| 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 |
| 3M CO | COM | 88579Y101 | 464 | 3,584 | SH | | DFND | | 464 | 0 | 0 |
| ACE CONVERGENCE ACQU CORP | CL A | G0083D120 | 5,672 | 567,218 | SH | | DFND | | 5,672 | 0 | 0 |
| ACE GLOBAL BUSINESS ACQU LTD | ORDINARY SHARES | G0083E102 | 2,773 | 275,874 | SH | | DFND | | 2,773 | 0 | 0 |
| ADARA ACQUISITION CORP | COM CL A | 00653H102 | 906 | 91,608 | SH | | DFND | | 906 | 0 | 0 |
| AESTHER HEALTHCARE ACQSTN CO | CLASS A COM | 00809L106 | 6,684 | 668,429 | SH | | DFND | | 6,684 | 0 | 0 |
| AGBA ACQUISITION LTD | SHS | G0120M109 | 3,665 | 331,660 | SH | | DFND | | 3,665 | 0 | 0 |
| ALLEGHENY TECHNOLOGIES INC | NOTE 3.500% 6/1 | 01741RAK8 | 7,698 | 4,750,000 | SH | | DFND | | 7,698 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | ORDINARY SHARES | G0230C108 | 9,794 | 992,307 | SH | | DFND | | 9,794 | 0 | 0 |
| AMERICAN ELEC PWR CO INC | COM | 025537101 | 3,406 | 35,500 | SH | | DFND | | 3,406 | 0 | 0 |
| AMERICAN EXPRESS CO | COM | 025816109 | 497 | 3,584 | SH | | DFND | | 497 | 0 | 0 |
| AMERICAS TECHNOLOGY ACQSN CO | SHS | G0404A102 | 5,304 | 515,000 | SH | | DFND | | 5,304 | 0 | 0 |
| AMGEN INC | COM | 031162100 | 872 | 3,584 | SH | | DFND | | 872 | 0 | 0 |
| APPLE INC | COM | 037833100 | 490 | 3,584 | SH | | DFND | | 490 | 0 | 0 |
| ARIES I ACQUISITION CORP | CLASS A ORD SHS | G0542N107 | 7,299 | 726,980 | SH | | DFND | | 7,299 | 0 | 0 |
| AULT DISRUPTIVE TECHS CORP | COM | 05150A104 | 4,748 | 479,621 | SH | | DFND | | 4,748 | 0 | 0 |
| AURORA TECHNOLOGY ACQUISITIO | CLASS A ORD SHS | G06984119 | 6,276 | 633,962 | SH | | DFND | | 6,276 | 0 | 0 |
| AXIOS SUSTAINABLE GRW ACQ CO | CL A ORD SHS | G0703K108 | 1,459 | 146,010 | SH | | DFND | | 1,459 | 0 | 0 |
| BANNIX ACQUISITION CORP | COM | 066644105 | 4,871 | 494,499 | SH | | DFND | | 4,871 | 0 | 0 |
| BENESSERE CAPITAL ACQUSTN CO | COM CL A | 08179B103 | 7,694 | 750,610 | SH | | DFND | | 7,694 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 850 | 1,000,000 | SH | | DFND | | 850 | 0 | 0 |
| BETTER WORLD ACQUISITION COR | COM | 08772B104 | 753 | 73,089 | SH | | DFND | | 753 | 0 | 0 |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 11,484 | 10,500,000 | SH | | DFND | | 11,484 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 4,449 | 4,500,000 | SH | | DFND | | 4,449 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 1,307 | 1,435,000 | SH | | DFND | | 1,307 | 0 | 0 |
| BLACKSTONE MTG TR INC | COM CL A | 09257W100 | 130 | 14,199 | SH | Put | DFND | | 130 | 0 | 0 |
| BLOCKCHAIN MOON ACQUISITN CO | COM | 09370F109 | 980 | 100,514 | SH | | DFND | | 980 | 0 | 0 |
| BLUE SAFARI GRP ACQUISITN CO | CLASS A ORD SHS | G1195R106 | 3,394 | 339,436 | SH | | DFND | | 3,394 | 0 | 0 |
| BLUE WORLD ACQUISITION CORP | CLASS A ORD SHS | G1263E102 | 4,857 | 494,600 | SH | | DFND | | 4,857 | 0 | 0 |
| BOEING CO | COM | 097023105 | 490 | 3,584 | SH | | DFND | | 490 | 0 | 0 |
| BREEZE HOLDINGS ACQUISITN CO | COM | 106762107 | 5,301 | 519,175 | SH | | DFND | | 5,301 | 0 | 0 |
| BRILLIANT ACQUISITION CORP | SHS | G1643W111 | 3,911 | 383,390 | SH | | DFND | | 3,911 | 0 | 0 |
| BROAD CAPITAL ACQUISITION CO | COM | 11125B102 | 4,964 | 503,980 | SH | | DFND | | 4,964 | 0 | 0 |
| BROOKLINE CAP ACQUISITION CO | COM | 11374E104 | 4,714 | 466,704 | SH | | DFND | | 4,714 | 0 | 0 |
| CANNA GLOBAL ACQUISITION COR | CLASS A COM | 13767K101 | 6,456 | 652,072 | SH | | DFND | | 6,456 | 0 | 0 |
| CATERPILLAR INC | COM | 149123101 | 641 | 3,584 | SH | | DFND | | 641 | 0 | 0 |
| CENAQ ENERGY CORP | CLASS A ORD SHS | 15130M102 | 6,404 | 643,578 | SH | | DFND | | 6,404 | 0 | 0 |
| CHARDAN NEXTECH ACQUISITION | CLASS A COM | 159561109 | 2,538 | 255,036 | SH | | DFND | | 2,538 | 0 | 0 |
| CHEVRON CORP NEW | COM | 166764100 | 519 | 3,584 | SH | | DFND | | 519 | 0 | 0 |
| CLOVER LEAF CAPITAL CORP | COM CL A | 18915E105 | 9,297 | 925,119 | SH | | DFND | | 9,297 | 0 | 0 |
| COCA COLA CO | COM | 191216100 | 225 | 3,584 | SH | | DFND | | 225 | 0 | 0 |
| DATA KNIGHTS ACQUISITION COR | CLASS A COM | 237699103 | 8,509 | 838,304 | SH | | DFND | | 8,509 | 0 | 0 |
| DEEP MEDICINE ACQUISITION CO | CLASS A COM | 243733102 | 8,262 | 834,556 | SH | | DFND | | 8,262 | 0 | 0 |
| ENERGEM CORP | CLASS A ORD SHS | G30449105 | 5,266 | 531,905 | SH | | DFND | | 5,266 | 0 | 0 |
| FINANCIAL STRATEGIES ACQUISI | CLASS A COM | 31772T107 | 3,883 | 394,252 | SH | | DFND | | 3,883 | 0 | 0 |
| FINTECH ECOSYSTEM DEVE | CLASS A COM | 318136108 | 5,790 | 587,800 | SH | | DFND | | 5,790 | 0 | 0 |
| FORTUNE RISE ACQUISITION COR | CL A | 34969G102 | 6,139 | 615,715 | SH | | DFND | | 6,139 | 0 | 0 |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 990 | 550,000 | SH | | DFND | | 990 | 0 | 0 |
| G3 VRM ACQUISITION CORP | CLASS A COM | 362425100 | 2,012 | 203,217 | SH | | DFND | | 2,012 | 0 | 0 |
| GARDINER HEALTHCARE ACQTS CO | COMMON STOCK | 365506104 | 1,869 | 190,687 | SH | | DFND | | 1,869 | 0 | 0 |
| GENESIS GRWT TECH ACQUSTN CO | CLASS A ORD SHS | G3R23D102 | 499 | 50,191 | SH | | DFND | | 499 | 0 | 0 |
| GIGCAPITAL 5 INC | COMMON STOCK | 37519U109 | 5,044 | 509,462 | SH | | DFND | | 5,044 | 0 | 0 |
| GLOBAL CONSUMER ACQUISITN CO | COM | 37892B108 | 563 | 56,349 | SH | | DFND | | 563 | 0 | 0 |
| GLOBALINK INVT INC | COM | 37892F109 | 387 | 39,467 | SH | | DFND | | 387 | 0 | 0 |
| GOLDEN PATH ACQUISITION CORP | ORDINARY SHARES | G4028H105 | 2,530 | 255,324 | SH | | DFND | | 2,530 | 0 | 0 |
| GOLDENBRIDGE ACQUISITION LTD | SHS | G3970D104 | 5,074 | 507,363 | SH | | DFND | | 5,074 | 0 | 0 |
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,065 | 3,584 | SH | | DFND | | 1,065 | 0 | 0 |
| GREENCITY ACQUISITION CORP | COM | G4086B107 | 3,772 | 362,740 | SH | | DFND | | 3,772 | 0 | 0 |
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 3,573 | 3,648,000 | SH | | DFND | | 3,573 | 0 | 0 |
| HOME DEPOT INC | COM | 437076102 | 983 | 3,584 | SH | | DFND | | 983 | 0 | 0 |
| HONEYWELL INTL INC | COM | 438516106 | 623 | 3,584 | SH | | DFND | | 623 | 0 | 0 |
| INFINT ACQUISITION CORP | CL A ORD SHS | G47862100 | 3,791 | 382,880 | SH | | DFND | | 3,791 | 0 | 0 |
| INTEGRATED RAIL AND RES ACQ | CL A COM | 45827R106 | 117 | 11,783 | SH | | DFND | | 117 | 0 | 0 |
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 506 | 3,584 | SH | | DFND | | 506 | 0 | 0 |
| JOHNSON & JOHNSON | COM | 478160104 | 636 | 3,584 | SH | | DFND | | 636 | 0 | 0 |
| JPMORGAN CHASE & CO | COM | 46625H100 | 404 | 3,584 | SH | | DFND | | 404 | 0 | 0 |
| JUPITER WELLNESS ACQUISITION | CLASS A COM | 48208E108 | 5,757 | 587,439 | SH | | DFND | | 5,757 | 0 | 0 |
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 1,120 | 1,134,000 | SH | | DFND | | 1,120 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 8,243 | 7,925,000 | SH | | DFND | | 8,243 | 0 | 0 |
| LMF ACQUISITION OPPORTUNIT I | CL A COM | 502015100 | 3,050 | 306,500 | SH | | DFND | | 3,050 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 5,626 | 4,043,000 | SH | | DFND | | 5,626 | 0 | 0 |
| MANA CAP ACQUISITION CORP | COMMON STOCK | 56168P104 | 3,975 | 403,578 | SH | | DFND | | 3,975 | 0 | 0 |
| MAQUIA CAPITAL ACQUISITION C | CLASS A COM | 56564V101 | 3,214 | 316,055 | SH | | DFND | | 3,214 | 0 | 0 |
| MCDONALDS CORP | COM | 580135101 | 885 | 3,584 | SH | | DFND | | 885 | 0 | 0 |
| MERCK & CO INC | COM | 58933Y105 | 327 | 3,584 | SH | | DFND | | 327 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 | 920 | 3,584 | SH | | DFND | | 920 | 0 | 0 |
| MINORITY EQUALITY OPPORTUNIT | CLASS A COM | 60436Q100 | 6,162 | 616,224 | SH | | DFND | | 6,162 | 0 | 0 |
| MODEL PERFORMANCE ACQU CORP | CLASS A ORD SHS | G6246M105 | 4,105 | 410,513 | SH | | DFND | | 4,105 | 0 | 0 |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 17,409 | 12,500,000 | SH | | DFND | | 17,409 | 0 | 0 |
| MONTEREY BIO ACQUISITION COR | COM | 61240F108 | 1,844 | 186,806 | SH | | DFND | | 1,844 | 0 | 0 |
| MOUNT RAINIER ACQUISITION CO | COM | 623006103 | 606 | 61,210 | SH | | DFND | | 606 | 0 | 0 |
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 1,460 | 1,100,000 | SH | | DFND | | 1,460 | 0 | 0 |
| NIKE INC | CL B | 654106103 | 366 | 3,584 | SH | | DFND | | 366 | 0 | 0 |
| OMNILIT ACQUISITION CORP | CLASS A COM | 68218C108 | 3,008 | 305,390 | SH | | DFND | | 3,008 | 0 | 0 |
| PACIFICO ACQUISITION CORP | COM | 69512X103 | 1,684 | 170,940 | SH | | DFND | | 1,684 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 373 | 200,000 | SH | | DFND | | 373 | 0 | 0 |
| PARSEC CAPITAL ACQUISITION | CL A | 70184A108 | 5,092 | 511,781 | SH | | DFND | | 5,092 | 0 | 0 |
| PHP VENTURES ACQUISITION COR | CLASS A COM | 69291C106 | 4,005 | 402,500 | SH | | DFND | | 4,005 | 0 | 0 |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 1,162 | 537,000 | SH | | DFND | | 1,162 | 0 | 0 |
| PONO CAPITAL CORP | CLASS A COM | 732450101 | 4,874 | 489,860 | SH | | DFND | | 4,874 | 0 | 0 |
| PROCTER AND GAMBLE CO | COM | 742718109 | 515 | 3,584 | SH | | DFND | | 515 | 0 | 0 |
| RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 288 | 245,000 | SH | | DFND | | 288 | 0 | 0 |
| SALESFORCE INC | COM | 79466L302 | 592 | 3,584 | SH | | DFND | | 592 | 0 | 0 |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 11,176 | 8,677,000 | SH | | DFND | | 11,176 | 0 | 0 |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 4,282 | 4,500,000 | SH | | DFND | | 4,282 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 3,144 | 2,609,000 | SH | | DFND | | 3,144 | 0 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 189,373 | 502,047 | SH | | DFND | | 189,373 | 0 | 0 |
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 11,912 | 12,492,000 | SH | | DFND | | 11,912 | 0 | 0 |
| SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 3,650 | 3,230,000 | SH | | DFND | | 3,650 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 3,472 | 3,500,000 | SH | | DFND | | 3,472 | 0 | 0 |
| TRAVELERS COMPANIES INC | COM | 89417E109 | 606 | 3,584 | SH | | DFND | | 606 | 0 | 0 |
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 1,841 | 3,584 | SH | | DFND | | 1,841 | 0 | 0 |
| ACKRELL SPAC PARTNERS I CO | UNIT 99/99/9999 | 00461L303 | 6,952 | 675,000 | SH | | DFND | | 6,952 | 0 | 0 |
| GLOBAL SPAC PARTNERS CO | UNIT 03/12/2026 | G3934K103 | 8,869 | 882,473 | SH | | DFND | | 8,869 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 22,810 | 415,000 | SH | | DFND | | 22,810 | 0 | 0 |
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 11,934 | 231,200 | SH | | DFND | | 11,934 | 0 | 0 |
| VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 958 | 35,000 | SH | | DFND | | 958 | 0 | 0 |
| VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 4 | 35,000 | SH | Call | DFND | | 4 | 0 | 0 |
| VENUS ACQUISITION CORPORATIO | SHS | G9420F102 | 4,251 | 423,000 | SH | | DFND | | 4,251 | 0 | 0 |
| VIAVI SOLUTIONS INC | NOTE 1.750% 6/0 | 925550AE5 | 2,940 | 2,750,000 | SH | | DFND | | 2,940 | 0 | 0 |
| VICKERS VANTAGE CORP I | SHS | G9440B107 | 6,512 | 647,321 | SH | | DFND | | 6,512 | 0 | 0 |
| VISA INC | COM CL A | 92826C839 | 706 | 3,584 | SH | | DFND | | 706 | 0 | 0 |
| VISION SENSING ACQUISITION C | CLASS A COM | 92838J103 | 3,559 | 360,636 | SH | | DFND | | 3,559 | 0 | 0 |
| VIVEON HEALTH ACQUISITION CO | COMMON STOCK | 92853V106 | 5,514 | 543,292 | SH | | DFND | | 5,514 | 0 | 0 |
| WALMART INC | COM | 931142103 | 436 | 3,584 | SH | | DFND | | 436 | 0 | 0 |
| DISNEY WALT CO | COM | 254687106 | 338 | 3,584 | SH | | DFND | | 338 | 0 | 0 |
| WELSBACH TECH METALS ACQU CO | COM | 950415109 | 6,079 | 620,325 | SH | | DFND | | 6,079 | 0 | 0 |
| WINVEST ACQUISITION CORP | COMMON STOCK | 97655B109 | 2,527 | 257,349 | SH | | DFND | | 2,527 | 0 | 0 |
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 3,312 | 3,500,000 | SH | | DFND | | 3,312 | 0 | 0 |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 3,354 | 3,137,000 | SH | | DFND | | 3,354 | 0 | 0 |
| CLARUS THERAPEUTICS HLDNGS I | *W EXP 08/11/202 | 18271L115 | 5 | 100,000 | SH | | DFND | | 5 | 0 | 0 |
| ELECTRIC LAST MILE SOLUTNS I | *W EXP 08/24/202 | 28489L112 | 2 | 43,928 | SH | | DFND | | 2 | 0 | 0 |
| ENJOY TECHNOLOGY INC | *W EXP 12/01/202 | 29335V114 | 5 | 100,000 | SH | | DFND | | 5 | 0 | 0 |
| GELESIS HLDGS INC | *W EXP 01/13/202 | 36850R113 | 2 | 50,000 | SH | | DFND | | 2 | 0 | 0 |
| HALL OF FAME RESORT & ENTMT | *W EXP 07/01/202 | 40619L110 | 1 | 25,000 | SH | | DFND | | 1 | 0 | 0 |
| HYCROFT MINING HOLDING CORP | *W EXP 02/12/202 | 44862P117 | 1 | 25,000 | SH | | DFND | | 1 | 0 | 0 |
| LION GROUP HOLDING LTD | *W EXP 06/17/202 | 53620U110 | 5 | 100,000 | SH | | DFND | | 5 | 0 | 0 |
| METROMILE INC | *W EXP 02/09/202 | 591697115 | 5 | 99,800 | SH | | DFND | | 5 | 0 | 0 |
| OTONOMO TECHNOLOGIES LTD | *W EXP 08/13/202 | M7571L111 | 1 | 25,000 | SH | | DFND | | 1 | 0 | 0 |
| QUANERGY SYSTEMS INC | *W EXP 02/01/202 | 74764U112 | 1 | 25,000 | SH | | DFND | | 1 | 0 | 0 |
| REE AUTOMOTIVE LTD | *W EXP 07/22/202 | M8287R111 | 1 | 25,000 | SH | | DFND | | 1 | 0 | 0 |
| US WELL SERVICES INC | *W EXP 03/15/202 | 91274U119 | 4 | 86,571 | SH | | DFND | | 4 | 0 | 0 |
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 9,156 | 9,500,000 | SH | | DFND | | 9,156 | 0 | 0 |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 8,384 | 6,950,000 | SH | | DFND | | 8,384 | 0 | 0 |
