750,000 PRN   DFND 1,2 2,750,000 0 0
ZSCALER INC CONVERTIBLE BOND 98980GAB8   7,989,833 6,826,000 PRN   DFND 1,2 6,826,000 0 0