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 |
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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 |
10X CAPITAL VENTURE ACQUISITION CORP II | COMMON STOCK | G87076108 | 489 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
1LIFE HEALTHCARE INC | CONVERTIBLE BOND | 68269GAB3 | 3,301 | 3,653,000 | PRN | DFND | 1,2 | 3,653,000 | 0 | 0 | |
7 ACQUISITION CORP | COMMON STOCK | G80694105 | 2,465 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
7 ACQUISITION CORP | WARRANT | G80694113 | 75 | 125,000 | SH | Call | DFND | 1,2 | 125,000 | 0 | 0 |
8I ACQUISITION 2 CORP | COMMON STOCK | G2956R103 | 975 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
8I ACQUISITION 2 CORP | RIGHT | G2956R129 | 28 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ACCRETION ACQUISITION CORP | COMMON STOCK | 00438Y107 | 3,416 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
ACCRETION ACQUISITION CORP | WARRANT | 00438Y115 | 69 | 175,000 | SH | Call | DFND | 1,2 | 175,000 | 0 | 0 |
ACHARI VENTURES HOLDINGS CORP I | COMMON STOCK | 00444X101 | 1,974 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ACHARI VENTURES HOLDINGS CORP I | WARRANT | 00444X119 | 66 | 200,000 | SH | Call | DFND | 1,2 | 200,000 | 0 | 0 |
ACRES COMMERCIAL REALTY CORP | CONVERTIBLE BOND | 76120WAC8 | 29,045 | 29,021,000 | PRN | DFND | 1,2 | 29,021,000 | 0 | 0 | |
AETHERIUM ACQUISITION CORP | COMMON STOCK | 00809J200 | 7,000 | 700,000 | SH | DFND | 1,2 | 700,000 | 0 | 0 | |
AFTERNEXT HEALTHTECH ACQUISITION CORP | COMMON STOCK | G01109100 | 1,462 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
AFYA LTD | COMMON STOCK | G01125106 | 24,532 | 1,561,576 | SH | DFND | 1,2 | 1,561,576 | 0 | 0 | |
AGRICO ACQUISITION CORP | COMMON STOCK | G41089106 | 2,009 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | CONVERTIBLE BOND | 00971TAL5 | 10,298 | 8,769,000 | PRN | DFND | 1,2 | 8,769,000 | 0 | 0 | |
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 327,303 | 6,874,687 | SH | DFND | 1,2 | 6,874,687 | 0 | 0 | |
ALPHA HEALTHCARE ACQUISITION CORP III | COMMON STOCK | 02073F104 | 1,933 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ALPHA PARTNERS TECHNOLOGY MERGER CORP | COMMON STOCK | G63290111 | 971 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ALPHA STAR ACQUISITION CORP | COMMON STOCK | G0230C124 | 4,108 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ALPINE ACQUISITION CORP | COMMON STOCK | 02083L109 | 3,501 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
ALSP ORCHID ACQUISITION CORP I | COMMON STOCK | G0231L115 | 757 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
ALTERYX INC | CONVERTIBLE BOND | 02156BAD5 | 10,421 | 11,042,000 | PRN | DFND | 1,2 | 11,042,000 | 0 | 0 | |
ANGLOGOLD ASHANTI LTD | COMMON STOCK | 035128206 | 89,245 | 4,253,821 | SH | DFND | 1,2 | 4,253,821 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CONVERTIBLE BOND | 03762UAB1 | 6,051 | 5,999,000 | PRN | DFND | 1,2 | 5,999,000 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CONVERTIBLE BOND | 03762UAC9 | 18,627 | 18,218,000 | PRN | DFND | 1,2 | 18,218,000 | 0 | 0 | |
APX ACQUISITION CORP I | COMMON STOCK | G0440J117 | 3,021 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I | COMMON STOCK | 03881F104 | 995 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I | WARRANT | 03881F112 | 16 | 33,333 | SH | Call | DFND | 1,2 | 33,333 | 0 | 0 |
ARBOR REALTY TRUST INC | CONVERTIBLE BOND | 038923AP3 | 10,161 | 9,225,000 | PRN | DFND | 1,2 | 9,225,000 | 0 | 0 | |
ARDMORE SHIPPING CORP | COMMON STOCK | Y0207T100 | 5,408 | 1,600,000 | SH | DFND | 1,2 | 1,600,000 | 0 | 0 | |
ARENA FORTIFY ACQUISITION CORP | COMMON STOCK | 04005A203 | 506 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
ARES CAPITAL CORP | CONVERTIBLE BOND | 04010LAW3 | 6,528 | 5,683,000 | PRN | DFND | 1,2 | 5,683,000 | 0 | 0 | |
ARGUS CAPITAL CORP | COMMON STOCK | 04026L105 | 990 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ARISZ ACQUISITION CORP | COMMON STOCK | 040450108 | 1,952 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ARISZ ACQUISITION CORP | RIGHT | 040450124 | 35 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ARISZ ACQUISITION CORP | WARRANT | 040450116 | 55 | 200,000 | SH | Call | DFND | 1,2 | 200,000 | 0 | 0 |
ARMADA ACQUISITION CORP I | COMMON STOCK | 04208V103 | 2,447 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
AROGO CAPITAL ACQUISITION CORP | COMMON STOCK | 042644203 | 4,014 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ASCENDANT DIGITAL ACQUISITION CORP III | COMMON STOCK | G05157121 | 5,075 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
ATHENA CONSUMER ACQUISITION CORP | COMMON STOCK | 04684M106 | 1,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
AULT DISRUPTIVE TECHNOLOGIES CORP | COMMON STOCK | 05150A203 | 5,065 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
AURORA CANNABIS INC | CONVERTIBLE BOND | 05156XAG3 | 3,805 | 4,464,000 | PRN | DFND | 1,2 | 4,464,000 | 0 | 0 | |
AVALON ACQUISITION INC | COMMON STOCK | 05338E101 | 3,705 | 375,000 | SH | DFND | 1,2 | 375,000 | 0 | 0 | |
AVISTA PUBLIC ACQUISITION CORP II | COMMON STOCK | G07247102 | 998 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
AZUL SA | COMMON STOCK | 05501U106 | 36,890 | 2,794,724 | SH | DFND | 1,2 | 2,794,724 | 0 | 0 | |
BANCO BRADESCO SA | COMMON STOCK | 059460303 | 30,343 | 8,872,492 | SH | DFND | 1,2 | 8,872,492 | 0 | 0 | |
BANK OF AMERICA CORP | CONVERTIBLE PRFD | 060505682 | 19,090 | 13,208 | SH | DFND | 1,2 | 13,208 | 0 | 0 | |
BANNER ACQUISITION CORP | COMMON STOCK | 06654K101 | 1,952 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BAOZUN INC | CONVERTIBLE BOND | 06684LAB9 | 3,754 | 4,059,000 | PRN | DFND | 1,2 | 4,059,000 | 0 | 0 | |
BATTALION OIL CORP | COMMON STOCK | 07134L107 | 29,497 | 3,009,912 | SH | DFND | 1,2 | 3,009,912 | 0 | 0 | |
BEARD ENERGY TRANSITION ACQUISITION CORP | COMMON STOCK | 07402Q200 | 3,048 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
BEL FUSE INC | COMMON STOCK | 077347201 | 1,074 | 71,613 | SH | DFND | 1,2 | 71,613 | 0 | 0 | |
BEL FUSE INC | COMMON STOCK | 077347300 | 5,982 | 462,679 | SH | DFND | 1,2 | 462,679 | 0 | 0 | |
BELONG ACQUISITION CORP | COMMON STOCK | 08069M102 | 1,944 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BENEFITFOCUS INC | CONVERTIBLE BOND | 08180DAB2 | 1,938 | 2,009,000 | PRN | DFND | 1,2 | 2,009,000 | 0 | 0 | |
BERRY CORP | COMMON STOCK | 08579X101 | 108,730 | 12,913,313 | SH | DFND | 1,2 | 12,913,313 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE BOND | 09061GAH4 | 4,300 | 4,103,000 | PRN | DFND | 1,2 | 4,103,000 | 0 | 0 | |
BIOPLUS ACQUISITION CORP | COMMON STOCK | G11217109 | 1,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
BLACK MOUNTAIN ACQUISITION CORP | COMMON STOCK | 09216A108 | 1,966 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BLACKROCK TCP CAPITAL CORP | CONVERTIBLE BOND | 87238QAD5 | 11,346 | 11,248,000 | PRN | DFND | 1,2 | 11,248,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE BOND | 09257WAB6 | 12,733 | 12,607,000 | PRN | DFND | 1,2 | 12,607,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE BOND | 09257WAC4 | 11,663 | 11,317,000 | PRN | DFND | 1,2 | 11,317,000 | 0 | 0 | |
BLOCKCHAIN COINVESTORS ACQUISITION CORP I | COMMON STOCK | G11765123 | 2,022 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BLOCKCHAIN MOON ACQUISITION CORP | COMMON STOCK | 09370F109 | 2,678 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | |
BLUE OCEAN ACQUISITION CORP | COMMON STOCK | G1330L113 | 2,506 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
BLUE WHALE ACQUISITION CORP I | COMMON STOCK | G1330M103 | 1,451 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
BUILD ACQUISITION CORP | COMMON STOCK | 12008J105 | 496 | 51,000 | SH | DFND | 1,2 | 51,000 | 0 | 0 | |
BULLPEN PARLAY ACQUISITION CO | COMMON STOCK | G1792A126 | 2,001 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BURTECH ACQUISITION CORP | COMMON STOCK | 123013203 | 6,005 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | |
CANNA-GLOBAL ACQUISITION CORP | COMMON STOCK | 13767K200 | 5,065 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
CASCADIA ACQUISITION CORP | COMMON STOCK | 14739D100 | 1,457 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
CBL & ASSOCIATES PROPERTIES INC | COMMON STOCK | 124830878 | 67,526 | 2,164,299 | SH | DFND | 1,2 | 2,164,299 | 0 | 0 | |
CBL & ASSOCIATES PROPERTIES INC | CONVERTIBLE BOND | 12511CAC4 | 62,826 | 32,852,258 | PRN | DFND | 1,2 | 32,852,258 | 0 | 0 | |
CEMEX SAB DE CV | COMMON STOCK | 151290889 | 172,568 | 25,452,572 | SH | DFND | 1,2 | 25,452,572 | 0 | 0 | |
CENAQ ENERGY CORP | COMMON STOCK | 15130M102 | 2,974 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
CHARDAN NEXTECH ACQUISITION 2 CORP | COMMON STOCK | 159561109 | 2,241 | 225,000 | SH | DFND | 1,2 | 225,000 | 0 | 0 | |
CHAVANT CAPITAL ACQUISITION CORP | COMMON STOCK | G2058L103 | 738 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
CHEGG INC | CONVERTIBLE BOND | 163092AF6 | 7,710 | 9,262,000 | PRN | DFND | 1,2 | 9,262,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | COMMON STOCK | 165167735 | 774,314 | 12,001,153 | SH | DFND | 1,2 | 12,001,153 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | WARRANT | 165167164 | 3,029 | 75,810 | SH | Call | DFND | 1,2 | 75,810 | 0 | 0 |
CHESAPEAKE ENERGY CORP | WARRANT | 165167172 | 5,386 | 150,000 | SH | Call | DFND | 1,2 | 150,000 | 0 | 0 |
CHESAPEAKE ENERGY CORP | WARRANT | 165167180 | 26,462 | 808,001 | SH | Call | DFND | 1,2 | 808,001 | 0 | 0 |
CHW ACQUISITION CORP | COMMON STOCK | G2254A109 | 1,953 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
CIIG CAPITAL PARTNERS II INC | COMMON STOCK | 12561U109 | 690 | 69,921 | SH | DFND | 1,2 | 69,921 | 0 | 0 | |
CIVITAS RESOURCES INC | COMMON STOCK | 17888H103 | 64,825 | 1,323,788 | SH | DFND | 1,2 | 1,323,788 | 0 | 0 | |
CLOVER LEAF CAPITAL CORP | COMMON STOCK | 18915E105 | 1,998 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
COLISEUM ACQUISITION CORP | COMMON STOCK | G2263T123 | 1,934 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
COLOMBIER ACQUISITION CORP | COMMON STOCK | 19533H108 | 482 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
CONCORD ACQUISITION CORP III | COMMON STOCK | 20607V106 | 247 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
CONCORD ACQUISITION CORP III | WARRANT | 20607V114 | 8 | 12,500 | SH | Call | DFND | 1,2 | 12,500 | 0 | 0 |
CORSAIR PARTNERING CORP | COMMON STOCK | G2540H108 | 732 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
COUPA SOFTWARE INC | CONVERTIBLE BOND | 22266LAF3 | 3,446 | 3,628,000 | PRN | DFND | 1,2 | 3,628,000 | 0 | 0 | |
CREDICORP LTD | COMMON STOCK | G2519Y108 | 40,079 | 328,331 | SH | DFND | 1,2 | 328,331 | 0 | 0 | |
CRYPTO 1 ACQUISITION CORP | COMMON STOCK | G3168A128 | 2,020 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
CVENT HOLDING CORP | COMMON STOCK | 126677103 | 40,850 | 5,000,000 | SH | DFND | 1,2 | 5,000,000 | 0 | 0 | |
CYBERARK SOFTWARE LTD | CONVERTIBLE BOND | 23248VAB1 | 3,616 | 2,859,000 | PRN | DFND | 1,2 | 2,859,000 | 0 | 0 | |
DEEP MEDICINE ACQUISITION CORP | COMMON STOCK | 243733102 | 4,173 | 425,000 | SH | DFND | 1,2 | 425,000 | 0 | 0 | |
DEEP MEDICINE ACQUISITION CORP | RIGHT | 243733110 | 136 | 425,000 | SH | DFND | 1,2 | 425,000 | 0 | 0 | |
DEXCOM INC | CONVERTIBLE BOND | 252131AK3 | 5,585 | 4,686,000 | PRN | DFND | 1,2 | 4,686,000 | 0 | 0 | |
DIGITAL HEALTH ACQUISITION CORP | COMMON STOCK | 253893101 | 4,940 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
DIGITAL HEALTH ACQUISITION CORP | WARRANT | 253893119 | 195 | 500,000 | SH | Call | DFND | 1,2 | 500,000 | 0 | 0 |
DIGITALBRIDGE GROUP INC | CONVERTIBLE BOND | 19624RAA4 | 18,922 | 18,293,000 | PRN | DFND | 1,2 | 18,293,000 | 0 | 0 | |
DIRECT SELLING ACQUISITION CORP | COMMON STOCK | 25460L103 | 3,475 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
DISH NETWORK CORP | CONVERTIBLE BOND | 25470MAB5 | 39,908 | 42,051,000 | PRN | DFND | 1,2 | 42,051,000 | 0 | 0 | |
DISH NETWORK CORP | CONVERTIBLE BOND | 25470MAD1 | 17,833 | 18,552,000 | PRN | DFND | 1,2 | 18,552,000 | 0 | 0 | |
DTRT HEALTH ACQUISITION CORP | COMMON STOCK | 23344T103 | 1,494 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A150 | 172,061 | 3,781,561 | SH | DFND | 1,2 | 3,781,561 | 0 | 0 | |
EAGLE BULK SHIPPING INC | CONVERTIBLE BOND | 269442AB5 | 57,555 | 40,495,000 | PRN | DFND | 1,2 | 40,495,000 | 0 | 0 | |
EMERGING MARKETS HORIZON CORP | COMMON STOCK | G3033X113 | 400 | 40,000 | SH | DFND | 1,2 | 40,000 | 0 | 0 | |
ENDURANCE ACQUISITION CORP | COMMON STOCK | G3041W107 | 1,467 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
ENERGEM CORP | COMMON STOCK | G30449113 | 4,060 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ESGEN ACQUISITION CORP | COMMON STOCK | G3R95N103 | 744 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
EVEREST CONSOLIDATOR ACQUISITION CORP | COMMON STOCK | 29978K201 | 2,033 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
EXACT SCIENCES CORP | CONVERTIBLE BOND | 30063PAB1 | 5,087 | 4,976,000 | PRN | DFND | 1,2 | 4,976,000 | 0 | 0 | |
EZCORP INC | CONVERTIBLE BOND | 302301AE6 | 12,346 | 13,596,000 | PRN | DFND | 1,2 | 13,596,000 | 0 | 0 | |
FAT PROJECTS ACQUISITION CORP | COMMON STOCK | G3400W102 | 2,049 | 210,000 | SH | DFND | 1,2 | 210,000 | 0 | 0 | |
FAT PROJECTS ACQUISITION CORP | WARRANT | G3400W110 | 78 | 210,000 | SH | Call | DFND | 1,2 | 210,000 | 0 | 0 |
FINANCIAL STRATEGIES ACQUISITION CORP | COMMON STOCK | 31772T206 | 4,140 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
FINNOVATE ACQUISITION CORP | COMMON STOCK | G3R34K103 | 2,173 | 220,000 | SH | DFND | 1,2 | 220,000 | 0 | 0 | |
FINNOVATE ACQUISITION CORP | WARRANT | G3R34K111 | 62 | 165,000 | SH | Call | DFND | 1,2 | 165,000 | 0 | 0 |
FINTECH ECOSYSTEM DEVELOPMENT CORP | COMMON STOCK | 318136207 | 4,590 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
FINTECH EVOLUTION ACQUISITION GROUP | COMMON STOCK | G3R19A104 | 1,458 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
FIRST LIGHT ACQUISITION GROUP INC | COMMON STOCK | 320703101 | 2,946 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
FORTIVE CORP | CONVERTIBLE BOND | 34959JAK4 | 23,592 | 23,475,000 | PRN | DFND | 1,2 | 23,475,000 | 0 | 0 | |
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | COMMON STOCK | 34960P101 | 58,797 | 2,033,110 | SH | DFND | 1,2 | 2,033,110 | 0 | 0 | |
FORTUNE RISE ACQUISITION CORP | COMMON STOCK | 34969G201 | 2,776 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | |
FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 82,853 | 1,985,458 | SH | DFND | 1,2 | 1,985,458 | 0 | 0 | |
FRONTIER COMMUNICATIONS PARENT INC | COMMON STOCK | 35909D109 | 117,454 | 3,982,849 | SH | DFND | 1,2 | 3,982,849 | 0 | 0 | |
FUTURE HEALTH ESG CORP | COMMON STOCK | 36118W102 | 2,445 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
GARDINER HEALTHCARE ACQUISITIONS CORP | COMMON STOCK | 365506203 | 4,036 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
GARRETT MOTION INC | COMMON STOCK | 366505105 | 28,852 | 3,593,111 | SH | DFND | 1,2 | 3,593,111 | 0 | 0 | |
GARRETT MOTION INC | CONVERTIBLE PRFD | 366505204 | 576,835 | 68,834,814 | SH | DFND | 1,2 | 68,834,814 | 0 | 0 | |
GENESIS GROWTH TECH ACQUISITION CORP | COMMON STOCK | G3R23D110 | 2,024 | 201,400 | SH | DFND | 1,2 | 201,400 | 0 | 0 | |
GLADSTONE ACQUISITION CORP | COMMON STOCK | 37653T108 | 2,485 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
GLOBAL CONSUMER ACQUISITION CORP | COMMON STOCK | 37892B108 | 1,486 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
GLOBAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G3934N107 | 1,964 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
GLOBALINK INVESTMENT INC | COMMON STOCK | 37892F109 | 3,426 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
GLOBALINK INVESTMENT INC | RIGHT | 37892F117 | 98 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
GLOBALINK INVESTMENT INC | WARRANT | 37892F125 | 70 | 350,000 | SH | Call | DFND | 1,2 | 350,000 | 0 | 0 |
GOGREEN INVESTMENTS CORP | COMMON STOCK | G9461B101 | 2,973 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
GOLAR LNG LTD | CONVERTIBLE BOND | 38046YAB7 | 5,340 | 5,324,000 | PRN | DFND | 1,2 | 5,324,000 | 0 | 0 | |
GOLDMAN SACHS BDC INC | CONVERTIBLE BOND | 38147UAB3 | 17,230 | 17,060,000 | PRN | DFND | 1,2 | 17,060,000 | 0 | 0 | |
GOOD WORKS II ACQUISITION CORP | COMMON STOCK | 38216G104 | 980 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
GRAF ACQUISITION CORP IV | COMMON STOCK | 384272100 | 967 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
GRANITE POINT MORTGAGE TRUST INC | CONVERTIBLE BOND | 38741LAC1 | 1,834 | 1,791,000 | PRN | DFND | 1,2 | 1,791,000 | 0 | 0 | |
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G4166K118 | 506 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
GREENLIGHT CAPITAL RE LTD | CONVERTIBLE BOND | 395366AB3 | 3,227 | 3,373,000 | PRN | DFND | 1,2 | 3,373,000 | 0 | 0 | |
GRUPO TELEVISA SAB | COMMON STOCK | 40049J206 | 23,657 | 2,524,761 | SH | DFND | 1,2 | 2,524,761 | 0 | 0 | |
GUARDANT HEALTH INC | CONVERTIBLE BOND | 40131MAB5 | 3,780 | 3,719,000 | PRN | DFND | 1,2 | 3,719,000 | 0 | 0 | |
HEALTHWELL ACQUISITION CORP I | COMMON STOCK | 42227R109 | 969 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CONVERTIBLE BOND | 42330PAH0 | 7,787 | 7,752,000 | PRN | DFND | 1,2 | 7,752,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CONVERTIBLE BOND | 42330PAJ6 | 3,040 | 3,159,000 | PRN | DFND | 1,2 | 3,159,000 | 0 | 0 | |
HELLO GROUP INC | CONVERTIBLE BOND | 60879BAB3 | 9,973 | 11,530,000 | PRN | DFND | 1,2 | 11,530,000 | 0 | 0 | |
HERBALIFE NUTRITION LTD | CONVERTIBLE BOND | 42703MAD5 | 2,307 | 2,297,000 | PRN | DFND | 1,2 | 2,297,000 | 0 | 0 | |
HIMS & HERS HEALTH INC | COMMON STOCK | 433000106 | 24,716 | 3,773,437 | SH | DFND | 1,2 | 3,773,437 | 0 | 0 | |
HOPE BANCORP INC | CONVERTIBLE BOND | 43940TAB5 | 21,149 | 21,636,000 | PRN | DFND | 1,2 | 21,636,000 | 0 | 0 | |
HORIZON GLOBAL CORP | CONVERTIBLE BOND | 44052WAA2 | 2,382 | 2,459,000 | PRN | DFND | 1,2 | 2,459,000 | 0 | 0 | |
HUAZHU GROUP LTD | CONVERTIBLE BOND | 16949NAC3 | 3,071 | 3,000,000 | PRN | DFND | 1,2 | 3,000,000 | 0 | 0 | |
I3 VERTICALS INC | CONVERTIBLE BOND | 44933TAB2 | 4,121 | 4,425,000 | PRN | DFND | 1,2 | 4,425,000 | 0 | 0 | |
ICICI BANK LTD | COMMON STOCK | 45104G104 | 81,326 | 4,109,451 | SH | DFND | 1,2 | 4,109,451 | 0 | 0 | |
ICONIC SPORTS ACQUISITION CORP | COMMON STOCK | G4712C107 | 3,972 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ILLUMINA INC | CONVERTIBLE BOND | 452327AK5 | 1,906 | 1,664,000 | PRN | DFND | 1,2 | 1,664,000 | 0 | 0 | |
INCEPTION GROWTH ACQUISITION LTD | COMMON STOCK | 45333D203 | 4,032 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
INDUSTRIAL HUMAN CAPITAL INC | COMMON STOCK | 45617P104 | 4,960 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
INFINERA CORP | COMMON STOCK | 45667G103 | 241,431 | 25,175,384 | SH | DFND | 1,2 | 25,175,384 | 0 | 0 | |
INFINT ACQUISITION CORP | COMMON STOCK | G47862118 | 2,507 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
INFRASTRUCTURE AND ENERGY ALTERNATIVES INC | COMMON STOCK | 45686J104 | 1,187 | 129,079 | SH | DFND | 1,2 | 129,079 | 0 | 0 | |
INNOVATIVE INTERNATIONAL ACQUISITION CORP | COMMON STOCK | G4809M117 | 1,006 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INNOVIVA INC | CONVERTIBLE BOND | 88338TAB0 | 10,379 | 9,501,000 | PRN | DFND | 1,2 | 9,501,000 | 0 | 0 | |
INSIGHT ACQUISITION CORP/DE | COMMON STOCK | 45784L100 | 1,464 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
INSMED INC | CONVERTIBLE BOND | 457669AB5 | 4,754 | 4,367,999 | PRN | DFND | 1,2 | 4,367,999 | 0 | 0 | |
INTEGRA LIFESCIENCES HOLDINGS CORP | CONVERTIBLE BOND | 457985AM1 | 3,481 | 3,200,000 | PRN | DFND | 1,2 | 3,200,000 | 0 | 0 | |
INTEGRATED RAIL AND RESOURCES ACQUISITION CORP | COMMON STOCK | 45827R205 | 1,005 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INTEGRATED WELLNESS ACQUISITION CORP | COMMON STOCK | G4828B126 | 1,008 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INTELLIGENT MEDICINE ACQUISITION CORP | COMMON STOCK | 45828D106 | 990 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INTELLIGENT MEDICINE ACQUISITION CORP | WARRANT | 45828D114 | 24 | 50,000 | SH | Call | DFND | 1,2 | 50,000 | 0 | 0 |
INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAA6 | 6,149 | 6,494,000 | PRN | DFND | 1,2 | 6,494,000 | 0 | 0 | |
INTERDIGITAL INC | CONVERTIBLE BOND | 45867GAB7 | 3,311 | 3,004,000 | PRN | DFND | 1,2 | 3,004,000 | 0 | 0 | |
INVACARE CORP | CONVERTIBLE BOND | 461203AJ0 | 3,475 | 3,893,000 | PRN | DFND | 1,2 | 3,893,000 | 0 | 0 | |
IONIS PHARMACEUTICALS INC | CONVERTIBLE BOND | 462222AB6 | 17,143 | 19,075,000 | PRN | DFND | 1,2 | 19,075,000 | 0 | 0 | |
IQIYI INC | CONVERTIBLE BOND | 46267XAE8 | 850 | 1,217,000 | PRN | DFND | 1,2 | 1,217,000 | 0 | 0 | |
ISHARES RUSSELL 2000 ETF | ETF | 464287655 | 111,225 | 500,000 | SH | Put | DFND | 1,2 | 500,000 | 0 | 0 |
ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 84,489 | 22,530,531 | SH | DFND | 1,2 | 22,530,531 | 0 | 0 | |
IX ACQUISITION CORP | COMMON STOCK | G5000D103 | 1,942 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
IX ACQUISITION CORP | WARRANT | G5000D111 | 40 | 100,000 | SH | Call | DFND | 1,2 | 100,000 | 0 | 0 |
JAZZ PHARMACEUTICALS PLC | CONVERTIBLE BOND | 472145AD3 | 5,767 | 5,742,000 | PRN | DFND | 1,2 | 5,742,000 | 0 | 0 | |
JAZZ PHARMACEUTICALS PLC | CONVERTIBLE BOND | 472145AF8 | 6,547 | 5,775,000 | PRN | DFND | 1,2 | 5,775,000 | 0 | 0 | |
JOYY INC | CONVERTIBLE BOND | 98426TAD8 | 3,183 | 3,491,000 | PRN | DFND | 1,2 | 3,491,000 | 0 | 0 | |
JUNIPER II CORP | COMMON STOCK | 48203N103 | 2,512 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
JUNIPER II CORP | WARRANT | 48203N111 | 98 | 125,000 | SH | Call | DFND | 1,2 | 125,000 | 0 | 0 |
JUPITER WELLNESS ACQUISITION CORP | COMMON STOCK | 48208E207 | 5,035 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
KAIROUS ACQUISITION CORP LTD | COMMON STOCK | G52131102 | 1,526 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
KAMAN CORP | CONVERTIBLE BOND | 483548AF0 | 18,765 | 18,096,000 | PRN | DFND | 1,2 | 18,096,000 | 0 | 0 | |
KARYOPHARM THERAPEUTICS INC | CONVERTIBLE BOND | 48576UAA4 | 4,313 | 5,277,000 | PRN | DFND | 1,2 | 5,277,000 | 0 | 0 | |
KILROY REALTY CORP | COMMON STOCK | 49427F108 | 102,016 | 1,535,011 | SH | DFND | 1,2 | 1,535,011 | 0 | 0 | |
KKR REAL ESTATE FINANCE TRUST INC | CONVERTIBLE BOND | 48251KAB6 | 14,261 | 13,452,000 | PRN | DFND | 1,2 | 13,452,000 | 0 | 0 | |
LAMF GLOBAL VENTURES CORP I | COMMON STOCK | G5338L116 | 1,004 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
LARKSPUR HEALTH ACQUISITION CORP | COMMON STOCK | 51724W206 | 7,014 | 700,000 | SH | DFND | 1,2 | 700,000 | 0 | 0 | |
LAVA MEDTECH ACQUISITION CORP | COMMON STOCK | 519345102 | 2,500 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
LEGATO MERGER CORP II | COMMON STOCK | 52473Y104 | 993 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
LEGATO MERGER CORP II | WARRANT | 52473Y112 | 25 | 50,000 | SH | Call | DFND | 1,2 | 50,000 | 0 | 0 |
LENDINGTREE INC | CONVERTIBLE BOND | 52603BAA5 | 3,229 | 3,252,000 | PRN | DFND | 1,2 | 3,252,000 | 0 | 0 | |
LENDINGTREE INC | CONVERTIBLE BOND | 52603BAD9 | 20,525 | 24,618,000 | PRN | DFND | 1,2 | 24,618,000 | 0 | 0 | |
LF CAPITAL ACQUISITION CORP II | COMMON STOCK | 50202D201 | 504 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
LIBERTY BROADBAND CORP | COMMON STOCK | 530307305 | 14,015 | 86,999 | SH | DFND | 1,2 | 86,999 | 0 | 0 | |
LIBERTY GLOBAL PLC | COMMON STOCK | G5480U120 | 52,668 | 1,875,000 | SH | DFND | 1,2 | 1,875,000 | 0 | 0 | |
LIBERTY RESOURCES ACQUISITION CORP | COMMON STOCK | 53118A105 | 3,212 | 325,000 | SH | DFND | 1,2 | 325,000 | 0 | 0 | |
LIBERTY RESOURCES ACQUISITION CORP | WARRANT | 53118A113 | 123 | 325,000 | SH | Call | DFND | 1,2 | 325,000 | 0 | 0 |
LIGAND PHARMACEUTICALS INC | CONVERTIBLE BOND | 53220KAF5 | 18,683 | 18,672,000 | PRN | DFND | 1,2 | 18,672,000 | 0 | 0 | |
LIMELIGHT NETWORKS INC | CONVERTIBLE BOND | 53261MAB0 | 779 | 812,000 | PRN | DFND | 1,2 | 812,000 | 0 | 0 | |
LIONHEART III CORP | COMMON STOCK | 536262108 | 2,462 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
LIVEPERSON INC | CONVERTIBLE BOND | 538146AD3 | 3,986 | 4,700,000 | PRN | DFND | 1,2 | 4,700,000 | 0 | 0 | |
LOGISTICS INNOVATION TECHNOLOGIES CORP | COMMON STOCK | 54141L100 | 969 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | COMMON STOCK | 54150E104 | 1,673 | 250,924 | SH | DFND | 1,2 | 250,924 | 0 | 0 | |
LUMENTUM HOLDINGS INC | CONVERTIBLE BOND | 55024UAD1 | 5,821 | 4,662,000 | PRN | DFND | 1,2 | 4,662,000 | 0 | 0 | |
MACONDRAY CAPITAL ACQUISITION CORP I | COMMON STOCK | G5853A107 | 2,462 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
MAGNACHIP SEMICONDUCTOR CORP | COMMON STOCK | 55933J203 | 48,231 | 2,300,000 | SH | DFND | 1,2 | 2,300,000 | 0 | 0 | |
MANDIANT INC | CONVERTIBLE BOND | 31816QAD3 | 17,630 | 17,585,000 | PRN | DFND | 1,2 | 17,585,000 | 0 | 0 | |
MANDIANT INC | CONVERTIBLE BOND | 31816QAF8 | 2,526 | 2,418,000 | PRN | DFND | 1,2 | 2,418,000 | 0 | 0 | |
MARBLEGATE ACQUISITION CORP | COMMON STOCK | 56608A105 | 977 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
MAXPRO CAPITAL ACQUISITION CORP | COMMON STOCK | 57778T106 | 2,976 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
MERCATO PARTNERS ACQUISITION CORP | COMMON STOCK | 58759A108 | 2,482 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
MERCATO PARTNERS ACQUISITION CORP | WARRANT | 58759A116 | 75 | 125,000 | SH | Call | DFND | 1,2 | 125,000 | 0 | 0 |
MERCURY ECOMMERCE ACQUISITION CORP | COMMON STOCK | 589381102 | 1,960 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
MFA FINANCIAL INC | CONVERTIBLE BOND | 55272XAA0 | 17,914 | 17,225,000 | PRN | DFND | 1,2 | 17,225,000 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 34,002 | 2,358,000 | SH | DFND | 1,2 | 2,358,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | CONVERTIBLE BOND | 595017AU8 | 1,709 | 1,376,000 | PRN | DFND | 1,2 | 1,376,000 | 0 | 0 | |
MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC | COMMON STOCK | 60436Q100 | 2,743 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | |
MONTEREY BIO ACQUISITION CORP | COMMON STOCK | 61240F108 | 1,481 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
MOTIVE CAPITAL CORP II | COMMON STOCK | G6293R122 | 997 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
MOUNT RAINIER ACQUISITION CORP | COMMON STOCK | 623006202 | 4,068 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
MOUNTAIN & CO I ACQUISITION CORP | COMMON STOCK | G6301J104 | 3,000 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
MOUNTAIN & CO I ACQUISITION CORP | WARRANT | G6301J112 | 94 | 150,000 | SH | Call | DFND | 1,2 | 150,000 | 0 | 0 |
MOUNTAIN CREST ACQUISITION CORP V | COMMON STOCK | 62404B107 | 732 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
MOUNTAIN CREST ACQUISITION CORP V | RIGHT | 62404B115 | 26 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
MR COOPER GROUP INC | COMMON STOCK | 62482R107 | 62,718 | 1,507,286 | SH | DFND | 1,2 | 1,507,286 | 0 | 0 | |
MR COOPER GROUP INC | COMMON STOCK | 62482R107 | 41,610 | 1,000,000 | SH | Call | DFND | 1,2 | 1,000,000 | 0 | 0 |
NABORS ENERGY TRANSITION CORP | COMMON STOCK | 629567207 | 2,030 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
NABORS INDUSTRIES LTD | CONVERTIBLE BOND | 62957HAB1 | 3,608 | 4,101,000 | PRN | DFND | 1,2 | 4,101,000 | 0 | 0 | |
NEW MOUNTAIN FINANCE CORP | CONVERTIBLE BOND | 647551AC4 | 17,475 | 16,467,000 | PRN | DFND | 1,2 | 16,467,000 | 0 | 0 | |
NEW RELIC INC | CONVERTIBLE BOND | 64829BAB6 | 8,477 | 7,101,000 | PRN | DFND | 1,2 | 7,101,000 | 0 | 0 | |
NEW YORK COMMUNITY BANCORP INC | CONVERTIBLE PRFD | 64944P307 | 4,635 | 87,636 | SH | DFND | 1,2 | 87,636 | 0 | 0 | |
NEW YORK MORTGAGE TRUST INC | CONVERTIBLE BOND | 649604AD7 | 11,182 | 11,066,000 | PRN | DFND | 1,2 | 11,066,000 | 0 | 0 | |
NICE LTD | CONVERTIBLE BOND | 653656AB4 | 10,626 | 8,715,000 | PRN | DFND | 1,2 | 8,715,000 | 0 | 0 | |
NMI HOLDINGS INC | COMMON STOCK | 629209305 | 116,242 | 5,320,000 | SH | DFND | 1,2 | 5,320,000 | 0 | 0 | |
NOBLE CORP | COMMON STOCK | G6610J209 | 495 | 19,979 | SH | DFND | 1,2 | 19,979 | 0 | 0 | |
NORTHERN LIGHTS ACQUISITION CORP | COMMON STOCK | 66538L105 | 1,510 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
NORTHVIEW ACQUISITION CORP | COMMON STOCK | 66718N202 | 7,537 | 750,000 | SH | DFND | 1,2 | 750,000 | 0 | 0 | |
NRG ENERGY INC | CONVERTIBLE BOND | 629377CG5 | 2,502 | 2,101,000 | PRN | DFND | 1,2 | 2,101,000 | 0 | 0 | |
NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 | 2,712 | 2,815,000 | PRN | DFND | 1,2 | 2,815,000 | 0 | 0 | |
NUVASIVE INC | CONVERTIBLE BOND | 670704AL9 | 4,407 | 4,386,000 | PRN | DFND | 1,2 | 4,386,000 | 0 | 0 | |
OAKTREE ACQUISITION CORP II | WARRANT | G6715X111 | 4,946 | 4,666,667 | SH | Call | DFND | 1,2 | 4,666,667 | 0 | 0 |
OAKTREE SPECIALTY LENDING CORP | COMMON STOCK | 67401P108 | 33,498 | 4,490,368 | SH | DFND | 1,2 | 4,490,368 | 0 | 0 | |
OCA ACQUISITION CORP | COMMON STOCK | 670865104 | 1,030 | 103,920 | SH | DFND | 1,2 | 103,920 | 0 | 0 | |
OCWEN FINANCIAL CORP | COMMON STOCK | 675746606 | 30,252 | 756,870 | SH | DFND | 1,2 | 756,870 | 0 | 0 | |
OKTA INC | CONVERTIBLE BOND | 679295AF2 | 3,470 | 2,904,000 | PRN | DFND | 1,2 | 2,904,000 | 0 | 0 | |
OMNILIT ACQUISITION CORP | COMMON STOCK | 68218C207 | 1,407 | 140,000 | SH | DFND | 1,2 | 140,000 | 0 | 0 | |
ONYX ACQUISITION CO I | COMMON STOCK | G6755Q109 | 2,973 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
OSIRIS ACQUISITION CORP | COMMON STOCK | 68829A103 | 1,452 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
OXBRIDGE ACQUISITION CORP | COMMON STOCK | G6855L109 | 2,472 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
PACIFICO ACQUISITION CORP | COMMON STOCK | 69512X103 | 2,225 | 225,000 | SH | DFND | 1,2 | 225,000 | 0 | 0 | |
PAMPA ENERGIA SA | COMMON STOCK | 697660207 | 17,500 | 829,000 | SH | DFND | 1,2 | 829,000 | 0 | 0 | |
PAR PACIFIC HOLDINGS INC | COMMON STOCK | 69888T207 | 36,442 | 2,210,000 | SH | DFND | 1,2 | 2,210,000 | 0 | 0 | |
PARABELLUM ACQUISITION CORP | COMMON STOCK | 69901P109 | 1,950 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
PARATEK PHARMACEUTICALS INC | CONVERTIBLE BOND | 699374AB0 | 3,590 | 3,891,000 | PRN | DFND | 1,2 | 3,891,000 | 0 | 0 | |
PARSEC CAPITAL ACQUISITIONS CORP | COMMON STOCK | 70184A108 | 743 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
PEBBLEBROOK HOTEL TRUST | CONVERTIBLE BOND | 70509VAA8 | 4,434 | 4,009,000 | PRN | DFND | 1,2 | 4,009,000 | 0 | 0 | |
PEGASYSTEMS INC | CONVERTIBLE BOND | 705573AB9 | 3,763 | 3,546,000 | PRN | DFND | 1,2 | 3,546,000 | 0 | 0 | |
PENNYMAC MORTGAGE INVESTMENT TRUST | CONVERTIBLE BOND | 70932AAD5 | 13,425 | 13,375,000 | PRN | DFND | 1,2 | 13,375,000 | 0 | 0 | |
PERCEPTION CAPITAL CORP II | COMMON STOCK | G7007D102 | 1,486 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
PERCEPTION CAPITAL CORP II | WARRANT | G7007D110 | 33 | 75,000 | SH | Call | DFND | 1,2 | 75,000 | 0 | 0 |
PERSHING SQUARE TONTINE HOLDINGS LTD | COMMON STOCK | 71531R109 | 1,972 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 97,092 | 8,842,639 | SH | DFND | 1,2 | 8,842,639 | 0 | 0 | |
PG&E CORP | COMMON STOCK | 69331C108 | 364,200 | 30,000,000 | SH | DFND | 1,2 | 30,000,000 | 0 | 0 | |
PHOENIX BIOTECH ACQUISITION CORP | COMMON STOCK | 71902K105 | 1,982 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
PHOENIX BIOTECH ACQUISITION CORP | WARRANT | 71902K113 | 42 | 100,000 | SH | Call | DFND | 1,2 | 100,000 | 0 | 0 |
PINDUODUO INC | CONVERTIBLE BOND | 722304AC6 | 4,752 | 5,248,000 | PRN | DFND | 1,2 | 5,248,000 | 0 | 0 | |
PONO CAPITAL CORP | COMMON STOCK | 732450101 | 2,492 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
PRECIGEN INC | CONVERTIBLE BOND | 46122TAA0 | 23,527 | 29,429,000 | PRN | DFND | 1,2 | 29,429,000 | 0 | 0 | |
PRETIUM RESOURCES INC | CONVERTIBLE BOND | 74139CAB8 | 8,859 | 8,804,000 | PRN | DFND | 1,2 | 8,804,000 | 0 | 0 | |
PROOF ACQUISITION CORP I | COMMON STOCK | 74349W203 | 750 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
PURE STORAGE INC | CONVERTIBLE BOND | 74624MAB8 | 1,983 | 1,483,000 | PRN | DFND | 1,2 | 1,483,000 | 0 | 0 | |
PYROPHYTE ACQUISITION CORP | COMMON STOCK | G7308P101 | 991 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
PYROPHYTE ACQUISITION CORP | WARRANT | G7308P127 | 28 | 50,000 | SH | Call | DFND | 1,2 | 50,000 | 0 | 0 |
QUOTIENT TECHNOLOGY INC | CONVERTIBLE BOND | 749119AB9 | 5,548 | 5,562,000 | PRN | DFND | 1,2 | 5,562,000 | 0 | 0 | |
RADIUS HEALTH INC | CONVERTIBLE BOND | 750469AA6 | 3,551 | 3,652,000 | PRN | DFND | 1,2 | 3,652,000 | 0 | 0 | |
REDWOOD TRUST INC | CONVERTIBLE BOND | 749772AD1 | 16,231 | 15,797,000 | PRN | DFND | 1,2 | 15,797,000 | 0 | 0 | |
REDWOOD TRUST INC | CONVERTIBLE BOND | 758075AC9 | 8,318 | 8,071,000 | PRN | DFND | 1,2 | 8,071,000 | 0 | 0 | |
REDWOOD TRUST INC | CONVERTIBLE BOND | 758075AD7 | 1,659 | 1,637,000 | PRN | DFND | 1,2 | 1,637,000 | 0 | 0 | |
RESERVOIR MEDIA INC | COMMON STOCK | 76119X105 | 6,715 | 849,000 | SH | DFND | 1,2 | 849,000 | 0 | 0 | |
RIGEL RESOURCE ACQUISITION CORP | COMMON STOCK | G7573M106 | 3,430 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
RIGEL RESOURCE ACQUISITION CORP | WARRANT | G7573M114 | 105 | 175,000 | SH | Call | DFND | 1,2 | 175,000 | 0 | 0 |
RINGCENTRAL INC | CONVERTIBLE BOND | 76680RAH0 | 2,666 | 2,995,000 | PRN | DFND | 1,2 | 2,995,000 | 0 | 0 | |
RIVERVIEW ACQUISITION CORP | COMMON STOCK | 769395104 | 991 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ROC ENERGY ACQUISITION CORP | COMMON STOCK | 77118V108 | 3,940 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ROC ENERGY ACQUISITION CORP | RIGHT | 77118V116 | 124 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ROTH CH ACQUISITION IV CO | COMMON STOCK | 77867P104 | 1,980 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
RUNWAY GROWTH FINANCE CORP | COMMON STOCK | 78163D100 | 256,139 | 19,979,676 | SH | DFND | 1,2 | 19,979,676 | 0 | 0 | |
SAGALIAM ACQUISITION CORP | COMMON STOCK | 78661R205 | 7,017 | 700,000 | SH | DFND | 1,2 | 700,000 | 0 | 0 | |
SANABY HEALTH ACQUISITION CORP I | COMMON STOCK | 79956P102 | 3,473 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 4,817 | 5,211,000 | PRN | DFND | 1,2 | 5,211,000 | 0 | 0 | |
SEAPORT GLOBAL ACQUISITION II CORP | COMMON STOCK | 81221H105 | 494 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
SEMPER PARATUS ACQUISITION CORP | COMMON STOCK | G8028L123 | 1,266 | 125,000 | SH | DFND | 1,2 | 125,000 | 0 | 0 | |
SFL CORP LTD | CONVERTIBLE BOND | 824689AG8 | 19,286 | 18,930,000 | PRN | DFND | 1,2 | 18,930,000 | 0 | 0 | |
SHELTER ACQUISITION CORP I | COMMON STOCK | 822821104 | 486 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
SHOPIFY INC | CONVERTIBLE BOND | 82509LAA5 | 1,266 | 1,011,000 | PRN | DFND | 1,2 | 1,011,000 | 0 | 0 | |
SHOULDERUP TECHNOLOGY ACQUISITION CORP | COMMON STOCK | 82537G203 | 1,767 | 175,000 | SH | DFND | 1,2 | 175,000 | 0 | 0 | |
SIERRA LAKE ACQUISITION CORP | COMMON STOCK | 826332108 | 2,445 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
SIZZLE ACQUISITION CORP | COMMON STOCK | 83014E208 | 254 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
SOAR TECHNOLOGY ACQUISITION CORP | COMMON STOCK | G82472112 | 2,527 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
SOFTWARE ACQUISITION GROUP INC III | COMMON STOCK | 83407J103 | 1,972 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
SORRENTO THERAPEUTICS INC | COMMON STOCK | 83587F202 | 697 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
SPLUNK INC | CONVERTIBLE BOND | 848637AD6 | 8,699 | 7,881,000 | PRN | DFND | 1,2 | 7,881,000 | 0 | 0 | |
SPREE ACQUISITION CORP 1 LTD | COMMON STOCK | G83745110 | 3,514 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
SPRINGWATER SPECIAL SITUATIONS CORP | COMMON STOCK | 85205U107 | 2,441 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
SQUARE INC | CONVERTIBLE BOND | 852234AJ2 | 3,909 | 3,793,000 | PRN | DFND | 1,2 | 3,793,000 | 0 | 0 | |
SSR MINING INC | CONVERTIBLE BOND | 784730AB9 | 2,920 | 2,342,000 | PRN | DFND | 1,2 | 2,342,000 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 589,266 | 25,993,242 | SH | DFND | 1,2 | 25,993,242 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CONVERTIBLE BOND | 85571BAH8 | 7,669 | 7,291,000 | PRN | DFND | 1,2 | 7,291,000 | 0 | 0 | |
STATE STREET CORP | ETF | 78462F103 | 299,225 | 630,000 | SH | Put | DFND | 1,2 | 630,000 | 0 | 0 |
SUNOPTA INC | COMMON STOCK | 8676EP108 | 144,046 | 20,726,126 | SH | DFND | 1,2 | 20,726,126 | 0 | 0 | |
SUPER MICRO COMPUTER INC | COMMON STOCK | 86800U104 | 57,706 | 1,313,000 | SH | DFND | 1,2 | 1,313,000 | 0 | 0 | |
SUPERNUS PHARMACEUTICALS INC | CONVERTIBLE BOND | 868459AD0 | 19,714 | 19,901,000 | PRN | DFND | 1,2 | 19,901,000 | 0 | 0 | |
TABULA RASA HEALTHCARE INC | CONVERTIBLE BOND | 873379AA9 | 5,144 | 6,189,000 | PRN | DFND | 1,2 | 6,189,000 | 0 | 0 | |
TASTEMAKER ACQUISITION CORP | COMMON STOCK | 876545104 | 1,483 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
TEEKAY CORP | CONVERTIBLE BOND | 87900YAE3 | 1,606 | 1,602,000 | PRN | DFND | 1,2 | 1,602,000 | 0 | 0 | |
TELECOM ARGENTINA SA | COMMON STOCK | 879273209 | 11,324 | 2,220,500 | SH | DFND | 1,2 | 2,220,500 | 0 | 0 | |
THERAVANCE BIOPHARMA INC | CONVERTIBLE BOND | 88339KAA0 | 7,287 | 7,509,000 | PRN | DFND | 1,2 | 7,509,000 | 0 | 0 | |
THRIVE ACQUISITION CORP | COMMON STOCK | G7158C101 | 1,981 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
THUNDER BRIDGE CAPITAL PARTNERS IV INC | COMMON STOCK | 88605L107 | 1,464 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
TILRAY INC | CONVERTIBLE BOND | 88688TAB6 | 15,004 | 15,214,000 | PRN | DFND | 1,2 | 15,214,000 | 0 | 0 | |
TKB CRITICAL TECHNOLOGIES 1 | COMMON STOCK | G88935112 | 246 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
TLGY ACQUISITION CORP | COMMON STOCK | G8656T117 | 1,006 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
TORM PLC | COMMON STOCK | G89479102 | 424,974 | 53,812,988 | SH | DFND | 1,2 | 53,812,988 | 0 | 0 | |
TPB ACQUISITION CORP I | COMMON STOCK | G8990L101 | 1,450 | 148,000 | SH | DFND | 1,2 | 148,000 | 0 | 0 | |
TRANSOCEAN LTD | CONVERTIBLE BOND | 893830BJ7 | 7,106 | 7,841,000 | PRN | DFND | 1,2 | 7,841,000 | 0 | 0 | |
TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK | 893870204 | 8,718 | 1,963,575 | SH | DFND | 1,2 | 1,963,575 | 0 | 0 | |
TRAVERE THERAPEUTICS INC | CONVERTIBLE BOND | 761299AB2 | 10,281 | 9,310,000 | PRN | DFND | 1,2 | 9,310,000 | 0 | 0 | |
TRINE II ACQUISITION CORP | COMMON STOCK | G9059F100 | 985 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
TRINE II ACQUISITION CORP | WARRANT | G9059F118 | 30 | 50,000 | SH | Call | DFND | 1,2 | 50,000 | 0 | 0 |
TRIP.COM GROUP LTD | CONVERTIBLE BOND | 22943FAM2 | 4,668 | 4,899,000 | PRN | DFND | 1,2 | 4,899,000 | 0 | 0 | |
TWITTER INC | CONVERTIBLE BOND | 90184LAF9 | 6,427 | 5,886,000 | PRN | DFND | 1,2 | 5,886,000 | 0 | 0 | |
TWO HARBORS INVESTMENT CORP | CONVERTIBLE BOND | 90187BAA9 | 4,487 | 4,457,000 | PRN | DFND | 1,2 | 4,457,000 | 0 | 0 | |
UBER TECHNOLOGIES INC | CONVERTIBLE BOND | 90353TAJ9 | 1,844 | 1,870,000 | PRN | DFND | 1,2 | 1,870,000 | 0 | 0 | |
UNITI GROUP INC | COMMON STOCK | 91325V108 | 47,600 | 3,397,592 | SH | DFND | 1,2 | 3,397,592 | 0 | 0 | |
US WELL SERVICES INC | WARRANT | 91274U119 | 112 | 1,500,000 | SH | Call | DFND | 1,2 | 1,500,000 | 0 | 0 |
VAHANNA TECH EDGE ACQUISITION I CORP | COMMON STOCK | G9320Z125 | 503 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
VAIL RESORTS INC | CONVERTIBLE BOND | 91879QAN9 | 6,166 | 5,759,000 | PRN | DFND | 1,2 | 5,759,000 | 0 | 0 | |
VALARIS LTD | COMMON STOCK | G9460G101 | 38,886 | 1,080,184 | SH | DFND | 1,2 | 1,080,184 | 0 | 0 | |
VALE SA | COMMON STOCK | 91912E105 | 107,505 | 7,668,042 | SH | DFND | 1,2 | 7,668,042 | 0 | 0 | |
VEECO INSTRUMENTS INC | CONVERTIBLE BOND | 922417AD2 | 8,556 | 8,358,000 | PRN | DFND | 1,2 | 8,358,000 | 0 | 0 | |
VEON LTD | COMMON STOCK | 91822M106 | 2,167 | 1,267,678 | SH | DFND | 1,2 | 1,267,678 | 0 | 0 | |
VISION SENSING ACQUISITION CORP | COMMON STOCK | 92838J103 | 1,486 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
VISION SENSING ACQUISITION CORP | WARRANT | 92838J111 | 45 | 112,500 | SH | Call | DFND | 1,2 | 112,500 | 0 | 0 |
VISTA OIL & GAS SAB DE CV | COMMON STOCK | 92837L109 | 17,135 | 3,215,002 | SH | DFND | 1,2 | 3,215,002 | 0 | 0 | |
VISTRA CORP | COMMON STOCK | 92840M102 | 658,048 | 28,899,812 | SH | DFND | 1,2 | 28,899,812 | 0 | 0 | |
VMG CONSUMER ACQUISITION CORP | COMMON STOCK | 91842V201 | 2,029 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
WAVERLEY CAPITAL ACQUISITION CORP 1 | COMMON STOCK | G06536109 | 970 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
WEATHERFORD INTERNATIONAL PLC | COMMON STOCK | G48833118 | 169,339 | 6,108,916 | SH | DFND | 1,2 | 6,108,916 | 0 | 0 | |
WEIBO CORP | CONVERTIBLE BOND | 948596AC5 | 9,260 | 9,449,000 | PRN | DFND | 1,2 | 9,449,000 | 0 | 0 | |
WELLS FARGO & CO | CONVERTIBLE PRFD | 949746804 | 9,564 | 6,417 | SH | DFND | 1,2 | 6,417 | 0 | 0 | |
WELSBACH TECHNOLOGY METALS ACQUISITION CORP | COMMON STOCK | 950415208 | 4,513 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
WESTERN DIGITAL CORP | CONVERTIBLE BOND | 958102AP0 | 17,345 | 17,100,000 | PRN | DFND | 1,2 | 17,100,000 | 0 | 0 | |
WILLIAMS ROWLAND ACQUISITION CORP | COMMON STOCK | 96951B102 | 1,480 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
WINVEST ACQUISITION CORP | COMMON STOCK | 97655B109 | 2,949 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
WINVEST ACQUISITION CORP | WARRANT | 97655B117 | 58 | 299,900 | SH | Call | DFND | 1,2 | 299,900 | 0 | 0 |
WIX.COM LTD | CONVERTIBLE BOND | 92940WAD1 | 1,795 | 2,000,000 | PRN | DFND | 1,2 | 2,000,000 | 0 | 0 | |
WORLD QUANTUM GROWTH ACQUISITION CORP | COMMON STOCK | G5596W101 | 981 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
XP INC | COMMON STOCK | G98239109 | 4,650 | 161,799 | SH | DFND | 1,2 | 161,799 | 0 | 0 | |
ZILLOW GROUP INC | CONVERTIBLE BOND | 98954MAH4 | 1,292 | 1,000,000 | PRN | DFND | 1,2 | 1,000,000 | 0 | 0 |