| 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 |
| DISTOKEN ACQUISITION CORP | WARRANT | G27740102 | 6,250 | 125,000 | SH | | DFND | 1,2 | 125,000 | 0 | 0 |
| CETUS CAPITAL ACQUISITION CORP | WARRANT | 15719Y113 | 11,900 | 170,000 | SH | | DFND | 1,2 | 170,000 | 0 | 0 |
| BELLEVUE LIFE SCIENCES ACQUISITION CORP | WARRANT | 079174116 | 12,250 | 175,000 | SH | | DFND | 1,2 | 175,000 | 0 | 0 |
| DISTOKEN ACQUISITION CORP | RIGHT | G27740136 | 16,250 | 125,000 | SH | | DFND | 1,2 | 125,000 | 0 | 0 |
| BELLEVUE LIFE SCIENCES ACQUISITION CORP | RIGHT | 079174124 | 28,875 | 175,000 | SH | | DFND | 1,2 | 175,000 | 0 | 0 |
| MARS ACQUISITION CORP | RIGHT | G5870E124 | 30,000 | 150,000 | SH | | DFND | 1,2 | 150,000 | 0 | 0 |
| CETUS CAPITAL ACQUISITION CORP | RIGHT | 15719Y121 | 34,000 | 170,000 | SH | | DFND | 1,2 | 170,000 | 0 | 0 |
| SORRENTO THERAPEUTICS INC | COMMON STOCK | 83587F202 | 48,239 | 134,000 | SH | | DFND | 1,2 | 134,000 | 0 | 0 |
| CUMULUS MEDIA INC | COMMON STOCK | 231082801 | 106,777 | 28,937 | SH | | DFND | 1,2 | 28,937 | 0 | 0 |
| CONCORD ACQUISITION CORP III | COMMON STOCK | 20607V106 | 259,500 | 25,000 | SH | | DFND | 1,2 | 25,000 | 0 | 0 |
| COLOMBIER ACQUISITION CORP | COMMON STOCK | 19533H108 | 506,500 | 50,000 | SH | | DFND | 1,2 | 50,000 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | COMMON STOCK | G5338L108 | 522,500 | 50,000 | SH | | DFND | 1,2 | 50,000 | 0 | 0 |
| VAHANNA TECH EDGE ACQUISITION I CORP | COMMON STOCK | G9320Z109 | 522,500 | 50,000 | SH | | DFND | 1,2 | 50,000 | 0 | 0 |
| GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G4166K100 | 526,500 | 50,000 | SH | | DFND | 1,2 | 50,000 | 0 | 0 |
| PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | COMMON STOCK | G69454109 | 528,000 | 50,000 | SH | | DFND | 1,2 | 50,000 | 0 | 0 |
| EATON VANCE SENIOR INCOME TRUST | COMMON STOCK | 27826S103 | 552,537 | 103,278 | SH | | DFND | 1,2 | 103,278 | 0 | 0 |
| LIV CAPITAL ACQUISITION CORP II | COMMON STOCK | G5510R105 | 626,400 | 60,000 | SH | | DFND | 1,2 | 60,000 | 0 | 0 |
| TMT ACQUISITION CORP | COMMON STOCK | G89229101 | 765,000 | 75,000 | SH | | DFND | 1,2 | 75,000 | 0 | 0 |
| PROOF ACQUISITION CORP I | COMMON STOCK | 74349W104 | 782,250 | 75,000 | SH | | DFND | 1,2 | 75,000 | 0 | 0 |
| BLOCK INC | CONVERTIBLE BOND | 852234AJ2 | 804,420 | 981,000 | PRN | | DFND | 1,2 | 981,000 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | COMMON STOCK | 67190B203 | 918,000 | 90,000 | SH | | DFND | 1,2 | 90,000 | 0 | 0 |
| NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAA8 | 951,258 | 1,014,000 | PRN | | DFND | 1,2 | 1,014,000 | 0 | 0 |
| GRAF ACQUISITION CORP IV | COMMON STOCK | 384272100 | 1,013,000 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| HEALTHWELL ACQUISITION CORP I | COMMON STOCK | 42227R109 | 1,014,500 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| HELIX ENERGY SOLUTIONS GROUP INC | CONVERTIBLE BOND | 42330PAJ6 | 1,038,514 | 1,019,000 | PRN | | DFND | 1,2 | 1,019,000 | 0 | 0 |
| HEARTLAND MEDIA ACQUISITION CORP | COMMON STOCK | 42237V108 | 1,041,000 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| MOTIVE CAPITAL CORP II | COMMON STOCK | G6293R106 | 1,043,500 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | COMMON STOCK | G11217117 | 1,044,000 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| TRINE II ACQUISITION CORP | COMMON STOCK | G9059F100 | 1,046,000 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| INTEGRATED WELLNESS ACQUISITION CORP | COMMON STOCK | G4828B100 | 1,050,500 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| POWERUP ACQUISITION CORP | COMMON STOCK | G7207P103 | 1,050,500 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | COMMON STOCK | G26735103 | 1,051,000 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| ENVESTNET INC | CONVERTIBLE BOND | 29404KAE6 | 1,109,108 | 1,223,000 | PRN | | DFND | 1,2 | 1,223,000 | 0 | 0 |
| PLUTONIAN ACQUISITION CORP | COMMON STOCK | 72942P104 | 1,179,325 | 115,000 | SH | | DFND | 1,2 | 115,000 | 0 | 0 |
| WOLFSPEED INC | CONVERTIBLE BOND | 977852AB8 | 1,257,000 | 1,500,000 | PRN | | DFND | 1,2 | 1,500,000 | 0 | 0 |
| DISTOKEN ACQUISITION CORP | COMMON STOCK | G27740110 | 1,270,000 | 125,000 | SH | | DFND | 1,2 | 125,000 | 0 | 0 |
| OMNICELL INC | CONVERTIBLE BOND | 68213NAD1 | 1,386,000 | 1,500,000 | PRN | | DFND | 1,2 | 1,500,000 | 0 | 0 |
| TENX KEANE ACQUISITION | COMMON STOCK | G8708L104 | 1,399,275 | 135,000 | SH | | DFND | 1,2 | 135,000 | 0 | 0 |
| CLIMATEROCK | COMMON STOCK | G2311X100 | 1,451,800 | 140,000 | SH | | DFND | 1,2 | 140,000 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | CONVERTIBLE BOND | 89422GAA5 | 1,474,500 | 1,500,000 | PRN | | DFND | 1,2 | 1,500,000 | 0 | 0 |
| MARS ACQUISITION CORP | COMMON STOCK | G5870E108 | 1,522,500 | 150,000 | SH | | DFND | 1,2 | 150,000 | 0 | 0 |
| ALPHAVEST ACQUISITION CORP | COMMON STOCK | G0283A108 | 1,546,500 | 150,000 | SH | | DFND | 1,2 | 150,000 | 0 | 0 |
| BANDWIDTH INC | CONVERTIBLE BOND | 05988JAD5 | 1,548,300 | 2,382,000 | PRN | | DFND | 1,2 | 2,382,000 | 0 | 0 |
| KNIGHTSWAN ACQUISITION CORP | COMMON STOCK | 499103109 | 1,561,500 | 150,000 | SH | | DFND | 1,2 | 150,000 | 0 | 0 |
| VISION SENSING ACQUISITION CORP | COMMON STOCK | 92838J103 | 1,579,500 | 150,000 | SH | | DFND | 1,2 | 150,000 | 0 | 0 |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | CONVERTIBLE BOND | 55405YAB6 | 1,584,750 | 1,500,000 | PRN | | DFND | 1,2 | 1,500,000 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | CONVERTIBLE BOND | 02376RAF9 | 1,624,700 | 1,400,000 | PRN | | DFND | 1,2 | 1,400,000 | 0 | 0 |
| LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | COMMON STOCK | 54150E104 | 1,636,050 | 235,403 | SH | | DFND | 1,2 | 235,403 | 0 | 0 |
| NRG ENERGY INC | CONVERTIBLE BOND | 629377CG5 | 1,682,975 | 1,630,000 | PRN | | DFND | 1,2 | 1,630,000 | 0 | 0 |
| CETUS CAPITAL ACQUISITION CORP | COMMON STOCK | 15719Y105 | 1,718,700 | 170,000 | SH | | DFND | 1,2 | 170,000 | 0 | 0 |
| BURLINGTON STORES INC | CONVERTIBLE BOND | 122017AB2 | 1,737,187 | 1,500,000 | PRN | | DFND | 1,2 | 1,500,000 | 0 | 0 |
| BELLEVUE LIFE SCIENCES ACQUISITION CORP | COMMON STOCK | 079174108 | 1,767,500 | 175,000 | SH | | DFND | 1,2 | 175,000 | 0 | 0 |
| KKR REAL ESTATE FINANCE TRUST INC | CONVERTIBLE BOND | 48251KAB6 | 1,771,100 | 1,780,000 | PRN | | DFND | 1,2 | 1,780,000 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUISITION CORP | COMMON STOCK | 82537G104 | 1,815,625 | 175,000 | SH | | DFND | 1,2 | 175,000 | 0 | 0 |
| LAKESHORE ACQUISITION II CORP | COMMON STOCK | G5352N105 | 1,821,750 | 175,000 | SH | | DFND | 1,2 | 175,000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | CONVERTIBLE BOND | 83417MAD6 | 1,892,955 | 1,455,000 | PRN | | DFND | 1,2 | 1,455,000 | 0 | 0 |
| GUARDANT HEALTH INC | CONVERTIBLE BOND | 40131MAB5 | 1,953,728 | 2,893,000 | PRN | | DFND | 1,2 | 2,893,000 | 0 | 0 |
| INTEGRA LIFESCIENCES HOLDINGS CORP | CONVERTIBLE BOND | 457985AM1 | 2,006,981 | 2,053,000 | PRN | | DFND | 1,2 | 2,053,000 | 0 | 0 |
| TYLER TECHNOLOGIES INC | CONVERTIBLE BOND | 902252AB1 | 2,016,000 | 2,100,000 | PRN | | DFND | 1,2 | 2,100,000 | 0 | 0 |
| ALPHA HEALTHCARE ACQUISITION CORP III | COMMON STOCK | 02073F104 | 2,030,000 | 200,000 | SH | | DFND | 1,2 | 200,000 | 0 | 0 |
| BLACKSTONE SENIOR FLOATING RATE 2027 TERM FUND | COMMON STOCK | 09256U105 | 2,039,040 | 160,871 | SH | | DFND | 1,2 | 160,871 | 0 | 0 |
| ACCRETION ACQUISITION CORP | COMMON STOCK | 00438Y107 | 2,064,000 | 200,000 | SH | | DFND | 1,2 | 200,000 | 0 | 0 |
| ARISZ ACQUISITION CORP | COMMON STOCK | 040450108 | 2,065,000 | 200,000 | SH | | DFND | 1,2 | 200,000 | 0 | 0 |
| BLACK MOUNTAIN ACQUISITION CORP | COMMON STOCK | 09216A108 | 2,078,000 | 200,000 | SH | | DFND | 1,2 | 200,000 | 0 | 0 |
| INDUSTRIAL TECH ACQUISITIONS II INC | COMMON STOCK | 45635R108 | 2,078,000 | 200,000 | SH | | DFND | 1,2 | 200,000 | 0 | 0 |
| BANYAN ACQUISITION CORP | COMMON STOCK | 06690B107 | 2,080,000 | 200,000 | SH | | DFND | 1,2 | 200,000 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION CO | COMMON STOCK | G1792A100 | 2,084,000 | 200,000 | SH | | DFND | 1,2 | 200,000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQUISITION CORP | COMMON STOCK | 29978K102 | 2,090,000 | 200,000 | SH | | DFND | 1,2 | 200,000 | 0 | 0 |
| GLOBAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G3934N107 | 2,092,000 | 200,000 | SH | | DFND | 1,2 | 200,000 | 0 | 0 |
| HCM ACQUISITION CORP | COMMON STOCK | G4365A101 | 2,095,000 | 200,000 | SH | | DFND | 1,2 | 200,000 | 0 | 0 |
| AFFIRM HOLDINGS INC | CONVERTIBLE BOND | 00827BAB2 | 2,112,792 | 3,263,000 | PRN | | DFND | 1,2 | 3,263,000 | 0 | 0 |
| UPSTART HOLDINGS INC | CONVERTIBLE BOND | 91680MAB3 | 2,145,115 | 3,670,000 | PRN | | DFND | 1,2 | 3,670,000 | 0 | 0 |
| FINNOVATE ACQUISITION CORP | COMMON STOCK | G3R34K103 | 2,299,000 | 220,000 | SH | | DFND | 1,2 | 220,000 | 0 | 0 |
| AQUARON ACQUISITION CORP | COMMON STOCK | 03842W105 | 2,326,500 | 225,000 | SH | | DFND | 1,2 | 225,000 | 0 | 0 |
| DENALI CAPITAL ACQUISITION CORP | COMMON STOCK | G6256B106 | 2,355,750 | 225,000 | SH | | DFND | 1,2 | 225,000 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | CONVERTIBLE BOND | 803607AC4 | 2,404,173 | 2,000,000 | PRN | | DFND | 1,2 | 2,000,000 | 0 | 0 |
| HUDSON ACQUISITION I CORP | COMMON STOCK | 44364H100 | 2,456,400 | 240,000 | SH | | DFND | 1,2 | 240,000 | 0 | 0 |
| LYFT INC | CONVERTIBLE BOND | 55087PAB0 | 2,520,767 | 2,855,000 | PRN | | DFND | 1,2 | 2,855,000 | 0 | 0 |
| MOBIV ACQUISITION CORP | COMMON STOCK | 60742N106 | 2,554,125 | 245,000 | SH | | DFND | 1,2 | 245,000 | 0 | 0 |
| ALPHATIME ACQUISITION CORP | COMMON STOCK | G0223V105 | 2,555,000 | 250,000 | SH | | DFND | 1,2 | 250,000 | 0 | 0 |
| EMBRACE CHANGE ACQUISITION CORP | COMMON STOCK | G3034H109 | 2,555,350 | 245,000 | SH | | DFND | 1,2 | 245,000 | 0 | 0 |
| HORIZON SPACE ACQUISITION I CORP | COMMON STOCK | G4619M109 | 2,557,500 | 250,000 | SH | | DFND | 1,2 | 250,000 | 0 | 0 |
| TCV ACQUISITION CORP | COMMON STOCK | G8704C124 | 2,560,000 | 250,000 | SH | | DFND | 1,2 | 250,000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | CONVERTIBLE BOND | 10806XAD4 | 2,579,048 | 3,984,000 | PRN | | DFND | 1,2 | 3,984,000 | 0 | 0 |
| ATLANTIC COASTAL ACQUISITION CORP II | COMMON STOCK | 04845A108 | 2,595,000 | 250,000 | SH | | DFND | 1,2 | 250,000 | 0 | 0 |
| JUNIPER II CORP | COMMON STOCK | 48203N103 | 2,595,000 | 250,000 | SH | | DFND | 1,2 | 250,000 | 0 | 0 |
| PAPAYA GROWTH OPPORTUNITY CORP I | COMMON STOCK | 69882P102 | 2,600,000 | 250,000 | SH | | DFND | 1,2 | 250,000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | CONVERTIBLE BOND | 743312AB6 | 2,601,340 | 2,380,000 | PRN | | DFND | 1,2 | 2,380,000 | 0 | 0 |
| PONO CAPITAL TWO INC | COMMON STOCK | 73245B107 | 2,610,000 | 250,000 | SH | | DFND | 1,2 | 250,000 | 0 | 0 |
| COINBASE GLOBAL INC | CONVERTIBLE BOND | 19260QAB3 | 2,630,364 | 4,079,000 | PRN | | DFND | 1,2 | 4,079,000 | 0 | 0 |
| SUNRUN INC | CONVERTIBLE BOND | 86771WAB1 | 2,726,108 | 4,081,000 | PRN | | DFND | 1,2 | 4,081,000 | 0 | 0 |
| NORWEGIAN CRUISE LINE HOLDINGS LTD | CONVERTIBLE BOND | 62886HBD2 | 2,732,139 | 3,815,000 | PRN | | DFND | 1,2 | 3,815,000 | 0 | 0 |
| SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAD1 | 2,883,439 | 3,040,000 | PRN | | DFND | 1,2 | 3,040,000 | 0 | 0 |
| GLOBAL STAR ACQUISITION INC | COMMON STOCK | 37962G102 | 2,884,000 | 280,000 | SH | | DFND | 1,2 | 280,000 | 0 | 0 |
| FORTUNE RISE ACQUISITION CORP | COMMON STOCK | 34969G102 | 2,931,500 | 275,000 | SH | | DFND | 1,2 | 275,000 | 0 | 0 |
| SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAB5 | 2,934,001 | 2,500,000 | PRN | | DFND | 1,2 | 2,500,000 | 0 | 0 |
| KEYARCH ACQUISITION CORP | COMMON STOCK | G5260A104 | 2,995,700 | 290,000 | SH | | DFND | 1,2 | 290,000 | 0 | 0 |
| HEALTH CATALYST INC | CONVERTIBLE BOND | 42225TAB3 | 3,033,228 | 3,306,000 | PRN | | DFND | 1,2 | 3,306,000 | 0 | 0 |
| A SPAC I ACQUISITION CORP | COMMON STOCK | G0542S106 | 3,045,000 | 290,000 | SH | | DFND | 1,2 | 290,000 | 0 | 0 |
| CLEAN EARTH ACQUISITIONS CORP | COMMON STOCK | 184493104 | 3,081,000 | 300,000 | SH | | DFND | 1,2 | 300,000 | 0 | 0 |
| BEARD ENERGY TRANSITION ACQUISITION CORP | COMMON STOCK | 07402Q101 | 3,109,500 | 300,000 | SH | | DFND | 1,2 | 300,000 | 0 | 0 |
| PELOTON INTERACTIVE INC | CONVERTIBLE BOND | 70614WAB6 | 3,117,426 | 4,079,000 | PRN | | DFND | 1,2 | 4,079,000 | 0 | 0 |
| AROGO CAPITAL ACQUISITION CORP | COMMON STOCK | 042644104 | 3,141,000 | 300,000 | SH | | DFND | 1,2 | 300,000 | 0 | 0 |
| KIMBELL TIGER ACQUISITION CORP | COMMON STOCK | 49436K106 | 3,159,000 | 300,000 | SH | | DFND | 1,2 | 300,000 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | COMMON STOCK | G9461B101 | 3,165,000 | 300,000 | SH | | DFND | 1,2 | 300,000 | 0 | 0 |
| SPLUNK INC | CONVERTIBLE BOND | 848637AD6 | 3,189,779 | 3,288,000 | PRN | | DFND | 1,2 | 3,288,000 | 0 | 0 |
| PONO CAPITAL THREE INC | COMMON STOCK | G71704129 | 3,231,900 | 315,000 | SH | | DFND | 1,2 | 315,000 | 0 | 0 |
| ZILLOW GROUP INC | CONVERTIBLE BOND | 98954MAG6 | 3,262,875 | 2,750,000 | PRN | | DFND | 1,2 | 2,750,000 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | CONVERTIBLE BOND | 472145AF8 | 3,370,875 | 3,030,000 | PRN | | DFND | 1,2 | 3,030,000 | 0 | 0 |
| EATON VANCE SENIOR FLOATING-RATE TRUST | COMMON STOCK | 27828Q105 | 3,409,627 | 300,938 | SH | | DFND | 1,2 | 300,938 | 0 | 0 |
| LIBERTY RESOURCES ACQUISITION CORP | COMMON STOCK | 53118A105 | 3,414,125 | 325,000 | SH | | DFND | 1,2 | 325,000 | 0 | 0 |
| NICE LTD | CONVERTIBLE BOND | 653656AB4 | 3,420,725 | 3,554,000 | PRN | | DFND | 1,2 | 3,554,000 | 0 | 0 |
| NUTANIX INC | CONVERTIBLE BOND | 67059NAH1 | 3,519,442 | 4,198,000 | PRN | | DFND | 1,2 | 4,198,000 | 0 | 0 |
| DEXCOM INC | CONVERTIBLE BOND | 252131AK3 | 3,591,137 | 3,337,000 | PRN | | DFND | 1,2 | 3,337,000 | 0 | 0 |
| FASTLY INC | CONVERTIBLE BOND | 31188VAB6 | 3,628,506 | 4,547,000 | PRN | | DFND | 1,2 | 4,547,000 | 0 | 0 |
| GOLDENSTONE ACQUISITION LTD | COMMON STOCK | 38136Y102 | 3,631,250 | 350,000 | SH | | DFND | 1,2 | 350,000 | 0 | 0 |
| GLOBALINK INVESTMENT INC | COMMON STOCK | 37892F109 | 3,641,750 | 350,000 | SH | | DFND | 1,2 | 350,000 | 0 | 0 |
| RIGEL RESOURCE ACQUISITION CORP | COMMON STOCK | G7573M106 | 3,662,750 | 350,000 | SH | | DFND | 1,2 | 350,000 | 0 | 0 |
| EXACT SCIENCES CORP | CONVERTIBLE BOND | 30063PAB1 | 3,735,370 | 3,993,000 | PRN | | DFND | 1,2 | 3,993,000 | 0 | 0 |
| SPREE ACQUISITION CORP 1 LTD | COMMON STOCK | G83745102 | 3,738,000 | 350,000 | SH | | DFND | 1,2 | 350,000 | 0 | 0 |
| RESERVOIR MEDIA INC | COMMON STOCK | 76119X105 | 3,758,897 | 576,518 | SH | | DFND | 1,2 | 576,518 | 0 | 0 |
| AVALON ACQUISITION INC | COMMON STOCK | 05338E101 | 3,909,375 | 375,000 | SH | | DFND | 1,2 | 375,000 | 0 | 0 |
| YOTTA ACQUISITION CORP | COMMON STOCK | 98741Y103 | 4,095,420 | 398,000 | SH | | DFND | 1,2 | 398,000 | 0 | 0 |
| RF ACQUISITION CORP | COMMON STOCK | 74954L104 | 4,116,000 | 400,000 | SH | | DFND | 1,2 | 400,000 | 0 | 0 |
| HAINAN MANASLU ACQUISITION CORP | COMMON STOCK | G4233U107 | 4,136,000 | 400,000 | SH | | DFND | 1,2 | 400,000 | 0 | 0 |
| CONSILIUM ACQUISITION CORP I LTD | COMMON STOCK | G2365L101 | 4,142,000 | 400,000 | SH | | DFND | 1,2 | 400,000 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | COMMON STOCK | G0230C108 | 4,196,000 | 400,000 | SH | | DFND | 1,2 | 400,000 | 0 | 0 |
| ICONIC SPORTS ACQUISITION CORP | COMMON STOCK | G4712C107 | 4,202,000 | 400,000 | SH | | DFND | 1,2 | 400,000 | 0 | 0 |
| WISDOMTREE INC | CONVERTIBLE BOND | 97717PAD6 | 4,225,693 | 4,474,000 | PRN | | DFND | 1,2 | 4,474,000 | 0 | 0 |
| LENDINGTREE INC | CONVERTIBLE BOND | 52603BAD9 | 4,287,068 | 5,710,000 | PRN | | DFND | 1,2 | 5,710,000 | 0 | 0 |
| FUTURETECH II ACQUISITION CORP | COMMON STOCK | 36119D103 | 4,290,650 | 410,000 | SH | | DFND | 1,2 | 410,000 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | CONVERTIBLE BOND | 472145AD3 | 4,361,982 | 4,495,000 | PRN | | DFND | 1,2 | 4,495,000 | 0 | 0 |
| OAK STREET HEALTH INC | CONVERTIBLE BOND | 67181AAB3 | 4,396,301 | 4,439,000 | PRN | | DFND | 1,2 | 4,439,000 | 0 | 0 |
| HNR ACQUISITION CORP | COMMON STOCK | 40472A102 | 4,437,000 | 425,000 | SH | | DFND | 1,2 | 425,000 | 0 | 0 |
| GREENBRIER COS INC/THE | CONVERTIBLE BOND | 393657AK7 | 4,495,193 | 4,558,000 | PRN | | DFND | 1,2 | 4,558,000 | 0 | 0 |
| BILL HOLDINGS INC | CONVERTIBLE BOND | 090043AB6 | 4,498,194 | 4,892,000 | PRN | | DFND | 1,2 | 4,892,000 | 0 | 0 |
| DIGITALBRIDGE GROUP INC | CONVERTIBLE BOND | 19624RAA4 | 4,647,138 | 4,624,000 | PRN | | DFND | 1,2 | 4,624,000 | 0 | 0 |
| REDWOODS ACQUISITION CORP | COMMON STOCK | 758083109 | 4,648,500 | 450,000 | SH | | DFND | 1,2 | 450,000 | 0 | 0 |
| DISH NETWORK CORP | CONVERTIBLE BOND | 25470MAD1 | 4,665,937 | 5,250,000 | PRN | | DFND | 1,2 | 5,250,000 | 0 | 0 |
| WELSBACH TECHNOLOGY METALS ACQUISITION CORP | COMMON STOCK | 950415109 | 4,675,500 | 450,000 | SH | | DFND | 1,2 | 450,000 | 0 | 0 |
| APOLLO SENIOR FLOATING RATE FUND INC | COMMON STOCK | 037636107 | 4,708,767 | 372,824 | SH | | DFND | 1,2 | 372,824 | 0 | 0 |
| EVERGREEN CORP | COMMON STOCK | G3312W109 | 4,720,500 | 450,000 | SH | | DFND | 1,2 | 450,000 | 0 | 0 |
| LUMENTUM HOLDINGS INC | CONVERTIBLE BOND | 55024UAF6 | 4,737,774 | 6,182,000 | PRN | | DFND | 1,2 | 6,182,000 | 0 | 0 |
| FINTECH ECOSYSTEM DEVELOPMENT CORP | COMMON STOCK | 318136108 | 4,743,000 | 450,000 | SH | | DFND | 1,2 | 450,000 | 0 | 0 |
| TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP | COMMON STOCK | G87119106 | 4,810,500 | 450,000 | SH | | DFND | 1,2 | 450,000 | 0 | 0 |
| EATON VANCE FLOATING-RATE INCOME TRUST | COMMON STOCK | 278279104 | 4,823,277 | 419,051 | SH | | DFND | 1,2 | 419,051 | 0 | 0 |
| CLOUDFLARE INC | CONVERTIBLE BOND | 18915MAC1 | 4,845,548 | 5,704,000 | PRN | | DFND | 1,2 | 5,704,000 | 0 | 0 |
| DATADOG INC | CONVERTIBLE BOND | 23804LAB9 | 4,871,573 | 4,492,000 | PRN | | DFND | 1,2 | 4,492,000 | 0 | 0 |
| REDFIN CORP | CONVERTIBLE BOND | 75737FAE8 | 5,034,537 | 8,140,000 | PRN | | DFND | 1,2 | 8,140,000 | 0 | 0 |
| JOYY INC | CONVERTIBLE BOND | 98426TAF3 | 5,054,675 | 5,600,000 | PRN | | DFND | 1,2 | 5,600,000 | 0 | 0 |
| SNAP INC | CONVERTIBLE BOND | 83304AAF3 | 5,134,500 | 7,000,000 | PRN | | DFND | 1,2 | 7,000,000 | 0 | 0 |
| COHERUS BIOSCIENCES INC | CONVERTIBLE BOND | 19249HAB9 | 5,158,036 | 7,306,000 | PRN | | DFND | 1,2 | 7,306,000 | 0 | 0 |
| DUET ACQUISITION CORP | COMMON STOCK | 26431Q106 | 5,174,950 | 500,000 | SH | | DFND | 1,2 | 500,000 | 0 | 0 |
| METAL SKY STAR ACQUISITION CORP | COMMON STOCK | G6053N105 | 5,178,240 | 496,000 | SH | | DFND | 1,2 | 496,000 | 0 | 0 |
| HELLO GROUP INC | CONVERTIBLE BOND | 60879BAB3 | 5,181,953 | 5,205,000 | PRN | | DFND | 1,2 | 5,205,000 | 0 | 0 |
| AIRBNB INC | CONVERTIBLE BOND | 009066AB7 | 5,273,401 | 6,013,000 | PRN | | DFND | 1,2 | 6,013,000 | 0 | 0 |
| JUPITER WELLNESS ACQUISITION CORP | COMMON STOCK | 48208E108 | 5,275,000 | 500,000 | SH | | DFND | 1,2 | 500,000 | 0 | 0 |
| BLACKLINE INC | CONVERTIBLE BOND | 09239BAD1 | 5,275,270 | 6,188,000 | PRN | | DFND | 1,2 | 6,188,000 | 0 | 0 |
| ZSCALER INC | CONVERTIBLE BOND | 98980GAB8 | 5,289,024 | 4,992,000 | PRN | | DFND | 1,2 | 4,992,000 | 0 | 0 |
| 2U INC | CONVERTIBLE BOND | 90214JAB7 | 5,373,368 | 6,832,000 | PRN | | DFND | 1,2 | 6,832,000 | 0 | 0 |
| TURNING POINT BRANDS INC | CONVERTIBLE BOND | 90041LAE5 | 5,417,114 | 5,712,000 | PRN | | DFND | 1,2 | 5,712,000 | 0 | 0 |
| BLACKSTONE STRATEGIC CREDIT 2027 TERM FUND | COMMON STOCK | 09257R101 | 5,454,003 | 512,113 | SH | | DFND | 1,2 | 512,113 | 0 | 0 |
| LIBERTY LATIN AMERICA LTD | CONVERTIBLE BOND | 53069QAB5 | 5,624,604 | 6,076,000 | PRN | | DFND | 1,2 | 6,076,000 | 0 | 0 |
| SPLUNK INC | CONVERTIBLE BOND | 848637AF1 | 5,627,146 | 6,547,000 | PRN | | DFND | 1,2 | 6,547,000 | 0 | 0 |
| TECHTARGET INC | CONVERTIBLE BOND | 87874RAD2 | 5,708,619 | 7,347,000 | PRN | | DFND | 1,2 | 7,347,000 | 0 | 0 |
| BLUE WORLD ACQUISITION CORP | COMMON STOCK | G1263E102 | 5,742,000 | 550,000 | SH | | DFND | 1,2 | 550,000 | 0 | 0 |
| ETSY INC | CONVERTIBLE BOND | 29786AAN6 | 5,777,291 | 6,937,000 | PRN | | DFND | 1,2 | 6,937,000 | 0 | 0 |
| MICROSTRATEGY INC | CONVERTIBLE BOND | 594972AE1 | 5,792,319 | 10,864,000 | PRN | | DFND | 1,2 | 10,864,000 | 0 | 0 |
| FAT PROJECTS ACQUISITION CORP | COMMON STOCK | G3400W102 | 5,852,000 | 560,000 | SH | | DFND | 1,2 | 560,000 | 0 | 0 |
| BROAD CAPITAL ACQUISITION CORP | COMMON STOCK | 11125B102 | 5,915,250 | 550,000 | SH | | DFND | 1,2 | 550,000 | 0 | 0 |
| NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | COMMON STOCK | 67074X107 | 5,971,144 | 509,049 | SH | | DFND | 1,2 | 509,049 | 0 | 0 |
| SHAKE SHACK INC | CONVERTIBLE BOND | 819047AB7 | 6,150,516 | 8,405,000 | PRN | | DFND | 1,2 | 8,405,000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | CONVERTIBLE BOND | 00971TAL5 | 6,213,609 | 6,729,000 | PRN | | DFND | 1,2 | 6,729,000 | 0 | 0 |
| STARWOOD PROPERTY TRUST INC | CONVERTIBLE BOND | 85571BAH8 | 6,245,216 | 6,215,000 | PRN | | DFND | 1,2 | 6,215,000 | 0 | 0 |
| IQIYI INC | CONVERTIBLE BOND | 46267XAE8 | 6,359,097 | 7,015,000 | PRN | | DFND | 1,2 | 7,015,000 | 0 | 0 |
| NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | COMMON STOCK | 6706EN100 | 6,365,000 | 793,641 | SH | | DFND | 1,2 | 793,641 | 0 | 0 |
| BENTLEY SYSTEMS INC | CONVERTIBLE BOND | 08265TAD1 | 6,471,078 | 7,622,000 | PRN | | DFND | 1,2 | 7,622,000 | 0 | 0 |
| TRIPADVISOR INC | CONVERTIBLE BOND | 896945AD4 | 6,530,864 | 7,921,000 | PRN | | DFND | 1,2 | 7,921,000 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE BOND | 09061GAH4 | 6,747,850 | 6,561,000 | PRN | | DFND | 1,2 | 6,561,000 | 0 | 0 |
| OKTA INC | CONVERTIBLE BOND | 679295AF2 | 6,929,320 | 8,095,000 | PRN | | DFND | 1,2 | 8,095,000 | 0 | 0 |
| RINGCENTRAL INC | CONVERTIBLE BOND | 76680RAF4 | 6,956,488 | 7,856,000 | PRN | | DFND | 1,2 | 7,856,000 | 0 | 0 |
| REDWOOD TRUST INC | CONVERTIBLE BOND | 758075AD7 | 6,973,957 | 7,335,000 | PRN | | DFND | 1,2 | 7,335,000 | 0 | 0 |
| ENPHASE ENERGY INC | CONVERTIBLE BOND | 29355AAK3 | 7,007,098 | 6,726,000 | PRN | | DFND | 1,2 | 6,726,000 | 0 | 0 |
| A SPAC II ACQUISITION CORP | COMMON STOCK | G0543H109 | 7,020,000 | 675,000 | SH | | DFND | 1,2 | 675,000 | 0 | 0 |
| LIBERTY BROADBAND CORP | COMMON STOCK | 530307305 | 7,107,818 | 86,999 | SH | | DFND | 1,2 | 86,999 | 0 | 0 |
| CERIDIAN LLC | CONVERTIBLE BOND | 15677JAD0 | 7,218,038 | 8,003,000 | PRN | | DFND | 1,2 | 8,003,000 | 0 | 0 |
| PERFICIENT INC | CONVERTIBLE BOND | 71375UAF8 | 7,235,372 | 9,050,000 | PRN | | DFND | 1,2 | 9,050,000 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAB4 | 7,289,292 | 8,816,000 | PRN | | DFND | 1,2 | 8,816,000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | CONVERTIBLE BOND | 462222AB6 | 7,384,978 | 7,982,000 | PRN | | DFND | 1,2 | 7,982,000 | 0 | 0 |
| ALSET CAPITAL ACQUISITION CORP | COMMON STOCK | 02115M109 | 7,548,450 | 735,000 | SH | | DFND | 1,2 | 735,000 | 0 | 0 |
| ALTERYX INC | CONVERTIBLE BOND | 02156BAD5 | 7,649,062 | 8,159,000 | PRN | | DFND | 1,2 | 8,159,000 | 0 | 0 |
| FEUTUNE LIGHT ACQUISITION CORP | COMMON STOCK | 31561T102 | 7,658,700 | 735,000 | SH | | DFND | 1,2 | 735,000 | 0 | 0 |
| NUVEEN SENIOR INCOME FUND | COMMON STOCK | 67067Y104 | 7,695,334 | 1,669,270 | SH | | DFND | 1,2 | 1,669,270 | 0 | 0 |
| HERBALIFE NUTRITION LTD | CONVERTIBLE BOND | 42703MAD5 | 7,748,200 | 8,156,000 | PRN | | DFND | 1,2 | 8,156,000 | 0 | 0 |
| WIX.COM LTD | CONVERTIBLE BOND | 92940WAB5 | 7,853,649 | 7,941,000 | PRN | | DFND | 1,2 | 7,941,000 | 0 | 0 |
| GREENLIGHT CAPITAL RE LTD | CONVERTIBLE BOND | 395366AB3 | 7,979,237 | 8,226,000 | PRN | | DFND | 1,2 | 8,226,000 | 0 | 0 |
| MONTEREY CAPITAL ACQUISITION CORP | COMMON STOCK | 61244M109 | 8,125,920 | 792,000 | SH | | DFND | 1,2 | 792,000 | 0 | 0 |
| NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | COMMON STOCK | 67072T108 | 8,132,423 | 991,759 | SH | | DFND | 1,2 | 991,759 | 0 | 0 |
| TELADOC HEALTH INC | CONVERTIBLE BOND | 539183AA1 | 8,327,718 | 9,404,000 | PRN | | DFND | 1,2 | 9,404,000 | 0 | 0 |
| EZCORP INC | CONVERTIBLE BOND | 302301AE6 | 8,571,632 | 9,380,000 | PRN | | DFND | 1,2 | 9,380,000 | 0 | 0 |
| BANDWIDTH INC | CONVERTIBLE BOND | 05988JAB9 | 8,641,487 | 11,068,000 | PRN | | DFND | 1,2 | 11,068,000 | 0 | 0 |
| NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAB6 | 8,999,880 | 12,162,000 | PRN | | DFND | 1,2 | 12,162,000 | 0 | 0 |
| SNAP INC | CONVERTIBLE BOND | 83304AAH9 | 9,120,915 | 12,910,000 | PRN | | DFND | 1,2 | 12,910,000 | 0 | 0 |
| TPI COMPOSITES INC | COMMON STOCK | 87266J104 | 9,144,643 | 700,739 | SH | | DFND | 1,2 | 700,739 | 0 | 0 |
| SEA LTD | CONVERTIBLE BOND | 81141RAF7 | 9,170,738 | 7,490,000 | PRN | | DFND | 1,2 | 7,490,000 | 0 | 0 |
| FORD MOTOR CO | CONVERTIBLE BOND | 345370CZ1 | 9,246,840 | 9,210,000 | PRN | | DFND | 1,2 | 9,210,000 | 0 | 0 |
| FIVERR INTERNATIONAL LTD | CONVERTIBLE BOND | 33835LAA3 | 9,639,686 | 11,544,000 | PRN | | DFND | 1,2 | 11,544,000 | 0 | 0 |
| EVENTBRITE INC | CONVERTIBLE BOND | 29975EAD1 | 9,911,412 | 12,756,000 | PRN | | DFND | 1,2 | 12,756,000 | 0 | 0 |
| HOPE BANCORP INC | CONVERTIBLE BOND | 43940TAB5 | 10,082,880 | 10,368,000 | PRN | | DFND | 1,2 | 10,368,000 | 0 | 0 |
| DISH NETWORK CORP | CONVERTIBLE BOND | 25470MAF6 | 10,124,335 | 18,995,000 | PRN | | DFND | 1,2 | 18,995,000 | 0 | 0 |
| TELECOM ARGENTINA SA | COMMON STOCK | 879273209 | 10,148,367 | 2,033,741 | SH | | DFND | 1,2 | 2,033,741 | 0 | 0 |
| EF HUTTON ACQUISITION CORP I | COMMON STOCK | 28201D109 | 10,167,300 | 990,000 | SH | | DFND | 1,2 | 990,000 | 0 | 0 |
| CHEGG INC | CONVERTIBLE BOND | 163092AF6 | 10,377,009 | 13,053,000 | PRN | | DFND | 1,2 | 13,053,000 | 0 | 0 |
| LIGAND PHARMACEUTICALS INC | CONVERTIBLE BOND | 53220KAF5 | 10,619,788 | 10,697,000 | PRN | | DFND | 1,2 | 10,697,000 | 0 | 0 |
| ALVOTECH SA | WARRANT | L01800116 | 11,060,000 | 4,666,667 | SH | | DFND | 1,2 | 4,666,667 | 0 | 0 |
| SFL CORP LTD | CONVERTIBLE BOND | 824689AG8 | 11,185,279 | 11,098,000 | PRN | | DFND | 1,2 | 11,098,000 | 0 | 0 |
| GRUPO TELEVISA SAB | COMMON STOCK | 40049J206 | 11,543,663 | 2,182,167 | SH | | DFND | 1,2 | 2,182,167 | 0 | 0 |
| NUVASIVE INC | CONVERTIBLE BOND | 670704AL9 | 11,663,915 | 11,744,000 | PRN | | DFND | 1,2 | 11,744,000 | 0 | 0 |
| KAMAN CORP | CONVERTIBLE BOND | 483548AF0 | 11,991,252 | 12,649,000 | PRN | | DFND | 1,2 | 12,649,000 | 0 | 0 |
| UNITI GROUP INC | COMMON STOCK | 91325V108 | 12,061,451 | 3,397,592 | SH | | DFND | 1,2 | 3,397,592 | 0 | 0 |
| ITRON INC | CONVERTIBLE BOND | 465741AN6 | 12,240,247 | 14,703,000 | PRN | | DFND | 1,2 | 14,703,000 | 0 | 0 |
| MAGNITE INC | CONVERTIBLE BOND | 55955DAB6 | 12,310,279 | 15,218,000 | PRN | | DFND | 1,2 | 15,218,000 | 0 | 0 |
| DOCUSIGN INC | CONVERTIBLE BOND | 256163AD8 | 12,497,944 | 13,032,000 | PRN | | DFND | 1,2 | 13,032,000 | 0 | 0 |
| HIMS & HERS HEALTH INC | COMMON STOCK | 433000106 | 12,990,835 | 1,309,560 | SH | | DFND | 1,2 | 1,309,560 | 0 | 0 |
| STAR HOLDINGS | COMMON STOCK | 85512G106 | 13,039,891 | 749,850 | SH | | DFND | 1,2 | 749,850 | 0 | 0 |
| UNITY SOFTWARE INC | CONVERTIBLE BOND | 91332UAB7 | 13,116,646 | 16,827,000 | PRN | | DFND | 1,2 | 16,827,000 | 0 | 0 |
| MFA FINANCIAL INC | CONVERTIBLE BOND | 55272XAA0 | 13,283,762 | 13,834,000 | PRN | | DFND | 1,2 | 13,834,000 | 0 | 0 |
| NEW MOUNTAIN FINANCE CORP | CONVERTIBLE BOND | 647551AC4 | 13,411,215 | 13,428,000 | PRN | | DFND | 1,2 | 13,428,000 | 0 | 0 |
| KB HOME | COMMON STOCK | 48666K109 | 13,419,798 | 333,992 | SH | | DFND | 1,2 | 333,992 | 0 | 0 |
| WAYFAIR INC | CONVERTIBLE BOND | 94419LAF8 | 13,504,602 | 20,312,000 | PRN | | DFND | 1,2 | 20,312,000 | 0 | 0 |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CONVERTIBLE BOND | 03762UAC9 | 13,989,273 | 14,293,000 | PRN | | DFND | 1,2 | 14,293,000 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAA6 | 14,236,510 | 14,234,000 | PRN | | DFND | 1,2 | 14,234,000 | 0 | 0 |
| JETBLUE AIRWAYS CORP | CONVERTIBLE BOND | 477143AP6 | 14,416,328 | 18,674,000 | PRN | | DFND | 1,2 | 18,674,000 | 0 | 0 |
| NEW RELIC INC | CONVERTIBLE BOND | 64829BAB6 | 14,599,145 | 14,637,000 | PRN | | DFND | 1,2 | 14,637,000 | 0 | 0 |
| YPF SA | COMMON STOCK | 984245100 | 15,134,326 | 1,378,354 | SH | | DFND | 1,2 | 1,378,354 | 0 | 0 |
| PRA GROUP INC | CONVERTIBLE BOND | 69354NAB2 | 15,371,755 | 15,449,000 | PRN | | DFND | 1,2 | 15,449,000 | 0 | 0 |
| MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 16,104,000 | 1,200,000 | SH | | DFND | 1,2 | 1,200,000 | 0 | 0 |
| WIX.COM LTD | CONVERTIBLE BOND | 92940WAD1 | 16,303,644 | 18,783,000 | PRN | | DFND | 1,2 | 18,783,000 | 0 | 0 |
| REDWOOD TRUST INC | CONVERTIBLE BOND | 749772AD1 | 16,458,933 | 18,137,000 | PRN | | DFND | 1,2 | 18,137,000 | 0 | 0 |
| ALARM.COM HOLDINGS INC | CONVERTIBLE BOND | 011642AB1 | 16,472,119 | 19,409,000 | PRN | | DFND | 1,2 | 19,409,000 | 0 | 0 |
| SHOPIFY INC | CONVERTIBLE BOND | 82509LAA5 | 16,619,200 | 18,800,000 | PRN | | DFND | 1,2 | 18,800,000 | 0 | 0 |
| PENNYMAC MORTGAGE INVESTMENT TRUST | CONVERTIBLE BOND | 70932AAD5 | 16,883,418 | 17,985,000 | PRN | | DFND | 1,2 | 17,985,000 | 0 | 0 |
| OCWEN FINANCIAL CORP | COMMON STOCK | 675746606 | 17,014,165 | 627,366 | SH | | DFND | 1,2 | 627,366 | 0 | 0 |
| NUVEEN CREDIT STRATEGIES INCOME FUND | COMMON STOCK | 67073D102 | 17,036,479 | 3,333,949 | SH | | DFND | 1,2 | 3,333,949 | 0 | 0 |
| TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK | 893870204 | 18,272,378 | 1,784,412 | SH | | DFND | 1,2 | 1,784,412 | 0 | 0 |
| DIGITALOCEAN HOLDINGS INC | CONVERTIBLE BOND | 25402DAB8 | 18,356,176 | 23,228,000 | PRN | | DFND | 1,2 | 23,228,000 | 0 | 0 |
| SMARTRENT INC | COMMON STOCK | 83193G107 | 19,138,502 | 7,505,294 | SH | | DFND | 1,2 | 7,505,294 | 0 | 0 |
| SUPERNUS PHARMACEUTICALS INC | CONVERTIBLE BOND | 868459AD0 | 19,586,199 | 19,540,000 | PRN | | DFND | 1,2 | 19,540,000 | 0 | 0 |
| SPLUNK INC | CONVERTIBLE BOND | 848637AC8 | 19,735,240 | 20,138,000 | PRN | | DFND | 1,2 | 20,138,000 | 0 | 0 |
| BATTALION OIL CORP | COMMON STOCK | 07134L107 | 19,775,121 | 3,009,912 | SH | | DFND | 1,2 | 3,009,912 | 0 | 0 |
| ILLUMINA INC | CONVERTIBLE BOND | 452327AK5 | 19,924,184 | 20,332,000 | PRN | | DFND | 1,2 | 20,332,000 | 0 | 0 |
| CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 | 20,045,324 | 25,246,000 | PRN | | DFND | 1,2 | 25,246,000 | 0 | 0 |
| TERNIUM SA | COMMON STOCK | 880890108 | 20,191,695 | 489,377 | SH | | DFND | 1,2 | 489,377 | 0 | 0 |
| WESTERN DIGITAL CORP | CONVERTIBLE BOND | 958102AP0 | 20,913,927 | 21,583,000 | PRN | | DFND | 1,2 | 21,583,000 | 0 | 0 |
| PAMPA ENERGIA SA | COMMON STOCK | 697660207 | 21,088,104 | 639,421 | SH | | DFND | 1,2 | 639,421 | 0 | 0 |
| MAGNACHIP SEMICONDUCTOR CORP | COMMON STOCK | 55933J203 | 21,344,000 | 2,300,000 | SH | | DFND | 1,2 | 2,300,000 | 0 | 0 |
| HAEMONETICS CORP | CONVERTIBLE BOND | 405024AB6 | 21,439,490 | 25,120,000 | PRN | | DFND | 1,2 | 25,120,000 | 0 | 0 |
| NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 | 22,573,166 | 25,492,000 | PRN | | DFND | 1,2 | 25,492,000 | 0 | 0 |
| INVESCO SENIOR INCOME TRUST | COMMON STOCK | 46131H107 | 24,778,812 | 6,733,373 | SH | | DFND | 1,2 | 6,733,373 | 0 | 0 |
| GARRETT MOTION INC | COMMON STOCK | 366505105 | 27,523,230 | 3,593,111 | SH | | DFND | 1,2 | 3,593,111 | 0 | 0 |
| OAKTREE SPECIALTY LENDING CORP | COMMON STOCK | 67401P405 | 31,374,111 | 1,671,503 | SH | | DFND | 1,2 | 1,671,503 | 0 | 0 |
| SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 32,859,160 | 41,673,000 | PRN | | DFND | 1,2 | 41,673,000 | 0 | 0 |
| SPOTIFY TECHNOLOGY SA | CONVERTIBLE BOND | 84921RAB6 | 33,011,452 | 39,206,000 | PRN | | DFND | 1,2 | 39,206,000 | 0 | 0 |
| TOLL BROTHERS INC | COMMON STOCK | 889478103 | 33,496,740 | 558,000 | SH | | DFND | 1,2 | 558,000 | 0 | 0 |
| AZUL SA | COMMON STOCK | 05501U106 | 35,365,001 | 4,946,154 | SH | | DFND | 1,2 | 4,946,154 | 0 | 0 |
| LIBERTY GLOBAL PLC | COMMON STOCK | G5480U104 | 37,947,000 | 1,946,000 | SH | | DFND | 1,2 | 1,946,000 | 0 | 0 |
| DAQO NEW ENERGY CORP | COMMON STOCK | 23703Q203 | 49,468,707 | 1,056,121 | SH | | DFND | 1,2 | 1,056,121 | 0 | 0 |
| BERRY CORP | COMMON STOCK | 08579X101 | 52,571,450 | 6,697,000 | SH | | DFND | 1,2 | 6,697,000 | 0 | 0 |
| BANCO BRADESCO SA | COMMON STOCK | 059460303 | 55,790,940 | 21,294,251 | SH | | DFND | 1,2 | 21,294,251 | 0 | 0 |
| CREDICORP LTD | COMMON STOCK | G2519Y108 | 56,287,859 | 425,167 | SH | | DFND | 1,2 | 425,167 | 0 | 0 |
| FTAI AVIATION LTD | COMMON STOCK | G3730V105 | 56,845,755 | 2,033,110 | SH | | DFND | 1,2 | 2,033,110 | 0 | 0 |
| VISTA ENERGY SAB DE CV | COMMON STOCK | 92837L109 | 57,087,698 | 2,884,674 | SH | | DFND | 1,2 | 2,884,674 | 0 | 0 |
| SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF | ETF | 78468R556 | 57,415,500 | 450,000 | SH | Put | DFND | 1,2 | 450,000 | 0 | 0 |
| KILROY REALTY CORP | COMMON STOCK | 49427F108 | 59,940,356 | 1,850,011 | SH | | DFND | 1,2 | 1,850,011 | 0 | 0 |
| EAGLE BULK SHIPPING INC | CONVERTIBLE BOND | 269442AA7 | 62,464,868 | 40,495,000 | PRN | | DFND | 1,2 | 40,495,000 | 0 | 0 |
| ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 75,793,524 | 15,563,352 | SH | | DFND | 1,2 | 15,563,352 | 0 | 0 |
| CEMEX SAB DE CV | COMMON STOCK | 151290889 | 80,124,346 | 14,489,032 | SH | | DFND | 1,2 | 14,489,032 | 0 | 0 |
| HERTZ GLOBAL HOLDINGS INC | COMMON STOCK | 42806J700 | 81,402,759 | 4,997,100 | SH | | DFND | 1,2 | 4,997,100 | 0 | 0 |
| PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 84,092,281 | 8,062,539 | SH | | DFND | 1,2 | 8,062,539 | 0 | 0 |
| ICICI BANK LTD | COMMON STOCK | 45104G104 | 87,814,803 | 4,069,268 | SH | | DFND | 1,2 | 4,069,268 | 0 | 0 |
| PG&E CORP | COMMON STOCK | 69331C108 | 90,552,000 | 5,600,000 | SH | | DFND | 1,2 | 5,600,000 | 0 | 0 |
| FRONTIER COMMUNICATIONS PARENT INC | COMMON STOCK | 35909D109 | 90,689,471 | 3,982,849 | SH | | DFND | 1,2 | 3,982,849 | 0 | 0 |
| ALVOTECH SA | COMMON STOCK | L01800108 | 100,137,965 | 7,762,633 | SH | | DFND | 1,2 | 7,762,633 | 0 | 0 |
| CBL & ASSOCIATES PROPERTIES INC | COMMON STOCK | 124830878 | 102,148,913 | 3,983,966 | SH | | DFND | 1,2 | 3,983,966 | 0 | 0 |
| STATE STREET CORP | ETF | 78462F103 | 102,347,500 | 250,000 | SH | Put | DFND | 1,2 | 250,000 | 0 | 0 |
| NMI HOLDINGS INC | COMMON STOCK | 629209305 | 109,417,000 | 4,900,000 | SH | | DFND | 1,2 | 4,900,000 | 0 | 0 |
| WEATHERFORD INTERNATIONAL PLC | COMMON STOCK | G48833118 | 109,430,598 | 1,843,818 | SH | | DFND | 1,2 | 1,843,818 | 0 | 0 |
| FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 110,158,561 | 2,692,705 | SH | | DFND | 1,2 | 2,692,705 | 0 | 0 |
| VALE SA | COMMON STOCK | 91912E105 | 132,123,841 | 8,372,867 | SH | | DFND | 1,2 | 8,372,867 | 0 | 0 |
| ANGLOGOLD ASHANTI LTD | COMMON STOCK | 035128206 | 135,037,820 | 5,582,382 | SH | | DFND | 1,2 | 5,582,382 | 0 | 0 |
| ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 156,118,271 | 6,124,687 | SH | | DFND | 1,2 | 6,124,687 | 0 | 0 |
| SUNOPTA INC | COMMON STOCK | 8676EP108 | 159,591,170 | 20,726,126 | SH | | DFND | 1,2 | 20,726,126 | 0 | 0 |
| EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A150 | 172,061,025 | 3,781,561 | SH | | DFND | 1,2 | 3,781,561 | 0 | 0 |
| INFINERA CORP | COMMON STOCK | 45667G103 | 195,360,979 | 25,175,384 | SH | | DFND | 1,2 | 25,175,384 | 0 | 0 |
| RUNWAY GROWTH FINANCE CORP | COMMON STOCK | 78163D100 | 255,393,114 | 21,054,667 | SH | | DFND | 1,2 | 21,054,667 | 0 | 0 |
| STR SUB INC | COMMON STOCK | 82983N108 | 292,333,712 | 12,935,120 | SH | | DFND | 1,2 | 12,935,120 | 0 | 0 |
| STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 550,545,240 | 26,067,483 | SH | | DFND | 1,2 | 26,067,483 | 0 | 0 |
| VISTRA CORP | COMMON STOCK | 92840M102 | 557,492,231 | 23,228,843 | SH | | DFND | 1,2 | 23,228,843 | 0 | 0 |
| GARRETT MOTION INC | CONVERTIBLE PRFD | 366505204 | 611,941,496 | 68,834,814 | SH | | DFND | 1,2 | 68,834,814 | 0 | 0 |
| CHESAPEAKE ENERGY CORP | COMMON STOCK | 165167735 | 652,414,005 | 8,579,879 | SH | | DFND | 1,2 | 8,579,879 | 0 | 0 |
| TORM PLC | COMMON STOCK | G89479102 | 1,654,443,979 | 53,812,988 | SH | | DFND | 1,2 | 53,812,988 | 0 | 0 |
