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Oaktree Capital Management

Filed: 15 Nov 21, 2:24pm

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
10X CAPITAL VENTURE ACQUISITION CORP IICOMMON STOCKG870761241,496150,000SH DFND1,2150,00000
ACRES COMMERCIAL REALTY CORPCONVERTIBLE BOND76120WAC829,09929,021,000PRN DFND1,229,021,00000
ACROPOLIS INFRASTRUCTURE ACQUISITION CORPCOMMON STOCK0050291031,941200,000SH DFND1,2200,00000
AFTERNEXT HEALTHTECH ACQUISITION CORPCOMMON STOCKG011091181,494150,000SH DFND1,2150,00000
AFYA LTDCOMMON STOCKG0112510632,6071,651,812SH DFND1,21,651,81200
AGRICO ACQUISITION CORPCOMMON STOCKG410891062,002200,000SH DFND1,2200,00000
AGRICO ACQUISITION CORPWARRANTG410891141,001100,000SHCallDFND1,2100,00000
AKAMAI TECHNOLOGIES INCCONVERTIBLE BOND00971TAL59,8658,995,000PRN DFND1,28,995,00000
ALLY FINANCIAL INCCOMMON STOCK02005N100350,9526,874,687SH DFND1,26,874,68700
ALPHA HEALTHCARE ACQUISITION CORP IIICOMMON STOCK02073F1041,936200,000SH DFND1,2200,00000
ALPHA HEALTHCARE ACQUISITION CORP IIIWARRANT02073F11247348,900SHCallDFND1,248,90000
ALPHA PARTNERS TECHNOLOGY MERGER CORPCOMMON STOCKG632901111,935200,000SH DFND1,2200,00000
ALPINE ACQUISITION CORPCOMMON STOCK02083L2083,550350,000SH DFND1,2350,00000
ALTERYX INCCONVERTIBLE BOND02156BAD519,62920,591,000PRN DFND1,220,591,00000
AMCI ACQUISITION CORP IICOMMON STOCK00166R1001,936200,000SH DFND1,2200,00000
AMCI ACQUISITION CORP IIWARRANT00166R118968100,000SHCallDFND1,2100,00000
ANGLOGOLD ASHANTI LTDCOMMON STOCK03512820666,0294,129,408SH DFND1,24,129,40800
APOLLO COMMERCIAL REAL ESTATE FINANCE INCCONVERTIBLE BOND03762UAB18,3828,304,000PRN DFND1,28,304,00000
APOLLO COMMERCIAL REAL ESTATE FINANCE INCCONVERTIBLE BOND03762UAC910,98210,854,000PRN DFND1,210,854,00000
ARBOR REALTY TRUST INCCONVERTIBLE BOND038923AP310,3039,225,000PRN DFND1,29,225,00000
ARDMORE SHIPPING CORPCOMMON STOCKY0207T1006,6401,600,000SH DFND1,21,600,00000
ARES CAPITAL CORPCONVERTIBLE BOND04010LAW315,72214,164,000PRN DFND1,214,164,00000
ARGUS CAPITAL CORPCOMMON STOCK04026L2041,010100,000SH DFND1,2100,00000
ARMADA ACQUISITION CORP ICOMMON STOCK04208V2021,984200,000SH DFND1,2200,00000
AURORA CANNABIS INCCONVERTIBLE BOND05156XAG31,1271,334,000PRN DFND1,21,334,00000
AUSTERLITZ ACQUISITION CORP IICOMMON STOCKG0633U1011,462150,000SH DFND1,2150,00000
AVISTA PUBLIC ACQUISITION CORP IICOMMON STOCKG072471022,440250,000SH DFND1,2250,00000
AVISTA PUBLIC ACQUISITION CORP IIWARRANTG0724712881383,333SHCallDFND1,283,33300
AXONPRIME INFRASTRUCTURE ACQUISITION CORPCOMMON STOCK05467C2071,980200,000SH DFND1,2200,00000
AZUL SACOMMON STOCK05501U10642,1172,099,524SH DFND1,22,099,52400
BANCO BRADESCO SACOMMON STOCK05946030377,85720,328,340SH DFND1,220,328,34000
BANNER ACQUISITION CORPCOMMON STOCK06654K2001,988200,000SH DFND1,2200,00000
BATTALION OIL CORPCOMMON STOCK07134L10729,2863,009,912SH DFND1,23,009,91200
BEL FUSE INCCOMMON STOCK0773472011,03871,613SH DFND1,271,61300
BEL FUSE INCCOMMON STOCK0773473005,751462,679SH DFND1,2462,67900
BELONG ACQUISITION CORPCOMMON STOCK08069M1021,938200,000SH DFND1,2200,00000
BELONG ACQUISITION CORPWARRANT08069M11096899,900SHCallDFND1,299,90000
BENEFITFOCUS INCCONVERTIBLE BOND08180DAB23,9024,163,000PRN DFND1,24,163,00000
BERRY CORPCOMMON STOCK08579X10193,10412,913,313SH DFND1,212,913,31300
BILANDER ACQUISITION CORPCOMMON STOCK09001T1061,936200,000SH DFND1,2200,00000
BIOMARIN PHARMACEUTICAL INCCONVERTIBLE BOND09061GAH44,3054,198,000PRN DFND1,24,198,00000
BLACKROCK TCP CAPITAL CORPCONVERTIBLE BOND87238QAD511,46311,267,000PRN DFND1,211,267,00000
BLACKSTONE MORTGAGE TRUST INCCONVERTIBLE BOND09257WAB615,42915,185,000PRN DFND1,215,185,00000
BLACKSTONE MORTGAGE TRUST INCCONVERTIBLE BOND09257WAC44,9354,807,000PRN DFND1,24,807,00000
BLUE WHALE ACQUISITION CORP ICOMMON STOCKG1330M1111,501150,000SH DFND1,2150,00000
BRASKEM SACOMMON STOCK10553210511,341519,550SH DFND1,2519,55000
BUILD ACQUISITION CORPCOMMON STOCK12008J10549451,000SH DFND1,251,00000
CALAMP CORPCONVERTIBLE BOND128126AD12,6872,916,000PRN DFND1,22,916,00000
CASCADIA ACQUISITION CORPCOMMON STOCK14739D2091,476150,000SH DFND1,2150,00000
CEMEX SAB DE CVCOMMON STOCK151290889175,43724,468,125SH DFND1,224,468,12500
CENAQ ENERGY CORPCOMMON STOCK15130M2013,015300,000SH DFND1,2300,00000
CHARDAN NEXTECH ACQUISITION 2 CORPCOMMON STOCK1595611092,235225,000SH DFND1,2225,00000
CHAVANT CAPITAL ACQUISITION CORPCOMMON STOCKG2058L1031,477150,000SH DFND1,2150,00000
CHEGG INCCONVERTIBLE BOND163092AF63,7813,818,000PRN DFND1,23,818,00000
CHESAPEAKE ENERGY CORPCOMMON STOCK165167735735,33011,939,117SH DFND1,211,939,11700
CHESAPEAKE ENERGY CORPWARRANT16516718056,462916,741SHCallDFND1,2916,74100
Chesapeake Energy CorpWARRANT1651671642,76575,810SHCallDFND1,275,81000
Chesapeake Energy CorpWARRANT16516718020,203690,931SHCallDFND1,2690,93100
CHW ACQUISITION CORPCOMMON STOCKG2254A1091,948200,000SH DFND1,2200,00000
CHW ACQUISITION CORPWARRANTG2254A1251,948200,000SHCallDFND1,2200,00000
CIIG CAPITAL PARTNERS II INCCOMMON STOCK12561U20870169,600SH DFND1,269,60000
CLOVER LEAF CAPITAL CORPCOMMON STOCK18915E1051,995200,000SH DFND1,2200,00000
COLISEUM ACQUISITION CORPCOMMON STOCKG2263T1231,934200,000SH DFND1,2200,00000
COLISEUM ACQUISITION CORPWARRANTG2263T10730030,853SHCallDFND1,230,85300
COLOMBIER ACQUISITION CORPCOMMON STOCK19533H1081,934200,000SH DFND1,2200,00000
COLUMBIA PROPERTY TRUST INCCOMMON STOCK19828720325,1061,320,000SH DFND1,21,320,00000
CONFLUENT INCCOMMON STOCK20717M10321,474360,000SHPutDFND1,2360,00000
CONMED CORPCONVERTIBLE BOND207410AF8775500,000PRN DFND1,2500,00000
CORSAIR PARTNERING CORPCOMMON STOCKG2540H1081,477150,000SH DFND1,2150,00000
CORSAIR PARTNERING CORPWARRANTG2540H11624625,000SHCallDFND1,225,00000
COUPA SOFTWARE INCCONVERTIBLE BOND22266LAF36,6686,150,000PRN DFND1,26,150,00000
CYBERARK SOFTWARE LTDCONVERTIBLE BOND23248VAB13,6753,088,000PRN DFND1,23,088,00000
DECARBONIZATION PLUS ACQUISITION CORP IVCOMMON STOCKG2773W1292,522250,000SH DFND1,2250,00000
DEXCOM INCCONVERTIBLE BOND252131AK39,5908,059,000PRN DFND1,28,059,00000
DIGITALBRIDGE GROUP INCCONVERTIBLE BOND19624RAA418,02617,621,000PRN DFND1,217,621,00000
DIRECT SELLING ACQUISITION CORPCOMMON STOCK25460L2023,528350,000SH DFND1,2350,00000
DISH NETWORK CORPCONVERTIBLE BOND25470MAB554,15651,974,000PRN DFND1,251,974,00000
DISH NETWORK CORPCONVERTIBLE BOND25470MAD119,24419,675,000PRN DFND1,219,675,00000
DTRT HEALTH ACQUISITION CORPCOMMON STOCK23344T2021,515150,000SH DFND1,2150,00000
EAGLE BULK SHIPPING INCCOMMON STOCKY2187A150190,6663,781,561SH DFND1,23,781,56100
EG ACQUISITION CORPCOMMON STOCK26846A1001,456150,000SH DFND1,2150,00000
ELLIOTT OPPORTUNITY II CORPCOMMON STOCKG300921031,948200,000SH DFND1,2200,00000
ENDURANCE ACQUISITION CORPCOMMON STOCKG3041W1231,491150,000SH DFND1,2150,00000
EVOLENT HEALTH INCCONVERTIBLE BOND30050BAB72,1041,626,000PRN DFND1,21,626,00000
EXACT SCIENCES CORPCONVERTIBLE BOND30063PAB15,4714,810,000PRN DFND1,24,810,00000
EXTRACTION OIL & GAS INCCOMMON STOCK30227M30362,8851,113,995SH DFND1,21,113,99500
EZCORP INCCONVERTIBLE BOND302301AE68,8089,574,000PRN DFND1,29,574,00000
FINTECH ACQUISITION CORP VICOMMON STOCK31811H1061,220125,000SH DFND1,2125,00000
FINTECH EVOLUTION ACQUISITION GROUPCOMMON STOCKG3R19A1041,453150,000SH DFND1,2150,00000
FIREEYE INCCONVERTIBLE BOND31816QAF82,6332,466,000PRN DFND1,22,466,00000
FIRST LIGHT ACQUISITION GROUP INCCOMMON STOCK3207032002,982300,000SH DFND1,2300,00000
FORTIVE CORPCONVERTIBLE BOND34959JAK427,44227,238,000PRN DFND1,227,238,00000
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLCCOMMON STOCK34960P10151,6002,033,110SH DFND1,22,033,11000
FREEPORT-MCMORAN INCCOMMON STOCK35671D85759,6451,833,550SH DFND1,21,833,55000
FRONTIER COMMUNICATIONS PARENT INCCOMMON STOCK35909D109111,0023,982,849SH DFND1,23,982,84900
FUTURE HEALTH ESG CORPCOMMON STOCK36118W2012,500250,000SH DFND1,2250,00000
GARRETT MOTION INCCOMMON STOCK36650510526,4813,593,111SH DFND1,23,593,11100
GLADSTONE ACQUISITION CORPCOMMON STOCK37653T1082,465250,000SH DFND1,2250,00000
GLADSTONE ACQUISITION CORPWARRANT37653T1161,233125,000SHCallDFND1,2125,00000
GLOBAL CONSUMER ACQUISITION CORPCOMMON STOCK37892B1081,482150,000SH DFND1,2150,00000
GOLAR LNG LTDCONVERTIBLE BOND38046YAB73,9443,955,000PRN DFND1,23,955,00000
GOLDMAN SACHS BDC INCCONVERTIBLE BOND38147UAB316,57516,251,000PRN DFND1,216,251,00000
GOOD WORKS II ACQUISITION CORPCOMMON STOCK38216G1041,954200,000SH DFND1,2200,00000
GRAF ACQUISITION CORP IVCOMMON STOCK3842721001,453150,000SH DFND1,2150,00000
GREENLIGHT CAPITAL RE LTDCONVERTIBLE BOND395366AB35,1185,384,000PRN DFND1,25,384,00000
GRUPO TELEVISA SABCOMMON STOCK40049J20630,9832,821,801SH DFND1,22,821,80100
HEALTHWELL ACQUISITION CORP ICOMMON STOCK42227R1091,926200,000SH DFND1,2200,00000
HELIX ENERGY SOLUTIONS GROUP INCCONVERTIBLE BOND42330PAH09,7379,855,000PRN DFND1,29,855,00000
HELIX ENERGY SOLUTIONS GROUP INCCONVERTIBLE BOND42330PAJ65,4655,761,000PRN DFND1,25,761,00000
HERBALIFE NUTRITION LTDCONVERTIBLE BOND42703MAD51,9651,939,000PRN DFND1,21,939,00000
HOPE BANCORP INCCONVERTIBLE BOND43940TAB520,26220,302,000PRN DFND1,220,302,00000
HORIZON GLOBAL CORPCONVERTIBLE BOND44052WAA22,4232,500,000PRN DFND1,22,500,00000
HUAZHU GROUP LTDCONVERTIBLE BOND16949NAC31,1301,000,000PRN DFND1,21,000,00000
I3 VERTICALS INCCONVERTIBLE BOND44933TAB21,5541,667,000PRN DFND1,21,667,00000
ICICI BANK LTDCOMMON STOCK45104G10499,3735,266,217SH DFND1,25,266,21700
ILLUMINA INCCONVERTIBLE BOND452327AK55,1094,379,000PRN DFND1,24,379,00000
INFINERA CORPCOMMON STOCK45667G103209,45925,175,384SH DFND1,225,175,38400
INFRASTRUCTURE AND ENERGY ALTERNATIVES INCCOMMON STOCK45686J1041,08394,768SH DFND1,294,76800
INNOVIVA INCCONVERTIBLE BOND88338TAB011,41110,585,000PRN DFND1,210,585,00000
INSIGHT ACQUISITION CORP/DECOMMON STOCK45784L2091,492150,000SH DFND1,2150,00000
INSMED INCCONVERTIBLE BOND457669AB53,4593,150,000PRN DFND1,23,150,00000
INSULET CORPCONVERTIBLE BOND45784PAK73,4892,500,000PRN DFND1,22,500,00000
INTEGRA LIFESCIENCES HOLDINGS CORPCONVERTIBLE BOND457985AM17,2116,535,000PRN DFND1,26,535,00000
INTERDIGITAL INCCONVERTIBLE BOND45867GAB73,5273,253,000PRN DFND1,23,253,00000
INVACARE CORPCONVERTIBLE BOND461203AJ03,5283,956,000PRN DFND1,23,956,00000
IONIS PHARMACEUTICALS INCCONVERTIBLE BOND462222AB616,04617,501,000PRN DFND1,217,501,00000
IONIS PHARMACEUTICALS INCCONVERTIBLE BOND464337AJ318,30918,208,000PRN DFND1,218,208,00000
ITAU UNIBANCO HOLDING SACOMMON STOCK465562106112,24821,299,528SH DFND1,221,299,52800
JATT ACQUISITION CORPCOMMON STOCKG507521071,473150,000SH DFND1,2150,00000
JATT ACQUISITION CORPWARRANTG5075212373774,700SHCallDFND1,274,70000
JAZZ PHARMACEUTICALS PLCCONVERTIBLE BOND472145AD34,2294,167,000PRN DFND1,24,167,00000
JAZZ PHARMACEUTICALS PLCCONVERTIBLE BOND472145AF84,5983,966,000PRN DFND1,23,966,00000
JUPITER ACQUISITION CORPCOMMON STOCK4820822032,457250,000SH DFND1,2250,00000
KAMAN CORPCONVERTIBLE BOND483548AF09,3449,168,000PRN DFND1,29,168,00000
KILROY REALTY CORPCOMMON STOCK49427F108101,6331,535,011SH DFND1,21,535,01100
KKR REAL ESTATE FINANCE TRUST INCCONVERTIBLE BOND48251KAB614,58113,677,000PRN DFND1,213,677,00000
LENDINGTREE INCCONVERTIBLE BOND52603BAD913,54615,836,000PRN DFND1,215,836,00000
LIBERTY BROADBAND CORPCOMMON STOCK53030730515,02486,999SH DFND1,286,99900
LIBERTY LATIN AMERICA LTDCONVERTIBLE BOND53069QAB52,9752,917,000PRN DFND1,22,917,00000
LIBERTY MEDIA CORP-LIBERTY FORMULA ONECONVERTIBLE BOND531229AF91,9441,366,000PRN DFND1,21,366,00000
LIGAND PHARMACEUTICALS INCCONVERTIBLE BOND53220KAF520,17220,037,999PRN DFND1,220,037,99900
LOGISTICS INNOVATION TECHNOLOGIES CORPCOMMON STOCK54141L1001,458150,000SH DFND1,2150,00000
LOGISTICS INNOVATION TECHNOLOGIES CORPWARRANTG5853A11541642,776SHCallDFND1,242,77600
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SACOMMON STOCK54150E1042,323325,924SH DFND1,2325,92400
LUMENTUM HOLDINGS INCCONVERTIBLE BOND55024UAD14,4134,000,000PRN DFND1,24,000,00000
MACONDRAY CAPITAL ACQUISITION CORP ICOMMON STOCKG5853A1072,460250,000SH DFND1,2250,00000
MACONDRAY CAPITAL ACQUISITION CORP IWARRANTG5853A11582083,333SHCallDFND1,283,33300
MACQUARIE INFRASTRUCTURE CORPCONVERTIBLE BOND55608BAB113,75913,873,000PRN DFND1,213,873,00000
MAGNACHIP SEMICONDUCTOR CORPCOMMON STOCK55933J20335,6362,006,537SH DFND1,22,006,53700
MANDIANT INCCONVERTIBLE BOND31816QAD320,89920,820,000PRN DFND1,220,820,00000
MCAP ACQUISITION CORPCOMMON STOCK55282T109987100,000SH DFND1,2100,00000
MERCURY ECOMMERCE ACQUISITION CORPCOMMON STOCK5893811021,961200,000SH DFND1,2200,00000
MERCURY ECOMMERCE ACQUISITION CORPWARRANT589381110981100,000SHCallDFND1,2100,00000
METALS ACQUISITION CORPCOMMON STOCKG604051002,000200,000SH DFND1,2200,00000
METALS ACQUISITION CORPWARRANTG6040512657957,900SHCallDFND1,257,90000
MFA FINANCIAL INCCONVERTIBLE BOND55272XAA018,52817,974,000PRN DFND1,217,974,00000
MGIC INVESTMENT CORPCOMMON STOCK55284810335,2752,358,000SH DFND1,22,358,00000
MICROCHIP TECHNOLOGY INCCONVERTIBLE BOND595017AU84,7124,150,000PRN DFND1,24,150,00000
MINORITY EQUALITY OPPORTUNITIES ACQUISITION INCCOMMON STOCK60436Q2092,826275,000SH DFND1,2275,00000
MR COOPER GROUP INCCOMMON STOCK62482R10762,0541,507,286SH DFND1,21,507,28600
MR COOPER GROUP INCCOMMON STOCK62482R10741,1701,000,000SHCallDFND1,21,000,00000
NEW MOUNTAIN FINANCE CORPCONVERTIBLE BOND647551AC415,75614,915,000PRN DFND1,214,915,00000
NEW RELIC INCCONVERTIBLE BOND64829BAB613,63413,425,000PRN DFND1,213,425,00000
NEW YORK COMMUNITY BANCORP INCCONVERTIBLE PRFD64944P3074,75789,250SH DFND1,289,25000
NEW YORK MORTGAGE TRUST INCCONVERTIBLE BOND649604AD711,70411,583,000PRN DFND1,211,583,00000
NICE LTDCONVERTIBLE BOND653656AB411,4749,750,000PRN DFND1,29,750,00000
NMI HOLDINGS INCCOMMON STOCK629209305120,2855,320,000SH DFND1,25,320,00000
NOBLE CORPCOMMON STOCKG6610J20954019,979SH DFND1,219,97900
NORTHERN LIGHTS ACQUISITION CORPCOMMON STOCK66538L1051,501150,000SH DFND1,2150,00000
NRG ENERGY INCCONVERTIBLE BOND629377CG52,3281,977,000PRN DFND1,21,977,00000
NUVASIVE INCCONVERTIBLE BOND670704AJ46,0416,240,000PRN DFND1,26,240,00000
NUVASIVE INCCONVERTIBLE BOND670704AL94,5794,471,000PRN DFND1,24,471,00000
OAKTREE SPECIALTY LENDING CORPCOMMON STOCK67401P10831,7014,490,368SH DFND1,24,490,36800
OCA ACQUISITION CORPCOMMON STOCK6708651041,028103,920SH DFND1,2103,92000
OCWEN FINANCIAL CORPCOMMON STOCK67574660616,789596,870SH DFND1,2596,87000
OI SACOMMON STOCK6708515001,9872,201,646SH DFND1,22,201,64600
OKTA INCCONVERTIBLE BOND679295AF24,8523,958,000PRN DFND1,23,958,00000
OSIRIS ACQUISITION CORPCOMMON STOCK68829A1031,473150,000SH DFND1,2150,00000
OXBRIDGE ACQUISITION CORPCOMMON STOCKG6855L1252,560250,000SH DFND1,2250,00000
PACIFICO ACQUISITION CORPCOMMON STOCK69512X2022,283225,000SH DFND1,2225,00000
PAMPA ENERGIA SACOMMON STOCK69766020714,482829,000SH DFND1,2829,00000
PAR PACIFIC HOLDINGS INCCOMMON STOCK69888T20734,7412,210,000SH DFND1,22,210,00000
PARABELLUM ACQUISITION CORPCOMMON STOCK69901P2081,994200,000SH DFND1,2200,00000
PARATEK PHARMACEUTICALS INCCONVERTIBLE BOND699374AB03,5033,954,000PRN DFND1,23,954,00000
PEBBLEBROOK HOTEL TRUSTCONVERTIBLE BOND70509VAA85,0464,500,000PRN DFND1,24,500,00000
PEGASYSTEMS INCCONVERTIBLE BOND705573AB93,9193,472,000PRN DFND1,23,472,00000
PENNYMAC MORTGAGE INVESTMENT TRUSTCONVERTIBLE BOND70932AAD518,84218,383,000PRN DFND1,218,383,00000
PERSHING SQUARE TONTINE HOLDINGS LTDCOMMON STOCK71531R1091,970100,000SH DFND1,2100,00000
PETROLEO BRASILEIRO SACOMMON STOCK71654V40890,9968,800,432SH DFND1,28,800,43200
PG&E CORPCOMMON STOCK69331C108288,00030,000,000SH DFND1,230,000,00000
PONO CAPITAL CORPCOMMON STOCK7324502002,552250,000SH DFND1,2250,00000
PORTAGE FINTECH ACQUISITION CORPCOMMON STOCKG7185D1221,494150,000SH DFND1,2150,00000
PRECIGEN INCCONVERTIBLE BOND46122TAA030,40036,764,000PRN DFND1,236,764,00000
PRETIUM RESOURCES INCCONVERTIBLE BOND74139CAB88,1308,168,000PRN DFND1,28,168,00000
PURE STORAGE INCCONVERTIBLE BOND74624MAB84,6083,976,000PRN DFND1,23,976,00000
QUOTIENT TECHNOLOGY INCCONVERTIBLE BOND749119AB97,2797,494,000PRN DFND1,27,494,00000
REDWOOD TRUST INCCONVERTIBLE BOND749772AD116,24715,854,000PRN DFND1,215,854,00000
REDWOOD TRUST INCCONVERTIBLE BOND758075AC97,7827,593,000PRN DFND1,27,593,00000
RESERVOIR MEDIA INCCOMMON STOCK76119X1054,269468,700SH DFND1,2468,70000
RINGCENTRAL INCCONVERTIBLE BOND76680RAH02,8213,000,000PRN DFND1,23,000,00000
RIVERVIEW ACQUISITION CORPCOMMON STOCK7693952031,984200,000SH DFND1,2200,00000
ROTH CH ACQUISITION IV COCOMMON STOCK77867P1041,966200,000SH DFND1,2200,00000
ROTH CH ACQUISITION IV COWARRANT77867P112983100,000SHCallDFND1,2100,00000
ROYAL CARIBBEAN CRUISES LTDCONVERTIBLE BOND780153BB71,5151,075,000PRN DFND1,21,075,00000
RUMBLEON INCWARRANT82282111228,349727,270SHCallDFND1,2727,27000
SEA LTDCONVERTIBLE BOND81141RAG58,6448,500,000PRN DFND1,28,500,00000
SFL CORP LTDCONVERTIBLE BOND824689AG812,26811,991,000PRN DFND1,211,991,00000
SFL CORP LTDCONVERTIBLE BONDG81075AF31,0691,060,000PRN DFND1,21,060,00000
SHELTER ACQUISITION CORP ICOMMON STOCK8228211041,458150,000SH DFND1,2150,00000
SHELTER ACQUISITION CORP IWARRANT83407J11172975,000SHCallDFND1,275,00000
SHOPIFY INCCONVERTIBLE BOND82509LAA53,9463,211,000PRN DFND1,23,211,00000
SIERRA LAKE ACQUISITION CORPCOMMON STOCK8263322072,490250,000SH DFND1,2250,00000
SIGA TECHNOLOGIES INCWARRANT96951B1107,7401,047,296SHCallDFND1,21,047,29600
SOAR TECHNOLOGY ACQUISITION CORPCOMMON STOCKG824721042,537250,000SH DFND1,2250,00000
SOFTWARE ACQUISITION GROUP INC IIICOMMON STOCK83407J1031,972200,000SH DFND1,2200,00000
SOFTWARE ACQUISITION GROUP INC IIIWARRANT83407J111990100,000SHCallDFND1,2100,00000
SOLAREDGE TECHNOLOGIES INCCONVERTIBLE BOND83417MAD64,5563,666,000PRN DFND1,23,666,00000
SORRENTO THERAPEUTICS INCCOMMON STOCK83587F2021,023134,000SH DFND1,2134,00000
SPLUNK INCCONVERTIBLE BOND848637AD69,2497,562,000PRN DFND1,27,562,00000
SPRINGWATER SPECIAL SITUATIONS CORPCOMMON STOCK85205U1072,442250,000SH DFND1,2250,00000
SPRINGWATER SPECIAL SITUATIONS CORPWARRANT85205U1151,221125,000SHCallDFND1,2125,00000
SSR MINING INCCONVERTIBLE BOND784730AB94,5213,938,000PRN DFND1,23,938,00000
STAR BULK CARRIERS CORPCOMMON STOCKY8162K204624,87725,993,242SH DFND1,225,993,24200
STARWOOD PROPERTY TRUST INCCONVERTIBLE BOND85571BAH87,8177,422,000PRN DFND1,27,422,00000
STATE STREET CORPETF78462F103136,037317,000SHPutDFND1,2317,00000
STRIDE INCCONVERTIBLE BOND86333MAA61,7521,755,000PRN DFND1,21,755,00000
SUNOPTA INCCOMMON STOCK8676EP108185,08420,726,126SH DFND1,220,726,12600
SUPER MICRO COMPUTER INCCOMMON STOCK86800U10478,0762,135,000SH DFND1,22,135,00000
SUPERNUS PHARMACEUTICALS INCCONVERTIBLE BOND868459AD022,06822,348,000PRN DFND1,222,348,00000
TABULA RASA HEALTHCARE INCCONVERTIBLE BOND873379AA93,8594,584,000PRN DFND1,24,584,00000
TASTEMAKER ACQUISITION CORPCOMMON STOCK8765451041,479150,000SH DFND1,2150,00000
TELECOM ARGENTINA SACOMMON STOCK87927320911,1892,260,500SH DFND1,22,260,50000
THUNDER BRIDGE CAPITAL PARTNERS IV INCCOMMON STOCK88605L1071,455150,000SH DFND1,2150,00000
TIDEWATER INCWARRANT88642R14117814,789SHCallDFND1,214,78900
TILRAY INCCONVERTIBLE BOND88688TAB613,60313,784,000PRN DFND1,213,784,00000
TORM PLCCOMMON STOCKG89479102413,82353,812,988SH DFND1,253,812,98800
TORTOISEECOFIN ACQUISITION CORP IIICOMMON STOCKG8956E1091,455150,000SH DFND1,2150,00000
TPB ACQUISITION CORP ICOMMON STOCKG8990L1191,491150,000SH DFND1,2150,00000
TRANSPORTADORA DE GAS DEL SUR SACOMMON STOCK8938702049,6801,963,575SH DFND1,21,963,57500
TRAVERE THERAPEUTICS INCCONVERTIBLE BOND761299AB211,00710,920,000PRN DFND1,210,920,00000
TRIP.COM GROUP LTDCONVERTIBLE BOND22943FAM24,7504,978,000PRN DFND1,24,978,00000
TWO HARBORS INVESTMENT CORPCONVERTIBLE BOND90187BAA92,4872,451,000PRN DFND1,22,451,00000
UNITI GROUP INCCOMMON STOCK91325V10842,0283,397,592SH DFND1,23,397,59200
VALARIS LTDCOMMON STOCKG9460G10137,6761,080,184SH DFND1,21,080,18400
VALE SACOMMON STOCK91912E10583,4605,982,790SH DFND1,25,982,79000
VEECO INSTRUMENTS INCCONVERTIBLE BOND922417AD28,4268,482,000PRN DFND1,28,482,00000
VEON LTDCOMMON STOCK91822M1063,0941,487,722SH DFND1,21,487,72200
VISTA OIL & GAS SAB DE CVCOMMON STOCK92837L10916,3223,245,002SH DFND1,23,245,00200
VISTRA CORPCOMMON STOCK92840M102511,99729,941,385SH DFND1,229,941,38500
VONAGE HOLDINGS CORPCONVERTIBLE BOND92886TAJ13,8473,292,000PRN DFND1,23,292,00000
WAVERLEY CAPITAL ACQUISITION CORP 1COMMON STOCKG065361251,972200,000SH DFND1,2200,00000
WAYFAIR INCCONVERTIBLE BOND94419LAM32,8362,824,000PRN DFND1,22,824,00000
WEIBO CORPCONVERTIBLE BOND948596AC58,6978,898,000PRN DFND1,28,898,00000
WESTERN DIGITAL CORPCONVERTIBLE BOND958102AP017,75917,530,999PRN DFND1,217,530,99900
WILLIAMS ROWLAND ACQUISITION CORPCOMMON STOCK96951B1021,486150,000SH DFND1,2150,00000
WILLIAMS ROWLAND ACQUISITION CORPWARRANT96951B11074375,000SHCallDFND1,275,00000
WINVEST ACQUISITION CORPCOMMON STOCK97655B2083,069300,000SH DFND1,2300,00000
WIX.COM LTDCONVERTIBLE BOND92940WAD17,5237,800,000PRN DFND1,27,800,00000
WORLD QUANTUM GROWTH ACQUISITION CORPCOMMON STOCKG5596W1192,010200,000SH DFND1,2200,00000
XPAC ACQUISITION CORPCOMMON STOCKG9831X1061,940200,000SH DFND1,2200,00000
XPAC ACQUISITION CORPWARRANTG9831X12264766,666SHCallDFND1,266,66600