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 |
|
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 |
2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 35,072 | 25,000,000 | PRN | DFND | 1,2,3 | 0 | 25,000,000 | 0 | |
ACCELERATE ACQUISITION CORP | *W EXP 06/15/202 | 00439D110 | 235 | 250,000 | SH | DFND | 1,2,3 | 0 | 250,000 | 0 | |
ACCELERATE ACQUISITION CORP | COM CL A | 00439D102 | 7,298 | 750,000 | SH | DFND | 1,2,3 | 0 | 750,000 | 0 | |
AGILE GROWTH CORP | *W EXP 03/09/202 | G01202111 | 118 | 185,544 | SH | DFND | 1,2,3 | 0 | 185,544 | 0 | |
AGILE GROWTH CORP | CLASS A ORD | G01202103 | 5,399 | 556,632 | SH | DFND | 1,2,3 | 0 | 556,632 | 0 | |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 25,882 | 21,315,000 | PRN | DFND | 1,2,3 | 0 | 21,315,000 | 0 | |
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 22,893 | 17,500,000 | PRN | DFND | 1,2,3 | 0 | 17,500,000 | 0 | |
ALPHA HEALTHCARE ACQU CORP I | *W EXP 04/01/202 | 02073F112 | 79 | 75,000 | SH | DFND | 1,2,3 | 0 | 75,000 | 0 | |
ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 | 2,904 | 300,000 | SH | DFND | 1,2,3 | 0 | 300,000 | 0 | |
ALTIMAR ACQUISITION CORP II | SHS CL A | G03709105 | 99 | 10,000 | SH | DFND | 1,2,3 | 0 | 10,000 | 0 | |
AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 139,950 | 45,395,000 | PRN | DFND | 1,2,3 | 0 | 45,395,000 | 0 | |
ANTERO RESOURCES CORP | NOTE 4.250% 9/0 | 03674XAM8 | 10,941 | 2,500,000 | PRN | DFND | 1,2,3 | 0 | 2,500,000 | 0 | |
APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 28 | 29,824 | SH | DFND | 1,2,3 | 0 | 29,824 | 0 | |
APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 | 1,457 | 149,123 | SH | DFND | 1,2,3 | 0 | 149,123 | 0 | |
ARTISAN ACQUISITION CORP | *W EXP 03/26/202 | G0509L128 | 123 | 108,333 | SH | DFND | 1,2,3 | 0 | 108,333 | 0 | |
ARTISAN ACQUISITION CORP | CLASS A ORD SHS | G0509L102 | 3,224 | 325,000 | SH | DFND | 1,2,3 | 0 | 325,000 | 0 | |
AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 3,008 | 3,550,000 | PRN | DFND | 1,2,3 | 0 | 3,550,000 | 0 | |
AUSTERLITZ ACQUISITION CORP | *W EXP 02/19/202 | G0633D125 | 137 | 81,250 | SH | DFND | 1,2,3 | 0 | 81,250 | 0 | |
AUSTERLITZ ACQUISITION CORP | *W EXP 02/19/202 | G0633U127 | 131 | 125,000 | SH | DFND | 1,2,3 | 0 | 125,000 | 0 | |
AUSTERLITZ ACQUISITION CORP | COM CL A | G0633U101 | 4,875 | 500,000 | SH | DFND | 1,2,3 | 0 | 500,000 | 0 | |
AUSTERLITZ ACQUISITION CORP | SHS CL A | G0633D109 | 3,231 | 325,000 | SH | DFND | 1,2,3 | 0 | 325,000 | 0 | |
AUTOLUS THERAPEUTICS PLC | SPON ADS | 05280R100 | 16,375 | 2,500,000 | SH | DFND | 0 | 2,500,000 | 0 | ||
BALLYS CORPORATION | COM | 05875B106 | 11,255 | 224,473 | SH | DFND | 1,2,3 | 0 | 224,473 | 0 | |
BALLYS CORPORATION | COM | 05875B106 | 7,547 | 150,527 | SH | DFND | 1,2 | 0 | 150,527 | 0 | |
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 13,366 | 11,165,000 | PRN | DFND | 1,2,3 | 0 | 11,165,000 | 0 | |
BENSON HILL INC | COMMON STOCK | 082490103 | 171 | 24,001 | SH | DFND | 1,2,3 | 0 | 24,001 | 0 | |
BIG SKY GROWTH PARTNERS INC | *W EXP 04/01/202 | 08954L110 | 100 | 125,000 | SH | DFND | 1,2,3 | 0 | 125,000 | 0 | |
BIG SKY GROWTH PARTNERS INC | CLASS A COM | 08954L102 | 4,890 | 500,000 | SH | DFND | 1,2,3 | 0 | 500,000 | 0 | |
BLACK SPADE ACQUISITION CO | *W EXP 99/99/999 | G11537118 | 89 | 162,500 | SH | DFND | 1,2,3 | 0 | 162,500 | 0 | |
BLACK SPADE ACQUISITION CO | SHS CL A | G11537100 | 3,143 | 325,000 | SH | DFND | 1,2,3 | 0 | 325,000 | 0 | |
BLACKROCK ESG CAP ALLC TR | SHS BEN INT | 09262F100 | 3,015 | 150,000 | SH | DFND | 1,2,3 | 0 | 150,000 | 0 | |
BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 | 11 | 16,639 | SH | DFND | 1,2,3 | 0 | 16,639 | 0 | |
BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 | 488 | 50,004 | SH | DFND | 1,2,3 | 0 | 50,004 | 0 | |
BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 20,754 | 15,000,000 | PRN | DFND | 1,2,3 | 0 | 15,000,000 | 0 | |
BRIDGETOWN 2 HOLDINGS LTD | CL A | G1355V103 | 691 | 69,739 | SH | DFND | 1,2,3 | 0 | 69,739 | 0 | |
BRIDGETOWN HOLDINGS LTD | COM CL A | G1355U113 | 656 | 66,889 | SH | DFND | 1,2,3 | 0 | 66,889 | 0 | |
BYTE ACQUISITION CORP | *W EXP 03/18/202 | G1R25Q113 | 264 | 425,000 | SH | DFND | 1,2,3 | 0 | 425,000 | 0 | |
BYTE ACQUISITION CORP | CLASS A ORD SHS | G1R25Q105 | 8,254 | 850,000 | SH | DFND | 1,2,3 | 0 | 850,000 | 0 | |
CATALYST PARTNRS ACQUISITN C | *W EXP 05/12/202 | G19550121 | 43 | 50,000 | SH | DFND | 1,2,3 | 0 | 50,000 | 0 | |
CATALYST PARTNRS ACQUISITN C | CLASS A ORD SHS | G19550105 | 2,433 | 250,000 | SH | DFND | 1,2,3 | 0 | 250,000 | 0 | |
CATCHA INVESTMENT CORP | *W EXP 99/99/999 | G1962Y110 | 90 | 135,956 | SH | DFND | 1,2,3 | 0 | 135,956 | 0 | |
CATCHA INVESTMENT CORP | SHS CL A | G1962Y102 | 3,977 | 407,868 | SH | DFND | 1,2,3 | 0 | 407,868 | 0 | |
CHESAPEAKE ENERGY CORP | *W EXP 99/99/999 | 165167172 | 4,783 | 146,481 | SH | DFND | 1,2,3 | 0 | 146,481 | 0 | |
CHESAPEAKE ENERGY CORP | *W EXP 99/99/999 | 165167164 | 11,931 | 327,138 | SH | DFND | 1,2,3 | 0 | 327,138 | 0 | |
CHURCHILL CAPITAL CORP V | COM CL A | 17144T107 | 767 | 78,396 | SH | DFND | 0 | 78,396 | 0 | ||
CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 50 | 54,501 | SH | DFND | 1,2,3 | 0 | 54,501 | 0 | |
CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 | 2,649 | 272,508 | SH | DFND | 1,2,3 | 0 | 272,508 | 0 | |
CIIG CAPITAL PARTNERS II INC | UNIT 02/28/2028 | 12561U208 | 1,512 | 150,000 | SH | DFND | 1,2,3 | 0 | 150,000 | 0 | |
CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 26,154 | 16,300,000 | PRN | DFND | 1,2,3 | 0 | 16,300,000 | 0 | |
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 110,993 | 43,202,000 | PRN | DFND | 1,2,3 | 0 | 43,202,000 | 0 | |
COHN ROBBINS HOLDINGS CORP | COM CL A | G23726105 | 1,441 | 146,699 | SH | DFND | 1,2,3 | 0 | 146,699 | 0 | |
COLLIERS INTL GROUP INC | NOTE 4.000% 6/0 | 194693AB3 | 3,431 | 1,500,000 | PRN | DFND | 1,2,3 | 0 | 1,500,000 | 0 | |
COMPUTE HEALTH ACQUISITIN CO | COM CL A | 204833107 | 244 | 25,000 | SH | DFND | 1,2,3 | 0 | 25,000 | 0 | |
CONX CORP | COM CL A | 212873103 | 1,022 | 104,242 | SH | DFND | 1,2,3 | 0 | 104,242 | 0 | |
CORENERGY INFRASTRUCTURE TR | NOTE 5.875% 8/1 | 21870UAC0 | 8,942 | 9,500,000 | PRN | DFND | 1,2,3 | 0 | 9,500,000 | 0 | |
CORSAIR PARTNERING CORP | *W EXP 07/06/202 | G2540H116 | 127 | 166,666 | SH | DFND | 1,2,3 | 0 | 166,666 | 0 | |
CORSAIR PARTNERING CORP | SHS CL A | G2540H108 | 4,925 | 500,000 | SH | DFND | 1,2,3 | 0 | 500,000 | 0 | |
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 12,098 | 8,000,000 | PRN | DFND | 1,2,3 | 0 | 8,000,000 | 0 | |
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 1,625 | 1,500,000 | PRN | DFND | 1,2,3 | 0 | 1,500,000 | 0 | |
CYTOKINETICS INC | NOTE 4.000%11/1 | 23282WAA8 | 50,096 | 14,131,000 | PRN | DFND | 1,2,3 | 0 | 14,131,000 | 0 | |
DECARBONIZATION PLUS ACQU II | COM CL A | 242794105 | 99 | 10,000 | SH | DFND | 1,2,3 | 0 | 10,000 | 0 | |
DHB CAPITAL CORP | *W EXP 03/31/202 | 23291W117 | 113 | 174,257 | SH | DFND | 1,2,3 | 0 | 174,257 | 0 | |
DHB CAPITAL CORP | CL A COM | 23291W109 | 5,091 | 524,877 | SH | DFND | 1,2,3 | 0 | 524,877 | 0 | |
DIAMONDHEAD HOLDINGS CORP | CL A | 25278L105 | 49 | 5,000 | SH | DFND | 1,2,3 | 0 | 5,000 | 0 | |
DRAGONEER GROWTH OPPTY CORP | SHS CL A | G28314105 | 591 | 59,384 | SH | DFND | 1,2,3 | 0 | 59,384 | 0 | |
DRAGONEER GROWTH OPT CORP II | CL A SHS | G28315102 | 1,960 | 200,000 | SH | DFND | 1,2,3 | 0 | 200,000 | 0 | |
EAGLE BULK SHIPPING INC | NOTE 5.000% 8/0 | 269442AB5 | 17,286 | 11,531,000 | PRN | DFND | 1,2,3 | 0 | 11,531,000 | 0 | |
ECP ENVIRONMENTAL GW OPT COR | COM CL A | 26829T100 | 49 | 5,000 | SH | DFND | 1,2,3 | 0 | 5,000 | 0 | |
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 107,729 | 51,750,000 | PRN | DFND | 1,2,3 | 0 | 51,750,000 | 0 | |
FAR PEAK ACQUISITION CORP | SHS CL A | G3312L103 | 1,493 | 150,000 | SH | DFND | 1,2,3 | 0 | 150,000 | 0 | |
FIRST MAJESTIC SILVER CORP | NOTE 1.875% 3/0 | 32076VAB9 | 23,389 | 17,953,000 | PRN | DFND | 1,2,3 | 0 | 17,953,000 | 0 | |
FORTRESS VALUE ACQUIS CORP I | COM CL A | 34964G107 | 961 | 98,539 | SH | DFND | 1,2,3 | 0 | 98,539 | 0 | |
FORTRESS VALUE ACQUISI CORP | *W EXP 03/18/202 | 34964K116 | 108 | 133,449 | SH | DFND | 1,2,3 | 0 | 133,449 | 0 | |
FORTRESS VALUE ACQUISI CORP | COM CL A | 34964K108 | 10,398 | 1,067,595 | SH | DFND | 1,2,3 | 0 | 1,067,595 | 0 | |
FREELINE THERAPEUTICS HLDGS | SPONSORED ADS | 35655L107 | 3,751 | 1,100,000 | SH | DFND | 0 | 1,100,000 | 0 | ||
FTAC HERA ACQUISITION CORP | *W EXP 02/28/202 | G3728Y111 | 155 | 150,000 | SH | DFND | 1,2,3 | 0 | 150,000 | 0 | |
FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 | 5,844 | 600,000 | SH | DFND | 1,2,3 | 0 | 600,000 | 0 | |
G SQUARED ASCEND I INC | *W EXP 02/01/202 | G4204R117 | 158 | 150,000 | SH | DFND | 1,2,3 | 0 | 150,000 | 0 | |
G SQUARED ASCEND I INC | SHS CL A | G4204R109 | 7,399 | 750,000 | SH | DFND | 1,2,3 | 0 | 750,000 | 0 | |
G SQUARED ASCEND II INC | *W EXP 12/31/202 | G42041122 | 72 | 108,333 | SH | DFND | 1,2,3 | 0 | 108,333 | 0 | |
G SQUARED ASCEND II INC | COM CL A | G42041106 | 3,179 | 325,000 | SH | DFND | 1,2,3 | 0 | 325,000 | 0 | |
GEO GROUP INC NEW | COM | 36162J106 | 194 | 26,000 | SH | Call | DFND | 1,2,3 | 0 | 26,000 | 0 |
GIGCAPITAL4 INC | *W EXP 02/08/202 | 37518G119 | 53 | 50,000 | SH | DFND | 1,2,3 | 0 | 50,000 | 0 | |
GIGCAPITAL4 INC | COM | 37518G101 | 6,902 | 700,000 | SH | DFND | 1,2,3 | 0 | 700,000 | 0 | |
GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 858 | 112,453 | SH | DFND | 1,2,3 | 0 | 112,453 | 0 | |
GORES HLDGS VIII INC | *W EXP 03/01/202 | 382863116 | 39 | 34,262 | SH | DFND | 1,2,3 | 0 | 34,262 | 0 | |
GORES HLDGS VIII INC | CL A | 382863108 | 2,700 | 274,100 | SH | DFND | 1,2,3 | 0 | 274,100 | 0 | |
GORES HOLDINGS VII INC | *W EXP 02/25/202 | 38286T119 | 92 | 77,962 | SH | DFND | 1,2,3 | 0 | 77,962 | 0 | |
GORES HOLDINGS VII INC | COM CL A | 38286T101 | 6,143 | 623,700 | SH | DFND | 1,2,3 | 0 | 623,700 | 0 | |
GORES METROPOULOS II INC | *W EXP 01/31/202 | 382873115 | 32 | 18,898 | SH | DFND | 1,2,3 | 0 | 18,898 | 0 | |
GORES METROPOULOS II INC | CL A | 382873107 | 1,405 | 142,195 | SH | DFND | 1,2,3 | 0 | 142,195 | 0 | |
GORES TECHNOLOGY PARTNERS II | *W EXP 03/16/202 | 38287L115 | 98 | 88,184 | SH | DFND | 1,2,3 | 0 | 88,184 | 0 | |
GORES TECHNOLOGY PARTNERS II | CLASS A COM | 38287L107 | 4,339 | 440,922 | SH | DFND | 1,2,3 | 0 | 440,922 | 0 | |
GORES TECHNOLOGY PARTNERS IN | *W EXP 03/16/202 | 382870111 | 24 | 21,234 | SH | DFND | 1,2,3 | 0 | 21,234 | 0 | |
GORES TECHNOLOGY PARTNERS IN | CLASS A COM | 382870103 | 1,043 | 106,170 | SH | DFND | 1,2,3 | 0 | 106,170 | 0 | |
HEALTH CATALYST INC | NOTE 2.500% 4/1 | 42225TAB3 | 8,795 | 5,000,000 | PRN | DFND | 1,2,3 | 0 | 5,000,000 | 0 | |
HENNESSY CAPITAL INVS CORP V | COM CL A | 42589T107 | 118 | 11,915 | SH | DFND | 1,2,3 | 0 | 11,915 | 0 | |
HUDBAY MINERALS INC | COM | 443628102 | 1,402 | 225,000 | SH | DFND | 1,2,3 | 0 | 225,000 | 0 | |
INDEPENDENCE HOLDINGS CORP | *W EXP 03/31/202 | G4761A127 | 126 | 120,000 | SH | DFND | 1,2,3 | 0 | 120,000 | 0 | |
INDEPENDENCE HOLDINGS CORP | CLASS A ORD SHS | G4761A101 | 5,862 | 600,000 | SH | DFND | 1,2,3 | 0 | 600,000 | 0 | |
INSEEGO CORP | NOTE 3.250% 5/0 | 45782BAD6 | 1,772 | 2,000,000 | PRN | DFND | 1,2,3 | 0 | 2,000,000 | 0 | |
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 4,214 | 3,000,000 | PRN | DFND | 1,2,3 | 0 | 3,000,000 | 0 | |
INTEGRA RES CORP | COM NEW | 45826T301 | 2,793 | 1,222,211 | SH | DFND | 1,2,3 | 0 | 1,222,211 | 0 | |
INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 7,188 | 8,550,000 | PRN | DFND | 1,2,3 | 0 | 8,550,000 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 36 | 200,000 | SH | Put | DFND | 1,2,3 | 0 | 200,000 | 0 |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 6,746 | 6,725,000 | PRN | DFND | 1,2,3 | 0 | 6,725,000 | 0 | |
JAWS HURRICANE ACQUISITN COR | *W EXP 03/26/202 | 47201B111 | 86 | 75,000 | SH | DFND | 1,2,3 | 0 | 75,000 | 0 | |
JAWS HURRICANE ACQUISITN COR | CLASS A COM | 47201B103 | 2,919 | 300,000 | SH | DFND | 1,2,3 | 0 | 300,000 | 0 | |
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 28 | 24,121 | SH | DFND | 1,2,3 | 0 | 24,121 | 0 | |
JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 942 | 96,487 | SH | DFND | 1,2,3 | 0 | 96,487 | 0 | |
KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 3,920 | 400,000 | SH | DFND | 1,2,3 | 0 | 400,000 | 0 | |
KKR ACQUISITION HOLDING I CO | *W EXP 99/99/999 | 48253T117 | 258 | 268,700 | SH | DFND | 1,2,3 | 0 | 268,700 | 0 | |
KKR ACQUISITION HOLDING I CO | COM CLASS A | 48253T109 | 10,479 | 1,074,802 | SH | DFND | 1,2,3 | 0 | 1,074,802 | 0 | |
LANDCADIA HOLDINGS IV INC | *W EXP 03/29/202 | 51477A112 | 100 | 100,000 | SH | DFND | 1,2,3 | 0 | 100,000 | 0 | |
LANDCADIA HOLDINGS IV INC | CLASS A COM | 51477A104 | 3,896 | 400,000 | SH | DFND | 1,2,3 | 0 | 400,000 | 0 | |
LAZARD GROWTH ACQUISITION CO | *W EXP 02/10/202 | G54035111 | 27 | 33,075 | SH | DFND | 1,2,3 | 0 | 33,075 | 0 | |
LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 | 1,609 | 165,380 | SH | DFND | 1,2,3 | 0 | 165,380 | 0 | |
LEXICON PHARMACEUTICALS INC | NOTE 5.250%12/0 | 528872AB0 | 5,331 | 5,250,000 | PRN | DFND | 1,2,3 | 0 | 5,250,000 | 0 | |
LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 64,085 | 51,843,000 | PRN | DFND | 1,2,3 | 0 | 51,843,000 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 21,800 | 21,600,000 | PRN | DFND | 1,2,3 | 0 | 21,600,000 | 0 | |
LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 4,212 | 1,500,000 | PRN | DFND | 1,2,3 | 0 | 1,500,000 | 0 | |
LONGVIEW ACQUISITION CORP II | *W EXP 99/99/999 | 54319Q113 | 168 | 130,000 | SH | DFND | 1,2,3 | 0 | 130,000 | 0 | |
LONGVIEW ACQUISITION CORP II | COM CL A | 54319Q105 | 6,429 | 650,000 | SH | DFND | 1,2,3 | 0 | 650,000 | 0 | |
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 28,464 | 18,216,000 | PRN | DFND | 1,2,3 | 0 | 18,216,000 | 0 | |
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 2,765 | 1,930,000 | PRN | DFND | 1,2,3 | 0 | 1,930,000 | 0 | |
MSD ACQUISITION CORP | CLASS A ORD SHS | G5709C109 | 238 | 24,300 | SH | DFND | 1,2,3 | 0 | 24,300 | 0 | |
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 5,073 | 2,625,000 | PRN | DFND | 1,2,3 | 0 | 2,625,000 | 0 | |
NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 58,507 | 27,000,000 | PRN | DFND | 1,2,3 | 0 | 27,000,000 | 0 | |
NEW VISTA ACQUISITION CORP | *W EXP 02/01/202 | G6529L121 | 12 | 17,607 | SH | DFND | 1,2,3 | 0 | 17,607 | 0 | |
NEW VISTA ACQUISITION CORP | CL A SHS | G6529L105 | 515 | 52,821 | SH | DFND | 1,2,3 | 0 | 52,821 | 0 | |
NEXTGEN ACQUISITION CORP II | *W EXP 03/23/202 | G65317128 | 148 | 88,183 | SH | DFND | 1,2,3 | 0 | 88,183 | 0 | |
NEXTGEN ACQUISITION CORP II | CLASS A ORD SHS | G65317102 | 3,300 | 332,977 | SH | DFND | 1,2,3 | 0 | 332,977 | 0 | |
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 46,054 | 13,495,000 | PRN | DFND | 1,2,3 | 0 | 13,495,000 | 0 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 28,490 | 12,500,000 | PRN | DFND | 1,2,3 | 0 | 12,500,000 | 0 | |
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 3,536 | 2,500,000 | PRN | DFND | 1,2,3 | 0 | 2,500,000 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 63,839 | 38,500,000 | PRN | DFND | 1,2,3 | 0 | 38,500,000 | 0 | |
PANACEA ACQUISITION CORP II | CL A SHS | G6882C106 | 583 | 59,681 | SH | DFND | 1,2,3 | 0 | 59,681 | 0 | |
PATHFINDER ACQUISITION CORP | *W EXP 02/19/202 | G04119122 | 121 | 127,123 | SH | DFND | 1,2,3 | 0 | 127,123 | 0 | |
PATHFINDER ACQUISITION CORP | CL A | G04119106 | 6,280 | 635,619 | SH | DFND | 1,2,3 | 0 | 635,619 | 0 | |
PERIDOT ACQUISITION CORP II | *W EXP 04/30/202 | G7008B121 | 113 | 140,000 | SH | DFND | 1,2,3 | 0 | 140,000 | 0 | |
PERIDOT ACQUISITION CORP II | SHS CL A | G7008B105 | 6,797 | 700,000 | SH | DFND | 1,2,3 | 0 | 700,000 | 0 | |
PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 19,730 | 16,328,000 | PRN | DFND | 1,2,3 | 0 | 16,328,000 | 0 | |
PINE IS ACQUISITION CORP | CL A | 722615101 | 68 | 6,951 | SH | DFND | 1,2,3 | 0 | 6,951 | 0 | |
PING IDENTITY HLDG CORP | COM | 72341T103 | 12,193 | 496,256 | SH | DFND | 0 | 496,256 | 0 | ||
PORTAGE FINTECH ACQUISITN CO | *W EXP 07/08/202 | G7185D114 | 262 | 162,502 | SH | DFND | 1,2,3 | 0 | 162,502 | 0 | |
PORTAGE FINTECH ACQUISITN CO | CLASS A ORD SHS | G7185D106 | 4,704 | 487,506 | SH | DFND | 1,2,3 | 0 | 487,506 | 0 | |
POST HOLDINGS PARTNERING COR | *W EXP 04/12/202 | 737465112 | 135 | 150,000 | SH | DFND | 1,2,3 | 0 | 150,000 | 0 | |
POST HOLDINGS PARTNERING COR | COM SER A | 737465104 | 4,338 | 450,000 | SH | DFND | 1,2,3 | 0 | 450,000 | 0 | |
PRECIGEN INC | COM | 74017N105 | 125 | 25,078 | SH | DFND | 1,2,3 | 0 | 25,078 | 0 | |
REINVENT TECHNOLOGY PARTNERS | *W EXP 03/12/202 | G7484L122 | 38 | 25,012 | SH | DFND | 1,2,3 | 0 | 25,012 | 0 | |
REINVENT TECHNOLOGY PARTNERS | CLASS A ORD SHS | G7484L106 | 1,987 | 200,100 | SH | DFND | 1,2,3 | 0 | 200,100 | 0 | |
ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 | 200 | 225,164 | SH | DFND | 1,2,3 | 0 | 225,164 | 0 | |
ROSS ACQUISITION CORP II | SHS CL A | G7641C106 | 6,546 | 675,493 | SH | DFND | 1,2,3 | 0 | 675,493 | 0 | |
SANDBRIDGE X2 CORP | *W EXP 03/11/202 | 799792114 | 147 | 183,333 | SH | DFND | 1,2,3 | 0 | 183,333 | 0 | |
SANDBRIDGE X2 CORP | COM CLASS A | 799792106 | 5,341 | 550,000 | SH | DFND | 1,2,3 | 0 | 550,000 | 0 | |
SILVER SPIKE ACQUISITN CORP | *W EXP 02/26/202 | G8201H113 | 144 | 132,550 | SH | DFND | 1,2,3 | 0 | 132,550 | 0 | |
SILVER SPIKE ACQUISITN CORP | CLASS A ORD SHS | G8201H105 | 5,196 | 530,200 | SH | DFND | 1,2,3 | 0 | 530,200 | 0 | |
SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 | 756 | 275,000 | SH | DFND | 1,2,3 | 0 | 275,000 | 0 | |
SLAM CORP | *W EXP 02/23/202 | G8210L121 | 23 | 25,020 | SH | DFND | 1,2,3 | 0 | 25,020 | 0 | |
SLAM CORP | CL A SHS | G8210L105 | 1,122 | 115,082 | SH | DFND | 1,2,3 | 0 | 115,082 | 0 | |
SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 15,364 | 4,500,000 | PRN | DFND | 1,2,3 | 0 | 4,500,000 | 0 | |
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 114,427 | 35,000,000 | PRN | DFND | 1,2,3 | 0 | 35,000,000 | 0 | |
SOCIAL CAPITAL HEDOSOPHA HLD | SHS CL A | G8251L105 | 1,013 | 99,789 | SH | DFND | 1,2,3 | 0 | 99,789 | 0 | |
SOCIAL CAPITAL HEDOSOPHA HLD | SHS CL A | G82514103 | 512 | 50,554 | SH | DFND | 1,2,3 | 0 | 50,554 | 0 | |
SOCIEDAD QUIMICA Y MINERA DE | SPON ADR SER B | 833635105 | 1,778 | 33,100 | SH | DFND | 1,2,3 | 0 | 33,100 | 0 | |
SPARTAN ACQUISITION CORP III | *W EXP 02/04/202 | 84677R114 | 27 | 24,328 | SH | DFND | 1,2,3 | 0 | 24,328 | 0 | |
SPARTAN ACQUISITION CORP III | COM CL A | 84677R106 | 961 | 97,313 | SH | DFND | 1,2,3 | 0 | 97,313 | 0 | |
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 18,374 | 15,000,000 | PRN | DFND | 1,2,3 | 0 | 15,000,000 | 0 | |
SUMMIT HEALTHCRE ACQUISTN CO | *W EXP 06/03/202 | G8566R110 | 161 | 187,500 | SH | DFND | 1,2,3 | 0 | 187,500 | 0 | |
SUMMIT HEALTHCRE ACQUISTN CO | CLASS A ORD SHS | G8566R102 | 3,656 | 375,000 | SH | DFND | 1,2,3 | 0 | 375,000 | 0 | |
SVF INVESTMENT CORP | CL A SHS | G8601L102 | 976 | 100,000 | SH | DFND | 1,2,3 | 0 | 100,000 | 0 | |
TAILWIND INTERNATNAL ACQ COR | *W EXP 03/01/202 | G8662F119 | 83 | 133,333 | SH | DFND | 1,2,3 | 0 | 133,333 | 0 | |
TAILWIND INTERNATNAL ACQ COR | COM CL A | G8662F101 | 3,880 | 400,000 | SH | DFND | 1,2,3 | 0 | 400,000 | 0 | |
TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 13,470 | 822,372 | SH | DFND | 1,2,3 | 0 | 822,372 | 0 | |
TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 8,592 | 524,561 | SH | DFND | 1,2 | 0 | 524,561 | 0 | |
TB SA ACQUISITION CORP | *W EXP 03/25/202 | G8657L121 | 71 | 116,666 | SH | DFND | 1,2,3 | 0 | 116,666 | 0 | |
TB SA ACQUISITION CORP | CLASS A ORD SHS | G8657L105 | 3,416 | 350,000 | SH | DFND | 1,2,3 | 0 | 350,000 | 0 | |
TCV ACQUISITION CORP | CL A SHS | G8704C124 | 4,900 | 500,000 | SH | DFND | 1,2,3 | 0 | 500,000 | 0 | |
TCW SPECIAL PURPOSE ACQU COR | *W EXP 99/99/999 | 87301L114 | 135 | 216,666 | SH | DFND | 1,2,3 | 0 | 216,666 | 0 | |
TCW SPECIAL PURPOSE ACQU COR | COM CL A | 87301L106 | 6,357 | 650,000 | SH | DFND | 1,2,3 | 0 | 650,000 | 0 | |
THUNDER BRDG CAP PRTNRS IV I | *W EXP 04/30/202 | 88605L115 | 100 | 100,000 | SH | DFND | 1,2,3 | 0 | 100,000 | 0 | |
THUNDER BRDG CAP PRTNRS IV I | CLASS A COM | 88605L107 | 4,850 | 500,000 | SH | DFND | 1,2,3 | 0 | 500,000 | 0 | |
TIO TECH A | *W EXP 04/12/202 | G8T10C114 | 126 | 166,666 | SH | DFND | 1,2,3 | 0 | 166,666 | 0 | |
TIO TECH A | CLASS A ORD SHS | G8T10C106 | 4,835 | 500,000 | SH | DFND | 1,2,3 | 0 | 500,000 | 0 | |
TPG PACE BENEFICIAL II CORP | COMMON STOCK | G89826104 | 4,920 | 500,000 | SH | DFND | 1,2,3 | 0 | 500,000 | 0 | |
TPG PACE SOLUTIONS CORP | SHS CL A | G8656V104 | 3,979 | 395,936 | SH | DFND | 1,2,3 | 0 | 395,936 | 0 | |
TUATARA CAPITAL ACQUISITN CO | *W EXP 02/11/202 | G9118J119 | 30 | 50,000 | SH | DFND | 1,2,3 | 0 | 50,000 | 0 | |
TUATARA CAPITAL ACQUISITN CO | CL A SHS | G9118J101 | 973 | 100,000 | SH | DFND | 1,2,3 | 0 | 100,000 | 0 | |
TWELVE SEAS INVESTMENT CO II | *W EXP 03/02/202 | 90118T114 | 69 | 104,978 | SH | DFND | 1,2,3 | 0 | 104,978 | 0 | |
TWELVE SEAS INVESTMENT CO II | COM CL A | 90118T106 | 3,060 | 314,936 | SH | DFND | 1,2,3 | 0 | 314,936 | 0 | |
TWO | COM CL A | G9152V101 | 3,427 | 350,000 | SH | DFND | 1,2,3 | 0 | 350,000 | 0 | |
UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 17,936 | 9,350,000 | PRN | DFND | 1,2,3 | 0 | 9,350,000 | 0 | |
VALOR LATITUDE ACQUISITN COR | *W EXP 04/02/202 | G9460N122 | 80 | 100,000 | SH | DFND | 1,2,3 | 0 | 100,000 | 0 | |
VALOR LATITUDE ACQUISITN COR | CLASS A ORD SHS | G9460N106 | 2,925 | 300,000 | SH | DFND | 1,2,3 | 0 | 300,000 | 0 | |
VECTOR ACQUISITION CORP II | CL A SHS | G9460A104 | 7,316 | 750,330 | SH | DFND | 1,2,3 | 0 | 750,330 | 0 | |
VIRGIN GROUP ACQUISIT CORP I | *W EXP 03/13/202 | G9460K128 | 129 | 150,000 | SH | DFND | 1,2,3 | 0 | 150,000 | 0 | |
VIRGIN GROUP ACQUISIT CORP I | SHS CL A | G9460K102 | 7,283 | 750,000 | SH | DFND | 1,2,3 | 0 | 750,000 | 0 | |
WARBURG PINCUS CAPTAL CORP I | *W EXP 99/99/999 | G9460M124 | 146 | 156,750 | SH | DFND | 1,2,3 | 0 | 156,750 | 0 | |
WARBURG PINCUS CAPTAL CORP I | *W EXP 99/99/999 | G9461D115 | 71 | 64,098 | SH | DFND | 1,2,3 | 0 | 64,098 | 0 | |
WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9460M108 | 7,306 | 747,000 | SH | DFND | 1,2,3 | 0 | 747,000 | 0 | |
WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9461D107 | 3,147 | 320,488 | SH | DFND | 1,2,3 | 0 | 320,488 | 0 | |
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 2,778 | 1,500,000 | PRN | DFND | 1,2,3 | 0 | 1,500,000 | 0 | |
WORLD QUANTUM GROWTH ACQUISI | UNIT 99/99/9999 | G5596W119 | 3,769 | 375,000 | SH | DFND | 1,2,3 | 0 | 375,000 | 0 | |
WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 34,874 | 15,000,000 | PRN | DFND | 1,2,3 | 0 | 15,000,000 | 0 | |
ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 6,415 | 3,041,000 | PRN | DFND | 1,2,3 | 0 | 3,041,000 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 7,852 | 5,000,000 | PRN | DFND | 1,2,3 | 0 | 5,000,000 | 0 |