| 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 |
| 8X8 INC | CONVERTIBLE BOND | 282914AE0 | 3,045,231 | 4,083,000 | PRN | | DFND | 1,2 | 4,083,000 | 0 | 0 |
| ADVANCED ENERGY INDUSTRIES INC | CONVERTIBLE BOND | 007973AE0 | 8,306,662 | 7,855,000 | PRN | | DFND | 1,2 | 7,855,000 | 0 | 0 |
| AFFIRM HOLDINGS INC | CONVERTIBLE BOND | 00827BAB2 | 4,621,770 | 5,193,000 | PRN | | DFND | 1,2 | 5,193,000 | 0 | 0 |
| AIR TRANSPORT SERVICES GROUP INC | CONVERTIBLE BOND | 00922RAD7 | 5,965,767 | 6,319,000 | PRN | | DFND | 1,2 | 6,319,000 | 0 | 0 |
| AIRBNB INC | CONVERTIBLE BOND | 009066AB7 | 1,430,250 | 1,533,000 | PRN | | DFND | 1,2 | 1,533,000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | CONVERTIBLE BOND | 00971TAL5 | 10,113,646 | 9,774,000 | PRN | | DFND | 1,2 | 9,774,000 | 0 | 0 |
| ALARM.COM HOLDINGS INC | CONVERTIBLE BOND | 011642AB1 | 3,985,998 | 4,254,000 | PRN | | DFND | 1,2 | 4,254,000 | 0 | 0 |
| ALIBABA GROUP HOLDING LTD | COMMON STOCK | 01609W102 | 23,847,180 | 224,719 | SH | | DFND | 1,2 | 224,719 | 0 | 0 |
| ALNYLAM PHARMACEUTICALS INC | CONVERTIBLE BOND | 02043QAB3 | 2,108,700 | 1,800,000 | PRN | | DFND | 1,2 | 1,800,000 | 0 | 0 |
| ALPHATEC HOLDINGS INC | CONVERTIBLE BOND | 02081GAB8 | 13,529,764 | 15,000,000 | PRN | | DFND | 1,2 | 15,000,000 | 0 | 0 |
| ALTICE USA INC | COMMON STOCK | 02156K103 | 18,450,000 | 7,500,000 | SH | | DFND | 1,2 | 7,500,000 | 0 | 0 |
| ALVOTECH SA | COMMON STOCK | L01800108 | 30,131,121 | 2,532,027 | SH | | DFND | 1,2 | 2,532,027 | 0 | 0 |
| ALVOTECH SA | WARRANT | L01800116 | 14,233,334 | 4,666,667 | SH | | DFND | 1,2 | 4,666,667 | 0 | 0 |
| ANGLOGOLD ASHANTI PLC | COMMON STOCK | G0378L100 | 150,657,920 | 5,657,451 | SH | | DFND | 1,2 | 5,657,451 | 0 | 0 |
| ANYWHERE REAL ESTATE INC | CONVERTIBLE BOND | 75606DAP6 | 32,588,083 | 37,148,000 | PRN | | DFND | 1,2 | 37,148,000 | 0 | 0 |
| ARBOR REALTY TRUST INC | CONVERTIBLE BOND | 038923BA5 | 1,787,187 | 1,750,000 | PRN | | DFND | 1,2 | 1,750,000 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | CONVERTIBLE BOND | 04271TAB6 | 2,346,763 | 3,145,000 | PRN | | DFND | 1,2 | 3,145,000 | 0 | 0 |
| ASCENDIS PHARMA A/S | CONVERTIBLE BOND | 04351PAD3 | 14,420,502 | 12,369,000 | PRN | | DFND | 1,2 | 12,369,000 | 0 | 0 |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE JERSEY LTD | CONVERTIBLE BOND | 04916EAB0 | 2,358,411 | 2,383,000 | PRN | | DFND | 1,2 | 2,383,000 | 0 | 0 |
| BANCO BRADESCO SA | COMMON STOCK | 059460303 | 37,545,131 | 14,114,711 | SH | | DFND | 1,2 | 14,114,711 | 0 | 0 |
| BANCO MACRO SA | COMMON STOCK | 05961W105 | 29,483,050 | 464,300 | SH | | DFND | 1,2 | 464,300 | 0 | 0 |
| BANDWIDTH INC | CONVERTIBLE BOND | 05988JAD5 | 5,477,670 | 6,975,000 | PRN | | DFND | 1,2 | 6,975,000 | 0 | 0 |
| BATTALION OIL CORP | COMMON STOCK | 07134L107 | 20,076,113 | 3,009,912 | SH | | DFND | 1,2 | 3,009,912 | 0 | 0 |
| BAUSCH HEALTH COS INC | COMMON STOCK | 071734107 | 10,363,200 | 1,270,000 | SH | | DFND | 1,2 | 1,270,000 | 0 | 0 |
| BENTLEY SYSTEMS INC | CONVERTIBLE BOND | 08265TAB5 | 2,512,500 | 2,500,000 | PRN | | DFND | 1,2 | 2,500,000 | 0 | 0 |
| BERRY CORP | COMMON STOCK | 08579X101 | 19,002,580 | 3,697,000 | SH | | DFND | 1,2 | 3,697,000 | 0 | 0 |
| BILIBILI INC | CONVERTIBLE BOND | 090040AF3 | 1,471,120 | 1,480,000 | PRN | | DFND | 1,2 | 1,480,000 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE BOND | 09257WAE0 | 4,168,140 | 4,376,000 | PRN | | DFND | 1,2 | 4,376,000 | 0 | 0 |
| BLOCK INC | CONVERTIBLE BOND | 852234AF0 | 1,229,506 | 1,253,000 | PRN | | DFND | 1,2 | 1,253,000 | 0 | 0 |
| BLOCK INC | CONVERTIBLE BOND | 852234AJ2 | 2,940,444 | 3,178,000 | PRN | | DFND | 1,2 | 3,178,000 | 0 | 0 |
| BRASKEM SA | COMMON STOCK | 105532105 | 18,289,753 | 2,491,792 | SH | | DFND | 1,2 | 2,491,792 | 0 | 0 |
| BRIDGEBIO PHARMA INC | CONVERTIBLE BOND | 10806XAB8 | 1,288,245 | 1,246,000 | PRN | | DFND | 1,2 | 1,246,000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | CONVERTIBLE BOND | 10806XAD4 | 2,000,880 | 2,382,000 | PRN | | DFND | 1,2 | 2,382,000 | 0 | 0 |
| CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 | 38,199,320 | 41,521,000 | PRN | | DFND | 1,2 | 41,521,000 | 0 | 0 |
| CALIFORNIA RESOURCES CORP | COMMON STOCK | 13057Q305 | 107,393,129 | 2,046,753 | SH | | DFND | 1,2 | 2,046,753 | 0 | 0 |
| CARDLYTICS INC | CONVERTIBLE BOND | 14161WAB1 | 2,949,514 | 3,206,000 | PRN | | DFND | 1,2 | 3,206,000 | 0 | 0 |
| CBL & ASSOCIATES PROPERTIES INC | COMMON STOCK | 124830878 | 100,929,200 | 4,005,126 | SH | | DFND | 1,2 | 4,005,126 | 0 | 0 |
| CEMEX SAB DE CV | COMMON STOCK | 151290889 | 89,603,095 | 14,689,032 | SH | | DFND | 1,2 | 14,689,032 | 0 | 0 |
| CHEGG INC | CONVERTIBLE BOND | 163092AD1 | 5,345,280 | 5,568,000 | PRN | | DFND | 1,2 | 5,568,000 | 0 | 0 |
| CHESAPEAKE ENERGY CORP | COMMON STOCK | 165167735 | 565,130,229 | 6,870,884 | SH | | DFND | 1,2 | 6,870,884 | 0 | 0 |
| CMS ENERGY CORP | CONVERTIBLE BOND | 125896BX7 | 6,434,479 | 5,980,000 | PRN | | DFND | 1,2 | 5,980,000 | 0 | 0 |
| COHERUS BIOSCIENCES INC | CONVERTIBLE BOND | 19249HAB9 | 36,133,550 | 46,030,000 | PRN | | DFND | 1,2 | 46,030,000 | 0 | 0 |
| CONMED CORP | CONVERTIBLE BOND | 207410AH4 | 633,451 | 681,000 | PRN | | DFND | 1,2 | 681,000 | 0 | 0 |
| CRACKER BARREL OLD COUNTRY STORE INC | CONVERTIBLE BOND | 22410JAB2 | 2,266,581 | 2,461,000 | PRN | | DFND | 1,2 | 2,461,000 | 0 | 0 |
| CYTOKINETICS INC | CONVERTIBLE BOND | 23282WAC4 | 2,200,650 | 1,700,000 | PRN | | DFND | 1,2 | 1,700,000 | 0 | 0 |
| DAQO NEW ENERGY CORP | COMMON STOCK | 23703Q203 | 12,322,607 | 604,939 | SH | | DFND | 1,2 | 604,939 | 0 | 0 |
| DIGITALOCEAN HOLDINGS INC | CONVERTIBLE BOND | 25402DAB8 | 7,101,336 | 7,997,000 | PRN | | DFND | 1,2 | 7,997,000 | 0 | 0 |
| ECD AUTOMOTIVE DESIGN INC | COMMON STOCK | 27877D104 | 89,250 | 75,000 | SH | | DFND | 1,2 | 75,000 | 0 | 0 |
| ENLINK MIDSTREAM LLC | COMMON STOCK | 29336T100 | 36,639,171 | 2,525,098 | SH | | DFND | 1,2 | 2,525,098 | 0 | 0 |
| ETSY INC | CONVERTIBLE BOND | 29786AAJ5 | 1,536,050 | 1,550,000 | PRN | | DFND | 1,2 | 1,550,000 | 0 | 0 |
| ETSY INC | CONVERTIBLE BOND | 29786AAN6 | 6,380,733 | 7,782,000 | PRN | | DFND | 1,2 | 7,782,000 | 0 | 0 |
| EVENTBRITE INC | CONVERTIBLE BOND | 29975EAD1 | 2,655,881 | 3,062,000 | PRN | | DFND | 1,2 | 3,062,000 | 0 | 0 |
| EZCORP INC | CONVERTIBLE BOND | 302301AE6 | 3,930,722 | 3,975,000 | PRN | | DFND | 1,2 | 3,975,000 | 0 | 0 |
| FIRST MAJESTIC SILVER CORP | CONVERTIBLE BOND | 32076VAD5 | 13,407,732 | 15,092,000 | PRN | | DFND | 1,2 | 15,092,000 | 0 | 0 |
| FIVE9 INC | CONVERTIBLE BOND | 338307AD3 | 2,785,434 | 2,879,000 | PRN | | DFND | 1,2 | 2,879,000 | 0 | 0 |
| FIVERR INTERNATIONAL LTD | CONVERTIBLE BOND | 33835LAA3 | 4,615,145 | 4,904,000 | PRN | | DFND | 1,2 | 4,904,000 | 0 | 0 |
| FLUOR CORP | CONVERTIBLE BOND | 343412AJ1 | 8,236,267 | 6,718,000 | PRN | | DFND | 1,2 | 6,718,000 | 0 | 0 |
| FORD MOTOR CO | CONVERTIBLE BOND | 345370CZ1 | 4,900,709 | 4,988,000 | PRN | | DFND | 1,2 | 4,988,000 | 0 | 0 |
| FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 121,067,930 | 2,425,239 | SH | | DFND | 1,2 | 2,425,239 | 0 | 0 |
| GARRETT MOTION INC | COMMON STOCK | 366505105 | 360,597,434 | 44,082,816 | SH | | DFND | 1,2 | 44,082,816 | 0 | 0 |
| GROUPON INC | CONVERTIBLE BOND | 399473AF4 | 1,862,257 | 2,075,000 | PRN | | DFND | 1,2 | 2,075,000 | 0 | 0 |
| GUARDANT HEALTH INC | CONVERTIBLE BOND | 40131MAB5 | 17,369,577 | 21,573,000 | PRN | | DFND | 1,2 | 21,573,000 | 0 | 0 |
| H WORLD GROUP LTD | COMMON STOCK | 44332N106 | 43,444,726 | 1,167,869 | SH | | DFND | 1,2 | 1,167,869 | 0 | 0 |
| H WORLD GROUP LTD | CONVERTIBLE BOND | 44332NAB2 | 11,872,893 | 10,049,000 | PRN | | DFND | 1,2 | 10,049,000 | 0 | 0 |
| HAEMONETICS CORP | CONVERTIBLE BOND | 405024AB6 | 6,094,825 | 6,589,000 | PRN | | DFND | 1,2 | 6,589,000 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | CONVERTIBLE BOND | 40637HAF6 | 5,685,820 | 4,778,000 | PRN | | DFND | 1,2 | 4,778,000 | 0 | 0 |
| HDFC BANK LTD | COMMON STOCK | 40415F101 | 3,380,742 | 54,040 | SH | | DFND | 1,2 | 54,040 | 0 | 0 |
| HIMS & HERS HEALTH INC | COMMON STOCK | 433000106 | 12,285,440 | 666,962 | SH | | DFND | 1,2 | 666,962 | 0 | 0 |
| INDIVIOR PLC | COMMON STOCK | G4766E116 | 94,068,047 | 9,521,980 | SH | | DFND | 1,2 | 9,521,980 | 0 | 0 |
| INFINERA CORP | COMMON STOCK | 45667G103 | 169,933,842 | 25,175,384 | SH | | DFND | 1,2 | 25,175,384 | 0 | 0 |
| INFOSYS LTD | COMMON STOCK | 456788108 | 38,115,372 | 1,711,512 | SH | | DFND | 1,2 | 1,711,512 | 0 | 0 |
| INNOVIVA INC | CONVERTIBLE BOND | 45781MAD3 | 2,991,648 | 3,062,000 | PRN | | DFND | 1,2 | 3,062,000 | 0 | 0 |
| INSMED INC | CONVERTIBLE BOND | 457669AB5 | 3,770,853 | 1,642,000 | PRN | | DFND | 1,2 | 1,642,000 | 0 | 0 |
| INTEGRA LIFESCIENCES HOLDINGS CORP | CONVERTIBLE BOND | 457985AM1 | 2,917,320 | 3,062,000 | PRN | | DFND | 1,2 | 3,062,000 | 0 | 0 |
| ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 60,358,106 | 9,076,407 | SH | | DFND | 1,2 | 9,076,407 | 0 | 0 |
| JD.COM INC | COMMON STOCK | 47215P106 | 70,408,320 | 1,760,208 | SH | | DFND | 1,2 | 1,760,208 | 0 | 0 |
| JETBLUE AIRWAYS CORP | CONVERTIBLE BOND | 477143AP6 | 15,830,099 | 17,160,000 | PRN | | DFND | 1,2 | 17,160,000 | 0 | 0 |
| JOYY INC | COMMON STOCK | 46591M109 | 31,985,061 | 882,590 | SH | | DFND | 1,2 | 882,590 | 0 | 0 |
| KANZHUN LTD | COMMON STOCK | 48553T106 | 34,920,924 | 2,011,574 | SH | | DFND | 1,2 | 2,011,574 | 0 | 0 |
| KILROY REALTY CORP | COMMON STOCK | 49427F108 | 71,595,425 | 1,850,011 | SH | | DFND | 1,2 | 1,850,011 | 0 | 0 |
| LENDINGTREE INC | CONVERTIBLE BOND | 52603BAD9 | 3,186,733 | 3,386,000 | PRN | | DFND | 1,2 | 3,386,000 | 0 | 0 |
| LIBERTY GLOBAL LTD | COMMON STOCK | G61188101 | 10,555,000 | 500,000 | SH | Call | DFND | 1,2 | 500,000 | 0 | 0 |
| LIBERTY GLOBAL LTD | COMMON STOCK | G61188101 | 126,095,476 | 5,973,258 | SH | | DFND | 1,2 | 5,973,258 | 0 | 0 |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | CONVERTIBLE BOND | 531229AQ5 | 12,108,769 | 10,969,000 | PRN | | DFND | 1,2 | 10,969,000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT INC | CONVERTIBLE BOND | 538034BA6 | 6,047,793 | 4,903,000 | PRN | | DFND | 1,2 | 4,903,000 | 0 | 0 |
| LUMENTUM HOLDINGS INC | CONVERTIBLE BOND | 55024UAF6 | 3,551,038 | 4,084,000 | PRN | | DFND | 1,2 | 4,084,000 | 0 | 0 |
| MAGNACHIP SEMICONDUCTOR CORP | COMMON STOCK | 55933J203 | 13,308,836 | 2,849,858 | SH | | DFND | 1,2 | 2,849,858 | 0 | 0 |
| MAGNITE INC | CONVERTIBLE BOND | 55955DAB6 | 3,169,039 | 3,403,000 | PRN | | DFND | 1,2 | 3,403,000 | 0 | 0 |
| MANNKIND CORP | CONVERTIBLE BOND | 56400PAQ5 | 1,332,500 | 1,000,000 | PRN | | DFND | 1,2 | 1,000,000 | 0 | 0 |
| MARA HOLDINGS INC | CONVERTIBLE BOND | 565788AB2 | 5,587,362 | 6,293,000 | PRN | | DFND | 1,2 | 6,293,000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE CORP | CONVERTIBLE BOND | 57164YAD9 | 1,363,103 | 1,461,000 | PRN | | DFND | 1,2 | 1,461,000 | 0 | 0 |
| MESA LABORATORIES INC | CONVERTIBLE BOND | 59064RAA7 | 6,901,085 | 7,146,000 | PRN | | DFND | 1,2 | 7,146,000 | 0 | 0 |
| MIDDLEBY CORP/THE | CONVERTIBLE BOND | 596278AB7 | 1,635,340 | 1,400,000 | PRN | | DFND | 1,2 | 1,400,000 | 0 | 0 |
| NATIONAL VISION HOLDINGS INC | CONVERTIBLE BOND | 63845RAB3 | 4,676,847 | 4,765,000 | PRN | | DFND | 1,2 | 4,765,000 | 0 | 0 |
| NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAB6 | 3,002,827 | 3,607,000 | PRN | | DFND | 1,2 | 3,607,000 | 0 | 0 |
| NETEASE INC | COMMON STOCK | 64110W102 | 21,749,864 | 232,594 | SH | | DFND | 1,2 | 232,594 | 0 | 0 |
| NEW MOUNTAIN FINANCE CORP | CONVERTIBLE BOND | 647551AE0 | 6,717,937 | 6,635,000 | PRN | | DFND | 1,2 | 6,635,000 | 0 | 0 |
| NIO INC | CONVERTIBLE BOND | 62914VAJ5 | 1,127,090 | 1,215,000 | PRN | | DFND | 1,2 | 1,215,000 | 0 | 0 |
| NIO INC | CONVERTIBLE BOND | 62914VAF3 | 2,267,062 | 2,324,000 | PRN | | DFND | 1,2 | 2,324,000 | 0 | 0 |
| NORTHERN OIL & GAS INC | CONVERTIBLE BOND | 665531AJ8 | 1,603,350 | 1,400,000 | PRN | | DFND | 1,2 | 1,400,000 | 0 | 0 |
| NORWEGIAN CRUISE LINE HOLDINGS LTD | CONVERTIBLE BOND | 62886HBD2 | 7,020,515 | 7,225,000 | PRN | | DFND | 1,2 | 7,225,000 | 0 | 0 |
| NUTANIX INC | CONVERTIBLE BOND | 67059NAH1 | 8,869,882 | 7,407,000 | PRN | | DFND | 1,2 | 7,407,000 | 0 | 0 |
| NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 | 6,651,224 | 6,791,000 | PRN | | DFND | 1,2 | 6,791,000 | 0 | 0 |
| OAKTREE SPECIALTY LENDING CORP | COMMON STOCK | 67401P405 | 30,213,557 | 1,852,456 | SH | | DFND | 1,2 | 1,852,456 | 0 | 0 |
| OKTA INC | CONVERTIBLE BOND | 679295AD7 | 3,259,116 | 3,402,000 | PRN | | DFND | 1,2 | 3,402,000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | CONVERTIBLE BOND | 682189AU9 | 6,534,990 | 6,440,000 | PRN | | DFND | 1,2 | 6,440,000 | 0 | 0 |
| ONITY GROUP INC | COMMON STOCK | 675746606 | 14,405,866 | 451,029 | SH | | DFND | 1,2 | 451,029 | 0 | 0 |
| PACIRA BIOSCIENCES INC | CONVERTIBLE BOND | 695127AF7 | 6,203,950 | 6,494,000 | PRN | | DFND | 1,2 | 6,494,000 | 0 | 0 |
| PAMPA ENERGIA SA | COMMON STOCK | 697660207 | 12,234,170 | 203,767 | SH | | DFND | 1,2 | 203,767 | 0 | 0 |
| PDD HOLDINGS INC | COMMON STOCK | 722304102 | 38,187,224 | 283,267 | SH | | DFND | 1,2 | 283,267 | 0 | 0 |
| PEBBLEBROOK HOTEL TRUST | CONVERTIBLE BOND | 70509VAA8 | 20,146,622 | 21,851,000 | PRN | | DFND | 1,2 | 21,851,000 | 0 | 0 |
| PEGASYSTEMS INC | CONVERTIBLE BOND | 705573AB9 | 7,186,987 | 7,315,000 | PRN | | DFND | 1,2 | 7,315,000 | 0 | 0 |
| PENNYMAC MORTGAGE INVESTMENT TRUST | CONVERTIBLE BOND | 70932AAD5 | 575,832 | 578,000 | PRN | | DFND | 1,2 | 578,000 | 0 | 0 |
| PENNYMAC MORTGAGE INVESTMENT TRUST | CONVERTIBLE BOND | 70932AAF0 | 4,383,670 | 4,503,000 | PRN | | DFND | 1,2 | 4,503,000 | 0 | 0 |
| PERFICIENT INC | CONVERTIBLE BOND | 71375UAF8 | 2,782,066 | 2,823,000 | PRN | | DFND | 1,2 | 2,823,000 | 0 | 0 |
| PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 58,638,209 | 4,069,272 | SH | | DFND | 1,2 | 4,069,272 | 0 | 0 |
| POST HOLDINGS INC | CONVERTIBLE BOND | 737446AT1 | 1,548,950 | 1,300,000 | PRN | | DFND | 1,2 | 1,300,000 | 0 | 0 |
| PPL CORP | CONVERTIBLE BOND | 69352PAS2 | 4,768,319 | 4,491,000 | PRN | | DFND | 1,2 | 4,491,000 | 0 | 0 |
| REALREAL INC/THE | CONVERTIBLE BOND | 88339PAD3 | 775,680 | 1,616,000 | PRN | | DFND | 1,2 | 1,616,000 | 0 | 0 |
| REDFIN CORP | CONVERTIBLE BOND | 75737FAE8 | 2,258,962 | 3,063,000 | PRN | | DFND | 1,2 | 3,063,000 | 0 | 0 |
| REDWOOD TRUST INC | CONVERTIBLE BOND | 758075AF2 | 1,957,908 | 1,954,000 | PRN | | DFND | 1,2 | 1,954,000 | 0 | 0 |
| REDWOOD TRUST INC | CONVERTIBLE BOND | 749772AD1 | 7,765,739 | 7,884,000 | PRN | | DFND | 1,2 | 7,884,000 | 0 | 0 |
| RUNWAY GROWTH FINANCE CORP | COMMON STOCK | 78163D100 | 110,922,782 | 10,779,667 | SH | | DFND | 1,2 | 10,779,667 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | CONVERTIBLE BOND | 803607AD2 | 7,411,263 | 6,524,000 | PRN | | DFND | 1,2 | 6,524,000 | 0 | 0 |
| SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 6,497,592 | 7,152,000 | PRN | | DFND | 1,2 | 7,152,000 | 0 | 0 |
| SEAGATE TECHNOLOGY HOLDINGS PLC | CONVERTIBLE BOND | 81180WBL4 | 2,418,599 | 1,679,000 | PRN | | DFND | 1,2 | 1,679,000 | 0 | 0 |
| SHAKE SHACK INC | CONVERTIBLE BOND | 819047AB7 | 7,897,841 | 8,475,000 | PRN | | DFND | 1,2 | 8,475,000 | 0 | 0 |
| SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAB5 | 3,600,475 | 2,950,000 | PRN | | DFND | 1,2 | 2,950,000 | 0 | 0 |
| SITIO ROYALTIES CORP | COMMON STOCK | 82983N108 | 269,567,900 | 12,935,120 | SH | | DFND | 1,2 | 12,935,120 | 0 | 0 |
| SMARTRENT INC | COMMON STOCK | 83193G107 | 12,984,160 | 7,505,294 | SH | | DFND | 1,2 | 7,505,294 | 0 | 0 |
| SNAP INC | CONVERTIBLE BOND | 83304AAH9 | 7,109,368 | 8,848,000 | PRN | | DFND | 1,2 | 8,848,000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | CONVERTIBLE BOND | 83417MAD6 | 634,011 | 681,000 | PRN | | DFND | 1,2 | 681,000 | 0 | 0 |
| SOUTHERN CO/THE | CONVERTIBLE BOND | 842587DP9 | 12,263,562 | 11,016,000 | PRN | | DFND | 1,2 | 11,016,000 | 0 | 0 |
| SSR MINING INC | CONVERTIBLE BOND | 784730AB9 | 2,855,900 | 3,039,000 | PRN | | DFND | 1,2 | 3,039,000 | 0 | 0 |
| STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 135,322,160 | 5,712,206 | SH | | DFND | 1,2 | 5,712,206 | 0 | 0 |
| STATE STREET CORP | ETF | 78462F103 | 226,635,200 | 395,000 | SH | Put | DFND | 1,2 | 395,000 | 0 | 0 |
| SUMMIT HOTEL PROPERTIES INC | CONVERTIBLE BOND | 866082AA8 | 2,174,913 | 2,298,000 | PRN | | DFND | 1,2 | 2,298,000 | 0 | 0 |
| SUNNOVA ENERGY INTERNATIONAL INC | CONVERTIBLE BOND | 86745KAF1 | 44,788,321 | 58,642,000 | PRN | | DFND | 1,2 | 58,642,000 | 0 | 0 |
| SUNOPTA INC | COMMON STOCK | 8676EP108 | 132,165,058 | 20,726,126 | SH | | DFND | 1,2 | 20,726,126 | 0 | 0 |
| TALEN ENERGY CORP | COMMON STOCK | 87422Q109 | 124,175,530 | 696,676 | SH | | DFND | 1,2 | 696,676 | 0 | 0 |
| TECHTARGET INC | CONVERTIBLE BOND | 87874RAD2 | 2,002,812 | 2,041,000 | PRN | | DFND | 1,2 | 2,041,000 | 0 | 0 |
| TELADOC HEALTH INC | CONVERTIBLE BOND | 87918AAF2 | 5,793,763 | 6,671,000 | PRN | | DFND | 1,2 | 6,671,000 | 0 | 0 |
| TELECOM ARGENTINA SA | COMMON STOCK | 879273209 | 23,216,323 | 3,079,088 | SH | | DFND | 1,2 | 3,079,088 | 0 | 0 |
| TERNIUM SA | COMMON STOCK | 880890108 | 31,185,591 | 844,909 | SH | | DFND | 1,2 | 844,909 | 0 | 0 |
| TETRA TECH INC | CONVERTIBLE BOND | 88162GAB9 | 7,990,020 | 6,083,000 | PRN | | DFND | 1,2 | 6,083,000 | 0 | 0 |
| TORM PLC | COMMON STOCK | G89479102 | 1,382,777,589 | 40,581,120 | SH | | DFND | 1,2 | 40,581,120 | 0 | 0 |
| TPI COMPOSITES INC | COMMON STOCK | 87266J104 | 20,975,513 | 4,610,003 | SH | | DFND | 1,2 | 4,610,003 | 0 | 0 |
| TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK | 893870204 | 16,931,176 | 923,183 | SH | | DFND | 1,2 | 923,183 | 0 | 0 |
| TRAVERE THERAPEUTICS INC | CONVERTIBLE BOND | 89422GAA5 | 25,920,000 | 30,000,000 | PRN | | DFND | 1,2 | 30,000,000 | 0 | 0 |
| TRIP.COM GROUP LTD | COMMON STOCK | 89677Q107 | 47,040,211 | 791,523 | SH | | DFND | 1,2 | 791,523 | 0 | 0 |
| TWO HARBORS INVESTMENT CORP | CONVERTIBLE BOND | 90187BAB7 | 4,677,337 | 4,785,000 | PRN | | DFND | 1,2 | 4,785,000 | 0 | 0 |
| UNITI GROUP INC | COMMON STOCK | 91325V108 | 19,162,418 | 3,397,592 | SH | | DFND | 1,2 | 3,397,592 | 0 | 0 |
| UNITY SOFTWARE INC | CONVERTIBLE BOND | 91332UAB7 | 1,832,571 | 2,043,000 | PRN | | DFND | 1,2 | 2,043,000 | 0 | 0 |
| UPSTART HOLDINGS INC | CONVERTIBLE BOND | 91680MAB3 | 5,147,760 | 5,784,000 | PRN | | DFND | 1,2 | 5,784,000 | 0 | 0 |
| UPWORK INC | CONVERTIBLE BOND | 91688FAB0 | 4,358,486 | 4,752,000 | PRN | | DFND | 1,2 | 4,752,000 | 0 | 0 |
| VACASA INC | COMMON STOCK | 91854V206 | 3,865,008 | 1,375,448 | SH | | DFND | 1,2 | 1,375,448 | 0 | 0 |
| VAIL RESORTS INC | CONVERTIBLE BOND | 91879QAN9 | 1,348,406 | 1,425,000 | PRN | | DFND | 1,2 | 1,425,000 | 0 | 0 |
| VALE SA | COMMON STOCK | 91912E105 | 95,816,482 | 8,203,466 | SH | | DFND | 1,2 | 8,203,466 | 0 | 0 |
| VISTA ENERGY SAB DE CV | COMMON STOCK | 92837L109 | 110,614,084 | 2,503,714 | SH | | DFND | 1,2 | 2,503,714 | 0 | 0 |
| WAYFAIR INC | CONVERTIBLE BOND | 94419LAP6 | 1,687,700 | 1,400,000 | PRN | | DFND | 1,2 | 1,400,000 | 0 | 0 |
| WIX.COM LTD | CONVERTIBLE BOND | 92940WAD1 | 4,120,122 | 4,303,000 | PRN | | DFND | 1,2 | 4,303,000 | 0 | 0 |
| XOMETRY INC | CONVERTIBLE BOND | 98423FAB5 | 1,442,445 | 1,702,000 | PRN | | DFND | 1,2 | 1,702,000 | 0 | 0 |
| XP INC | COMMON STOCK | G98239109 | 9,163,106 | 510,764 | SH | | DFND | 1,2 | 510,764 | 0 | 0 |
| YPF SA | COMMON STOCK | 984245100 | 11,689,424 | 551,128 | SH | | DFND | 1,2 | 551,128 | 0 | 0 |
| YUM CHINA HOLDINGS INC | COMMON STOCK | 98850P109 | 43,980,308 | 976,906 | SH | | DFND | 1,2 | 976,906 | 0 | 0 |
| ZIFF DAVIS INC | CONVERTIBLE BOND | 48123VAE2 | 6,631,453 | 7,145,000 | PRN | | DFND | 1,2 | 7,145,000 | 0 | 0 |
| ZSCALER INC | CONVERTIBLE BOND | 98980GAB8 | 2,633,750 | 2,150,000 | PRN | | DFND | 1,2 | 2,150,000 | 0 | 0 |
| ZTO EXPRESS CAYMAN INC | CONVERTIBLE BOND | 98980AAB1 | 12,635,261 | 11,828,000 | PRN | | DFND | 1,2 | 11,828,000 | 0 | 0 |
