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 9,764 13,850,000 PRN   DFND 1,2,3 0 13,850,000 0
7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 21 150,246 SH   DFND 1,2,3 0 150,246 0
7 ACQUISITION CORPORATION SHS CL A G80694105 2,025 200,492 SH   DFND 1,2,3 0 200,492 0
ACCELERATE ACQUISITION CORP *W EXP 03/15/202 00439D110 14 200,000 SH   DFND 1,2,3 0 200,000 0
AGILE GROWTH CORP *W EXP 03/09/202 G01202111 12 185,544 SH   DFND 1,2,3 0 185,544 0
AHREN ACQUISITION CORP *W EXP 12/09/202 G01322125 47 375,000 SH   DFND 1,2,3 0 375,000 0
AHREN ACQUISITION CORP CLASS A ORD SHS G01322109 3,518 350,000 SH   DFND 1,2,3 0 350,000 0
ALBEMARLE CORP COM 012653101 842 3,185 SH   DFND 1,2,3 0 3,185 0
ALPHA HEALTHCARE ACQU CORP I *W EXP 04/01/202 02073F112 22 75,000 SH   DFND 1,2,3 0 75,000 0
ANTERO RESOURCES CORP NOTE 4.250% 9/0 03674XAM8 17,606 2,500,000 PRN   DFND 1,2,3 0 2,500,000 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 3 29,824 SH   DFND 1,2,3 0 29,824 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1,472 149,123 SH   DFND 1,2,3 0 149,123 0
ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 5 100,000 SH   DFND 1,2,3 0 100,000 0
ATI INC NOTE 3.500% 6/1 01741RAK8 11,930 6,500,000 PRN   DFND 1,2,3 0 6,500,000 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 1,840 2,000,000 PRN   DFND 1,2,3 0 2,000,000 0
AURORA INNOVATION INC *W EXP 11/03/202 051774115 6 12,500 SH   DFND 1,2,3 0 12,500 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 13 125,000 SH   DFND 1,2,3 0 125,000 0
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 8 81,250 SH   DFND 1,2,3 0 81,250 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 6,504 3,039,381 SH   DFND   0 3,039,381 0
BALLYS CORPORATION COM 05875B106 11,703 592,271 SH   DFND 1,2,3 0 592,271 0
BALLYS CORPORATION COM 05875B106 8,057 407,729 SH   DFND 1,2 0 407,729 0
BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 10 125,000 SH   DFND 1,2,3 0 125,000 0
BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117 4 25,000 SH   DFND 1,2,3 0 25,000 0
BLACK SPADE ACQUISITION CO *W EXP 99/99/999 G11537118 19 162,500 SH   DFND 1,2,3 0 162,500 0
Allego N V *W EXP 03/16/202 N0796A118 11 24,328 SH   DFND 1,2,3 0 24,328 0
BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 1 16,639 SH   DFND 1,2,3 0 16,639 0
BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 495 50,004 SH   DFND 1,2,3 0 50,004 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 5,974 10,000,000 PRN   DFND 1,2,3 0 10,000,000 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 671 66,889 SH   DFND 1,2,3 0 66,889 0
BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 42 425,000 SH   DFND 1,2,3 0 425,000 0
CATALYST PARTNRS ACQUISITN C *W EXP 05/12/202 G19550121 6 50,000 SH   DFND 1,2,3 0 50,000 0
CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 6 135,956 SH   DFND 1,2,3 0 135,956 0
CAZOO GROUP LTD COM G2007L105 2,146 4,665,129 SH   DFND 1,2,3 0 4,665,129 0
CAZOO GROUP LTD COM G2007L105 1,412 3,070,091 SH   DFND 1,2 0 3,070,091 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167172 31,841 417,255 SH   DFND 1,2,3 0 417,255 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167164 91,055 1,133,303 SH   DFND 1,2,3 0 1,133,303 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167180 9,033 123,265 SH   DFND 1,2,3 0 123,265 0
CHURCHILL CAPITAL CORP V COM CL A 17144T107 776 78,396 SH   DFND 1,2,3 0 78,396 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 7 54,501 SH   DFND 1,2,3 0 54,501 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102 2,679 272,508 SH   DFND 1,2,3 0 272,508 0
CIIG CAPITAL PARTNERS II INC *W EXP 02/28/202 12561U117 8 75,000 SH   DFND 1,2,3 0 75,000 0
COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 23,246 34,625,000 PRN   DFND 1,2,3 0 34,625,000 0
COLLIERS INTL GROUP INC NOTE 4.000% 6/0 194693AB3 2,525 1,500,000 PRN   DFND 1,2,3 0 1,500,000 0
COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 247 25,000 SH   DFND 1,2,3 0 25,000 0
CONX CORP COM CL A 212873103 1,042 104,242 SH   DFND 1,2,3 0 104,242 0
CORENERGY INFRASTRUCTURE TR NOTE 5.875% 8/1 21870UAC0 7,159 9,773,000 PRN   DFND 1,2,3 0 9,773,000 0
CORSAIR PARTNERING CORP *W EXP 07/06/202 G2540H116 14 166,666 SH   DFND 1,2,3 0 166,666 0
CROWDSTRIKE HLDGS INC CL A 22788C105 16,481 100,000 SH   DFND   0 100,000 0
CUTERA INC NOTE 2.250% 3/1 232109AB4 11,788 7,750,000 PRN   DFND 1,2,3 0 7,750,000 0
DHB CAPITAL CORP *W EXP 03/31/202 23291W117 9 174,257 SH   DFND 1,2,3 0 174,257 0
DHB CAPITAL CORP CL A COM 23291W109 5,779 587,267 SH   DFND 1,2,3 0 587,267 0
EAGLE BULK SHIPPING INC NOTE 5.000% 8/0 269442AB5 11,693 8,031,000 PRN   DFND 1,2,3 0 8,031,000 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 92,913 56,000,000 PRN   DFND 1,2,3 0 56,000,000 0
ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 8 100,000 SH   DFND 1,2,3 0 100,000 0
FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 30 150,000 SH   DFND 1,2,3 0 150,000 0
FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 976 98,539 SH   DFND 1,2,3 0 98,539 0
FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 23 133,449 SH   DFND 1,2,3 0 133,449 0
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 1,154 117,295 SH   DFND 1,2,3 0 117,295 0
FREELINE THERAPEUTICS HLDGS SPONSORED ADS 35655L107 2,800 4,000,000 SH   DFND   0 4,000,000 0
FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 13 150,000 SH   DFND 1,2,3 0 150,000 0
FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 7,990 805,000 SH   DFND 1,2,3 0 805,000 0
G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 8 100,000 SH   DFND 1,2,3 0 100,000 0
G SQUARED ASCEND I INC SHS CL A G4204R109 7,444 750,000 SH   DFND 1,2,3 0 750,000 0
G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 11 108,333 SH   DFND 1,2,3 0 108,333 0
GEO GROUP INC NEW COM 36162J106 193 25,000 SH Call DFND 1,2,3 0 25,000 0
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 84 25,553 SH   DFND 1,2,3 0 25,553 0
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 23 24,262 SH   DFND 1,2,3 0 24,262 0
GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 9 77,962 SH   DFND 1,2,3 0 77,962 0
GORES HOLDINGS VII INC COM CL A 38286T101 1,001 101,500 SH   DFND 1,2,3 0 101,500 0
GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 14 88,184 SH   DFND 1,2,3 0 88,184 0
GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 6 21,234 SH   DFND 1,2,3 0 21,234 0
GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 1,043 106,170 SH   DFND 1,2,3 0 106,170 0
GROVE COLLABORATIVE HOLD INC *W EXP 06/16/202 39957D110 38 150,000 SH   DFND 1,2,3 0 150,000 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5 26,731 36,401,000 PRN   DFND 1,2,3 0 36,401,000 0
HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 36 250,000 SH   DFND 1,2,3 0 250,000 0
HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 32 287,500 SH   DFND 1,2,3 0 287,500 0
HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 118 11,915 SH   DFND 1,2,3 0 11,915 0
HERTZ GLOBAL HLDGS INC *W EXP 06/30/205 42806J148 11,966 1,344,528 SH   DFND 1,2,3 0 1,344,528 0
HESKA CORP NOTE 3.750% 9/1 42805EAB4 5,851 5,250,000 PRN   DFND 1,2,3 0 5,250,000 0
HUDBAY MINERALS INC COM 443628102 432 107,437 SH   DFND 1,2,3 0 107,437 0
INDEPENDENCE HOLDINGS CORP *W EXP 03/31/202 G4761A127 11 120,000 SH   DFND 1,2,3 0 120,000 0
INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 1,177 2,000,000 PRN   DFND 1,2,3 0 2,000,000 0
INTEGRA RES CORP COM NEW 45826T301 494 919,179 SH   DFND 1,2,3 0 919,179 0
JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 14 75,000 SH   DFND 1,2,3 0 75,000 0
JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 2 24,121 SH   DFND 1,2,3 0 24,121 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 959 96,487 SH   DFND 1,2,3 0 96,487 0
KKR ACQUISITION HOLDING I CO *W EXP 03/17/202 48253T117 25 206,200 SH   DFND 1,2,3 0 206,200 0
KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 1,228 124,802 SH   DFND 1,2,3 0 124,802 0
LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 18 100,000 SH   DFND 1,2,3 0 100,000 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 2 33,075 SH   DFND 1,2,3 0 33,075 0
LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 1,641 165,380 SH   DFND 1,2,3 0 165,380 0
LYFT INC CL A COM 55087P104 28,974 2,200,000 SH   DFND   0 2,200,000 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 12,797 17,000,000 PRN   DFND 1,2,3 0 17,000,000 0
MICROSTRATEGY INC NOTE 2/1 594972AE1 3,409 7,500,000 PRN   DFND 1,2,3 0 7,500,000 0
MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 241 24,300 SH   DFND 1,2,3 0 24,300 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 29,984 26,312,000 PRN   DFND 1,2,3 0 26,312,000 0
NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 1 17,607 SH   DFND 1,2,3 0 17,607 0
NEW VISTA ACQUISITION CORP CL A SHS G6529L105 525 52,821 SH   DFND 1,2,3 0 52,821 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 30,543 13,495,000 PRN   DFND 1,2,3 0 13,495,000 0
OKTA INC CL A 679295105 3,981 70,000 SH   DFND   0 70,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 51,659 30,500,000 PRN   DFND 1,2,3 0 30,500,000 0
PANACEA ACQUISITION CORP II CL A SHS G6882C106 585 59,681 SH   DFND 1,2,3 0 59,681 0
PATHFINDER ACQUISITION CORP *W EXP 02/19/202 G04119122 3 127,123 SH   DFND 1,2,3 0 127,123 0
PATHFINDER ACQUISITION CORP CL A G04119106 7,308 735,615 SH   DFND 1,2,3 0 735,615 0
PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 17 140,000 SH   DFND 1,2,3 0 140,000 0
PORTAGE FINTECH ACQUISITN CO *W EXP 07/08/202 G7185D114 33 162,502 SH   DFND 1,2,3 0 162,502 0
POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 16 150,000 SH   DFND 1,2,3 0 150,000 0
PRENETICS GLOBAL LTD *W EXP 05/18/202 G72245114 49 108,333 SH   DFND 1,2,3 0 108,333 0
REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114 38 375,000 SH   DFND 1,2,3 0 375,000 0
ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 18 225,164 SH   DFND 1,2,3 0 225,164 0
ROSS ACQUISITION CORP II SHS CL A G7641C106 1,491 150,493 SH   DFND 1,2,3 0 150,493 0
SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 9 183,333 SH   DFND 1,2,3 0 183,333 0
SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 7 132,550 SH   DFND 1,2,3 0 132,550 0
SKILLSOFT CORP *W EXP 06/11/202 83066P119 90 450,630 SH   DFND 1,2,3 0 450,630 0
SLAM CORP *W EXP 02/23/202 G8210L121 2 25,020 SH   DFND 1,2,3 0 25,020 0
SLAM CORP CL A SHS G8210L105 1,140 115,082 SH   DFND 1,2,3 0 115,082 0
SNOWFLAKE INC CL A 833445109 8,498 50,000 SH   DFND   0 50,000 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 998 99,789 SH   DFND 1,2,3 0 99,789 0
SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G82514103 506 50,554 SH   DFND 1,2,3 0 50,554 0
SONDER HOLDINGS INC *W EXP 01/31/202 83542D110 3 18,898 SH   DFND 1,2,3 0 18,898 0
SOUND POINT ACQUISITION CORP *W EXP 02/25/202 G8274F119 31 200,000 SH   DFND 1,2,3 0 200,000 0
SOUND POINT ACQUISITION CORP CLASS A ORD SHS G8274F101 4,076 400,000 SH   DFND 1,2,3 0 400,000 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 5,780 7,275,000 PRN   DFND 1,2,3 0 7,275,000 0
SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116 3 50,000 SH   DFND 1,2,3 0 50,000 0
SPRINKLR INC CL A 85208T107 18,440 2,000,000 SH   DFND   0 2,000,000 0
SUMMIT HEALTHCRE ACQUISTN CO *W EXP 06/03/202 G8566R110 28 187,500 SH   DFND 1,2,3 0 187,500 0
SVF INVESTMENT CORP CL A SHS G8601L102 996 100,000 SH   DFND 1,2,3 0 100,000 0
TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 3 133,333 SH   DFND 1,2,3 0 133,333 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 13,061 1,006,984 SH   DFND 1,2,3 0 1,006,984 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 8,766 675,850 SH   DFND 1,2 0 675,850 0
TB SA ACQUISITION CORP *W EXP 03/25/202 G8657L121 6 116,666 SH   DFND 1,2,3 0 116,666 0
TCV ACQUISITION CORP CL A SHS G8704C124 8,820 900,000 SH   DFND 1,2,3 0 900,000 0
TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 13 216,666 SH   DFND 1,2,3 0 216,666 0
TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 5,631 573,982 SH   DFND 1,2,3 0 573,982 0
TECK RESOURCES LTD CL B 878742204 863 28,388 SH   DFND 1,2,3 0 28,388 0
THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 9 100,000 SH   DFND 1,2,3 0 100,000 0
THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 4,865 500,000 SH   DFND 1,2,3 0 500,000 0
TIO TECH A *W EXP 04/12/202 G8T10C114 19 249,999 SH   DFND 1,2,3 0 249,999 0
TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 5 104,978 SH   DFND 1,2,3 0 104,978 0
UIPATH INC CL A 90364P105 25,220 2,000,000 SH   DFND   0 2,000,000 0
UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 31,242 20,000,000 PRN   DFND 1,2,3 0 20,000,000 0
VALOR LATITUDE ACQUISITN COR *W EXP 04/02/202 G9460N122 12 100,000 SH   DFND 1,2,3 0 100,000 0
VIRGIN ORBIT HOLDINGS INC *W EXP 99/99/999 92771A119 24 81,773 SH   DFND 1,2,3 0 81,773 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 9 149,400 SH   DFND 1,2,3 0 149,400 0
WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 6 64,098 SH   DFND 1,2,3 0 64,098 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 1,458 147,000 SH   DFND 1,2,3 0 147,000 0
WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 699 70,488 SH   DFND 1,2,3 0 70,488 0
WORLD QUANTUM GROWTH ACQUISI *W EXP 08/04/202 G5596W127 9 187,500 SH   DFND 1,2,3 0 187,500 0
WORLD QUANTUM GROWTH ACQUISI SHS CL A G5596W101 5,773 575,000 SH   DFND 1,2,3 0 575,000 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 42,824 15,000,000 PRN   DFND 1,2,3 0 15,000,000 0