Mizuho Securities Usa 13F-HR Quarterly holdings report by institutional manager

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

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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
10X CAP VENTURE ACQSTN CORP	COM CL A	G87076108	997	100,000	SH		DFND		997	0	0
5 01 ACQUISITION CORP	COM CL A	33836P105	4,173	418,128	SH		DFND		4,173	0	0
A SPAC II ACQUISITION CORP	ORD SHS CL A	G0543H109	13,751	1,389,000	SH		DFND		13,751	0	0
ACE GLOBAL BUSINESS ACQU LTD	ORDINARY SHARES	G0083E102	4,301	423,780	SH		DFND		4,301	0	0
AEQUI ACQUISITION CORP	COM CL A	00775W102	8,331	835,656	SH		DFND		8,331	0	0
AGBA ACQUISITION LTD	SHS	G0120M109	3,715	331,660	SH		DFND		3,715	0	0
AGREE RLTY CORP	COM	008492100	284	4,202	SH		DFND		284	0	0
AIRBNB INC	NOTE 3/1	009066AB7	940	1,138,000	SH		DFND		940	0	0
ATI INC	NOTE 3.500% 6/1	01741RAK8	3,631	2,000,000	SH		DFND		3,631	0	0
ALLSCRIPTS HEALTHCARE SOLUTI	NOTE 0.875% 1/0	01988PAF5	2,124	1,666,000	SH		DFND		2,124	0	0
ALPHA PARTNERS TECH MERGR CO	CLASS A ORD SHS	G63290111	168	17,219	SH		DFND		168	0	0
ALPHA STAR ACQUISITION CORP	ORDINARY SHARES	G0230C108	10,170	1,027,307	SH		DFND		10,170	0	0
AMERICAN AIRLINES GROUP INC	NOTE 6.500% 7/0	02376RAF9	3,985	4,000,000	SH		DFND		3,985	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	1,720	19,900	SH		DFND		1,720	0	0
AMERICAS TECHNOLOGY ACQSN CO	SHS	G0404A102	5,146	499,660	SH		DFND		5,146	0	0
AMN HEALTHCARE SVCS INC	COM	001744101	241	2,279	SH		DFND		241	0	0
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	208	2,027	SH		DFND		208	0	0
APTIV PLC	5.5% CNV PFD A	G6095L117	3,064	35,000	SH		DFND		3,064	0	0
APX ACQUISITION CORP I	CLASS A ORD SHS	G0440J109	149	14,691	SH		DFND		149	0	0
ARBOR REALTY TRUST INC	COM	038923108	156	35,000	SH	Put	DFND		156	0	0
ARCTOS NORTHSTAR ACQUIS CORP	SHS CL A	G0477L100	298	30,100	SH		DFND		298	0	0
ARES CAPITAL CORP	COM	04010L103	270	16,000	SH		DFND		270	0	0
AURORA ACQUISITION CORP	CLASS A ORD SHS	G0698L103	8,339	850,955	SH		DFND		8,339	0	0
AURORA TECHNOLOGY ACQUISITIO	CLASS A ORD SHS	G06984119	7,958	803,023	SH		DFND		7,958	0	0
AUTHENTIC EQUITY ACQUISTN CO	CL A SHS	G06607108	9,224	931,667	SH		DFND		9,224	0	0
AVALARA INC	COM	05338G106	2,295	25,000	SH		DFND		2,295	0	0
AVANTI ACQUISITION CORP	SHS CL A	G0682V109	2,234	223,374	SH		DFND		2,234	0	0
AXIOS SUSTAINABLE GRW ACQ CO	CL A ORD SHS	G0703K108	3,774	379,301	SH		DFND		3,774	0	0
BALCHEM CORP	COM	057665200	206	1,691	SH		DFND		206	0	0
BENESSERE CAPITAL ACQUSTN CO	COM CL A	08179B103	4,100	400,000	SH		DFND		4,100	0	0
BENTLEY SYS INC	NOTE 0.375% 7/0	08265TAD1	939	1,250,000	SH		DFND		939	0	0
BENTLEY SYS INC	NOTE 0.125% 1/1	08265TAB5	1,770	2,130,000	SH		DFND		1,770	0	0
BILL COM HLDGS INC	NOTE 12/0	090043AB6	8,163	7,455,000	SH		DFND		8,163	0	0
BIOTECH ACQUISITION COMPANY	CL A SHS	G1125A108	4,383	444,957	SH		DFND		4,383	0	0
BLACK SPADE ACQUISITION CO	SHS CL A	G11537100	314	31,916	SH		DFND		314	0	0
BLACKLINE INC	NOTE 0.125% 8/0	09239BAB5	2,171	2,105,000	SH		DFND		2,171	0	0
BLACKLINE INC	NOTE 3/1	09239BAD1	8,673	10,786,000	SH		DFND		8,673	0	0
BLACKSTONE MORTGAGE TRUST IN	NOTE 5.500% 3/1	09257WAE0	4,894	5,724,000	SH		DFND		4,894	0	0
BLOCK INC	NOTE 0.125% 3/0	852234AF0	2,269	2,500,000	SH		DFND		2,269	0	0
BLUE SAFARI GRP ACQUISITN CO	CLASS A ORD SHS	G1195R106	3,565	356,489	SH		DFND		3,565	0	0
BLUE WORLD ACQUISITION CORP	CLASS A ORD SHS	G1263E102	5,220	530,506	SH		DFND		5,220	0	0
BRIDGETOWN HOLDINGS LTD	COM CL A	G1355U113	4,148	414,839	SH		DFND		4,148	0	0
CAPITALWORKS EMNG MKTS ACQST	CLASS A ORD SHS	G1889L100	1,007	100,000	SH		DFND		1,007	0	0
CARNIVAL CORP	NOTE 5.750%10/0	143658BT8	5,019	5,000,000	SH		DFND		5,019	0	0
CARTICA ACQUISITION CORP	CLASS A ORD SHS	G1995D109	1,304	129,746	SH		DFND		1,304	0	0
CHAIN BRIDGE I	CLASS A ORD	G2061X102	1,206	120,273	SH		DFND		1,206	0	0
CHANGE HEALTHCARE INC	COM	15912K100	4,124	150,000	SH		DFND		4,124	0	0
CHARDAN NEXTECH ACQUISITION	CLASS A COM	159561109	1,534	148,977	SH		DFND		1,534	0	0
CHENGHE ACQUISITION CO	CLASS A ORD	G2086M107	453	45,000	SH		DFND		453	0	0
CLOUDFLARE INC	NOTE 0.750% 5/1	18915MAB3	4,787	3,000,000	SH		DFND		4,787	0	0
CNX RES CORP	NOTE 2.250% 5/0	12653CAG3	551	400,000	SH		DFND		551	0	0
COLISEUM ACQUISITION CORP	CLASS A ORD SHS	G2263T123	1,160	118,638	SH		DFND		1,160	0	0
COLONNADE ACQUISITION CORP I	SHS CL A	G2284B101	5,144	524,859	SH		DFND		5,144	0	0
CONSTELLATION ACQUISITN CORP	SHS CL A	G2R18K105	6,450	652,167	SH		DFND		6,450	0	0
CORAZON CAPITAL V838 MONOCER	CLASS A ORD SHS	G24237102	137	13,848	SH		DFND		137	0	0
CORNER GROWTH ACQUISITN CORP	CLASS A ORD SHS	G2426E104	1,996	199,550	SH		DFND		1,996	0	0
CORSAIR PARTNERING CORP	SHS CL A	G2540H108	438	45,098	SH		DFND		438	0	0
CRESCERA CAP ACQUISITION COR	CLASS A ORD SHS	G26507106	2,160	215,979	SH		DFND		2,160	0	0
CROWN PROPTECH ACQUISITIONS	SHS CL A	G25741102	5,582	563,278	SH		DFND		5,582	0	0
CYTOKINETICS INC	COM NEW	23282W605	240	4,947	SH		DFND		240	0	0
DATA KNIGHTS ACQUISITION COR	CLASS A COM	237699103	8,609	838,304	SH		DFND		8,609	0	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	12,664	10,742,000	SH		DFND		12,664	0	0
DENALI CAPITAL ACQUISITN COR	CLASS A ORD	G6256B106	4,887	493,672	SH		DFND		4,887	0	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	6,202	3,146,000	SH		DFND		6,202	0	0
DHC ACQUISITION CORP	CLASS A ORD SHS	G2758T109	10,281	1,040,578	SH		DFND		10,281	0	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	83	11,092	SH		DFND		83	0	0
DIVERSIFIED HEALTHCARE TR	COM SH BEN INT	25525P107	12	12,584	SH		DFND		12	0	0
DOCUSIGN INC	NOTE 1/1	256163AD8	1,311	1,400,000	SH		DFND		1,311	0	0
EMBRACE CHANGE ACQUISITN COR	ORDINARY SHARES	G3034H109	4,980	500,500	SH		DFND		4,980	0	0
EMERGING MARKETS HORIZON COR	CLASS A ORD SHS	G3033X105	1,768	177,329	SH		DFND		1,768	0	0
ENDURANCE ACQUISITION CORP	CL A ORD	G3041W107	1,481	149,600	SH		DFND		1,481	0	0
ENPHASE ENERGY INC	NOTE 3/0	29355AAH0	1,154	1,000,000	SH		DFND		1,154	0	0
ENPHYS ACQUISITION CORP	CL A ORD SHS	G3167L109	214	22,078	SH		DFND		214	0	0
ENSIGN GROUP INC	COM	29358P101	231	2,910	SH		DFND		231	0	0
ENVISTA HOLDINGS CORPORATION	NOTE 2.375% 6/0	29415FAB0	4,124	2,500,000	SH		DFND		4,124	0	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	5,469	1,979,000	SH		DFND		5,469	0	0
ESGEN ACQUISITION CORP	SHS CL A	G3R95N103	2,779	275,100	SH		DFND		2,779	0	0
EUCRATES BIOMEDICAL ACQU COR	SHS	G3141W106	192	19,136	SH		DFND		192	0	0
EXLSERVICE HOLDINGS INC	COM	302081104	257	1,744	SH		DFND		257	0	0
EXPONENT INC	COM	30214U102	236	2,689	SH		DFND		236	0	0
FIFTH WALL ACQUISITN CORP II	CLASS A ORD SHS	G34142102	4,410	450,000	SH		DFND		4,410	0	0
FINTECH ACQUISITION CORP V	COM CL A	31810Q107	2,433	246,971	SH		DFND		2,433	0	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	1,355	1,500,000	SH		DFND		1,355	0	0
FREEDOM ACQUISITION I CORP	SHS CL A	G3663X110	1,349	136,226	SH		DFND		1,349	0	0
FRONTIER ACQUISITION CORP	CLASS A ORD SHS	G36826108	520	52,500	SH		DFND		520	0	0
FRONTIER INVESTMENT CORP	CLASS A ORD SHS	G36816109	1,400	143,570	SH		DFND		1,400	0	0
G SQUARED ASCEND I INC	SHS CL A	G4204R109	3,846	389,239	SH		DFND		3,846	0	0
G SQUARED ASCEND II INC	COM CL A	G42041106	1,504	151,902	SH		DFND		1,504	0	0
GENESIS UNICORN CAPITAL CORP	CLASS A COM	37187C100	6,206	630,000	SH		DFND		6,206	0	0
GENWORTH FINL INC	COM CL A	37247D106	93	26,501	SH		DFND		93	0	0
GIGCAPITAL 5 INC	COMMON STOCK	37519U109	4,134	409,275	SH		DFND		4,134	0	0
GLOBAL PARTNER ACQISTN CORP	CL A SHS	G3934P102	715	72,120	SH		DFND		715	0	0
GOGREEN INVESTMENTS CORP	ORD SHS CL A	G9461B101	926	92,150	SH		DFND		926	0	0
GOLDENBRIDGE ACQUISITION LTD	SHS	G3970D104	5,099	507,363	SH		DFND		5,099	0	0
GOOD WKS II ACQUISITION CORP	COMMON STOCK	38216G104	6,468	650,000	SH		DFND		6,468	0	0
GORES TECHNOLOGY PARTNERS IN	CLASS A COM	382870103	197	20,044	SH		DFND		197	0	0
GREEN VISOR FIN TEC ACQ CORP	CLASS A ORD	G4166K100	2,432	240,325	SH		DFND		2,432	0	0
GREENCITY ACQUISITION CORP	COM	G4086B107	3,772	362,740	SH		DFND		3,772	0	0
H I G ACQUISITION CORP	COM CL A	G44898107	4,058	405,356	SH		DFND		4,058	0	0
HAINAN MANASLU ACQUISTN CORP	ORDINARY SHARES	G4233U107	3,904	396,340	SH		DFND		3,904	0	0
HANNON ARMSTRONG SUST INFR C	NOTE 8/1	41068XAD2	180	192,000	SH		DFND		180	0	0
HELMERICH & PAYNE INC	COM	423452101	205	5,536	SH		DFND		205	0	0
HIGHLAND TRANSCEND PARTNERS	COM CL A	G44690108	2,778	279,169	SH		DFND		2,778	0	0
HUBSPOT INC	NOTE 0.375% 6/0	443573AD2	5,921	5,040,000	SH		DFND		5,921	0	0
HUMANCO ACQUISITION CORP	COM CL A	44487N109	2,102	213,399	SH		DFND		2,102	0	0
IBERE PHARMACEUTICALS	SHS CL A	G46843101	398	40,333	SH		DFND		398	0	0
IGNYTE ACQUISITION CORP	COM	45175H106	500	50,000	SH		DFND		500	0	0
INFINT ACQUISITION CORP	CL A ORD SHS	G47862100	3,809	384,333	SH		DFND		3,809	0	0
INNOVATIVE INTL ACQUSITIN CO	CLASS A ORD	G4809M109	278	27,400	SH		DFND		278	0	0
INSIGHT ENTERPRISES INC	NOTE 0.750% 2/1	45765UAB9	8,826	6,900,000	SH		DFND		8,826	0	0
INSULET CORP	NOTE 0.375% 9/0	45784PAK7	7,848	6,650,000	SH		DFND		7,848	0	0
INTEGRATED WELLNESS ACQ CORP	ORD SHS CL A	G4828B100	1,473	147,292	SH		DFND		1,473	0	0
INVESTCORP EUROPE ACQUISITIO	CLASS A ORD SHS	G4923T105	146	14,377	SH		DFND		146	0	0
INVESTCORP INDIA ACQUISTN CO	CLASS A ORD SHS	G49219101	5,151	515,100	SH		DFND		5,151	0	0
ITIQUIRA ACQUISITION CORP	CL A SHS	G49773107	2,587	261,596	SH		DFND		2,587	0	0
JACK CREEK INVESTMENT CORP	CL A SHS	G4989X115	3,613	364,989	SH		DFND		3,613	0	0
JAWS MUSTANG ACQUISITION COR	SHS CL A	G50737108	346	34,829	SH		DFND		346	0	0
JOHN BEAN TECHNOLOGIES CORP	NOTE 0.250% 5/1	477839AB0	1,436	1,726,000	SH		DFND		1,436	0	0
KENSINGTON CAPITAL ACQUISITI	SHS CL A	G5251K103	135	13,500	SH		DFND		135	0	0
KINGSWOOD ACQUISITION CORP	COM CL A	496861105	1,047	102,142	SH		DFND		1,047	0	0
KLUDEIN I ACQUISITION CORP	CL A	49878L109	3,075	307,523	SH		DFND		3,075	0	0
L CATTERTON ASIA ACQUISITION	CLASS A ORD SHS	G5346G125	644	65,000	SH		DFND		644	0	0
LAKESHORE ACQUISITION II COR	ORDINARY SHARES	G5352N105	5,062	508,758	SH		DFND		5,062	0	0
LANTHEUS HLDGS INC	COM	516544103	254	3,613	SH		DFND		254	0	0
LAZARD GROWTH ACQUISITION CO	CL A ORD SHS	G54035103	5,973	605,746	SH		DFND		5,973	0	0
LEO HLDGS CORP II	COM CL A	G5463R102	9,757	984,524	SH		DFND		9,757	0	0
LIV CAPITAL ACQUISITN CORP I	CLASS A ORD SHS	G5510R105	1,125	112,500	SH		DFND		1,125	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.000% 2/1	538034AU3	7,651	7,729,000	SH		DFND		7,651	0	0
LIVENT CORP	COM	53814L108	289	9,433	SH		DFND		289	0	0
LMF ACQUISITION OPPORTUNIT I	CL A COM	502015100	3,065	306,503	SH		DFND		3,065	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	9,230	7,500,000	SH		DFND		9,230	0	0
LXP INDUSTRIAL TRUST	COM	529043101	135	14,726	SH		DFND		135	0	0
MAQUIA CAPITAL ACQUISITION C	CLASS A COM	56564V101	3,571	350,075	SH		DFND		3,571	0	0
MARLIN TECHNOLOGY CORP	CL A SHS	G58411102	1,239	125,111	SH		DFND		1,239	0	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1/1	57164YAD9	4,157	4,530,000	SH		DFND		4,157	0	0
MEDICUS SCIENCES ACQUISITION	CL A SHS	G5960S108	2,589	262,867	SH		DFND		2,589	0	0
MEDTECH ACQUISITION CORP	COM CL A	58507N105	4,506	457,429	SH		DFND		4,506	0	0
METAL SKY STAR ACQUISITION C	ORDINARY SHARES	G6053N105	10,136	1,029,000	SH		DFND		10,136	0	0
MODEL PERFORMANCE ACQU CORP	CLASS A ORD SHS	G6246M105	4,291	427,000	SH		DFND		4,291	0	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	12,853	11,119,000	SH		DFND		12,853	0	0
NATURAL ORDER ACQUISITION CO	COM	63889L107	5,096	514,717	SH		DFND		5,096	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	2,264	1,600,000	SH		DFND		2,264	0	0
NEW VISTA ACQUISITION CORP	CL A SHS	G6529L105	1,291	130,510	SH		DFND		1,291	0	0
NEW YORK MTG TR INC	COM PAR $.02	649604501	47	19,873	SH		DFND		47	0	0
NOBLE ROCK ACQUISITION CORP	CL A SHS	G6546R101	2,046	207,338	SH		DFND		2,046	0	0
NORTH ATLANTIC ACQUISITN COR	CL A SHS	G66139109	3,302	332,854	SH		DFND		3,302	0	0
OXUS ACQUISITION CORP	SHS CL A	G6859L105	2,370	235,865	SH		DFND		2,370	0	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	8,419	4,984,000	SH		DFND		8,419	0	0
PATTERSON-UTI ENERGY INC	COM	703481101	133	11,407	SH		DFND		133	0	0
PIONEER MERGER CORP	CL A SHS	G7S24C103	1,431	144,567	SH		DFND		1,431	0	0
PONTEM CORPORATION	SHS CL A	G71707106	9,285	936,966	SH		DFND		9,285	0	0
POWERED BRANDS	CL A	G7209M108	1,732	175,000	SH		DFND		1,732	0	0
PRIMAVERA CAPITAL ACQUIST CO	SHS CL A	G7255E109	2,810	283,810	SH		DFND		2,810	0	0
PROPTECH INVESTMENT CORP II	COM CL A	743497109	690	69,300	SH		DFND		690	0	0
PROSPECTOR CAPITAL CORP	CL A	G7273A105	2,155	217,019	SH		DFND		2,155	0	0
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	5,643	5,000,000	SH		DFND		5,643	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	329	245,000	SH		DFND		329	0	0
RAPID7 INC	NOTE 2.250% 5/0	753422AD6	1,993	2,000,000	SH		DFND		1,993	0	0
RECHARGE ACQUISITION CORP	COM CL A	756229100	2,408	238,642	SH		DFND		2,408	0	0
ROGERS CORP	COM	775133101	239	987	SH		DFND		239	0	0
ROSS ACQUISITION CORP II	SHS CL A	G7641C106	4,640	471,045	SH		DFND		4,640	0	0
EMBRACE CHANGE ACQUISITN COR	RIGHT 10/25/2026	G3034H141	13	430,500	SH		DFND		13	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	2,766	1,663,000	SH		DFND		2,766	0	0
SCION TECH GROWTH I	CL A SHS	G31067104	4,823	487,123	SH		DFND		4,823	0	0
SCION TECH GROWTH II	CL A SHS	G31070108	493	50,023	SH		DFND		493	0	0
SCULPTOR ACQUISITION CORP I	CL A COM	G7T983103	1,798	178,420	SH		DFND		1,798	0	0
SERVISFIRST BANCSHARES INC	COM	81768T108	206	2,573	SH		DFND		206	0	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	11,795	10,000,000	SH		DFND		11,795	0	0
SLAM CORP	CL A SHS	G8210L105	3,842	388,427	SH		DFND		3,842	0	0
SM ENERGY CO	COM	78454L100	243	6,449	SH		DFND		243	0	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	1,284	1,500,000	SH		DFND		1,284	0	0
SNAP INC	NOTE 0.250% 5/0	83304AAD8	9,065	10,000,000	SH		DFND		9,065	0	0
SOCIAL CAPITAL HEDOSOPHA HLD	SHS CL A	G82514103	2,381	238,093	SH		DFND		2,381	0	0
SOCIAL CAPITAL HEDOSOPHA HLD	SHS CL A	G8251L105	8,149	814,879	SH		DFND		8,149	0	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	1,225	1,123,000	SH		DFND		1,225	0	0
SOUTH JERSEY INDS INC	COM	838518108	215	6,439	SH		DFND		215	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	71,037	397,646	SH		DFND		71,037	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	3,314	3,500,000	SH		DFND		3,314	0	0
SPORTS VENTURES ACQUISIN COR	CL A SHS	G8372A103	5,610	566,667	SH		DFND		5,610	0	0
SPOTIFY USA INC	NOTE 3/1	84921RAB6	3,133	4,000,000	SH		DFND		3,133	0	0
SPS COMM INC	COM	78463M107	235	1,891	SH		DFND		235	0	0
BLOCK INC	NOTE 0.500% 5/1	852234AD5	289	284,000	SH		DFND		289	0	0
BLOCK INC	NOTE 0.250%11/0	852234AK9	691	959,000	SH		DFND		691	0	0
STARWOOD PPTY TR INC	NOTE 4.375% 4/0	85571BAH8	1,255	1,276,000	SH		DFND		1,255	0	0
STARWOOD PPTY TR INC	COM	85571B105	146	8,000	SH		DFND		146	0	0
STARWOOD PPTY TR INC	COM	85571B105	176	8,000	SH	Put	DFND		176	0	0
SUNNOVA ENERGY INTL INC.	NOTE 0.250%12/0	86745KAF1	1,260	1,500,000	SH		DFND		1,260	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	105	11,166	SH		DFND		105	0	0
SUPERNOVA PARTN ACQ CO III L	SHS CL A	G8T90F102	308	31,115	SH		DFND		308	0	0
SVF INVESTMENT CORP	CL A SHS	G8601L102	2,949	296,720	SH		DFND		2,949	0	0
SVF INVESTMENT CORP 2	CL A SHS	G8601M100	264	26,600	SH		DFND		264	0	0
TIGA ACQUISITION CORP	SHS CL A	G88672103	3,046	295,696	SH		DFND		3,046	0	0
TWIN RIDGE CAPITAL ACQUIS CO	SHS CL A	G9151L104	554	55,940	SH		DFND		554	0	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	8,711	8,633,000	SH		DFND		8,711	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	60	18,119	SH		DFND		60	0	0
TZP STRATEGIES ACQUISTN CORP	CL A SHS	G91595101	1,849	186,811	SH		DFND		1,849	0	0
UFP INDUSTRIES INC	COM	90278Q108	234	3,246	SH		DFND		234	0	0
UNITI GROUP INC	COM	91325V108	87	12,479	SH		DFND		87	0	0
DTE ENERGY CO	UNIT 11/01/2022	233331842	2,396	48,368	SH		DFND		2,396	0	0
NEXTERA ENERGY INC	UNIT 09/01/2023	65339F739	1,431	30,000	SH		DFND		1,431	0	0
NEXTERA ENERGY INC	UNIT 03/01/2023	65339F770	10,921	225,000	SH		DFND		10,921	0	0
VALUENCE MERGER CORP I	CLASS A ORD SHS	G9R16L100	1,010	100,000	SH		DFND		1,010	0	0
VANECK ETF TRUST	GOLD MINERS ETF	92189F106	844	35,000	SH		DFND		844	0	0
VANECK ETF TRUST	GOLD MINERS ETF	92189F106	478	35,000	SH	Put	DFND		478	0	0
VARONIS SYS INC	NOTE 1.250% 8/1	922280AB8	1,642	1,500,000	SH		DFND		1,642	0	0
VECTOR ACQUISITION CORP II	CL A SHS	G9460A104	2,218	225,200	SH		DFND		2,218	0	0
VIAVI SOLUTIONS INC	NOTE 1.750% 6/0	925550AE5	4,198	4,000,000	SH		DFND		4,198	0	0
VIAVI SOLUTIONS INC	COM	925550105	156	11,985	SH		DFND		156	0	0
VICKERS VANTAGE CORP I	SHS	G9440B107	6,301	619,573	SH		DFND		6,301	0	0
VIVEON HEALTH ACQUISITION CO	COMMON STOCK	92853V106	5,517	543,000	SH		DFND		5,517	0	0
VPC IMPACT ACQUISITION HLDG	CLASS A ORD	G9460L126	6,412	651,000	SH		DFND		6,412	0	0
VY GLOBAL GROWTH	COM CL A	G9444H100	6,592	657,187	SH		DFND		6,592	0	0
WARBURG PINCUS CAPTAL CORP I	SHS CL A	G9460M108	247	25,000	SH		DFND		247	0	0
WARBURG PINCUS CAPTAL CORP I	SHS CL A	G9461D107	2,225	225,000	SH		DFND		2,225	0	0
WIX COM LTD	NOTE 7/0	92940WAB5	516	540,000	SH		DFND		516	0	0
WORKIVA INC	NOTE 1.125% 8/1	98139AAB1	7,767	6,656,000	SH		DFND		7,767	0	0
CLARUS THERAPEUTICS HLDNGS I	*W EXP 08/11/202	18271L115	1	100,000	SH		DFND		1	0	0
EMBRACE CHANGE ACQUISITN COR	*W EXP 10/25/202	G3034H125	10	500,500	SH		DFND		10	0	0
HAINAN MANASLU ACQUISTN CORP	*W EXP 01/31/202	G4233U131	7	246,000	SH		DFND		7	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
ZILLOW GROUP INC	NOTE 0.750% 9/0	98954MAE1	1,791	1,800,000	SH		DFND		1,791	0	0
ZSCALER INC	NOTE 0.125% 7/0	98980GAB8	5,726	4,500,000	SH		DFND		5,726	0	0