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
8X8 INC NEW COM 282914100 3,464 148,099 SH   DFND 1 0 148,099 0
ABCELLERA BIOLOGICS INC COM 00288U106 501 25,000 SH   DFND 1 0 25,000 0
ADVANCED MICRO DEVICES INC COM 007903107 7,733 75,150 SH   DFND 1 0 75,150 0
ALCOA CORP COM 013872106 13,489 275,632 SH   DFND 1 0 275,632 0
ALIGN TECHNOLOGY INC COM 016255101 661 993 SH   DFND 1 0 993 0
ALPHABET INC CAP STK CL A 02079K305 14,362 5,372 SH   DFND 1 0 5,372 0
ALPHATEC HLDGS INC COM NEW 02081G201 299 24,516 SH   DFND 1 0 24,516 0
ALTIMAR ACQUISITION CORP II *W EXP 02/09/202 G03709121 53 50,000 SH   SOLE   50,000 0 0
ALTIMAR ACQUISITION CORP II SHS CL A G03709105 1,970 200,000 SH   SOLE   200,000 0 0
ALTIMAR ACQUISITION CORP III UNIT 99/99/9999 G0370U124 499 50,000 SH   SOLE   50,000 0 0
ALTIMETER GROWTH CORP 2 COM CL A G0371B109 1,088 110,000 SH   SOLE   110,000 0 0
AMAZON COM INC COM 023135106 3,298 1,004 SH   DFND 1 0 1,004 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 78,093 51,000,000 PRN   DFND 1 0 51,000,000 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,203 58,645 SH   DFND 1 0 58,645 0
ANGEL POND HOLDINGS CORP UNIT 99/99/9999 G0447J110 4,950 500,000 SH   SOLE   500,000 0 0
APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 28 30,000 SH   SOLE   30,000 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1,466 150,000 SH   SOLE   150,000 0 0
APTIV PLC SHS G6095L109 2,696 18,100 SH   DFND 1 0 18,100 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 3,512 116,452 SH   DFND 1 0 116,452 0
ARCTOS NORTHSTAR ACQUIS CORP *W EXP 99/99/999 G0477L126 37 50,000 SH   SOLE   50,000 0 0
ARCTOS NORTHSTAR ACQUIS CORP SHS CL A G0477L100 1,950 200,000 SH   SOLE   200,000 0 0
ARDAGH METAL PACKAGING S A *W EXP 08/04/202 L02235114 172 80,000 SH   SOLE   80,000 0 0
AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 4,263 5,000,000 PRN   DFND 1 0 5,000,000 0
BAOZUN INC NOTE 1.625% 5/0 06684LAB9 7,942 8,500,000 PRN   DFND 1 0 8,500,000 0
BEAM THERAPEUTICS INC COM 07373V105 3,517 40,418 SH   DFND 1 0 40,418 0
BIGCOMMERCE HLDGS INC COM SER 1 08975P108 1,241 24,500 SH   DFND 1 0 24,500 0
BILIBILI INC NOTE 1.250% 6/1 090040AD8 17,094 9,500,000 PRN   DFND 1 0 9,500,000 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 41,168 15,050,000 PRN   DFND 1 0 15,050,000 0
BK OF AMERICA CORP COM 060505104 20,839 490,912 SH   DFND 1 0 490,912 0
BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 165 133,333 SH   SOLE   133,333 0 0
BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 3,924 400,000 SH   SOLE   400,000 0 0
CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 1,489 150,100 SH   SOLE   150,100 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 8,461 338,300 SH   DFND 1 0 338,300 0
CARRIER GLOBAL CORPORATION COM 14448C104 7,055 136,300 SH   DFND 1 0 136,300 0
CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 88 133,333 SH   SOLE   133,333 0 0
CATCHA INVESTMENT CORP SHS CL A G1962Y102 2,925 300,000 SH   SOLE   300,000 0 0
CATERPILLAR INC COM 149123101 6,897 35,925 SH   DFND 1 0 35,925 0
CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 76 75,000 SH   SOLE   75,000 0 0
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 982 100,000 SH   SOLE   100,000 0 0
CC NEUBERGER PRINCIPAL HOLDN SHS CL A G1992N100 244 25,000 SH   SOLE   25,000 0 0
CHEGG INC COM 163092109 6,543 96,187 SH   DFND 1 0 96,187 0
CHURCHILL CAPITAL CORP VI COM CL A 17143W101 234 23,913 SH   SOLE   23,913 0 0
CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 92 100,000 SH   SOLE   100,000 0 0
CHURCHILL CAPITAL CORP VII COM CL A 17144M102 6,991 719,281 SH   SOLE   719,281 0 0
CITIGROUP INC COM NEW 172967424 9,293 132,422 SH   DFND 1 0 132,422 0
CLARIVATE PLC ORD SHS G21810109 3,285 150,000 SH   DFND 1 0 150,000 0
CLARIVATE PLC ORD SHS G21810109 6,636 303,000 SH Call DFND 1 0 303,000 0
CLEVELAND-CLIFFS INC NEW COM 185899101 5,875 296,573 SH   DFND 1 0 296,573 0
CNH INDL N V SHS N20944109 3,994 240,470 SH   DFND 1 0 240,470 0
CONX CORP *W EXP 10/30/202 212873111 144 125,000 SH   SOLE   125,000 0 0
CONX CORP COM CL A 212873103 2,940 300,000 SH   SOLE   300,000 0 0
CUMMINS INC COM 231021106 5,687 25,325 SH   DFND 1 0 25,325 0
CYMABAY THERAPEUTICS INC COM 23257D103 110 30,000 SH   DFND 1 0 30,000 0
DANAHER CORPORATION COM 235851102 2,009 6,600 SH   DFND 1 0 6,600 0
DELTA AIR LINES INC DEL COM NEW 247361702 6,093 143,000 SH   DFND 1 0 143,000 0
DHC ACQUISITION CORP *W EXP 02/25/202 G2758T117 12 16,666 SH   SOLE   16,666 0 0
DHC ACQUISITION CORP CLASS A ORD SHS G2758T109 489 50,000 SH   SOLE   50,000 0 0
DIDI GLOBAL INC SPONSORED ADS 23292E108 5,208 668,576 SH   SOLE   668,576 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 8,292 8,000,000 PRN   DFND 1 0 8,000,000 0
DISNEY WALT CO COM 254687106 5,532 32,700 SH   DFND 1 0 32,700 0
EATON CORP PLC SHS G29183103 4,569 30,600 SH   DFND 1 0 30,600 0
ELASTIC N V ORD SHS N14506104 2,193 14,721 SH   DFND 1 0 14,721 0
ETSY INC COM 29786A106 1,373 6,600 SH   DFND 1 0 6,600 0
FACEBOOK INC CL A 30303M102 18,532 54,603 SH   DFND 1 0 54,603 0
FEDEX CORP COM 31428X106 3,581 16,330 SH   DFND 1 0 16,330 0
FORTRESS VALUE ACQUIS CORP I *W EXP 12/31/202 34964G115 24 30,000 SH   SOLE   30,000 0 0
FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 1,463 150,000 SH   SOLE   150,000 0 0
FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 35 43,750 SH   SOLE   43,750 0 0
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 3,409 350,000 SH   SOLE   350,000 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 4,088 4,000,000 PRN   DFND 1 0 4,000,000 0
FREEPORT-MCMORAN INC CL B 35671D857 27,619 849,047 SH   DFND 1 0 849,047 0
GENERAL MTRS CO COM 37045V100 3,189 60,500 SH   DFND 1 0 60,500 0
GINKGO BIOWORKS HOLDINGS INC *W EXP 08/01/202 37611X118 308 90,997 SH   SOLE   90,997 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 19,853 20,000,000 PRN   DFND 1 0 20,000,000 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,483 22,441 SH   DFND 1 0 22,441 0
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 26 23,196 SH   SOLE   23,196 0 0
GORES HLDGS VIII INC CL A 382863108 1,828 185,571 SH   SOLE   185,571 0 0
GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 13 11,420 SH   SOLE   11,420 0 0
GORES HOLDINGS VII INC COM CL A 38286T101 900 91,360 SH   SOLE   91,360 0 0
GORES METROPOULOS II INC *W EXP 01/31/202 382873115 166 97,412 SH   SOLE   97,412 0 0
GORES METROPOULOS II INC CL A 382873107 4,812 487,061 SH   SOLE   487,061 0 0
GORES TECHNOLOGY PARTNERS II CLASS A COM 38287L107 392 40,000 SH   SOLE   40,000 0 0
GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 196 20,000 SH   SOLE   20,000 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 2,461 60,500 SH   DFND 1 0 60,500 0
HAYMAKER ACQUISITION CORP II *W EXP 03/04/202 42087R116 15 18,750 SH   SOLE   18,750 0 0
HAYMAKER ACQUISITION CORP II CLASS A COM 42087R108 730 75,000 SH   SOLE   75,000 0 0
HELLO GROUP INC NOTE 1.250% 7/0 60879BAB3 2,113 2,500,000 PRN   SOLE   2,500,000 0 0
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 14,926 14,672,000 PRN   DFND 1 0 14,672,000 0
HH&L ACQUISITION CO *W EXP 02/04/202 G39714129 139 300,000 SH   SOLE   300,000 0 0
HH&L ACQUISITION CO SHS CL A G39714103 5,832 600,000 SH   SOLE   600,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 3,834 172,300 SH   SOLE   172,300 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 3,582 26,700 SH   DFND 1 0 26,700 0
ION ACQUISITION CORP 2 LTD SHS CL A G49393104 248 25,000 SH   SOLE   25,000 0 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 17,499 20,000,000 PRN   DFND 1 0 20,000,000 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 37,758 38,355,000 PRN   DFND 1 0 38,355,000 0
IQIYI INC NOTE 4.000%12/1 46267XAE8 4,613 5,500,000 PRN   DFND 1 0 5,500,000 0
ISOS ACQUISITION CORPORATION UNIT 99/99/9999 G4962C120 1,046 100,000 SH   SOLE   100,000 0 0
JAMF HLDG CORP COM 47074L105 1,302 33,800 SH   DFND 1 0 33,800 0
JPMORGAN CHASE & CO COM 46625H100 16,574 101,255 SH   DFND 1 0 101,255 0
KB HOME COM 48666K109 2,687 69,029 SH   DFND 1 0 69,029 0
KENSINGTON CAPITAL ACQUISITI *W EXP 02/23/202 49006L112 22 19,125 SH   SOLE   19,125 0 0
KENSINGTON CAPITAL ACQUISITI COM CL A 49006L104 633 76,500 SH   SOLE   76,500 0 0
KKR ACQUISITION HOLDING I CO *W EXP 99/99/999 48253T117 120 125,000 SH   SOLE   125,000 0 0
KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 4,875 500,000 SH   SOLE   500,000 0 0
LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 12 15,000 SH   SOLE   15,000 0 0
LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 730 75,000 SH   SOLE   75,000 0 0
LENNAR CORP CL A 526057104 5,080 54,224 SH   DFND 1 0 54,224 0
LILLY ELI & CO COM 532457108 1,687 7,300 SH   DFND 1 0 7,300 0
LYFT INC CL A COM 55087P104 26,382 492,285 SH   DFND 1 0 492,285 0
MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 2,209 45,000 SH   DFND 1 0 45,000 0
MARKETAXESS HLDGS INC COM 57060D108 496 1,178 SH   DFND 1 0 1,178 0
MARTIN MARIETTA MATLS INC COM 573284106 4,292 12,560 SH   DFND 1 0 12,560 0
MODERNA INC COM 60770K107 1,170 3,041 SH   DFND 1 0 3,041 0
MORGAN STANLEY COM NEW 617446448 13,361 137,304 SH   DFND 1 0 137,304 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 93,308 43,500,000 PRN   DFND 1 0 43,500,000 0
NETFLIX INC COM 64110L106 1,626 2,664 SH   DFND 1 0 2,664 0
NEW FRONTIER HEALTH CORP *W EXP 11/30/202 G6461G114 489 169,439 SH   SOLE   169,439 0 0
NIKE INC CL B 654106103 2,382 16,400 SH   DFND 1 0 16,400 0
NORTHERN GENESIS ACQU CORP I *W EXP 12/31/202 66516W115 125 125,000 SH   SOLE   125,000 0 0
NORTHERN GENESIS ACQU CORP I COM 66516W107 4,873 500,000 SH   SOLE   500,000 0 0
NORTHERN GENESIS ACQUISITION *W EXP 01/15/202 66516U119 178 166,666 SH   SOLE   166,666 0 0
NORTHERN GENESIS ACQUISITION COMMON STOCK 66516U101 4,965 500,000 SH   SOLE   500,000 0 0
NORTHERN STAR INVEST CORP II UNIT 02/25/2028 66574L209 1,106 112,121 SH   SOLE   112,121 0 0
NORTHERN STAR INVEST CORP IV *W EXP 02/25/202 66575B119 18 19,667 SH   SOLE   19,667 0 0
NORTHERN STAR INVEST CORP IV COM CL A 66575B101 1,156 118,004 SH   SOLE   118,004 0 0
OAKTREE ACQUISITION CORP II *W EXP 09/15/202 G6715X111 23 25,000 SH   SOLE   25,000 0 0
OAKTREE ACQUISITION CORP II CL A SHS G6715X103 980 100,000 SH   SOLE   100,000 0 0
PATHFINDER ACQUISITION CORP *W EXP 02/19/202 G04119122 45 47,640 SH   SOLE   47,640 0 0
PATHFINDER ACQUISITION CORP CL A G04119106 2,353 238,200 SH   SOLE   238,200 0 0
PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 16 20,000 SH   SOLE   20,000 0 0
PERIDOT ACQUISITION CORP II SHS CL A G7008B105 971 100,000 SH   SOLE   100,000 0 0
PERRIGO CO PLC SHS G97822103 331 7,000 SH   DFND 1 0 7,000 0
PINDUODUO INC NOTE 12/0 722304AC6 2,314 2,500,000 PRN   DFND 1 0 2,500,000 0
PIVOTAL INVESTMENT CORP III COM CL A 72582M106 479 49,184 SH   SOLE   49,184 0 0
PLUG POWER INC NOTE 3.750% 6/0 72919PAD5 153,093 30,000,000 PRN   DFND 1 0 30,000,000 0
PORCH GROUP INC COM 733245104 1,709 96,642 SH   DFND 1 0 96,642 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 1,156 20,608 SH   DFND 1 0 20,608 0
PULTE GROUP INC COM 745867101 2,820 61,421 SH   DFND 1 0 61,421 0
QUANTUMSCAPE CORP COM CL A 74767V109 2,076 84,600 SH   DFND 1 0 84,600 0
RECHARGE ACQUISITION CORP *W EXP 10/05/202 756229118 91 142,000 SH   SOLE   142,000 0 0
RECHARGE ACQUISITION CORP COM CL A 756229100 3,117 314,897 SH   SOLE   314,897 0 0
SCION TECH GROWTH II CL A SHS G31070108 195 20,000 SH   SOLE   20,000 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 10,126 10,000,000 PRN   DFND 1 0 10,000,000 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 2,802 51,200 SH   DFND 1 0 51,200 0
SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 2,540 91,100 SH   DFND 1 0 91,100 0
SLAM CORP *W EXP 02/23/202 G8210L121 113 125,000 SH   SOLE   125,000 0 0
SPARTAN ACQUISITION CORP III *W EXP 02/04/202 84677R114 37 33,500 SH   SOLE   33,500 0 0
SPARTAN ACQUISITION CORP III COM CL A 84677R106 1,324 134,000 SH   SOLE   134,000 0 0
SUPERNOVA PARTNERS ACQUISTN *W EXP 99/99/999 G8T86C121 23 28,750 SH   SOLE   28,750 0 0
SUPERNOVA PARTNERS ACQUISTN SHS CL A G8T86C105 1,121 115,000 SH   SOLE   115,000 0 0
TESLA INC COM 88160R101 9,461 12,200 SH   DFND 1 0 12,200 0
THE LION ELECTRIC COMPANY *W EXP 05/06/202 536221112 3,448 971,341 SH   DFND 1 0 971,341 0
TILRAY INC COM CL 2 88688T100 4,516 400,000 SH Call DFND 1 0 400,000 0
UNITED AIRLS HLDGS INC COM 910047109 6,084 127,900 SH   DFND 1 0 127,900 0
UNITED PARCEL SERVICE INC CL B 911312106 4,279 23,500 SH   DFND 1 0 23,500 0
UNITED STATES STL CORP NEW COM 912909108 5,574 253,728 SH   DFND 1 0 253,728 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,886 10,400 SH   DFND 1 0 10,400 0
VULCAN MATLS CO COM 929160109 1,590 9,400 SH   DFND 1 0 9,400 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1,766 6,752 SH   DFND 1 0 6,752 0