# EDGAR Filing Document

**Accession Number:** 0001386462
**File Stem:** 0000929638-23-000507
**Filing Date:** 2023-2
**Character Count:** 42226
**Document Hash:** bb551f2abeea8b53ee57290f40e23f5c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000929638-23-000507.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0000929638-23-000507

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Ionic Capital Management LLC
- **CENTRAL INDEX KEY:** 0001386462
- **IRS NUMBER:** 680629832
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-12913
- **FILM NUMBER:** 23626701

**BUSINESS ADDRESS:**
- **STREET 1:** 475 FIFTH AVENUE
- **STREET 2:** 9TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 212-294-8531

**MAIL ADDRESS:**
- **STREET 1:** 475 FIFTH AVENUE
- **STREET 2:** 9TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** Ionic Capital Management LLC<br>**Address:** 475 FIFTH AVENUE<br>9TH FLOOR<br>NEW YORK, NY 10017

**Form 13F File Number:** 028-12913

**CRD Number (if applicable):** 000156400

**SEC File Number (if applicable):** 801-72188

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Steven Vecchio<br>**Title:** Chief Compliance Officer and Associate General Counsel<br>**Phone:** (212) 294-8500

**Signature, Place, and Date of Signing:**

/s/ Steven Vecchio  New York, NY  02-14-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 357

**Form 13F Information Table Value Total:** $422366314

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

**NONE**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 180 LIFE SCIENCES CORP | *W EXP 11/07/202 | 68236V112 |  | 127252 | 2232488 | SH |  | DFND |  | 2232488 | 0 | 0 |
| A SPAC I ACQUISITION CORP | *W EXP 05/21/202 | G0542S130 |  | 897 | 51266 | SH |  | DFND |  | 51266 | 0 | 0 |
| A SPAC I ACQUISITION CORP | RIGHT 12/09/2026 | G0542S114 |  | 23750 | 250000 | SH |  | DFND |  | 250000 | 0 | 0 |
| A SPAC II ACQUISITION CORP | *W EXP 10/15/202 | G0543H117 |  | 18750 | 500000 | SH |  | DFND |  | 500000 | 0 | 0 |
| A SPAC II ACQUISITION CORP | RIGHT 10/15/2026 | G0543H133 |  | 45533 | 650000 | SH |  | DFND |  | 650000 | 0 | 0 |
| ACCRETION ACQUISITION CORP | RIGHT 03/01/2028 | 00438Y123 |  | 68875 | 985330 | SH |  | DFND |  | 985330 | 0 | 0 |
| ACRI CAPITAL ACQUISITION COR | *W EXP 02/01/202 | 00501A119 |  | 2344 | 75000 | SH |  | DFND |  | 75000 | 0 | 0 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 |  | 1867820 | 24400 | SH |  | DFND |  | 24400 | 0 | 0 |
| ADIT EDTECH ACQUISITION CORP | *W EXP 99/99/999 | 007024110 |  | 26537 | 442277 | SH |  | DFND |  | 442277 | 0 | 0 |
| ADVANCED MICRO DEVICES INC | COM | 007903107 |  | 3167642 | 48906 | SH |  | DFND |  | 48906 | 0 | 0 |
| ADVANTAGE SOLUTIONS INC | *W EXP 10/28/202 | 00791N110 |  | 83067 | 615999 | SH |  | DFND |  | 615999 | 0 | 0 |
| AETHERIUM ACQUISITION CORP | *W EXP 12/21/202 | 00809J119 |  | 3187 | 282000 | SH |  | DFND |  | 282000 | 0 | 0 |
| AEVA TECHNOLOGIES INC | *W EXP 03/12/202 | 00835Q111 |  | 341759 | 1969792 | SH |  | DFND |  | 1969792 | 0 | 0 |
| AEVA TECHNOLOGIES INC | COM | 00835Q103 |  | 1496 | 1100 | SH |  | DFND |  | 1100 | 0 | 0 |
| AEYE INC | *W EXP 09/30/202 | 008183113 |  | 31743 | 793570 | SH |  | DFND |  | 793570 | 0 | 0 |
| AIMFINITY INVESTMENT CORP I | *W EXP 04/21/202 | G0135E126 |  | 11715 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| AIRBNB INC | NOTE 3/1 | 009066AB7 |  | 3320337 | 4000000 | PRN |  | DFND |  | 4000000 | 0 | 0 |
| ALIGHT INC | COM CL A | 01626W101 |  | 5846675 | 699363 | SH |  | DFND |  | 699363 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | *W EXP 12/13/202 | G0230C116 |  | 6529 | 429554 | SH |  | DFND |  | 429554 | 0 | 0 |
| ALPHABET INC | CAP STK CL A | 02079K305 |  | 2123961 | 24073 | SH |  | DFND |  | 24073 | 0 | 0 |
| ALPHABET INC | CAP STK CL C | 02079K107 |  | 99378 | 1120 | SH |  | DFND |  | 1120 | 0 | 0 |
| ALSET CAPITAL ACQUISITION CO | *W EXP 01/31/202 | 02115M117 |  | 21592 | 277000 | SH |  | DFND |  | 277000 | 0 | 0 |
| ALSP ORCHID ACQUISITION CORP | *W EXP 11/30/202 | G0231L123 |  | 9187 | 306235 | SH |  | DFND |  | 306235 | 0 | 0 |
| AMAZON COM INC | COM | 023135106 |  | 838236 | 9979 | SH |  | DFND |  | 9979 | 0 | 0 |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 |  | 5088000 | 400000 | SH | Put | DFND |  | 400000 | 0 | 0 |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 |  | 332539 | 26143 | SH |  | DFND |  | 26143 | 0 | 0 |
| AMERICAN INTL GROUP INC | COM NEW | 026874784 |  | 1897200 | 30000 | SH | Call | DFND |  | 30000 | 0 | 0 |
| AMERICAN INTL GROUP INC | COM NEW | 026874784 |  | 1897200 | 30000 | SH | Put | DFND |  | 30000 | 0 | 0 |
| ANGHAMI INC | *W EXP 02/03/202 | G0369L119 |  | 6477 | 248145 | SH |  | DFND |  | 248145 | 0 | 0 |
| APPHARVEST INC | *W EXP 01/29/202 | 03783T111 |  | 69080 | 726398 | SH |  | DFND |  | 726398 | 0 | 0 |
| ARCHER AVIATION INC | *W EXP 09/16/202 | 03945R110 |  | 346667 | 1348900 | SH |  | DFND |  | 1348900 | 0 | 0 |
| ARDAGH METAL PACKAGING S A | SHS | L02235106 |  | 1958223 | 407115 | SH |  | DFND |  | 407115 | 0 | 0 |
| ARKO CORP | *W EXP 12/22/202 | 041242116 |  | 745311 | 425892 | SH |  | DFND |  | 425892 | 0 | 0 |
| AST SPACEMOBILE INC | *W EXP 04/06/202 | 00217D118 |  | 5805511 | 2939499 | SH |  | DFND |  | 2939499 | 0 | 0 |
| AST SPACEMOBILE INC | COM CL A | 00217D100 |  | 246302 | 51100 | SH | Call | DFND |  | 51100 | 0 | 0 |
| AST SPACEMOBILE INC | COM CL A | 00217D100 |  | 9993304 | 2073300 | SH | Put | DFND |  | 2073300 | 0 | 0 |
| AST SPACEMOBILE INC | COM CL A | 00217D100 |  | 2545774 | 528169 | SH |  | DFND |  | 528169 | 0 | 0 |
| ATI PHYSICall THERAPY INC | *W EXP 08/10/202 | 00216W117 |  | 5274 | 976645 | SH |  | DFND |  | 976645 | 0 | 0 |
| ATLANTIC COASTAL ACQUISTN CO | *W EXP 03/02/202 | 048453112 |  | 19901 | 398013 | SH |  | DFND |  | 398013 | 0 | 0 |
| ATLANTIC COASTAL AQSTN CORP | *W EXP 01/13/202 | 04845A116 |  | 12610 | 194000 | SH |  | DFND |  | 194000 | 0 | 0 |
| AURORA INNOVATION INC | *W EXP 11/03/202 | 051774115 |  | 92820 | 714000 | SH |  | DFND |  | 714000 | 0 | 0 |
| AURORA TECHNOLOGY ACQUISITIO | *W EXP 01/27/202 | G06984127 |  | 21195 | 900000 | SH |  | DFND |  | 900000 | 0 | 0 |
| AVALON ACQUISITION INC | *W EXP 12/31/202 | 05338E119 |  | 36523 | 561898 | SH |  | DFND |  | 561898 | 0 | 0 |
| AVANTOR INC | COM | 05352A100 |  | 1961370 | 93000 | SH |  | DFND |  | 93000 | 0 | 0 |
| AVAYA HLDGS CORP | COM | 05351X101 |  | 24539 | 125200 | SH | Put | DFND |  | 125200 | 0 | 0 |
| AVAYA HLDGS CORP | COM | 05351X101 |  | 24539 | 125200 | SH |  | DFND |  | 125200 | 0 | 0 |
| AVEPOINT INC | *W EXP 09/18/202 | 053604112 |  | 1634900 | 2919469 | SH |  | DFND |  | 2919469 | 0 | 0 |
| AXIOS SUSTAINABLE GRW ACQ CO | *W EXP 99/99/999 | G0703K116 |  | 21000 | 600000 | SH |  | DFND |  | 600000 | 0 | 0 |
| AXIOS SUSTAINABLE GRW ACQ CO | RIGHT 99/99/9999 | G0703K124 |  | 85983 | 807355 | SH |  | DFND |  | 807355 | 0 | 0 |
| BAKKT HOLDINGS INC | *W EXP 10/25/202 | 05759B115 |  | 95264 | 866046 | SH |  | DFND |  | 866046 | 0 | 0 |
| BANK AMERICA CORP | COM | 060505104 |  | 2103385 | 63508 | SH |  | DFND |  | 63508 | 0 | 0 |
| BANYAN ACQUISITION CORPORATI | *W EXP 09/30/202 | 06690B115 |  | 6250 | 250000 | SH |  | DFND |  | 250000 | 0 | 0 |
| BARK INC | *W EXP 05/01/202 | 68622E112 |  | 164555 | 1096312 | SH |  | DFND |  | 1096312 | 0 | 0 |
| BARK INC | COM | 68622E104 |  | 12123 | 8136 | SH |  | DFND |  | 8136 | 0 | 0 |
| BENSON HILL INC | *W EXP 09/29/202 | 082490111 |  | 160080 | 640065 | SH |  | DFND |  | 640065 | 0 | 0 |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 |  | 833412 | 3195000 | PRN |  | DFND |  | 3195000 | 0 | 0 |
| BIGBEAR AI HLDGS INC | *W EXP 12/08/202 | 08975B117 |  | 31988 | 1042002 | SH |  | DFND |  | 1042002 | 0 | 0 |
| BIGBEAR AI HLDGS INC | COM | 08975B109 |  | 2088 | 3100 | SH | Put | DFND |  | 3100 | 0 | 0 |
| BLACK KNIGHT INC | COM | 09215C105 |  | 1136200 | 18400 | SH |  | DFND |  | 18400 | 0 | 0 |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 |  | 7096797 | 6365000 | PRN |  | DFND |  | 6365000 | 0 | 0 |
| BLACKSKY TECHNOLOGY INC | *W EXP 09/09/202 | 09263B116 |  | 189175 | 1401299 | SH |  | DFND |  | 1401299 | 0 | 0 |
| BLACKSKY TECHNOLOGY INC | COM CL A | 09263B108 |  | 27794 | 18048 | SH |  | DFND |  | 18048 | 0 | 0 |
| BLADE AIR MOBILITY INC | *W EXP 05/07/202 | 092667112 |  | 401128 | 802255 | SH |  | DFND |  | 802255 | 0 | 0 |
| BLADE AIR MOBILITY INC | CL A COM | 092667104 |  | 1295244 | 361800 | SH | Put | DFND |  | 361800 | 0 | 0 |
| BLADE AIR MOBILITY INC | CL A COM | 092667104 |  | 546523 | 152660 | SH |  | DFND |  | 152660 | 0 | 0 |
| BLUE OWL CAPITAL INC | COM CL A | 09581B103 |  | 1752180 | 165300 | SH | Put | DFND |  | 165300 | 0 | 0 |
| BOWLERO CORP | CL A COM | 10258P102 |  | 484593 | 35949 | SH |  | DFND |  | 35949 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 |  | 644740 | 1400000 | PRN |  | DFND |  | 1400000 | 0 | 0 |
| BRIDGETOWN HOLDINGS LTD | *W EXP 09/30/202 | G1355U121 |  | 99460 | 806649 | SH |  | DFND |  | 806649 | 0 | 0 |
| BROADMARK RLTY CAP INC | *W EXP 11/15/202 | 11135B118 |  | 665 | 316432 | SH |  | DFND |  | 316432 | 0 | 0 |
| BURGERFI INTERNATIONAL INC | *W EXP 12/16/202 | 12122L119 |  | 49864 | 1060931 | SH |  | DFND |  | 1060931 | 0 | 0 |
| BURTECH ACQUISITION CORP | *W EXP 12/18/202 | 123013112 |  | 1890 | 315000 | SH |  | DFND |  | 315000 | 0 | 0 |
| BUTTERFLY NETWORK INC | *W EXP 02/12/202 | 124155110 |  | 615188 | 2366107 | SH |  | DFND |  | 2366107 | 0 | 0 |
| BUZZFEED INC | *W EXP 12/03/202 | 12430A110 |  | 12760 | 318997 | SH |  | DFND |  | 318997 | 0 | 0 |
| CAESARS ENTERTAINMENT INC NE | COM | 12769G100 |  | 3536000 | 85000 | SH | Call | DFND |  | 85000 | 0 | 0 |
| CAESARS ENTERTAINMENT INC NE | COM | 12769G100 |  | 271440 | 6525 | SH |  | DFND |  | 6525 | 0 | 0 |
| CANNA GLOBAL ACQUISITION COR | *W EXP 11/30/202 | 13767K119 |  | 16920 | 966843 | SH |  | DFND |  | 966843 | 0 | 0 |
| CANO HEALTH INC | *W EXP 06/03/202 | 13781Y111 |  | 551854 | 2508429 | SH |  | DFND |  | 2508429 | 0 | 0 |
| CANO HEALTH INC | COM CL A | 13781Y103 |  | 453607 | 331100 | SH | Call | DFND |  | 331100 | 0 | 0 |
| CANO HEALTH INC | COM CL A | 13781Y103 |  | 250162 | 182600 | SH | Put | DFND |  | 182600 | 0 | 0 |
| CANO HEALTH INC | COM CL A | 13781Y103 |  | 193943 | 141564 | SH |  | DFND |  | 141564 | 0 | 0 |
| CANOO INC | *W EXP 12/21/202 | 13803R110 |  | 695897 | 3025639 | SH |  | DFND |  | 3025639 | 0 | 0 |
| CANOO INC | COM CL A | 13803R102 |  | 220539 | 179300 | SH | Call | DFND |  | 179300 | 0 | 0 |
| CANOO INC | COM CL A | 13803R102 |  | 738000 | 600000 | SH | Put | DFND |  | 600000 | 0 | 0 |
| CANOO INC | COM CL A | 13803R102 |  | 693228 | 563600 | SH |  | DFND |  | 563600 | 0 | 0 |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 |  | 2292800 | 40000 | SH | Put | DFND |  | 40000 | 0 | 0 |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 |  | 16681152 | 291018 | SH |  | DFND |  | 291018 | 0 | 0 |
| CAZOO GROUP LTD | *W EXP 08/26/202 | G2007L113 |  | 3551 | 438452 | SH |  | DFND |  | 438452 | 0 | 0 |
| CELLEBRITE DI LTD | *W EXP 08/30/202 | M2197Q115 |  | 447252 | 723592 | SH |  | DFND |  | 723592 | 0 | 0 |
| CELLEBRITE DI LTD | ORDINARY SHARES | M2197Q107 |  | 872000 | 200000 | SH | Put | DFND |  | 200000 | 0 | 0 |
| CELULARITY INC | *W EXP 07/16/202 | 151190113 |  | 136807 | 2072837 | SH |  | DFND |  | 2072837 | 0 | 0 |
| CHICKEN SOUP FOR THE SOUL EN | *W EXP 10/22/202 | 16842Q134 |  | 3806 | 207983 | SH |  | DFND |  | 207983 | 0 | 0 |
| CIPHER MINING INC | *W EXP 10/22/202 | 17253J114 |  | 52540 | 874210 | SH |  | DFND |  | 874210 | 0 | 0 |
| CLEAN EARTH ACQUISITIONS COR | *W EXP 99/99/999 | 184493112 |  | 7816 | 107800 | SH |  | DFND |  | 107800 | 0 | 0 |
| CLEAN EARTH ACQUISITIONS COR | RIGHT 01/01/2027 | 184493120 |  | 90198 | 701932 | SH |  | DFND |  | 701932 | 0 | 0 |
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 |  | 4683868 | 5700000 | PRN |  | DFND |  | 5700000 | 0 | 0 |
| COEPTIS THERAPEUTICS HLDGS I | *W EXP 12/31/202 | 19207A116 |  | 41831 | 418728 | SH |  | DFND |  | 418728 | 0 | 0 |
| COHERENT CORP | COM | 19247G107 |  | 800210 | 22798 | SH |  | DFND |  | 22798 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 |  | 1709309 | 3000000 | PRN |  | DFND |  | 3000000 | 0 | 0 |
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 |  | 3992900 | 5250000 | PRN |  | DFND |  | 5250000 | 0 | 0 |
| CONSILIUM ACQUISITN CORP I L | *W EXP 06/01/202 | G2365L119 |  | 12300 | 410000 | SH |  | DFND |  | 410000 | 0 | 0 |
| CONSILIUM ACQUISITN CORP I L | RIGHT 07/01/2023 | G2365L127 |  | 56851 | 811000 | SH |  | DFND |  | 811000 | 0 | 0 |
| CONSTELLIUM SE | CL A SHS | F21107101 |  | 8250136 | 697391 | SH |  | DFND |  | 697391 | 0 | 0 |
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 |  | 3806778 | 3930000 | PRN |  | DFND |  | 3930000 | 0 | 0 |
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 |  | 2460332 | 2550000 | PRN |  | DFND |  | 2550000 | 0 | 0 |
| CURIOSITYSTREAM INC | *W EXP 10/14/202 | 23130Q115 |  | 27018 | 451808 | SH |  | DFND |  | 451808 | 0 | 0 |
| CUSTOM TRUCK ONE SOURCE INC | *W EXP 01/01/202 | 23204X111 |  | 355569 | 911715 | SH |  | DFND |  | 911715 | 0 | 0 |
| DANIMER SCIENTIFIC INC | COM CL A | 236272100 |  | 161100 | 90000 | SH |  | DFND |  | 90000 | 0 | 0 |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 |  | 1093790 | 1000000 | PRN |  | DFND |  | 1000000 | 0 | 0 |
| DENALI CAPITAL ACQUISITN COR | *W EXP 03/28/202 | G6256B114 |  | 5250 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| DESKTOP METAL INC | COM CL A | 25058X105 |  | 1523200 | 1120000 | SH | Put | DFND |  | 1120000 | 0 | 0 |
| DIGITAL HEALTH ACQUISITION C | *W EXP 11/02/202 | 253893119 |  | 72719 | 736390 | SH |  | DFND |  | 736390 | 0 | 0 |
| DIGITAL MEDIA SOLUTIONS INC | *W EXP 07/15/202 | 25401G114 |  | 10560 | 100000 | SH |  | DFND |  | 100000 | 0 | 0 |
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 |  | 3021354 | 4000000 | PRN |  | DFND |  | 4000000 | 0 | 0 |
| DIREXION SHS ETF TR | DAILY GOLD MINER | 25460G880 |  | 1799256 | 122900 | SH | Put | DFND |  | 122900 | 0 | 0 |
| DIREXION SHS ETF TR | DLY JR GOLD 2X | 25460G807 |  | 1044582 | 130900 | SH | Put | DFND |  | 130900 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 |  | 2715030 | 3000000 | PRN |  | DFND |  | 3000000 | 0 | 0 |
| DISNEY WALT CO | COM | 254687106 |  | 1993896 | 22950 | SH |  | DFND |  | 22950 | 0 | 0 |
| DUET ACQUISITION CORP | *W EXP 07/19/202 | 26431Q114 |  | 5943 | 297900 | SH |  | DFND |  | 297900 | 0 | 0 |
| DXC TECHNOLOGY CO | COM | 23355L106 |  | 32565771 | 1228897 | SH |  | DFND |  | 1228897 | 0 | 0 |
| E2OPEN PARENT HOLDINGS INC | *W EXP 02/04/202 | 29788T111 |  | 1453997 | 1724996 | SH |  | DFND |  | 1724996 | 0 | 0 |
| EMBARK TECHNOLOGY INC | *W EXP 11/10/202 | 29079J111 |  | 11124 | 556205 | SH |  | DFND |  | 556205 | 0 | 0 |
| ENERGEM CORP | *W EXP 11/15/202 | G30449121 |  | 39128 | 495292 | SH |  | DFND |  | 495292 | 0 | 0 |
| EURONAV NV | SHS | B38564108 |  | 852000 | 50000 | SH |  | DFND |  | 50000 | 0 | 0 |
| EVE HLDG INC | *W EXP 05/09/202 | 29970N112 |  | 260672 | 1042689 | SH |  | DFND |  | 1042689 | 0 | 0 |
| EVERGREEN CORPORATION | *W EXP 02/08/202 | G3312W117 |  | 5118 | 237500 | SH |  | DFND |  | 237500 | 0 | 0 |
| EVGO INC | *W EXP 07/01/202 | 30052F118 |  | 915243 | 1346145 | SH |  | DFND |  | 1346145 | 0 | 0 |
| EVGO INC | CL A COM | 30052F100 |  | 223500 | 50000 | SH | Call | DFND |  | 50000 | 0 | 0 |
| EVGO INC | CL A COM | 30052F100 |  | 964179 | 215700 | SH | Put | DFND |  | 215700 | 0 | 0 |
| EVGO INC | CL A COM | 30052F100 |  | 18323 | 4099 | SH |  | DFND |  | 4099 | 0 | 0 |
| EVOLV TECHNOLOGIES HLDNGS IN | *W EXP 03/10/202 | 30049H110 |  | 322232 | 753759 | SH |  | DFND |  | 753759 | 0 | 0 |
| F45 TRAINING HLDGS INC | COM | 30322L101 |  | 569715 | 199900 | SH |  | DFND |  | 199900 | 0 | 0 |
| FARADAY FUTRE INTLGT ELCTR I | *W EXP 03/20/202 | 307359117 |  | 302890 | 4320827 | SH |  | DFND |  | 4320827 | 0 | 0 |
| FARADAY FUTRE INTLGT ELCTR I | COM | 307359109 |  | 102418 | 352800 | SH | Call | DFND |  | 352800 | 0 | 0 |
| FASTLY INC | CL A | 31188V100 |  | 8387 | 1024 | SH |  | DFND |  | 1024 | 0 | 0 |
| FASTLY INC | NOTE 3/1 | 31188VAB6 |  | 2773532 | 3800000 | PRN |  | DFND |  | 3800000 | 0 | 0 |
| FEDEX CORP | COM | 31428X106 |  | 1957160 | 11300 | SH |  | DFND |  | 11300 | 0 | 0 |
| FEUTUNE LIGHT ACQUISITION CO | *W EXP 06/01/202 | 31561T110 |  | 4500 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| FINANCE OF AMERICA COMPAN | *W EXP 04/08/202 | 31738L115 |  | 165905 | 2135224 | SH |  | DFND |  | 2135224 | 0 | 0 |
| FINANCE OF AMERICA COMPAN | COM CL A | 31738L107 |  | 18261 | 14379 | SH |  | DFND |  | 14379 | 0 | 0 |
| FIRST LT ACQUISITION GROUP I | *W EXP 03/14/202 | 320703119 |  | 54923 | 234913 | SH |  | DFND |  | 234913 | 0 | 0 |
| FISKER INC | CL A COM STK | 33813J106 |  | 736451 | 101300 | SH | Call | DFND |  | 101300 | 0 | 0 |
| FISKER INC | CL A COM STK | 33813J106 |  | 3663353 | 503900 | SH | Put | DFND |  | 503900 | 0 | 0 |
| FISKER INC | CL A COM STK | 33813J106 |  | 947710 | 130359 | SH |  | DFND |  | 130359 | 0 | 0 |
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 |  | 2760609 | 3000000 | PRN |  | DFND |  | 3000000 | 0 | 0 |
| FLEX LTD | ORD | Y2573F102 |  | 19371620 | 902685 | SH |  | DFND |  | 902685 | 0 | 0 |
| FORTUNE RISE ACQUISITION COR | *W EXP 12/06/202 | 34969G110 |  | 12181 | 348041 | SH |  | DFND |  | 348041 | 0 | 0 |
| FREYR BATTERY | *W EXP 09/01/202 | L4135L118 |  | 3980795 | 1406642 | SH |  | DFND |  | 1406642 | 0 | 0 |
| FREYR BATTERY | SHS | L4135L100 |  | 837620 | 96500 | SH | Call | DFND |  | 96500 | 0 | 0 |
| FREYR BATTERY | SHS | L4135L100 |  | 1705620 | 196500 | SH | Put | DFND |  | 196500 | 0 | 0 |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 |  | 1356036 | 2920000 | PRN |  | DFND |  | 2920000 | 0 | 0 |
| FUTURETECH II ACQUISITION CO | *W EXP 12/23/202 | 36119D111 |  | 9000 | 450000 | SH |  | DFND |  | 450000 | 0 | 0 |
| GCM GROSVENOR INC | *W EXP 11/17/202 | 36831E116 |  | 716337 | 1628039 | SH |  | DFND |  | 1628039 | 0 | 0 |
| GELESIS HLDGS INC | *W EXP 01/13/202 | 36850R113 |  | 5340 | 600000 | SH |  | DFND |  | 600000 | 0 | 0 |
| GENERAL ELECTRIC CO | COM NEW | 369604301 |  | 939370 | 11211 | SH |  | DFND |  | 11211 | 0 | 0 |
| GENESIS UNICORN CAPITAL CORP | *W EXP 06/30/202 | 37187C118 |  | 19366 | 336800 | SH |  | DFND |  | 336800 | 0 | 0 |
| GIGCAPITAL 5 INC | *W EXP 03/28/202 | 37519U117 |  | 14153 | 404372 | SH |  | DFND |  | 404372 | 0 | 0 |
| GINKGO BIOWORKS HOLDINGS INC | *W EXP 09/16/202 | 37611X118 |  | 228668 | 1143348 | SH |  | DFND |  | 1143348 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | *W EXP 05/09/202 | 37961B120 |  | 5500 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| GLOBAL BLOCKCHAIN ACQUI CORP | RIGHT 05/09/2027 | 37961B112 |  | 26544 | 387500 | SH |  | DFND |  | 387500 | 0 | 0 |
| GLOBAL BLUE GROUP HOLDING AG | *W EXP 08/28/202 | H33700115 |  | 967640 | 3110394 | SH |  | DFND |  | 3110394 | 0 | 0 |
| GLOBAL BUSINESS TRAVEL GROUP | COM CL A | 37890B100 |  | 582910 | 86357 | SH |  | DFND |  | 86357 | 0 | 0 |
| GLORY STAR NEW MED GP HLDG L | *W EXP 02/13/202 | G39973113 |  | 7177 | 2990428 | SH |  | DFND |  | 2990428 | 0 | 0 |
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 |  | 26868 | 576563 | SH |  | DFND |  | 576563 | 0 | 0 |
| GOLDEN FALCON ACQUISITION CO | *W EXP 11/04/202 | 38102H117 |  | 38495 | 256632 | SH |  | DFND |  | 256632 | 0 | 0 |
| GOLDENSTONE ACQUISITION LTD | *W EXP 07/15/202 | 38136Y110 |  | 550 | 500000 | SH |  | DFND |  | 500000 | 0 | 0 |
| GOLDMAN SACHS MLP ENERGY REN | COM | 38148G206 |  | 844784 | 66102 | SH |  | DFND |  | 66102 | 0 | 0 |
| GRAB HOLDINGS LIMITED | *W EXP 12/01/202 | G4124C117 |  | 1425772 | 2653587 | SH |  | DFND |  | 2653587 | 0 | 0 |
| GROVE COLLABORATIVE HOLD INC | *W EXP 06/16/202 | 39957D110 |  | 10600 | 106000 | SH |  | DFND |  | 106000 | 0 | 0 |
| GSR II METEORA ACQUISITN COR | *W EXP 02/24/202 | 36263W121 |  | 37925 | 593500 | SH |  | DFND |  | 593500 | 0 | 0 |
| GXO LOGISTICS INCORPORATED | COMMON STOCK | 36262G101 |  | 4418415 | 103500 | SH |  | DFND |  | 103500 | 0 | 0 |
| HAGERTY INC | *W EXP 12/02/202 | 405166117 |  | 1137349 | 507745 | SH |  | DFND |  | 507745 | 0 | 0 |
| HAINAN MANASLU ACQUISTN CORP | *W EXP 01/31/202 | G4233U131 |  | 7500 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| HELIOGEN INC | *W EXP 12/30/202 | 42329E113 |  | 18690 | 249200 | SH |  | DFND |  | 249200 | 0 | 0 |
| HH ACQUISITION CO | *W EXP 02/04/202 | G39714129 |  | 47231 | 942740 | SH |  | DFND |  | 942740 | 0 | 0 |
| HNR ACQUISITION CORP | *W EXP 02/04/202 | 40472A128 |  | 37980 | 400000 | SH |  | DFND |  | 400000 | 0 | 0 |
| HYZON MOTORS INC | *W EXP 10/02/202 | 44951Y110 |  | 182815 | 1396599 | SH |  | DFND |  | 1396599 | 0 | 0 |
| INCEPTION GROWTH ACQUSTN LTD | *W EXP 10/15/202 | 45333D112 |  | 6603 | 203154 | SH |  | DFND |  | 203154 | 0 | 0 |
| INDIE SEMICONDUCTOR INC | *W EXP 06/10/202 | 45569U119 |  | 7437507 | 4677680 | SH |  | DFND |  | 4677680 | 0 | 0 |
| INDIE SEMICONDUCTOR INC | CLASS A COM | 45569U101 |  | 2040500 | 350000 | SH | Call | DFND |  | 350000 | 0 | 0 |
| INDIE SEMICONDUCTOR INC | CLASS A COM | 45569U101 |  | 3361578 | 576600 | SH | Put | DFND |  | 576600 | 0 | 0 |
| INNOVIZ TECHNOLOGIES LTD | *W EXP 04/05/202 | M5R635116 |  | 628550 | 433483 | SH |  | DFND |  | 433483 | 0 | 0 |
| INNOVIZ TECHNOLOGIES LTD | SHS | M5R635108 |  | 137943 | 35100 | SH | Put | DFND |  | 35100 | 0 | 0 |
| IRONNET INC | *W EXP 08/26/202 | 46323Q113 |  | 39105 | 2221999 | SH |  | DFND |  | 2221999 | 0 | 0 |
| ISHARES SILVER TR | ISHARES | 46428Q109 |  | 2202000 | 100000 | SH | Call | DFND |  | 100000 | 0 | 0 |
| ISHARES TR | EXPANDED TECH | 464287515 |  | 383775 | 1500 | SH |  | DFND |  | 1500 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 871800 | 5000 | SH |  | DFND |  | 5000 | 0 | 0 |
| IVEDA SOLUTIONS INC | *W EXP 04/01/202 | 46583A113 |  | 2400 | 20000 | SH |  | DFND |  | 20000 | 0 | 0 |
| JAGUAR GLOBAL GROWTH CORP I | *W EXP 11/23/202 | G5S11A130 |  | 43650 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| JAGUAR GLOBAL GROWTH CORP I | RIGHT 01/01/2027 | G5S11A155 |  | 48000 | 600000 | SH |  | DFND |  | 600000 | 0 | 0 |
| JANUS INTERNATIONAL GROUP IN | COMMON STOCK | 47103N106 |  | 1104101 | 115977 | SH |  | DFND |  | 115977 | 0 | 0 |
| JASPER THERAPEUTICS INC | *W EXP 09/24/202 | 471871111 |  | 13782 | 459391 | SH |  | DFND |  | 459391 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 |  | 32845 | 505300 | SH |  | DFND |  | 505300 | 0 | 0 |
| JOBY AVIATION INC | *W EXP 08/10/202 | G65163118 |  | 854293 | 1771657 | SH |  | DFND |  | 1771657 | 0 | 0 |
| JOBY AVIATION INC | COMMON STOCK | G65163100 |  | 837500 | 250000 | SH | Call | DFND |  | 250000 | 0 | 0 |
| JOBY AVIATION INC | COMMON STOCK | G65163100 |  | 333995 | 99700 | SH | Put | DFND |  | 99700 | 0 | 0 |
| JOYY INC | ADS REPSTG COM A | 46591M109 |  | 631800 | 20000 | SH |  | DFND |  | 20000 | 0 | 0 |
| JOYY INC | NOTE 0.750% 6/1 | 98426TAD8 |  | 2884710 | 3000000 | PRN |  | DFND |  | 3000000 | 0 | 0 |
| KALEYRA INC | *W EXP 11/25/202 | 483379111 |  | 46039 | 1222823 | SH |  | DFND |  | 1222823 | 0 | 0 |
| KATAPULT HOLDINGS INC | *W EXP 06/09/202 | 485859110 |  | 144009 | 2000122 | SH |  | DFND |  | 2000122 | 0 | 0 |
| KEYARCH ACQUISITION CORP | *W EXP 01/24/202 | G5260A112 |  | 4212 | 129590 | SH |  | DFND |  | 129590 | 0 | 0 |
| LAS VEGAS SANDS CORP | COM | 517834107 |  | 3124550 | 65000 | SH | Put | DFND |  | 65000 | 0 | 0 |
| LATCH INC | *W EXP 06/04/202 | 51818V114 |  | 41832 | 979662 | SH |  | DFND |  | 979662 | 0 | 0 |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 |  | 1085856 | 14237 | SH |  | DFND |  | 14237 | 0 | 0 |
| LIBERTY GLOBAL PLC | SHS CL C | G5480U120 |  | 21835551 | 1123806 | SH |  | DFND |  | 1123806 | 0 | 0 |
| LIBERTY RES ACQUISITION CORP | *W EXP 10/31/202 | 53118A113 |  | 46525 | 465251 | SH |  | DFND |  | 465251 | 0 | 0 |
| LIGHTNING EMOTORS INC | *W EXP 05/18/202 | 53228T119 |  | 184743 | 4761529 | SH |  | DFND |  | 4761529 | 0 | 0 |
| LIGHTNING EMOTORS INC | COM | 53228T101 |  | 14770 | 40300 | SH | Call | DFND |  | 40300 | 0 | 0 |
| LION GROUP HOLDING LTD | *W EXP 06/16/202 | 53620U110 |  | 75281 | 1882025 | SH |  | DFND |  | 1882025 | 0 | 0 |
| LIV CAPITAL ACQUISITN CORP I | *W EXP 02/07/202 | G5510R113 |  | 23250 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| LIVERAMP HLDGS INC | COM | 53815P108 |  | 1734560 | 74000 | SH |  | DFND |  | 74000 | 0 | 0 |
| LIVEVOX HOLDING INC | *W EXP 06/18/202 | 53838L118 |  | 856000 | 2675001 | SH |  | DFND |  | 2675001 | 0 | 0 |
| LOTTERY COM INC | *W EXP 10/15/202 | 54570M116 |  | 20395 | 1510726 | SH |  | DFND |  | 1510726 | 0 | 0 |
| LUCID GROUP INC | COM | 549498103 |  | 2049000 | 300000 | SH | Call | DFND |  | 300000 | 0 | 0 |
| LUCID GROUP INC | COM | 549498103 |  | 4024919 | 589300 | SH | Put | DFND |  | 589300 | 0 | 0 |
| MADISON SQUARE GRDN ENTERTNM | CL A | 55826T102 |  | 3687540 | 82000 | SH | Call | DFND |  | 82000 | 0 | 0 |
| MALACCA STRAITS ACQUISITION | *W EXP 06/30/202 | G5859B109 |  | 3952 | 197605 | SH |  | DFND |  | 197605 | 0 | 0 |
| MANCHESTER UTD PLC NEW | ORD CL A | G5784H106 |  | 1959720 | 84000 | SH |  | DFND |  | 84000 | 0 | 0 |
| MAQUIA CAPITAL ACQUISITION C | *W EXP 05/05/202 | 56564V119 |  | 13217 | 367138 | SH |  | DFND |  | 367138 | 0 | 0 |
| MARATHON DIGITAL HOLDINGS IN | NOTE 1.000%12/0 | 565788AB2 |  | 1003229 | 4250000 | PRN |  | DFND |  | 4250000 | 0 | 0 |
| MARBLEGATE ACQUISITION CORP | *W EXP 08/31/202 | 56608A113 |  | 16712 | 334240 | SH |  | DFND |  | 334240 | 0 | 0 |
| MARBLEGATE ACQUISITION CORP | COM CL A | 56608A105 |  | 1496250 | 150000 | SH |  | DFND |  | 150000 | 0 | 0 |
| MARKFORGED HOLDING CORPORATI | *W EXP 07/14/202 | 57064N110 |  | 155797 | 741891 | SH |  | DFND |  | 741891 | 0 | 0 |
| MARKFORGED HOLDING CORPORATI | COM | 57064N102 |  | 27144 | 23400 | SH | Call | DFND |  | 23400 | 0 | 0 |
| MARLIN TECHNOLOGY CORP | *W EXP 01/12/202 | G58411110 |  | 400 | 250000 | SH |  | DFND |  | 250000 | 0 | 0 |
| MAXPRO CAPITAL ACQUISITN COR | *W EXP 09/27/202 | 57778T114 |  | 15072 | 274028 | SH |  | DFND |  | 274028 | 0 | 0 |
| MCLAREN TECHNOLOGY ACQ CORP | *W EXP 11/01/202 | 58176U117 |  | 11134 | 636224 | SH |  | DFND |  | 636224 | 0 | 0 |
| METAL SKY STAR ACQUISITION C | *W EXP 03/31/202 | G6053N121 |  | 7500 | 300000 | SH |  | DFND |  | 300000 | 0 | 0 |
| METAL SKY STAR ACQUISITION C | RIGHT 03/30/2024 | G6053N113 |  | 34000 | 400000 | SH |  | DFND |  | 400000 | 0 | 0 |
| METLIFE INC | COM | 59156R108 |  | 2171100 | 30000 | SH | Call | DFND |  | 30000 | 0 | 0 |
| METLIFE INC | COM | 59156R108 |  | 2171100 | 30000 | SH | Put | DFND |  | 30000 | 0 | 0 |
| METLIFE INC | COM | 59156R108 |  | 467510 | 6460 | SH |  | DFND |  | 6460 | 0 | 0 |
| MEXICO EQUITY  INCOME FD | COM | 592834105 |  | 963052 | 109687 | SH |  | DFND |  | 109687 | 0 | 0 |
| MEXICO FD INC | COM | 592835102 |  | 405350 | 27500 | SH |  | DFND |  | 27500 | 0 | 0 |
| MICRON TECHNOLOGY INC | COM | 595112103 |  | 2249100 | 45000 | SH | Call | DFND |  | 45000 | 0 | 0 |
| MICROVAST HOLDINGS INC | *W EXP 04/01/202 | 59516C114 |  | 679627 | 3399853 | SH |  | DFND |  | 3399853 | 0 | 0 |
| MICROVAST HOLDINGS INC | COM | 59516C106 |  | 765000 | 500000 | SH | Call | DFND |  | 500000 | 0 | 0 |
| MICROVAST HOLDINGS INC | COM | 59516C106 |  | 35802 | 23400 | SH | Put | DFND |  | 23400 | 0 | 0 |
| MIRION TECHNOLOGIES INC | COM CL A | 60471A101 |  | 4278977 | 647349 | SH |  | DFND |  | 647349 | 0 | 0 |
| MOMENTUS INC | *W EXP 05/15/202 | 60879E119 |  | 142777 | 2913816 | SH |  | DFND |  | 2913816 | 0 | 0 |
| MOMENTUS INC | COM CL A | 60879E101 |  | 32756 | 42000 | SH |  | DFND |  | 42000 | 0 | 0 |
| MONEYLION INC | *W EXP 09/22/202 | 60938K114 |  | 23643 | 575279 | SH |  | DFND |  | 575279 | 0 | 0 |
| MONTEREY CAP ACQUISITION COR | *W EXP 01/01/202 | 61244M117 |  | 15000 | 375000 | SH |  | DFND |  | 375000 | 0 | 0 |
| MOUNT RAINIER ACQUISITION CO | *W EXP 11/27/202 | 623006111 |  | 206466 | 1147031 | SH |  | DFND |  | 1147031 | 0 | 0 |
| MP MATERIALS CORP | COM CL A | 553368101 |  | 1942400 | 80000 | SH | Put | DFND |  | 80000 | 0 | 0 |
| MULTIPLAN CORPORATION | *W EXP 02/13/202 | 62548M118 |  | 67968 | 1359353 | SH |  | DFND |  | 1359353 | 0 | 0 |
| NATIONAL ENERGY SERVICES REU | *W EXP 06/06/202 | G6375R115 |  | 605541 | 1513853 | SH |  | DFND |  | 1513853 | 0 | 0 |
| NERDY INC | *W EXP 08/16/202 | 64081V117 |  | 134709 | 585690 | SH |  | DFND |  | 585690 | 0 | 0 |
| NEUBERGER BERMAN MLP  ENERG | COM | 64129H104 |  | 1027298 | 154249 | SH |  | DFND |  | 154249 | 0 | 0 |
| NEW IRELAND FD INC | COM | 645673104 |  | 531389 | 56833 | SH |  | DFND |  | 56833 | 0 | 0 |
| NIKE INC | CL B | 654106103 |  | 2340200 | 20000 | SH | Put | DFND |  | 20000 | 0 | 0 |
| NIKE INC | CL B | 654106103 |  | 151762 | 1297 | SH |  | DFND |  | 1297 | 0 | 0 |
| NOGIN INC | *W EXP 08/26/202 | 65528N113 |  | 18603 | 954000 | SH |  | DFND |  | 954000 | 0 | 0 |
| NOKIA CORP | SPONSORED ADR | 654902204 |  | 185600 | 40000 | SH | Call | DFND |  | 40000 | 0 | 0 |
| NOVA VISION ACQUISITION CORP | *W EXP 12/31/202 | G6759A118 |  | 1736 | 85086 | SH |  | DFND |  | 85086 | 0 | 0 |
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 |  | 1781555 | 2000000 | PRN |  | DFND |  | 2000000 | 0 | 0 |
| NUBIA BRAND INTERNATIONAL CO | *W EXP 11/16/202 | 67022R111 |  | 11375 | 250000 | SH |  | DFND |  | 250000 | 0 | 0 |
| NUSCallE PWR CORP | *W EXP 05/02/202 | 67079K118 |  | 75744 | 47638 | SH |  | DFND |  | 47638 | 0 | 0 |
| NUSCallE PWR CORP | CL A COM | 67079K100 |  | 256500 | 25000 | SH | Put | DFND |  | 25000 | 0 | 0 |
| NWTN INC | *W EXP 12/31/202 | G6693P114 |  | 136875 | 472962 | SH |  | DFND |  | 472962 | 0 | 0 |
| OFFERPAD SOLUTIONS INC | *W EXP 09/01/202 | 67623L117 |  | 20395 | 906440 | SH |  | DFND |  | 906440 | 0 | 0 |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 |  | 3983963 | 4500000 | PRN |  | DFND |  | 4500000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 |  | 4656253 | 3500000 | PRN |  | DFND |  | 3500000 | 0 | 0 |
| ONYX ACQUISITION CO I | *W EXP 11/30/202 | G6755Q117 |  | 21938 | 625000 | SH |  | DFND |  | 625000 | 0 | 0 |
| OPENDOOR TECHNOLOGIES INC | COM | 683712103 |  | 139200 | 120000 | SH | Put | DFND |  | 120000 | 0 | 0 |
| OPPFI INC | *W EXP 07/20/202 | 68386H111 |  | 95208 | 952084 | SH |  | DFND |  | 952084 | 0 | 0 |
| OPPFI INC | COM CL A | 68386H103 |  | 419840 | 204800 | SH | Put | DFND |  | 204800 | 0 | 0 |
| OPPFI INC | COM CL A | 68386H103 |  | 417398 | 203609 | SH |  | DFND |  | 203609 | 0 | 0 |
| ORIGIN MATERIALS INC | *W EXP 06/25/202 | 68622D114 |  | 1111848 | 1277694 | SH |  | DFND |  | 1277694 | 0 | 0 |
| ORMAT TECHNOLOGIES INC | COM | 686688102 |  | 3329480 | 38500 | SH | Put | DFND |  | 38500 | 0 | 0 |
| OUSTER INC | *W EXP 03/11/202 | 68989M111 |  | 220827 | 2324491 | SH |  | DFND |  | 2324491 | 0 | 0 |
| OUSTER INC | COM | 68989M103 |  | 12367 | 14330 | SH |  | DFND |  | 14330 | 0 | 0 |
| OWLET INC | *W EXP 09/14/202 | 69120X115 |  | 76493 | 1912324 | SH |  | DFND |  | 1912324 | 0 | 0 |
| PAYSAFE LIMITED | *W EXP 03/30/202 | G6964L115 |  | 245876 | 4283548 | SH |  | DFND |  | 4283548 | 0 | 0 |
| PERFORMANCE FOOD GROUP CO | COM | 71377A103 |  | 3094436 | 52996 | SH |  | DFND |  | 52996 | 0 | 0 |
| PFIZER INC | COM | 717081103 |  | 3094896 | 60400 | SH | Put | DFND |  | 60400 | 0 | 0 |
| PFIZER INC | COM | 717081103 |  | 872412 | 17026 | SH |  | DFND |  | 17026 | 0 | 0 |
| PINE TECHNOLOGY ACQUISITN CO | *W EXP 03/31/202 | 722850112 |  | 1356 | 797827 | SH |  | DFND |  | 797827 | 0 | 0 |
| PLANET LABS PBC | *W EXP 12/06/202 | 72703X114 |  | 157176 | 182763 | SH |  | DFND |  | 182763 | 0 | 0 |
| PLAYTIKA HLDG CORP | COM | 72815L107 |  | 641552 | 75388 | SH |  | DFND |  | 75388 | 0 | 0 |
| QUANTUM SI INC | *W EXP 06/10/202 | 74765K113 |  | 86816 | 347264 | SH |  | DFND |  | 347264 | 0 | 0 |
| REDWIRE CORPORATION | *W EXP 05/27/202 | 75776W111 |  | 236962 | 1438750 | SH |  | DFND |  | 1438750 | 0 | 0 |
| REDWIRE CORPORATION | COM | 75776W103 |  | 16295 | 8230 | SH |  | DFND |  | 8230 | 0 | 0 |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 |  | 4321125 | 5000000 | PRN |  | DFND |  | 5000000 | 0 | 0 |
| ROCKLEY PHOTONICS HLDGS LTD | *W EXP 08/11/202 | G7614L117 |  | 13983 | 499400 | SH |  | DFND |  | 499400 | 0 | 0 |
| ROGERS CORP | COM | 775133101 |  | 2864160 | 24000 | SH |  | DFND |  | 24000 | 0 | 0 |
| ROIVANT SCIENCES LTD | *W EXP 09/30/202 | G76279119 |  | 890460 | 459000 | SH |  | DFND |  | 459000 | 0 | 0 |
| ROSE HILL ACQUISITION CORP | *W EXP 10/07/202 | G7637J123 |  | 60065 | 478798 | SH |  | DFND |  | 478798 | 0 | 0 |
| RXO INC | COMMON STOCK | 74982T103 |  | 618873 | 35981 | SH |  | DFND |  | 35981 | 0 | 0 |
| SCILEX HOLDING CO | *W EXP 11/10/202 | 80880W114 |  | 36693 | 194244 | SH |  | DFND |  | 194244 | 0 | 0 |
| SEAPORT CallIBRE MATLS ACQUIS | *W EXP 10/28/202 | 812204113 |  | 10734 | 306682 | SH |  | DFND |  | 306682 | 0 | 0 |
| SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 |  | 61302 | 766270 | SH |  | DFND |  | 766270 | 0 | 0 |
| SEMA4 HOLDINGS CORP | *W EXP 07/22/202 | 81663L119 |  | 24673 | 1298593 | SH |  | DFND |  | 1298593 | 0 | 0 |
| SEMA4 HOLDINGS CORP | COM CL A | 81663L101 |  | 12531 | 47500 | SH | Call | DFND |  | 47500 | 0 | 0 |
| SES AI CORPORATION | *W EXP 12/10/202 | 78397Q117 |  | 165483 | 313000 | SH |  | DFND |  | 313000 | 0 | 0 |
| SHARECARE INC | *W EXP 07/01/202 | 81948W112 |  | 208153 | 1486807 | SH |  | DFND |  | 1486807 | 0 | 0 |
| SHARECARE INC | COM CL A | 81948W104 |  | 78629 | 49143 | SH |  | DFND |  | 49143 | 0 | 0 |
| SHIFT TECHNOLOGIES INC | CL A | 82452T107 |  | 6462 | 43400 | SH | Call | DFND |  | 43400 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 |  | 3980819 | 4000000 | PRN |  | DFND |  | 4000000 | 0 | 0 |
| SIGNIFY HEALTH INC | CL A COM | 82671G100 |  | 1146400 | 40000 | SH |  | DFND |  | 40000 | 0 | 0 |
| SITIO ROYALTIES CORP | *W EXP 08/23/202 | 82983N116 |  | 289711 | 2519227 | SH |  | DFND |  | 2519227 | 0 | 0 |
| SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 |  | 184611 | 1692917 | SH |  | DFND |  | 1692917 | 0 | 0 |
| SKILLSOFT CORP | CL A | 83066P200 |  | 260000 | 200000 | SH | Put | DFND |  | 200000 | 0 | 0 |
| SKILLSOFT CORP | CL A | 83066P200 |  | 260000 | 200000 | SH |  | DFND |  | 200000 | 0 | 0 |
| SOHU COM LTD | SPONSORED ADS | 83410S108 |  | 1542293 | 112494 | SH |  | DFND |  | 112494 | 0 | 0 |
| SONDER HOLDINGS INC | *W EXP 01/18/202 | 83542D110 |  | 79588 | 985000 | SH |  | DFND |  | 985000 | 0 | 0 |
| SPDR GOLD TR | GOLD SHS | 78463V107 |  | 847861 | 4998 | SH |  | DFND |  | 4998 | 0 | 0 |
| SPDR SER TR | S BIOTECH | 78464A870 |  | 950350 | 11450 | SH |  | DFND |  | 11450 | 0 | 0 |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 |  | 5257516 | 6500000 | PRN |  | DFND |  | 6500000 | 0 | 0 |
| SPROTT PHYSICall SILVER TR | TR UNIT | 85207K107 |  | 1413984 | 171600 | SH |  | DFND |  | 171600 | 0 | 0 |
| TALKSPACE INC | *W EXP 06/21/202 | 87427V111 |  | 58050 | 796312 | SH |  | DFND |  | 796312 | 0 | 0 |
| TARGET HOSPITALITY CORP | *W EXP 03/15/202 | 87615L115 |  | 5852863 | 1012606 | SH |  | DFND |  | 1012606 | 0 | 0 |
| TECHNOLOGY  TELECOM ACQ COR | *W EXP 04/15/202 | G87119114 |  | 23398 | 623940 | SH |  | DFND |  | 623940 | 0 | 0 |
| TEGNA INC | COM | 87901J105 |  | 1483300 | 70000 | SH |  | DFND |  | 70000 | 0 | 0 |
| TEMPO AUTOMATION HOLDINGS IN | *W EXP 09/30/202 | 88024M116 |  | 27148 | 460919 | SH |  | DFND |  | 460919 | 0 | 0 |
| TERRAN ORBITAL CORPORATION | *W EXP 03/25/202 | 88105P111 |  | 177843 | 1778425 | SH |  | DFND |  | 1778425 | 0 | 0 |
| TH INTERNATIONAL LIMITED | *W EXP 09/28/202 | G8656L114 |  | 40133 | 334167 | SH |  | DFND |  | 334167 | 0 | 0 |
| THE BEACHBODY COMPANY INC | *W EXP 12/31/202 | 073463119 |  | 164178 | 3956108 | SH |  | DFND |  | 3956108 | 0 | 0 |
| THE GROWTH FOR GOOD ACQU COR | RIGHT 11/12/2026 | G41522130 |  | 20692 | 516000 | SH |  | DFND |  | 516000 | 0 | 0 |
| THE LION ELECTRIC COMPANY | *W EXP 05/06/202 | 536221112 |  | 518257 | 1162795 | SH |  | DFND |  | 1162795 | 0 | 0 |
| THE LION ELECTRIC COMPANY | *W EXP 12/16/202 | 536221120 |  | 630630 | 900900 | SH |  | DFND |  | 900900 | 0 | 0 |
| THE LION ELECTRIC COMPANY | *W EXP 12/16/202 | 536221120 |  | 155849 | 173166 | SH |  | DFND |  | 173166 | 0 | 0 |
| THE LION ELECTRIC COMPANY | COMMON STOCK | 536221104 |  | 978208 | 436700 | SH | Call | DFND |  | 436700 | 0 | 0 |
| THE LION ELECTRIC COMPANY | COMMON STOCK | 536221104 |  | 2065951 | 922300 | SH | Put | DFND |  | 922300 | 0 | 0 |
| THE LION ELECTRIC COMPANY | COMMON STOCK | 536221104 |  | 396758 | 177124 | SH |  | DFND |  | 177124 | 0 | 0 |
| TLGY ACQUISITION CORPORATION | *W EXP 11/09/202 | G8656T125 |  | 4711 | 241600 | SH |  | DFND |  | 241600 | 0 | 0 |
| TMC THE METALS COMPANY INC | *W EXP 09/09/202 | 87261Y114 |  | 65552 | 819398 | SH |  | DFND |  | 819398 | 0 | 0 |
| TRAVEL PLUS LEISURE CO | COM | 894164102 |  | 11515722 | 316366 | SH |  | DFND |  | 316366 | 0 | 0 |
| UBER TECHNOLOGIES INC | COM | 90353T100 |  | 408045 | 16500 | SH |  | DFND |  | 16500 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 |  | 3685905 | 4900000 | PRN |  | DFND |  | 4900000 | 0 | 0 |
| UPHEALTH INC | *W EXP 06/08/202 | 91532B119 |  | 17241 | 1326241 | SH |  | DFND |  | 1326241 | 0 | 0 |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 |  | 4135528 | 5500000 | PRN |  | DFND |  | 5500000 | 0 | 0 |
| UWM HOLDINGS CORPORATION | *W EXP 01/21/202 | 91823B117 |  | 246856 | 1974847 | SH |  | DFND |  | 1974847 | 0 | 0 |
| VANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 |  | 405880 | 2000 | SH |  | DFND |  | 2000 | 0 | 0 |
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 |  | 4466818 | 4250000 | PRN |  | DFND |  | 4250000 | 0 | 0 |
| VELO3D INC | *W EXP 09/29/202 | 92259N112 |  | 177650 | 867014 | SH |  | DFND |  | 867014 | 0 | 0 |
| VERTICall AEROSPACE LTD | *W EXP 09/15/202 | G9471C115 |  | 158480 | 504392 | SH |  | DFND |  | 504392 | 0 | 0 |
| VICARIOUS SURGICall INC | *W EXP 09/17/202 | 92561V117 |  | 308008 | 2053385 | SH |  | DFND |  | 2053385 | 0 | 0 |
| VICARIOUS SURGICall INC | COM CL A | 92561V109 |  | 404000 | 200000 | SH | Put | DFND |  | 200000 | 0 | 0 |
| VIEW INC | *W EXP 03/08/202 | 92671V114 |  | 113649 | 3313376 | SH |  | DFND |  | 3313376 | 0 | 0 |
| VINTAGE WINE ESTATES INC | *W EXP 06/08/202 | 92747V114 |  | 540404 | 1801352 | SH |  | DFND |  | 1801352 | 0 | 0 |
| VIRGIN GALACTIC HOLDINGS INC | COM | 92766K106 |  | 696000 | 200000 | SH | Put | DFND |  | 200000 | 0 | 0 |
| VISION SENSING ACQUISITION C | *W EXP 10/21/202 | 92838J111 |  | 16124 | 379388 | SH |  | DFND |  | 379388 | 0 | 0 |
| VIVID SEATS INC | *W EXP 10/18/202 | 92854T118 |  | 2255070 | 1109287 | SH |  | DFND |  | 1109287 | 0 | 0 |
| VOLTA INC | *W EXP 08/26/202 | 92873V110 |  | 23432 | 358839 | SH |  | DFND |  | 358839 | 0 | 0 |
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 |  | 746626 | 78758 | SH |  | DFND |  | 78758 | 0 | 0 |
| WEWORK INC | *W EXP 10/20/202 | 96209A112 |  | 401766 | 3652449 | SH |  | DFND |  | 3652449 | 0 | 0 |
| WEWORK INC | CL A | 96209A104 |  | 536250 | 375000 | SH | Call | DFND |  | 375000 | 0 | 0 |
| WEWORK INC | CL A | 96209A104 |  | 502073 | 351100 | SH | Put | DFND |  | 351100 | 0 | 0 |
| WEWORK INC | CL A | 96209A104 |  | 515441 | 360448 | SH |  | DFND |  | 360448 | 0 | 0 |
| WHEELS UP EXPERIENCE INC | *W EXP 07/13/202 | 96328L114 |  | 79587 | 1326455 | SH |  | DFND |  | 1326455 | 0 | 0 |
| WHOLE EARTH BRANDS INC | *W EXP 06/25/202 | 96684W126 |  | 22169 | 96386 | SH |  | DFND |  | 96386 | 0 | 0 |
| WHOLE EARTH BRANDS INC | COM CL A | 96684W100 |  | 3396549 | 834533 | SH |  | DFND |  | 834533 | 0 | 0 |
| WM TECHNOLOGY INC | *W EXP 06/16/202 | 92971A117 |  | 21413 | 214132 | SH |  | DFND |  | 214132 | 0 | 0 |
| XOS INC | *W EXP 99/99/999 | 98423B116 |  | 22591 | 551006 | SH |  | DFND |  | 551006 | 0 | 0 |
| XPO INC | COM | 983793100 |  | 329072 | 9885 | SH |  | DFND |  | 9885 | 0 | 0 |
| ZILLOW GROUP INC | NOTE 0.750% 9/0 | 98954MAE1 |  | 4203791 | 4050000 | PRN |  | DFND |  | 4050000 | 0 | 0 |

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