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 |
ACTIVISION BLIZZARD INC | COM | 00507V109 | 46,182,077 | 552,153 | SH | | DFND | | 552,153 | 0 | 0 |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 14,119,432 | 13,154 | SH | | SOLE | | 13,154 | 0 | 0 |
ALBERTSONS COS INC | COMMON STOCK | 013091103 | 23,196,552 | 1,064,062 | SH | | SOLE | | 1,064,062 | 0 | 0 |
ALLEGO N V | W EXP 03/16/202 | N0796A118 | 7,500 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
ALPHABET INC | CAP STK CL A | 02079K305 | 5,135,673 | 42,676 | SH | | SOLE | | 42,676 | 0 | 0 |
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 28,316,834 | 17,243 | SH | | DFND | | 17,243 | 0 | 0 |
ALVOTECH | W EXP 06/15/202 | L01800116 | 75,000 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
AMAZON COM INC | COM | 023135106 | 5,780,778 | 44,406 | SH | | SOLE | | 44,406 | 0 | 0 |
AMBAC FINL GROUP INC | COM NEW | 023139884 | 19,327,783 | 1,390,488 | SH | | DFND | | 1,390,488 | 0 | 0 |
AMC ENTMT HLDGS INC | CL A COM | 00165C104 | 5,388,701 | 3,027,360 | SH | | DFND | | 3,027,360 | 0 | 0 |
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 9,935,193 | 7,799 | SH | | SOLE | | 7,799 | 0 | 0 |
APOLLO STRATEGIC GRWT CPTL I | W EXP 02/12/202 | G0412A128 | 1,811 | 15,020 | SH | | SOLE | | 15,020 | 0 | 0 |
ARAMARK | COM | 03852U106 | 3,868,834 | 90,605 | SH | | SOLE | | 90,605 | 0 | 0 |
ARES ACQUISITION CORPORATION | COM CL A | G33032106 | 2,852,550 | 270,000 | SH | | SOLE | | 270,000 | 0 | 0 |
ARES ACQUISITION CORP II | SHS CLASS A | G33033104 | 3,051,000 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
ARES ACQUISITION CORP II | W EXP 99/99/999 | G33033120 | 45,000 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
ARES ACQUISITION CORPORATION | W EXP 02/02/202 | G33032122 | 62,000 | 80,000 | SH | | SOLE | | 80,000 | 0 | 0 |
ARRAY TECHNOLOGIES INC | COM SHS | 04271T100 | 149,074 | 6,667 | SH | | SOLE | | 6,667 | 0 | 0 |
ASHLAND INC | COM | 044186104 | 265,776 | 3,057 | SH | | SOLE | | 3,057 | 0 | 0 |
AUTOLIV INC | COM | 052800109 | 221,830 | 2,607 | SH | | SOLE | | 2,607 | 0 | 0 |
BGC PARTNERS INC | CL A | 05541T101 | 23,119,306 | 5,149,066 | SH | | SOLE | | 5,149,066 | 0 | 0 |
BLACKSKY TECHNOLOGY INC | W EXP 09/09/202 | 09263B116 | 62,559 | 265,081 | SH | | SOLE | | 265,081 | 0 | 0 |
BLEUACACIA LTD | CLASS A ORD SHS | G11728105 | 1,537,500 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
BLEUACACIA LTD | RIGHT 10/30/2026 | G11728139 | 12,938 | 225,000 | SH | | SOLE | | 225,000 | 0 | 0 |
BLEUACACIA LTD | W EXP 10/30/202 | G11728113 | 5,625 | 112,500 | SH | | SOLE | | 112,500 | 0 | 0 |
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 14,698,112 | 9,758 | SH | | SOLE | | 9,758 | 0 | 0 |
BOX INC | NOTE 1/1 | 10316TAB0 | 4,514,101 | 3,600 | SH | | SOLE | | 3,600 | 0 | 0 |
CC NEUBERGER PRINCIPAL HOLDN | W EXP 02/05/202 | G1992N126 | 2,296 | 11,480 | SH | | SOLE | | 11,480 | 0 | 0 |
CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 62,170,645 | 22,652 | SH | | DFND | | 22,652 | 0 | 0 |
CHEFS WHSE INC | COM | 163086101 | 378,529 | 10,609 | SH | | SOLE | | 10,609 | 0 | 0 |
CHURCHILL CAPITAL CORP VII | W EXP 02/29/202 | 17144M110 | 2,346 | 15,638 | SH | | SOLE | | 15,638 | 0 | 0 |
CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 15,295,187 | 11,000 | SH | | SOLE | | 11,000 | 0 | 0 |
CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 17,238,568 | 424,125 | SH | | DFND | | 424,125 | 0 | 0 |
CNH INDL N V | SHS | N20944109 | 10,357,632 | 719,280 | SH | | SOLE | | 719,280 | 0 | 0 |
CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 18,873,704 | 12,711 | SH | | SOLE | | 12,711 | 0 | 0 |
CONCORD ACQUISITION CORP III | W EXP 99/99/999 | 20607V114 | 840 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 9,030,931 | 8,020 | SH | | SOLE | | 8,020 | 0 | 0 |
COPA HOLDINGS SA | NOTE 4.500% 4/1 | 21720AAB8 | 34,697,710 | 15,750 | SH | | DFND | | 15,750 | 0 | 0 |
CYTOKINETICS INC | COM NEW | 23282W605 | 516,560 | 15,545 | SH | | SOLE | | 15,545 | 0 | 0 |
DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 14,907,431 | 10,500 | SH | | SOLE | | 10,500 | 0 | 0 |
ELLIOTT OPPORTUNITY II CORP | SHS CL A | G30092103 | 2,585,000 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 16,819,245 | 9,962 | SH | | SOLE | | 9,962 | 0 | 0 |
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 15,483,361 | 12,952 | SH | | SOLE | | 12,952 | 0 | 0 |
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 5,335,269 | 4,669 | SH | | SOLE | | 4,669 | 0 | 0 |
FATHOM DIGITAL MFG CORP | W EXP 12/23/202 | 31189Y111 | 500 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 24,367,220 | 450,494 | SH | | SOLE | | 450,494 | 0 | 0 |
FRESHPET INC | COM | 358039105 | 140,833 | 2,166 | SH | | SOLE | | 2,166 | 0 | 0 |
FTAC EMERALD ACQUISITION COR | CLASS A COM | 29103K100 | 5,698,000 | 550,000 | SH | | SOLE | | 550,000 | 0 | 0 |
FTAC EMERALD ACQUISITION COR | W EXP 10/19/202 | 29103K118 | 15,125 | 275,000 | SH | | SOLE | | 275,000 | 0 | 0 |
FTAC ZEUS ACQUISITION COR | CLASS A COM | 30320F106 | 1,564,500 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
FTAC ZEUS ACQUISITION COR | W EXP 04/15/202 | 30320F114 | 1,163 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
GEO GROUP INC NEW | COM | 36162J106 | 134,324 | 18,682 | SH | | SOLE | | 18,682 | 0 | 0 |
GLOBAL TECHNOLGY ACQSTN CORP | W EXP 10/19/202 | G3934N115 | 6,818 | 112,500 | SH | | SOLE | | 112,500 | 0 | 0 |
GLOBUS MED INC | CL A | 379577208 | 4,824,378 | 81,157 | SH | | SOLE | | 81,157 | 0 | 0 |
GORES HOLDINGS IX INC | CLASS A COM | 38287A101 | 2,287,442 | 223,383 | SH | | SOLE | | 223,383 | 0 | 0 |
GORES HOLDINGS IX INC | UNIT 01/14/2029 | 38287A200 | 130,831 | 12,764 | SH | | SOLE | | 12,764 | 0 | 0 |
GORES HOLDINGS IX INC | W EXP 01/14/202 | 38287A119 | 12,658 | 74,461 | SH | | SOLE | | 74,461 | 0 | 0 |
GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 12,114,994 | 9,833 | SH | | SOLE | | 9,833 | 0 | 0 |
HAMMERHEAD ENERGY INC | W EXP 02/23/202 | 408302115 | 71,499 | 49,999 | SH | | SOLE | | 49,999 | 0 | 0 |
HORIZON THERAPEUTICS PUB L | SHS | G46188101 | 74,356,326 | 721,836 | SH | | SOLE | | 721,836 | 0 | 0 |
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 4,759,170 | 2,500 | SH | | SOLE | | 2,500 | 0 | 0 |
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 15,028,673 | 7,000 | SH | | SOLE | | 7,000 | 0 | 0 |
IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 7,386,472 | 7,805 | SH | | SOLE | | 7,805 | 0 | 0 |
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 4,731,802 | 4,698 | SH | | SOLE | | 4,698 | 0 | 0 |
IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 6,737,363 | 6,577 | SH | | SOLE | | 6,577 | 0 | 0 |
JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 4,276,000 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
JAWS MUSTANG ACQUISITION COR | W EXP 01/30/202 | G50737124 | 5,420 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
JOBY AVIATION INC | W EXP 08/10/202 | G65163118 | 212,250 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 34,259,890 | 13,352 | SH | | SOLE | | 13,352 | 0 | 0 |
L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 | 3,657,500 | 350,000 | SH | | SOLE | | 350,000 | 0 | 0 |
L CATTERTON ASIA ACQUISITION | W EXP 03/08/202 | G5346G117 | 58,333 | 116,666 | SH | | SOLE | | 116,666 | 0 | 0 |
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 11,951,357 | 49,816 | SH | | SOLE | | 49,816 | 0 | 0 |
LANVIN GROUP HOLDINGS LIMITE | W EXP 01/14/202 | G5380J118 | 21,250 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
LIBERTY BROADBAND CORP | COM SER C | 530307305 | 6,068,076 | 75,709 | SH | | SOLE | | 75,709 | 0 | 0 |
LIBERTY MEDIA CORP DEL | COM A SIRIUSXM | 531229409 | 6,550,940 | 202,502 | SH | | SOLE | | 202,502 | 0 | 0 |
LIBERTY MEDIA CORP DEL | COM C SIRIUSXM | 531229607 | 19,707,516 | 615,091 | SH | | SOLE | | 615,091 | 0 | 0 |
AMC ENTMT HLDGS INC | PUT | 00165C954 | 4,433,369 | 16,014 | SH | Put | DFND | | 16,014 | 0 | 0 |
BROADCOM INC | PUT | 11135F951 | 895,657 | 319 | SH | Put | DFND | | 319 | 0 | 0 |
CLARIVATE PLC | CALL | G21810909 | 37,027 | 5,728 | SH | Call | DFND | | 5,728 | 0 | 0 |
DICE THERAPEUTICS INC | CALL | 23345J904 | 4,084 | 1,072 | SH | Call | DFND | | 1,072 | 0 | 0 |
NVIDIA CORPORATION | PUT | 67066G954 | 2,993,351 | 1,065 | SH | Put | DFND | | 1,065 | 0 | 0 |
SPECTRUM BRANDS HLDGS INC NE | PUT | 84790A955 | 971 | 2,136 | SH | Put | DFND | | 2,136 | 0 | 0 |
MANCHESTER UTD PLC NEW | ORD CL A | G5784H106 | 863,209 | 35,233 | SH | | DFND | | 35,233 | 0 | 0 |
MDU RES GROUP INC | COM | 552690109 | 5,347,802 | 254,900 | SH | | SOLE | | 254,900 | 0 | 0 |
META PLATFORMS INC | CL A | 30303M102 | 1,083,004 | 3,770 | SH | | SOLE | | 3,770 | 0 | 0 |
MICROSOFT CORP | COM | 594918104 | 5,570,296 | 16,376 | SH | | SOLE | | 16,376 | 0 | 0 |
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 12,880,234 | 10,300 | SH | | SOLE | | 10,300 | 0 | 0 |
NOVA LTD | NOTE 10/1 | 66980MAB2 | 9,642,431 | 6,000 | SH | | SOLE | | 6,000 | 0 | 0 |
NVIDIA CORPORATION | COM | 67066G104 | 19,158,832 | 45,399 | SH | | DFND | | 45,399 | 0 | 0 |
ON HLDG AG | NAMEN AKT A | H5919C104 | 5,801,680 | 177,530 | SH | | SOLE | | 177,530 | 0 | 0 |
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 33,991,750 | 18,674 | SH | | SOLE | | 18,674 | 0 | 0 |
ORIGIN MATERIALS INC | W EXP 06/25/202 | 68622D114 | 55,200 | 76,667 | SH | | SOLE | | 76,667 | 0 | 0 |
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 7,247,913 | 6,307 | SH | | SOLE | | 6,307 | 0 | 0 |
PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 5,422,625 | 5,547 | SH | | SOLE | | 5,547 | 0 | 0 |
PENN ENTERTAINMENT INC | NOTE 2.750% 5/1 | 707569AU3 | 10,116,555 | 8,080 | SH | | SOLE | | 8,080 | 0 | 0 |
PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 18,736,327 | 9,625 | SH | | SOLE | | 9,625 | 0 | 0 |
PINTEREST INC | CL A | 72352L106 | 1,139,870 | 41,480 | SH | | SOLE | | 41,480 | 0 | 0 |
PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 7,764,576 | 7,026 | SH | | SOLE | | 7,026 | 0 | 0 |
RESMED INC | COM | 761152107 | 1,065,190 | 4,859 | SH | | SOLE | | 4,859 | 0 | 0 |
REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 13,534,652 | 12,816 | SH | | SOLE | | 12,816 | 0 | 0 |
SCREAMING EAGLE ACQUISITN CO | CLASS A ORD SHS | G79407105 | 2,846,256 | 275,800 | SH | | SOLE | | 275,800 | 0 | 0 |
SCREAMING EAGLE ACQUISITN CO | W EXP 01/05/202 | G79407121 | 12,500 | 83,333 | SH | | SOLE | | 83,333 | 0 | 0 |
SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 4,784,766 | 4,698 | SH | | SOLE | | 4,698 | 0 | 0 |
SEAGEN INC | COM | 81181C104 | 40,489,311 | 210,427 | SH | | SOLE | | 210,427 | 0 | 0 |
SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | 4,765,064 | 65,141 | SH | | SOLE | | 65,141 | 0 | 0 |
SKILLSOFT CORP | W EXP 06/11/202 | 83066P119 | 3,201 | 58,207 | SH | | SOLE | | 58,207 | 0 | 0 |
SLAM CORP | CL A SHS | G8210L105 | 1,335,000 | 125,000 | SH | | SOLE | | 125,000 | 0 | 0 |
SLAM CORP | W EXP 02/23/202 | G8210L121 | 5,656 | 31,250 | SH | | SOLE | | 31,250 | 0 | 0 |
SOLID POWER INC | W EXP 12/08/202 | 83422N113 | 13,870 | 45,387 | SH | | SOLE | | 45,387 | 0 | 0 |
SPECTRUM BRANDS HLDGS INC NE | COM | 84790A105 | 16,662,936 | 213,600 | SH | | DFND | | 213,600 | 0 | 0 |
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 9,068,443 | 9,396 | SH | | SOLE | | 9,396 | 0 | 0 |
SYSTEM1 INC | W EXP 99/99/999 | 87200P117 | 28,333 | 56,666 | SH | | SOLE | | 56,666 | 0 | 0 |
TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 4,655,428 | 3,560 | SH | | SOLE | | 3,560 | 0 | 0 |
UNITED HOMES GROUP INC | W EXP 03/30/202 | 91060H116 | 8,743 | 12,500 | SH | | SOLE | | 12,500 | 0 | 0 |
UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 26,316,397 | 13,438 | SH | | SOLE | | 13,438 | 0 | 0 |
VEECO INSTRS INC DEL | NOTE 3.500% 1/1 | 922417AG5 | 680,954 | 547 | SH | | SOLE | | 547 | 0 | 0 |
VERIS RESIDENTIAL INC | COM | 554489104 | 2,737,215 | 168,444 | SH | | SOLE | | 168,444 | 0 | 0 |
VERTICAL AEROSPACE LTD | W EXP 09/15/202 | G9471C115 | 43,200 | 240,000 | SH | | SOLE | | 240,000 | 0 | 0 |
VINTAGE WINE ESTATES INC | W EXP 06/08/202 | 92747V114 | 17,025 | 415,253 | SH | | SOLE | | 415,253 | 0 | 0 |
VMWARE INC | CL A COM | 928563402 | 49,296,366 | 339,647 | SH | | SOLE | | 339,647 | 0 | 0 |
WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 15,800,179 | 11,627 | SH | | SOLE | | 11,627 | 0 | 0 |
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 17,767,125 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
ZURA BIO LTD | W EXP 03/20/202 | G9TY5A119 | 67,031 | 187,500 | SH | | SOLE | | 187,500 | 0 | 0 |