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 03/15/202 | 00439D110 | 90 | 233,332 | PRN | | DFND | | 233,332 | 0 | 0 |
ACCELERATE ACQUISITION CORP | COM CL A | 00439D102 | 6,832 | 700,000 | SH | | DFND | | 700,000 | 0 | 0 |
ACORDA THERAPEUTICS INC | COM NEW | 00484M601 | 1,045 | 649,031 | SH | | DFND | | 649,031 | 0 | 0 |
ACORDA THERAPEUTICS INC | NOTE 6.000%12/0 | 00484MAC0 | 19,875 | 25,875,000 | PRN | | DFND | | 25,875,000 | 0 | 0 |
ACTIVISION BLIZZARD INC | COM | 00507V109 | 50,069 | 625,000 | SH | | DFND | | 625,000 | 0 | 0 |
ADVANCED MERGER PARTNERS INC | *W EXP 06/30/202 | 00777J117 | 30 | 50,000 | PRN | | DFND | | 50,000 | 0 | 0 |
ADVANCED MERGER PARTNERS INC | COM CL A | 00777J109 | 2,931 | 300,000 | SH | | DFND | | 300,000 | 0 | 0 |
AGNC INVT CORP | COM | 00123Q104 | 40,952 | 3,126,134 | SH | | DFND | | 3,126,134 | 0 | 0 |
ALLEGO N V | *W EXP 03/16/202 | N0796A118 | 158 | 150,000 | PRN | | DFND | | 150,000 | 0 | 0 |
ALTICE USA INC | CL A | 02156K103 | 27,924 | 2,237,514 | SH | | DFND | | 2,237,514 | 0 | 0 |
AMERICAN EAGLE OUTFITTERS IN | COM | 02553E106 | 7,489 | 445,748 | SH | | DFND | | 445,748 | 0 | 0 |
APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 116 | 200,000 | PRN | | DFND | | 200,000 | 0 | 0 |
ARCLIGHT CLEAN TRANSITION II | *W EXP 03/16/202 | G0R21B112 | 80 | 60,000 | PRN | | DFND | | 60,000 | 0 | 0 |
ARDAGH METAL PACKAGING S A | SHS | L02235106 | 82,558 | 10,154,743 | SH | | DFND | | 10,154,743 | 0 | 0 |
ARES ACQUISITION CORPORATION | *W EXP 99/99/999 | G33032122 | 124 | 300,000 | PRN | | DFND | | 300,000 | 0 | 0 |
ATLAS CREST INVESTMENT CORP | *W EXP 02/03/202 | 049287113 | 54 | 162,499 | PRN | | DFND | | 162,499 | 0 | 0 |
ATLAS CREST INVESTMENT CORP | COM CL A | 049287105 | 6,383 | 650,000 | SH | | DFND | | 650,000 | 0 | 0 |
AUSTERLITZ ACQUISITION CORP | *W EXP 02/19/202 | G0633U127 | 116 | 207,575 | PRN | | DFND | | 207,575 | 0 | 0 |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 34,617 | 35,500,000 | PRN | | DFND | | 35,500,000 | 0 | 0 |
BAUSCH HEALTH COS INC | COM | 071734107 | 59,418 | 2,600,353 | SH | | DFND | | 2,600,353 | 0 | 0 |
BENEFITFOCUS INC | NOTE 1.250%12/1 | 08180DAB2 | 22,974 | 23,850,000 | PRN | | DFND | | 23,850,000 | 0 | 0 |
BERRY GLOBAL GROUP INC | COM | 08579W103 | 164,629 | 2,840,398 | SH | | DFND | | 2,840,398 | 0 | 0 |
BOYD GAMING CORP | COM | 103304101 | 91,922 | 1,397,421 | SH | | DFND | | 1,397,421 | 0 | 0 |
CBL & ASSOC PPTYS INC | COMMON STOCK | 124830878 | 276,154 | 8,396,293 | SH | | DFND | | 8,396,293 | 0 | 0 |
CC NEUBERGER PRINCIPAL HOLDN | *W EXP 99/99/999 | G1992N126 | 99 | 159,998 | PRN | | DFND | | 159,998 | 0 | 0 |
CHANGE HEALTHCARE INC | COM | 15912K100 | 68,248 | 3,130,621 | SH | | DFND | | 3,130,621 | 0 | 0 |
CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 78 | 129,998 | PRN | | DFND | | 129,998 | 0 | 0 |
DELL TECHNOLOGIES INC | CL C | 24703L202 | 104,013 | 2,072,390 | SH | | DFND | | 2,072,390 | 0 | 0 |
EG ACQUISITION CORP | *W EXP 05/28/202 | 26846A118 | 100 | 433,332 | PRN | | DFND | | 433,332 | 0 | 0 |
EG ACQUISITION CORP | COM CL A | 26846A100 | 12,662 | 1,300,000 | SH | | DFND | | 1,300,000 | 0 | 0 |
ENCOMPASS HEALTH CORP | COM | 29261A100 | 82,601 | 1,161,590 | SH | | DFND | | 1,161,590 | 0 | 0 |
FINTECH EVOLUTION ACQUIS GRO | *W EXP 03/31/202 | G3R19A120 | 32 | 150,000 | PRN | | DFND | | 150,000 | 0 | 0 |
FIRST RESERVE SUSTAINABLE GW | *W EXP 03/05/202 | 336169115 | 31 | 100,000 | PRN | | DFND | | 100,000 | 0 | 0 |
FIRST RESERVE SUSTAINABLE GW | CLASS A COM | 336169107 | 975 | 100,000 | SH | | DFND | | 100,000 | 0 | 0 |
FORTRESS VALUE ACQUISI CORP | *W EXP 03/18/202 | 34964K116 | 66 | 124,998 | PRN | | DFND | | 124,998 | 0 | 0 |
G SQUARED ASCEND I INC | *W EXP 02/01/202 | G4204R117 | 18 | 44,494 | PRN | | DFND | | 44,494 | 0 | 0 |
G SQUARED ASCEND I INC | SHS CL A | G4204R109 | 2,191 | 222,479 | SH | | DFND | | 222,479 | 0 | 0 |
GOLDEN ARROW MERGER CORP | *W EXP 07/31/202 | 380799114 | 41 | 166,666 | PRN | | DFND | | 166,666 | 0 | 0 |
GOLDEN ARROW MERGER CORP | CLASS A COM | 380799106 | 4,880 | 500,000 | SH | | DFND | | 500,000 | 0 | 0 |
GOLDEN FALCON ACQUISITION CO | *W EXP 11/04/202 | 38102H117 | 135 | 500,000 | PRN | | DFND | | 500,000 | 0 | 0 |
GORES HLDGS VIII INC | *W EXP 03/01/202 | 382863116 | 304 | 237,497 | PRN | | DFND | | 237,497 | 0 | 0 |
GORES HOLDINGS VII INC | *W EXP 02/25/202 | 38286T119 | 348 | 427,242 | PRN | | DFND | | 427,242 | 0 | 0 |
GORES TECHNOLOGY PARTNERS II | *W EXP 03/16/202 | 38287L115 | 445 | 596,528 | PRN | | DFND | | 596,528 | 0 | 0 |
GORES TECHNOLOGY PARTNERS IN | *W EXP 03/16/202 | 382870111 | 228 | 291,933 | PRN | | DFND | | 291,933 | 0 | 0 |
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 43,162 | 41,250,000 | PRN | | DFND | | 41,250,000 | 0 | 0 |
HEXCEL CORP NEW | COM | 428291108 | 53,660 | 902,300 | SH | | DFND | | 902,300 | 0 | 0 |
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 57,118 | 35,500,000 | PRN | | DFND | | 35,500,000 | 0 | 0 |
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 63,515 | 60,500,000 | PRN | | DFND | | 60,500,000 | 0 | 0 |
JACK CREEK INVESTMENT CORP | *W EXP 10/01/202 | G4989X123 | 38 | 175,000 | PRN | | DFND | | 175,000 | 0 | 0 |
JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 | 3,434 | 350,000 | SH | | DFND | | 350,000 | 0 | 0 |
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 245 | 500,000 | PRN | | DFND | | 500,000 | 0 | 0 |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 29,125 | 28,500,000 | PRN | | DFND | | 28,500,000 | 0 | 0 |
KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 | 38 | 149,999 | PRN | | DFND | | 149,999 | 0 | 0 |
KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 | 2,943 | 300,000 | SH | | DFND | | 300,000 | 0 | 0 |
KKR ACQUISITION HOLDING I CO | *W EXP 03/17/202 | 48253T117 | 33 | 50,000 | PRN | | DFND | | 50,000 | 0 | 0 |
KKR ACQUISITION HOLDING I CO | COM CLASS A | 48253T109 | 1,966 | 200,000 | SH | | DFND | | 200,000 | 0 | 0 |
L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 | 123 | 299,849 | PRN | | DFND | | 299,849 | 0 | 0 |
LAZARD GROWTH ACQUISITION CO | *W EXP 02/10/202 | G54035111 | 37 | 70,000 | PRN | | DFND | | 70,000 | 0 | 0 |
LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 | 3,430 | 350,000 | SH | | DFND | | 350,000 | 0 | 0 |
LEVERE HOLDINGS CORP | *W EXP 03/09/202 | G5462L122 | 50 | 166,665 | PRN | | DFND | | 166,665 | 0 | 0 |
LEVERE HOLDINGS CORP | CLASS A ORD SHS | G5462L106 | 4,905 | 500,000 | SH | | DFND | | 500,000 | 0 | 0 |
LIBERTY LATIN AMERICA LTD | COM CL A | G9001E102 | 2,100 | 216,449 | SH | | DFND | | 216,449 | 0 | 0 |
LIBERTY LATIN AMERICA LTD | COM CL C | G9001E128 | 45,874 | 4,783,551 | SH | | DFND | | 4,783,551 | 0 | 0 |
LIBERTY MEDIA ACQUISITION CO | *W EXP 99/99/999 | 53073L112 | 63 | 93,883 | PRN | | DFND | | 93,883 | 0 | 0 |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 80,703 | 57,000,000 | PRN | | DFND | | 57,000,000 | 0 | 0 |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 38,988 | 40,000,000 | PRN | | DFND | | 40,000,000 | 0 | 0 |
MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 24,418 | 30,900,000 | PRN | | DFND | | 30,900,000 | 0 | 0 |
MAGNUM OPUS ACQUISITION LTD | *W EXP 03/06/202 | G5S70A112 | 479 | 500,000 | PRN | | DFND | | 500,000 | 0 | 0 |
MASON INDUSTRIAL TECHNOLGY I | *W EXP 99/99/999 | 57520Y114 | 77 | 233,333 | PRN | | DFND | | 233,333 | 0 | 0 |
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 79,907 | 58,000,000 | PRN | | DFND | | 58,000,000 | 0 | 0 |
MSD ACQUISITION CORP | *W EXP 03/25/202 | G5709C125 | 62 | 80,000 | PRN | | DFND | | 80,000 | 0 | 0 |
MSD ACQUISITION CORP | CLASS A ORD SHS | G5709C109 | 3,920 | 400,000 | SH | | DFND | | 400,000 | 0 | 0 |
NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 601 | 54,700 | SH | | DFND | | 54,700 | 0 | 0 |
NOBLE CORP NEW | SHS | G6610J209 | 124,753 | 3,559,299 | SH | | DFND | | 3,559,299 | 0 | 0 |
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 30,260 | 31,454,000 | PRN | | DFND | | 31,454,000 | 0 | 0 |
OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 78,233 | 55,500,000 | PRN | | DFND | | 55,500,000 | 0 | 0 |
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 16,449 | 19,150,000 | PRN | | DFND | | 19,150,000 | 0 | 0 |
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 9,260 | 10,650,000 | PRN | | DFND | | 10,650,000 | 0 | 0 |
ROCKET INTERNET GRWT OPRT CO | *W EXP 99/99/999 | G7613T129 | 43 | 112,500 | PRN | | DFND | | 112,500 | 0 | 0 |
ROCKET INTERNET GRWT OPRT CO | SHS CL A | G7613T103 | 4,400 | 449,889 | SH | | DFND | | 449,889 | 0 | 0 |
RUSH STREET INTERACTIVE INC | COM | 782011100 | 36,494 | 5,019,707 | SH | | DFND | | 5,019,707 | 0 | 0 |
SCION TECH GROWTH II | *W EXP 01/28/202 | G31070116 | 70 | 233,332 | PRN | | DFND | | 233,332 | 0 | 0 |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 6,951 | 5,745,000 | PRN | Put | DFND | | 5,745,000 | 0 | 0 |
SHAW COMMUNICATIONS INC | CL B CONV | 82028K200 | 155,181 | 5,000,000 | SH | | DFND | | 5,000,000 | 0 | 0 |
SONDER HOLDINGS INC | *W EXP 01/31/202 | 83542D110 | 58 | 80,000 | PRN | | DFND | | 80,000 | 0 | 0 |
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 44,027 | 36,750,000 | PRN | | DFND | | 36,750,000 | 0 | 0 |
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 25,916 | 26,100,000 | PRN | | DFND | | 26,100,000 | 0 | 0 |
SUNRUN INC | COM | 86771W105 | 32,338 | 1,064,800 | SH | | DFND | | 1,064,800 | 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 | 136,158 | 1,583,969 | SH | | DFND | | 1,583,969 | 0 | 0 |
THE ODP CORP | COM | 88337F105 | 54,955 | 1,199,100 | SH | | DFND | | 1,199,100 | 0 | 0 |
T-MOBILE US INC | COM | 872590104 | 48,503 | 377,897 | SH | | DFND | | 377,897 | 0 | 0 |
TRITIUM DCFC LIMITED | *W EXP 01/13/202 | Q9225T116 | 645 | 201,615 | PRN | | DFND | | 201,615 | 0 | 0 |
VALARIS LIMITED | CL A | G9460G101 | 116,855 | 2,248,492 | SH | | DFND | | 2,248,492 | 0 | 0 |
VMWARE INC | CL A COM | 928563402 | 65,060 | 571,355 | SH | | DFND | | 571,355 | 0 | 0 |
WARBURG PINCUS CAPTAL CORP I | *W EXP 99/99/999 | G9461D115 | 47 | 100,000 | PRN | | DFND | | 100,000 | 0 | 0 |
WARBURG PINCUS CAPTAL CORP I | *W EXP 99/99/999 | G9460M124 | 90 | 199,998 | PRN | | DFND | | 199,998 | 0 | 0 |