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

OMB Number:		3235-0006
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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	238,478	24,211	SH		DFND		238,478	0	0
A SPAC II ACQUISITION CORP	ORD SHS CL A	G0543H109	13,131,210	1,310,500	SH		DFND		13,131,210	0	0
ABG ACQUISITION CORP I	CL A SHS	G00496102	1,827,070	181,798	SH		DFND		1,827,070	0	0
ABRI SPAC I INC	COMMON STOCK	00085X105	1,839,600	180,000	SH		DFND		1,839,600	0	0
AHREN ACQUISITION CORP	CLASS A ORD SHS	G01322109	447,728	43,809	SH		DFND		447,728	0	0
ATI INC	NOTE 3.500% 6/1	01741RAK8	3,015,030	1,500,000	SH		DFND		3,015,030	0	0
ALPHA STAR ACQUISITION CORP	ORDINARY SHARES	G0230C108	10,323,863	1,027,250	SH		DFND		10,323,863	0	0
ALTIMAR ACQUISITION CORP III	SHS CL A	G0370U108	1,376,506	139,041	SH		DFND		1,376,506	0	0
AMERICAN AIRLINES GROUP INC	NOTE 6.500% 7/0	02376RAF9	1,328,077	1,280,000	SH		DFND		1,328,077	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	1,661,625	17,500	SH		DFND		1,661,625	0	0
APTIV PLC	5.5% CNV PFD A	G6095L117	1,134,089	10,992	SH		DFND		1,134,089	0	0
ARBOR REALTY TRUST INC	COM	038923108	276,990	21,000	SH		DFND		276,990	0	0
ARBOR REALTY TRUST INC	COM	038923108	78,750	21,000	SH	Put	DFND		78,750	0	0
ARCTOS NORTHSTAR ACQUIS CORP	SHS CL A	G0477L100	2,006,820	199,287	SH		DFND		2,006,820	0	0
ARES ACQUISITION CORPORATION	COM CL A	G33032106	2,753,540	275,354	SH		DFND		2,753,540	0	0
ARES CAPITAL CORP	COM	04010L103	868,090	47,000	SH		DFND		868,090	0	0
AURORA ACQUISITION CORP	CLASS A ORD SHS	G0698L103	8,355,500	850,000	SH		DFND		8,355,500	0	0
AURORA TECHNOLOGY ACQUISITIO	CLASS A ORD SHS	G06984119	6,500,000	650,000	SH		DFND		6,500,000	0	0
AUTHENTIC EQUITY ACQUISTN CO	CL A SHS	G06607108	8,851,229	892,261	SH		DFND		8,851,229	0	0
AXIOS SUSTAINABLE GRW ACQ CO	CL A ORD SHS	G0703K108	10,811,782	1,054,808	SH		DFND		10,811,782	0	0
BENTLEY SYS INC	NOTE 0.375% 7/0	08265TAD1	3,983,555	5,000,000	SH		DFND		3,983,555	0	0
BILL COM HLDGS INC	NOTE 12/0	090043AB6	1,651,918	1,626,000	SH		DFND		1,651,918	0	0
BIOTECH ACQUISITION COMPANY	CL A SHS	G1125A108	2,468,784	250,638	SH		DFND		2,468,784	0	0
BLACK SPADE ACQUISITION CO	SHS CL A	G11537100	964,260	96,426	SH		DFND		964,260	0	0
BLACKLINE INC	NOTE 0.125% 8/0	09239BAB5	8,581,885	7,750,000	SH		DFND		8,581,885	0	0
BLACKLINE INC	NOTE 3/1	09239BAD1	1,263,603	1,500,000	SH		DFND		1,263,603	0	0
BLACKSTONE MORTGAGE TRUST IN	NOTE 5.500% 3/1	09257WAE0	3,663,840	4,249,000	SH		DFND		3,663,840	0	0
BLACKSTONE MTG TR INC	COM CL A	09257W100	178,728	11,000	SH	Put	DFND		178,728	0	0
BLUE SAFARI GRP ACQUISITN CO	CLASS A ORD SHS	G1195R106	1,230,000	120,000	SH		DFND		1,230,000	0	0
BLUE WORLD ACQUISITION CORP	CLASS A ORD SHS	G1263E102	5,963,060	596,306	SH		DFND		5,963,060	0	0
BLUERIVER ACQUISITION CORP	SHS CL A	G1261Q107	1,004,000	100,000	SH		DFND		1,004,000	0	0
BULLPEN PARLAY ACQUISITION C	CLASS A ORD SHS	G1792A100	695,712	68,007	SH		DFND		695,712	0	0
CAPITALWORKS EMNG MKTS ACQST	CLASS A ORD SHS	G1889L100	1,010,000	100,000	SH		DFND		1,010,000	0	0
CARTICA ACQUISITION CORP	CLASS A ORD SHS	G1995D109	1,303,947	129,746	SH		DFND		1,303,947	0	0
CATCHA INVESTMENT CORP	SHS CL A	G1962Y102	502,500	50,000	SH		DFND		502,500	0	0
CC NEUBERGER PRINCIPAL HOLDN	SHS CL A	G1992N100	2,561,890	256,189	SH		DFND		2,561,890	0	0
CHAIN BRIDGE I	CLASS A ORD	G2061X102	255,000	25,000	SH		DFND		255,000	0	0
CLIMATEROCK	CLASS A ORD	G2311X100	289,661	28,538	SH		DFND		289,661	0	0
CLOUDFLARE INC	NOTE 0.750% 5/1	18915MAB3	2,753,480	2,000,000	SH		DFND		2,753,480	0	0
CNX RES CORP	NOTE 2.250% 5/0	12653CAG3	7,048,553	4,825,000	SH		DFND		7,048,553	0	0
COLONNADE ACQUISITION CORP I	SHS CL A	G2284B101	7,232,231	733,492	SH		DFND		7,232,231	0	0
CONSTELLATION ACQUISITN CORP	SHS CL A	G2R18K105	3,009,170	300,917	SH		DFND		3,009,170	0	0
CORAZON CAPITAL V838 MONOCER	CLASS A ORD SHS	G24237102	246,581	24,414	SH		DFND		246,581	0	0
CRESCERA CAP ACQUISITION COR	CLASS A ORD SHS	G26507106	3,096,842	306,618	SH		DFND		3,096,842	0	0
CROWN PROPTECH ACQUISITIONS	SHS CL A	G25741102	7,016,340	701,634	SH		DFND		7,016,340	0	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	6,642,426	6,129,000	SH		DFND		6,642,426	0	0
DENALI CAPITAL ACQUISITN COR	CLASS A ORD	G6256B106	4,936,720	493,672	SH		DFND		4,936,720	0	0
DHC ACQUISITION CORP	CLASS A ORD SHS	G2758T109	11,510,240	1,151,024	SH		DFND		11,510,240	0	0
DISRUPTIVE ACQUISITION CORP	CLASS A ORD SHS	G2770Y102	1,663,200	165,000	SH		DFND		1,663,200	0	0
EMBRACE CHANGE ACQUISITN COR	ORDINARY SHARES	G3034H109	5,186,800	518,680	SH		DFND		5,186,800	0	0
EMERGING MARKETS HORIZON COR	CLASS A ORD SHS	G3033X105	1,880,646	187,129	SH		DFND		1,880,646	0	0
ENERGEM CORP	CLASS A ORD SHS	G30449105	1,480,987	145,910	SH		DFND		1,480,987	0	0
ENPHASE ENERGY INC	NOTE 3/0	29355AAH0	4,714,074	4,174,000	SH		DFND		4,714,074	0	0
ENVISTA HOLDINGS CORPORATION	NOTE 2.375% 6/0	29415FAB0	8,402,800	5,000,000	SH		DFND		8,402,800	0	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	13,008,805	5,610,000	SH		DFND		13,008,805	0	0
ESGEN ACQUISITION CORP	SHS CL A	G3R95N103	732,010	71,000	SH		DFND		732,010	0	0
ESM ACQUISITION CORPORATION	SHS CL A	G3195H104	273,309	27,114	SH		DFND		273,309	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	6,945,570	4,500,000	SH		DFND		6,945,570	0	0
FAR PEAK ACQUISITION CORP	SHS CL A	G3312L103	7,677,995	766,267	SH		DFND		7,677,995	0	0
FINTECH EVOLUTION ACQUIS GRO	SHS CL A	G3R19A104	758,207	75,070	SH		DFND		758,207	0	0
FORTRESS CAPITAL ACQUISITION	SHS CL A	G36427105	726,948	71,975	SH		DFND		726,948	0	0
FREEDOM ACQUISITION I CORP	SHS CL A	G3663X110	225,568	22,400	SH		DFND		225,568	0	0
G SQUARED ASCEND I INC	SHS CL A	G4204R109	6,350,844	640,206	SH		DFND		6,350,844	0	0
G SQUARED ASCEND II INC	COM CL A	G42041106	1,499,850	151,500	SH		DFND		1,499,850	0	0
GALATA ACQUISITION CORP	SHS CL A	G3R23A108	511,250	50,000	SH		DFND		511,250	0	0
GENESIS GRWT TECH ACQUSTN CO	CLASS A ORD SHS	G3R23D102	3,851,250	375,000	SH		DFND		3,851,250	0	0
GENESIS UNICORN CAPITAL CORP	CLASS A COM	37187C100	6,237,000	630,000	SH		DFND		6,237,000	0	0
GESHER I ACQUISITION CORP	CLASS A ORD	G38537109	1,648,142	161,900	SH		DFND		1,648,142	0	0
GIGCAPITAL 5 INC	COMMON STOCK	37519U109	2,116,708	209,575	SH		DFND		2,116,708	0	0
GOLDENBRIDGE ACQUISITION LTD	SHS	G3970D104	1,246,267	121,587	SH		DFND		1,246,267	0	0
HAINAN MANASLU ACQUISTN CORP	ORDINARY SHARES	G4233U107	4,184,136	422,640	SH		DFND		4,184,136	0	0
HPX CORP	CL A ORD SHS	G32219100	1,242,581	126,794	SH		DFND		1,242,581	0	0
HUBSPOT INC	NOTE 0.375% 6/0	443573AD2	7,668,875	6,250,000	SH		DFND		7,668,875	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	3,869,432	4,000,000	SH		DFND		3,869,432	0	0
INDEPENDENCE HOLDINGS CORP	CLASS A ORD SHS	G4761A101	1,136,920	113,692	SH		DFND		1,136,920	0	0
INFINT ACQUISITION CORP	CL A ORD SHS	G47862100	4,248,637	416,533	SH		DFND		4,248,637	0	0
INSIGHT ENTERPRISES INC	NOTE 0.750% 2/1	45765UAB9	3,547,631	2,364,000	SH		DFND		3,547,631	0	0
INSULET CORP	NOTE 0.375% 9/0	45784PAK7	9,115,844	6,451,000	SH		DFND		9,115,844	0	0
INTEGRATED WELLNESS ACQ CORP	ORD SHS CL A	G4828B100	1,480,285	147,292	SH		DFND		1,480,285	0	0
INTERNATIONAL MEDIA ACQUISIT	CLASS A COM	459867107	1,274,590	126,197	SH		DFND		1,274,590	0	0
INTERPRIVATE III FINANCIAL P	COM CL A	46064R106	1,402,510	139,000	SH		DFND		1,402,510	0	0
INVESTCORP EUROPE ACQUISITIO	CLASS A ORD SHS	G4923T105	403,512	39,367	SH		DFND		403,512	0	0
INVESTCORP INDIA ACQUISTN CO	CLASS A ORD SHS	G49219101	1,398,000	137,734	SH		DFND		1,398,000	0	0
ITIQUIRA ACQUISITION CORP	CL A SHS	G49773107	148,152	14,980	SH		DFND		148,152	0	0
JACK CREEK INVESTMENT CORP	CL A SHS	G4989X115	8,443,570	844,357	SH		DFND		8,443,570	0	0
KAIROS ACQUISITION CORP	CL A SHS	G52110114	4,218,890	419,790	SH		DFND		4,218,890	0	0
KAIROUS ACQUISITION CORP LTD	ORDINARY SHARES	G52131110	255,780	25,200	SH		DFND		255,780	0	0
KENSINGTON CAPITAL ACQUISITI	SHS CL A	G5251K103	5,042,320	504,232	SH		DFND		5,042,320	0	0
KERNEL GROUP HOLDINGS INC	CL A SHS	G5259L103	1,153,888	114,473	SH		DFND		1,153,888	0	0
L CATTERTON ASIA ACQUISITION	CLASS A ORD SHS	G5346G125	5,514,910	551,491	SH		DFND		5,514,910	0	0
LAKESHORE ACQUISITION II COR	ORDINARY SHARES	G5352N105	5,091,580	509,158	SH		DFND		5,091,580	0	0
LAZARD GROWTH ACQUISITION CO	CL A ORD SHS	G54035103	8,382,590	838,259	SH		DFND		8,382,590	0	0
LEO HLDGS CORP II	COM CL A	G5463R102	2,843,870	284,387	SH		DFND		2,843,870	0	0
LIV CAPITAL ACQUISITN CORP I	CLASS A ORD SHS	G5510R105	1,141,875	112,500	SH		DFND		1,141,875	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.000% 2/1	538034AU3	1,257,787	1,280,000	SH		DFND		1,257,787	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	1,578,435	1,500,000	SH		DFND		1,578,435	0	0
MAGNUM OPUS ACQUISITION LTD	SHS CL A	G5S70A104	1,686,725	167,500	SH		DFND		1,686,725	0	0
MAQUIA CAPITAL ACQUISITION C	CLASS A COM	56564V101	1,011,504	97,260	SH		DFND		1,011,504	0	0
MARLIN TECHNOLOGY CORP	CL A SHS	G58411102	996,104	100,111	SH		DFND		996,104	0	0
MEDICUS SCIENCES ACQUISITION	CL A SHS	G5960S108	3,202,885	321,898	SH		DFND		3,202,885	0	0
METAL SKY STAR ACQUISITION C	ORDINARY SHARES	G6053N105	10,221,138	1,027,250	SH		DFND		10,221,138	0	0
MIDDLEBY CORP	NOTE 1.000% 9/0	596278AB7	3,307,927	2,819,000	SH		DFND		3,307,927	0	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	11,321,235	9,694,000	SH		DFND		11,321,235	0	0
MOUNTAIN CREST ACQSTN CORP I	COM	62402U107	625,844	62,273	SH		DFND		625,844	0	0
MSD ACQUISITION CORP	CLASS A ORD SHS	G5709C109	1,007,000	100,000	SH		DFND		1,007,000	0	0
NATIONAL VISION HLDGS INC	NOTE 2.500% 5/1	63845RAB3	3,601,740	2,620,000	SH		DFND		3,601,740	0	0
NEW VISTA ACQUISITION CORP	CL A SHS	G6529L105	2,148,020	214,802	SH		DFND		2,148,020	0	0
NOBLE ROCK ACQUISITION CORP	CL A SHS	G6546R101	3,320,870	332,087	SH		DFND		3,320,870	0	0
NORTH ATLANTIC ACQUISITN COR	CL A SHS	G66139109	502,500	50,000	SH		DFND		502,500	0	0
OCA ACQUISITION CORP	COM CL A	670865104	108,575	10,750	SH		DFND		108,575	0	0
ON SEMICONDUCTOR CORP	NOTE 5/0	682189AS4	1,582,536	1,200,000	SH		DFND		1,582,536	0	0
OXBRIDGE ACQUISITION CORP	COM CL A	G6855L109	844,981	82,037	SH		DFND		844,981	0	0
OXUS ACQUISITION CORP	SHS CL A	G6859L105	2,586,860	257,399	SH		DFND		2,586,860	0	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	22,938,986	15,609,000	SH		DFND		22,938,986	0	0
PEGASUS DIGITAL MOBILITY ACQ	CL A ORD SHS	G69768102	2,040,000	200,000	SH		DFND		2,040,000	0	0
PERIDOT ACQUISITION CORP II	SHS CL A	G7008B105	1,566,289	158,211	SH		DFND		1,566,289	0	0
PINDUODUO INC	NOTE 10/0	722304AB8	8,788,201	4,570,000	SH		DFND		8,788,201	0	0
PLUM ACQUISITION CORP I	CLASS A ORD SHS	G7134L126	2,750,000	275,000	SH		DFND		2,750,000	0	0
PONTEM CORPORATION	SHS CL A	G71707106	8,081,090	814,626	SH		DFND		8,081,090	0	0
PORTAGE FINTECH ACQUISITN CO	CLASS A ORD SHS	G7185D106	639,140	63,914	SH		DFND		639,140	0	0
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	3,063,494	2,850,000	SH		DFND		3,063,494	0	0
RIGEL RESOURCE ACQ CORP	CL A ORD SHS	G7573M106	1,309,212	127,728	SH		DFND		1,309,212	0	0
ROSS ACQUISITION CORP II	SHS CL A	G7641C106	7,000,000	700,000	SH		DFND		7,000,000	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	2,047,616	1,097,000	SH		DFND		2,047,616	0	0
SCION TECH GROWTH II	CL A SHS	G31070108	3,000,000	300,000	SH		DFND		3,000,000	0	0
SCULPTOR ACQUISITION CORP I	CL A COM	G7T983103	1,758,750	175,000	SH		DFND		1,758,750	0	0
SEMPER PARATUS ACQUISITION C	CLASS A ORD	G8028L107	490,499	47,483	SH		DFND		490,499	0	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	15,924,864	12,800,000	SH		DFND		15,924,864	0	0
SILVER SPIKE ACQUISITN CORP	CLASS A ORD SHS	G8201H105	223,675	22,168	SH		DFND		223,675	0	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	4,998,050	5,960,000	SH		DFND		4,998,050	0	0
SNAP INC	NOTE 0.250% 5/0	83304AAD8	4,720,365	5,299,000	SH		DFND		4,720,365	0	0
SOCIAL CAP SUVRETTA HLDS CRP	CLASS A ORD SHS	G8253U103	5,000,000	500,000	SH		DFND		5,000,000	0	0
SOCIAL CAP SUVRETTA HLDS CP	CLASS A ORD SHS	G8253Y105	1,250,000	125,000	SH		DFND		1,250,000	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	483,627,831	1,264,575	SH		DFND		483,627,831	0	0
SPOTIFY USA INC	NOTE 3/1	84921RAB6	801,591	1,000,000	SH		DFND		801,591	0	0
BLOCK INC	NOTE 0.500% 5/1	852234AD5	1,138,632	1,100,000	SH		DFND		1,138,632	0	0
ST ENERGY TRANSITION I LTD	CL A ORD SHS	G8465L107	619,443	60,849	SH		DFND		619,443	0	0
STONEBRIDGE ACQUISITION CORP	CLASS A ORD SHS	G85094103	691,373	67,451	SH		DFND		691,373	0	0
SUPERNOVA PARTN ACQ CO III L	SHS CL A	G8T90F102	3,186,360	318,000	SH		DFND		3,186,360	0	0
SVF INVESTMENT CORP	CL A SHS	G8601L102	335,910	33,591	SH		DFND		335,910	0	0
SWIFTMERGE ACQUISITION CORP	CLASS A ORD SHS	G63836103	557,150	55,000	SH		DFND		557,150	0	0
TENX KEANE ACQUISITION	ORD SHS	G8708L104	3,042,627	302,749	SH		DFND		3,042,627	0	0
THRIVE ACQUISITION CORPORATI	CLASS A ORD	G7158C101	2,570,700	250,800	SH		DFND		2,570,700	0	0
TKB CRITICAL TECHNOLOGIES 1	CLASS A ORD	G88935112	373,488	36,261	SH		DFND		373,488	0	0
TPB ACQUISITION CORP I	COM CL A	G8990L101	576,386	57,409	SH		DFND		576,386	0	0
TZP STRATEGIES ACQUISTN CORP	CL A SHS	G91595101	629,622	62,649	SH		DFND		629,622	0	0
UNITED STATES STL CORP	NOTE 5.000%11/0	912909AT5	8,443,305	4,250,000	SH		DFND		8,443,305	0	0
AES CORP	UNIT 02/15/2024	00130H204	2,008,560	20,000	SH		DFND		2,008,560	0	0
ALPHATIME ACQUISITION CORP	UNIT 03/01/2028	G0223V113	2,741,473	271,702	SH		DFND		2,741,473	0	0
HORIZON SPACE ACQUSTN I CORP	UNIT 03/02/2029	G4619M133	2,500,000	250,000	SH		DFND		2,500,000	0	0
NEXTERA ENERGY INC	UNIT 03/01/2023	65339F770	17,258,880	356,000	SH		DFND		17,258,880	0	0
PG&E CORP	UNIT 08/16/2023	69331C140	7,032,500	50,000	SH		DFND		7,032,500	0	0
PLUTONIAN ACQUISITION CORP	UNIT 10/26/2027	72942P203	1,005,000	100,000	SH		DFND		1,005,000	0	0
VALOR LATITUDE ACQUISITN COR	CLASS A ORD SHS	G9460N106	251,250	25,000	SH		DFND		251,250	0	0
VALUENCE MERGER CORP I	CLASS A ORD SHS	G9R16L100	1,015,000	100,000	SH		DFND		1,015,000	0	0
VANECK ETF TRUST	GOLD MINERS ETF	92189F106	1,576,300	55,000	SH		DFND		1,576,300	0	0
VECTOR ACQUISITION CORP II	CL A SHS	G9460A104	7,939,500	790,000	SH		DFND		7,939,500	0	0
VIAVI SOLUTIONS INC	NOTE 1.750% 6/0	925550AE5	1,959,462	2,000,000	SH		DFND		1,959,462	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	1,258,550	1,250,000	SH		DFND		1,258,550	0	0
VIVEON HEALTH ACQUISITION CO	COMMON STOCK	92853V106	5,701,500	543,000	SH		DFND		5,701,500	0	0
VPC IMPACT ACQUISITION HLDG	CLASS A ORD	G9460L126	6,652,602	671,980	SH		DFND		6,652,602	0	0
WARBURG PINCUS CAPTAL CORP I	SHS CL A	G9461D107	159,630	15,963	SH		DFND		159,630	0	0
WORKIVA INC	NOTE 1.125% 8/1	98139AAB1	9,545,890	7,796,000	SH		DFND		9,545,890	0	0
CACTUS ACQUISITION CORP 1 LT	*W EXP 08/17/202	G1745A124	862	86,216	SH		DFND		862	0	0
CROWN PROPTECH ACQUISITIONS	*W EXP 99/99/999	G25741110	1,022	53,841	SH		DFND		1,022	0	0
FOXO TECHNOLOGIES INC	*W EXP 08/01/202	351471115	2,400	240,000	SH		DFND		2,400	0	0
HAINAN MANASLU ACQUISTN CORP	*W EXP 01/31/202	G4233U131	2,500	250,000	SH		DFND		2,500	0	0
ITIQUIRA ACQUISITION CORP	*W EXP 02/03/202	G49773115	501	50,100	SH		DFND		501	0	0
KNIGHTSWAN ACQUISITION CORP	*W EXP 99/99/999	499103117	2,070	207,044	SH		DFND		2,070	0	0
LAZARD GROWTH ACQUISITION CO	*W EXP 02/10/202	G54035111	1,000	100,000	SH		DFND		1,000	0	0
LF CAPITAL ACQUISITION CORP	*W EXP 02/19/202	50202D110	1,341	134,050	SH		DFND		1,341	0	0
LION GROUP HOLDING LTD	*W EXP 06/16/202	53620U110	1,000	100,000	SH		DFND		1,000	0	0
OCA ACQUISITION CORP	*W EXP 01/14/202	670865112	1,674	56,561	SH		DFND		1,674	0	0
PRIME IMPACT ACQUISITION I	*W EXP 10/01/203	G61074129	514	51,400	SH		DFND		514	0	0
SLAM CORP	*W EXP 02/23/202	G8210L121	500	50,000	SH		DFND		500	0	0
STONEBRIDGE ACQUISITION CORP	*W EXP 03/31/202	G85094129	500	50,000	SH		DFND		500	0	0
THRIVE ACQUISITION CORPORATI	*W EXP 10/31/202	G7158C119	865	86,546	SH		DFND		865	0	0
WORLD QUANTUM GROWTH ACQUISI	*W EXP 08/04/202	G5596W127	1,000	100,000	SH		DFND		1,000	0	0
XPAC ACQUISITION CORP	CLASS A ORD	G9831X106	2,746,200	276,000	SH		DFND		2,746,200	0	0
ZILLOW GROUP INC	NOTE 1.375% 9/0	98954MAG6	4,585,130	4,533,000	SH		DFND		4,585,130	0	0
ZSCALER INC	NOTE 0.125% 7/0	98980GAB8	11,183,074	10,745,000	SH		DFND		11,183,074	0	0