| 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 | 282914AB6 | 8,705,229 | 9,116,000 | PRN | | DFND | 1,2 | 9,116,000 | 0 | 0 |
| A SPAC I ACQUISITION CORP | COMMON STOCK | G0542S106 | 3,065,300 | 290,000 | SH | | DFND | 1,2 | 290,000 | 0 | 0 |
| A SPAC II ACQUISITION CORP | COMMON STOCK | G0543H109 | 7,124,625 | 675,000 | SH | | DFND | 1,2 | 675,000 | 0 | 0 |
| ACCOLADE INC | CONVERTIBLE BOND | 00437EAB8 | 7,115,465 | 8,520,000 | PRN | | DFND | 1,2 | 8,520,000 | 0 | 0 |
| AFFIRM HOLDINGS INC | CONVERTIBLE BOND | 00827BAB2 | 14,584,080 | 19,626,000 | PRN | | DFND | 1,2 | 19,626,000 | 0 | 0 |
| AIR TRANSPORT SERVICES GROUP INC | CONVERTIBLE BOND | 00922RAB1 | 9,304,180 | 9,798,000 | PRN | | DFND | 1,2 | 9,798,000 | 0 | 0 |
| AIRBNB INC | CONVERTIBLE BOND | 009066AB7 | 9,753,298 | 11,153,000 | PRN | | DFND | 1,2 | 11,153,000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | CONVERTIBLE BOND | 00971TAL5 | 4,590,630 | 4,729,000 | PRN | | DFND | 1,2 | 4,729,000 | 0 | 0 |
| ALARM.COM HOLDINGS INC | CONVERTIBLE BOND | 011642AB1 | 22,857,298 | 26,674,000 | PRN | | DFND | 1,2 | 26,674,000 | 0 | 0 |
| ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 124,246,000 | 4,600,000 | SH | | DFND | 1,2 | 4,600,000 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | COMMON STOCK | G0230C108 | 4,292,000 | 400,000 | SH | | DFND | 1,2 | 400,000 | 0 | 0 |
| ALPHATIME ACQUISITION CORP | COMMON STOCK | G0223V105 | 2,597,500 | 250,000 | SH | | DFND | 1,2 | 250,000 | 0 | 0 |
| ALPHAVEST ACQUISITION CORP | COMMON STOCK | G0283A108 | 1,572,000 | 150,000 | SH | | DFND | 1,2 | 150,000 | 0 | 0 |
| ALTERYX INC | CONVERTIBLE BOND | 02156BAD5 | 9,122,085 | 9,653,000 | PRN | | DFND | 1,2 | 9,653,000 | 0 | 0 |
| ALVOTECH SA | WARRANT | L01800116 | 5,786,667 | 4,666,667 | SH | | DFND | 1,2 | 4,666,667 | 0 | 0 |
| ALVOTECH SA | COMMON STOCK | L01800108 | 52,315,898 | 6,759,160 | SH | | DFND | 1,2 | 6,759,160 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | CONVERTIBLE BOND | 02376RAF9 | 3,086,400 | 2,400,000 | PRN | | DFND | 1,2 | 2,400,000 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | COMMON STOCK | G26735103 | 1,064,000 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| ANGLOGOLD ASHANTI LTD | COMMON STOCK | 035128206 | 99,726,638 | 4,728,622 | SH | | DFND | 1,2 | 4,728,622 | 0 | 0 |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CONVERTIBLE BOND | 03762UAC9 | 12,388,738 | 12,381,000 | PRN | | DFND | 1,2 | 12,381,000 | 0 | 0 |
| APOLLO SENIOR FLOATING RATE FUND INC | COMMON STOCK | 037636107 | 4,813,157 | 372,824 | SH | | DFND | 1,2 | 372,824 | 0 | 0 |
| AQUARON ACQUISITION CORP | COMMON STOCK | 03842W105 | 2,346,750 | 225,000 | SH | | DFND | 1,2 | 225,000 | 0 | 0 |
| ARISZ ACQUISITION CORP | COMMON STOCK | 040450108 | 2,118,000 | 200,000 | SH | | DFND | 1,2 | 200,000 | 0 | 0 |
| AROGO CAPITAL ACQUISITION CORP | COMMON STOCK | 042644104 | 3,156,000 | 300,000 | SH | | DFND | 1,2 | 300,000 | 0 | 0 |
| AZUL SA | COMMON STOCK | 05501U106 | 58,071,925 | 4,241,923 | SH | | DFND | 1,2 | 4,241,923 | 0 | 0 |
| BANCO BRADESCO SA | COMMON STOCK | 059460303 | 106,621,007 | 30,815,319 | SH | | DFND | 1,2 | 30,815,319 | 0 | 0 |
| BANDWIDTH INC | CONVERTIBLE BOND | 05988JAD5 | 2,578,214 | 3,973,000 | PRN | | DFND | 1,2 | 3,973,000 | 0 | 0 |
| BANDWIDTH INC | CONVERTIBLE BOND | 05988JAB9 | 5,520,898 | 6,976,000 | PRN | | DFND | 1,2 | 6,976,000 | 0 | 0 |
| BATTALION OIL CORP | COMMON STOCK | 07134L107 | 17,186,597 | 3,009,912 | SH | | DFND | 1,2 | 3,009,912 | 0 | 0 |
| BELLEVUE LIFE SCIENCES ACQUISITION CORP | COMMON STOCK | 079174108 | 1,795,517 | 175,000 | SH | | DFND | 1,2 | 175,000 | 0 | 0 |
| BENTLEY SYSTEMS INC | CONVERTIBLE BOND | 08265TAD1 | 2,020,300 | 2,225,000 | PRN | | DFND | 1,2 | 2,225,000 | 0 | 0 |
| BERRY CORP | COMMON STOCK | 08579X101 | 46,075,360 | 6,697,000 | SH | | DFND | 1,2 | 6,697,000 | 0 | 0 |
| BILL HOLDINGS INC | CONVERTIBLE BOND | 090043AB6 | 5,139,045 | 4,892,000 | PRN | | DFND | 1,2 | 4,892,000 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE BOND | 09061GAH4 | 4,380,248 | 4,448,000 | PRN | | DFND | 1,2 | 4,448,000 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | COMMON STOCK | G11217117 | 1,065,000 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| BLACKLINE INC | CONVERTIBLE BOND | 09239BAD1 | 9,885,566 | 11,613,000 | PRN | | DFND | 1,2 | 11,613,000 | 0 | 0 |
| BLUE WORLD ACQUISITION CORP | COMMON STOCK | G1263E102 | 5,835,500 | 550,000 | SH | | DFND | 1,2 | 550,000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | CONVERTIBLE BOND | 10806XAD4 | 4,509,757 | 7,287,000 | PRN | | DFND | 1,2 | 7,287,000 | 0 | 0 |
| CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 | 22,887,707 | 27,827,000 | PRN | | DFND | 1,2 | 27,827,000 | 0 | 0 |
| CBL & ASSOCIATES PROPERTIES INC | COMMON STOCK | 124830878 | 87,806,632 | 3,983,966 | SH | | DFND | 1,2 | 3,983,966 | 0 | 0 |
| CEMEX SAB DE CV | COMMON STOCK | 151290889 | 102,582,346 | 14,489,032 | SH | | DFND | 1,2 | 14,489,032 | 0 | 0 |
| CERIDIAN HCM HOLDING INC | CONVERTIBLE BOND | 15677JAD0 | 8,275,542 | 9,353,000 | PRN | | DFND | 1,2 | 9,353,000 | 0 | 0 |
| CETUS CAPITAL ACQUISITION CORP | COMMON STOCK | 15719Y105 | 1,749,300 | 170,000 | SH | | DFND | 1,2 | 170,000 | 0 | 0 |
| CHEGG INC | CONVERTIBLE BOND | 163092AD1 | 1,442,408 | 1,628,000 | PRN | | DFND | 1,2 | 1,628,000 | 0 | 0 |
| CHEGG INC | CONVERTIBLE BOND | 163092AF6 | 12,756,172 | 16,918,000 | PRN | | DFND | 1,2 | 16,918,000 | 0 | 0 |
| CHESAPEAKE ENERGY CORP | COMMON STOCK | 165167735 | 615,048,006 | 7,350,000 | SH | | DFND | 1,2 | 7,350,000 | 0 | 0 |
| CLOUDFLARE INC | CONVERTIBLE BOND | 18915MAC1 | 6,575,363 | 7,704,000 | PRN | | DFND | 1,2 | 7,704,000 | 0 | 0 |
| COHERUS BIOSCIENCES INC | CONVERTIBLE BOND | 19249HAB9 | 6,415,485 | 10,306,000 | PRN | | DFND | 1,2 | 10,306,000 | 0 | 0 |
| COINBASE GLOBAL INC | CONVERTIBLE BOND | 19260QAB3 | 23,173,858 | 30,636,000 | PRN | | DFND | 1,2 | 30,636,000 | 0 | 0 |
| CONMED CORP | CONVERTIBLE BOND | 207410AH4 | 2,017,800 | 1,800,000 | PRN | | DFND | 1,2 | 1,800,000 | 0 | 0 |
| CONSILIUM ACQUISITION CORP I LTD | COMMON STOCK | G2365L101 | 4,196,000 | 400,000 | SH | | DFND | 1,2 | 400,000 | 0 | 0 |
| CREDICORP LTD | COMMON STOCK | G2519Y108 | 41,580,148 | 281,632 | SH | | DFND | 1,2 | 281,632 | 0 | 0 |
| CUMULUS MEDIA INC | COMMON STOCK | 231082801 | 118,641 | 28,937 | SH | | DFND | 1,2 | 28,937 | 0 | 0 |
| DAQO NEW ENERGY CORP | COMMON STOCK | 23703Q203 | 40,875,953 | 1,029,621 | SH | | DFND | 1,2 | 1,029,621 | 0 | 0 |
| DATADOG INC | CONVERTIBLE BOND | 23804LAB9 | 4,727,323 | 3,794,000 | PRN | | DFND | 1,2 | 3,794,000 | 0 | 0 |
| DENALI CAPITAL ACQUISITION CORP | COMMON STOCK | G6256B106 | 2,409,750 | 225,000 | SH | | DFND | 1,2 | 225,000 | 0 | 0 |
| DIGITALOCEAN HOLDINGS INC | CONVERTIBLE BOND | 25402DAB8 | 12,909,122 | 16,422,000 | PRN | | DFND | 1,2 | 16,422,000 | 0 | 0 |
| DISH NETWORK CORP | CONVERTIBLE BOND | 25470MAD1 | 4,672,500 | 5,250,000 | PRN | | DFND | 1,2 | 5,250,000 | 0 | 0 |
| DISH NETWORK CORP | CONVERTIBLE BOND | 25470MAF6 | 10,139,531 | 18,995,000 | PRN | | DFND | 1,2 | 18,995,000 | 0 | 0 |
| DISTOKEN ACQUISITION CORP | COMMON STOCK | G27740110 | 1,291,875 | 125,000 | SH | | DFND | 1,2 | 125,000 | 0 | 0 |
| DRAFTKINGS HOLDINGS INC | CONVERTIBLE BOND | 26142RAB0 | 1,223,964 | 1,619,000 | PRN | | DFND | 1,2 | 1,619,000 | 0 | 0 |
| DUET ACQUISITION CORP | COMMON STOCK | 26431Q106 | 5,267,500 | 500,000 | SH | | DFND | 1,2 | 500,000 | 0 | 0 |
| EAGLE BULK SHIPPING INC | CONVERTIBLE BOND | 269442AB5 | 61,989,450 | 40,495,000 | PRN | | DFND | 1,2 | 40,495,000 | 0 | 0 |
| EATON VANCE FLOATING-RATE INCOME TRUST | COMMON STOCK | 278279104 | 4,894,515 | 419,051 | SH | | DFND | 1,2 | 419,051 | 0 | 0 |
| EATON VANCE SENIOR FLOATING-RATE TRUST | COMMON STOCK | 27828Q105 | 3,536,021 | 300,938 | SH | | DFND | 1,2 | 300,938 | 0 | 0 |
| EATON VANCE SENIOR INCOME TRUST | COMMON STOCK | 27826S103 | 563,897 | 103,278 | SH | | DFND | 1,2 | 103,278 | 0 | 0 |
| EMBRACE CHANGE ACQUISITION CORP | COMMON STOCK | G3034H109 | 2,592,100 | 245,000 | SH | | DFND | 1,2 | 245,000 | 0 | 0 |
| ENPHASE ENERGY INC | CONVERTIBLE BOND | 29355AAK3 | 7,301,668 | 7,726,000 | PRN | | DFND | 1,2 | 7,726,000 | 0 | 0 |
| ETSY INC | CONVERTIBLE BOND | 29786AAN6 | 7,967,042 | 10,247,000 | PRN | | DFND | 1,2 | 10,247,000 | 0 | 0 |
| EVENTBRITE INC | CONVERTIBLE BOND | 29975EAD1 | 10,767,075 | 13,051,000 | PRN | | DFND | 1,2 | 13,051,000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQUISITION CORP | COMMON STOCK | 29978K102 | 2,130,000 | 200,000 | SH | | DFND | 1,2 | 200,000 | 0 | 0 |
| EVERGREEN CORP | COMMON STOCK | G3312W109 | 4,878,000 | 450,000 | SH | | DFND | 1,2 | 450,000 | 0 | 0 |
| EXACT SCIENCES CORP | CONVERTIBLE BOND | 30063PAB1 | 4,849,631 | 4,493,000 | PRN | | DFND | 1,2 | 4,493,000 | 0 | 0 |
| EXPEDIA GROUP INC | CONVERTIBLE BOND | 30212PBE4 | 4,903,704 | 5,580,000 | PRN | | DFND | 1,2 | 5,580,000 | 0 | 0 |
| EZCORP INC | CONVERTIBLE BOND | 302301AE6 | 9,356,892 | 10,119,000 | PRN | | DFND | 1,2 | 10,119,000 | 0 | 0 |
| FASTLY INC | CONVERTIBLE BOND | 31188VAB6 | 3,020,209 | 3,641,000 | PRN | | DFND | 1,2 | 3,641,000 | 0 | 0 |
| FEUTUNE LIGHT ACQUISITION CORP | COMMON STOCK | 31561T102 | 7,724,850 | 735,000 | SH | | DFND | 1,2 | 735,000 | 0 | 0 |
| FINTECH ECOSYSTEM DEVELOPMENT CORP | COMMON STOCK | 318136108 | 4,752,000 | 450,000 | SH | | DFND | 1,2 | 450,000 | 0 | 0 |
| FIVERR INTERNATIONAL LTD | CONVERTIBLE BOND | 33835LAA3 | 9,765,603 | 11,531,000 | PRN | | DFND | 1,2 | 11,531,000 | 0 | 0 |
| FORD MOTOR CO | CONVERTIBLE BOND | 345370CZ1 | 10,563,699 | 9,599,000 | PRN | | DFND | 1,2 | 9,599,000 | 0 | 0 |
| FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 105,112,200 | 2,627,805 | SH | | DFND | 1,2 | 2,627,805 | 0 | 0 |
| FRONTIER COMMUNICATIONS PARENT INC | COMMON STOCK | 35909D109 | 74,240,305 | 3,982,849 | SH | | DFND | 1,2 | 3,982,849 | 0 | 0 |
| FTAI AVIATION LTD | COMMON STOCK | G3730V105 | 64,368,262 | 2,033,110 | SH | | DFND | 1,2 | 2,033,110 | 0 | 0 |
| FUTURETECH II ACQUISITION CORP | COMMON STOCK | 36119D103 | 4,382,900 | 410,000 | SH | | DFND | 1,2 | 410,000 | 0 | 0 |
| GARRETT MOTION INC | COMMON STOCK | 366505105 | 333,706,917 | 44,082,816 | SH | | DFND | 1,2 | 44,082,816 | 0 | 0 |
| GLOBAL STAR ACQUISITION INC | COMMON STOCK | 37962G102 | 2,931,600 | 280,000 | SH | | DFND | 1,2 | 280,000 | 0 | 0 |
| GOLDEN STAR ACQUISITION CORP | COMMON STOCK | G4023C127 | 1,041,010 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| GOLDENSTONE ACQUISITION LTD | COMMON STOCK | 38136Y102 | 3,710,000 | 350,000 | SH | | DFND | 1,2 | 350,000 | 0 | 0 |
| GREENBRIER COS INC/THE | CONVERTIBLE BOND | 393657AM3 | 1,602,990 | 1,620,000 | PRN | | DFND | 1,2 | 1,620,000 | 0 | 0 |
| GREENBRIER COS INC/THE | CONVERTIBLE BOND | 393657AK7 | 4,564,695 | 4,646,000 | PRN | | DFND | 1,2 | 4,646,000 | 0 | 0 |
| GREENLIGHT CAPITAL RE LTD | CONVERTIBLE BOND | 395366AB3 | 8,200,967 | 8,363,000 | PRN | | DFND | 1,2 | 8,363,000 | 0 | 0 |
| HAEMONETICS CORP | CONVERTIBLE BOND | 405024AB6 | 22,377,439 | 26,145,000 | PRN | | DFND | 1,2 | 26,145,000 | 0 | 0 |
| HAINAN MANASLU ACQUISITION CORP | COMMON STOCK | G4233U107 | 4,242,000 | 400,000 | SH | | DFND | 1,2 | 400,000 | 0 | 0 |
| HCI GROUP INC | CONVERTIBLE BOND | 40416EAF0 | 5,232,130 | 5,293,000 | PRN | | DFND | 1,2 | 5,293,000 | 0 | 0 |
| HEALTH CATALYST INC | CONVERTIBLE BOND | 42225TAB3 | 5,640,812 | 5,836,000 | PRN | | DFND | 1,2 | 5,836,000 | 0 | 0 |
| HEARTLAND MEDIA ACQUISITION CORP | COMMON STOCK | 42237V108 | 1,054,000 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| HELIX ENERGY SOLUTIONS GROUP INC | CONVERTIBLE BOND | 42330PAJ6 | 1,162,174 | 1,169,000 | PRN | | DFND | 1,2 | 1,169,000 | 0 | 0 |
| HELLO GROUP INC | CONVERTIBLE BOND | 60879BAB3 | 4,781,592 | 4,832,000 | PRN | | DFND | 1,2 | 4,832,000 | 0 | 0 |
| HERBALIFE LTD | CONVERTIBLE BOND | 42703MAD5 | 1,177,823 | 1,213,000 | PRN | | DFND | 1,2 | 1,213,000 | 0 | 0 |
| HERTZ GLOBAL HOLDINGS INC | COMMON STOCK | 42806J700 | 18,390,000 | 1,000,000 | SH | | DFND | 1,2 | 1,000,000 | 0 | 0 |
| HIMS & HERS HEALTH INC | COMMON STOCK | 433000106 | 9,900,211 | 1,053,214 | SH | | DFND | 1,2 | 1,053,214 | 0 | 0 |
| HNR ACQUISITION CORP | COMMON STOCK | 40472A102 | 4,513,500 | 425,000 | SH | | DFND | 1,2 | 425,000 | 0 | 0 |
| HORIZON SPACE ACQUISITION I CORP | COMMON STOCK | G4619M109 | 2,611,250 | 250,000 | SH | | DFND | 1,2 | 250,000 | 0 | 0 |
| HUDSON ACQUISITION I CORP | COMMON STOCK | 44364H100 | 2,488,800 | 240,000 | SH | | DFND | 1,2 | 240,000 | 0 | 0 |
| ICICI BANK LTD | COMMON STOCK | 45104G104 | 91,904,306 | 3,981,989 | SH | | DFND | 1,2 | 3,981,989 | 0 | 0 |
| ILLUMINA INC | CONVERTIBLE BOND | 452327AK5 | 997,989 | 1,000,000 | PRN | | DFND | 1,2 | 1,000,000 | 0 | 0 |
| INFINERA CORP | COMMON STOCK | 45667G103 | 121,597,104 | 25,175,384 | SH | | DFND | 1,2 | 25,175,384 | 0 | 0 |
| INFOSYS LTD | COMMON STOCK | 456788108 | 59,480,823 | 3,701,358 | SH | | DFND | 1,2 | 3,701,358 | 0 | 0 |
| INNOVIVA INC | CONVERTIBLE BOND | 45781MAD3 | 3,781,634 | 4,590,000 | PRN | | DFND | 1,2 | 4,590,000 | 0 | 0 |
| INTEGRA LIFESCIENCES HOLDINGS CORP | CONVERTIBLE BOND | 457985AM1 | 6,642,648 | 7,236,000 | PRN | | DFND | 1,2 | 7,236,000 | 0 | 0 |
| INTEGRATED WELLNESS ACQUISITION CORP | COMMON STOCK | G4828B100 | 1,071,000 | 100,000 | SH | | DFND | 1,2 | 100,000 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAA6 | 9,600,523 | 9,506,000 | PRN | | DFND | 1,2 | 9,506,000 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAB4 | 9,508,858 | 11,824,000 | PRN | | DFND | 1,2 | 11,824,000 | 0 | 0 |
| INVESCO SENIOR INCOME TRUST | COMMON STOCK | 46131H107 | 24,255,000 | 6,300,000 | SH | | DFND | 1,2 | 6,300,000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | CONVERTIBLE BOND | 462222AB6 | 7,201,370 | 7,702,000 | PRN | | DFND | 1,2 | 7,702,000 | 0 | 0 |
| IQIYI INC | CONVERTIBLE BOND | 46267XAE8 | 6,105,096 | 6,477,000 | PRN | | DFND | 1,2 | 6,477,000 | 0 | 0 |
| ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 48,295,270 | 8,185,639 | SH | | DFND | 1,2 | 8,185,639 | 0 | 0 |
| ITRON INC | CONVERTIBLE BOND | 465741AN6 | 16,239,260 | 18,208,000 | PRN | | DFND | 1,2 | 18,208,000 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | CONVERTIBLE BOND | 472145AD3 | 4,636,663 | 4,857,000 | PRN | | DFND | 1,2 | 4,857,000 | 0 | 0 |
| JD.COM INC | COMMON STOCK | 47215P106 | 34,530,344 | 1,011,730 | SH | | DFND | 1,2 | 1,011,730 | 0 | 0 |
| JETBLUE AIRWAYS CORP | CONVERTIBLE BOND | 477143AP6 | 34,177,181 | 41,364,000 | PRN | | DFND | 1,2 | 41,364,000 | 0 | 0 |
| JOYY INC | CONVERTIBLE BOND | 98426TAF3 | 7,593,089 | 8,109,000 | PRN | | DFND | 1,2 | 8,109,000 | 0 | 0 |
| KAMAN CORP | CONVERTIBLE BOND | 483548AF0 | 13,065,096 | 13,497,000 | PRN | | DFND | 1,2 | 13,497,000 | 0 | 0 |
| KEYARCH ACQUISITION CORP | COMMON STOCK | G5260A104 | 3,033,400 | 290,000 | SH | | DFND | 1,2 | 290,000 | 0 | 0 |
| KILROY REALTY CORP | COMMON STOCK | 49427F108 | 55,666,830 | 1,850,011 | SH | | DFND | 1,2 | 1,850,011 | 0 | 0 |
| KNIGHTSWAN ACQUISITION CORP | COMMON STOCK | 499103109 | 1,585,500 | 150,000 | SH | | DFND | 1,2 | 150,000 | 0 | 0 |
| LIBERTY BROADBAND CORP | COMMON STOCK | 530307305 | 6,969,489 | 86,999 | SH | | DFND | 1,2 | 86,999 | 0 | 0 |
| LIBERTY GLOBAL PLC | COMMON STOCK | G5480U104 | 32,809,560 | 1,946,000 | SH | | DFND | 1,2 | 1,946,000 | 0 | 0 |
| LIBERTY LATIN AMERICA LTD | CONVERTIBLE BOND | 53069QAB5 | 6,937,224 | 7,287,000 | PRN | | DFND | 1,2 | 7,287,000 | 0 | 0 |
| LIV CAPITAL ACQUISITION CORP II | COMMON STOCK | G5510R105 | 636,000 | 60,000 | SH | | DFND | 1,2 | 60,000 | 0 | 0 |
| LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | COMMON STOCK | 54150E104 | 1,600,740 | 235,403 | SH | | DFND | 1,2 | 235,403 | 0 | 0 |
| LUMENTUM HOLDINGS INC | CONVERTIBLE BOND | 55024UAB5 | 1,699,200 | 1,600,000 | PRN | | DFND | 1,2 | 1,600,000 | 0 | 0 |
| LUMENTUM HOLDINGS INC | CONVERTIBLE BOND | 55024UAF6 | 9,413,953 | 11,896,000 | PRN | | DFND | 1,2 | 11,896,000 | 0 | 0 |
| LYFT INC | CONVERTIBLE BOND | 55087PAB0 | 2,570,927 | 2,855,000 | PRN | | DFND | 1,2 | 2,855,000 | 0 | 0 |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | CONVERTIBLE BOND | 55405YAB6 | 1,522,500 | 1,500,000 | PRN | | DFND | 1,2 | 1,500,000 | 0 | 0 |
| MAGNACHIP SEMICONDUCTOR CORP | COMMON STOCK | 55933J203 | 31,861,412 | 2,849,858 | SH | | DFND | 1,2 | 2,849,858 | 0 | 0 |
| MAGNITE INC | CONVERTIBLE BOND | 55955DAB6 | 7,576,453 | 8,903,000 | PRN | | DFND | 1,2 | 8,903,000 | 0 | 0 |
| MARS ACQUISITION CORP | COMMON STOCK | G5870E108 | 1,560,000 | 150,000 | SH | | DFND | 1,2 | 150,000 | 0 | 0 |
| MESA LABORATORIES INC | CONVERTIBLE BOND | 59064RAA7 | 4,177,395 | 4,655,000 | PRN | | DFND | 1,2 | 4,655,000 | 0 | 0 |
| METAL SKY STAR ACQUISITION CORP | COMMON STOCK | G6053N105 | 5,619,680 | 496,000 | SH | | DFND | 1,2 | 496,000 | 0 | 0 |
| MFA FINANCIAL INC | CONVERTIBLE BOND | 55272XAA0 | 13,537,068 | 13,588,000 | PRN | | DFND | 1,2 | 13,588,000 | 0 | 0 |
| MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 18,948,000 | 1,200,000 | SH | | DFND | 1,2 | 1,200,000 | 0 | 0 |
| MICROSTRATEGY INC | CONVERTIBLE BOND | 594972AE1 | 10,803,641 | 16,099,000 | PRN | | DFND | 1,2 | 16,099,000 | 0 | 0 |
| MITEK SYSTEMS INC | CONVERTIBLE BOND | 606710AA9 | 710,680 | 810,000 | PRN | | DFND | 1,2 | 810,000 | 0 | 0 |
| MOBIV ACQUISITION CORP | COMMON STOCK | 60742N106 | 2,590,875 | 245,000 | SH | | DFND | 1,2 | 245,000 | 0 | 0 |
| MONTEREY CAPITAL ACQUISITION CORP | COMMON STOCK | 61244M109 | 8,288,280 | 792,000 | SH | | DFND | 1,2 | 792,000 | 0 | 0 |
| NABORS INDUSTRIES LTD | CONVERTIBLE BOND | 62957HAB1 | 2,895,189 | 2,974,000 | PRN | | DFND | 1,2 | 2,974,000 | 0 | 0 |
| NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAA8 | 952,526 | 1,014,000 | PRN | | DFND | 1,2 | 1,014,000 | 0 | 0 |
| NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAB6 | 9,099,585 | 12,276,000 | PRN | | DFND | 1,2 | 12,276,000 | 0 | 0 |
| NEW MOUNTAIN FINANCE CORP | CONVERTIBLE BOND | 647551AC4 | 11,921,720 | 11,951,000 | PRN | | DFND | 1,2 | 11,951,000 | 0 | 0 |
| NIO INC | CONVERTIBLE BOND | 62914VAE6 | 2,323,338 | 2,429,000 | PRN | | DFND | 1,2 | 2,429,000 | 0 | 0 |
| NIO INC | CONVERTIBLE BOND | 62914VAF3 | 2,328,815 | 2,789,000 | PRN | | DFND | 1,2 | 2,789,000 | 0 | 0 |
| NMI HOLDINGS INC | COMMON STOCK | 629209305 | 126,518,000 | 4,900,000 | SH | | DFND | 1,2 | 4,900,000 | 0 | 0 |
| NORWEGIAN CRUISE LINE HOLDINGS LTD | CONVERTIBLE BOND | 62886HBD2 | 1,311,082 | 1,415,000 | PRN | | DFND | 1,2 | 1,415,000 | 0 | 0 |
| NOVOCURE LTD | CONVERTIBLE BOND | 67011XAB9 | 1,410,314 | 1,621,000 | PRN | | DFND | 1,2 | 1,621,000 | 0 | 0 |
| NRG ENERGY INC | CONVERTIBLE BOND | 629377CG5 | 4,623,779 | 4,360,000 | PRN | | DFND | 1,2 | 4,360,000 | 0 | 0 |
| NUTANIX INC | CONVERTIBLE BOND | 67059NAH1 | 4,081,298 | 4,798,000 | PRN | | DFND | 1,2 | 4,798,000 | 0 | 0 |
| NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 | 24,399,705 | 26,961,000 | PRN | | DFND | 1,2 | 26,961,000 | 0 | 0 |
| NUVEEN CREDIT STRATEGIES INCOME FUND | COMMON STOCK | 67073D102 | 16,836,442 | 3,333,949 | SH | | DFND | 1,2 | 3,333,949 | 0 | 0 |
| NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | COMMON STOCK | 6706EN100 | 6,190,399 | 793,641 | SH | | DFND | 1,2 | 793,641 | 0 | 0 |
| NUVEEN SENIOR INCOME FUND | COMMON STOCK | 67067Y104 | 7,645,256 | 1,669,270 | SH | | DFND | 1,2 | 1,669,270 | 0 | 0 |
| OAK WOODS ACQUISITION CORP | COMMON STOCK | 67190B104 | 924,750 | 90,000 | SH | | DFND | 1,2 | 90,000 | 0 | 0 |
| OAKTREE SPECIALTY LENDING CORP | COMMON STOCK | 67401P405 | 35,993,220 | 1,852,456 | SH | | DFND | 1,2 | 1,852,456 | 0 | 0 |
| OCWEN FINANCIAL CORP | COMMON STOCK | 675746606 | 17,412,749 | 581,006 | SH | | DFND | 1,2 | 581,006 | 0 | 0 |
| OKTA INC | CONVERTIBLE BOND | 679295AF2 | 7,378,807 | 8,595,000 | PRN | | DFND | 1,2 | 8,595,000 | 0 | 0 |
| OMNICELL INC | CONVERTIBLE BOND | 68213NAD1 | 1,524,750 | 1,500,000 | PRN | | DFND | 1,2 | 1,500,000 | 0 | 0 |
| PAMPA ENERGIA SA | COMMON STOCK | 697660207 | 27,699,717 | 639,421 | SH | | DFND | 1,2 | 639,421 | 0 | 0 |
| PAPAYA GROWTH OPPORTUNITY CORP I | COMMON STOCK | 69882P102 | 2,650,000 | 250,000 | SH | | DFND | 1,2 | 250,000 | 0 | 0 |
| PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | COMMON STOCK | G69454109 | 537,000 | 50,000 | SH | | DFND | 1,2 | 50,000 | 0 | 0 |
| PDD HOLDINGS INC | CONVERTIBLE BOND | 722304AC6 | 6,896,886 | 7,085,000 | PRN | | DFND | 1,2 | 7,085,000 | 0 | 0 |
| PENNYMAC MORTGAGE INVESTMENT TRUST | CONVERTIBLE BOND | 70932AAD5 | 13,128,506 | 13,911,000 | PRN | | DFND | 1,2 | 13,911,000 | 0 | 0 |
| PERFICIENT INC | CONVERTIBLE BOND | 71375UAF8 | 18,916,785 | 22,927,000 | PRN | | DFND | 1,2 | 22,927,000 | 0 | 0 |
| PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 108,792,339 | 7,866,402 | SH | | DFND | 1,2 | 7,866,402 | 0 | 0 |
| PLUTONIAN ACQUISITION CORP | COMMON STOCK | 72942P104 | 1,194,275 | 115,000 | SH | | DFND | 1,2 | 115,000 | 0 | 0 |
| PONO CAPITAL THREE INC | COMMON STOCK | G71704103 | 3,274,425 | 315,000 | SH | | DFND | 1,2 | 315,000 | 0 | 0 |
| PONO CAPITAL TWO INC | COMMON STOCK | 73245B107 | 2,572,500 | 250,000 | SH | | DFND | 1,2 | 250,000 | 0 | 0 |
| Q2 HOLDINGS INC | CONVERTIBLE BOND | 74736LAF6 | 6,691,462 | 7,688,000 | PRN | | DFND | 1,2 | 7,688,000 | 0 | 0 |
| REDFIN CORP | CONVERTIBLE BOND | 75737FAE8 | 5,331,079 | 7,734,000 | PRN | | DFND | 1,2 | 7,734,000 | 0 | 0 |
| REDWOOD TRUST INC | CONVERTIBLE BOND | 758075AD7 | 2,698,037 | 2,814,000 | PRN | | DFND | 1,2 | 2,814,000 | 0 | 0 |
| REDWOOD TRUST INC | CONVERTIBLE BOND | 749772AD1 | 17,366,471 | 19,848,000 | PRN | | DFND | 1,2 | 19,848,000 | 0 | 0 |
| RESERVOIR MEDIA INC | COMMON STOCK | 76119X105 | 3,470,638 | 576,518 | SH | | DFND | 1,2 | 576,518 | 0 | 0 |
| RIGEL RESOURCE ACQUISITION CORP | COMMON STOCK | G7573M106 | 3,752,000 | 350,000 | SH | | DFND | 1,2 | 350,000 | 0 | 0 |
| RINGCENTRAL INC | CONVERTIBLE BOND | 76680RAF4 | 5,854,858 | 6,333,000 | PRN | | DFND | 1,2 | 6,333,000 | 0 | 0 |
| RUNWAY GROWTH FINANCE CORP | COMMON STOCK | 78163D100 | 260,025,141 | 21,054,667 | SH | | DFND | 1,2 | 21,054,667 | 0 | 0 |
| SEA LTD | CONVERTIBLE BOND | 81141RAF7 | 7,955,049 | 7,780,000 | PRN | | DFND | 1,2 | 7,780,000 | 0 | 0 |
| SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 19,514,852 | 24,167,000 | PRN | | DFND | 1,2 | 24,167,000 | 0 | 0 |
| SHAKE SHACK INC | CONVERTIBLE BOND | 819047AB7 | 8,163,464 | 9,953,000 | PRN | | DFND | 1,2 | 9,953,000 | 0 | 0 |
| SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAD1 | 1,751,825 | 1,975,000 | PRN | | DFND | 1,2 | 1,975,000 | 0 | 0 |
| SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAB5 | 2,509,300 | 2,300,000 | PRN | | DFND | 1,2 | 2,300,000 | 0 | 0 |
| SHOPIFY INC | CONVERTIBLE BOND | 82509LAA5 | 13,859,043 | 15,213,000 | PRN | | DFND | 1,2 | 15,213,000 | 0 | 0 |
| SMARTRENT INC | COMMON STOCK | 83193G107 | 28,745,279 | 7,505,294 | SH | | DFND | 1,2 | 7,505,294 | 0 | 0 |
| SNAP INC | CONVERTIBLE BOND | 83304AAB2 | 3,705,000 | 4,000,000 | PRN | | DFND | 1,2 | 4,000,000 | 0 | 0 |
| SNAP INC | CONVERTIBLE BOND | 83304AAH9 | 14,842,227 | 20,802,000 | PRN | | DFND | 1,2 | 20,802,000 | 0 | 0 |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA | COMMON STOCK | 833635105 | 36,682,903 | 505,135 | SH | | DFND | 1,2 | 505,135 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | CONVERTIBLE BOND | 83417MAD6 | 2,328,405 | 1,955,000 | PRN | | DFND | 1,2 | 1,955,000 | 0 | 0 |
| SOUTHWEST AIRLINES CO | CONVERTIBLE BOND | 844741BG2 | 3,450,750 | 3,000,000 | PRN | | DFND | 1,2 | 3,000,000 | 0 | 0 |
| SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF | ETF | 78468R556 | 121,744,350 | 945,000 | SH | Put | DFND | 1,2 | 945,000 | 0 | 0 |
| SPLUNK INC | CONVERTIBLE BOND | 848637AC8 | 2,814,585 | 2,833,000 | PRN | | DFND | 1,2 | 2,833,000 | 0 | 0 |
| SPLUNK INC | CONVERTIBLE BOND | 848637AF1 | 4,180,482 | 4,819,000 | PRN | | DFND | 1,2 | 4,819,000 | 0 | 0 |
| SPLUNK INC | CONVERTIBLE BOND | 848637AD6 | 7,077,650 | 7,060,000 | PRN | | DFND | 1,2 | 7,060,000 | 0 | 0 |
| SPOTIFY TECHNOLOGY SA | CONVERTIBLE BOND | 84921RAB6 | 32,085,620 | 37,549,000 | PRN | | DFND | 1,2 | 37,549,000 | 0 | 0 |
| STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 461,394,449 | 26,067,483 | SH | | DFND | 1,2 | 26,067,483 | 0 | 0 |
| STAR HOLDINGS | COMMON STOCK | 85512G106 | 14,670,000 | 1,000,000 | SH | | DFND | 1,2 | 1,000,000 | 0 | 0 |
| STATE STREET CORP | ETF | 78462F103 | 95,305,200 | 215,000 | SH | Put | DFND | 1,2 | 215,000 | 0 | 0 |
| STR SUB INC | COMMON STOCK | 82983N108 | 339,805,602 | 12,935,120 | SH | | DFND | 1,2 | 12,935,120 | 0 | 0 |
| SUNOPTA INC | COMMON STOCK | 8676EP108 | 138,657,783 | 20,726,126 | SH | | DFND | 1,2 | 20,726,126 | 0 | 0 |
| SUNRUN INC | CONVERTIBLE BOND | 86771WAB1 | 1,472,751 | 2,037,000 | PRN | | DFND | 1,2 | 2,037,000 | 0 | 0 |
| TECHTARGET INC | CONVERTIBLE BOND | 87874RAD2 | 9,187,126 | 11,707,000 | PRN | | DFND | 1,2 | 11,707,000 | 0 | 0 |
| TELADOC HEALTH INC | CONVERTIBLE BOND | 539183AA1 | 12,545,353 | 13,807,000 | PRN | | DFND | 1,2 | 13,807,000 | 0 | 0 |
| TELECOM ARGENTINA SA | COMMON STOCK | 879273209 | 12,385,482 | 2,033,741 | SH | | DFND | 1,2 | 2,033,741 | 0 | 0 |
| TENX KEANE ACQUISITION | COMMON STOCK | G8708L104 | 1,421,550 | 135,000 | SH | | DFND | 1,2 | 135,000 | 0 | 0 |
| TERNIUM SA | COMMON STOCK | 880890108 | 39,646,946 | 999,923 | SH | | DFND | 1,2 | 999,923 | 0 | 0 |
| TMT ACQUISITION CORP | COMMON STOCK | G89229119 | 769,500 | 75,000 | SH | | DFND | 1,2 | 75,000 | 0 | 0 |
| TORM PLC | COMMON STOCK | G89479102 | 1,294,694,041 | 53,812,988 | SH | | DFND | 1,2 | 53,812,988 | 0 | 0 |
| TPI COMPOSITES INC | COMMON STOCK | 87266J104 | 7,266,663 | 700,739 | SH | | DFND | 1,2 | 700,739 | 0 | 0 |
| TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK | 893870204 | 23,236,359 | 1,686,238 | SH | | DFND | 1,2 | 1,686,238 | 0 | 0 |
| TRIPADVISOR INC | CONVERTIBLE BOND | 896945AD4 | 11,096,019 | 13,186,000 | PRN | | DFND | 1,2 | 13,186,000 | 0 | 0 |
| TURNING POINT BRANDS INC | CONVERTIBLE BOND | 90041LAE5 | 7,451,560 | 7,742,000 | PRN | | DFND | 1,2 | 7,742,000 | 0 | 0 |
| TYLER TECHNOLOGIES INC | CONVERTIBLE BOND | 902252AB1 | 2,173,500 | 2,100,000 | PRN | | DFND | 1,2 | 2,100,000 | 0 | 0 |
| UBER TECHNOLOGIES INC | CONVERTIBLE BOND | 90353TAJ9 | 2,721,734 | 2,968,000 | PRN | | DFND | 1,2 | 2,968,000 | 0 | 0 |
| UNITI GROUP INC | COMMON STOCK | 91325V108 | 15,696,875 | 3,397,592 | SH | | DFND | 1,2 | 3,397,592 | 0 | 0 |
| UNITY SOFTWARE INC | CONVERTIBLE BOND | 91332UAB7 | 6,923,759 | 8,617,000 | PRN | | DFND | 1,2 | 8,617,000 | 0 | 0 |
| UPSTART HOLDINGS INC | CONVERTIBLE BOND | 91680MAB3 | 6,430,187 | 9,353,000 | PRN | | DFND | 1,2 | 9,353,000 | 0 | 0 |
| VAHANNA TECH EDGE ACQUISITION I CORP | COMMON STOCK | G9320Z109 | 532,500 | 50,000 | SH | | DFND | 1,2 | 50,000 | 0 | 0 |
| VALE SA | COMMON STOCK | 91912E105 | 104,447,618 | 7,782,982 | SH | | DFND | 1,2 | 7,782,982 | 0 | 0 |
| VIAVI SOLUTIONS INC | CONVERTIBLE BOND | 925550AB1 | 6,832,150 | 6,862,000 | PRN | | DFND | 1,2 | 6,862,000 | 0 | 0 |
| VISTA ENERGY SAB DE CV | COMMON STOCK | 92837L109 | 69,578,336 | 2,884,674 | SH | | DFND | 1,2 | 2,884,674 | 0 | 0 |
| VISTRA CORP | COMMON STOCK | 92840M102 | 446,249,999 | 17,000,000 | SH | | DFND | 1,2 | 17,000,000 | 0 | 0 |
| WAYFAIR INC | CONVERTIBLE BOND | 94419LAF8 | 25,116,557 | 30,350,000 | PRN | | DFND | 1,2 | 30,350,000 | 0 | 0 |
| WELSBACH TECHNOLOGY METALS ACQUISITION CORP | COMMON STOCK | 950415109 | 4,781,250 | 450,000 | SH | | DFND | 1,2 | 450,000 | 0 | 0 |
| WESTERN DIGITAL CORP | CONVERTIBLE BOND | 958102AP0 | 21,841,468 | 22,413,000 | PRN | | DFND | 1,2 | 22,413,000 | 0 | 0 |
| WISDOMTREE INC | CONVERTIBLE BOND | 97717PAD6 | 3,887,660 | 3,967,000 | PRN | | DFND | 1,2 | 3,967,000 | 0 | 0 |
| WIX.COM LTD | CONVERTIBLE BOND | 92940WAD1 | 3,892,875 | 4,449,000 | PRN | | DFND | 1,2 | 4,449,000 | 0 | 0 |
| WOLFSPEED INC | CONVERTIBLE BOND | 977852AB8 | 2,467,200 | 3,200,000 | PRN | | DFND | 1,2 | 3,200,000 | 0 | 0 |
| YOTTA ACQUISITION CORP | COMMON STOCK | 98741Y103 | 4,171,040 | 398,000 | SH | | DFND | 1,2 | 398,000 | 0 | 0 |
| YPF SA | COMMON STOCK | 984245100 | 11,390,135 | 764,952 | SH | | DFND | 1,2 | 764,952 | 0 | 0 |
| ZILLOW GROUP INC | CONVERTIBLE BOND | 98954MAG6 | 3,485,625 | 2,750,000 | PRN | | DFND | 1,2 | 2,750,000 | 0 | 0 |
| ZSCALER INC | CONVERTIBLE BOND | 98980GAB8 | 7,989,833 | 6,826,000 | PRN | | DFND | 1,2 | 6,826,000 | 0 | 0 |
