The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 CAPITAL VENTURE ACQUISITION CORP II | COMMON STOCK | G87076108 | 491 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
8I ACQUISITION 2 CORP | COMMON STOCK | G2956R103 | 984 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
A SPAC I ACQUISITION CORP | COMMON STOCK | G0542S106 | 2,856 | 290,000 | SH | DFND | 1,2 | 290,000 | 0 | 0 | |
A SPAC I ACQUISITION CORP | RIGHT | G0542S114 | 24 | 145,000 | SH | DFND | 1,2 | 145,000 | 0 | 0 | |
A SPAC I ACQUISITION CORP | WARRANT | G0542S130 | 13 | 108,750 | SH | Call | DFND | 1,2 | 108,750 | 0 | 0 |
ACCRETION ACQUISITION CORP | COMMON STOCK | 00438Y107 | 1,960 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ACHARI VENTURES HOLDINGS CORP I | COMMON STOCK | 00444X101 | 1,990 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ACRES COMMERCIAL REALTY CORP | CONVERTIBLE BOND | 76120WAC8 | 29,241 | 29,021,000 | PRN | DFND | 1,2 | 29,021,000 | 0 | 0 | |
AETHERIUM ACQUISITION CORP | COMMON STOCK | 00809J101 | 1,976 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
AFYA LTD | COMMON STOCK | G01125106 | 22,278 | 1,546,069 | SH | DFND | 1,2 | 1,546,069 | 0 | 0 | |
AGRICO ACQUISITION CORP | COMMON STOCK | G41089106 | 2,022 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
AIB ACQUISITION CORP | COMMON STOCK | G0R45S109 | 1,976 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
AIRBNB INC | CONVERTIBLE BOND | 009066AB7 | 4,359 | 4,486,000 | PRN | DFND | 1,2 | 4,486,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | CONVERTIBLE BOND | 00971TAL5 | 8,325 | 7,211,000 | PRN | DFND | 1,2 | 7,211,000 | 0 | 0 | |
ALARM.COM HOLDINGS INC | CONVERTIBLE BOND | 011642AB1 | 3,587 | 4,220,000 | PRN | DFND | 1,2 | 4,220,000 | 0 | 0 | |
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 298,911 | 6,874,687 | SH | DFND | 1,2 | 6,874,687 | 0 | 0 | |
ALPHA HEALTHCARE ACQUISITION CORP III | COMMON STOCK | 02073F104 | 1,948 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ALPHA STAR ACQUISITION CORP | COMMON STOCK | G0230C108 | 3,956 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ALPHA STAR ACQUISITION CORP | RIGHT | G0230C132 | 80 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ALPHA STAR ACQUISITION CORP | WARRANT | G0230C116 | 28 | 400,000 | SH | Call | DFND | 1,2 | 400,000 | 0 | 0 |
ALPINE ACQUISITION CORP | COMMON STOCK | 02083L109 | 3,528 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
ALSET CAPITAL ACQUISITION CORP | COMMON STOCK | 02115M109 | 7,248 | 735,000 | SH | DFND | 1,2 | 735,000 | 0 | 0 | |
ALSET CAPITAL ACQUISITION CORP | RIGHT | 02115M125 | 128 | 735,000 | SH | DFND | 1,2 | 735,000 | 0 | 0 | |
ALSET CAPITAL ACQUISITION CORP | WARRANT | 02115M117 | 66 | 367,500 | SH | Call | DFND | 1,2 | 367,500 | 0 | 0 |
ALSP ORCHID ACQUISITION CORP I | COMMON STOCK | G0231L107 | 748 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
ALTERYX INC | CONVERTIBLE BOND | 02156BAD5 | 6,258 | 6,701,000 | PRN | DFND | 1,2 | 6,701,000 | 0 | 0 | |
ANDRETTI ACQUISITION CORP | COMMON STOCK | G26735103 | 994 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ANGLOGOLD ASHANTI LTD | COMMON STOCK | 035128206 | 102,113 | 4,310,421 | SH | DFND | 1,2 | 4,310,421 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CONVERTIBLE BOND | 03762UAB1 | 14,636 | 14,627,000 | PRN | DFND | 1,2 | 14,627,000 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CONVERTIBLE BOND | 03762UAC9 | 18,218 | 18,218,000 | PRN | DFND | 1,2 | 18,218,000 | 0 | 0 | |
ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I | COMMON STOCK | 03881F104 | 1,001 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ARDMORE SHIPPING CORP | COMMON STOCK | Y0207T100 | 7,200 | 1,600,000 | SH | DFND | 1,2 | 1,600,000 | 0 | 0 | |
ARENA FORTIFY ACQUISITION CORP | COMMON STOCK | 04005A104 | 500 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
ARGUS CAPITAL CORP | COMMON STOCK | 04026L105 | 998 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ARISZ ACQUISITION CORP | COMMON STOCK | 040450108 | 1,962 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ARMADA ACQUISITION CORP I | COMMON STOCK | 04208V103 | 2,455 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
AROGO CAPITAL ACQUISITION CORP | COMMON STOCK | 042644104 | 2,982 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
ASCENDANT DIGITAL ACQUISITION CORP III | COMMON STOCK | G05157105 | 3,003 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
ATHENA CONSUMER ACQUISITION CORP | COMMON STOCK | 04684M106 | 998 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ATLANTIC COASTAL ACQUISITION CORP II | COMMON STOCK | 04845A108 | 2,480 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
AURORA TECHNOLOGY ACQUISITION CORP | COMMON STOCK | G06984119 | 9,367 | 950,000 | SH | DFND | 1,2 | 950,000 | 0 | 0 | |
AURORA TECHNOLOGY ACQUISITION CORP | WARRANT | G06984127 | 76 | 950,000 | SH | Call | DFND | 1,2 | 950,000 | 0 | 0 |
AVALON ACQUISITION INC | COMMON STOCK | 05338E101 | 3,735 | 375,000 | SH | DFND | 1,2 | 375,000 | 0 | 0 | |
AXIOS SUSTAINABLE GROWTH ACQUISITION CORP | COMMON STOCK | G0703K108 | 5,982 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | |
AZUL SA | COMMON STOCK | 05501U106 | 57,428 | 3,815,824 | SH | DFND | 1,2 | 3,815,824 | 0 | 0 | |
BANCO BRADESCO SA | COMMON STOCK | 059460303 | 41,728 | 8,993,204 | SH | DFND | 1,2 | 8,993,204 | 0 | 0 | |
BANK OF AMERICA CORP | CONVERTIBLE PRFD | 060505682 | 14,587 | 11,114 | SH | DFND | 1,2 | 11,114 | 0 | 0 | |
BANYAN ACQUISITION CORP | COMMON STOCK | 06690B107 | 1,986 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BATTALION OIL CORP | COMMON STOCK | 07134L107 | 55,924 | 3,009,912 | SH | DFND | 1,2 | 3,009,912 | 0 | 0 | |
BEARD ENERGY TRANSITION ACQUISITION CORP | COMMON STOCK | 07402Q101 | 2,971 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
BEL FUSE INC | COMMON STOCK | 077347201 | 1,503 | 71,613 | SH | DFND | 1,2 | 71,613 | 0 | 0 | |
BEL FUSE INC | COMMON STOCK | 077347300 | 8,254 | 462,679 | SH | DFND | 1,2 | 462,679 | 0 | 0 | |
BELONG ACQUISITION CORP | COMMON STOCK | 08069M102 | 1,954 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BENEFITFOCUS INC | CONVERTIBLE BOND | 08180DAB2 | 1,937 | 2,009,000 | PRN | DFND | 1,2 | 2,009,000 | 0 | 0 | |
BERRY CORP | COMMON STOCK | 08579X101 | 133,265 | 12,913,313 | SH | DFND | 1,2 | 12,913,313 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE BOND | 09061GAH4 | 3,507 | 3,500,000 | PRN | DFND | 1,2 | 3,500,000 | 0 | 0 | |
BIOPLUS ACQUISITION CORP | COMMON STOCK | G11217117 | 988 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
BLACK MOUNTAIN ACQUISITION CORP | COMMON STOCK | 09216A108 | 1,986 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BLACKROCK CAPITAL INVESTMENT CORP | CONVERTIBLE BOND | 092533AC2 | 6,771 | 6,709,000 | PRN | DFND | 1,2 | 6,709,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE BOND | 09257WAB6 | 17,227 | 17,142,000 | PRN | DFND | 1,2 | 17,142,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE BOND | 09257WAC4 | 16,681 | 16,338,000 | PRN | DFND | 1,2 | 16,338,000 | 0 | 0 | |
BLOCKCHAIN COINVESTORS ACQUISITION CORP I | COMMON STOCK | G11765107 | 1,986 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BLOCKCHAIN MOON ACQUISITION CORP | COMMON STOCK | 09370F109 | 2,714 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | |
BLUE WORLD ACQUISITION CORP | COMMON STOCK | G1263E102 | 5,434 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | |
BLUE WORLD ACQUISITION CORP | RIGHT | G1263E110 | 78 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | |
BROAD CAPITAL ACQUISITION CORP | COMMON STOCK | 11125B102 | 5,450 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | |
BULLPEN PARLAY ACQUISITION CO | COMMON STOCK | G1792A100 | 1,974 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BURLINGTON STORES INC | CONVERTIBLE BOND | 122017AB2 | 1,601 | 1,396,000 | PRN | DFND | 1,2 | 1,396,000 | 0 | 0 | |
BURTECH ACQUISITION CORP | COMMON STOCK | 123013104 | 5,934 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | |
CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 | 3,073 | 3,500,000 | PRN | DFND | 1,2 | 3,500,000 | 0 | 0 | |
CANNA-GLOBAL ACQUISITION CORP | COMMON STOCK | 13767K101 | 10,489 | 1,051,041 | SH | DFND | 1,2 | 1,051,041 | 0 | 0 | |
CASCADIA ACQUISITION CORP | COMMON STOCK | 14739D100 | 1,462 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
CBL & ASSOCIATES PROPERTIES INC | COMMON STOCK | 124830878 | 150,297 | 4,569,701 | SH | DFND | 1,2 | 4,569,701 | 0 | 0 | |
CEMEX SAB DE CV | COMMON STOCK | 151290889 | 134,337 | 25,394,558 | SH | DFND | 1,2 | 25,394,558 | 0 | 0 | |
CENAQ ENERGY CORP | COMMON STOCK | 15130M102 | 3,000 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
CHARDAN NEXTECH ACQUISITION 2 CORP | COMMON STOCK | 159561109 | 2,265 | 225,000 | SH | DFND | 1,2 | 225,000 | 0 | 0 | |
CHAVANT CAPITAL ACQUISITION CORP | COMMON STOCK | G2058L103 | 744 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
CHEGG INC | CONVERTIBLE BOND | 163092AF6 | 14,963 | 18,204,000 | PRN | DFND | 1,2 | 18,204,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | COMMON STOCK | 165167735 | 957,100 | 11,001,153 | SH | DFND | 1,2 | 11,001,153 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | WARRANT | 165167164 | 4,842 | 75,810 | SH | Call | DFND | 1,2 | 75,810 | 0 | 0 |
CHESAPEAKE ENERGY CORP | WARRANT | 165167172 | 8,928 | 150,000 | SH | Call | DFND | 1,2 | 150,000 | 0 | 0 |
CHESAPEAKE ENERGY CORP | WARRANT | 165167180 | 44,908 | 808,001 | SH | Call | DFND | 1,2 | 808,001 | 0 | 0 |
CIVITAS RESOURCES INC | COMMON STOCK | 17888H103 | 71,652 | 1,200,000 | SH | DFND | 1,2 | 1,200,000 | 0 | 0 | |
CLEAN EARTH ACQUISITIONS CORP | COMMON STOCK | 184493203 | 3,012 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
CLOVER LEAF CAPITAL CORP | COMMON STOCK | 18915E105 | 2,014 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
COLOMBIER ACQUISITION CORP | COMMON STOCK | 19533H108 | 483 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
CONCORD ACQUISITION CORP III | COMMON STOCK | 20607V106 | 248 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
CONSILIUM ACQUISITION CORP I LTD | COMMON STOCK | G2365L101 | 3,904 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
COUNTER PRESS ACQUISITION CORP | COMMON STOCK | G2542B109 | 1,008 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
COUPA SOFTWARE INC | CONVERTIBLE BOND | 22266LAF3 | 4,853 | 5,751,000 | PRN | DFND | 1,2 | 5,751,000 | 0 | 0 | |
CREDICORP LTD | COMMON STOCK | G2519Y108 | 57,166 | 332,612 | SH | DFND | 1,2 | 332,612 | 0 | 0 | |
CRYPTO 1 ACQUISITION CORP | COMMON STOCK | G3168A102 | 1,978 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
CVENT HOLDING CORP | COMMON STOCK | 126677103 | 35,950 | 5,000,000 | SH | DFND | 1,2 | 5,000,000 | 0 | 0 | |
CYBERARK SOFTWARE LTD | CONVERTIBLE BOND | 23248VAB1 | 4,977 | 4,000,000 | PRN | DFND | 1,2 | 4,000,000 | 0 | 0 | |
DEEP MEDICINE ACQUISITION CORP | COMMON STOCK | 243733102 | 4,228 | 425,000 | SH | DFND | 1,2 | 425,000 | 0 | 0 | |
DEXCOM INC | CONVERTIBLE BOND | 252131AK3 | 4,329 | 3,775,000 | PRN | DFND | 1,2 | 3,775,000 | 0 | 0 | |
DIGITAL HEALTH ACQUISITION CORP | COMMON STOCK | 253893101 | 5,002 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
DIGITALBRIDGE GROUP INC | CONVERTIBLE BOND | 19624RAA4 | 18,506 | 18,211,000 | PRN | DFND | 1,2 | 18,211,000 | 0 | 0 | |
DIRECT SELLING ACQUISITION CORP | COMMON STOCK | 25460L103 | 3,500 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
DISH NETWORK CORP | CONVERTIBLE BOND | 25470MAB5 | 36,624 | 40,604,000 | PRN | DFND | 1,2 | 40,604,000 | 0 | 0 | |
DISH NETWORK CORP | CONVERTIBLE BOND | 25470MAD1 | 21,476 | 22,878,000 | PRN | DFND | 1,2 | 22,878,000 | 0 | 0 | |
DOCUSIGN INC | CONVERTIBLE BOND | 256163AD8 | 6,000 | 6,384,000 | PRN | DFND | 1,2 | 6,384,000 | 0 | 0 | |
DROPBOX INC | CONVERTIBLE BOND | 26210CAC8 | 4,931 | 5,257,000 | PRN | DFND | 1,2 | 5,257,000 | 0 | 0 | |
DTRT HEALTH ACQUISITION CORP | COMMON STOCK | 23344T103 | 1,504 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
DUET ACQUISITION CORP | COMMON STOCK | 26431Q106 | 4,945 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A150 | 257,562 | 3,781,561 | SH | DFND | 1,2 | 3,781,561 | 0 | 0 | |
EAGLE BULK SHIPPING INC | CONVERTIBLE BOND | 269442AA7 | 79,903 | 40,495,000 | PRN | DFND | 1,2 | 40,495,000 | 0 | 0 | |
ENERGEM CORP | COMMON STOCK | G30449105 | 4,000 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ENPHASE ENERGY INC | CONVERTIBLE BOND | 29355AAK3 | 4,249 | 4,070,000 | PRN | DFND | 1,2 | 4,070,000 | 0 | 0 | |
ESGEN ACQUISITION CORP | COMMON STOCK | G3R95N103 | 750 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
EVEREST CONSOLIDATOR ACQUISITION CORP | COMMON STOCK | 29978K102 | 1,992 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
EVERGREEN CORP | COMMON STOCK | G3312W125 | 4,518 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
EXACT SCIENCES CORP | CONVERTIBLE BOND | 30063PAB1 | 3,133 | 3,305,000 | PRN | DFND | 1,2 | 3,305,000 | 0 | 0 | |
EZCORP INC | CONVERTIBLE BOND | 302301AE6 | 10,988 | 12,374,000 | PRN | DFND | 1,2 | 12,374,000 | 0 | 0 | |
FASTLY INC | CONVERTIBLE BOND | 31188VAB6 | 15,072 | 20,057,000 | PRN | DFND | 1,2 | 20,057,000 | 0 | 0 | |
FAT PROJECTS ACQUISITION CORP | COMMON STOCK | G3400W102 | 2,072 | 210,000 | SH | DFND | 1,2 | 210,000 | 0 | 0 | |
FINANCIAL STRATEGIES ACQUISITION CORP | COMMON STOCK | 31772T107 | 3,964 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
FINNOVATE ACQUISITION CORP | COMMON STOCK | G3R34K103 | 2,180 | 220,000 | SH | DFND | 1,2 | 220,000 | 0 | 0 | |
FINTECH ECOSYSTEM DEVELOPMENT CORP | COMMON STOCK | 318136108 | 4,473 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
FINTECH EVOLUTION ACQUISITION GROUP | COMMON STOCK | G3R19A104 | 1,470 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
FIRST LIGHT ACQUISITION GROUP INC | COMMON STOCK | 320703101 | 2,967 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
FIVERR INTERNATIONAL LTD | CONVERTIBLE BOND | 33835LAA3 | 2,790 | 3,269,000 | PRN | DFND | 1,2 | 3,269,000 | 0 | 0 | |
FORD MOTOR CO | CONVERTIBLE BOND | 345370CZ1 | 7,683 | 6,473,000 | PRN | DFND | 1,2 | 6,473,000 | 0 | 0 | |
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | COMMON STOCK | 34960P101 | 52,352 | 2,033,110 | SH | DFND | 1,2 | 2,033,110 | 0 | 0 | |
FORTUNE RISE ACQUISITION CORP | COMMON STOCK | 34969G102 | 2,761 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | |
FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 100,049 | 2,011,458 | SH | DFND | 1,2 | 2,011,458 | 0 | 0 | |
FRONTIER COMMUNICATIONS PARENT INC | COMMON STOCK | 35909D109 | 110,205 | 3,982,849 | SH | DFND | 1,2 | 3,982,849 | 0 | 0 | |
FUTURE HEALTH ESG CORP | COMMON STOCK | 36118W102 | 2,465 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
FUTURETECH II ACQUISITION CORP | COMMON STOCK | 36119D202 | 4,110 | 410,000 | SH | DFND | 1,2 | 410,000 | 0 | 0 | |
GARDINER HEALTHCARE ACQUISITIONS CORP | COMMON STOCK | 365506104 | 3,968 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
GARRETT MOTION INC | COMMON STOCK | 366505105 | 25,834 | 3,593,111 | SH | DFND | 1,2 | 3,593,111 | 0 | 0 | |
GARRETT MOTION INC | CONVERTIBLE PRFD | 366505204 | 569,263 | 68,834,814 | SH | DFND | 1,2 | 68,834,814 | 0 | 0 | |
GENESIS GROWTH TECH ACQUISITION CORP | COMMON STOCK | G3R23D102 | 2,005 | 201,400 | SH | DFND | 1,2 | 201,400 | 0 | 0 | |
GENESIS UNICORN CAPITAL CORP | COMMON STOCK | 37187C209 | 3,201 | 320,000 | SH | DFND | 1,2 | 320,000 | 0 | 0 | |
GLADSTONE ACQUISITION CORP | COMMON STOCK | 37653T108 | 2,516 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
GLOBAL CONSUMER ACQUISITION CORP | COMMON STOCK | 37892B108 | 5,996 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | |
GLOBAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G3934N107 | 1,990 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
GLOBALINK INVESTMENT INC | COMMON STOCK | 37892F109 | 3,468 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
GOGREEN INVESTMENTS CORP | COMMON STOCK | G9461B101 | 2,997 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
GOLDENSTONE ACQUISITION LTD | COMMON STOCK | 38136Y201 | 3,510 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
GOLDMAN SACHS BDC INC | CONVERTIBLE BOND | 38147UAB3 | 21,989 | 21,935,000 | PRN | DFND | 1,2 | 21,935,000 | 0 | 0 | |
GOOD WORKS II ACQUISITION CORP | COMMON STOCK | 38216G104 | 984 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
GOSSAMER BIO INC | CONVERTIBLE BOND | 38341PAA0 | 1,304 | 1,623,000 | PRN | DFND | 1,2 | 1,623,000 | 0 | 0 | |
GRAF ACQUISITION CORP IV | COMMON STOCK | 384272100 | 970 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
GRANITE POINT MORTGAGE TRUST INC | CONVERTIBLE BOND | 38741LAC1 | 5,280 | 5,280,000 | PRN | DFND | 1,2 | 5,280,000 | 0 | 0 | |
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G4166K100 | 499 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
GREENLIGHT CAPITAL RE LTD | CONVERTIBLE BOND | 395366AB3 | 3,043 | 3,209,000 | PRN | DFND | 1,2 | 3,209,000 | 0 | 0 | |
GRUPO TELEVISA SAB | COMMON STOCK | 40049J206 | 27,660 | 2,364,174 | SH | DFND | 1,2 | 2,364,174 | 0 | 0 | |
GUARDANT HEALTH INC | CONVERTIBLE BOND | 40131MAB5 | 2,163 | 2,681,000 | PRN | DFND | 1,2 | 2,681,000 | 0 | 0 | |
HAEMONETICS CORP | CONVERTIBLE BOND | 405024AB6 | 18,214 | 21,614,000 | PRN | DFND | 1,2 | 21,614,000 | 0 | 0 | |
HALOZYME THERAPEUTICS INC | CONVERTIBLE BOND | 40637HAD1 | 2,173 | 2,481,000 | PRN | DFND | 1,2 | 2,481,000 | 0 | 0 | |
HCM ACQUISITION CORP | COMMON STOCK | G4365A101 | 1,994 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
HEALTH CATALYST INC | CONVERTIBLE BOND | 42225TAB3 | 1,134 | 997,000 | PRN | DFND | 1,2 | 997,000 | 0 | 0 | |
HEALTHWELL ACQUISITION CORP I | COMMON STOCK | 42227R109 | 966 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
HEARTLAND MEDIA ACQUISITION CORP | COMMON STOCK | 42237V108 | 990 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CONVERTIBLE BOND | 42330PAH0 | 10,276 | 10,267,000 | PRN | DFND | 1,2 | 10,267,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CONVERTIBLE BOND | 42330PAJ6 | 2,743 | 2,747,000 | PRN | DFND | 1,2 | 2,747,000 | 0 | 0 | |
HELLO GROUP INC | CONVERTIBLE BOND | 60879BAB3 | 10,364 | 11,160,000 | PRN | DFND | 1,2 | 11,160,000 | 0 | 0 | |
HERBALIFE NUTRITION LTD | CONVERTIBLE BOND | 42703MAD5 | 2,159 | 2,297,000 | PRN | DFND | 1,2 | 2,297,000 | 0 | 0 | |
HERTZ GLOBAL HOLDINGS INC | COMMON STOCK | 42806J700 | 327,707 | 14,794,937 | SH | DFND | 1,2 | 14,794,937 | 0 | 0 | |
HIMS & HERS HEALTH INC | COMMON STOCK | 433000106 | 17,436 | 3,271,279 | SH | DFND | 1,2 | 3,373,437 | 0 | 0 | |
HNR ACQUISITION CORP | COMMON STOCK | 40472A201 | 4,267 | 425,000 | SH | DFND | 1,2 | 425,000 | 0 | 0 | |
HOPE BANCORP INC | CONVERTIBLE BOND | 43940TAB5 | 21,460 | 21,636,000 | PRN | DFND | 1,2 | 21,636,000 | 0 | 0 | |
HORIZON GLOBAL CORP | CONVERTIBLE BOND | 44052WAA2 | 2,382 | 2,459,000 | PRN | DFND | 1,2 | 2,459,000 | 0 | 0 | |
I3 VERTICALS INC | CONVERTIBLE BOND | 44933TAB2 | 2,412 | 2,434,000 | PRN | DFND | 1,2 | 2,434,000 | 0 | 0 | |
ICICI BANK LTD | COMMON STOCK | 45104G104 | 78,934 | 4,167,589 | SH | DFND | 1,2 | 4,167,589 | 0 | 0 | |
ICONIC SPORTS ACQUISITION CORP | COMMON STOCK | G4712C107 | 4,000 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
INCEPTION GROWTH ACQUISITION LTD | COMMON STOCK | 45333D104 | 3,938 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
INDUSTRIAL HUMAN CAPITAL INC | COMMON STOCK | 45617P104 | 5,010 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
INDUSTRIAL TECH ACQUISITIONS II INC | COMMON STOCK | 45635R108 | 1,986 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
INFINERA CORP | COMMON STOCK | 45667G103 | 218,270 | 25,175,384 | SH | DFND | 1,2 | 25,175,384 | 0 | 0 | |
INFINT ACQUISITION CORP | COMMON STOCK | G47862100 | 6,000 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | |
INNOVATIVE INTERNATIONAL ACQUISITION CORP | COMMON STOCK | G4809M109 | 1,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INSIGHT ACQUISITION CORP/DE | COMMON STOCK | 45784L100 | 1,470 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
INSMED INC | CONVERTIBLE BOND | 457669AB5 | 3,187 | 3,289,000 | PRN | DFND | 1,2 | 3,289,000 | 0 | 0 | |
INTEGRA LIFESCIENCES HOLDINGS CORP | CONVERTIBLE BOND | 457985AM1 | 1,373 | 1,303,000 | PRN | DFND | 1,2 | 1,303,000 | 0 | 0 | |
INTEGRATED RAIL AND RESOURCES ACQUISITION CORP | COMMON STOCK | 45827R106 | 993 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INTEGRATED WELLNESS ACQUISITION CORP | COMMON STOCK | G4828B100 | 997 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INTELLIGENT MEDICINE ACQUISITION CORP | COMMON STOCK | 45828D106 | 999 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAA6 | 6,338 | 6,655,000 | PRN | DFND | 1,2 | 6,655,000 | 0 | 0 | |
INTERDIGITAL INC | CONVERTIBLE BOND | 45867GAB7 | 3,090 | 3,000,000 | PRN | DFND | 1,2 | 3,000,000 | 0 | 0 | |
INVACARE CORP | CONVERTIBLE BOND | 461203AJ0 | 3,370 | 3,893,000 | PRN | DFND | 1,2 | 3,893,000 | 0 | 0 | |
IONIS PHARMACEUTICALS INC | CONVERTIBLE BOND | 462222AB6 | 19,153 | 21,246,000 | PRN | DFND | 1,2 | 21,246,000 | 0 | 0 | |
IRONWOOD PHARMACEUTICALS INC | CONVERTIBLE BOND | 46333XAD0 | 834 | 818,000 | PRN | DFND | 1,2 | 818,000 | 0 | 0 | |
ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 129,131 | 22,614,976 | SH | DFND | 1,2 | 22,614,976 | 0 | 0 | |
IX ACQUISITION CORP | COMMON STOCK | G5000D103 | 1,958 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
JAZZ PHARMACEUTICALS PLC | CONVERTIBLE BOND | 472145AD3 | 5,878 | 5,742,000 | PRN | DFND | 1,2 | 5,742,000 | 0 | 0 | |
JAZZ PHARMACEUTICALS PLC | CONVERTIBLE BOND | 472145AF8 | 4,722 | 3,879,000 | PRN | DFND | 1,2 | 3,879,000 | 0 | 0 | |
JOYY INC | CONVERTIBLE BOND | 98426TAD8 | 8,788 | 9,822,000 | PRN | DFND | 1,2 | 9,822,000 | 0 | 0 | |
JUNIPER II CORP | COMMON STOCK | 48203N103 | 2,487 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
JUPITER WELLNESS ACQUISITION CORP | COMMON STOCK | 48208E108 | 4,965 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
KAIROUS ACQUISITION CORP LTD | COMMON STOCK | G52131110 | 1,486 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
KAMAN CORP | CONVERTIBLE BOND | 483548AF0 | 18,546 | 17,984,000 | PRN | DFND | 1,2 | 17,984,000 | 0 | 0 | |
KARYOPHARM THERAPEUTICS INC | CONVERTIBLE BOND | 48576UAA4 | 3,368 | 3,976,000 | PRN | DFND | 1,2 | 3,976,000 | 0 | 0 | |
KEYARCH ACQUISITION CORP | COMMON STOCK | G5260A104 | 2,827 | 290,000 | SH | DFND | 1,2 | 290,000 | 0 | 0 | |
KEYARCH ACQUISITION CORP | RIGHT | G5260A120 | 20 | 145,000 | SH | DFND | 1,2 | 145,000 | 0 | 0 | |
KILROY REALTY CORP | COMMON STOCK | 49427F108 | 117,305 | 1,535,011 | SH | DFND | 1,2 | 1,535,011 | 0 | 0 | |
KIMBELL TIGER ACQUISITION CORP | COMMON STOCK | 49436K106 | 3,009 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
KKR REAL ESTATE FINANCE TRUST INC | CONVERTIBLE BOND | 48251KAB6 | 16,270 | 15,664,000 | PRN | DFND | 1,2 | 15,664,000 | 0 | 0 | |
KNIGHTSWAN ACQUISITION CORP | COMMON STOCK | 499103109 | 1,488 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
LAKESHORE ACQUISITION II CORP | COMMON STOCK | G5352N139 | 1,754 | 175,000 | SH | DFND | 1,2 | 175,000 | 0 | 0 | |
LAMF GLOBAL VENTURES CORP I | COMMON STOCK | G5338L108 | 496 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
LARKSPUR HEALTH ACQUISITION CORP | COMMON STOCK | 51724W107 | 1,983 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
LENDINGTREE INC | CONVERTIBLE BOND | 52603BAA5 | 12,146 | 12,169,000 | PRN | DFND | 1,2 | 12,169,000 | 0 | 0 | |
LENDINGTREE INC | CONVERTIBLE BOND | 52603BAD9 | 23,694 | 28,764,000 | PRN | DFND | 1,2 | 28,764,000 | 0 | 0 | |
LF CAPITAL ACQUISITION CORP II | COMMON STOCK | 50202D102 | 499 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
LIBERTY BROADBAND CORP | COMMON STOCK | 530307305 | 11,772 | 86,999 | SH | DFND | 1,2 | 86,999 | 0 | 0 | |
LIBERTY GLOBAL PLC | COMMON STOCK | G5480U120 | 48,581 | 1,875,000 | SH | DFND | 1,2 | 1,875,000 | 0 | 0 | |
LIBERTY LATIN AMERICA LTD | CONVERTIBLE BOND | 53069QAB5 | 4,292 | 4,707,000 | PRN | DFND | 1,2 | 4,707,000 | 0 | 0 | |
LIBERTY RESOURCES ACQUISITION CORP | COMMON STOCK | 53118A105 | 3,246 | 325,000 | SH | DFND | 1,2 | 325,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | CONVERTIBLE BOND | 53220KAF5 | 19,882 | 20,353,000 | PRN | DFND | 1,2 | 20,353,000 | 0 | 0 | |
LIMELIGHT NETWORKS INC | CONVERTIBLE BOND | 53261MAB0 | 847 | 812,000 | PRN | DFND | 1,2 | 812,000 | 0 | 0 | |
LIONHEART III CORP | COMMON STOCK | 536262108 | 2,485 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
LIV CAPITAL ACQUISITION CORP II | COMMON STOCK | G5510R105 | 618 | 60,000 | SH | DFND | 1,2 | 60,000 | 0 | 0 | |
LIV CAPITAL ACQUISITION CORP II | WARRANT | G5510R113 | 8 | 45,000 | SH | Call | DFND | 1,2 | 45,000 | 0 | 0 |
LIVEPERSON INC | CONVERTIBLE BOND | 538146AD3 | 2,624 | 3,291,000 | PRN | DFND | 1,2 | 3,291,000 | 0 | 0 | |
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | COMMON STOCK | 54150E104 | 1,435 | 250,924 | SH | DFND | 1,2 | 250,924 | 0 | 0 | |
MAGNACHIP SEMICONDUCTOR CORP | COMMON STOCK | 55933J203 | 38,893 | 2,300,000 | SH | DFND | 1,2 | 2,300,000 | 0 | 0 | |
MAGNITE INC | CONVERTIBLE BOND | 55955DAB6 | 10,416 | 13,101,000 | PRN | DFND | 1,2 | 13,101,000 | 0 | 0 | |
MANDIANT INC | CONVERTIBLE BOND | 31816QAD3 | 27,590 | 27,590,000 | PRN | DFND | 1,2 | 27,590,000 | 0 | 0 | |
MARBLEGATE ACQUISITION CORP | COMMON STOCK | 56608A105 | 985 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
MAXPRO CAPITAL ACQUISITION CORP | COMMON STOCK | 57778T106 | 3,006 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
MERCATO PARTNERS ACQUISITION CORP | COMMON STOCK | 58759A108 | 2,481 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
MERCURY ECOMMERCE ACQUISITION CORP | COMMON STOCK | 589381102 | 1,963 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
MFA FINANCIAL INC | CONVERTIBLE BOND | 55272XAA0 | 18,672 | 18,408,000 | PRN | DFND | 1,2 | 18,408,000 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 31,950 | 2,358,000 | SH | DFND | 1,2 | 2,358,000 | 0 | 0 | |
MICROSTRATEGY INC | CONVERTIBLE BOND | 594972AE1 | 20,569 | 28,594,000 | PRN | DFND | 1,2 | 28,594,000 | 0 | 0 | |
MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC | COMMON STOCK | 60436Q100 | 2,765 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | |
MONTEREY BIO ACQUISITION CORP | COMMON STOCK | 61240F108 | 1,494 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
MOTIVE CAPITAL CORP II | COMMON STOCK | G6293R106 | 992 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
MOUNT RAINIER ACQUISITION CORP | COMMON STOCK | 623006103 | 1,497 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
MOUNTAIN & CO I ACQUISITION CORP | COMMON STOCK | G6301J104 | 3,024 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
MOUNTAIN CREST ACQUISITION CORP V | COMMON STOCK | 62404B107 | 737 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
MR COOPER GROUP INC | COMMON STOCK | 62482R107 | 43,719 | 957,286 | SH | DFND | 1,2 | 957,286 | 0 | 0 | |
MURPHY CANYON ACQUISITION CORP | COMMON STOCK | 626642201 | 6,060 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | |
NABORS ENERGY TRANSITION CORP | COMMON STOCK | 629567108 | 1,996 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
NABORS INDUSTRIES LTD | CONVERTIBLE BOND | 62957HAB1 | 4,993 | 5,256,000 | PRN | DFND | 1,2 | 5,256,000 | 0 | 0 | |
NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAB6 | 535 | 817,000 | PRN | DFND | 1,2 | 817,000 | 0 | 0 | |
NEW MOUNTAIN FINANCE CORP | CONVERTIBLE BOND | 647551AC4 | 18,940 | 17,879,000 | PRN | DFND | 1,2 | 17,879,000 | 0 | 0 | |
NEW YORK COMMUNITY BANCORP INC | CONVERTIBLE PRFD | 64944P307 | 4,354 | 87,636 | SH | DFND | 1,2 | 87,636 | 0 | 0 | |
NICE LTD | CONVERTIBLE BOND | 653656AB4 | 8,602 | 8,159,000 | PRN | DFND | 1,2 | 8,159,000 | 0 | 0 | |
NIO INC | CONVERTIBLE BOND | 62914VAF3 | 5,364 | 6,598,000 | PRN | DFND | 1,2 | 6,598,000 | 0 | 0 | |
NMI HOLDINGS INC | COMMON STOCK | 629209305 | 109,698 | 5,320,000 | SH | DFND | 1,2 | 5,320,000 | 0 | 0 | |
NOBLE CORP | COMMON STOCK | G6610J209 | 700 | 19,979 | SH | DFND | 1,2 | 19,979 | 0 | 0 | |
NORTHERN LIGHTS ACQUISITION CORP | COMMON STOCK | 66538L105 | 1,518 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
NORTHVIEW ACQUISITION CORP | COMMON STOCK | 66718N103 | 7,387 | 750,000 | SH | DFND | 1,2 | 750,000 | 0 | 0 | |
NORTHVIEW ACQUISITION CORP | RIGHT | 66718N129 | 109 | 750,000 | SH | DFND | 1,2 | 750,000 | 0 | 0 | |
NRG ENERGY INC | CONVERTIBLE BOND | 629377CG5 | 3,335 | 3,030,000 | PRN | DFND | 1,2 | 3,030,000 | 0 | 0 | |
NUBIA BRAND INTERNATIONAL CORP | COMMON STOCK | 67022R202 | 2,551 | 255,000 | SH | DFND | 1,2 | 255,000 | 0 | 0 | |
NUTANIX INC | CONVERTIBLE BOND | 67059NAB4 | 10,006 | 10,026,000 | PRN | DFND | 1,2 | 10,026,000 | 0 | 0 | |
NUVASIVE INC | CONVERTIBLE BOND | 670704AL9 | 6,160 | 6,199,000 | PRN | DFND | 1,2 | 6,199,000 | 0 | 0 | |
OAKTREE ACQUISITION CORP II | WARRANT | G6715X111 | 3,033 | 4,666,667 | SH | Call | DFND | 1,2 | 4,666,667 | 0 | 0 |
OAKTREE SPECIALTY LENDING CORP | COMMON STOCK | 67401P108 | 36,957 | 5,014,511 | SH | DFND | 1,2 | 5,014,511 | 0 | 0 | |
OCWEN FINANCIAL CORP | COMMON STOCK | 675746606 | 17,983 | 756,870 | SH | DFND | 1,2 | 756,870 | 0 | 0 | |
OKTA INC | CONVERTIBLE BOND | 679295AF2 | 3,422 | 3,492,000 | PRN | DFND | 1,2 | 3,492,000 | 0 | 0 | |
OMNILIT ACQUISITION CORP | COMMON STOCK | 68218C108 | 1,395 | 140,000 | SH | DFND | 1,2 | 140,000 | 0 | 0 | |
ONYX ACQUISITION CO I | COMMON STOCK | G6755Q109 | 2,994 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
OSI SYSTEMS INC | CONVERTIBLE BOND | 671044AD7 | 6,209 | 6,129,000 | PRN | DFND | 1,2 | 6,129,000 | 0 | 0 | |
OSIRIS ACQUISITION CORP | COMMON STOCK | 68829A103 | 1,458 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
OXBRIDGE ACQUISITION CORP | COMMON STOCK | G6855L109 | 2,500 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
PACIFICO ACQUISITION CORP | COMMON STOCK | 69512X103 | 2,244 | 225,000 | SH | DFND | 1,2 | 225,000 | 0 | 0 | |
PAMPA ENERGIA SA | COMMON STOCK | 697660207 | 19,589 | 829,000 | SH | DFND | 1,2 | 829,000 | 0 | 0 | |
PAPAYA GROWTH OPPORTUNITY CORP I | COMMON STOCK | 69882P102 | 2,483 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
PAR PACIFIC HOLDINGS INC | COMMON STOCK | 69888T207 | 28,774 | 2,210,000 | SH | DFND | 1,2 | 2,210,000 | 0 | 0 | |
PARABELLUM ACQUISITION CORP | COMMON STOCK | 69901P109 | 1,965 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
PARATEK PHARMACEUTICALS INC | CONVERTIBLE BOND | 699374AB0 | 1,483 | 1,675,000 | PRN | DFND | 1,2 | 1,675,000 | 0 | 0 | |
PARSEC CAPITAL ACQUISITIONS CORP | COMMON STOCK | 70184A108 | 750 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | COMMON STOCK | G69454125 | 502 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
PEBBLEBROOK HOTEL TRUST | CONVERTIBLE BOND | 70509VAA8 | 3,377 | 2,933,000 | PRN | DFND | 1,2 | 2,933,000 | 0 | 0 | |
PELOTON INTERACTIVE INC | CONVERTIBLE BOND | 70614WAB6 | 1,704 | 2,050,000 | PRN | DFND | 1,2 | 2,050,000 | 0 | 0 | |
PENNYMAC MORTGAGE INVESTMENT TRUST | CONVERTIBLE BOND | 70932AAD5 | 15,116 | 15,202,000 | PRN | DFND | 1,2 | 15,202,000 | 0 | 0 | |
PERCEPTION CAPITAL CORP II | COMMON STOCK | G7007D102 | 1,498 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
PERSHING SQUARE TONTINE HOLDINGS LTD | COMMON STOCK | 71531R109 | 1,989 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 132,644 | 8,962,459 | SH | DFND | 1,2 | 8,962,459 | 0 | 0 | |
PG&E CORP | COMMON STOCK | 69331C108 | 358,200 | 30,000,000 | SH | DFND | 1,2 | 30,000,000 | 0 | 0 | |
PINDUODUO INC | CONVERTIBLE BOND | 722304AC6 | 2,155 | 2,451,000 | PRN | DFND | 1,2 | 2,451,000 | 0 | 0 | |
PONO CAPITAL CORP | COMMON STOCK | 732450101 | 2,512 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
POWERUP ACQUISITION CORP | COMMON STOCK | G7207P111 | 3,018 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
PRECIGEN INC | CONVERTIBLE BOND | 46122TAA0 | 26,402 | 32,429,000 | PRN | DFND | 1,2 | 32,429,000 | 0 | 0 | |
PROOF ACQUISITION CORP I | COMMON STOCK | 74349W104 | 742 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
PTC THERAPEUTICS INC | CONVERTIBLE BOND | 69366JAB7 | 3,326 | 3,269,000 | PRN | DFND | 1,2 | 3,269,000 | 0 | 0 | |
PYROPHYTE ACQUISITION CORP | COMMON STOCK | G7308P101 | 996 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
QUOTIENT TECHNOLOGY INC | CONVERTIBLE BOND | 749119AB9 | 6,061 | 6,146,000 | PRN | DFND | 1,2 | 6,146,000 | 0 | 0 | |
RADIUS HEALTH INC | CONVERTIBLE BOND | 750469AA6 | 3,744 | 3,799,000 | PRN | DFND | 1,2 | 3,799,000 | 0 | 0 | |
REDWOOD TRUST INC | CONVERTIBLE BOND | 749772AD1 | 14,553 | 14,803,000 | PRN | DFND | 1,2 | 14,803,000 | 0 | 0 | |
REDWOOD TRUST INC | CONVERTIBLE BOND | 758075AC9 | 7,998 | 8,071,000 | PRN | DFND | 1,2 | 8,071,000 | 0 | 0 | |
REDWOOD TRUST INC | CONVERTIBLE BOND | 758075AD7 | 573 | 572,000 | PRN | DFND | 1,2 | 572,000 | 0 | 0 | |
REDWOODS ACQUISITION CORP | COMMON STOCK | 758083208 | 4,513 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
RELATIVITY ACQUISITION CORP | COMMON STOCK | 75944B205 | 6,495 | 645,000 | SH | DFND | 1,2 | 645,000 | 0 | 0 | |
RESERVOIR MEDIA INC | COMMON STOCK | 76119X105 | 9,830 | 1,000,000 | SH | DFND | 1,2 | 1,000,000 | 0 | 0 | |
RF ACQUISITION CORP | COMMON STOCK | 74954L203 | 4,012 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
RIGEL RESOURCE ACQUISITION CORP | COMMON STOCK | G7573M106 | 3,473 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
RINGCENTRAL INC | CONVERTIBLE BOND | 76680RAF4 | 1,923 | 2,200,000 | PRN | DFND | 1,2 | 2,200,000 | 0 | 0 | |
RIVERVIEW ACQUISITION CORP | COMMON STOCK | 769395104 | 978 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ROC ENERGY ACQUISITION CORP | COMMON STOCK | 77118V108 | 3,966 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ROTH CH ACQUISITION IV CO | COMMON STOCK | 77867P104 | 1,982 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
RUNWAY GROWTH FINANCE CORP | COMMON STOCK | 78163D100 | 285,922 | 21,054,667 | SH | DFND | 1,2 | 21,054,667 | 0 | 0 | |
SAGALIAM ACQUISITION CORP | COMMON STOCK | 78661R106 | 4,697 | 475,000 | SH | DFND | 1,2 | 475,000 | 0 | 0 | |
SAGALIAM ACQUISITION CORP | RIGHT | 78661R114 | 123 | 700,000 | SH | DFND | 1,2 | 700,000 | 0 | 0 | |
SANABY HEALTH ACQUISITION CORP I | COMMON STOCK | 79956P102 | 3,500 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 7,389 | 9,201,000 | PRN | DFND | 1,2 | 9,201,000 | 0 | 0 | |
SEAPORT GLOBAL ACQUISITION II CORP | COMMON STOCK | 81221H105 | 495 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
SFL CORP LTD | CONVERTIBLE BOND | 824689AG8 | 17,796 | 17,257,000 | PRN | DFND | 1,2 | 17,257,000 | 0 | 0 | |
SHELTER ACQUISITION CORP I | COMMON STOCK | 822821104 | 490 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAB5 | 4,708 | 4,476,000 | PRN | DFND | 1,2 | 4,476,000 | 0 | 0 | |
SHOULDERUP TECHNOLOGY ACQUISITION CORP | COMMON STOCK | 82537G104 | 1,727 | 175,000 | SH | DFND | 1,2 | 175,000 | 0 | 0 | |
SIERRA LAKE ACQUISITION CORP | COMMON STOCK | 826332108 | 2,465 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
SIZZLE ACQUISITION CORP | COMMON STOCK | 83014E109 | 249 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
SMARTRENT INC | COMMON STOCK | 83193G107 | 7,949 | 1,571,047 | SH | DFND | 1,2 | 1,571,047 | 0 | 0 | |
SOAR TECHNOLOGY ACQUISITION CORP | COMMON STOCK | G82472112 | 2,532 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
SOCIEDAD QUIMICA Y MINERA DE CHILE SA | COMMON STOCK | 833635105 | 29,659 | 346,485 | SH | DFND | 1,2 | 346,485 | 0 | 0 | |
SORRENTO THERAPEUTICS INC | COMMON STOCK | 83587F202 | 349 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
SPLUNK INC | CONVERTIBLE BOND | 848637AD6 | 7,649 | 6,375,000 | PRN | DFND | 1,2 | 6,375,000 | 0 | 0 | |
SPOTIFY TECHNOLOGY SA | CONVERTIBLE BOND | 84921RAB6 | 21,729 | 25,351,000 | PRN | DFND | 1,2 | 25,351,000 | 0 | 0 | |
SPREE ACQUISITION CORP 1 LTD | COMMON STOCK | G83745102 | 3,482 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
SPRINGWATER SPECIAL SITUATIONS CORP | COMMON STOCK | 85205U107 | 2,466 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
SSR MINING INC | CONVERTIBLE BOND | 784730AB9 | 2,430 | 1,742,000 | PRN | DFND | 1,2 | 1,742,000 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 772,577 | 26,021,457 | SH | DFND | 1,2 | 26,021,457 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CONVERTIBLE BOND | 85571BAH8 | 11,067 | 10,784,000 | PRN | DFND | 1,2 | 10,784,000 | 0 | 0 | |
SUNOPTA INC | COMMON STOCK | 8676EP108 | 104,045 | 20,726,126 | SH | DFND | 1,2 | 20,726,126 | 0 | 0 | |
SUPER MICRO COMPUTER INC | COMMON STOCK | 86800U104 | 33,501 | 880,000 | SH | DFND | 1,2 | 880,000 | 0 | 0 | |
SUPERNUS PHARMACEUTICALS INC | CONVERTIBLE BOND | 868459AD0 | 19,614 | 19,901,000 | PRN | DFND | 1,2 | 19,901,000 | 0 | 0 | |
TABULA RASA HEALTHCARE INC | CONVERTIBLE BOND | 873379AA9 | 769 | 1,027,000 | PRN | DFND | 1,2 | 1,027,000 | 0 | 0 | |
TASTEMAKER ACQUISITION CORP | COMMON STOCK | 876545104 | 1,485 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP | COMMON STOCK | G87119106 | 4,482 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
TELECOM ARGENTINA SA | COMMON STOCK | 879273209 | 13,345 | 2,220,500 | SH | DFND | 1,2 | 2,220,500 | 0 | 0 | |
THERAVANCE BIOPHARMA INC | CONVERTIBLE BOND | 88339KAA0 | 7,106 | 7,509,000 | PRN | DFND | 1,2 | 7,509,000 | 0 | 0 | |
THRIVE ACQUISITION CORP | COMMON STOCK | G7158C101 | 1,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
TKB CRITICAL TECHNOLOGIES 1 | COMMON STOCK | G88935112 | 250 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
TLGY ACQUISITION CORP | COMMON STOCK | G8656T109 | 996 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
TORM PLC | COMMON STOCK | G89479102 | 467,669 | 53,812,988 | SH | DFND | 1,2 | 53,812,988 | 0 | 0 | |
TRANSOCEAN LTD | CONVERTIBLE BOND | 893830BJ7 | 9,231 | 9,741,000 | PRN | DFND | 1,2 | 9,741,000 | 0 | 0 | |
TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK | 893870204 | 13,764 | 1,963,576 | SH | DFND | 1,2 | 1,963,576 | 0 | 0 | |
TRAVERE THERAPEUTICS INC | CONVERTIBLE BOND | 761299AB2 | 3,998 | 3,826,000 | PRN | DFND | 1,2 | 3,826,000 | 0 | 0 | |
TRINE II ACQUISITION CORP | COMMON STOCK | G9059F100 | 995 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
TRIP.COM GROUP LTD | CONVERTIBLE BOND | 22943FAM2 | 5,209 | 5,384,000 | PRN | DFND | 1,2 | 5,384,000 | 0 | 0 | |
TWITTER INC | CONVERTIBLE BOND | 90184LAF9 | 4,105 | 4,025,000 | PRN | DFND | 1,2 | 4,025,000 | 0 | 0 | |
TWITTER INC | CONVERTIBLE BOND | 90184LAN2 | 17,613 | 20,857,000 | PRN | DFND | 1,2 | 20,857,000 | 0 | 0 | |
TYLER TECHNOLOGIES INC | CONVERTIBLE BOND | 902252AB1 | 2,395 | 2,167,000 | PRN | DFND | 1,2 | 2,167,000 | 0 | 0 | |
UNITI GROUP INC | COMMON STOCK | 91325V108 | 46,750 | 3,397,592 | SH | DFND | 1,2 | 3,397,592 | 0 | 0 | |
UWM HOLDINGS CORP | COMMON STOCK | 91823B109 | 4,530 | 1,000,000 | SH | DFND | 1,2 | 1,000,000 | 0 | 0 | |
VAHANNA TECH EDGE ACQUISITION I CORP | COMMON STOCK | G9320Z109 | 499 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
VAIL RESORTS INC | CONVERTIBLE BOND | 91879QAN9 | 4,349 | 4,468,000 | PRN | DFND | 1,2 | 4,468,000 | 0 | 0 | |
VALARIS LTD | COMMON STOCK | G9460G101 | 2,598 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
VALE SA | COMMON STOCK | 91912E105 | 155,858 | 7,796,846 | SH | DFND | 1,2 | 7,796,846 | 0 | 0 | |
VEECO INSTRUMENTS INC | CONVERTIBLE BOND | 922417AD2 | 8,751 | 8,580,000 | PRN | DFND | 1,2 | 8,580,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | CONVERTIBLE BOND | 928298AP3 | 2,879 | 2,883,000 | PRN | DFND | 1,2 | 2,883,000 | 0 | 0 | |
VISION SENSING ACQUISITION CORP | COMMON STOCK | 92838J103 | 1,499 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
VISTA OIL & GAS SAB DE CV | COMMON STOCK | 92837L109 | 29,224 | 3,215,002 | SH | DFND | 1,2 | 3,215,002 | 0 | 0 | |
VISTRA CORP | COMMON STOCK | 92840M102 | 671,920 | 28,899,812 | SH | DFND | 1,2 | 28,899,812 | 0 | 0 | |
WEATHERFORD INTERNATIONAL PLC | COMMON STOCK | G48833118 | 202,594 | 6,083,916 | SH | DFND | 1,2 | 6,083,916 | 0 | 0 | |
WEIBO CORP | CONVERTIBLE BOND | 948596AC5 | 8,993 | 9,200,000 | PRN | DFND | 1,2 | 9,200,000 | 0 | 0 | |
WELLS FARGO & CO | CONVERTIBLE PRFD | 949746804 | 7,363 | 5,557 | SH | DFND | 1,2 | 5,557 | 0 | 0 | |
WELSBACH TECHNOLOGY METALS ACQUISITION CORP | COMMON STOCK | 950415109 | 4,443 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
WESTERN ACQUISITION VENTURES CORP | COMMON STOCK | 95758L206 | 5,005 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
WESTERN DIGITAL CORP | CONVERTIBLE BOND | 958102AP0 | 18,267 | 18,832,000 | PRN | DFND | 1,2 | 18,832,000 | 0 | 0 | |
WILLIAMS ROWLAND ACQUISITION CORP | COMMON STOCK | 96951B102 | 1,495 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
WINVEST ACQUISITION CORP | COMMON STOCK | 97655B109 | 2,979 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
XP INC | COMMON STOCK | G98239109 | 3,917 | 130,161 | SH | DFND | 1,2 | 130,161 | 0 | 0 | |
ZENDESK INC | CONVERTIBLE BOND | 98936JAD3 | 1,436 | 1,135,000 | PRN | DFND | 1,2 | 1,135,000 | 0 | 0 | |
ZILLOW GROUP INC | CONVERTIBLE BOND | 98954MAH4 | 1,133 | 1,000,000 | PRN | DFND | 1,2 | 1,000,000 | 0 | 0 | |
STATE STREET CORP | ETF | 78462F103 | 50,617 | 581,000 | SH | Put | DFND | 1,2 | 581,000 | 0 | 0 |
MR COOPER GROUP INC | COMMON STOCK | 62482R107 | 59,371 | 1,300,000 | SH | Call | DFND | 1,2 | 1,300,000 | 0 | 0 |