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: July 31, 2015
Estimated average burden
hours per response: 23.8
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
AEROVIRONMENT INC CONVERTIBLE BOND 008073AA6 10,117,052 10,313,000 PRN DFND 1,2 10,313,000 0 0
AFFIRM HOLDINGS INC CONVERTIBLE BOND 00827BAB2 11,190,889 11,537,000 PRN DFND 1,2 11,537,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAN1 6,177,136 5,397,000 PRN DFND 1,2 5,397,000 0 0
ALARM.COM HOLDINGS INC CONVERTIBLE BOND 011642AD7 930,510 1,008,000 PRN DFND 1,2 1,008,000 0 0
ALVOTECH SA COMMON STOCK L01800108 338,919 240,038 SH DFND 1,2 240,038 0 0
ALVOTECH SA WARRANT L01800116 1,190,000 4,666,667 SH DFND 1,2 4,666,667 0 0
AMERICAN WATER CAPITAL CORP CONVERTIBLE BOND 03040WBE4 55,839,914 55,921,000 PRN DFND 1,2 55,921,000 0 0
AMPHASTAR PHARMACEUTICALS INC CONVERTIBLE BOND 03209RAB9 34,460,616 38,036,000 PRN DFND 1,2 38,036,000 0 0
ANGLOGOLD ASHANTI PLC COMMON STOCK G0378L100 313,800,237 3,223,092 SH DFND 1,2 3,223,092 0 0
ARRAY DIGITAL INFRASTRUCTURE INC COMMON STOCK 911684108 33,425,846 724,444 SH DFND 1,2 724,444 0 0
ARRAY TECHNOLOGIES INC CONVERTIBLE BOND 04271TAB6 28,189,767 31,046,000 PRN DFND 1,2 31,046,000 0 0
ARROWHEAD PHARMACEUTICALS INC CONVERTIBLE BOND 04280AAC4 11,465,140 11,055,000 PRN DFND 1,2 11,055,000 0 0
BANDWIDTH INC CONVERTIBLE BOND 05988JAD5 3,729,465 4,167,000 PRN DFND 1,2 4,167,000 0 0
BARRICK MINING CORP COMMON STOCK 06849F108 107,067,998 2,624,859 SH DFND 1,2 2,624,859 0 0
BATTALION OIL CORP COMMON STOCK 07134L107 11,738,656 3,009,912 SH DFND 1,2 3,009,912 0 0
BAUSCH LOMB CORP COMMON STOCK 071705107 53,785,550 3,382,739 SH DFND 1,2 3,382,739 0 0
BENTLEY SYSTEMS INC CONVERTIBLE BOND 08265TAD1 44,692,244 46,995,000 PRN DFND 1,2 46,995,000 0 0
BILL HOLDINGS INC CONVERTIBLE BOND 090043AD2 3,198,555 3,306,000 PRN DFND 1,2 3,306,000 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAK7 54,024,126 55,985,000 PRN DFND 1,2 55,985,000 0 0
BIOXCEL THERAPEUTICS INC COMMON STOCK 09075P204 323,193 241,188 SH DFND 1,2 241,188 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAE0 12,894,205 12,959,000 PRN DFND 1,2 12,959,000 0 0
BLOCK INC CONVERTIBLE BOND 852234AK9 10,290,134 10,982,000 PRN DFND 1,2 10,982,000 0 0
BLOCK INC CONVERTIBLE BOND 852234AJ2 37,684,552 37,779,000 PRN DFND 1,2 37,779,000 0 0
BLUE MOON METALS INC COMMON STOCK 09570Q509 10,878,757 1,685,000 SH DFND 1,2 1,685,000 0 0
CALLAWAY GOLF CO CONVERTIBLE BOND 131193AE4 9,179,748 9,166,000 PRN DFND 1,2 9,166,000 0 0
CBL & ASSOCIATES PROPERTIES INC COMMON STOCK 124830878 82,767,382 2,153,717 SH DFND 1,2 2,153,717 0 0
CELCUITY INC CONVERTIBLE BOND 15102KAA8 1,462,800 600,000 PRN DFND 1,2 600,000 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 31,609,669 2,763,083 SH DFND 1,2 2,763,083 0 0
CERENCE INC CONVERTIBLE BOND 156727AD1 5,262,829 5,942,000 PRN DFND 1,2 5,942,000 0 0
CHEESECAKE FACTORY INC/THE CONVERTIBLE BOND 163072AA9 2,146,380 2,173,000 PRN DFND 1,2 2,173,000 0 0
COGENT BIOSCIENCES INC CONVERTIBLE BOND 19240QAA0 12,536,056 10,221,000 PRN DFND 1,2 10,221,000 0 0
COINBASE GLOBAL INC CONVERTIBLE BOND 19260QAF4 2,199,111 2,364,000 PRN DFND 1,2 2,364,000 0 0
COINBASE GLOBAL INC CONVERTIBLE BOND 19260QAB3 52,227,725 52,633,000 PRN DFND 1,2 52,633,000 0 0
CONMED CORP CONVERTIBLE BOND 207410AH4 35,121,424 36,189,000 PRN DFND 1,2 36,189,000 0 0
CORE SCIENTIFIC INC COMMON STOCK 21874A106 52,360,000 3,500,000 SH Call DFND 1,2 3,500,000 0 0
CORE SCIENTIFIC INC COMMON STOCK 21874A106 139,886,591 9,350,708 SH DFND 1,2 9,350,708 0 0
CRACKER BARREL OLD COUNTRY STORE INC CONVERTIBLE BOND 22410JAB2 25,658,041 26,175,000 PRN DFND 1,2 26,175,000 0 0
CREDO TECHNOLOGY GROUP HOLDING LTD COMMON STOCK G25457105 50,595,930 539,000 SH DFND 1,2 539,000 0 0
DATADOG INC CONVERTIBLE BOND 23804LAD5 7,469,954 7,699,000 PRN DFND 1,2 7,699,000 0 0
DEXCOM INC CONVERTIBLE BOND 252131AM9 37,280,111 40,423,000 PRN DFND 1,2 40,423,000 0 0
DIGITALOCEAN HOLDINGS INC CONVERTIBLE BOND 25402DAB8 2,918,583 2,985,000 PRN DFND 1,2 2,985,000 0 0
DRAFTKINGS INC CONVERTIBLE BOND 26142RAB0 40,008,210 44,355,000 PRN DFND 1,2 44,355,000 0 0
ECHOSTAR CORP CONVERTIBLE BOND 278768AB2 64,342,803 18,000,001 PRN DFND 1,2 18,000,001 0 0
ECOVYST INC COMMON STOCK 27923Q109 30,784,152 2,393,791 SH DFND 1,2 2,393,791 0 0
EMBRAER SA COMMON STOCK 29082A107 26,560,940 447,606 SH DFND 1,2 447,606 0 0
ENPHASE ENERGY INC CONVERTIBLE BOND 29355AAK3 50,604,278 56,620,000 PRN DFND 1,2 56,620,000 0 0
ENVISTA HOLDINGS CORP CONVERTIBLE BOND 29415FAD6 15,907,100 15,977,000 PRN DFND 1,2 15,977,000 0 0
ETSY INC CONVERTIBLE BOND 29786AAN6 54,794,898 61,196,000 PRN DFND 1,2 61,196,000 0 0
EXPAND ENERGY CORP COMMON STOCK 165167735 574,970,225 5,237,477 SH DFND 1,2 5,237,477 0 0
FIVE9 INC CONVERTIBLE BOND 338307AF8 18,970,767 21,743,000 PRN DFND 1,2 21,743,000 0 0
FLUOR CORP CONVERTIBLE BOND 343412AJ1 1,693,527 1,371,000 PRN DFND 1,2 1,371,000 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 71,718,771 1,220,122 SH DFND 1,2 1,220,122 0 0
GARRETT MOTION INC COMMON STOCK 366505105 265,187,806 14,594,816 SH DFND 1,2 14,594,816 0 0
GLADSTONE CAPITAL CORP CONVERTIBLE BOND 376535AG5 1,782,260 1,898,000 PRN DFND 1,2 1,898,000 0 0
GREEN PLAINS INC CONVERTIBLE BOND 393222AK0 4,980,506 4,998,000 PRN DFND 1,2 4,998,000 0 0
GRUPO AEROMEXICO SAB DE CV COMMON STOCK 40054J109 55,601,290 3,968,686 SH DFND 1,2 3,968,686 0 0
HAEMONETICS CORP CONVERTIBLE BOND 405024AD2 800,841 837,000 PRN DFND 1,2 837,000 0 0
HDFC BANK LTD COMMON STOCK 40415F101 2,842,813 114,261 SH DFND 1,2 114,261 0 0
ILLUMINATION ACQUISITION CORP I COMMON STOCK G470AU126 7,440,000 750,000 SH DFND 1,2 750,000 0 0
IMMUNOCORE HOLDINGS PLC CONVERTIBLE BOND 45258DAB1 751,261 833,000 PRN DFND 1,2 833,000 0 0
INDIVIOR PHARMACEUTICALS INC COMMON STOCK 45579U109 212,875,428 6,984,102 SH DFND 1,2 6,984,102 0 0
INVESCO QQQ TRUST SERIES 1 ETF 46090E103 328,992,600 570,000 SH Put DFND 1,2 570,000 0 0
INVESCO SENIOR INCOME TRUST ETF 46138G508 4,082,408 200,020 SH DFND 1,2 200,020 0 0
IRHYTHM TECHNOLOGIES INC CONVERTIBLE BOND 450056AB2 1,479,600 1,350,000 PRN DFND 1,2 1,350,000 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 102,143,786 12,188,995 SH DFND 1,2 12,188,995 0 0
ITRON INC CONVERTIBLE BOND 465741AQ9 10,426,617 10,349,000 PRN DFND 1,2 10,349,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AH4 2,072,428 1,461,000 PRN DFND 1,2 1,461,000 0 0
JBT MAREL CORP CONVERTIBLE BOND 477839AB0 2,921,877 2,927,000 PRN DFND 1,2 2,927,000 0 0
JD.COM INC CONVERTIBLE BOND 47215PAJ5 11,019,840 11,053,000 PRN DFND 1,2 11,053,000 0 0
JETBLUE AIRWAYS CORP CONVERTIBLE BOND 477143AP6 94,793,457 95,093,000 PRN DFND 1,2 95,093,000 0 0
KILROY REALTY CORP COMMON STOCK 49427F108 52,188,810 1,850,011 SH DFND 1,2 1,850,011 0 0
LCI INDUSTRIES CONVERTIBLE BOND 501812AB7 9,098,706 9,138,000 PRN DFND 1,2 9,138,000 0 0
LIBERTY GLOBAL LTD COMMON STOCK G61188101 103,383,899 8,551,191 SH DFND 1,2 8,551,191 0 0
LIBERTY LATIN AMERICA LTD COMMON STOCK G9001E102 7,249,132 839,020 SH DFND 1,2 839,020 0 0
LIBERTY LATIN AMERICA LTD COMMON STOCK G9001E128 50,704,239 5,748,780 SH DFND 1,2 5,748,780 0 0
LIVE NATION ENTERTAINMENT INC CONVERTIBLE BOND 538034BC2 1,958,040 1,813,000 PRN DFND 1,2 1,813,000 0 0
LYONDELLBASELL INDUSTRIES NV COMMON STOCK N53745100 40,280,000 500,000 SH Put DFND 1,2 500,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 7,979,602 2,849,858 SH DFND 1,2 2,849,858 0 0
MARRIOTT VACATIONS WORLDWIDE CORP CONVERTIBLE BOND 57164YAF4 50,164,537 52,119,000 PRN DFND 1,2 52,119,000 0 0
MAYFAIR GOLD CORP COMMON STOCK 57808L305 13,865,501 4,500,000 SH DFND 1,2 4,500,000 0 0
MERITAGE HOMES CORP CONVERTIBLE BOND 59001ABF8 1,839,200 1,900,000 PRN DFND 1,2 1,900,000 0 0
MGP INGREDIENTS INC CONVERTIBLE BOND 55303JAB2 6,030,226 6,251,000 PRN DFND 1,2 6,251,000 0 0
NABORS INDUSTRIES LTD CONVERTIBLE BOND 62957HAL9 14,700,807 16,137,000 PRN DFND 1,2 16,137,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAB6 5,101,124 5,575,000 PRN DFND 1,2 5,575,000 0 0
NEXTERA ENERGY INC CONVERTIBLE BOND 65339KCY4 1,794,265 1,292,000 PRN DFND 1,2 1,292,000 0 0
NOKIA OYJ COMMON STOCK 654902204 90,050,476 11,200,308 SH DFND 1,2 11,200,308 0 0
NORTHERN OIL & GAS INC CONVERTIBLE BOND 665531AJ8 2,200,687 2,000,000 PRN DFND 1,2 2,000,000 0 0
NRG ENERGY INC COMMON STOCK 629377508 7,164,951 49,028 SH DFND 1,2 49,028 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAH1 7,758,846 7,600,000 PRN DFND 1,2 7,600,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P405 20,932,752 1,852,456 SH DFND 1,2 1,852,456 0 0
OKTA INC CONVERTIBLE BOND 679295AF2 46,679,418 46,973,000 PRN DFND 1,2 46,973,000 0 0
OPTIMUM COMMUNICATIONS INC COMMON STOCK 02156K103 9,529,637 7,330,490 SH DFND 1,2 7,330,490 0 0
PAGERDUTY INC CONVERTIBLE BOND 69553PAD2 5,369,691 5,935,000 PRN DFND 1,2 5,935,000 0 0
PARSONS CORP CONVERTIBLE BOND 70202LAD4 2,032,190 2,060,000 PRN DFND 1,2 2,060,000 0 0
PDD HOLDINGS INC COMMON STOCK 722304102 492,814 4,823 SH DFND 1,2 4,823 0 0
PEBBLEBROOK HOTEL TRUST CONVERTIBLE BOND 70509VAA8 56,380,550 57,736,000 PRN DFND 1,2 57,736,000 0 0
PENN ENTERTAINMENT INC CONVERTIBLE BOND 707569AU3 9,564,390 9,562,000 PRN DFND 1,2 9,562,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAH6 4,152,035 3,971,000 PRN DFND 1,2 3,971,000 0 0
PETROLEO BRASILEIRO SA - PETROBRAS COMMON STOCK 71654V408 126,355,319 6,089,413 SH DFND 1,2 6,089,413 0 0
PG&E CORP CONVERTIBLE BOND 69331CAL2 4,144,903 4,000,000 PRN DFND 1,2 4,000,000 0 0
POST HOLDINGS INC CONVERTIBLE BOND 737446AT1 2,114,775 1,950,000 PRN DFND 1,2 1,950,000 0 0
PROGRESS SOFTWARE CORP CONVERTIBLE BOND 743312AB6 36,110,163 36,154,000 PRN DFND 1,2 36,154,000 0 0
Q2 HOLDINGS INC CONVERTIBLE BOND 74736LAD1 40,884,654 41,053,000 PRN DFND 1,2 41,053,000 0 0
RAPID7 INC CONVERTIBLE BOND 753422AF1 1,574,592 1,668,000 PRN DFND 1,2 1,668,000 0 0
REDFIN CORP CONVERTIBLE BOND 75737FAE8 8,819,923 9,197,000 PRN DFND 1,2 9,197,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 758075AF2 8,370,704 8,247,000 PRN DFND 1,2 8,247,000 0 0
REPLIGEN CORP CONVERTIBLE BOND 759916AD1 8,790,069 8,997,000 PRN DFND 1,2 8,997,000 0 0
RICE ACQUISITION CORP 3 WARRANT G7553X114 319,999 399,999 SH DFND 1,2 399,999 0 0
RICE ACQUISITION CORP 3 COMMON STOCK G7553X106 24,744,000 2,400,000 SH DFND 1,2 2,400,000 0 0
RIOT PLATFORMS INC CONVERTIBLE BOND 767292AB1 91,812,759 79,664,000 PRN DFND 1,2 79,664,000 0 0
RIVIAN AUTOMOTIVE INC CONVERTIBLE BOND 76954AAD5 1,248,260 1,300,000 PRN DFND 1,2 1,300,000 0 0
RUNWAY GROWTH FINANCE CORP COMMON STOCK 78163D100 48,293,821 7,029,667 SH DFND 1,2 7,029,667 0 0
SEA LTD CONVERTIBLE BOND 81141RAG5 46,928,280 47,886,000 PRN DFND 1,2 47,886,000 0 0
SHARONAI HOLDINGS INC COMMON STOCK 778920306 22,730,000 1,000,000 SH DFND 1,2 1,000,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAD1 25,669,770 27,272,000 PRN DFND 1,2 27,272,000 0 0
SIMPLY GOOD FOODS CO/THE COMMON STOCK 82900L102 16,199,557 1,128,889 SH DFND 1,2 1,128,889 0 0
SMARTRENT INC COMMON STOCK 83193G107 11,257,942 7,505,294 SH DFND 1,2 7,505,294 0 0
SNAP INC CONVERTIBLE BOND 83304AAB2 3,679,845 3,767,000 PRN DFND 1,2 3,767,000 0 0
SNAP INC CONVERTIBLE BOND 83304AAH9 5,476,199 6,000,000 PRN DFND 1,2 6,000,000 0 0
SNAP INC CONVERTIBLE BOND 83304AAF3 18,734,056 19,745,000 PRN DFND 1,2 19,745,000 0 0
SNOWFLAKE INC CONVERTIBLE BOND 833445AB5 1,892,800 1,600,000 PRN DFND 1,2 1,600,000 0 0
SOUTHERN CO/THE CONVERTIBLE BOND 842587DZ7 3,733,127 3,357,000 PRN DFND 1,2 3,357,000 0 0
SPECTRUM BRANDS HOLDINGS INC CONVERTIBLE BOND 84762LAZ8 26,140,369 26,126,000 PRN DFND 1,2 26,126,000 0 0
STATE STREET SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF ETF 78468R556 181,830,000 1,000,000 SH Put DFND 1,2 1,000,000 0 0
STRATEGY INC CONVERTIBLE BOND 594972AL5 2,119,150 2,200,000 PRN DFND 1,2 2,200,000 0 0
STRATEGY INC CONVERTIBLE BOND 594972AS0 10,056,599 12,080,000 PRN DFND 1,2 12,080,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 134,230,239 20,726,126 SH DFND 1,2 20,726,126 0 0
SYNAPTICS INC CONVERTIBLE BOND 87157DAJ8 14,322,701 13,815,000 PRN DFND 1,2 13,815,000 0 0
TALEN ENERGY CORP COMMON STOCK 87422Q109 47,884,500 150,000 SH Call DFND 1,2 150,000 0 0
TALEN ENERGY CORP COMMON STOCK 87422Q109 105,702,479 331,117 SH DFND 1,2 331,117 0 0
TELADOC HEALTH INC CONVERTIBLE BOND 87918AAF2 31,714,129 33,070,000 PRN DFND 1,2 33,070,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209 18,964,032 1,622,244 SH DFND 1,2 1,622,244 0 0
TELEPHONE AND DATA SYSTEMS INC COMMON STOCK 879433829 180,703,430 4,292,243 SH DFND 1,2 4,292,243 0 0
TERNIUM SA COMMON STOCK 880890108 23,404,398 582,924 SH DFND 1,2 582,924 0 0
TORM PLC COMMON STOCK G89479102 675,076,008 23,839,575 SH DFND 1,2 23,839,575 0 0
TRANSALTA CORP COMMON STOCK 89346D107 84,077,945 6,415,253 SH DFND 1,2 6,415,253 0 0
TRIP.COM GROUP LTD CONVERTIBLE BOND 89677QAB3 7,870,744 7,588,000 PRN DFND 1,2 7,588,000 0 0
UBER TECHNOLOGIES INC CONVERTIBLE BOND 90353TAM2 2,408,500 2,000,000 PRN DFND 1,2 2,000,000 0 0
UNITY SOFTWARE INC CONVERTIBLE BOND 91332UAB7 34,970,593 35,941,000 PRN DFND 1,2 35,941,000 0 0
UPSTART HOLDINGS INC CONVERTIBLE BOND 91680MAB3 4,795,964 4,869,000 PRN DFND 1,2 4,869,000 0 0
UPWORK INC CONVERTIBLE BOND 91688FAB0 12,264,643 12,499,000 PRN DFND 1,2 12,499,000 0 0
VIPER ENERGY INC COMMON STOCK 64361Q101 178,159,389 3,791,432 SH DFND 1,2 3,791,432 0 0
WINNEBAGO INDUSTRIES INC CONVERTIBLE BOND 974637AF7 8,504,032 9,376,000 PRN DFND 1,2 9,376,000 0 0
XP INC COMMON STOCK G98239109 60,395,051 3,172,009 SH DFND 1,2 3,172,009 0 0
YPF SA COMMON STOCK 984245100 40,972,412 886,465 SH DFND 1,2 886,465 0 0
ZIFF DAVIS INC CONVERTIBLE BOND 48123VAH5 3,439,190 3,496,000 PRN DFND 1,2 3,496,000 0 0
ZIFF DAVIS INC CONVERTIBLE BOND 48123VAE2 9,914,407 10,091,000 PRN DFND 1,2 10,091,000 0 0