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
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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
HDFC BANK LTD COMMON STOCK 40415F101   3,375,909 52,478 SH   DFND 1,2 52,478 0 0
ECD AUTOMOTIVE DESIGN INC COMMON STOCK 27877D104   90,750 75,000 SH   DFND 1,2 75,000 0 0
ALIBABA GROUP HOLDING LTD COMMON STOCK 01609W102   8,825,399 122,575 SH   DFND 1,2 122,575 0 0
CONSTELLATION ENERGY CORP COMMON STOCK 21037T109   36,048,600 180,000 SH Put DFND 1,2 180,000 0 0
VISTRA CORP COMMON STOCK 92840M102   17,196,000 200,000 SH Put DFND 1,2 200,000 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207   9,018,727 203,767 SH   DFND 1,2 203,767 0 0
ONITY GROUP INC COMMON STOCK 675746606   10,815,675 451,029 SH   DFND 1,2 451,029 0 0
BANCO MACRO SA COMMON STOCK 05961W105   26,618,319 464,300 SH   DFND 1,2 464,300 0 0
TRIP.COM GROUP LTD COMMON STOCK 89677Q107   27,525,314 585,645 SH   DFND 1,2 585,645 0 0
HIMS & HERS HEALTH INC COMMON STOCK 433000106   13,465,962 666,962 SH   DFND 1,2 666,962 0 0
JOYY INC COMMON STOCK 46591M109   20,444,319 679,439 SH   DFND 1,2 679,439 0 0
STATE STREET CORP ETF 78462F103   378,232,900 695,000 SH Put DFND 1,2 695,000 0 0
XOMETRY INC CONVERTIBLE BOND 98423FAB5   536,511 713,000 PRN   DFND 1,2 713,000 0 0
NRG ENERGY INC COMMON STOCK 629377508   62,288,000 800,000 SH Put DFND 1,2 800,000 0 0
TERNIUM SA COMMON STOCK 880890108   35,084,466 934,340 SH   DFND 1,2 934,340 0 0
YPF SA COMMON STOCK 984245100   19,208,141 954,679 SH   DFND 1,2 954,679 0 0
STAR HOLDINGS COMMON STOCK 85512G106   11,660,428 966,868 SH   DFND 1,2 966,868 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204   18,471,013 973,183 SH   DFND 1,2 973,183 0 0
LENDINGTREE INC CONVERTIBLE BOND 52603BAD9   995,506 1,069,000 PRN   DFND 1,2 1,069,000 0 0
EVENTBRITE INC CONVERTIBLE BOND 29975EAB5   1,132,584 1,151,000 PRN   DFND 1,2 1,151,000 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAG6   1,519,514 1,250,000 PRN   DFND 1,2 1,250,000 0 0
BAUSCH HEALTH COS INC COMMON STOCK 071734107   8,851,900 1,270,000 SH   DFND 1,2 1,270,000 0 0
I3 VERTICALS INC CONVERTIBLE BOND 44933TAB2   1,229,795 1,273,000 PRN   DFND 1,2 1,273,000 0 0
H WORLD GROUP LTD COMMON STOCK 44332N106   43,063,100 1,292,410 SH   DFND 1,2 1,292,410 0 0
VACASA INC COMMON STOCK 91854V206   6,698,431 1,375,448 SH   DFND 1,2 1,375,448 0 0
NORTHERN OIL & GAS INC CONVERTIBLE BOND 665531AJ8   1,616,650 1,400,000 PRN   DFND 1,2 1,400,000 0 0
INSULET CORP CONVERTIBLE BOND 45784PAK7   1,641,375 1,500,000 PRN   DFND 1,2 1,500,000 0 0
INSMED INC CONVERTIBLE BOND 457669AB5   3,466,735 1,642,000 PRN   DFND 1,2 1,642,000 0 0
CYTOKINETICS INC CONVERTIBLE BOND 23282WAC4   2,221,831 1,700,000 PRN   DFND 1,2 1,700,000 0 0
BENTLEY SYSTEMS INC CONVERTIBLE BOND 08265TAD1   1,549,050 1,725,000 PRN   DFND 1,2 1,725,000 0 0
DEXCOM INC CONVERTIBLE BOND 252131AM9   1,767,600 1,800,000 PRN   DFND 1,2 1,800,000 0 0
BLOCK INC CONVERTIBLE BOND 852234AF0   1,747,887 1,807,000 PRN   DFND 1,2 1,807,000 0 0
KILROY REALTY CORP COMMON STOCK 49427F108   57,664,842 1,850,011 SH   DFND 1,2 1,850,011 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P405   34,844,697 1,852,456 SH   DFND 1,2 1,852,456 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAD5   2,081,625 2,100,000 PRN   DFND 1,2 2,100,000 0 0
TYLER TECHNOLOGIES INC CONVERTIBLE BOND 902252AB1   2,310,000 2,100,000 PRN   DFND 1,2 2,100,000 0 0
BLOCK INC CONVERTIBLE BOND 852234AJ2   1,960,282 2,181,000 PRN   DFND 1,2 2,181,000 0 0
ETSY INC CONVERTIBLE BOND 29786AAJ5   2,183,500 2,200,000 PRN   DFND 1,2 2,200,000 0 0
NIO INC CONVERTIBLE BOND 62914VAF3   2,213,598 2,324,000 PRN   DFND 1,2 2,324,000 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857   117,510,280 2,417,907 SH   DFND 1,2 2,417,907 0 0
BRASKEM SA COMMON STOCK 105532105   15,759,078 2,443,268 SH   DFND 1,2 2,443,268 0 0
AZUL SA COMMON STOCK 05501U106   9,783,400 2,445,850 SH   DFND 1,2 2,445,850 0 0
ESPERION THERAPEUTICS INC CONVERTIBLE BOND 29664WAB1   2,326,597 2,495,000 PRN   DFND 1,2 2,495,000 0 0
VISTA ENERGY SAB DE CV COMMON STOCK 92837L109   113,868,912 2,503,714 SH   DFND 1,2 2,503,714 0 0
ALVOTECH SA COMMON STOCK L01800108   30,789,448 2,532,027 SH   DFND 1,2 2,532,027 0 0
NEVRO CORP CONVERTIBLE BOND 64157FAC7   2,596,821 2,673,000 PRN   DFND 1,2 2,673,000 0 0
JD.COM INC COMMON STOCK 47215P106   72,886,758 2,820,695 SH   DFND 1,2 2,820,695 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203   13,878,808 2,849,858 SH   DFND 1,2 2,849,858 0 0
FIVE9 INC CONVERTIBLE BOND 338307AD3   2,713,679 2,850,000 PRN   DFND 1,2 2,850,000 0 0
POST HOLDINGS INC CONVERTIBLE BOND 737446AT1   3,187,741 2,894,000 PRN   DFND 1,2 2,894,000 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAH4   2,919,260 2,936,000 PRN   DFND 1,2 2,936,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAB6   2,301,282 2,948,000 PRN   DFND 1,2 2,948,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAB5   3,315,711 2,950,000 PRN   DFND 1,2 2,950,000 0 0
BATTALION OIL CORP COMMON STOCK 07134L107   10,053,106 3,009,912 SH   DFND 1,2 3,009,912 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209   21,828,006 3,019,088 SH   DFND 1,2 3,019,088 0 0
MANNKIND CORP CONVERTIBLE BOND 56400PAQ5   3,731,704 3,093,000 PRN   DFND 1,2 3,093,000 0 0
ATLANTICA SUSTAINABLE INFRASTRUCTURE JERSEY LTD CONVERTIBLE BOND 04916EAB0   3,104,788 3,161,000 PRN   DFND 1,2 3,161,000 0 0
BRIDGEBIO PHARMA INC CONVERTIBLE BOND 10806XAB8   3,239,212 3,191,000 PRN   DFND 1,2 3,191,000 0 0
CARDLYTICS INC CONVERTIBLE BOND 14161WAB1   2,979,977 3,206,000 PRN   DFND 1,2 3,206,000 0 0
TURNING POINT BRANDS INC CONVERTIBLE BOND 90041LAE5   3,232,153 3,210,000 PRN   DFND 1,2 3,210,000 0 0
SHIFT4 PAYMENTS INC CONVERTIBLE BOND 82452JAD1   3,166,582 3,335,000 PRN   DFND 1,2 3,335,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108   9,920,968 3,397,592 SH   DFND 1,2 3,397,592 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD CONVERTIBLE BOND 62886HAX9   4,250,474 3,489,000 PRN   DFND 1,2 3,489,000 0 0
COHERUS BIOSCIENCES INC CONVERTIBLE BOND 19249HAB9   2,572,509 3,500,000 PRN   DFND 1,2 3,500,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AF6   2,788,661 3,502,000 PRN   DFND 1,2 3,502,000 0 0
ARBOR REALTY TRUST INC CONVERTIBLE BOND 038923BA5   3,517,140 3,504,000 PRN   DFND 1,2 3,504,000 0 0
HALOZYME THERAPEUTICS INC CONVERTIBLE BOND 40637HAF6   4,001,811 3,592,000 PRN   DFND 1,2 3,592,000 0 0
GREEN PLAINS INC CONVERTIBLE BOND 393222AK0   3,240,250 3,638,000 PRN   DFND 1,2 3,638,000 0 0
BERRY CORP COMMON STOCK 08579X101   23,882,620 3,697,000 SH   DFND 1,2 3,697,000 0 0
LIBERTY GLOBAL LTD COMMON STOCK G61188101   66,262,532 3,801,637 SH   DFND 1,2 3,801,637 0 0
BRIDGEBIO PHARMA INC CONVERTIBLE BOND 10806XAD4   3,042,383 3,818,000 PRN   DFND 1,2 3,818,000 0 0
LANTHEUS HOLDINGS INC CONVERTIBLE BOND 516544AB9   4,866,032 3,901,000 PRN   DFND 1,2 3,901,000 0 0
BILIBILI INC CONVERTIBLE BOND 090040AF3   3,817,137 3,905,000 PRN   DFND 1,2 3,905,000 0 0
HAEMONETICS CORP CONVERTIBLE BOND 405024AB6   3,532,978 3,919,000 PRN   DFND 1,2 3,919,000 0 0
CBL & ASSOCIATES PROPERTIES INC COMMON STOCK 124830878   93,639,869 4,005,126 SH   DFND 1,2 4,005,126 0 0
MARRIOTT VACATIONS WORLDWIDE CORP CONVERTIBLE BOND 57164YAF4   3,843,915 4,201,000 PRN   DFND 1,2 4,201,000 0 0
MARATHON DIGITAL HOLDINGS INC CONVERTIBLE BOND 565788AB2   3,693,610 4,276,000 PRN   DFND 1,2 4,276,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AD1   4,022,250 4,325,000 PRN   DFND 1,2 4,325,000 0 0
SAREPTA THERAPEUTICS INC CONVERTIBLE BOND 803607AD2   5,657,420 4,389,000 PRN   DFND 1,2 4,389,000 0 0
IQIYI INC CONVERTIBLE BOND G4939KAF3   4,197,997 4,400,000 PRN   DFND 1,2 4,400,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAE0   4,014,000 4,460,000 PRN   DFND 1,2 4,460,000 0 0
INDIVIOR PLC COMMON STOCK G4766E116   70,429,767 4,493,173 SH   DFND 1,2 4,493,173 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408   65,298,503 4,506,453 SH   DFND 1,2 4,506,453 0 0
TPI COMPOSITES INC COMMON STOCK 87266J104   18,356,561 4,600,642 SH   DFND 1,2 4,600,642 0 0
TWO HARBORS INVESTMENT CORP CONVERTIBLE BOND 90187BAB7   4,440,000 4,625,000 PRN   DFND 1,2 4,625,000 0 0
ALVOTECH SA WARRANT L01800116   13,953,334 4,666,667 SH   DFND 1,2 4,666,667 0 0
ALPHATEC HOLDINGS INC CONVERTIBLE BOND 02081GAB8   4,595,591 4,731,000 PRN   DFND 1,2 4,731,000 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6   4,659,493 4,780,000 PRN   DFND 1,2 4,780,000 0 0
LIVE NATION ENTERTAINMENT INC CONVERTIBLE BOND 538034BA6   5,315,808 4,798,000 PRN   DFND 1,2 4,798,000 0 0
8X8 INC CONVERTIBLE BOND 282914AE0   3,677,245 4,810,000 PRN   DFND 1,2 4,810,000 0 0
GROUPON INC CONVERTIBLE BOND 399473AF4   4,129,931 4,835,000 PRN   DFND 1,2 4,835,000 0 0
AIR TRANSPORT SERVICES GROUP INC CONVERTIBLE BOND 00922RAB1   5,035,317 5,112,000 PRN   DFND 1,2 5,112,000 0 0
REALREAL INC/THE CONVERTIBLE BOND 88339PAD3   2,532,117 5,249,000 PRN   DFND 1,2 5,249,000 0 0
PERFICIENT INC CONVERTIBLE BOND 71375UAF8   5,260,307 5,415,000 PRN   DFND 1,2 5,415,000 0 0
CRACKER BARREL OLD COUNTRY STORE INC CONVERTIBLE BOND 22410JAB2   4,904,559 5,520,000 PRN   DFND 1,2 5,520,000 0 0
SSR MINING INC CONVERTIBLE BOND 784730AB9   5,053,795 5,568,000 PRN   DFND 1,2 5,568,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AE0   5,642,215 5,576,000 PRN   DFND 1,2 5,576,000 0 0
CHEESECAKE FACTORY INC/THE CONVERTIBLE BOND 163072AA9   5,169,608 5,698,000 PRN   DFND 1,2 5,698,000 0 0
UPWORK INC CONVERTIBLE BOND 91688FAB0   5,084,890 5,700,000 PRN   DFND 1,2 5,700,000 0 0
EAGLE BULK SHIPPING INC CONVERTIBLE BOND 269442AA7   12,128,267 5,745,000 PRN   DFND 1,2 5,745,000 0 0
GERDAU SA COMMON STOCK 373737105   19,433,224 5,888,855 SH   DFND 1,2 5,888,855 0 0
ALTICE USA INC COMMON STOCK 02156K103   12,115,682 5,939,060 SH   DFND 1,2 5,939,060 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAF0   5,748,319 6,011,000 PRN   DFND 1,2 6,011,000 0 0
SUMMIT HOTEL PROPERTIES INC CONVERTIBLE BOND 866082AA8   5,473,440 6,048,000 PRN   DFND 1,2 6,048,000 0 0
BANDWIDTH INC CONVERTIBLE BOND 05988JAD5   4,600,704 6,056,000 PRN   DFND 1,2 6,056,000 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAH1   7,330,460 6,260,000 PRN   DFND 1,2 6,260,000 0 0
ANGLOGOLD ASHANTI PLC COMMON STOCK G0378L100   159,044,955 6,328,888 SH   DFND 1,2 6,328,888 0 0
PACIRA BIOSCIENCES INC CONVERTIBLE BOND 695127AF7   6,031,426 6,413,000 PRN   DFND 1,2 6,413,000 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106   38,813,609 6,646,166 SH   DFND 1,2 6,646,166 0 0
INNOVIVA INC CONVERTIBLE BOND 45781MAD3   6,108,120 6,768,000 PRN   DFND 1,2 6,768,000 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167735   564,717,976 6,870,884 SH   DFND 1,2 6,870,884 0 0
EVENTBRITE INC CONVERTIBLE BOND 29975EAD1   5,950,295 6,921,000 PRN   DFND 1,2 6,921,000 0 0
TECHTARGET INC CONVERTIBLE BOND 87874RAD2   6,785,167 7,012,000 PRN   DFND 1,2 7,012,000 0 0
FIVERR INTERNATIONAL LTD CONVERTIBLE BOND 33835LAA3   6,759,656 7,303,000 PRN   DFND 1,2 7,303,000 0 0
MESA LABORATORIES INC CONVERTIBLE BOND 59064RAA7   7,065,435 7,480,000 PRN   DFND 1,2 7,480,000 0 0
SMARTRENT INC COMMON STOCK 83193G107   17,937,655 7,505,294 SH   DFND 1,2 7,505,294 0 0
ETSY INC CONVERTIBLE BOND 29786AAN6   5,941,534 7,531,000 PRN   DFND 1,2 7,531,000 0 0
SOUTHERN CO/THE CONVERTIBLE BOND 842587DP9   7,942,319 7,766,000 PRN   DFND 1,2 7,766,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204   194,221,465 7,966,426 SH   DFND 1,2 7,966,426 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5   7,940,608 8,176,000 PRN   DFND 1,2 8,176,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AJ4   7,896,967 8,194,000 PRN   DFND 1,2 8,194,000 0 0
SOLAREDGE TECHNOLOGIES INC CONVERTIBLE BOND 83417MAD6   7,535,463 8,222,000 PRN   DFND 1,2 8,222,000 0 0
UNITY SOFTWARE INC CONVERTIBLE BOND 91332UAB7   7,193,683 8,302,000 PRN   DFND 1,2 8,302,000 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE BOND 682189AU9   8,041,191 8,361,000 PRN   DFND 1,2 8,361,000 0 0
LUMENTUM HOLDINGS INC CONVERTIBLE BOND 55024UAF6   6,629,073 8,372,000 PRN   DFND 1,2 8,372,000 0 0
AFFIRM HOLDINGS INC CONVERTIBLE BOND 00827BAB2   6,990,620 8,372,000 PRN   DFND 1,2 8,372,000 0 0
ASCENDIS PHARMA A/S CONVERTIBLE BOND 04351PAD3   9,465,260 8,476,000 PRN   DFND 1,2 8,476,000 0 0
SNAP INC CONVERTIBLE BOND 83304AAH9   6,846,948 8,548,000 PRN   DFND 1,2 8,548,000 0 0
PEBBLEBROOK HOTEL TRUST CONVERTIBLE BOND 70509VAA8   8,141,924 9,174,000 PRN   DFND 1,2 9,174,000 0 0
TELADOC HEALTH INC CONVERTIBLE BOND 87918AAF2   7,844,837 9,438,000 PRN   DFND 1,2 9,438,000 0 0
H WORLD GROUP LTD CONVERTIBLE BOND 44332NAB2   10,109,312 9,465,648 PRN   DFND 1,2 9,465,648 0 0
SHAKE SHACK INC CONVERTIBLE BOND 819047AB7   8,441,610 9,703,000 PRN   DFND 1,2 9,703,000 0 0
DIGITALOCEAN HOLDINGS INC CONVERTIBLE BOND 25402DAB8   8,422,455 9,938,000 PRN   DFND 1,2 9,938,000 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CONVERTIBLE BOND 531229AQ5   10,676,868 10,019,000 PRN   DFND 1,2 10,019,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AD1   10,337,380 10,602,000 PRN   DFND 1,2 10,602,000 0 0
RUNWAY GROWTH FINANCE CORP COMMON STOCK 78163D100   126,768,894 10,779,667 SH   DFND 1,2 10,779,667 0 0
ENVESTNET INC CONVERTIBLE BOND 29404KAG1   11,894,248 11,049,000 PRN   DFND 1,2 11,049,000 0 0
FORD MOTOR CO CONVERTIBLE BOND 345370CZ1   11,467,752 11,315,000 PRN   DFND 1,2 11,315,000 0 0
SUNNOVA ENERGY INTERNATIONAL INC CONVERTIBLE BOND 86745KAF1   6,245,235 12,750,000 PRN   DFND 1,2 12,750,000 0 0
VALE SA COMMON STOCK 91912E105   142,453,277 12,753,203 SH   DFND 1,2 12,753,203 0 0
SITIO ROYALTIES CORP COMMON STOCK 82983N108   305,398,183 12,935,120 SH   DFND 1,2 12,935,120 0 0
CEMEX SAB DE CV COMMON STOCK 151290889   93,862,914 14,689,032 SH   DFND 1,2 14,689,032 0 0
FIRST MAJESTIC SILVER CORP CONVERTIBLE BOND 32076VAD5   16,282,559 19,627,000 PRN   DFND 1,2 19,627,000 0 0
GUARDANT HEALTH INC CONVERTIBLE BOND 40131MAB5   15,606,437 20,116,000 PRN   DFND 1,2 20,116,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108   111,926,282 20,726,126 SH   DFND 1,2 20,726,126 0 0
SEA LTD CONVERTIBLE BOND 81141RAG5   19,180,313 21,958,000 PRN   DFND 1,2 21,958,000 0 0
INFINERA CORP COMMON STOCK 45667G103   153,318,088 25,175,384 SH   DFND 1,2 25,175,384 0 0
JETBLUE AIRWAYS CORP CONVERTIBLE BOND 477143AP6   25,603,284 29,024,000 PRN   DFND 1,2 29,024,000 0 0
BANCO BRADESCO SA COMMON STOCK 059460303   77,978,382 34,811,777 SH   DFND 1,2 34,811,777 0 0
CABLE ONE INC CONVERTIBLE BOND 12685JAE5   34,559,360 39,272,000 PRN   DFND 1,2 39,272,000 0 0
GARRETT MOTION INC COMMON STOCK 366505105   378,671,389 44,082,816 SH   DFND 1,2 44,082,816 0 0
TORM PLC COMMON STOCK G89479102   1,724,284,468 44,109,986 SH   DFND 1,2 44,109,986 0 0