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 |
8I ACQUISITION 2 CORP | COMMON STOCK | G2956R103 | 987 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
A SPAC I ACQUISITION CORP | COMMON STOCK | G0542S106 | 2,876 | 290,000 | SH | DFND | 1,2 | 290,000 | 0 | 0 | |
A SPAC I ACQUISITION CORP | RIGHT | G0542S114 | 18 | 145,000 | SH | DFND | 1,2 | 145,000 | 0 | 0 | |
A SPAC II ACQUISITION CORP | COMMON STOCK | G0543H109 | 6,642 | 675,000 | SH | DFND | 1,2 | 675,000 | 0 | 0 | |
A SPAC II ACQUISITION CORP | RIGHT | G0543H133 | 77 | 675,000 | SH | DFND | 1,2 | 675,000 | 0 | 0 | |
ACCRETION ACQUISITION CORP | COMMON STOCK | 00438Y107 | 1,969 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ACHARI VENTURES HOLDINGS CORP I | COMMON STOCK | 00444X101 | 1,998 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ACRES COMMERCIAL REALTY CORP | CONVERTIBLE BOND | 76120WAC8 | 29,018 | 29,021,000 | PRN | DFND | 1,2 | 29,021,000 | 0 | 0 | |
AETHERIUM ACQUISITION CORP | COMMON STOCK | 00809J101 | 1,982 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
AFYA LTD | COMMON STOCK | G01125106 | 15,080 | 1,515,590 | SH | DFND | 1,2 | 1,515,590 | 0 | 0 | |
AGRICO ACQUISITION CORP | COMMON STOCK | G41089106 | 2,042 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
AIB ACQUISITION CORP | COMMON STOCK | G0R45S109 | 1,987 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
AIRBNB INC | CONVERTIBLE BOND | 009066AB7 | 3,322 | 3,974,000 | PRN | DFND | 1,2 | 3,974,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | CONVERTIBLE BOND | 00971TAL5 | 5,720 | 5,729,000 | PRN | DFND | 1,2 | 5,729,000 | 0 | 0 | |
ALARM.COM HOLDINGS INC | CONVERTIBLE BOND | 011642AB1 | 6,480 | 7,889,000 | PRN | DFND | 1,2 | 7,889,000 | 0 | 0 | |
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 205,238 | 6,124,687 | SH | DFND | 1,2 | 6,124,687 | 0 | 0 | |
ALPHA HEALTHCARE ACQUISITION CORP III | COMMON STOCK | 02073F104 | 1,936 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ALPHA STAR ACQUISITION CORP | COMMON STOCK | G0230C108 | 3,972 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ALPHA STAR ACQUISITION CORP | RIGHT | G0230C132 | 38 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ALPHA STAR ACQUISITION CORP | WARRANT | G0230C116 | 15 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ALPINE ACQUISITION CORP | COMMON STOCK | 02083L109 | 3,554 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
ALSET CAPITAL ACQUISITION CORP | COMMON STOCK | 02115M109 | 7,261 | 735,000 | SH | DFND | 1,2 | 735,000 | 0 | 0 | |
ALSET CAPITAL ACQUISITION CORP | RIGHT | 02115M125 | 33 | 367,500 | SH | DFND | 1,2 | 367,500 | 0 | 0 | |
ALTERYX INC | CONVERTIBLE BOND | 02156BAD5 | 5,911 | 6,699,000 | PRN | DFND | 1,2 | 6,699,000 | 0 | 0 | |
ALVOTECH SA | COMMON STOCK | L01800108 | 52,039 | 6,338,660 | SH | DFND | 1,2 | 6,338,660 | 0 | 0 | |
ALVOTECH SA | WARRANT | L01800116 | 3,920 | 4,666,667 | SH | DFND | 1,2 | 4,666,667 | 0 | 0 | |
ANDRETTI ACQUISITION CORP | COMMON STOCK | G26735103 | 998 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ANGLOGOLD ASHANTI LTD | COMMON STOCK | 035128206 | 77,363 | 5,230,821 | SH | DFND | 1,2 | 5,230,821 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CONVERTIBLE BOND | 03762UAB1 | 17,081 | 17,081,000 | PRN | DFND | 1,2 | 17,081,000 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CONVERTIBLE BOND | 03762UAC9 | 17,796 | 18,218,000 | PRN | DFND | 1,2 | 18,218,000 | 0 | 0 | |
APOLLO SENIOR FLOATING RATE FUND INC | COMMON STOCK | 037636107 | 2,265 | 176,606 | SH | DFND | 1,2 | 176,606 | 0 | 0 | |
ARBOR RAPHA CAPITAL BIOHOLDINGS CORP I | COMMON STOCK | 03881F104 | 1,004 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ARBOR REALTY TRUST INC | CONVERTIBLE BOND | 038923AP3 | 1,392 | 1,407,000 | PRN | DFND | 1,2 | 1,407,000 | 0 | 0 | |
ARENA FORTIFY ACQUISITION CORP | COMMON STOCK | 04005A104 | 499 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
ARGUS CAPITAL CORP | COMMON STOCK | 04026L105 | 1,000 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ARISZ ACQUISITION CORP | COMMON STOCK | 040450108 | 1,975 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
ARMADA ACQUISITION CORP I | COMMON STOCK | 04208V103 | 2,467 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
AROGO CAPITAL ACQUISITION CORP | COMMON STOCK | 042644104 | 2,991 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
ASCENDANT DIGITAL ACQUISITION CORP III | COMMON STOCK | G05157105 | 3,003 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
ATHENA CONSUMER ACQUISITION CORP | COMMON STOCK | 04684M106 | 1,002 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
ATLANTIC COASTAL ACQUISITION CORP II | COMMON STOCK | 04845A108 | 2,495 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
AURORA TECHNOLOGY ACQUISITION CORP | COMMON STOCK | G06984119 | 9,419 | 950,000 | SH | DFND | 1,2 | 950,000 | 0 | 0 | |
AURORA TECHNOLOGY ACQUISITION CORP | WARRANT | G06984127 | 35 | 950,000 | SH | DFND | 1,2 | 950,000 | 0 | 0 | |
AVALON ACQUISITION INC | COMMON STOCK | 05338E101 | 3,746 | 375,000 | SH | DFND | 1,2 | 375,000 | 0 | 0 | |
AXIOS SUSTAINABLE GROWTH ACQUISITION CORP | COMMON STOCK | G0703K108 | 5,988 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | |
AZUL SA | COMMON STOCK | 05501U106 | 31,558 | 4,444,924 | SH | DFND | 1,2 | 4,444,924 | 0 | 0 | |
BANCO BRADESCO SA | COMMON STOCK | 059460303 | 39,045 | 11,977,104 | SH | DFND | 1,2 | 11,977,104 | 0 | 0 | |
BANDWIDTH INC | CONVERTIBLE BOND | 05988JAB9 | 5,105 | 7,367,000 | PRN | DFND | 1,2 | 7,367,000 | 0 | 0 | |
BANYAN ACQUISITION CORP | COMMON STOCK | 06690B107 | 1,992 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BATTALION OIL CORP | COMMON STOCK | 07134L107 | 25,674 | 3,009,912 | SH | DFND | 1,2 | 3,009,912 | 0 | 0 | |
BEARD ENERGY TRANSITION ACQUISITION CORP | COMMON STOCK | 07402Q101 | 2,983 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
BEL FUSE INC | COMMON STOCK | 077347201 | 1,539 | 71,613 | SH | DFND | 1,2 | 71,613 | 0 | 0 | |
BEL FUSE INC | COMMON STOCK | 077347300 | 7,199 | 462,679 | SH | DFND | 1,2 | 462,679 | 0 | 0 | |
BELONG ACQUISITION CORP | COMMON STOCK | 08069M102 | 1,966 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BERRY CORP | COMMON STOCK | 08579X101 | 88,559 | 11,622,000 | SH | DFND | 1,2 | 11,622,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE BOND | 09061GAH4 | 1,687 | 1,700,000 | PRN | DFND | 1,2 | 1,700,000 | 0 | 0 | |
BIOPLUS ACQUISITION CORP | COMMON STOCK | G11217117 | 1,001 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
BLACK MOUNTAIN ACQUISITION CORP | COMMON STOCK | 09216A108 | 1,990 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | COMMON STOCK | 09255X100 | 5,552 | 487,470 | SH | DFND | 1,2 | 487,470 | 0 | 0 | |
BLACKROCK FLOATING RATE INCOME TRUST | COMMON STOCK | 091941104 | 2,590 | 235,032 | SH | DFND | 1,2 | 235,032 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE BOND | 09257WAC4 | 21,266 | 21,239,000 | PRN | DFND | 1,2 | 21,239,000 | 0 | 0 | |
BLACKSTONE SENIOR FLOATING RATE TERM FUND | COMMON STOCK | 09256U105 | 485 | 36,467 | SH | DFND | 1,2 | 36,467 | 0 | 0 | |
BLACKSTONE STRATEGIC CREDIT FUND | COMMON STOCK | 09257R101 | 3,909 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
BLOCK INC | CONVERTIBLE BOND | 852234AJ2 | 1,114 | 1,400,000 | PRN | DFND | 1,2 | 1,400,000 | 0 | 0 | |
BLOCKCHAIN COINVESTORS ACQUISITION CORP I | COMMON STOCK | G11765107 | 992 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
BLOCKCHAIN MOON ACQUISITION CORP | COMMON STOCK | 09370F109 | 2,719 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | |
BLUE WORLD ACQUISITION CORP | COMMON STOCK | G1263E102 | 5,453 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | |
BLUE WORLD ACQUISITION CORP | RIGHT | G1263E110 | 71 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | |
BOX INC | CONVERTIBLE BOND | 10316TAB0 | 1,710 | 1,500,000 | PRN | DFND | 1,2 | 1,500,000 | 0 | 0 | |
BROAD CAPITAL ACQUISITION CORP | COMMON STOCK | 11125B102 | 5,445 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | |
BULLPEN PARLAY ACQUISITION CO | COMMON STOCK | G1792A100 | 1,996 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
BURTECH ACQUISITION CORP | COMMON STOCK | 123013104 | 5,946 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | |
CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 | 2,901 | 3,500,000 | PRN | DFND | 1,2 | 3,500,000 | 0 | 0 | |
CANNA-GLOBAL ACQUISITION CORP | COMMON STOCK | 13767K101 | 11,044 | 1,100,000 | SH | DFND | 1,2 | 1,100,000 | 0 | 0 | |
CASCADIA ACQUISITION CORP | COMMON STOCK | 14739D100 | 1,467 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
CBL & ASSOCIATES PROPERTIES INC | COMMON STOCK | 124830878 | 93,583 | 3,983,966 | SH | DFND | 1,2 | 3,983,966 | 0 | 0 | |
CEMEX SAB DE CV | COMMON STOCK | 151290889 | 60,453 | 15,421,776 | SH | DFND | 1,2 | 15,421,776 | 0 | 0 | |
CENAQ ENERGY CORP | COMMON STOCK | 15130M102 | 5,530 | 550,000 | SH | DFND | 1,2 | 550,000 | 0 | 0 | |
CHARDAN NEXTECH ACQUISITION 2 CORP | COMMON STOCK | 159561109 | 2,277 | 225,000 | SH | DFND | 1,2 | 225,000 | 0 | 0 | |
CHAVANT CAPITAL ACQUISITION CORP | COMMON STOCK | G2058L103 | 748 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
CHEGG INC | CONVERTIBLE BOND | 163092AF6 | 5,838 | 7,800,000 | PRN | DFND | 1,2 | 7,800,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | COMMON STOCK | 165167735 | 851,643 | 10,501,153 | SH | DFND | 1,2 | 10,501,153 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | WARRANT | 165167164 | 4,620 | 75,810 | SH | DFND | 1,2 | 75,810 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | WARRANT | 165167172 | 8,493 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | WARRANT | 165167180 | 42,395 | 808,001 | SH | DFND | 1,2 | 808,001 | 0 | 0 | |
CIVITAS RESOURCES INC | COMMON STOCK | 17888H103 | 62,120 | 1,188,000 | SH | DFND | 1,2 | 1,188,000 | 0 | 0 | |
CLEAN EARTH ACQUISITIONS CORP | COMMON STOCK | 184493104 | 2,949 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
CLIMATEROCK | COMMON STOCK | G2311X100 | 1,386 | 140,000 | SH | DFND | 1,2 | 140,000 | 0 | 0 | |
CLIMATEROCK | RIGHT | G2311X134 | 15 | 140,000 | SH | DFND | 1,2 | 140,000 | 0 | 0 | |
CLOVER LEAF CAPITAL CORP | COMMON STOCK | 18915E105 | 2,026 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
COLOMBIER ACQUISITION CORP | COMMON STOCK | 19533H108 | 486 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
CONCORD ACQUISITION CORP III | COMMON STOCK | 20607V106 | 248 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
CONSILIUM ACQUISITION CORP I LTD | COMMON STOCK | G2365L101 | 3,912 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
COUNTER PRESS ACQUISITION CORP | COMMON STOCK | G2542B117 | 996 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
COUPA SOFTWARE INC | CONVERTIBLE BOND | 22266LAF3 | 7,298 | 9,667,000 | PRN | DFND | 1,2 | 9,667,000 | 0 | 0 | |
CREDICORP LTD | COMMON STOCK | G2519Y108 | 47,842 | 398,985 | SH | DFND | 1,2 | 398,985 | 0 | 0 | |
CRYPTO 1 ACQUISITION CORP | COMMON STOCK | G3168A102 | 1,982 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
CUMULUS MEDIA INC | COMMON STOCK | 231082801 | 223 | 28,937 | SH | DFND | 1,2 | 28,937 | 0 | 0 | |
CVENT HOLDING CORP | COMMON STOCK | 126677103 | 23,100 | 5,000,000 | SH | DFND | 1,2 | 5,000,000 | 0 | 0 | |
DEEP MEDICINE ACQUISITION CORP | COMMON STOCK | 243733102 | 4,241 | 425,000 | SH | DFND | 1,2 | 425,000 | 0 | 0 | |
DENALI CAPITAL ACQUISITION CORP | COMMON STOCK | G6256B106 | 2,232 | 225,000 | SH | DFND | 1,2 | 225,000 | 0 | 0 | |
DIGITAL HEALTH ACQUISITION CORP | COMMON STOCK | 253893101 | 5,015 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
DIGITALBRIDGE GROUP INC | CONVERTIBLE BOND | 19624RAA4 | 20,806 | 21,096,000 | PRN | DFND | 1,2 | 21,096,000 | 0 | 0 | |
DIRECT SELLING ACQUISITION CORP | COMMON STOCK | 25460L103 | 3,507 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
DISH NETWORK CORP | CONVERTIBLE BOND | 25470MAB5 | 12,380 | 18,260,000 | PRN | DFND | 1,2 | 18,260,000 | 0 | 0 | |
DOCUSIGN INC | CONVERTIBLE BOND | 256163AD8 | 12,490 | 13,489,000 | PRN | DFND | 1,2 | 13,489,000 | 0 | 0 | |
DROPBOX INC | CONVERTIBLE BOND | 26210CAC8 | 5,662 | 6,253,000 | PRN | DFND | 1,2 | 6,253,000 | 0 | 0 | |
DTRT HEALTH ACQUISITION CORP | COMMON STOCK | 23344T103 | 1,509 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
DUET ACQUISITION CORP | COMMON STOCK | 26431Q106 | 4,942 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A150 | 196,187 | 3,781,561 | SH | DFND | 1,2 | 3,781,561 | 0 | 0 | |
EAGLE BULK SHIPPING INC | CONVERTIBLE BOND | 269442AB5 | 66,134 | 40,495,000 | PRN | DFND | 1,2 | 40,495,000 | 0 | 0 | |
EATON VANCE FLOATING-RATE INCOME TRUST | COMMON STOCK | 278279104 | 2,991 | 253,979 | SH | DFND | 1,2 | 253,979 | 0 | 0 | |
EATON VANCE SENIOR FLOATING-RATE TRUST | COMMON STOCK | 27828Q105 | 2,754 | 224,450 | SH | DFND | 1,2 | 224,450 | 0 | 0 | |
ENERGEM CORP | COMMON STOCK | G30449105 | 4,016 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ENPHASE ENERGY INC | CONVERTIBLE BOND | 29355AAK3 | 3,569 | 3,578,000 | PRN | DFND | 1,2 | 3,578,000 | 0 | 0 | |
ENVESTNET INC | CONVERTIBLE BOND | 29404KAE6 | 2,357 | 2,748,000 | PRN | DFND | 1,2 | 2,748,000 | 0 | 0 | |
ESGEN ACQUISITION CORP | COMMON STOCK | G3R95N103 | 753 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
ETSY INC | CONVERTIBLE BOND | 29786AAN6 | 3,166 | 4,294,000 | PRN | DFND | 1,2 | 4,294,000 | 0 | 0 | |
EVEREST CONSOLIDATOR ACQUISITION CORP | COMMON STOCK | 29978K102 | 1,996 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
EVERGREEN CORP | COMMON STOCK | G3312W109 | 4,491 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
EVERGREEN CORP | WARRANT | G3312W117 | 35 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
EZCORP INC | CONVERTIBLE BOND | 302301AE6 | 11,161 | 12,534,000 | PRN | DFND | 1,2 | 12,534,000 | 0 | 0 | |
FASTLY INC | CONVERTIBLE BOND | 31188VAB6 | 10,595 | 14,485,000 | PRN | DFND | 1,2 | 14,485,000 | 0 | 0 | |
FAT PROJECTS ACQUISITION CORP | COMMON STOCK | G3400W102 | 2,083 | 210,000 | SH | DFND | 1,2 | 210,000 | 0 | 0 | |
FEUTUNE LIGHT ACQUISITION CORP | COMMON STOCK | 31561T201 | 7,320 | 735,000 | SH | DFND | 1,2 | 735,000 | 0 | 0 | |
FINANCIAL STRATEGIES ACQUISITION CORP | COMMON STOCK | 31772T107 | 3,980 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
FINNOVATE ACQUISITION CORP | COMMON STOCK | G3R34K103 | 2,186 | 220,000 | SH | DFND | 1,2 | 220,000 | 0 | 0 | |
FINTECH ECOSYSTEM DEVELOPMENT CORP | COMMON STOCK | 318136108 | 4,509 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
FINTECH EVOLUTION ACQUISITION GROUP | COMMON STOCK | G3R19A104 | 1,470 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
FIRST LIGHT ACQUISITION GROUP INC | COMMON STOCK | 320703101 | 2,982 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
FIRST TRUST SENIOR FLOATING RATE INCOME FUND II | COMMON STOCK | 33733U108 | 2,209 | 221,205 | SH | DFND | 1,2 | 221,205 | 0 | 0 | |
FORD MOTOR CO | CONVERTIBLE BOND | 345370CZ1 | 6,031 | 6,577,000 | PRN | DFND | 1,2 | 6,577,000 | 0 | 0 | |
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC | COMMON STOCK | 34960P101 | 39,320 | 2,033,110 | SH | DFND | 1,2 | 2,033,110 | 0 | 0 | |
FORTUNE RISE ACQUISITION CORP | COMMON STOCK | 34969G102 | 2,773 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | |
FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 70,550 | 2,411,158 | SH | DFND | 1,2 | 2,411,158 | 0 | 0 | |
FRONTIER COMMUNICATIONS PARENT INC | COMMON STOCK | 35909D109 | 93,756 | 3,982,849 | SH | DFND | 1,2 | 3,982,849 | 0 | 0 | |
FUTURE HEALTH ESG CORP | COMMON STOCK | 36118W102 | 2,472 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
FUTURETECH II ACQUISITION CORP | COMMON STOCK | 36119D103 | 4,102 | 410,000 | SH | DFND | 1,2 | 410,000 | 0 | 0 | |
FUTURETECH II ACQUISITION CORP | WARRANT | 36119D111 | 33 | 410,000 | SH | DFND | 1,2 | 410,000 | 0 | 0 | |
GARDINER HEALTHCARE ACQUISITIONS CORP | COMMON STOCK | 365506104 | 3,978 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
GARRETT MOTION INC | COMMON STOCK | 366505105 | 27,774 | 3,593,111 | SH | DFND | 1,2 | 3,593,111 | 0 | 0 | |
GARRETT MOTION INC | CONVERTIBLE PRFD | 366505204 | 565,822 | 68,834,814 | SH | DFND | 1,2 | 68,834,814 | 0 | 0 | |
GENESIS GROWTH TECH ACQUISITION CORP | COMMON STOCK | G3R23D102 | 2,020 | 201,400 | SH | DFND | 1,2 | 201,400 | 0 | 0 | |
GENESIS UNICORN CAPITAL CORP | COMMON STOCK | 37187C100 | 3,184 | 320,000 | SH | DFND | 1,2 | 320,000 | 0 | 0 | |
GLADSTONE ACQUISITION CORP | COMMON STOCK | 37653T108 | 2,522 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
GLOBAL CONSUMER ACQUISITION CORP | COMMON STOCK | 37892B108 | 7,063 | 700,000 | SH | DFND | 1,2 | 700,000 | 0 | 0 | |
GLOBAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G3934N107 | 2,001 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
GLOBALINK INVESTMENT INC | COMMON STOCK | 37892F109 | 3,468 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
GOGREEN INVESTMENTS CORP | COMMON STOCK | G9461B101 | 3,006 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
GOLDENSTONE ACQUISITION LTD | COMMON STOCK | 38136Y102 | 3,461 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
GOLDENSTONE ACQUISITION LTD | WARRANT | 38136Y110 | 28 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
GOOD WORKS II ACQUISITION CORP | COMMON STOCK | 38216G104 | 991 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
GOSSAMER BIO INC | CONVERTIBLE BOND | 38341PAA0 | 618 | 828,000 | PRN | DFND | 1,2 | 828,000 | 0 | 0 | |
GRAF ACQUISITION CORP IV | COMMON STOCK | 384272100 | 971 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G4166K100 | 503 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
GREENLIGHT CAPITAL RE LTD | CONVERTIBLE BOND | 395366AB3 | 2,956 | 3,209,000 | PRN | DFND | 1,2 | 3,209,000 | 0 | 0 | |
GRUPO TELEVISA SAB | COMMON STOCK | 40049J206 | 19,338 | 2,364,174 | SH | DFND | 1,2 | 2,364,174 | 0 | 0 | |
GUARDANT HEALTH INC | CONVERTIBLE BOND | 40131MAB5 | 1,058 | 1,700,000 | PRN | DFND | 1,2 | 1,700,000 | 0 | 0 | |
HAEMONETICS CORP | CONVERTIBLE BOND | 405024AB6 | 12,986 | 16,490,000 | PRN | DFND | 1,2 | 16,490,000 | 0 | 0 | |
HALOZYME THERAPEUTICS INC | CONVERTIBLE BOND | 40637HAD1 | 2,927 | 3,300,000 | PRN | DFND | 1,2 | 3,300,000 | 0 | 0 | |
HCM ACQUISITION CORP | COMMON STOCK | G4365A101 | 2,008 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
HEALTHWELL ACQUISITION CORP I | COMMON STOCK | 42227R109 | 968 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
HEARTLAND MEDIA ACQUISITION CORP | COMMON STOCK | 42237V108 | 995 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CONVERTIBLE BOND | 42330PAJ6 | 2,696 | 2,844,000 | PRN | DFND | 1,2 | 2,844,000 | 0 | 0 | |
HELLO GROUP INC | CONVERTIBLE BOND | 60879BAB3 | 8,184 | 8,848,000 | PRN | DFND | 1,2 | 8,848,000 | 0 | 0 | |
HERBALIFE NUTRITION LTD | CONVERTIBLE BOND | 42703MAD5 | 7,881 | 8,861,000 | PRN | DFND | 1,2 | 8,861,000 | 0 | 0 | |
HERTZ GLOBAL HOLDINGS INC | COMMON STOCK | 42806J700 | 183,716 | 11,598,279 | SH | DFND | 1,2 | 11,598,279 | 0 | 0 | |
HIMS & HERS HEALTH INC | COMMON STOCK | 433000106 | 14,818 | 3,271,279 | SH | DFND | 1,2 | 3,271,279 | 0 | 0 | |
HNR ACQUISITION CORP | COMMON STOCK | 40472A102 | 4,233 | 425,000 | SH | DFND | 1,2 | 425,000 | 0 | 0 | |
HNR ACQUISITION CORP | WARRANT | 40472A128 | 48 | 425,000 | SH | DFND | 1,2 | 425,000 | 0 | 0 | |
HOPE BANCORP INC | CONVERTIBLE BOND | 43940TAB5 | 19,192 | 19,622,000 | PRN | DFND | 1,2 | 19,622,000 | 0 | 0 | |
HUAZHU GROUP LTD | CONVERTIBLE BOND | 16949NAC3 | 8,014 | 7,864,000 | PRN | DFND | 1,2 | 7,864,000 | 0 | 0 | |
ICICI BANK LTD | COMMON STOCK | 45104G104 | 90,761 | 5,116,196 | SH | DFND | 1,2 | 5,116,196 | 0 | 0 | |
ICONIC SPORTS ACQUISITION CORP | COMMON STOCK | G4712C107 | 4,000 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ILLUMINA INC | CONVERTIBLE BOND | 452327AK5 | 10,928 | 11,437,000 | PRN | DFND | 1,2 | 11,437,000 | 0 | 0 | |
INCEPTION GROWTH ACQUISITION LTD | COMMON STOCK | 45333D104 | 3,956 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
INDUSTRIAL HUMAN CAPITAL INC | COMMON STOCK | 45617P104 | 5,015 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
INDUSTRIAL TECH ACQUISITIONS II INC | COMMON STOCK | 45635R108 | 1,998 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
INFINERA CORP | COMMON STOCK | 45667G103 | 134,940 | 25,175,384 | SH | DFND | 1,2 | 25,175,384 | 0 | 0 | |
INFINT ACQUISITION CORP | COMMON STOCK | G47862100 | 9,027 | 900,000 | SH | DFND | 1,2 | 900,000 | 0 | 0 | |
INNOVATIVE INTERNATIONAL ACQUISITION CORP | COMMON STOCK | G4809M109 | 1,002 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INSIGHT ACQUISITION CORP/DE | COMMON STOCK | 45784L100 | 1,473 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
INTEGRA LIFESCIENCES HOLDINGS CORP | CONVERTIBLE BOND | 457985AM1 | 1,932 | 2,053,000 | PRN | DFND | 1,2 | 2,053,000 | 0 | 0 | |
INTEGRATED RAIL AND RESOURCES ACQUISITION CORP | COMMON STOCK | 45827R106 | 997 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INTEGRATED WELLNESS ACQUISITION CORP | COMMON STOCK | G4828B100 | 997 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INTELLIGENT MEDICINE ACQUISITION CORP | COMMON STOCK | 45828D106 | 1,002 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAA6 | 6,760 | 6,970,000 | PRN | DFND | 1,2 | 6,970,000 | 0 | 0 | |
INTERDIGITAL INC | CONVERTIBLE BOND | 45867GAB7 | 1,966 | 2,000,000 | PRN | DFND | 1,2 | 2,000,000 | 0 | 0 | |
INVACARE CORP | CONVERTIBLE BOND | 461203AJ0 | 3,356 | 3,893,000 | PRN | DFND | 1,2 | 3,893,000 | 0 | 0 | |
INVESCO SENIOR INCOME TRUST | COMMON STOCK | 46131H107 | 13,815 | 3,551,598 | SH | DFND | 1,2 | 3,551,598 | 0 | 0 | |
IONIS PHARMACEUTICALS INC | CONVERTIBLE BOND | 462222AB6 | 21,480 | 24,313,000 | PRN | DFND | 1,2 | 24,313,000 | 0 | 0 | |
IONIS PHARMACEUTICALS INC | CONVERTIBLE BOND | 462222AD2 | 1,367 | 1,496,000 | PRN | DFND | 1,2 | 1,496,000 | 0 | 0 | |
ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 114,059 | 26,649,428 | SH | DFND | 1,2 | 26,649,428 | 0 | 0 | |
JAZZ PHARMACEUTICALS PLC | CONVERTIBLE BOND | 472145AD3 | 2,056 | 2,071,000 | PRN | DFND | 1,2 | 2,071,000 | 0 | 0 | |
JAZZ PHARMACEUTICALS PLC | CONVERTIBLE BOND | 472145AF8 | 2,590 | 2,200,000 | PRN | DFND | 1,2 | 2,200,000 | 0 | 0 | |
JETBLUE AIRWAYS CORP | CONVERTIBLE BOND | 477143AP6 | 2,199 | 2,970,000 | PRN | DFND | 1,2 | 2,970,000 | 0 | 0 | |
JOYY INC | CONVERTIBLE BOND | 98426TAD8 | 6,909 | 7,699,000 | PRN | DFND | 1,2 | 7,699,000 | 0 | 0 | |
JUNIPER II CORP | COMMON STOCK | 48203N103 | 2,482 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
JUPITER WELLNESS ACQUISITION CORP | COMMON STOCK | 48208E108 | 4,980 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
KAIROUS ACQUISITION CORP LTD | COMMON STOCK | G52131110 | 1,492 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
KAMAN CORP | CONVERTIBLE BOND | 483548AF0 | 13,869 | 14,755,000 | PRN | DFND | 1,2 | 14,755,000 | 0 | 0 | |
KB HOME | COMMON STOCK | 48666K109 | 17,218 | 605,000 | SH | DFND | 1,2 | 605,000 | 0 | 0 | |
KEYARCH ACQUISITION CORP | COMMON STOCK | G5260A104 | 2,844 | 290,000 | SH | DFND | 1,2 | 290,000 | 0 | 0 | |
KILROY REALTY CORP | COMMON STOCK | 49427F108 | 84,513 | 1,615,011 | SH | DFND | 1,2 | 1,615,011 | 0 | 0 | |
KIMBELL TIGER ACQUISITION CORP | COMMON STOCK | 49436K106 | 3,006 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
KKR REAL ESTATE FINANCE TRUST INC | CONVERTIBLE BOND | 48251KAB6 | 14,098 | 14,196,000 | PRN | DFND | 1,2 | 14,196,000 | 0 | 0 | |
KNIGHTSWAN ACQUISITION CORP | COMMON STOCK | 499103109 | 1,503 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
LAKESHORE ACQUISITION II CORP | COMMON STOCK | G5352N105 | 1,734 | 175,000 | SH | DFND | 1,2 | 175,000 | 0 | 0 | |
LAKESHORE ACQUISITION II CORP | RIGHT | G5352N113 | 19 | 175,000 | SH | DFND | 1,2 | 175,000 | 0 | 0 | |
LAMF GLOBAL VENTURES CORP I | COMMON STOCK | G5338L108 | 498 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
LARKSPUR HEALTH ACQUISITION CORP | COMMON STOCK | 51724W107 | 1,986 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
LENDINGTREE INC | CONVERTIBLE BOND | 52603BAD9 | 5,157 | 7,595,000 | PRN | DFND | 1,2 | 7,595,000 | 0 | 0 | |
LF CAPITAL ACQUISITION CORP II | COMMON STOCK | 50202D102 | 501 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
LIBERTY BROADBAND CORP | COMMON STOCK | 530307305 | 10,060 | 86,999 | SH | DFND | 1,2 | 86,999 | 0 | 0 | |
LIBERTY GLOBAL PLC | COMMON STOCK | G5480U120 | 41,418 | 1,875,000 | SH | DFND | 1,2 | 1,875,000 | 0 | 0 | |
LIBERTY RESOURCES ACQUISITION CORP | COMMON STOCK | 53118A105 | 3,248 | 325,000 | SH | DFND | 1,2 | 325,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | CONVERTIBLE BOND | 53220KAF5 | 19,704 | 20,472,000 | PRN | DFND | 1,2 | 20,472,000 | 0 | 0 | |
LIONHEART III CORP | COMMON STOCK | 536262108 | 2,497 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
LIV CAPITAL ACQUISITION CORP II | COMMON STOCK | G5510R105 | 597 | 60,000 | SH | DFND | 1,2 | 60,000 | 0 | 0 | |
LIVEPERSON INC | CONVERTIBLE BOND | 538146AD3 | 2,432 | 3,361,000 | PRN | DFND | 1,2 | 3,361,000 | 0 | 0 | |
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | COMMON STOCK | 54150E104 | 1,274 | 250,924 | SH | DFND | 1,2 | 250,924 | 0 | 0 | |
M/I HOMES INC | COMMON STOCK | 55305B101 | 8,328 | 210,000 | SH | DFND | 1,2 | 210,000 | 0 | 0 | |
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | CONVERTIBLE BOND | 55405YAB6 | 1,732 | 1,980,000 | PRN | DFND | 1,2 | 1,980,000 | 0 | 0 | |
MAGNACHIP SEMICONDUCTOR CORP | COMMON STOCK | 55933J203 | 33,419 | 2,300,000 | SH | DFND | 1,2 | 2,300,000 | 0 | 0 | |
MARBLEGATE ACQUISITION CORP | COMMON STOCK | 56608A105 | 988 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
MAXPRO CAPITAL ACQUISITION CORP | COMMON STOCK | 57778T106 | 3,019 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
MERCATO PARTNERS ACQUISITION CORP | COMMON STOCK | 58759A108 | 2,490 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
MERCURY ECOMMERCE ACQUISITION CORP | COMMON STOCK | 589381102 | 1,978 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
METAL SKY STAR ACQUISITION CORP | COMMON STOCK | G6053N105 | 4,883 | 496,000 | SH | DFND | 1,2 | 496,000 | 0 | 0 | |
METAL SKY STAR ACQUISITION CORP | RIGHT | G6053N113 | 59 | 496,000 | SH | DFND | 1,2 | 496,000 | 0 | 0 | |
METAL SKY STAR ACQUISITION CORP | WARRANT | G6053N121 | 32 | 496,000 | SH | DFND | 1,2 | 496,000 | 0 | 0 | |
MFA FINANCIAL INC | CONVERTIBLE BOND | 55272XAA0 | 13,770 | 15,138,000 | PRN | DFND | 1,2 | 15,138,000 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 15,120 | 1,200,000 | SH | DFND | 1,2 | 1,200,000 | 0 | 0 | |
MINORITY EQUALITY OPPORTUNITIES ACQUISITION INC | COMMON STOCK | 60436Q100 | 2,773 | 275,000 | SH | DFND | 1,2 | 275,000 | 0 | 0 | |
MONTEREY BIO ACQUISITION CORP | COMMON STOCK | 61240F108 | 1,503 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
MONTEREY CAPITAL ACQUISITION CORP | COMMON STOCK | 61244M208 | 7,888 | 792,000 | SH | DFND | 1,2 | 792,000 | 0 | 0 | |
MOTIVE CAPITAL CORP II | COMMON STOCK | G6293R106 | 989 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
MOUNT RAINIER ACQUISITION CORP | COMMON STOCK | 623006103 | 1,509 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
MOUNTAIN & CO I ACQUISITION CORP | COMMON STOCK | G6301J104 | 3,036 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
MOUNTAIN CREST ACQUISITION CORP V | COMMON STOCK | 62404B107 | 740 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
MR COOPER GROUP INC | COMMON STOCK | 62482R107 | 35,170 | 957,286 | SH | DFND | 1,2 | 957,286 | 0 | 0 | |
MURPHY CANYON ACQUISITION CORP | COMMON STOCK | 626642102 | 6,018 | 600,000 | SH | DFND | 1,2 | 600,000 | 0 | 0 | |
NABORS ENERGY TRANSITION CORP | COMMON STOCK | 629567108 | 2,000 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
NABORS INDUSTRIES LTD | CONVERTIBLE BOND | 62957HAB1 | 9,404 | 10,222,000 | PRN | DFND | 1,2 | 10,222,000 | 0 | 0 | |
NEW MOUNTAIN FINANCE CORP | CONVERTIBLE BOND | 647551AC4 | 15,766 | 15,751,000 | PRN | DFND | 1,2 | 15,751,000 | 0 | 0 | |
NEW RELIC INC | CONVERTIBLE BOND | 64829BAB6 | 16,869 | 17,409,000 | PRN | DFND | 1,2 | 17,409,000 | 0 | 0 | |
NICE LTD | CONVERTIBLE BOND | 653656AB4 | 6,912 | 7,000,000 | PRN | DFND | 1,2 | 7,000,000 | 0 | 0 | |
NMI HOLDINGS INC | COMMON STOCK | 629209305 | 88,578 | 5,320,000 | SH | DFND | 1,2 | 5,320,000 | 0 | 0 | |
NOBLE CORP | COMMON STOCK | G6610J209 | 506 | 19,979 | SH | DFND | 1,2 | 19,979 | 0 | 0 | |
NORTHERN LIGHTS ACQUISITION CORP | COMMON STOCK | 66538L105 | 1,591 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
NORTHVIEW ACQUISITION CORP | COMMON STOCK | 66718N103 | 7,402 | 750,000 | SH | DFND | 1,2 | 750,000 | 0 | 0 | |
NORTHVIEW ACQUISITION CORP | RIGHT | 66718N129 | 78 | 750,000 | SH | DFND | 1,2 | 750,000 | 0 | 0 | |
NOVAVAX INC | CONVERTIBLE BOND | 670002AB0 | 13,291 | 13,242,000 | PRN | DFND | 1,2 | 13,242,000 | 0 | 0 | |
NRG ENERGY INC | CONVERTIBLE BOND | 629377CG5 | 1,757 | 1,630,000 | PRN | DFND | 1,2 | 1,630,000 | 0 | 0 | |
NUBIA BRAND INTERNATIONAL CORP | COMMON STOCK | 67022R103 | 2,544 | 255,000 | SH | DFND | 1,2 | 255,000 | 0 | 0 | |
NUBIA BRAND INTERNATIONAL CORP | WARRANT | 67022R111 | 10 | 127,500 | SH | DFND | 1,2 | 127,500 | 0 | 0 | |
NUTANIX INC | CONVERTIBLE BOND | 67059NAB4 | 16,148 | 16,468,000 | PRN | DFND | 1,2 | 16,468,000 | 0 | 0 | |
NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 | 2,229 | 2,500,000 | PRN | DFND | 1,2 | 2,500,000 | 0 | 0 | |
NUVASIVE INC | CONVERTIBLE BOND | 670704AL9 | 9,600 | 9,910,000 | PRN | DFND | 1,2 | 9,910,000 | 0 | 0 | |
NUVEEN CREDIT STRATEGIES INCOME FUND | COMMON STOCK | 67073D102 | 14,717 | 2,830,381 | SH | DFND | 1,2 | 2,830,381 | 0 | 0 | |
NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | COMMON STOCK | 67072T108 | 6,047 | 725,061 | SH | DFND | 1,2 | 725,061 | 0 | 0 | |
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | COMMON STOCK | 6706EN100 | 5,232 | 640,508 | SH | DFND | 1,2 | 640,508 | 0 | 0 | |
NUVEEN SENIOR INCOME FUND | COMMON STOCK | 67067Y104 | 4,884 | 1,019,697 | SH | DFND | 1,2 | 1,019,697 | 0 | 0 | |
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | COMMON STOCK | 67074X107 | 5,779 | 480,438 | SH | DFND | 1,2 | 480,438 | 0 | 0 | |
OAKTREE SPECIALTY LENDING CORP | COMMON STOCK | 67401P108 | 32,845 | 5,014,511 | SH | DFND | 1,2 | 5,014,511 | 0 | 0 | |
OCWEN FINANCIAL CORP | COMMON STOCK | 675746606 | 20,738 | 756,870 | SH | DFND | 1,2 | 756,870 | 0 | 0 | |
OKTA INC | CONVERTIBLE BOND | 679295AF2 | 3,936 | 4,703,000 | PRN | DFND | 1,2 | 4,703,000 | 0 | 0 | |
OMNILIT ACQUISITION CORP | COMMON STOCK | 68218C108 | 1,398 | 140,000 | SH | DFND | 1,2 | 140,000 | 0 | 0 | |
ONYX ACQUISITION CO I | COMMON STOCK | G6755Q109 | 3,000 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
OSI SYSTEMS INC | CONVERTIBLE BOND | 671044AD7 | 18,989 | 18,923,000 | PRN | DFND | 1,2 | 18,923,000 | 0 | 0 | |
OSIRIS ACQUISITION CORP | COMMON STOCK | 68829A103 | 1,464 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
OXBRIDGE ACQUISITION CORP | COMMON STOCK | G6855L109 | 2,505 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
PACIFICO ACQUISITION CORP | COMMON STOCK | 69512X103 | 2,259 | 225,000 | SH | DFND | 1,2 | 225,000 | 0 | 0 | |
PAMPA ENERGIA SA | COMMON STOCK | 697660207 | 16,977 | 829,000 | SH | DFND | 1,2 | 829,000 | 0 | 0 | |
PAPAYA GROWTH OPPORTUNITY CORP I | COMMON STOCK | 69882P102 | 2,497 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
PAR PACIFIC HOLDINGS INC | COMMON STOCK | 69888T207 | 34,453 | 2,210,000 | SH | DFND | 1,2 | 2,210,000 | 0 | 0 | |
PARABELLUM ACQUISITION CORP | COMMON STOCK | 69901P109 | 1,968 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
PARSEC CAPITAL ACQUISITIONS CORP | COMMON STOCK | 70184A108 | 753 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | COMMON STOCK | G69454109 | 501 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | WARRANT | G69454117 | 3 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
PATRICK INDUSTRIES INC | CONVERTIBLE BOND | 703343AB9 | 9,165 | 9,267,000 | PRN | DFND | 1,2 | 9,267,000 | 0 | 0 | |
PEBBLEBROOK HOTEL TRUST | CONVERTIBLE BOND | 70509VAA8 | 2,346 | 2,620,000 | PRN | DFND | 1,2 | 2,620,000 | 0 | 0 | |
PELOTON INTERACTIVE INC | CONVERTIBLE BOND | 70614WAB6 | 4,476 | 7,050,000 | PRN | DFND | 1,2 | 7,050,000 | 0 | 0 | |
PENNYMAC MORTGAGE INVESTMENT TRUST | CONVERTIBLE BOND | 70932AAD5 | 17,403 | 17,919,000 | PRN | DFND | 1,2 | 17,919,000 | 0 | 0 | |
PERCEPTION CAPITAL CORP II | COMMON STOCK | G7007D102 | 1,507 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
PERSHING SQUARE TONTINE HOLDINGS LTD | COMMON STOCK | 71531R109 | 1,997 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 129,613 | 11,097,068 | SH | DFND | 1,2 | 11,097,068 | 0 | 0 | |
PG&E CORP | COMMON STOCK | 69331C108 | 289,419 | 29,000,000 | SH | DFND | 1,2 | 29,000,000 | 0 | 0 | |
PINDUODUO INC | CONVERTIBLE BOND | 722304AC6 | 8,031 | 9,091,000 | PRN | DFND | 1,2 | 9,091,000 | 0 | 0 | |
PONO CAPITAL CORP | COMMON STOCK | 732450101 | 2,527 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
POWERUP ACQUISITION CORP | COMMON STOCK | G7207P103 | 998 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
PRECIGEN INC | CONVERTIBLE BOND | 46122TAA0 | 27,440 | 34,429,000 | PRN | DFND | 1,2 | 34,429,000 | 0 | 0 | |
PROGRESS SOFTWARE CORP | CONVERTIBLE BOND | 743312AB6 | 3,134 | 3,230,000 | PRN | DFND | 1,2 | 3,230,000 | 0 | 0 | |
PROOF ACQUISITION CORP I | COMMON STOCK | 74349W104 | 741 | 75,000 | SH | DFND | 1,2 | 75,000 | 0 | 0 | |
PTC THERAPEUTICS INC | CONVERTIBLE BOND | 69366JAB7 | 12,829 | 12,663,000 | PRN | DFND | 1,2 | 12,663,000 | 0 | 0 | |
PULTEGROUP INC | COMMON STOCK | 745867101 | 24,530 | 619,000 | SH | DFND | 1,2 | 619,000 | 0 | 0 | |
QUOTIENT TECHNOLOGY INC | CONVERTIBLE BOND | 749119AB9 | 5,715 | 6,146,000 | PRN | DFND | 1,2 | 6,146,000 | 0 | 0 | |
RADIUS HEALTH INC | CONVERTIBLE BOND | 750469AA6 | 3,730 | 3,799,000 | PRN | DFND | 1,2 | 3,799,000 | 0 | 0 | |
REDWOOD TRUST INC | CONVERTIBLE BOND | 749772AD1 | 12,232 | 13,677,000 | PRN | DFND | 1,2 | 13,677,000 | 0 | 0 | |
REDWOOD TRUST INC | CONVERTIBLE BOND | 758075AC9 | 7,443 | 7,587,000 | PRN | DFND | 1,2 | 7,587,000 | 0 | 0 | |
REDWOODS ACQUISITION CORP | COMMON STOCK | 758083109 | 4,446 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
REDWOODS ACQUISITION CORP | RIGHT | 758083125 | 56 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
RELATIVITY ACQUISITION CORP | COMMON STOCK | 75944B106 | 6,495 | 645,000 | SH | DFND | 1,2 | 645,000 | 0 | 0 | |
RESERVOIR MEDIA INC | COMMON STOCK | 76119X105 | 6,075 | 931,889 | SH | DFND | 1,2 | 931,889 | 0 | 0 | |
RF ACQUISITION CORP | COMMON STOCK | 74954L104 | 3,944 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
RF ACQUISITION CORP | RIGHT | 74954L120 | 46 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
RIGEL RESOURCE ACQUISITION CORP | COMMON STOCK | G7573M106 | 3,479 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
RINGCENTRAL INC | CONVERTIBLE BOND | 76680RAF4 | 4,911 | 5,972,000 | PRN | DFND | 1,2 | 5,972,000 | 0 | 0 | |
ROC ENERGY ACQUISITION CORP | COMMON STOCK | 77118V108 | 3,984 | 400,000 | SH | DFND | 1,2 | 400,000 | 0 | 0 | |
ROTH CH ACQUISITION IV CO | COMMON STOCK | 77867P104 | 1,995 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
RUNWAY GROWTH FINANCE CORP | COMMON STOCK | 78163D100 | 238,128 | 21,054,667 | SH | DFND | 1,2 | 21,054,667 | 0 | 0 | |
SAGALIAM ACQUISITION CORP | COMMON STOCK | 78661R106 | 4,709 | 475,000 | SH | DFND | 1,2 | 475,000 | 0 | 0 | |
SAGALIAM ACQUISITION CORP | RIGHT | 78661R114 | 94 | 698,577 | SH | DFND | 1,2 | 698,577 | 0 | 0 | |
SANABY HEALTH ACQUISITION CORP I | COMMON STOCK | 79956P102 | 3,514 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 15,005 | 20,415,000 | PRN | DFND | 1,2 | 20,415,000 | 0 | 0 | |
SEAPORT GLOBAL ACQUISITION II CORP | COMMON STOCK | 81221H105 | 497 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
SFL CORP LTD | CONVERTIBLE BOND | 824689AG8 | 11,265 | 11,223,000 | PRN | DFND | 1,2 | 11,223,000 | 0 | 0 | |
SHAKE SHACK INC | CONVERTIBLE BOND | 819047AB7 | 2,371 | 3,459,000 | PRN | DFND | 1,2 | 3,459,000 | 0 | 0 | |
SHELTER ACQUISITION CORP I | COMMON STOCK | 822821104 | 491 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAB5 | 2,631 | 3,263,000 | PRN | DFND | 1,2 | 3,263,000 | 0 | 0 | |
SHOALS TECHNOLOGIES GROUP INC | COMMON STOCK | 82489W107 | 197 | 11,980 | SH | DFND | 1,2 | 11,980 | 0 | 0 | |
SHOPIFY INC | CONVERTIBLE BOND | 82509LAA5 | 9,838 | 11,748,000 | PRN | DFND | 1,2 | 11,748,000 | 0 | 0 | |
SHOULDERUP TECHNOLOGY ACQUISITION CORP | COMMON STOCK | 82537G104 | 1,736 | 175,000 | SH | DFND | 1,2 | 175,000 | 0 | 0 | |
SIERRA LAKE ACQUISITION CORP | COMMON STOCK | 826332108 | 2,480 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
SIZZLE ACQUISITION CORP | COMMON STOCK | 83014E109 | 249 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
SMARTRENT INC | COMMON STOCK | 83193G107 | 13,590 | 3,006,807 | SH | DFND | 1,2 | 3,006,807 | 0 | 0 | |
SOAR TECHNOLOGY ACQUISITION CORP | COMMON STOCK | G82472112 | 2,542 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
SORRENTO THERAPEUTICS INC | COMMON STOCK | 83587F202 | 269 | 134,000 | SH | DFND | 1,2 | 134,000 | 0 | 0 | |
SPLUNK INC | CONVERTIBLE BOND | 848637AD6 | 3,090 | 3,288,000 | PRN | DFND | 1,2 | 3,288,000 | 0 | 0 | |
SPLUNK INC | CONVERTIBLE BOND | 848637AF1 | 4,733 | 5,703,000 | PRN | DFND | 1,2 | 5,703,000 | 0 | 0 | |
SPOTIFY TECHNOLOGY SA | CONVERTIBLE BOND | 84921RAB6 | 14,270 | 17,973,000 | PRN | DFND | 1,2 | 17,973,000 | 0 | 0 | |
SPREE ACQUISITION CORP 1 LTD | COMMON STOCK | G83745102 | 3,493 | 350,000 | SH | DFND | 1,2 | 350,000 | 0 | 0 | |
SPRINGWATER SPECIAL SITUATIONS CORP | COMMON STOCK | 85205U107 | 2,470 | 250,000 | SH | DFND | 1,2 | 250,000 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 650,276 | 26,021,457 | SH | DFND | 1,2 | 26,021,457 | 0 | 0 | |
STARWOOD PROPERTY TRUST INC | CONVERTIBLE BOND | 85571BAH8 | 13,180 | 13,280,000 | PRN | DFND | 1,2 | 13,280,000 | 0 | 0 | |
SUNOPTA INC | COMMON STOCK | 8676EP108 | 161,249 | 20,726,126 | SH | DFND | 1,2 | 20,726,126 | 0 | 0 | |
SUPER MICRO COMPUTER INC | COMMON STOCK | 86800U104 | 26,227 | 650,000 | SH | DFND | 1,2 | 650,000 | 0 | 0 | |
SUPERNUS PHARMACEUTICALS INC | CONVERTIBLE BOND | 868459AD0 | 23,851 | 24,447,000 | PRN | DFND | 1,2 | 24,447,000 | 0 | 0 | |
TASTEMAKER ACQUISITION CORP | COMMON STOCK | 876545104 | 1,488 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
TECHNOLOGY & TELECOMMUNICATION ACQUISITION CORP | COMMON STOCK | G87119106 | 4,500 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
TELADOC HEALTH INC | CONVERTIBLE BOND | 539183AA1 | 3,921 | 4,635,000 | PRN | DFND | 1,2 | 4,635,000 | 0 | 0 | |
TELECOM ARGENTINA SA | COMMON STOCK | 879273209 | 10,103 | 2,220,500 | SH | DFND | 1,2 | 2,220,500 | 0 | 0 | |
TERNIUM SA | COMMON STOCK | 880890108 | 16,610 | 460,249 | SH | DFND | 1,2 | 460,249 | 0 | 0 | |
THERAVANCE BIOPHARMA INC | CONVERTIBLE BOND | 88339KAA0 | 5,715 | 6,206,000 | PRN | DFND | 1,2 | 6,206,000 | 0 | 0 | |
THRIVE ACQUISITION CORP | COMMON STOCK | G7158C101 | 1,003 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
TKB CRITICAL TECHNOLOGIES 1 | COMMON STOCK | G88935112 | 251 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
TLGY ACQUISITION CORP | COMMON STOCK | G8656T109 | 998 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
TOLL BROTHERS INC | COMMON STOCK | 889478103 | 26,626 | 597,000 | SH | DFND | 1,2 | 597,000 | 0 | 0 | |
TORM PLC | COMMON STOCK | G89479102 | 727,003 | 53,812,988 | SH | DFND | 1,2 | 53,812,988 | 0 | 0 | |
TRANSOCEAN LTD | CONVERTIBLE BOND | 893830BJ7 | 12,720 | 13,208,000 | PRN | DFND | 1,2 | 13,208,000 | 0 | 0 | |
TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK | 893870204 | 10,092 | 1,963,576 | SH | DFND | 1,2 | 1,963,576 | 0 | 0 | |
TRAVERE THERAPEUTICS INC | CONVERTIBLE BOND | 761299AB2 | 2,786 | 2,812,000 | PRN | DFND | 1,2 | 2,812,000 | 0 | 0 | |
TRINE II ACQUISITION CORP | COMMON STOCK | G9059F100 | 994 | 100,000 | SH | DFND | 1,2 | 100,000 | 0 | 0 | |
TRIP.COM GROUP LTD | CONVERTIBLE BOND | 22943FAM2 | 4,393 | 4,427,000 | PRN | DFND | 1,2 | 4,427,000 | 0 | 0 | |
TWITTER INC | CONVERTIBLE BOND | 90184LAF9 | 3,127 | 3,180,000 | PRN | DFND | 1,2 | 3,180,000 | 0 | 0 | |
UNITI GROUP INC | COMMON STOCK | 91325V108 | 32,005 | 3,397,592 | SH | DFND | 1,2 | 3,397,592 | 0 | 0 | |
UWM HOLDINGS CORP | COMMON STOCK | 91823B109 | 3,540 | 1,000,000 | SH | DFND | 1,2 | 1,000,000 | 0 | 0 | |
VAHANNA TECH EDGE ACQUISITION I CORP | COMMON STOCK | G9320Z109 | 499 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
VAIL RESORTS INC | CONVERTIBLE BOND | 91879QAN9 | 3,996 | 4,568,000 | PRN | DFND | 1,2 | 4,568,000 | 0 | 0 | |
VALARIS LTD | COMMON STOCK | G9460G101 | 2,112 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
VALE SA | COMMON STOCK | 91912E105 | 113,291 | 7,743,766 | SH | DFND | 1,2 | 7,743,766 | 0 | 0 | |
VEECO INSTRUMENTS INC | CONVERTIBLE BOND | 922417AD2 | 7,547 | 7,595,000 | PRN | DFND | 1,2 | 7,595,000 | 0 | 0 | |
VERINT SYSTEMS INC | CONVERTIBLE BOND | 92343XAC4 | 1,972 | 2,150,000 | PRN | DFND | 1,2 | 2,150,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | CONVERTIBLE BOND | 928298AP3 | 2,735 | 2,883,000 | PRN | DFND | 1,2 | 2,883,000 | 0 | 0 | |
VISION SENSING ACQUISITION CORP | COMMON STOCK | 92838J103 | 1,503 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
VISTA ENERGY SAB DE CV | COMMON STOCK | 92837L109 | 24,939 | 3,374,806 | SH | DFND | 1,2 | 3,374,806 | 0 | 0 | |
VISTRA CORP | COMMON STOCK | 92840M102 | 580,385 | 25,399,812 | SH | DFND | 1,2 | 25,399,812 | 0 | 0 | |
WEATHERFORD INTERNATIONAL PLC | COMMON STOCK | G48833118 | 123,393 | 5,828,716 | SH | DFND | 1,2 | 5,828,716 | 0 | 0 | |
WEIBO CORP | CONVERTIBLE BOND | 948596AC5 | 8,457 | 8,575,000 | PRN | DFND | 1,2 | 8,575,000 | 0 | 0 | |
WELSBACH TECHNOLOGY METALS ACQUISITION CORP | COMMON STOCK | 950415109 | 4,457 | 450,000 | SH | DFND | 1,2 | 450,000 | 0 | 0 | |
WESTERN ACQUISITION VENTURES CORP | COMMON STOCK | 95758L107 | 4,970 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
WESTERN ACQUISITION VENTURES CORP | WARRANT | 95758L115 | 50 | 500,000 | SH | DFND | 1,2 | 500,000 | 0 | 0 | |
WESTERN DIGITAL CORP | CONVERTIBLE BOND | 958102AP0 | 24,023 | 25,155,000 | PRN | DFND | 1,2 | 25,155,000 | 0 | 0 | |
WILLIAMS ROWLAND ACQUISITION CORP | COMMON STOCK | 96951B102 | 1,502 | 150,000 | SH | DFND | 1,2 | 150,000 | 0 | 0 | |
WINVEST ACQUISITION CORP | COMMON STOCK | 97655B109 | 2,985 | 300,000 | SH | DFND | 1,2 | 300,000 | 0 | 0 | |
WISDOMTREE INVESTMENTS INC | CONVERTIBLE BOND | 97717PAD6 | 8,906 | 9,766,000 | PRN | DFND | 1,2 | 9,766,000 | 0 | 0 | |
WIX.COM LTD | CONVERTIBLE BOND | 92940WAB5 | 4,943 | 5,153,000 | PRN | DFND | 1,2 | 5,153,000 | 0 | 0 | |
XP INC | COMMON STOCK | G98239109 | 2,337 | 130,161 | SH | DFND | 1,2 | 130,161 | 0 | 0 | |
YOTTA ACQUISITION CORP | COMMON STOCK | 98741Y202 | 3,966 | 398,000 | SH | DFND | 1,2 | 398,000 | 0 | 0 | |
ZENDESK INC | CONVERTIBLE BOND | 98936JAD3 | 973 | 1,000,000 | PRN | DFND | 1,2 | 1,000,000 | 0 | 0 | |
STATE STREET CORP | ETF | 78462F103 | 18,370 | 500,000 | SH | Put | DFND | 1,2 | 500,000 | 0 | 0 |
MR COOPER GROUP INC | COMMON STOCK | 62482R107 | 196,170 | 520,000 | SH | Call | DFND | 1,2 | 520,000 | 0 | 0 |