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Oaktree Capital Management

Filed: 16 May 22, 4:14pm

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 STOCKG8707610849150,000SH DFND1,250,00000
8I ACQUISITION 2 CORPCOMMON STOCKG2956R103984100,000SH DFND1,2100,00000
A SPAC I ACQUISITION CORPCOMMON STOCKG0542S1062,856290,000SH DFND1,2290,00000
A SPAC I ACQUISITION CORPRIGHTG0542S11424145,000SH DFND1,2145,00000
A SPAC I ACQUISITION CORPWARRANTG0542S13013108,750SHCallDFND1,2108,75000
ACCRETION ACQUISITION CORPCOMMON STOCK00438Y1071,960200,000SH DFND1,2200,00000
ACHARI VENTURES HOLDINGS CORP ICOMMON STOCK00444X1011,990200,000SH DFND1,2200,00000
ACRES COMMERCIAL REALTY CORPCONVERTIBLE BOND76120WAC829,24129,021,000PRN DFND1,229,021,00000
AETHERIUM ACQUISITION CORPCOMMON STOCK00809J1011,976200,000SH DFND1,2200,00000
AFYA LTDCOMMON STOCKG0112510622,2781,546,069SH DFND1,21,546,06900
AGRICO ACQUISITION CORPCOMMON STOCKG410891062,022200,000SH DFND1,2200,00000
AIB ACQUISITION CORPCOMMON STOCKG0R45S1091,976200,000SH DFND1,2200,00000
AIRBNB INCCONVERTIBLE BOND009066AB74,3594,486,000PRN DFND1,24,486,00000
AKAMAI TECHNOLOGIES INCCONVERTIBLE BOND00971TAL58,3257,211,000PRN DFND1,27,211,00000
ALARM.COM HOLDINGS INCCONVERTIBLE BOND011642AB13,5874,220,000PRN DFND1,24,220,00000
ALLY FINANCIAL INCCOMMON STOCK02005N100298,9116,874,687SH DFND1,26,874,68700
ALPHA HEALTHCARE ACQUISITION CORP IIICOMMON STOCK02073F1041,948200,000SH DFND1,2200,00000
ALPHA STAR ACQUISITION CORPCOMMON STOCKG0230C1083,956400,000SH DFND1,2400,00000
ALPHA STAR ACQUISITION CORPRIGHTG0230C13280400,000SH DFND1,2400,00000
ALPHA STAR ACQUISITION CORPWARRANTG0230C11628400,000SHCallDFND1,2400,00000
ALPINE ACQUISITION CORPCOMMON STOCK02083L1093,528350,000SH DFND1,2350,00000
ALSET CAPITAL ACQUISITION CORPCOMMON STOCK02115M1097,248735,000SH DFND1,2735,00000
ALSET CAPITAL ACQUISITION CORPRIGHT02115M125128735,000SH DFND1,2735,00000
ALSET CAPITAL ACQUISITION CORPWARRANT02115M11766367,500SHCallDFND1,2367,50000
ALSP ORCHID ACQUISITION CORP ICOMMON STOCKG0231L10774875,000SH DFND1,275,00000
ALTERYX INCCONVERTIBLE BOND02156BAD56,2586,701,000PRN DFND1,26,701,00000
ANDRETTI ACQUISITION CORPCOMMON STOCKG26735103994100,000SH DFND1,2100,00000
ANGLOGOLD ASHANTI LTDCOMMON STOCK035128206102,1134,310,421SH DFND1,24,310,42100
APOLLO COMMERCIAL REAL ESTATE FINANCE INCCONVERTIBLE BOND03762UAB114,63614,627,000PRN DFND1,214,627,00000
APOLLO COMMERCIAL REAL ESTATE FINANCE INCCONVERTIBLE BOND03762UAC918,21818,218,000PRN DFND1,218,218,00000
ARBOR RAPHA CAPITAL BIOHOLDINGS CORP ICOMMON STOCK03881F1041,001100,000SH DFND1,2100,00000
ARDMORE SHIPPING CORPCOMMON STOCKY0207T1007,2001,600,000SH DFND1,21,600,00000
ARENA FORTIFY ACQUISITION CORPCOMMON STOCK04005A10450050,000SH DFND1,250,00000
ARGUS CAPITAL CORPCOMMON STOCK04026L105998100,000SH DFND1,2100,00000
ARISZ ACQUISITION CORPCOMMON STOCK0404501081,962200,000SH DFND1,2200,00000
ARMADA ACQUISITION CORP ICOMMON STOCK04208V1032,455250,000SH DFND1,2250,00000
AROGO CAPITAL ACQUISITION CORPCOMMON STOCK0426441042,982300,000SH DFND1,2300,00000
ASCENDANT DIGITAL ACQUISITION CORP IIICOMMON STOCKG051571053,003300,000SH DFND1,2300,00000
ATHENA CONSUMER ACQUISITION CORPCOMMON STOCK04684M106998100,000SH DFND1,2100,00000
ATLANTIC COASTAL ACQUISITION CORP IICOMMON STOCK04845A1082,480250,000SH DFND1,2250,00000
AURORA TECHNOLOGY ACQUISITION CORPCOMMON STOCKG069841199,367950,000SH DFND1,2950,00000
AURORA TECHNOLOGY ACQUISITION CORPWARRANTG0698412776950,000SHCallDFND1,2950,00000
AVALON ACQUISITION INCCOMMON STOCK05338E1013,735375,000SH DFND1,2375,00000
AXIOS SUSTAINABLE GROWTH ACQUISITION CORPCOMMON STOCKG0703K1085,982600,000SH DFND1,2600,00000
AZUL SACOMMON STOCK05501U10657,4283,815,824SH DFND1,23,815,82400
BANCO BRADESCO SACOMMON STOCK05946030341,7288,993,204SH DFND1,28,993,20400
BANK OF AMERICA CORPCONVERTIBLE PRFD06050568214,58711,114SH DFND1,211,11400
BANYAN ACQUISITION CORPCOMMON STOCK06690B1071,986200,000SH DFND1,2200,00000
BATTALION OIL CORPCOMMON STOCK07134L10755,9243,009,912SH DFND1,23,009,91200
BEARD ENERGY TRANSITION ACQUISITION CORPCOMMON STOCK07402Q1012,971300,000SH DFND1,2300,00000
BEL FUSE INCCOMMON STOCK0773472011,50371,613SH DFND1,271,61300
BEL FUSE INCCOMMON STOCK0773473008,254462,679SH DFND1,2462,67900
BELONG ACQUISITION CORPCOMMON STOCK08069M1021,954200,000SH DFND1,2200,00000
BENEFITFOCUS INCCONVERTIBLE BOND08180DAB21,9372,009,000PRN DFND1,22,009,00000
BERRY CORPCOMMON STOCK08579X101133,26512,913,313SH DFND1,212,913,31300
BIOMARIN PHARMACEUTICAL INCCONVERTIBLE BOND09061GAH43,5073,500,000PRN DFND1,23,500,00000
BIOPLUS ACQUISITION CORPCOMMON STOCKG11217117988100,000SH DFND1,2100,00000
BLACK MOUNTAIN ACQUISITION CORPCOMMON STOCK09216A1081,986200,000SH DFND1,2200,00000
BLACKROCK CAPITAL INVESTMENT CORPCONVERTIBLE BOND092533AC26,7716,709,000PRN DFND1,26,709,00000
BLACKSTONE MORTGAGE TRUST INCCONVERTIBLE BOND09257WAB617,22717,142,000PRN DFND1,217,142,00000
BLACKSTONE MORTGAGE TRUST INCCONVERTIBLE BOND09257WAC416,68116,338,000PRN DFND1,216,338,00000
BLOCKCHAIN COINVESTORS ACQUISITION CORP ICOMMON STOCKG117651071,986200,000SH DFND1,2200,00000
BLOCKCHAIN MOON ACQUISITION CORPCOMMON STOCK09370F1092,714275,000SH DFND1,2275,00000
BLUE WORLD ACQUISITION CORPCOMMON STOCKG1263E1025,434550,000SH DFND1,2550,00000
BLUE WORLD ACQUISITION CORPRIGHTG1263E11078550,000SH DFND1,2550,00000
BROAD CAPITAL ACQUISITION CORPCOMMON STOCK11125B1025,450550,000SH DFND1,2550,00000
BULLPEN PARLAY ACQUISITION COCOMMON STOCKG1792A1001,974200,000SH DFND1,2200,00000
BURLINGTON STORES INCCONVERTIBLE BOND122017AB21,6011,396,000PRN DFND1,21,396,00000
BURTECH ACQUISITION CORPCOMMON STOCK1230131045,934600,000SH DFND1,2600,00000
CABLE ONE INCCONVERTIBLE BOND12685JAE53,0733,500,000PRN DFND1,23,500,00000
CANNA-GLOBAL ACQUISITION CORPCOMMON STOCK13767K10110,4891,051,041SH DFND1,21,051,04100
CASCADIA ACQUISITION CORPCOMMON STOCK14739D1001,462150,000SH DFND1,2150,00000
CBL & ASSOCIATES PROPERTIES INCCOMMON STOCK124830878150,2974,569,701SH DFND1,24,569,70100
CEMEX SAB DE CVCOMMON STOCK151290889134,33725,394,558SH DFND1,225,394,55800
CENAQ ENERGY CORPCOMMON STOCK15130M1023,000300,000SH DFND1,2300,00000
CHARDAN NEXTECH ACQUISITION 2 CORPCOMMON STOCK1595611092,265225,000SH DFND1,2225,00000
CHAVANT CAPITAL ACQUISITION CORPCOMMON STOCKG2058L10374475,000SH DFND1,275,00000
CHEGG INCCONVERTIBLE BOND163092AF614,96318,204,000PRN DFND1,218,204,00000
CHESAPEAKE ENERGY CORPCOMMON STOCK165167735957,10011,001,153SH DFND1,211,001,15300
CHESAPEAKE ENERGY CORPWARRANT1651671644,84275,810SHCallDFND1,275,81000
CHESAPEAKE ENERGY CORPWARRANT1651671728,928150,000SHCallDFND1,2150,00000
CHESAPEAKE ENERGY CORPWARRANT16516718044,908808,001SHCallDFND1,2808,00100
CIVITAS RESOURCES INCCOMMON STOCK17888H10371,6521,200,000SH DFND1,21,200,00000
CLEAN EARTH ACQUISITIONS CORPCOMMON STOCK1844932033,012300,000SH DFND1,2300,00000
CLOVER LEAF CAPITAL CORPCOMMON STOCK18915E1052,014200,000SH DFND1,2200,00000
COLOMBIER ACQUISITION CORPCOMMON STOCK19533H10848350,000SH DFND1,250,00000
CONCORD ACQUISITION CORP IIICOMMON STOCK20607V10624825,000SH DFND1,225,00000
CONSILIUM ACQUISITION CORP I LTDCOMMON STOCKG2365L1013,904400,000SH DFND1,2400,00000
COUNTER PRESS ACQUISITION CORPCOMMON STOCKG2542B1091,008100,000SH DFND1,2100,00000
COUPA SOFTWARE INCCONVERTIBLE BOND22266LAF34,8535,751,000PRN DFND1,25,751,00000
CREDICORP LTDCOMMON STOCKG2519Y10857,166332,612SH DFND1,2332,61200
CRYPTO 1 ACQUISITION CORPCOMMON STOCKG3168A1021,978200,000SH DFND1,2200,00000
CVENT HOLDING CORPCOMMON STOCK12667710335,9505,000,000SH DFND1,25,000,00000
CYBERARK SOFTWARE LTDCONVERTIBLE BOND23248VAB14,9774,000,000PRN DFND1,24,000,00000
DEEP MEDICINE ACQUISITION CORPCOMMON STOCK2437331024,228425,000SH DFND1,2425,00000
DEXCOM INCCONVERTIBLE BOND252131AK34,3293,775,000PRN DFND1,23,775,00000
DIGITAL HEALTH ACQUISITION CORPCOMMON STOCK2538931015,002500,000SH DFND1,2500,00000
DIGITALBRIDGE GROUP INCCONVERTIBLE BOND19624RAA418,50618,211,000PRN DFND1,218,211,00000
DIRECT SELLING ACQUISITION CORPCOMMON STOCK25460L1033,500350,000SH DFND1,2350,00000
DISH NETWORK CORPCONVERTIBLE BOND25470MAB536,62440,604,000PRN DFND1,240,604,00000
DISH NETWORK CORPCONVERTIBLE BOND25470MAD121,47622,878,000PRN DFND1,222,878,00000
DOCUSIGN INCCONVERTIBLE BOND256163AD86,0006,384,000PRN DFND1,26,384,00000
DROPBOX INCCONVERTIBLE BOND26210CAC84,9315,257,000PRN DFND1,25,257,00000
DTRT HEALTH ACQUISITION CORPCOMMON STOCK23344T1031,504150,000SH DFND1,2150,00000
DUET ACQUISITION CORPCOMMON STOCK26431Q1064,945500,000SH DFND1,2500,00000
EAGLE BULK SHIPPING INCCOMMON STOCKY2187A150257,5623,781,561SH DFND1,23,781,56100
EAGLE BULK SHIPPING INCCONVERTIBLE BOND269442AA779,90340,495,000PRN DFND1,240,495,00000
ENERGEM CORPCOMMON STOCKG304491054,000400,000SH DFND1,2400,00000
ENPHASE ENERGY INCCONVERTIBLE BOND29355AAK34,2494,070,000PRN DFND1,24,070,00000
ESGEN ACQUISITION CORPCOMMON STOCKG3R95N10375075,000SH DFND1,275,00000
EVEREST CONSOLIDATOR ACQUISITION CORPCOMMON STOCK29978K1021,992200,000SH DFND1,2200,00000
EVERGREEN CORPCOMMON STOCKG3312W1254,518450,000SH DFND1,2450,00000
EXACT SCIENCES CORPCONVERTIBLE BOND30063PAB13,1333,305,000PRN DFND1,23,305,00000
EZCORP INCCONVERTIBLE BOND302301AE610,98812,374,000PRN DFND1,212,374,00000
FASTLY INCCONVERTIBLE BOND31188VAB615,07220,057,000PRN DFND1,220,057,00000
FAT PROJECTS ACQUISITION CORPCOMMON STOCKG3400W1022,072210,000SH DFND1,2210,00000
FINANCIAL STRATEGIES ACQUISITION CORPCOMMON STOCK31772T1073,964400,000SH DFND1,2400,00000
FINNOVATE ACQUISITION CORPCOMMON STOCKG3R34K1032,180220,000SH DFND1,2220,00000
FINTECH ECOSYSTEM DEVELOPMENT CORPCOMMON STOCK3181361084,473450,000SH DFND1,2450,00000
FINTECH EVOLUTION ACQUISITION GROUPCOMMON STOCKG3R19A1041,470150,000SH DFND1,2150,00000
FIRST LIGHT ACQUISITION GROUP INCCOMMON STOCK3207031012,967300,000SH DFND1,2300,00000
FIVERR INTERNATIONAL LTDCONVERTIBLE BOND33835LAA32,7903,269,000PRN DFND1,23,269,00000
FORD MOTOR COCONVERTIBLE BOND345370CZ17,6836,473,000PRN DFND1,26,473,00000
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLCCOMMON STOCK34960P10152,3522,033,110SH DFND1,22,033,11000
FORTUNE RISE ACQUISITION CORPCOMMON STOCK34969G1022,761275,000SH DFND1,2275,00000
FREEPORT-MCMORAN INCCOMMON STOCK35671D857100,0492,011,458SH DFND1,22,011,45800
FRONTIER COMMUNICATIONS PARENT INCCOMMON STOCK35909D109110,2053,982,849SH DFND1,23,982,84900
FUTURE HEALTH ESG CORPCOMMON STOCK36118W1022,465250,000SH DFND1,2250,00000
FUTURETECH II ACQUISITION CORPCOMMON STOCK36119D2024,110410,000SH DFND1,2410,00000
GARDINER HEALTHCARE ACQUISITIONS CORPCOMMON STOCK3655061043,968400,000SH DFND1,2400,00000
GARRETT MOTION INCCOMMON STOCK36650510525,8343,593,111SH DFND1,23,593,11100
GARRETT MOTION INCCONVERTIBLE PRFD366505204569,26368,834,814SH DFND1,268,834,81400
GENESIS GROWTH TECH ACQUISITION CORPCOMMON STOCKG3R23D1022,005201,400SH DFND1,2201,40000
GENESIS UNICORN CAPITAL CORPCOMMON STOCK37187C2093,201320,000SH DFND1,2320,00000
GLADSTONE ACQUISITION CORPCOMMON STOCK37653T1082,516250,000SH DFND1,2250,00000
GLOBAL CONSUMER ACQUISITION CORPCOMMON STOCK37892B1085,996600,000SH DFND1,2600,00000
GLOBAL TECHNOLOGY ACQUISITION CORP ICOMMON STOCKG3934N1071,990200,000SH DFND1,2200,00000
GLOBALINK INVESTMENT INCCOMMON STOCK37892F1093,468350,000SH DFND1,2350,00000
GOGREEN INVESTMENTS CORPCOMMON STOCKG9461B1012,997300,000SH DFND1,2300,00000
GOLDENSTONE ACQUISITION LTDCOMMON STOCK38136Y2013,510350,000SH DFND1,2350,00000
GOLDMAN SACHS BDC INCCONVERTIBLE BOND38147UAB321,98921,935,000PRN DFND1,221,935,00000
GOOD WORKS II ACQUISITION CORPCOMMON STOCK38216G104984100,000SH DFND1,2100,00000
GOSSAMER BIO INCCONVERTIBLE BOND38341PAA01,3041,623,000PRN DFND1,21,623,00000
GRAF ACQUISITION CORP IVCOMMON STOCK384272100970100,000SH DFND1,2100,00000
GRANITE POINT MORTGAGE TRUST INCCONVERTIBLE BOND38741LAC15,2805,280,000PRN DFND1,25,280,00000
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP ICOMMON STOCKG4166K10049950,000SH DFND1,250,00000
GREENLIGHT CAPITAL RE LTDCONVERTIBLE BOND395366AB33,0433,209,000PRN DFND1,23,209,00000
GRUPO TELEVISA SABCOMMON STOCK40049J20627,6602,364,174SH DFND1,22,364,17400
GUARDANT HEALTH INCCONVERTIBLE BOND40131MAB52,1632,681,000PRN DFND1,22,681,00000
HAEMONETICS CORPCONVERTIBLE BOND405024AB618,21421,614,000PRN DFND1,221,614,00000
HALOZYME THERAPEUTICS INCCONVERTIBLE BOND40637HAD12,1732,481,000PRN DFND1,22,481,00000
HCM ACQUISITION CORPCOMMON STOCKG4365A1011,994200,000SH DFND1,2200,00000
HEALTH CATALYST INCCONVERTIBLE BOND42225TAB31,134997,000PRN DFND1,2997,00000
HEALTHWELL ACQUISITION CORP ICOMMON STOCK42227R109966100,000SH DFND1,2100,00000
HEARTLAND MEDIA ACQUISITION CORPCOMMON STOCK42237V108990100,000SH DFND1,2100,00000
HELIX ENERGY SOLUTIONS GROUP INCCONVERTIBLE BOND42330PAH010,27610,267,000PRN DFND1,210,267,00000
HELIX ENERGY SOLUTIONS GROUP INCCONVERTIBLE BOND42330PAJ62,7432,747,000PRN DFND1,22,747,00000
HELLO GROUP INCCONVERTIBLE BOND60879BAB310,36411,160,000PRN DFND1,211,160,00000
HERBALIFE NUTRITION LTDCONVERTIBLE BOND42703MAD52,1592,297,000PRN DFND1,22,297,00000
HERTZ GLOBAL HOLDINGS INCCOMMON STOCK42806J700327,70714,794,937SH DFND1,214,794,93700
HIMS & HERS HEALTH INCCOMMON STOCK43300010617,4363,271,279SH DFND1,23,373,43700
HNR ACQUISITION CORPCOMMON STOCK40472A2014,267425,000SH DFND1,2425,00000
HOPE BANCORP INCCONVERTIBLE BOND43940TAB521,46021,636,000PRN DFND1,221,636,00000
HORIZON GLOBAL CORPCONVERTIBLE BOND44052WAA22,3822,459,000PRN DFND1,22,459,00000
I3 VERTICALS INCCONVERTIBLE BOND44933TAB22,4122,434,000PRN DFND1,22,434,00000
ICICI BANK LTDCOMMON STOCK45104G10478,9344,167,589SH DFND1,24,167,58900
ICONIC SPORTS ACQUISITION CORPCOMMON STOCKG4712C1074,000400,000SH DFND1,2400,00000
INCEPTION GROWTH ACQUISITION LTDCOMMON STOCK45333D1043,938400,000SH DFND1,2400,00000
INDUSTRIAL HUMAN CAPITAL INCCOMMON STOCK45617P1045,010500,000SH DFND1,2500,00000
INDUSTRIAL TECH ACQUISITIONS II INCCOMMON STOCK45635R1081,986200,000SH DFND1,2200,00000
INFINERA CORPCOMMON STOCK45667G103218,27025,175,384SH DFND1,225,175,38400
INFINT ACQUISITION CORPCOMMON STOCKG478621006,000600,000SH DFND1,2600,00000
INNOVATIVE INTERNATIONAL ACQUISITION CORPCOMMON STOCKG4809M1091,000100,000SH DFND1,2100,00000
INSIGHT ACQUISITION CORP/DECOMMON STOCK45784L1001,470150,000SH DFND1,2150,00000
INSMED INCCONVERTIBLE BOND457669AB53,1873,289,000PRN DFND1,23,289,00000
INTEGRA LIFESCIENCES HOLDINGS CORPCONVERTIBLE BOND457985AM11,3731,303,000PRN DFND1,21,303,00000
INTEGRATED RAIL AND RESOURCES ACQUISITION CORPCOMMON STOCK45827R106993100,000SH DFND1,2100,00000
INTEGRATED WELLNESS ACQUISITION CORPCOMMON STOCKG4828B100997100,000SH DFND1,2100,00000
INTELLIGENT MEDICINE ACQUISITION CORPCOMMON STOCK45828D106999100,000SH DFND1,2100,00000
INTERCEPT PHARMACEUTICALS INCCONVERTIBLE BOND45845PAA66,3386,655,000PRN DFND1,26,655,00000
INTERDIGITAL INCCONVERTIBLE BOND45867GAB73,0903,000,000PRN DFND1,23,000,00000
INVACARE CORPCONVERTIBLE BOND461203AJ03,3703,893,000PRN DFND1,23,893,00000
IONIS PHARMACEUTICALS INCCONVERTIBLE BOND462222AB619,15321,246,000PRN DFND1,221,246,00000
IRONWOOD PHARMACEUTICALS INCCONVERTIBLE BOND46333XAD0834818,000PRN DFND1,2818,00000
ITAU UNIBANCO HOLDING SACOMMON STOCK465562106129,13122,614,976SH DFND1,222,614,97600
IX ACQUISITION CORPCOMMON STOCKG5000D1031,958200,000SH DFND1,2200,00000
JAZZ PHARMACEUTICALS PLCCONVERTIBLE BOND472145AD35,8785,742,000PRN DFND1,25,742,00000
JAZZ PHARMACEUTICALS PLCCONVERTIBLE BOND472145AF84,7223,879,000PRN DFND1,23,879,00000
JOYY INCCONVERTIBLE BOND98426TAD88,7889,822,000PRN DFND1,29,822,00000
JUNIPER II CORPCOMMON STOCK48203N1032,487250,000SH DFND1,2250,00000
JUPITER WELLNESS ACQUISITION CORPCOMMON STOCK48208E1084,965500,000SH DFND1,2500,00000
KAIROUS ACQUISITION CORP LTDCOMMON STOCKG521311101,486150,000SH DFND1,2150,00000
KAMAN CORPCONVERTIBLE BOND483548AF018,54617,984,000PRN DFND1,217,984,00000
KARYOPHARM THERAPEUTICS INCCONVERTIBLE BOND48576UAA43,3683,976,000PRN DFND1,23,976,00000
KEYARCH ACQUISITION CORPCOMMON STOCKG5260A1042,827290,000SH DFND1,2290,00000
KEYARCH ACQUISITION CORPRIGHTG5260A12020145,000SH DFND1,2145,00000
KILROY REALTY CORPCOMMON STOCK49427F108117,3051,535,011SH DFND1,21,535,01100
KIMBELL TIGER ACQUISITION CORPCOMMON STOCK49436K1063,009300,000SH DFND1,2300,00000
KKR REAL ESTATE FINANCE TRUST INCCONVERTIBLE BOND48251KAB616,27015,664,000PRN DFND1,215,664,00000
KNIGHTSWAN ACQUISITION CORPCOMMON STOCK4991031091,488150,000SH DFND1,2150,00000
LAKESHORE ACQUISITION II CORPCOMMON STOCKG5352N1391,754175,000SH DFND1,2175,00000
LAMF GLOBAL VENTURES CORP ICOMMON STOCKG5338L10849650,000SH DFND1,250,00000
LARKSPUR HEALTH ACQUISITION CORPCOMMON STOCK51724W1071,983200,000SH DFND1,2200,00000
LENDINGTREE INCCONVERTIBLE BOND52603BAA512,14612,169,000PRN DFND1,212,169,00000
LENDINGTREE INCCONVERTIBLE BOND52603BAD923,69428,764,000PRN DFND1,228,764,00000
LF CAPITAL ACQUISITION CORP IICOMMON STOCK50202D10249950,000SH DFND1,250,00000
LIBERTY BROADBAND CORPCOMMON STOCK53030730511,77286,999SH DFND1,286,99900
LIBERTY GLOBAL PLCCOMMON STOCKG5480U12048,5811,875,000SH DFND1,21,875,00000
LIBERTY LATIN AMERICA LTDCONVERTIBLE BOND53069QAB54,2924,707,000PRN DFND1,24,707,00000
LIBERTY RESOURCES ACQUISITION CORPCOMMON STOCK53118A1053,246325,000SH DFND1,2325,00000
LIGAND PHARMACEUTICALS INCCONVERTIBLE BOND53220KAF519,88220,353,000PRN DFND1,220,353,00000
LIMELIGHT NETWORKS INCCONVERTIBLE BOND53261MAB0847812,000PRN DFND1,2812,00000
LIONHEART III CORPCOMMON STOCK5362621082,485250,000SH DFND1,2250,00000
LIV CAPITAL ACQUISITION CORP IICOMMON STOCKG5510R10561860,000SH DFND1,260,00000
LIV CAPITAL ACQUISITION CORP IIWARRANTG5510R113845,000SHCallDFND1,245,00000
LIVEPERSON INCCONVERTIBLE BOND538146AD32,6243,291,000PRN DFND1,23,291,00000
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SACOMMON STOCK54150E1041,435250,924SH DFND1,2250,92400
MAGNACHIP SEMICONDUCTOR CORPCOMMON STOCK55933J20338,8932,300,000SH DFND1,22,300,00000
MAGNITE INCCONVERTIBLE BOND55955DAB610,41613,101,000PRN DFND1,213,101,00000
MANDIANT INCCONVERTIBLE BOND31816QAD327,59027,590,000PRN DFND1,227,590,00000
MARBLEGATE ACQUISITION CORPCOMMON STOCK56608A105985100,000SH DFND1,2100,00000
MAXPRO CAPITAL ACQUISITION CORPCOMMON STOCK57778T1063,006300,000SH DFND1,2300,00000
MERCATO PARTNERS ACQUISITION CORPCOMMON STOCK58759A1082,481250,000SH DFND1,2250,00000
MERCURY ECOMMERCE ACQUISITION CORPCOMMON STOCK5893811021,963200,000SH DFND1,2200,00000
MFA FINANCIAL INCCONVERTIBLE BOND55272XAA018,67218,408,000PRN DFND1,218,408,00000
MGIC INVESTMENT CORPCOMMON STOCK55284810331,9502,358,000SH DFND1,22,358,00000
MICROSTRATEGY INCCONVERTIBLE BOND594972AE120,56928,594,000PRN DFND1,228,594,00000
MINORITY EQUALITY OPPORTUNITIES ACQUISITION INCCOMMON STOCK60436Q1002,765275,000SH DFND1,2275,00000
MONTEREY BIO ACQUISITION CORPCOMMON STOCK61240F1081,494150,000SH DFND1,2150,00000
MOTIVE CAPITAL CORP IICOMMON STOCKG6293R106992100,000SH DFND1,2100,00000
MOUNT RAINIER ACQUISITION CORPCOMMON STOCK6230061031,497150,000SH DFND1,2150,00000
MOUNTAIN & CO I ACQUISITION CORPCOMMON STOCKG6301J1043,024300,000SH DFND1,2300,00000
MOUNTAIN CREST ACQUISITION CORP VCOMMON STOCK62404B10773775,000SH DFND1,275,00000
MR COOPER GROUP INCCOMMON STOCK62482R10743,719957,286SH DFND1,2957,28600
MURPHY CANYON ACQUISITION CORPCOMMON STOCK6266422016,060600,000SH DFND1,2600,00000
NABORS ENERGY TRANSITION CORPCOMMON STOCK6295671081,996200,000SH DFND1,2200,00000
NABORS INDUSTRIES LTDCONVERTIBLE BOND62957HAB14,9935,256,000PRN DFND1,25,256,00000
NEOGENOMICS INCCONVERTIBLE BOND64049MAB6535817,000PRN DFND1,2817,00000
NEW MOUNTAIN FINANCE CORPCONVERTIBLE BOND647551AC418,94017,879,000PRN DFND1,217,879,00000
NEW YORK COMMUNITY BANCORP INCCONVERTIBLE PRFD64944P3074,35487,636SH DFND1,287,63600
NICE LTDCONVERTIBLE BOND653656AB48,6028,159,000PRN DFND1,28,159,00000
NIO INCCONVERTIBLE BOND62914VAF35,3646,598,000PRN DFND1,26,598,00000
NMI HOLDINGS INCCOMMON STOCK629209305109,6985,320,000SH DFND1,25,320,00000
NOBLE CORPCOMMON STOCKG6610J20970019,979SH DFND1,219,97900
NORTHERN LIGHTS ACQUISITION CORPCOMMON STOCK66538L1051,518150,000SH DFND1,2150,00000
NORTHVIEW ACQUISITION CORPCOMMON STOCK66718N1037,387750,000SH DFND1,2750,00000
NORTHVIEW ACQUISITION CORPRIGHT66718N129109750,000SH DFND1,2750,00000
NRG ENERGY INCCONVERTIBLE BOND629377CG53,3353,030,000PRN DFND1,23,030,00000
NUBIA BRAND INTERNATIONAL CORPCOMMON STOCK67022R2022,551255,000SH DFND1,2255,00000
NUTANIX INCCONVERTIBLE BOND67059NAB410,00610,026,000PRN DFND1,210,026,00000
NUVASIVE INCCONVERTIBLE BOND670704AL96,1606,199,000PRN DFND1,26,199,00000
OAKTREE ACQUISITION CORP IIWARRANTG6715X1113,0334,666,667SHCallDFND1,24,666,66700
OAKTREE SPECIALTY LENDING CORPCOMMON STOCK67401P10836,9575,014,511SH DFND1,25,014,51100
OCWEN FINANCIAL CORPCOMMON STOCK67574660617,983756,870SH DFND1,2756,87000
OKTA INCCONVERTIBLE BOND679295AF23,4223,492,000PRN DFND1,23,492,00000
OMNILIT ACQUISITION CORPCOMMON STOCK68218C1081,395140,000SH DFND1,2140,00000
ONYX ACQUISITION CO ICOMMON STOCKG6755Q1092,994300,000SH DFND1,2300,00000
OSI SYSTEMS INCCONVERTIBLE BOND671044AD76,2096,129,000PRN DFND1,26,129,00000
OSIRIS ACQUISITION CORPCOMMON STOCK68829A1031,458150,000SH DFND1,2150,00000
OXBRIDGE ACQUISITION CORPCOMMON STOCKG6855L1092,500250,000SH DFND1,2250,00000
PACIFICO ACQUISITION CORPCOMMON STOCK69512X1032,244225,000SH DFND1,2225,00000
PAMPA ENERGIA SACOMMON STOCK69766020719,589829,000SH DFND1,2829,00000
PAPAYA GROWTH OPPORTUNITY CORP ICOMMON STOCK69882P1022,483250,000SH DFND1,2250,00000
PAR PACIFIC HOLDINGS INCCOMMON STOCK69888T20728,7742,210,000SH DFND1,22,210,00000
PARABELLUM ACQUISITION CORPCOMMON STOCK69901P1091,965200,000SH DFND1,2200,00000
PARATEK PHARMACEUTICALS INCCONVERTIBLE BOND699374AB01,4831,675,000PRN DFND1,21,675,00000
PARSEC CAPITAL ACQUISITIONS CORPCOMMON STOCK70184A10875075,000SH DFND1,275,00000
PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORPCOMMON STOCKG6945412550250,000SH DFND1,250,00000
PEBBLEBROOK HOTEL TRUSTCONVERTIBLE BOND70509VAA83,3772,933,000PRN DFND1,22,933,00000
PELOTON INTERACTIVE INCCONVERTIBLE BOND70614WAB61,7042,050,000PRN DFND1,22,050,00000
PENNYMAC MORTGAGE INVESTMENT TRUSTCONVERTIBLE BOND70932AAD515,11615,202,000PRN DFND1,215,202,00000
PERCEPTION CAPITAL CORP IICOMMON STOCKG7007D1021,498150,000SH DFND1,2150,00000
PERSHING SQUARE TONTINE HOLDINGS LTDCOMMON STOCK71531R1091,989100,000SH DFND1,2100,00000
PETROLEO BRASILEIRO SACOMMON STOCK71654V408132,6448,962,459SH DFND1,28,962,45900
PG&E CORPCOMMON STOCK69331C108358,20030,000,000SH DFND1,230,000,00000
PINDUODUO INCCONVERTIBLE BOND722304AC62,1552,451,000PRN DFND1,22,451,00000
PONO CAPITAL CORPCOMMON STOCK7324501012,512250,000SH DFND1,2250,00000
POWERUP ACQUISITION CORPCOMMON STOCKG7207P1113,018300,000SH DFND1,2300,00000
PRECIGEN INCCONVERTIBLE BOND46122TAA026,40232,429,000PRN DFND1,232,429,00000
PROOF ACQUISITION CORP ICOMMON STOCK74349W10474275,000SH DFND1,275,00000
PTC THERAPEUTICS INCCONVERTIBLE BOND69366JAB73,3263,269,000PRN DFND1,23,269,00000
PYROPHYTE ACQUISITION CORPCOMMON STOCKG7308P101996100,000SH DFND1,2100,00000
QUOTIENT TECHNOLOGY INCCONVERTIBLE BOND749119AB96,0616,146,000PRN DFND1,26,146,00000
RADIUS HEALTH INCCONVERTIBLE BOND750469AA63,7443,799,000PRN DFND1,23,799,00000
REDWOOD TRUST INCCONVERTIBLE BOND749772AD114,55314,803,000PRN DFND1,214,803,00000
REDWOOD TRUST INCCONVERTIBLE BOND758075AC97,9988,071,000PRN DFND1,28,071,00000
REDWOOD TRUST INCCONVERTIBLE BOND758075AD7573572,000PRN DFND1,2572,00000
REDWOODS ACQUISITION CORPCOMMON STOCK7580832084,513450,000SH DFND1,2450,00000
RELATIVITY ACQUISITION CORPCOMMON STOCK75944B2056,495645,000SH DFND1,2645,00000
RESERVOIR MEDIA INCCOMMON STOCK76119X1059,8301,000,000SH DFND1,21,000,00000
RF ACQUISITION CORPCOMMON STOCK74954L2034,012400,000SH DFND1,2400,00000
RIGEL RESOURCE ACQUISITION CORPCOMMON STOCKG7573M1063,473350,000SH DFND1,2350,00000
RINGCENTRAL INCCONVERTIBLE BOND76680RAF41,9232,200,000PRN DFND1,22,200,00000
RIVERVIEW ACQUISITION CORPCOMMON STOCK769395104978100,000SH DFND1,2100,00000
ROC ENERGY ACQUISITION CORPCOMMON STOCK77118V1083,966400,000SH DFND1,2400,00000
ROTH CH ACQUISITION IV COCOMMON STOCK77867P1041,982200,000SH DFND1,2200,00000
RUNWAY GROWTH FINANCE CORPCOMMON STOCK78163D100285,92221,054,667SH DFND1,221,054,66700
SAGALIAM ACQUISITION CORPCOMMON STOCK78661R1064,697475,000SH DFND1,2475,00000
SAGALIAM ACQUISITION CORPRIGHT78661R114123700,000SH DFND1,2700,00000
SANABY HEALTH ACQUISITION CORP ICOMMON STOCK79956P1023,500350,000SH DFND1,2350,00000
SEA LTDCONVERTIBLE BOND81141RAG57,3899,201,000PRN DFND1,29,201,00000
SEAPORT GLOBAL ACQUISITION II CORPCOMMON STOCK81221H10549550,000SH DFND1,250,00000
SFL CORP LTDCONVERTIBLE BOND824689AG817,79617,257,000PRN DFND1,217,257,00000
SHELTER ACQUISITION CORP ICOMMON STOCK82282110449050,000SH DFND1,250,00000
SHIFT4 PAYMENTS INCCONVERTIBLE BOND82452JAB54,7084,476,000PRN DFND1,24,476,00000
SHOULDERUP TECHNOLOGY ACQUISITION CORPCOMMON STOCK82537G1041,727175,000SH DFND1,2175,00000
SIERRA LAKE ACQUISITION CORPCOMMON STOCK8263321082,465250,000SH DFND1,2250,00000
SIZZLE ACQUISITION CORPCOMMON STOCK83014E10924925,000SH DFND1,225,00000
SMARTRENT INCCOMMON STOCK83193G1077,9491,571,047SH DFND1,21,571,04700
SOAR TECHNOLOGY ACQUISITION CORPCOMMON STOCKG824721122,532250,000SH DFND1,2250,00000
SOCIEDAD QUIMICA Y MINERA DE CHILE SACOMMON STOCK83363510529,659346,485SH DFND1,2346,48500
SORRENTO THERAPEUTICS INCCOMMON STOCK83587F202349150,000SH DFND1,2150,00000
SPLUNK INCCONVERTIBLE BOND848637AD67,6496,375,000PRN DFND1,26,375,00000
SPOTIFY TECHNOLOGY SACONVERTIBLE BOND84921RAB621,72925,351,000PRN DFND1,225,351,00000
SPREE ACQUISITION CORP 1 LTDCOMMON STOCKG837451023,482350,000SH DFND1,2350,00000
SPRINGWATER SPECIAL SITUATIONS CORPCOMMON STOCK85205U1072,466250,000SH DFND1,2250,00000
SSR MINING INCCONVERTIBLE BOND784730AB92,4301,742,000PRN DFND1,21,742,00000
STAR BULK CARRIERS CORPCOMMON STOCKY8162K204772,57726,021,457SH DFND1,226,021,45700
STARWOOD PROPERTY TRUST INCCONVERTIBLE BOND85571BAH811,06710,784,000PRN DFND1,210,784,00000
SUNOPTA INCCOMMON STOCK8676EP108104,04520,726,126SH DFND1,220,726,12600
SUPER MICRO COMPUTER INCCOMMON STOCK86800U10433,501880,000SH DFND1,2880,00000
SUPERNUS PHARMACEUTICALS INCCONVERTIBLE BOND868459AD019,61419,901,000PRN DFND1,219,901,00000
TABULA RASA HEALTHCARE INCCONVERTIBLE BOND873379AA97691,027,000PRN DFND1,21,027,00000
TASTEMAKER ACQUISITION CORPCOMMON STOCK8765451041,485150,000SH DFND1,2150,00000
TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORPCOMMON STOCKG871191064,482450,000SH DFND1,2450,00000
TELECOM ARGENTINA SACOMMON STOCK87927320913,3452,220,500SH DFND1,22,220,50000
THERAVANCE BIOPHARMA INCCONVERTIBLE BOND88339KAA07,1067,509,000PRN DFND1,27,509,00000
THRIVE ACQUISITION CORPCOMMON STOCKG7158C1011,000100,000SH DFND1,2100,00000
TKB CRITICAL TECHNOLOGIES 1COMMON STOCKG8893511225025,000SH DFND1,225,00000
TLGY ACQUISITION CORPCOMMON STOCKG8656T109996100,000SH DFND1,2100,00000
TORM PLCCOMMON STOCKG89479102467,66953,812,988SH DFND1,253,812,98800
TRANSOCEAN LTDCONVERTIBLE BOND893830BJ79,2319,741,000PRN DFND1,29,741,00000
TRANSPORTADORA DE GAS DEL SUR SACOMMON STOCK89387020413,7641,963,576SH DFND1,21,963,57600
TRAVERE THERAPEUTICS INCCONVERTIBLE BOND761299AB23,9983,826,000PRN DFND1,23,826,00000
TRINE II ACQUISITION CORPCOMMON STOCKG9059F100995100,000SH DFND1,2100,00000
TRIP.COM GROUP LTDCONVERTIBLE BOND22943FAM25,2095,384,000PRN DFND1,25,384,00000
TWITTER INCCONVERTIBLE BOND90184LAF94,1054,025,000PRN DFND1,24,025,00000
TWITTER INCCONVERTIBLE BOND90184LAN217,61320,857,000PRN DFND1,220,857,00000
TYLER TECHNOLOGIES INCCONVERTIBLE BOND902252AB12,3952,167,000PRN DFND1,22,167,00000
UNITI GROUP INCCOMMON STOCK91325V10846,7503,397,592SH DFND1,23,397,59200
UWM HOLDINGS CORPCOMMON STOCK91823B1094,5301,000,000SH DFND1,21,000,00000
VAHANNA TECH EDGE ACQUISITION I CORPCOMMON STOCKG9320Z10949950,000SH DFND1,250,00000
VAIL RESORTS INCCONVERTIBLE BOND91879QAN94,3494,468,000PRN DFND1,24,468,00000
VALARIS LTDCOMMON STOCKG9460G1012,59850,000SH DFND1,250,00000
VALE SACOMMON STOCK91912E105155,8587,796,846SH DFND1,27,796,84600
VEECO INSTRUMENTS INCCONVERTIBLE BOND922417AD28,7518,580,000PRN DFND1,28,580,00000
VISHAY INTERTECHNOLOGY INCCONVERTIBLE BOND928298AP32,8792,883,000PRN DFND1,22,883,00000
VISION SENSING ACQUISITION CORPCOMMON STOCK92838J1031,499150,000SH DFND1,2150,00000
VISTA OIL & GAS SAB DE CVCOMMON STOCK92837L10929,2243,215,002SH DFND1,23,215,00200
VISTRA CORPCOMMON STOCK92840M102671,92028,899,812SH DFND1,228,899,81200
WEATHERFORD INTERNATIONAL PLCCOMMON STOCKG48833118202,5946,083,916SH DFND1,26,083,91600
WEIBO CORPCONVERTIBLE BOND948596AC58,9939,200,000PRN DFND1,29,200,00000
WELLS FARGO & COCONVERTIBLE PRFD9497468047,3635,557SH DFND1,25,55700
WELSBACH TECHNOLOGY METALS ACQUISITION CORPCOMMON STOCK9504151094,443450,000SH DFND1,2450,00000
WESTERN ACQUISITION VENTURES CORPCOMMON STOCK95758L2065,005500,000SH DFND1,2500,00000
WESTERN DIGITAL CORPCONVERTIBLE BOND958102AP018,26718,832,000PRN DFND1,218,832,00000
WILLIAMS ROWLAND ACQUISITION CORPCOMMON STOCK96951B1021,495150,000SH DFND1,2150,00000
WINVEST ACQUISITION CORPCOMMON STOCK97655B1092,979300,000SH DFND1,2300,00000
XP INCCOMMON STOCKG982391093,917130,161SH DFND1,2130,16100
ZENDESK INCCONVERTIBLE BOND98936JAD31,4361,135,000PRN DFND1,21,135,00000
ZILLOW GROUP INCCONVERTIBLE BOND98954MAH41,1331,000,000PRN DFND1,21,000,00000
STATE STREET CORPETF78462F10350,617581,000SHPutDFND1,2581,00000
MR COOPER GROUP INCCOMMON STOCK62482R10759,3711,300,000SHCallDFND1,21,300,00000