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
3D SYSTEMS CORP CONVERTIBLE BOND 88554DAD8   2,948,712 4,056,000 PRN   DFND 1,2 4,056,000 0 0
8X8 INC CONVERTIBLE BOND 282914AB6   8,796,953 9,116,000 PRN   DFND 1,2 9,116,000 0 0
ACCOLADE INC CONVERTIBLE BOND 00437EAB8   9,466,395 11,337,000 PRN   DFND 1,2 11,337,000 0 0
AFFIRM HOLDINGS INC CONVERTIBLE BOND 00827BAB2   13,096,661 17,432,000 PRN   DFND 1,2 17,432,000 0 0
AIR TRANSPORT SERVICES GROUP INC CONVERTIBLE BOND 00922RAB1   4,452,973 4,655,000 PRN   DFND 1,2 4,655,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5   4,948,898 4,729,000 PRN   DFND 1,2 4,729,000 0 0
ALARM.COM HOLDINGS INC CONVERTIBLE BOND 011642AB1   22,851,224 26,296,000 PRN   DFND 1,2 26,296,000 0 0
ALNYLAM PHARMACEUTICALS INC CONVERTIBLE BOND 02043QAB3   2,318,750 2,500,000 PRN   DFND 1,2 2,500,000 0 0
ALPHATIME ACQUISITION CORP COMMON STOCK G0223V105   2,641,250 250,000 SH   DFND 1,2 250,000 0 0
ALPHAVEST ACQUISITION CORP COMMON STOCK G0283A108   1,586,250 150,000 SH   DFND 1,2 150,000 0 0
ALTERYX INC CONVERTIBLE BOND 02156BAD5   6,224,640 6,484,000 PRN   DFND 1,2 6,484,000 0 0
ALVOTECH SA WARRANT L01800116   7,793,333 4,666,667 SH   DFND 1,2 4,666,667 0 0
ALVOTECH SA COMMON STOCK L01800108   45,996,765 5,043,505 SH   DFND 1,2 5,043,505 0 0
AMERICAN AIRLINES GROUP INC CONVERTIBLE BOND 02376RAF9   2,572,800 2,400,000 PRN   DFND 1,2 2,400,000 0 0
ANGLOGOLD ASHANTI PLC COMMON STOCK G0378L100   85,775,340 5,428,819 SH   DFND 1,2 5,428,819 0 0
ANYWHERE REAL ESTATE INC CONVERTIBLE BOND 75606DAP6   1,536,120 2,008,000 PRN   DFND 1,2 2,008,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAC9   3,208,927 3,217,000 PRN   DFND 1,2 3,217,000 0 0
APOLLO SENIOR FLOATING RATE FUND INC COMMON STOCK 037636107   4,943,514 367,821 SH   DFND 1,2 367,821 0 0
AQUARON ACQUISITION CORP COMMON STOCK 03842W105   2,409,750 225,000 SH   DFND 1,2 225,000 0 0
ARRAY TECHNOLOGIES INC CONVERTIBLE BOND 04271TAB6   1,542,166 1,351,000 PRN   DFND 1,2 1,351,000 0 0
ATLANTICA SUSTAINABLE INFRASTRUCTURE JERSEY LTD CONVERTIBLE BOND 04916EAB0   4,559,195 4,983,000 PRN   DFND 1,2 4,983,000 0 0
AZUL SA COMMON STOCK 05501U106   13,579,501 1,580,850 SH   DFND 1,2 1,580,850 0 0
BANCO BRADESCO SA COMMON STOCK 059460303   90,465,061 31,742,126 SH   DFND 1,2 31,742,126 0 0
BANDWIDTH INC CONVERTIBLE BOND 05988JAB9   2,691,345 3,335,000 PRN   DFND 1,2 3,335,000 0 0
BANDWIDTH INC CONVERTIBLE BOND 05988JAD5   3,619,850 5,569,000 PRN   DFND 1,2 5,569,000 0 0
BATTALION OIL CORP COMMON STOCK 07134L107   18,601,256 3,009,912 SH   DFND 1,2 3,009,912 0 0
BAUSCH HEALTH COS INC COMMON STOCK 071734107   10,686,000 1,300,000 SH   DFND 1,2 1,300,000 0 0
BENTLEY SYSTEMS INC CONVERTIBLE BOND 08265TAD1   1,933,525 2,225,000 PRN   DFND 1,2 2,225,000 0 0
BERRY CORP COMMON STOCK 08579X101   30,315,400 3,697,000 SH   DFND 1,2 3,697,000 0 0
BILIBILI INC CONVERTIBLE BOND 090040AB2   2,472,317 2,491,000 PRN   DFND 1,2 2,491,000 0 0
BILIBILI INC CONVERTIBLE BOND 090040AF3   7,032,910 7,858,000 PRN   DFND 1,2 7,858,000 0 0
BLACKLINE INC CONVERTIBLE BOND 09239BAD1   9,384,952 10,834,000 PRN   DFND 1,2 10,834,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAE0   15,893,938 17,771,000 PRN   DFND 1,2 17,771,000 0 0
BLOCK INC CONVERTIBLE BOND 852234AJ2   2,384,760 2,839,000 PRN   DFND 1,2 2,839,000 0 0
BLOCK INC CONVERTIBLE BOND 852234AF0   3,786,114 4,058,000 PRN   DFND 1,2 4,058,000 0 0
BOX INC CONVERTIBLE BOND 10316TAB0   2,058,650 1,900,000 PRN   DFND 1,2 1,900,000 0 0
BRIDGEBIO PHARMA INC CONVERTIBLE BOND 10806XAD4   4,863,750 6,485,000 PRN   DFND 1,2 6,485,000 0 0
CABLE ONE INC CONVERTIBLE BOND 12685JAE5   21,633,378 26,286,000 PRN   DFND 1,2 26,286,000 0 0
CATERPILLAR INC COMMON STOCK 149123101   109,200,000 400,000 SH Put DFND 1,2 400,000 0 0
CBL & ASSOCIATES PROPERTIES INC COMMON STOCK 124830878   83,583,627 3,983,966 SH   DFND 1,2 3,983,966 0 0
CEMEX SAB DE CV COMMON STOCK 151290889   90,928,708 13,989,032 SH   DFND 1,2 13,989,032 0 0
CERIDIAN HCM HOLDING INC CONVERTIBLE BOND 15677JAD0   8,448,673 9,553,000 PRN   DFND 1,2 9,553,000 0 0
CETUS CAPITAL ACQUISITION CORP COMMON STOCK 15719Y105   1,778,200 170,000 SH   DFND 1,2 170,000 0 0
CHEESECAKE FACTORY INC/THE CONVERTIBLE BOND 163072AA9   3,370,718 4,055,000 PRN   DFND 1,2 4,055,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AD1   2,596,288 2,872,000 PRN   DFND 1,2 2,872,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AF6   12,051,900 15,304,000 PRN   DFND 1,2 15,304,000 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167735   603,615,784 7,000,067 SH   DFND 1,2 7,000,067 0 0
CLOUDFLARE INC CONVERTIBLE BOND 18915MAC1   5,518,169 6,454,000 PRN   DFND 1,2 6,454,000 0 0
COHERUS BIOSCIENCES INC CONVERTIBLE BOND 19249HAB9   6,312,425 10,306,000 PRN   DFND 1,2 10,306,000 0 0
COINBASE GLOBAL INC CONVERTIBLE BOND 19260QAB3   18,075,463 23,922,000 PRN   DFND 1,2 23,922,000 0 0
CONMED CORP CONVERTIBLE BOND 207410AH4   1,722,600 1,800,000 PRN   DFND 1,2 1,800,000 0 0
CRACKER BARREL OLD COUNTRY STORE INC CONVERTIBLE BOND 22410JAB2   3,707,910 4,464,000 PRN   DFND 1,2 4,464,000 0 0
CREDICORP LTD COMMON STOCK G2519Y108   37,088,905 289,825 SH   DFND 1,2 289,825 0 0
DAQO NEW ENERGY CORP COMMON STOCK 23703Q203   40,876,910 1,350,410 SH   DFND 1,2 1,350,410 0 0
DATADOG INC CONVERTIBLE BOND 23804LAB9   4,471,229 3,794,000 PRN   DFND 1,2 3,794,000 0 0
DIEBOLD NIXDORF INC COMMON STOCK 253651202   11,189,259 590,774 SH   DFND 1,2 590,774 0 0
DIGITALOCEAN HOLDINGS INC CONVERTIBLE BOND 25402DAB8   10,363,818 13,470,000 PRN   DFND 1,2 13,470,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAF6   12,774,137 18,995,000 PRN   DFND 1,2 18,995,000 0 0
DISTOKEN ACQUISITION CORP COMMON STOCK G27740110   1,311,250 125,000 SH   DFND 1,2 125,000 0 0
DOCUSIGN INC CONVERTIBLE BOND 256163AD8   14,373,155 14,592,000 PRN   DFND 1,2 14,592,000 0 0
EAGLE BULK SHIPPING INC CONVERTIBLE BOND 269442AA7   57,527,196 40,495,000 PRN   DFND 1,2 40,495,000 0 0
EATON VANCE FLOATING-RATE INCOME TRUST COMMON STOCK 278279104   4,301,446 349,427 SH   DFND 1,2 349,427 0 0
EATON VANCE SENIOR FLOATING-RATE TRUST COMMON STOCK 27828Q105   2,979,011 245,996 SH   DFND 1,2 245,996 0 0
ENPHASE ENERGY INC CONVERTIBLE BOND 29355AAK3   2,714,782 3,261,000 PRN   DFND 1,2 3,261,000 0 0
ETSY INC CONVERTIBLE BOND 29786AAJ5   4,273,800 4,190,000 PRN   DFND 1,2 4,190,000 0 0
ETSY INC CONVERTIBLE BOND 29786AAN6   3,775,323 4,948,000 PRN   DFND 1,2 4,948,000 0 0
EURONET WORLDWIDE INC CONVERTIBLE BOND 298736AL3   8,146,066 8,771,000 PRN   DFND 1,2 8,771,000 0 0
EVENTBRITE INC CONVERTIBLE BOND 29975EAD1   10,806,228 13,051,000 PRN   DFND 1,2 13,051,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1   4,088,630 4,493,000 PRN   DFND 1,2 4,493,000 0 0
EXPEDIA GROUP INC CONVERTIBLE BOND 30212PBE4   3,188,496 3,649,000 PRN   DFND 1,2 3,649,000 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6   6,787,885 7,202,000 PRN   DFND 1,2 7,202,000 0 0
FARFETCH LTD CONVERTIBLE BOND 30744WAD9   1,869,005 3,485,000 PRN   DFND 1,2 3,485,000 0 0
FASTLY INC CONVERTIBLE BOND 31188VAB6   3,122,157 3,641,000 PRN   DFND 1,2 3,641,000 0 0
FEUTUNE LIGHT ACQUISITION CORP COMMON STOCK 31561T102   3,574,450 335,000 SH   DFND 1,2 335,000 0 0
FINTECH ECOSYSTEM DEVELOPMENT CORP COMMON STOCK 318136108   4,792,500 450,000 SH   DFND 1,2 450,000 0 0
FIRST MAJESTIC SILVER CORP CONVERTIBLE BOND 32076VAD5   13,578,393 18,030,000 PRN   DFND 1,2 18,030,000 0 0
FIVERR INTERNATIONAL LTD CONVERTIBLE BOND 33835LAA3   9,188,082 10,538,000 PRN   DFND 1,2 10,538,000 0 0
FORD MOTOR CO CONVERTIBLE BOND 345370CZ1   8,442,137 8,549,000 PRN   DFND 1,2 8,549,000 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857   100,918,113 2,706,305 SH   DFND 1,2 2,706,305 0 0
FRONTIER COMMUNICATIONS PARENT INC COMMON STOCK 35909D109   43,833,239 2,800,846 SH   DFND 1,2 2,800,846 0 0
FTAI AVIATION LTD COMMON STOCK G3730V105   64,399,998 1,811,533 SH   DFND 1,2 1,811,533 0 0
GARRETT MOTION INC COMMON STOCK 366505105   347,372,590 44,082,816 SH   DFND 1,2 44,082,816 0 0
GLOBAL STAR ACQUISITION INC COMMON STOCK 37962G102   2,979,200 280,000 SH   DFND 1,2 280,000 0 0
GOLDEN STAR ACQUISITION CORP COMMON STOCK G4023C101   1,036,500 100,000 SH   DFND 1,2 100,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AK7   4,890,525 4,965,000 PRN   DFND 1,2 4,965,000 0 0
H WORLD GROUP LTD CONVERTIBLE BOND 44332NAB2   1,609,300 1,400,000 PRN   DFND 1,2 1,400,000 0 0
HAEMONETICS CORP CONVERTIBLE BOND 405024AB6   16,514,680 18,928,000 PRN   DFND 1,2 18,928,000 0 0
HALOZYME THERAPEUTICS INC CONVERTIBLE BOND 40637HAF6   2,112,187 2,250,000 PRN   DFND 1,2 2,250,000 0 0
HCI GROUP INC CONVERTIBLE BOND 40416EAF0   4,262,895 4,511,000 PRN   DFND 1,2 4,511,000 0 0
HERBALIFE LTD CONVERTIBLE BOND 42703MAD5   6,544,208 6,688,000 PRN   DFND 1,2 6,688,000 0 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK 42806J700   12,250,000 1,000,000 SH   DFND 1,2 1,000,000 0 0
HIMS & HERS HEALTH INC COMMON STOCK 433000106   6,624,716 1,053,214 SH   DFND 1,2 1,053,214 0 0
HNR ACQUISITION CORP COMMON STOCK 40472A102   4,632,500 425,000 SH   DFND 1,2 425,000 0 0
I3 VERTICALS INC CONVERTIBLE BOND 44933TAB2   1,885,701 2,029,000 PRN   DFND 1,2 2,029,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104   64,561,628 2,792,458 SH   DFND 1,2 2,792,458 0 0
INFINERA CORP COMMON STOCK 45667G103   105,233,105 25,175,384 SH   DFND 1,2 25,175,384 0 0
INFOSYS LTD COMMON STOCK 456788108   65,173,478 3,809,087 SH   DFND 1,2 3,809,087 0 0
INNOVIVA INC CONVERTIBLE BOND 45781MAD3   8,465,538 10,259,000 PRN   DFND 1,2 10,259,000 0 0
INSULET CORP CONVERTIBLE BOND 45784PAK7   1,474,500 1,500,000 PRN   DFND 1,2 1,500,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAB4   7,195,058 7,295,000 PRN   DFND 1,2 7,295,000 0 0
IQIYI INC CONVERTIBLE BOND 46267XAE8   6,064,415 6,477,000 PRN   DFND 1,2 6,477,000 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106   45,178,014 8,413,038 SH   DFND 1,2 8,413,038 0 0
ITRON INC CONVERTIBLE BOND 465741AN6   4,908,010 5,674,000 PRN   DFND 1,2 5,674,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AD3   5,496,881 5,683,000 PRN   DFND 1,2 5,683,000 0 0
JD.COM INC COMMON STOCK 47215P106   49,722,288 1,706,910 SH   DFND 1,2 1,706,910 0 0
JETBLUE AIRWAYS CORP CONVERTIBLE BOND 477143AP6   20,987,691 26,973,000 PRN   DFND 1,2 26,973,000 0 0
JOYY INC CONVERTIBLE BOND 98426TAF3   8,090,096 8,498,000 PRN   DFND 1,2 8,498,000 0 0
KAMAN CORP CONVERTIBLE BOND 483548AF0   15,048,221 15,423,000 PRN   DFND 1,2 15,423,000 0 0
KILROY REALTY CORP COMMON STOCK 49427F108   58,478,847 1,850,011 SH   DFND 1,2 1,850,011 0 0
LIBERTY BROADBAND CORP COMMON STOCK 530307305   7,944,748 86,999 SH   DFND 1,2 86,999 0 0
LIBERTY GLOBAL PLC COMMON STOCK G5480U104   33,315,520 1,946,000 SH   DFND 1,2 1,946,000 0 0
LIBERTY LATIN AMERICA LTD CONVERTIBLE BOND 53069QAB5   10,389,330 10,994,000 PRN   DFND 1,2 10,994,000 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CONVERTIBLE BOND 531229AQ5   5,693,916 5,822,000 PRN   DFND 1,2 5,822,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104   1,419,480 235,403 SH   DFND 1,2 235,403 0 0
LUMENTUM HOLDINGS INC CONVERTIBLE BOND 55024UAB5   1,488,750 1,500,000 PRN   DFND 1,2 1,500,000 0 0
LUMENTUM HOLDINGS INC CONVERTIBLE BOND 55024UAF6   7,493,631 10,247,000 PRN   DFND 1,2 10,247,000 0 0
LYFT INC CONVERTIBLE BOND 55087PAB0   9,743,580 10,545,000 PRN   DFND 1,2 10,545,000 0 0
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC CONVERTIBLE BOND 55405YAB6   1,141,000 1,000,000 PRN   DFND 1,2 1,000,000 0 0
MACYS INC COMMON STOCK 55616P104   6,161,136 530,675 SH   DFND 1,2 530,675 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203   23,682,319 2,849,858 SH   DFND 1,2 2,849,858 0 0
MAGNITE INC CONVERTIBLE BOND 55955DAB6   3,529,250 4,054,000 PRN   DFND 1,2 4,054,000 0 0
MARS ACQUISITION CORP COMMON STOCK G5870E108   1,586,250 150,000 SH   DFND 1,2 150,000 0 0
MESA LABORATORIES INC CONVERTIBLE BOND 59064RAA7   7,711,862 8,545,000 PRN   DFND 1,2 8,545,000 0 0
MFA FINANCIAL INC CONVERTIBLE BOND 55272XAA0   16,672,519 16,631,000 PRN   DFND 1,2 16,631,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103   20,028,000 1,200,000 SH   DFND 1,2 1,200,000 0 0
MICROSTRATEGY INC CONVERTIBLE BOND 594972AE1   5,728,799 8,111,000 PRN   DFND 1,2 8,111,000 0 0
MITEK SYSTEMS INC CONVERTIBLE BOND 606710AA9   712,800 810,000 PRN   DFND 1,2 810,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAB6   4,389,152 6,080,000 PRN   DFND 1,2 6,080,000 0 0
NIO INC CONVERTIBLE BOND 62914VAE6   2,362,202 2,429,000 PRN   DFND 1,2 2,429,000 0 0
NIO INC CONVERTIBLE BOND 62914VAF3   2,982,622 3,399,000 PRN   DFND 1,2 3,399,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305   132,741,000 4,900,000 SH   DFND 1,2 4,900,000 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD CONVERTIBLE BOND 62886HBD2   2,081,250 2,500,000 PRN   DFND 1,2 2,500,000 0 0
NRG ENERGY INC CONVERTIBLE BOND 629377CG5   6,164,336 5,799,000 PRN   DFND 1,2 5,799,000 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAH1   5,293,455 5,898,000 PRN   DFND 1,2 5,898,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AJ4   18,408,125 19,933,000 PRN   DFND 1,2 19,933,000 0 0
NUVEEN CREDIT STRATEGIES INCOME FUND COMMON STOCK 67073D102   4,104,712 811,208 SH   DFND 1,2 811,208 0 0
NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND COMMON STOCK 67072T108   9,791,993 1,192,691 SH   DFND 1,2 1,192,691 0 0
OAK WOODS ACQUISITION CORP COMMON STOCK 67190B104   940,950 90,000 SH   DFND 1,2 90,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P405   37,271,414 1,852,456 SH   DFND 1,2 1,852,456 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746606   11,672,630 451,029 SH   DFND 1,2 451,029 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207   17,028,090 455,784 SH   DFND 1,2 455,784 0 0
PDD HOLDINGS INC CONVERTIBLE BOND 722304AC6   7,875,792 7,965,000 PRN   DFND 1,2 7,965,000 0 0
PEBBLEBROOK HOTEL TRUST CONVERTIBLE BOND 70509VAA8   6,204,598 7,436,000 PRN   DFND 1,2 7,436,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAD5   15,026,748 15,353,000 PRN   DFND 1,2 15,353,000 0 0
PERFICIENT INC CONVERTIBLE BOND 71375UAF8   17,642,650 21,881,000 PRN   DFND 1,2 21,881,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408   93,100,536 6,210,843 SH   DFND 1,2 6,210,843 0 0
PLUTONIAN ACQUISITION CORP COMMON STOCK 72942P104   1,215,550 115,000 SH   DFND 1,2 115,000 0 0
PONO CAPITAL THREE INC COMMON STOCK G71704103   3,323,250 315,000 SH   DFND 1,2 315,000 0 0
PONO CAPITAL TWO INC COMMON STOCK 73245B107   2,668,750 250,000 SH   DFND 1,2 250,000 0 0
Q2 HOLDINGS INC CONVERTIBLE BOND 74736LAF6   6,794,654 7,688,000 PRN   DFND 1,2 7,688,000 0 0
REALREAL INC/THE CONVERTIBLE BOND 88339PAD3   958,702 2,029,000 PRN   DFND 1,2 2,029,000 0 0
REDFIN CORP CONVERTIBLE BOND 75737FAE8   5,437,575 9,295,000 PRN   DFND 1,2 9,295,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AD1   20,399,076 21,926,000 PRN   DFND 1,2 21,926,000 0 0
RESERVOIR MEDIA INC COMMON STOCK 76119X105   3,516,759 576,518 SH   DFND 1,2 576,518 0 0
RUNWAY GROWTH FINANCE CORP COMMON STOCK 78163D100   269,920,835 21,054,667 SH   DFND 1,2 21,054,667 0 0
SAREPTA THERAPEUTICS INC CONVERTIBLE BOND 803607AD2   2,243,800 2,000,000 PRN   DFND 1,2 2,000,000 0 0
SEA LTD CONVERTIBLE BOND 81141RAF7   9,286,143 9,663,000 PRN   DFND 1,2 9,663,000 0 0
SEA LTD CONVERTIBLE BOND 81141RAG5   14,286,104 17,802,000 PRN   DFND 1,2 17,802,000 0 0
SHAKE SHACK INC CONVERTIBLE BOND 819047AB7   5,239,968 6,975,000 PRN   DFND 1,2 6,975,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAB5   2,917,550 2,950,000 PRN   DFND 1,2 2,950,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAD1   2,846,332 3,312,000 PRN   DFND 1,2 3,312,000 0 0
SHOPIFY INC CONVERTIBLE BOND 82509LAA5   727,958 812,000 PRN   DFND 1,2 812,000 0 0
SITIO ROYALTIES CORP COMMON STOCK 82983N108   313,159,255 12,935,120 SH   DFND 1,2 12,935,120 0 0
SMARTRENT INC COMMON STOCK 83193G107   19,588,819 7,505,294 SH   DFND 1,2 7,505,294 0 0
SNAP INC CONVERTIBLE BOND 83304AAB2   1,759,500 2,000,000 PRN   DFND 1,2 2,000,000 0 0
SNAP INC CONVERTIBLE BOND 83304AAH9   8,269,010 11,915,000 PRN   DFND 1,2 11,915,000 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA COMMON STOCK 833635105   37,092,662 621,630 SH   DFND 1,2 621,630 0 0
SOUTHWEST AIRLINES CO CONVERTIBLE BOND 844741BG2   2,291,375 2,300,000 PRN   DFND 1,2 2,300,000 0 0
SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF ETF 78468R556   176,752,450 1,195,000 SH Put DFND 1,2 1,195,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AD6   6,488,924 6,025,000 PRN   DFND 1,2 6,025,000 0 0
SPOTIFY TECHNOLOGY SA CONVERTIBLE BOND 84921RAB6   21,810,972 25,551,000 PRN   DFND 1,2 25,551,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204   309,781,072 16,067,483 SH   DFND 1,2 16,067,483 0 0
STAR HOLDINGS COMMON STOCK 85512G106   12,519,999 1,000,000 SH   DFND 1,2 1,000,000 0 0
STATE STREET CORP ETF 78462F103   30,132,000 450,000 SH Put DFND 1,2 450,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108   69,847,044 20,726,126 SH   DFND 1,2 20,726,126 0 0
TECHTARGET INC CONVERTIBLE BOND 87874RAD2   11,419,853 14,184,000 PRN   DFND 1,2 14,184,000 0 0
TELADOC HEALTH INC CONVERTIBLE BOND 87918AAF2   5,533,110 6,900,000 PRN   DFND 1,2 6,900,000 0 0
TELADOC HEALTH INC CONVERTIBLE BOND 539183AA1   7,068,328 7,693,000 PRN   DFND 1,2 7,693,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209   11,707,507 2,444,156 SH   DFND 1,2 2,444,156 0 0
TENX KEANE ACQUISITION COMMON STOCK G8708L104   1,453,950 135,000 SH   DFND 1,2 135,000 0 0
TERNIUM SA COMMON STOCK 880890108   35,596,984 892,155 SH   DFND 1,2 892,155 0 0
TILRAY BRANDS INC CONVERTIBLE BOND 88688TAB6   5,020,649 4,971,000 PRN   DFND 1,2 4,971,000 0 0
TMT ACQUISITION CORP COMMON STOCK G89229119   783,375 75,000 SH   DFND 1,2 75,000 0 0
TORM PLC COMMON STOCK G89479102   1,461,611,853 53,812,988 SH   DFND 1,2 53,812,988 0 0
TPI COMPOSITES INC COMMON STOCK 87266J104   1,856,958 700,739 SH   DFND 1,2 700,739 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204   16,606,002 1,631,238 SH   DFND 1,2 1,631,238 0 0
TRIPADVISOR INC CONVERTIBLE BOND 896945AD4   16,722,900 19,674,000 PRN   DFND 1,2 19,674,000 0 0
TURNING POINT BRANDS INC CONVERTIBLE BOND 90041LAE5   9,376,562 9,755,000 PRN   DFND 1,2 9,755,000 0 0
TYLER TECHNOLOGIES INC CONVERTIBLE BOND 902252AB1   2,038,050 2,100,000 PRN   DFND 1,2 2,100,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108   16,036,634 3,397,592 SH   DFND 1,2 3,397,592 0 0
UNITY SOFTWARE INC CONVERTIBLE BOND 91332UAB7   7,017,165 8,810,000 PRN   DFND 1,2 8,810,000 0 0
UPSTART HOLDINGS INC CONVERTIBLE BOND 91680MAB3   4,315,912 6,484,000 PRN   DFND 1,2 6,484,000 0 0
VALE SA COMMON STOCK 91912E105   116,504,517 8,694,367 SH   DFND 1,2 8,694,367 0 0
VIAVI SOLUTIONS INC CONVERTIBLE BOND 925550AB1   3,977,006 4,053,000 PRN   DFND 1,2 4,053,000 0 0
VISTA ENERGY SAB DE CV COMMON STOCK 92837L109   87,665,242 2,884,674 SH   DFND 1,2 2,884,674 0 0
VISTRA CORP COMMON STOCK 92840M102   298,620,000 9,000,000 SH   DFND 1,2 9,000,000 0 0
WAYFAIR INC CONVERTIBLE BOND 94419LAM3   7,338,427 8,471,000 PRN   DFND 1,2 8,471,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0   21,322,027 21,581,000 PRN   DFND 1,2 21,581,000 0 0
WIX.COM LTD CONVERTIBLE BOND 92940WAD1   1,374,950 1,544,000 PRN   DFND 1,2 1,544,000 0 0
WOLFSPEED INC CONVERTIBLE BOND 977852AB8   3,989,803 5,876,000 PRN   DFND 1,2 5,876,000 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAG6   2,703,375 2,250,000 PRN   DFND 1,2 2,250,000 0 0
ZSCALER INC CONVERTIBLE BOND 98980GAB8   8,232,155 6,826,000 PRN   DFND 1,2 6,826,000 0 0