# EDGAR Filing Document

**Accession Number:** 0001513006
**File Stem:** 0001062993-23-002050
**Filing Date:** 2023-2
**Character Count:** 24043
**Document Hash:** 3463d22d55a9d66fdbf22a63d1dbd783
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001062993-23-002050.hdr.sgml**: 20230203

**ACCESSION NUMBER**: 0001062993-23-002050

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230203

**DATE AS OF CHANGE**: 20230203

**EFFECTIVENESS DATE**: 20230203

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MIZUHO SECURITIES USA LLC
- **CENTRAL INDEX KEY:** 0001513006
- **IRS NUMBER:** 362880742
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-14335
- **FILM NUMBER:** 23583830

**BUSINESS ADDRESS:**
- **STREET 1:** 1271 AVENUE OF THE AMERICAS
- **STREET 2:** FLOORS 2,3,4,18,19
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10020
- **BUSINESS PHONE:** 212-209-9462

**MAIL ADDRESS:**
- **STREET 1:** 1271 AVENUE OF THE AMERICAS
- **STREET 2:** FLOORS 2,3,4,18,19
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10020

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MIZUHO SECURITIES USA INC.
- **DATE OF NAME CHANGE:** 20110214

### 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:** MIZUHO SECURITIES USA LLC<br>**Address:** 1271 AVENUE OF THE AMERICAS<br>FLOORS 2341819<br>NEW YORK, NY 10020

**Form 13F File Number:** 028-14335

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:** Mitchell Billek<br>**Title:** CFO<br>**Phone:** 201.626.1286

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

Mitchell Billek  New York, NY  02-02-2023<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:** 181

**Form 13F Information Table Value Total:** $1070475076

      (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 |
| 10X CAP VENTURE ACQSTN CORP | COM CL A | G87076108 |  | 238478 | 24211 | SH |  | DFND |  | 238478 | 0 | 0 |
| A SPAC II ACQUISITION CORP | ORD SHS CL A | G0543H109 |  | 13131210 | 1310500 | SH |  | DFND |  | 13131210 | 0 | 0 |
| ABG ACQUISITION CORP I | CL A SHS | G00496102 |  | 1827070 | 181798 | SH |  | DFND |  | 1827070 | 0 | 0 |
| ABRI SPAC I INC | COMMON STOCK | 00085X105 |  | 1839600 | 180000 | SH |  | DFND |  | 1839600 | 0 | 0 |
| AHREN ACQUISITION CORP | CLASS A ORD SHS | G01322109 |  | 447728 | 43809 | SH |  | DFND |  | 447728 | 0 | 0 |
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 |  | 3015030 | 1500000 | SH |  | DFND |  | 3015030 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | ORDINARY SHARES | G0230C108 |  | 10323863 | 1027250 | SH |  | DFND |  | 10323863 | 0 | 0 |
| ALTIMAR ACQUISITION CORP III | SHS CL A | G0370U108 |  | 1376506 | 139041 | SH |  | DFND |  | 1376506 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 |  | 1328077 | 1280000 | SH |  | DFND |  | 1328077 | 0 | 0 |
| AMERICAN ELEC PWR CO INC | COM | 025537101 |  | 1661625 | 17500 | SH |  | DFND |  | 1661625 | 0 | 0 |
| APTIV PLC | 5.5% CNV PFD A | G6095L117 |  | 1134089 | 10992 | SH |  | DFND |  | 1134089 | 0 | 0 |
| ARBOR REALTY TRUST INC | COM | 038923108 |  | 276990 | 21000 | SH |  | DFND |  | 276990 | 0 | 0 |
| ARBOR REALTY TRUST INC | COM | 038923108 |  | 78750 | 21000 | SH | Put | DFND |  | 78750 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUIS CORP | SHS CL A | G0477L100 |  | 2006820 | 199287 | SH |  | DFND |  | 2006820 | 0 | 0 |
| ARES ACQUISITION CORPORATION | COM CL A | G33032106 |  | 2753540 | 275354 | SH |  | DFND |  | 2753540 | 0 | 0 |
| ARES CAPITAL CORP | COM | 04010L103 |  | 868090 | 47000 | SH |  | DFND |  | 868090 | 0 | 0 |
| AURORA ACQUISITION CORP | CLASS A ORD SHS | G0698L103 |  | 8355500 | 850000 | SH |  | DFND |  | 8355500 | 0 | 0 |
| AURORA TECHNOLOGY ACQUISITIO | CLASS A ORD SHS | G06984119 |  | 6500000 | 650000 | SH |  | DFND |  | 6500000 | 0 | 0 |
| AUTHENTIC EQUITY ACQUISTN CO | CL A SHS | G06607108 |  | 8851229 | 892261 | SH |  | DFND |  | 8851229 | 0 | 0 |
| AXIOS SUSTAINABLE GRW ACQ CO | CL A ORD SHS | G0703K108 |  | 10811782 | 1054808 | SH |  | DFND |  | 10811782 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 |  | 3983555 | 5000000 | SH |  | DFND |  | 3983555 | 0 | 0 |
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 |  | 1651918 | 1626000 | SH |  | DFND |  | 1651918 | 0 | 0 |
| BIOTECH ACQUISITION COMPANY | CL A SHS | G1125A108 |  | 2468784 | 250638 | SH |  | DFND |  | 2468784 | 0 | 0 |
| BLACK SPADE ACQUISITION CO | SHS CL A | G11537100 |  | 964260 | 96426 | SH |  | DFND |  | 964260 | 0 | 0 |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 |  | 8581885 | 7750000 | SH |  | DFND |  | 8581885 | 0 | 0 |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 |  | 1263603 | 1500000 | SH |  | DFND |  | 1263603 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 |  | 3663840 | 4249000 | SH |  | DFND |  | 3663840 | 0 | 0 |
| BLACKSTONE MTG TR INC | COM CL A | 09257W100 |  | 178728 | 11000 | SH | Put | DFND |  | 178728 | 0 | 0 |
| BLUE SAFARI GRP ACQUISITN CO | CLASS A ORD SHS | G1195R106 |  | 1230000 | 120000 | SH |  | DFND |  | 1230000 | 0 | 0 |
| BLUE WORLD ACQUISITION CORP | CLASS A ORD SHS | G1263E102 |  | 5963060 | 596306 | SH |  | DFND |  | 5963060 | 0 | 0 |
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 |  | 1004000 | 100000 | SH |  | DFND |  | 1004000 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION C | CLASS A ORD SHS | G1792A100 |  | 695712 | 68007 | SH |  | DFND |  | 695712 | 0 | 0 |
| CAPITALWORKS EMNG MKTS ACQST | CLASS A ORD SHS | G1889L100 |  | 1010000 | 100000 | SH |  | DFND |  | 1010000 | 0 | 0 |
| CARTICA ACQUISITION CORP | CLASS A ORD SHS | G1995D109 |  | 1303947 | 129746 | SH |  | DFND |  | 1303947 | 0 | 0 |
| CATCHA INVESTMENT CORP | SHS CL A | G1962Y102 |  | 502500 | 50000 | SH |  | DFND |  | 502500 | 0 | 0 |
| CC NEUBERGER PRINCIPAL HOLDN | SHS CL A | G1992N100 |  | 2561890 | 256189 | SH |  | DFND |  | 2561890 | 0 | 0 |
| CHAIN BRIDGE I | CLASS A ORD | G2061X102 |  | 255000 | 25000 | SH |  | DFND |  | 255000 | 0 | 0 |
| CLIMATEROCK | CLASS A ORD | G2311X100 |  | 289661 | 28538 | SH |  | DFND |  | 289661 | 0 | 0 |
| CLOUDFLARE INC | NOTE 0.750% 5/1 | 18915MAB3 |  | 2753480 | 2000000 | SH |  | DFND |  | 2753480 | 0 | 0 |
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 |  | 7048553 | 4825000 | SH |  | DFND |  | 7048553 | 0 | 0 |
| COLONNADE ACQUISITION CORP I | SHS CL A | G2284B101 |  | 7232231 | 733492 | SH |  | DFND |  | 7232231 | 0 | 0 |
| CONSTELLATION ACQUISITN CORP | SHS CL A | G2R18K105 |  | 3009170 | 300917 | SH |  | DFND |  | 3009170 | 0 | 0 |
| CORAZON CAPITAL V838 MONOCER | CLASS A ORD SHS | G24237102 |  | 246581 | 24414 | SH |  | DFND |  | 246581 | 0 | 0 |
| CRESCERA CAP ACQUISITION COR | CLASS A ORD SHS | G26507106 |  | 3096842 | 306618 | SH |  | DFND |  | 3096842 | 0 | 0 |
| CROWN PROPTECH ACQUISITIONS | SHS CL A | G25741102 |  | 7016340 | 701634 | SH |  | DFND |  | 7016340 | 0 | 0 |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 |  | 6642426 | 6129000 | SH |  | DFND |  | 6642426 | 0 | 0 |
| DENALI CAPITAL ACQUISITN COR | CLASS A ORD | G6256B106 |  | 4936720 | 493672 | SH |  | DFND |  | 4936720 | 0 | 0 |
| DHC ACQUISITION CORP | CLASS A ORD SHS | G2758T109 |  | 11510240 | 1151024 | SH |  | DFND |  | 11510240 | 0 | 0 |
| DISRUPTIVE ACQUISITION CORP | CLASS A ORD SHS | G2770Y102 |  | 1663200 | 165000 | SH |  | DFND |  | 1663200 | 0 | 0 |
| EMBRACE CHANGE ACQUISITN COR | ORDINARY SHARES | G3034H109 |  | 5186800 | 518680 | SH |  | DFND |  | 5186800 | 0 | 0 |
| EMERGING MARKETS HORIZON COR | CLASS A ORD SHS | G3033X105 |  | 1880646 | 187129 | SH |  | DFND |  | 1880646 | 0 | 0 |
| ENERGEM CORP | CLASS A ORD SHS | G30449105 |  | 1480987 | 145910 | SH |  | DFND |  | 1480987 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 |  | 4714074 | 4174000 | SH |  | DFND |  | 4714074 | 0 | 0 |
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 |  | 8402800 | 5000000 | SH |  | DFND |  | 8402800 | 0 | 0 |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 |  | 13008805 | 5610000 | SH |  | DFND |  | 13008805 | 0 | 0 |
| ESGEN ACQUISITION CORP | SHS CL A | G3R95N103 |  | 732010 | 71000 | SH |  | DFND |  | 732010 | 0 | 0 |
| ESM ACQUISITION CORPORATION | SHS CL A | G3195H104 |  | 273309 | 27114 | SH |  | DFND |  | 273309 | 0 | 0 |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 |  | 6945570 | 4500000 | SH |  | DFND |  | 6945570 | 0 | 0 |
| FAR PEAK ACQUISITION CORP | SHS CL A | G3312L103 |  | 7677995 | 766267 | SH |  | DFND |  | 7677995 | 0 | 0 |
| FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 |  | 758207 | 75070 | SH |  | DFND |  | 758207 | 0 | 0 |
| FORTRESS CAPITAL ACQUISITION | SHS CL A | G36427105 |  | 726948 | 71975 | SH |  | DFND |  | 726948 | 0 | 0 |
| FREEDOM ACQUISITION I CORP | SHS CL A | G3663X110 |  | 225568 | 22400 | SH |  | DFND |  | 225568 | 0 | 0 |
| G SQUARED ASCEND I INC | SHS CL A | G4204R109 |  | 6350844 | 640206 | SH |  | DFND |  | 6350844 | 0 | 0 |
| G SQUARED ASCEND II INC | COM CL A | G42041106 |  | 1499850 | 151500 | SH |  | DFND |  | 1499850 | 0 | 0 |
| GALATA ACQUISITION CORP | SHS CL A | G3R23A108 |  | 511250 | 50000 | SH |  | DFND |  | 511250 | 0 | 0 |
| GENESIS GRWT TECH ACQUSTN CO | CLASS A ORD SHS | G3R23D102 |  | 3851250 | 375000 | SH |  | DFND |  | 3851250 | 0 | 0 |
| GENESIS UNICORN CAPITAL CORP | CLASS A COM | 37187C100 |  | 6237000 | 630000 | SH |  | DFND |  | 6237000 | 0 | 0 |
| GESHER I ACQUISITION CORP | CLASS A ORD | G38537109 |  | 1648142 | 161900 | SH |  | DFND |  | 1648142 | 0 | 0 |
| GIGCAPITAL 5 INC | COMMON STOCK | 37519U109 |  | 2116708 | 209575 | SH |  | DFND |  | 2116708 | 0 | 0 |
| GOLDENBRIDGE ACQUISITION LTD | SHS | G3970D104 |  | 1246267 | 121587 | SH |  | DFND |  | 1246267 | 0 | 0 |
| HAINAN MANASLU ACQUISTN CORP | ORDINARY SHARES | G4233U107 |  | 4184136 | 422640 | SH |  | DFND |  | 4184136 | 0 | 0 |
| HPX CORP | CL A ORD SHS | G32219100 |  | 1242581 | 126794 | SH |  | DFND |  | 1242581 | 0 | 0 |
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 |  | 7668875 | 6250000 | SH |  | DFND |  | 7668875 | 0 | 0 |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 |  | 3869432 | 4000000 | SH |  | DFND |  | 3869432 | 0 | 0 |
| INDEPENDENCE HOLDINGS CORP | CLASS A ORD SHS | G4761A101 |  | 1136920 | 113692 | SH |  | DFND |  | 1136920 | 0 | 0 |
| INFINT ACQUISITION CORP | CL A ORD SHS | G47862100 |  | 4248637 | 416533 | SH |  | DFND |  | 4248637 | 0 | 0 |
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 |  | 3547631 | 2364000 | SH |  | DFND |  | 3547631 | 0 | 0 |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 |  | 9115844 | 6451000 | SH |  | DFND |  | 9115844 | 0 | 0 |
| INTEGRATED WELLNESS ACQ CORP | ORD SHS CL A | G4828B100 |  | 1480285 | 147292 | SH |  | DFND |  | 1480285 | 0 | 0 |
| INTERNATIONAL MEDIA ACQUISIT | CLASS A COM | 459867107 |  | 1274590 | 126197 | SH |  | DFND |  | 1274590 | 0 | 0 |
| INTERPRIVATE III FINANCIAL P | COM CL A | 46064R106 |  | 1402510 | 139000 | SH |  | DFND |  | 1402510 | 0 | 0 |
| INVESTCORP EUROPE ACQUISITIO | CLASS A ORD SHS | G4923T105 |  | 403512 | 39367 | SH |  | DFND |  | 403512 | 0 | 0 |
| INVESTCORP INDIA ACQUISTN CO | CLASS A ORD SHS | G49219101 |  | 1398000 | 137734 | SH |  | DFND |  | 1398000 | 0 | 0 |
| ITIQUIRA ACQUISITION CORP | CL A SHS | G49773107 |  | 148152 | 14980 | SH |  | DFND |  | 148152 | 0 | 0 |
| JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 |  | 8443570 | 844357 | SH |  | DFND |  | 8443570 | 0 | 0 |
| KAIROS ACQUISITION CORP | CL A SHS | G52110114 |  | 4218890 | 419790 | SH |  | DFND |  | 4218890 | 0 | 0 |
| KAIROUS ACQUISITION CORP LTD | ORDINARY SHARES | G52131110 |  | 255780 | 25200 | SH |  | DFND |  | 255780 | 0 | 0 |
| KENSINGTON CAPITAL ACQUISITI | SHS CL A | G5251K103 |  | 5042320 | 504232 | SH |  | DFND |  | 5042320 | 0 | 0 |
| KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 |  | 1153888 | 114473 | SH |  | DFND |  | 1153888 | 0 | 0 |
| L CATTERTON ASIA ACQUISITION | CLASS A ORD SHS | G5346G125 |  | 5514910 | 551491 | SH |  | DFND |  | 5514910 | 0 | 0 |
| LAKESHORE ACQUISITION II COR | ORDINARY SHARES | G5352N105 |  | 5091580 | 509158 | SH |  | DFND |  | 5091580 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 |  | 8382590 | 838259 | SH |  | DFND |  | 8382590 | 0 | 0 |
| LEO HLDGS CORP II | COM CL A | G5463R102 |  | 2843870 | 284387 | SH |  | DFND |  | 2843870 | 0 | 0 |
| LIV CAPITAL ACQUISITN CORP I | CLASS A ORD SHS | G5510R105 |  | 1141875 | 112500 | SH |  | DFND |  | 1141875 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 |  | 1257787 | 1280000 | SH |  | DFND |  | 1257787 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 |  | 1578435 | 1500000 | SH |  | DFND |  | 1578435 | 0 | 0 |
| MAGNUM OPUS ACQUISITION LTD | SHS CL A | G5S70A104 |  | 1686725 | 167500 | SH |  | DFND |  | 1686725 | 0 | 0 |
| MAQUIA CAPITAL ACQUISITION C | CLASS A COM | 56564V101 |  | 1011504 | 97260 | SH |  | DFND |  | 1011504 | 0 | 0 |
| MARLIN TECHNOLOGY CORP | CL A SHS | G58411102 |  | 996104 | 100111 | SH |  | DFND |  | 996104 | 0 | 0 |
| MEDICUS SCIENCES ACQUISITION | CL A SHS | G5960S108 |  | 3202885 | 321898 | SH |  | DFND |  | 3202885 | 0 | 0 |
| METAL SKY STAR ACQUISITION C | ORDINARY SHARES | G6053N105 |  | 10221138 | 1027250 | SH |  | DFND |  | 10221138 | 0 | 0 |
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 |  | 3307927 | 2819000 | SH |  | DFND |  | 3307927 | 0 | 0 |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 |  | 11321235 | 9694000 | SH |  | DFND |  | 11321235 | 0 | 0 |
| MOUNTAIN CREST ACQSTN CORP I | COM | 62402U107 |  | 625844 | 62273 | SH |  | DFND |  | 625844 | 0 | 0 |
| MSD ACQUISITION CORP | CLASS A ORD SHS | G5709C109 |  | 1007000 | 100000 | SH |  | DFND |  | 1007000 | 0 | 0 |
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 |  | 3601740 | 2620000 | SH |  | DFND |  | 3601740 | 0 | 0 |
| NEW VISTA ACQUISITION CORP | CL A SHS | G6529L105 |  | 2148020 | 214802 | SH |  | DFND |  | 2148020 | 0 | 0 |
| NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 |  | 3320870 | 332087 | SH |  | DFND |  | 3320870 | 0 | 0 |
| NORTH ATLANTIC ACQUISITN COR | CL A SHS | G66139109 |  | 502500 | 50000 | SH |  | DFND |  | 502500 | 0 | 0 |
| OCA ACQUISITION CORP | COM CL A | 670865104 |  | 108575 | 10750 | SH |  | DFND |  | 108575 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 |  | 1582536 | 1200000 | SH |  | DFND |  | 1582536 | 0 | 0 |
| OXBRIDGE ACQUISITION CORP | COM CL A | G6855L109 |  | 844981 | 82037 | SH |  | DFND |  | 844981 | 0 | 0 |
| OXUS ACQUISITION CORP | SHS CL A | G6859L105 |  | 2586860 | 257399 | SH |  | DFND |  | 2586860 | 0 | 0 |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 |  | 22938986 | 15609000 | SH |  | DFND |  | 22938986 | 0 | 0 |
| PEGASUS DIGITAL MOBILITY ACQ | CL A ORD SHS | G69768102 |  | 2040000 | 200000 | SH |  | DFND |  | 2040000 | 0 | 0 |
| PERIDOT ACQUISITION CORP II | SHS CL A | G7008B105 |  | 1566289 | 158211 | SH |  | DFND |  | 1566289 | 0 | 0 |
| PINDUODUO INC | NOTE 10/0 | 722304AB8 |  | 8788201 | 4570000 | SH |  | DFND |  | 8788201 | 0 | 0 |
| PLUM ACQUISITION CORP I | CLASS A ORD SHS | G7134L126 |  | 2750000 | 275000 | SH |  | DFND |  | 2750000 | 0 | 0 |
| PONTEM CORPORATION | SHS CL A | G71707106 |  | 8081090 | 814626 | SH |  | DFND |  | 8081090 | 0 | 0 |
| PORTAGE FINTECH ACQUISITN CO | CLASS A ORD SHS | G7185D106 |  | 639140 | 63914 | SH |  | DFND |  | 639140 | 0 | 0 |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 |  | 3063494 | 2850000 | SH |  | DFND |  | 3063494 | 0 | 0 |
| RIGEL RESOURCE ACQ CORP | CL A ORD SHS | G7573M106 |  | 1309212 | 127728 | SH |  | DFND |  | 1309212 | 0 | 0 |
| ROSS ACQUISITION CORP II | SHS CL A | G7641C106 |  | 7000000 | 700000 | SH |  | DFND |  | 7000000 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 |  | 2047616 | 1097000 | SH |  | DFND |  | 2047616 | 0 | 0 |
| SCION TECH GROWTH II | CL A SHS | G31070108 |  | 3000000 | 300000 | SH |  | DFND |  | 3000000 | 0 | 0 |
| SCULPTOR ACQUISITION CORP I | CL A COM | G7T983103 |  | 1758750 | 175000 | SH |  | DFND |  | 1758750 | 0 | 0 |
| SEMPER PARATUS ACQUISITION C | CLASS A ORD | G8028L107 |  | 490499 | 47483 | SH |  | DFND |  | 490499 | 0 | 0 |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 |  | 15924864 | 12800000 | SH |  | DFND |  | 15924864 | 0 | 0 |
| SILVER SPIKE ACQUISITN CORP | CLASS A ORD SHS | G8201H105 |  | 223675 | 22168 | SH |  | DFND |  | 223675 | 0 | 0 |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 |  | 4998050 | 5960000 | SH |  | DFND |  | 4998050 | 0 | 0 |
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 |  | 4720365 | 5299000 | SH |  | DFND |  | 4720365 | 0 | 0 |
| SOCIAL CAP SUVRETTA HLDS CRP | CLASS A ORD SHS | G8253U103 |  | 5000000 | 500000 | SH |  | DFND |  | 5000000 | 0 | 0 |
| SOCIAL CAP SUVRETTA HLDS CP | CLASS A ORD SHS | G8253Y105 |  | 1250000 | 125000 | SH |  | DFND |  | 1250000 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 483627831 | 1264575 | SH |  | DFND |  | 483627831 | 0 | 0 |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 |  | 801591 | 1000000 | SH |  | DFND |  | 801591 | 0 | 0 |
| BLOCK INC | NOTE 0.500% 5/1 | 852234AD5 |  | 1138632 | 1100000 | SH |  | DFND |  | 1138632 | 0 | 0 |
| ST ENERGY TRANSITION I LTD | CL A ORD SHS | G8465L107 |  | 619443 | 60849 | SH |  | DFND |  | 619443 | 0 | 0 |
| STONEBRIDGE ACQUISITION CORP | CLASS A ORD SHS | G85094103 |  | 691373 | 67451 | SH |  | DFND |  | 691373 | 0 | 0 |
| SUPERNOVA PARTN ACQ CO III L | SHS CL A | G8T90F102 |  | 3186360 | 318000 | SH |  | DFND |  | 3186360 | 0 | 0 |
| SVF INVESTMENT CORP | CL A SHS | G8601L102 |  | 335910 | 33591 | SH |  | DFND |  | 335910 | 0 | 0 |
| SWIFTMERGE ACQUISITION CORP | CLASS A ORD SHS | G63836103 |  | 557150 | 55000 | SH |  | DFND |  | 557150 | 0 | 0 |
| TENX KEANE ACQUISITION | ORD SHS | G8708L104 |  | 3042627 | 302749 | SH |  | DFND |  | 3042627 | 0 | 0 |
| THRIVE ACQUISITION CORPORATI | CLASS A ORD | G7158C101 |  | 2570700 | 250800 | SH |  | DFND |  | 2570700 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | CLASS A ORD | G88935112 |  | 373488 | 36261 | SH |  | DFND |  | 373488 | 0 | 0 |
| TPB ACQUISITION CORP I | COM CL A | G8990L101 |  | 576386 | 57409 | SH |  | DFND |  | 576386 | 0 | 0 |
| TZP STRATEGIES ACQUISTN CORP | CL A SHS | G91595101 |  | 629622 | 62649 | SH |  | DFND |  | 629622 | 0 | 0 |
| UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 |  | 8443305 | 4250000 | SH |  | DFND |  | 8443305 | 0 | 0 |
| AES CORP | UNIT 02/15/2024 | 00130H204 |  | 2008560 | 20000 | SH |  | DFND |  | 2008560 | 0 | 0 |
| ALPHATIME ACQUISITION CORP | UNIT 03/01/2028 | G0223V113 |  | 2741473 | 271702 | SH |  | DFND |  | 2741473 | 0 | 0 |
| HORIZON SPACE ACQUSTN I CORP | UNIT 03/02/2029 | G4619M133 |  | 2500000 | 250000 | SH |  | DFND |  | 2500000 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 |  | 17258880 | 356000 | SH |  | DFND |  | 17258880 | 0 | 0 |
| PG CORP | UNIT 08/16/2023 | 69331C140 |  | 7032500 | 50000 | SH |  | DFND |  | 7032500 | 0 | 0 |
| PLUTONIAN ACQUISITION CORP | UNIT 10/26/2027 | 72942P203 |  | 1005000 | 100000 | SH |  | DFND |  | 1005000 | 0 | 0 |
| VALOR LATITUDE ACQUISITN COR | CLASS A ORD SHS | G9460N106 |  | 251250 | 25000 | SH |  | DFND |  | 251250 | 0 | 0 |
| VALUENCE MERGER CORP I | CLASS A ORD SHS | G9R16L100 |  | 1015000 | 100000 | SH |  | DFND |  | 1015000 | 0 | 0 |
| VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 |  | 1576300 | 55000 | SH |  | DFND |  | 1576300 | 0 | 0 |
| VECTOR ACQUISITION CORP II | CL A SHS | G9460A104 |  | 7939500 | 790000 | SH |  | DFND |  | 7939500 | 0 | 0 |
| VIAVI SOLUTIONS INC | NOTE 1.750% 6/0 | 925550AE5 |  | 1959462 | 2000000 | SH |  | DFND |  | 1959462 | 0 | 0 |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 |  | 1258550 | 1250000 | SH |  | DFND |  | 1258550 | 0 | 0 |
| VIVEON HEALTH ACQUISITION CO | COMMON STOCK | 92853V106 |  | 5701500 | 543000 | SH |  | DFND |  | 5701500 | 0 | 0 |
| VPC IMPACT ACQUISITION HLDG | CLASS A ORD | G9460L126 |  | 6652602 | 671980 | SH |  | DFND |  | 6652602 | 0 | 0 |
| WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9461D107 |  | 159630 | 15963 | SH |  | DFND |  | 159630 | 0 | 0 |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 |  | 9545890 | 7796000 | SH |  | DFND |  | 9545890 | 0 | 0 |
| CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 |  | 862 | 86216 | SH |  | DFND |  | 862 | 0 | 0 |
| CROWN PROPTECH ACQUISITIONS | *W EXP 99/99/999 | G25741110 |  | 1022 | 53841 | SH |  | DFND |  | 1022 | 0 | 0 |
| FOXO TECHNOLOGIES INC | *W EXP 08/01/202 | 351471115 |  | 2400 | 240000 | SH |  | DFND |  | 2400 | 0 | 0 |
| HAINAN MANASLU ACQUISTN CORP | *W EXP 01/31/202 | G4233U131 |  | 2500 | 250000 | SH |  | DFND |  | 2500 | 0 | 0 |
| ITIQUIRA ACQUISITION CORP | *W EXP 02/03/202 | G49773115 |  | 501 | 50100 | SH |  | DFND |  | 501 | 0 | 0 |
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 |  | 2070 | 207044 | SH |  | DFND |  | 2070 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | *W EXP 02/10/202 | G54035111 |  | 1000 | 100000 | SH |  | DFND |  | 1000 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP | *W EXP 02/19/202 | 50202D110 |  | 1341 | 134050 | SH |  | DFND |  | 1341 | 0 | 0 |
| LION GROUP HOLDING LTD | *W EXP 06/16/202 | 53620U110 |  | 1000 | 100000 | SH |  | DFND |  | 1000 | 0 | 0 |
| OCA ACQUISITION CORP | *W EXP 01/14/202 | 670865112 |  | 1674 | 56561 | SH |  | DFND |  | 1674 | 0 | 0 |
| PRIME IMPACT ACQUISITION I | *W EXP 10/01/203 | G61074129 |  | 514 | 51400 | SH |  | DFND |  | 514 | 0 | 0 |
| SLAM CORP | *W EXP 02/23/202 | G8210L121 |  | 500 | 50000 | SH |  | DFND |  | 500 | 0 | 0 |
| STONEBRIDGE ACQUISITION CORP | *W EXP 03/31/202 | G85094129 |  | 500 | 50000 | SH |  | DFND |  | 500 | 0 | 0 |
| THRIVE ACQUISITION CORPORATI | *W EXP 10/31/202 | G7158C119 |  | 865 | 86546 | SH |  | DFND |  | 865 | 0 | 0 |
| WORLD QUANTUM GROWTH ACQUISI | *W EXP 08/04/202 | G5596W127 |  | 1000 | 100000 | SH |  | DFND |  | 1000 | 0 | 0 |
| XPAC ACQUISITION CORP | CLASS A ORD | G9831X106 |  | 2746200 | 276000 | SH |  | DFND |  | 2746200 | 0 | 0 |
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 |  | 4585130 | 4533000 | SH |  | DFND |  | 4585130 | 0 | 0 |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 |  | 11183074 | 10745000 | SH |  | DFND |  | 11183074 | 0 | 0 |

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