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 (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCELERATE ACQUISITION CORP *W EXP 06/15/202 00439D110 287 233,332 PRN   DFND   233,332 0 0
ACCELERATE ACQUISITION CORP COM CL A 00439D102 6,783 700,000 SH   DFND   700,000 0 0
ACORDA THERAPEUTICS INC COM NEW 00484M601 1,874 392,904 SH   DFND   392,904 0 0
ACORDA THERAPEUTICS INC NOTE 6.000%12/0 00484MAC0 19,018 25,875,000 PRN   DFND   25,875,000 0 0
ADVANCED MERGER PARTNERS INC *W EXP 06/30/202 00777J117 60 50,000 PRN   DFND   50,000 0 0
ADVANCED MERGER PARTNERS INC COM CL A 00777J109 2,922 300,000 SH   DFND   300,000 0 0
AGNC INVT CORP COM 00123Q104 58,041 3,436,432 SH   DFND   3,436,432 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 82,670 450,000 SH   DFND   450,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 0.875% 1/0 01988PAF5 34,272 23,000,000 PRN   DFND   23,000,000 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 252 200,000 PRN   DFND   200,000 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 9,740 1,000,000 SH   DFND   1,000,000 0 0
ARCLIGHT CLEAN TRANSITION II *W EXP 03/16/202 G0R21B112 101 60,000 PRN   DFND   60,000 0 0
ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS G0R21B104 2,940 300,000 SH   DFND   300,000 0 0
ARDAGH GROUP S A CL A L0223L101 59,760 2,437,187 SH   DFND   2,437,187 0 0
ARES ACQUISITION CORPORATION *W EXP 99/99/999 G33032122 375 300,000 PRN   DFND   300,000 0 0
ARES ACQUISITION CORPORATION COM CL A G33032106 14,625 1,500,000 SH   DFND   1,500,000 0 0
ATLAS CREST INVESTMENT CORP *W EXP 02/03/202 049287113 187 162,499 PRN   DFND   162,499 0 0
ATLAS CREST INVESTMENT CORP COM CL A 049287105 6,338 650,000 SH   DFND   650,000 0 0
ATLAS CREST INVT CORP *W EXP 01/30/202 049284110 1,283 833,333 PRN   DFND   833,333 0 0
ATLAS CREST INVT CORP COM 049284102 24,900 2,500,000 SH   DFND   2,500,000 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 43 24,998 PRN   DFND   24,998 0 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 259 207,575 PRN   DFND   207,575 0 0
AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 8,079 830,304 SH   DFND   830,304 0 0
AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 679 68,449 SH   DFND   68,449 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 47,219 40,410,000 PRN   DFND   40,410,000 0 0
BAUSCH HEALTH COS INC COM 071734107 71,863 2,451,000 SH   DFND   2,451,000 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 22,521 23,850,000 PRN   DFND   23,850,000 0 0
BERRY GLOBAL GROUP INC COM 08579W103 204,764 3,139,593 SH   DFND   3,139,593 0 0
CC NEUBERGER PRINCIPAL HOLDN *W EXP 99/99/999 G1992N126 203 159,998 PRN   DFND   159,998 0 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 7,824 800,000 SH   DFND   800,000 0 0
CENTRICUS ACQUISITION CORP *W EXP 02/04/202 G2072Q120 174 125,000 PRN   DFND   125,000 0 0
CENTRICUS ACQUISITION CORP CL A SHS G2072Q104 4,950 500,000 SH   DFND   500,000 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 181 129,998 PRN   DFND   129,998 0 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102 6,325 650,000 SH   DFND   650,000 0 0
DECARBONIZATION PLUS ACQU II *W EXP 01/19/202 242794113 341 233,331 PRN   DFND   233,331 0 0
DECARBONIZATION PLUS ACQU II COM CL A 242794105 6,909 700,000 SH   DFND   700,000 0 0
DELL TECHNOLOGIES INC CL C 24703L202 355,324 3,565,000 SH   DFND   3,565,000 0 0
EG ACQUISITION CORP UNIT 99/99/9999 26846A209 13,000 1,300,000 SH   DFND   1,300,000 0 0
FINTECH EVOLUTION ACQUIS GRO *W EXP 03/31/202 G3R19A120 150 150,000 PRN   DFND   150,000 0 0
FINTECH EVOLUTION ACQUIS GRO SHS CL A G3R19A104 4,338 450,000 SH   DFND   450,000 0 0
FIRST RESERVE SUSTAINABLE GW *W EXP 03/05/202 336169115 115 100,000 PRN   DFND   100,000 0 0
FIRST RESERVE SUSTAINABLE GW CLASS A COM 336169107 3,882 400,000 SH   DFND   400,000 0 0
FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 160 124,998 PRN   DFND   124,998 0 0
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 9,810 1,000,000 SH   DFND   1,000,000 0 0
G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 54 44,494 PRN   DFND   44,494 0 0
G SQUARED ASCEND I INC SHS CL A G4204R109 2,196 222,479 SH   DFND   222,479 0 0
GOLDEN ARROW MERGER CORP *W EXP 07/31/202 380799114 138 166,666 PRN   DFND   166,666 0 0
GOLDEN ARROW MERGER CORP CLASS A COM 380799106 4,825 500,000 SH   DFND   500,000 0 0
GOLDEN FALCON ACQUISITION CO *W EXP 11/04/202 38102H117 465 500,000 PRN   DFND   500,000 0 0
GOLDEN FALCON ACQUISITION CO CL A 38102H109 9,720 1,000,000 SH   DFND   1,000,000 0 0
GORES GUGGENHEIM INC *W EXP 03/25/202 38286Q115 685 499,998 PRN   DFND   499,998 0 0
GORES GUGGENHEIM INC CLASS A COM 38286Q107 24,413 2,500,000 SH   DFND   2,500,000 0 0
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 4,759 1,720,831 PRN   DFND   1,720,831 0 0
GORES HLDGS VIII INC CL A 382863108 18,218 1,836,507 SH   DFND   1,836,507 0 0
GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 7,085 2,593,909 PRN   DFND   2,593,909 0 0
GORES HOLDINGS VII INC COM CL A 38286T101 33,838 3,417,946 SH   DFND   3,417,946 0 0
GORES METROPOULOS II INC *W EXP 01/31/202 382873115 112 80,000 PRN   DFND   80,000 0 0
GORES METROPOULOS II INC CL A 382873107 1,777 179,631 SH   DFND   179,631 0 0
GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 1,068 596,528 PRN   DFND   596,528 0 0
GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 29,677 2,982,650 SH   DFND   2,982,650 0 0
GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 368 291,933 PRN   DFND   291,933 0 0
GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 14,670 1,459,680 SH   DFND   1,459,680 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 48,389 41,250,000 PRN   DFND   41,250,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 54,190 35,500,000 PRN   DFND   35,500,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 65,242 59,000,000 PRN   DFND   59,000,000 0 0
JACK CREEK INVESTMENT CORP *W EXP 10/01/202 G4989X123 142 175,000 PRN   DFND   175,000 0 0
JACK CREEK INVESTMENT CORP CL A SHS G4989X115 3,371 350,000 SH   DFND   350,000 0 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 630 500,000 PRN   DFND   500,000 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 19,520 2,000,000 SH   DFND   2,000,000 0 0
KERNEL GROUP HOLDINGS INC *W EXP 02/02/202 G5259L129 157 149,999 PRN   DFND   149,999 0 0
KERNEL GROUP HOLDINGS INC CL A SHS G5259L103 2,913 300,000 SH   DFND   300,000 0 0
KKR ACQUISITION HOLDING I CO *W EXP 99/99/999 48253T117 59 50,000 PRN   DFND   50,000 0 0
KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 1,964 200,000 SH   DFND   200,000 0 0
L CATTERTON ASIA ACQUISITION *W EXP 03/08/202 G5346G117 285 299,849 PRN   DFND   299,849 0 0
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 8,726 899,553 SH   DFND   899,553 0 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 81 70,000 PRN   DFND   70,000 0 0
LAZARD GROWTH ACQUISITION CO SHS G54035103 3,423 350,000 SH   DFND   350,000 0 0
LEVERE HOLDINGS CORP *W EXP 03/09/202 G5462L122 179 166,665 PRN   DFND   166,665 0 0
LEVERE HOLDINGS CORP CLASS A ORD SHS G5462L106 4,890 500,000 SH   DFND   500,000 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 1,465 105,703 SH   DFND   105,703 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 42,288 2,999,119 SH   DFND   2,999,119 0 0
LIBERTY MEDIA ACQUISITION CO *W EXP 01/22/202 53073L112 304 138,543 PRN   DFND   138,543 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 90,219 67,750,000 PRN   DFND   67,750,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 39,571 40,000,000 PRN   DFND   40,000,000 0 0
MAGNUM OPUS ACQUISITION LTD *W EXP 03/06/202 G5S70A112 420 500,000 PRN   DFND   500,000 0 0
MAGNUM OPUS ACQUISITION LTD SHS CL A G5S70A104 9,620 1,000,000 SH   DFND   1,000,000 0 0
MASON INDUSTRIAL TECHNOLGY I *W EXP 99/99/999 57520Y114 210 233,333 PRN   DFND   233,333 0 0
MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 6,760 700,000 SH   DFND   700,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 135,794 60,815,000 PRN   DFND   60,815,000 0 0
MSD ACQUISITION CORP *W EXP 03/25/202 G5709C125 104 80,000 PRN   DFND   80,000 0 0
MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 3,940 400,000 SH   DFND   400,000 0 0
NOBLE CORP NEW SHS G6610J209 29,676 1,200,000 PRN   DFND   1,200,000 0 0
NOBLE CORP NEW SHS G6610J209 97,800 3,954,726 SH   DFND   3,954,726 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 22,113 22,410,000 PRN   DFND   22,410,000 0 0
PAYSAFE LIMITED *W EXP 03/30/202 G6964L115 4,101 1,145,557 PRN   DFND   1,145,557 0 0
PAYSAFE LIMITED ORD G6964L107 42,455 3,505,780 SH   DFND   3,505,780 0 0
REINVENT TECHNOLOGY PARTNERS *W EXP 03/12/202 G7484L122 57 31,647 PRN   DFND   31,647 0 0
REINVENT TECHNOLOGY PARTNERS CLASS A ORD SHS G7484L106 646 65,364 SH   DFND   65,364 0 0
ROCKET INTERNET GRWT OPRT CO *W EXP 99/99/999 G7613T129 149 112,500 PRN   DFND   112,500 0 0
ROCKET INTERNET GRWT OPRT CO SHS CL A G7613T103 4,350 449,889 SH   DFND   449,889 0 0
RUSH STREET INTERACTIVE INC COM 782011100 27,821 2,269,245 SH   DFND   2,269,245 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 73,294 2,018,000 SH   DFND   2,018,000 0 0
SCION TECH GROWTH II *W EXP 01/28/202 G31070116 216 233,332 PRN   DFND   233,332 0 0
SCION TECH GROWTH II CL A SHS G31070108 6,790 700,000 SH   DFND   700,000 0 0
SPARTAN ACQUISITION CORP III *W EXP 02/04/202 84677R114 179 150,000 PRN   DFND   150,000 0 0
SPARTAN ACQUISITION CORP III COM CL A 84677R106 5,868 600,000 SH   DFND   600,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 73,399 60,000,000 PRN   DFND   60,000,000 0 0
SUPERNOVA PARTNERS ACQUISTN *W EXP 99/99/999 G8T86C121 210 174,999 PRN   DFND   174,999 0 0
SUPERNOVA PARTNERS ACQUISTN SHS CL A G8T86C105 6,797 700,000 SH   DFND   700,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 0 500,000 PRN   DFND   500,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 69,576 1,038,600 SH   DFND   1,038,600 0 0
THE ODP CORP COM 88337F105 59,679 1,243,051 SH   DFND   1,243,051 0 0
VALARIS LIMITED CL A G9460G101 103,195 3,573,242 SH   DFND   3,573,242 0 0
VMWARE INC CL A COM 928563402 1,152 5,000 PRN Call DFND   5,000 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 131 100,000 PRN   DFND   100,000 0 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 260 199,998 PRN   DFND   199,998 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 4,925 500,000 SH   DFND   500,000 0 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 9,760 1,000,000 SH   DFND   1,000,000 0 0
XILINX INC COM 983919101 253,657 1,753,716 SH   DFND   1,753,716 0 0