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
2U INC NOTE 2.250% 5/0 90214JAB7 14,204 16,350,000 PRN   DFND 1, 2, 3 0 16,350,000 0
7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 45 150,246 SH   DFND 1, 2, 3 0 150,246 0
7 ACQUISITION CORPORATION SHS CL A G80694105 2,984 300,492 SH   DFND 1, 2, 3 0 300,492 0
ACCELERATE ACQUISITION CORP *W EXP 03/15/202 00439D110 77 200,000 SH   DFND 1, 2, 3 0 200,000 0
ACCELERATE ACQUISITION CORP COM CL A 00439D102 7,320 750,000 SH   DFND 1, 2, 3 0 750,000 0
AGILE GROWTH CORP *W EXP 03/09/202 G01202111 56 185,544 SH   DFND 1, 2, 3 0 185,544 0
AGILE GROWTH CORP CLASS A ORD G01202103 5,444 556,632 SH   DFND 1, 2, 3 0 556,632 0
AHREN ACQUISITION CORP *W EXP 12/09/202 G01322125 113 375,000 SH   DFND 1, 2, 3 0 375,000 0
AHREN ACQUISITION CORP CLASS A ORD SHS G01322109 9,622 970,000 SH   DFND 1, 2, 3 0 970,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 28,067 21,315,000 PRN   DFND 1, 2, 3 0 21,315,000 0
ALLEGHENY TECHNOLOGIES INC NOTE 3.500% 6/1 01741RAK8 37,768 20,000,000 PRN   DFND 1, 2, 3 0 20,000,000 0
ALLEGO N V *W EXP 03/16/202 N0796A118 26 24,328 SH   DFND 1, 2, 3 0 24,328 0
ALLSCRIPTS HEALTHCARE SOLUTI NOTE 0.875% 1/0 01988PAF5 9,414 5,310,000 PRN   DFND 1, 2, 3 0 5,310,000 0
ALPHA HEALTHCARE ACQU CORP I *W EXP 04/01/202 02073F112 59 75,000 SH   DFND 1, 2, 3 0 75,000 0
ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 2,922 300,000 SH   DFND 1, 2, 3 0 300,000 0
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 100,290 47,395,000 PRN   DFND 1, 2, 3 0 47,395,000 0
ANTERO RESOURCES CORP NOTE 4.250% 9/0 03674XAM8 17,653 2,500,000 PRN   DFND 1, 2, 3 0 2,500,000 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 17 29,824 SH   DFND 1, 2, 3 0 29,824 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1,461 149,123 SH   DFND 1, 2, 3 0 149,123 0
ARCH RESOURCES INC NOTE 5.250%11/1 039389AB7 55,354 14,515,000 PRN   DFND 1, 2, 3 0 14,515,000 0
ARTISAN ACQUISITION CORP *W EXP 05/18/202 G0509L128 29 108,333 SH   DFND 1, 2, 3 0 108,333 0
ARTISAN ACQUISITION CORP CLASS A ORD SHS G0509L102 3,208 325,000 SH   DFND 1, 2, 3 0 325,000 0
ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 40 100,000 SH   DFND 1, 2, 3 0 100,000 0
ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105 3,504 350,000 SH   DFND 1, 2, 3 0 350,000 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 1,851 2,000,000 PRN   DFND 1, 2, 3 0 2,000,000 0
AURORA INNOVATION INC *W EXP 11/03/202 051774115 19 12,500 SH   DFND 1, 2, 3 0 12,500 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 45 81,250 SH   DFND 1, 2, 3 0 81,250 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 70 125,000 SH   DFND 1, 2, 3 0 125,000 0
AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 18,852 1,927,600 SH   DFND 1, 2, 3 0 1,927,600 0
AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 9,306 947,626 SH   DFND 1, 2, 3 0 947,626 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 11,784 2,825,937 SH   DFND   0 2,825,937 0
BALLYS CORPORATION COM 05875B106 22,015 716,165 SH   DFND 1, 2, 3 0 716,165 0
BALLYS CORPORATION COM 05875B106 14,873 483,836 SH   DFND 1, 2 0 483,836 0
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 4,733 6,165,000 PRN   DFND 1, 2, 3 0 6,165,000 0
BEYOND MEAT INC NOTE 3/1 08862EAB5 3,007 5,000,000 PRN   DFND 1, 2, 3 0 5,000,000 0
BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 55 125,000 SH   DFND 1, 2, 3 0 125,000 0
BIG SKY GROWTH PARTNERS INC CLASS A COM 08954L102 4,860 500,000 SH   DFND 1, 2, 3 0 500,000 0
BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117 44 50,000 SH   DFND 1, 2, 3 0 50,000 0
BIGBEAR AI HLDGS INC COM 08975B109 1,665 202,100 SH   DFND 1, 2, 3 0 202,100 0
BLACK SPADE ACQUISITION CO *W EXP 99/99/999 G11537118 35 162,500 SH   DFND 1, 2, 3 0 162,500 0
BLACK SPADE ACQUISITION CO SHS CL A G11537100 3,634 375,000 SH   DFND 1, 2, 3 0 375,000 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 4 16,639 SH   DFND 1, 2, 3 0 16,639 0
BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 490 50,004 SH   DFND 1, 2, 3 0 50,004 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 8,942 15,000,000 PRN   DFND 1, 2, 3 0 15,000,000 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 660 66,889 SH   DFND 1, 2, 3 0 66,889 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 116 100,000 PRN   DFND 1, 2, 3 0 100,000 0
BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 102 425,000 SH   DFND 1, 2, 3 0 425,000 0
BYTE ACQUISITION CORP CLASS A ORD SHS G1R25Q105 8,427 862,500 SH   DFND 1, 2, 3 0 862,500 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 2,713 3,000,000 PRN   DFND 1, 2, 3 0 3,000,000 0
CABLE ONE INC NOTE 3/1 12685JAE5 3,531 4,000,000 PRN   DFND 1, 2, 3 0 4,000,000 0
CARNIVAL CORP NOTE 5.750% 4/0 143658BE1 4,260 2,000,000 PRN   DFND 1, 2, 3 0 2,000,000 0
CATALYST PARTNRS ACQUISITN C *W EXP 05/12/202 G19550121 28 50,000 SH   DFND 1, 2, 3 0 50,000 0
CATALYST PARTNRS ACQUISITN C CLASS A ORD SHS G19550105 2,433 250,000 SH   DFND 1, 2, 3 0 250,000 0
CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 43 135,956 SH   DFND 1, 2, 3 0 135,956 0
CATCHA INVESTMENT CORP SHS CL A G1962Y102 5,881 600,368 SH   DFND 1, 2, 3 0 600,368 0
CAZOO GROUP LTD COM G2007L105 3,007 1,089,504 SH   DFND 1, 2, 3 0 1,089,504 0
CAZOO GROUP LTD COM G2007L105 2,058 745,716 SH   DFND 1, 2 0 745,716 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167172 131,478 2,210,833 SH   DFND 1, 2, 3 0 2,210,833 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167164 99,602 1,557,625 SH   DFND 1, 2, 3 0 1,557,625 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167180 78,994 1,421,642 SH   DFND 1, 2, 3 0 1,421,642 0
CHURCHILL CAPITAL CORP V COM CL A 17144T107 771 78,396 SH   DFND 1, 2, 3 0 78,396 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 33 54,501 SH   DFND 1, 2, 3 0 54,501 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102 2,668 272,508 SH   DFND 1, 2, 3 0 272,508 0
CIIG CAPITAL PARTNERS II INC *W EXP 02/28/202 12561U117 29 75,000 SH   DFND 1, 2, 3 0 75,000 0
CIIG CAPITAL PARTNERS II INC COM CL A 12561U109 3,106 313,071 SH   DFND 1, 2, 3 0 313,071 0
COHN ROBBINS HOLDINGS CORP COM CL A G23726105 1,458 146,699 SH   DFND 1, 2, 3 0 146,699 0
COLLIERS INTL GROUP INC NOTE 4.000% 6/0 194693AB3 3,498 1,500,000 PRN   DFND 1, 2, 3 0 1,500,000 0
COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 245 25,000 SH   DFND 1, 2, 3 0 25,000 0
CONX CORP COM CL A 212873103 1,027 104,242 SH   DFND 1, 2, 3 0 104,242 0
CORENERGY INFRASTRUCTURE TR NOTE 5.875% 8/1 21870UAC0 8,527 9,773,000 PRN   DFND 1, 2, 3 0 9,773,000 0
CORSAIR PARTNERING CORP *W EXP 07/06/202 G2540H116 70 166,666 SH   DFND 1, 2, 3 0 166,666 0
CORSAIR PARTNERING CORP SHS CL A G2540H108 6,921 712,762 SH   DFND 1, 2, 3 0 712,762 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 7,803 8,000,000 PRN   DFND 1, 2, 3 0 8,000,000 0
CROWDSTRIKE HLDGS INC CL A 22788C105 11,354 50,000 SH   DFND   0 50,000 0
CUTERA INC NOTE 2.250% 3/1 232109AB4 61,837 28,500,000 PRN   DFND 1, 2, 3 0 28,500,000 0
CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 82,917 22,631,000 PRN   DFND 1, 2, 3 0 22,631,000 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 17,685 10,000,000 PRN   DFND 1, 2, 3 0 10,000,000 0
DHB CAPITAL CORP *W EXP 03/31/202 23291W117 49 174,257 SH   DFND 1, 2, 3 0 174,257 0
DHB CAPITAL CORP CL A COM 23291W109 5,732 587,267 SH   DFND 1, 2, 3 0 587,267 0
DOCUSIGN INC NOTE 1/1 256163AD8 16,273 17,335,000 PRN   DFND 1, 2, 3 0 17,335,000 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 2,818 287,500 SH   DFND 1, 2, 3 0 287,500 0
DROPBOX INC NOTE 3/0 26210CAD6 1,879 2,000,000 PRN   DFND 1, 2, 3 0 2,000,000 0
EAGLE BULK SHIPPING INC NOTE 5.000% 8/0 269442AB5 22,783 11,531,000 PRN   DFND 1, 2, 3 0 11,531,000 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 133,130 56,000,000 PRN   DFND 1, 2, 3 0 56,000,000 0
ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 25 100,000 SH   DFND 1, 2, 3 0 100,000 0
ESGEN ACQUISITION CORP SHS CL A G3R95N103 10,045 1,003,531 SH   DFND 1, 2, 3 0 1,003,531 0
FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 63 150,000 SH   DFND 1, 2, 3 0 150,000 0
FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102 5,484 550,000 SH   DFND 1, 2, 3 0 550,000 0
FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 971 98,539 SH   DFND 1, 2, 3 0 98,539 0
FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 71 133,449 SH   DFND 1, 2, 3 0 133,449 0
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 10,462 1,067,595 SH   DFND 1, 2, 3 0 1,067,595 0
FREELINE THERAPEUTICS HLDGS SPONSORED ADS 35655L107 4,144 3,700,000 SH   DFND   0 3,700,000 0
FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 65 150,000 SH   DFND 1, 2, 3 0 150,000 0
FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 6,119 625,000 SH   DFND 1, 2, 3 0 625,000 0
G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 40 100,000 SH   DFND 1, 2, 3 0 100,000 0
G SQUARED ASCEND I INC SHS CL A G4204R109 7,388 750,000 SH   DFND 1, 2, 3 0 750,000 0
G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 30 108,333 SH   DFND 1, 2, 3 0 108,333 0
G SQUARED ASCEND II INC COM CL A G42041106 3,192 325,000 SH   DFND 1, 2, 3 0 325,000 0
GEO GROUP INC NEW COM 36162J106 165 25,000 SH Call DFND 1, 2, 3 0 25,000 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 184 25,553 SH   DFND 1, 2, 3 0 25,553 0
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 44 34,262 SH   DFND 1, 2, 3 0 34,262 0
GORES HLDGS VIII INC CL A 382863108 2,727 274,100 SH   DFND 1, 2, 3 0 274,100 0
GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 66 77,962 SH   DFND 1, 2, 3 0 77,962 0
GORES HOLDINGS VII INC COM CL A 38286T101 6,106 623,700 SH   DFND 1, 2, 3 0 623,700 0
GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 66 88,184 SH   DFND 1, 2, 3 0 88,184 0
GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 4,312 440,922 SH   DFND 1, 2, 3 0 440,922 0
GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 22 21,234 SH   DFND 1, 2, 3 0 21,234 0
GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 1,040 106,170 SH   DFND 1, 2, 3 0 106,170 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5 29,468 36,401,000 PRN   DFND 1, 2, 3 0 36,401,000 0
HEALTH CATALYST INC NOTE 2.500% 4/1 42225TAB3 6,869 6,000,000 PRN   DFND 1, 2, 3 0 6,000,000 0
HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 47 250,000 SH   DFND 1, 2, 3 0 250,000 0
HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109 6,387 644,549 SH   DFND 1, 2, 3 0 644,549 0
HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 46 287,500 SH   DFND 1, 2, 3 0 287,500 0
HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 5,681 575,000 SH   DFND 1, 2, 3 0 575,000 0
HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 117 11,915 SH   DFND 1, 2, 3 0 11,915 0
HERTZ GLOBAL HLDGS INC *W EXP 06/30/205 42806J148 3,090 201,290 SH   DFND 1, 2, 3 0 201,290 0
HESKA CORP NOTE 3.750% 9/1 42805EAB4 9,450 5,250,000 PRN   DFND 1, 2, 3 0 5,250,000 0
HUDBAY MINERALS INC COM 443628102 651 82,900 SH   DFND 1, 2, 3 0 82,900 0
INDEPENDENCE HOLDINGS CORP *W EXP 03/31/202 G4761A127 55 120,000 SH   DFND 1, 2, 3 0 120,000 0
INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 5,996 612,500 SH   DFND 1, 2, 3 0 612,500 0
INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 1,527 2,000,000 PRN   DFND 1, 2, 3 0 2,000,000 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 33,243 25,000,000 PRN   DFND 1, 2, 3 0 25,000,000 0
INTEGRA RES CORP COM NEW 45826T301 1,630 1,143,111 SH   DFND 1, 2, 3 0 1,143,111 0
ISHARES TR IBOXX HI YD ETF 464288513 160 1,120,000 SH Put DFND 1, 2, 3 0 1,120,000 0
JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 56 75,000 SH   DFND 1, 2, 3 0 75,000 0
JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 2,931 300,000 SH   DFND 1, 2, 3 0 300,000 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 12 24,121 SH   DFND 1, 2, 3 0 24,121 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 947 96,487 SH   DFND 1, 2, 3 0 96,487 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 3,908 400,000 SH   DFND 1, 2, 3 0 400,000 0
KKR ACQUISITION HOLDING I CO *W EXP 03/17/202 48253T117 136 206,200 SH   DFND 1, 2, 3 0 206,200 0
KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 10,565 1,074,802 SH   DFND 1, 2, 3 0 1,074,802 0
LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 50 100,000 SH   DFND 1, 2, 3 0 100,000 0
LANDCADIA HOLDINGS IV INC CLASS A COM 51477A104 4,148 422,441 SH   DFND 1, 2, 3 0 422,441 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 18 33,075 SH   DFND 1, 2, 3 0 33,075 0
LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 1,621 165,380 SH   DFND 1, 2, 3 0 165,380 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 21,148 21,600,000 PRN   DFND 1, 2, 3 0 21,600,000 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 4,651 1,500,000 PRN   DFND 1, 2, 3 0 1,500,000 0
LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 6,588 675,000 SH   DFND 1, 2, 3 0 675,000 0
LYFT INC NOTE 1.500% 5/1 55087PAB0 24,951 20,000,000 PRN   DFND 1, 2, 3 0 20,000,000 0
LYFT INC CL A COM 55087P104 7,680 200,000 SH   DFND   0 200,000 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 23,848 17,000,000 PRN   DFND 1, 2, 3 0 17,000,000 0
MICROSTRATEGY INC NOTE 2/1 594972AE1 10,735 15,000,000 PRN   DFND 1, 2, 3 0 15,000,000 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 2,658 1,930,000 PRN   DFND 1, 2, 3 0 1,930,000 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 35,412 16,329,000 PRN   DFND 1, 2, 3 0 16,329,000 0
MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 238 24,300 SH   DFND 1, 2, 3 0 24,300 0
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 28,043 18,099,000 PRN   DFND 1, 2, 3 0 18,099,000 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 47,711 26,312,000 PRN   DFND 1, 2, 3 0 26,312,000 0
NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 7 17,607 SH   DFND 1, 2, 3 0 17,607 0
NEW VISTA ACQUISITION CORP CL A SHS G6529L105 517 52,821 SH   DFND 1, 2, 3 0 52,821 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 35,460 13,495,000 PRN   DFND 1, 2, 3 0 13,495,000 0
NORTONLIFELOCK INC NOTE 2.000% 8/1 668771AB4 52,554 40,000,000 PRN   DFND 1, 2, 3 0 40,000,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 83,371 39,500,000 PRN   DFND 1, 2, 3 0 39,500,000 0
PANACEA ACQUISITION CORP II CL A SHS G6882C106 582 59,681 SH   DFND 1, 2, 3 0 59,681 0
PATHFINDER ACQUISITION CORP *W EXP 02/19/202 G04119122 46 127,123 SH   DFND 1, 2, 3 0 127,123 0
PATHFINDER ACQUISITION CORP CL A G04119106 8,279 845,619 SH   DFND 1, 2, 3 0 845,619 0
PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 53 140,000 SH   DFND 1, 2, 3 0 140,000 0
PERIDOT ACQUISITION CORP II SHS CL A G7008B105 8,949 915,000 SH   DFND 1, 2, 3 0 915,000 0
PETIQ INC NOTE 4.000% 6/0 71639TAB2 16,426 14,328,000 PRN   DFND 1, 2, 3 0 14,328,000 0
PING IDENTITY HLDG CORP COM 72341T103 15,772 575,000 SH   DFND   0 575,000 0
PORTAGE FINTECH ACQUISITN CO *W EXP 07/08/202 G7185D114 76 162,502 SH   DFND 1, 2, 3 0 162,502 0
PORTAGE FINTECH ACQUISITN CO CLASS A ORD SHS G7185D106 4,782 487,506 SH   DFND 1, 2, 3 0 487,506 0
POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 84 150,000 SH   DFND 1, 2, 3 0 150,000 0
POST HOLDINGS PARTNERING COR COM SER A 737465104 4,401 450,000 SH   DFND 1, 2, 3 0 450,000 0
PRECIGEN INC NOTE 3.500% 7/0 46122TAA0 5,379 6,550,000 PRN   DFND 1, 2, 3 0 6,550,000 0
REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114 86 375,000 SH   DFND 1, 2, 3 0 375,000 0
REVELSTONE CAPITAL ACQSTN CO CLASS A COM 76137R106 7,335 750,000 SH   DFND 1, 2, 3 0 750,000 0
ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 92 225,164 SH   DFND 1, 2, 3 0 225,164 0
ROSS ACQUISITION CORP II SHS CL A G7641C106 9,697 987,493 SH   DFND 1, 2, 3 0 987,493 0
SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 79 183,333 SH   DFND 1, 2, 3 0 183,333 0
SANDBRIDGE X2 CORP COM CLASS A 799792106 5,363 550,000 SH   DFND 1, 2, 3 0 550,000 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 29,538 21,400,000 PRN   DFND 1, 2, 3 0 21,400,000 0
SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 41 132,550 SH   DFND 1, 2, 3 0 132,550 0
SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 5,191 530,200 SH   DFND 1, 2, 3 0 530,200 0
SKILLSOFT CORP *W EXP 06/11/202 83066P119 484 417,586 SH   DFND 1, 2, 3 0 417,586 0
SLAM CORP *W EXP 02/23/202 G8210L121 10 25,020 SH   DFND 1, 2, 3 0 25,020 0
SLAM CORP CL A SHS G8210L105 1,124 115,082 SH   DFND 1, 2, 3 0 115,082 0
SNAP INC NOTE 0.250% 5/0 83304AAD8 8,065 4,500,000 PRN   DFND 1, 2, 3 0 4,500,000 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 65,580 37,500,000 PRN   DFND 1, 2, 3 0 37,500,000 0
SNOWFLAKE INC CL A 833445109 22,913 100,000 SH   DFND   0 100,000 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 1,008 99,789 SH   DFND 1, 2, 3 0 99,789 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G82514103 505 50,554 SH   DFND 1, 2, 3 0 50,554 0
SONDER HOLDINGS INC *W EXP 01/31/202 83542D110 14 18,898 SH   DFND 1, 2, 3 0 18,898 0
SOUND POINT ACQUISITION CORP UNIT 02/25/2027 G8274F127 4,024 400,000 SH   DFND 1, 2, 3 0 400,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 15,038 12,500,000 PRN   DFND 1, 2, 3 0 12,500,000 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 8,566 10,000,000 PRN   DFND 1, 2, 3 0 10,000,000 0
SPRINKLR INC CL A 85208T107 3,483 292,731 SH   DFND   0 292,731 0
SUMMIT HEALTHCRE ACQUISTN CO *W EXP 06/03/202 G8566R110 46 187,500 SH   DFND 1, 2, 3 0 187,500 0
SUMMIT HEALTHCRE ACQUISTN CO CLASS A ORD SHS G8566R102 6,263 645,000 SH   DFND 1, 2, 3 0 645,000 0
SVF INVESTMENT CORP CL A SHS G8601L102 980 100,000 SH   DFND 1, 2, 3 0 100,000 0
TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 27 133,333 SH   DFND 1, 2, 3 0 133,333 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 11,464 1,171,000 SH   DFND 1, 2, 3 0 1,171,000 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 10,756 751,095 SH   DFND 1, 2, 3 0 751,095 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 7,512 524,561 SH   DFND 1, 2 0 524,561 0
TB SA ACQUISITION CORP *W EXP 03/25/202 G8657L121 34 116,666 SH   DFND 1, 2, 3 0 116,666 0
TB SA ACQUISITION CORP CLASS A ORD SHS G8657L105 3,423 350,000 SH   DFND 1, 2, 3 0 350,000 0
TCV ACQUISITION CORP CL A SHS G8704C124 4,880 500,000 SH   DFND 1, 2, 3 0 500,000 0
TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 70 216,666 SH   DFND 1, 2, 3 0 216,666 0
TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 10,471 1,073,982 SH   DFND 1, 2, 3 0 1,073,982 0
TECK RESOURCES LTD CL B 878742204 496 12,268 SH   DFND 1, 2, 3 0 12,268 0
THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 63 100,000 SH   DFND 1, 2, 3 0 100,000 0
THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 4,940 500,000 SH   DFND 1, 2, 3 0 500,000 0
TIO TECH A *W EXP 04/12/202 G8T10C114 73 249,999 SH   DFND 1, 2, 3 0 249,999 0
TIO TECH A CLASS A ORD SHS G8T10C106 7,348 750,600 SH   DFND 1, 2, 3 0 750,600 0
TPG PACE BENEFICIAL II CORP COMMON STOCK G89826104 4,910 500,000 SH   DFND 1, 2, 3 0 500,000 0
TUATARA CAPITAL ACQUISITN CO *W EXP 02/11/202 G9118J119 15 50,000 SH   DFND 1, 2, 3 0 50,000 0
TUATARA CAPITAL ACQUISITN CO CL A SHS G9118J101 988 100,000 SH   DFND 1, 2, 3 0 100,000 0
TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 27 104,978 SH   DFND 1, 2, 3 0 104,978 0
TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 3,852 394,300 SH   DFND 1, 2, 3 0 394,300 0
TWITTER INC NOTE 3/1 90184LAN2 4,237 5,000,000 PRN   DFND 1, 2, 3 0 5,000,000 0
TWO COM CL A G9152V101 3,912 400,000 SH   DFND 1, 2, 3 0 400,000 0
UIPATH INC CL A 90364P105 21,590 1,000,000 SH   DFND   0 1,000,000 0
UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 38,132 12,950,000 PRN   DFND 1, 2, 3 0 12,950,000 0
VALOR LATITUDE ACQUISITN COR *W EXP 04/02/202 G9460N122 30 100,000 SH   DFND 1, 2, 3 0 100,000 0
VALOR LATITUDE ACQUISITN COR CLASS A ORD SHS G9460N106 2,919 300,000 SH   DFND 1, 2, 3 0 300,000 0
VECTOR ACQUISITION CORP II CL A SHS G9460A104 10,983 1,125,330 SH   DFND 1, 2, 3 0 1,125,330 0
VIRGIN GROUP ACQUISIT CORP I *W EXP 03/13/202 G9460K128 57 150,000 SH   DFND 1, 2, 3 0 150,000 0
VIRGIN GROUP ACQUISIT CORP I SHS CL A G9460K102 7,395 750,000 SH   DFND 1, 2, 3 0 750,000 0
VIRGIN ORBIT HOLDINGS INC *W EXP 99/99/999 92771A119 123 88,183 SH   DFND 1, 2, 3 0 88,183 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 67 149,400 SH   DFND 1, 2, 3 0 149,400 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 30 64,098 SH   DFND 1, 2, 3 0 64,098 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 7,336 747,000 SH   DFND 1, 2, 3 0 747,000 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 3,150 320,488 SH   DFND 1, 2, 3 0 320,488 0
WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 10,013 4,000,000 PRN   DFND 1, 2, 3 0 4,000,000 0
WORLD QUANTUM GROWTH ACQUISI *W EXP 08/04/202 G5596W127 58 187,500 SH   DFND 1, 2, 3 0 187,500 0
WORLD QUANTUM GROWTH ACQUISI SHS CL A G5596W101 5,690 575,000 SH   DFND 1, 2, 3 0 575,000 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 38,362 15,000,000 PRN   DFND 1, 2, 3 0 15,000,000 0