# EDGAR Filing Document

**Accession Number:** 0000949509
**File Stem:** 0000949509-23-000005
**Filing Date:** 2023-2
**Character Count:** 43412
**Document Hash:** 407acdf760a66bfd8070e11926258d0e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000949509-23-000005.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0000949509-23-000005

**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:** OAKTREE CAPITAL MANAGEMENT LP
- **CENTRAL INDEX KEY:** 0000949509
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-05050
- **FILM NUMBER:** 23631964

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S GRAND AVENUE 28TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 2138306300

**MAIL ADDRESS:**
- **STREET 1:** 333 S GRAND AVE 28TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** OAKTREE CAPITAL MANAGEMENT LLC
- **DATE OF NAME CHANGE:** 20010605

### 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:** OAKTREE CAPITAL MANAGEMENT LP<br>**Address:** 333 S GRAND AVE 28TH FL<br>LOS ANGELES, CA 90071

**Form 13F File Number:** 028-05050

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:** Bart Bixler<br>**Title:** Vice President<br>**Phone:** 213-356-3252

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

Bart Bixler  Los Angeles, CA  02-13-2023<br>[Signature]  [City, State]  [Date]

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

[ ] **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).)

[x] **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:** 2

**Form 13F Information Table Entry Total:** 345

**Form 13F Information Table Value Total:** $9512905

      (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.]

|   No. | Name                           | Form 13F File Number   | CRD Number   | SEC File Number   |
|---:|:---|:---|:---|:---|
|     1 | Russell Investments Group Ltd. | 028-17598              |  |  |
|     2 | Hartree Partners LP            | 028-17875              |  |  |

### 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 |
| A SPAC I ACQUISITION CORP | COMMON STOCK | G0542S106 |  | 2958 | 290000 | SH |  | DFND | 12 | 290000 | 0 | 0 |
| A SPAC II ACQUISITION CORP | COMMON STOCK | G0543H109 |  | 6905 | 675000 | SH |  | DFND | 12 | 675000 | 0 | 0 |
| ACCRETION ACQUISITION CORP | COMMON STOCK | 00438Y107 |  | 2016 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| ACHARI VENTURES HOLDINGS CORP I | COMMON STOCK | 00444X101 |  | 2044 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| AETHERIUM ACQUISITION CORP | COMMON STOCK | 00809J101 |  | 2035 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| AFYA LTD | COMMON STOCK | G01125106 |  | 14861 | 951452 | SH |  | DFND | 12 | 951452 | 0 | 0 |
| AIB ACQUISITION CORP | COMMON STOCK | G0R45S109 |  | 2042 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| AIRBNB INC | CONVERTIBLE BOND | 009066AB7 |  | 2254 | 2731000 | PRN |  | DFND | 12 | 2731000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | CONVERTIBLE BOND | 00971TAL5 |  | 6513 | 6729000 | PRN |  | DFND | 12 | 6729000 | 0 | 0 |
| ALARM.COM HOLDINGS INC | CONVERTIBLE BOND | 011642AB1 |  | 10176 | 12458000 | PRN |  | DFND | 12 | 12458000 | 0 | 0 |
| ALLY FINANCIAL INC | COMMON STOCK | 02005N100 |  | 149748 | 6124687 | SH |  | DFND | 12 | 6124687 | 0 | 0 |
| ALPHA HEALTHCARE ACQUISITION CORP III | COMMON STOCK | 02073F104 |  | 1983 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| ALPHA STAR ACQUISITION CORP | COMMON STOCK | G0230C108 |  | 4102 | 400000 | SH |  | DFND | 12 | 400000 | 0 | 0 |
| ALPHATIME ACQUISITION CORP | COMMON STOCK | G0223V113 |  | 2527 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| ALPHAVEST ACQUISITION CORP | COMMON STOCK | G0283A124 |  | 1515 | 150000 | SH |  | DFND | 12 | 150000 | 0 | 0 |
| ALPINE ACQUISITION CORP | COMMON STOCK | 02083L109 |  | 3645 | 350000 | SH |  | DFND | 12 | 350000 | 0 | 0 |
| ALSET CAPITAL ACQUISITION CORP | COMMON STOCK | 02115M109 |  | 7375 | 735000 | SH |  | DFND | 12 | 735000 | 0 | 0 |
| ALTERYX INC | CONVERTIBLE BOND | 02156BAD5 |  | 10157 | 11018000 | PRN |  | DFND | 12 | 11018000 | 0 | 0 |
| ALVOTECH SA | COMMON STOCK | L01800108 |  | 63386 | 6338660 | SH |  | DFND | 12 | 6338660 | 0 | 0 |
| ALVOTECH SA | WARRANT | L01800116 |  | 4340 | 4666667 | SH |  | DFND | 12 | 4666667 | 0 | 0 |
| ANDRETTI ACQUISITION CORP | COMMON STOCK | G26735103 |  | 1032 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| ANGLOGOLD ASHANTI LTD | COMMON STOCK | 035128206 |  | 103847 | 5347449 | SH |  | DFND | 12 | 5347449 | 0 | 0 |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CONVERTIBLE BOND | 03762UAC9 |  | 18143 | 18467000 | PRN |  | DFND | 12 | 18467000 | 0 | 0 |
| APOLLO SENIOR FLOATING RATE FUND INC | COMMON STOCK | 037636107 |  | 4600 | 372824 | SH |  | DFND | 12 | 372824 | 0 | 0 |
| AQUARON ACQUISITION CORP | COMMON STOCK | 03842W105 |  | 2368 | 225000 | SH |  | DFND | 12 | 225000 | 0 | 0 |
| AQUARON ACQUISITION CORP | RIGHT | 03842W113 |  | 58 | 225000 | SH |  | DFND | 12 | 225000 | 0 | 0 |
| ARISZ ACQUISITION CORP | COMMON STOCK | 040450108 |  | 2056 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| ARMADA ACQUISITION CORP I | COMMON STOCK | 04208V103 |  | 2530 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| AROGO CAPITAL ACQUISITION CORP | COMMON STOCK | 042644104 |  | 3039 | 300000 | SH |  | DFND | 12 | 300000 | 0 | 0 |
| ASCENDANT DIGITAL ACQUISITION CORP III | COMMON STOCK | G05157105 |  | 3096 | 300000 | SH |  | DFND | 12 | 300000 | 0 | 0 |
| ATLANTIC COASTAL ACQUISITION CORP II | COMMON STOCK | 04845A108 |  | 2547 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| AURORA TECHNOLOGY ACQUISITION CORP | COMMON STOCK | G06984119 |  | 9718 | 950000 | SH |  | DFND | 12 | 950000 | 0 | 0 |
| AVALON ACQUISITION INC | COMMON STOCK | 05338E101 |  | 3843 | 375000 | SH |  | DFND | 12 | 375000 | 0 | 0 |
| AXIOS SUSTAINABLE GROWTH ACQUISITION CORP | COMMON STOCK | G0703K108 |  | 6180 | 600000 | SH |  | DFND | 12 | 600000 | 0 | 0 |
| AZUL SA | COMMON STOCK | 05501U106 |  | 30596 | 5007554 | SH |  | DFND | 12 | 5007554 | 0 | 0 |
| BANCO BRADESCO SA | COMMON STOCK | 059460303 |  | 38817 | 13478141 | SH |  | DFND | 12 | 13478141 | 0 | 0 |
| BANDWIDTH INC | CONVERTIBLE BOND | 05988JAB9 |  | 6719 | 8855000 | PRN |  | DFND | 12 | 8855000 | 0 | 0 |
| BANYAN ACQUISITION CORP | COMMON STOCK | 06690B107 |  | 2042 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| BATTALION OIL CORP | COMMON STOCK | 07134L107 |  | 29226 | 3009912 | SH |  | DFND | 12 | 3009912 | 0 | 0 |
| BEARD ENERGY TRANSITION ACQUISITION CORP | COMMON STOCK | 07402Q101 |  | 3057 | 300000 | SH |  | DFND | 12 | 300000 | 0 | 0 |
| BEL FUSE INC | COMMON STOCK | 077347201 |  | 1654 | 51056 | SH |  | DFND | 12 | 51056 | 0 | 0 |
| BELONG ACQUISITION CORP | COMMON STOCK | 08069M102 |  | 1978 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| BENTLEY SYSTEMS INC | CONVERTIBLE BOND | 08265TAD1 |  | 5013 | 6122000 | PRN |  | DFND | 12 | 6122000 | 0 | 0 |
| BERRY CORP | COMMON STOCK | 08579X101 |  | 54376 | 6797000 | SH |  | DFND | 12 | 6797000 | 0 | 0 |
| BILL.COM HOLDINGS INC | CONVERTIBLE BOND | 090043AB6 |  | 2467 | 2400000 | PRN |  | DFND | 12 | 2400000 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE BOND | 09061GAH4 |  | 2620 | 2463000 | PRN |  | DFND | 12 | 2463000 | 0 | 0 |
| BIOPLUS ACQUISITION CORP | COMMON STOCK | G11217117 |  | 1026 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| BLACK MOUNTAIN ACQUISITION CORP | COMMON STOCK | 09216A108 |  | 2040 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| BLACKLINE INC | CONVERTIBLE BOND | 09239BAD1 |  | 4640 | 5416000 | PRN |  | DFND | 12 | 5416000 | 0 | 0 |
| BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC | COMMON STOCK | 09255X100 |  | 5850 | 519542 | SH |  | DFND | 12 | 519542 | 0 | 0 |
| BLACKROCK FLOATING RATE INCOME TRUST | COMMON STOCK | 091941104 |  | 2856 | 261091 | SH |  | DFND | 12 | 261091 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE BOND | 09257WAC4 |  | 19153 | 19335000 | PRN |  | DFND | 12 | 19335000 | 0 | 0 |
| BLACKSTONE SENIOR FLOATING RATE TERM FUND | COMMON STOCK | 09256U105 |  | 1999 | 160871 | SH |  | DFND | 12 | 160871 | 0 | 0 |
| BLACKSTONE STRATEGIC CREDIT FUND | COMMON STOCK | 09257R101 |  | 5418 | 512113 | SH |  | DFND | 12 | 512113 | 0 | 0 |
| BLOCK INC | CONVERTIBLE BOND | 852234AJ2 |  | 1997 | 2453000 | PRN |  | DFND | 12 | 2453000 | 0 | 0 |
| BLOCKCHAIN COINVESTORS ACQUISITION CORP I | COMMON STOCK | G11765107 |  | 1027 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| BLUE WORLD ACQUISITION CORP | COMMON STOCK | G1263E102 |  | 5610 | 550000 | SH |  | DFND | 12 | 550000 | 0 | 0 |
| BROAD CAPITAL ACQUISITION CORP | COMMON STOCK | 11125B102 |  | 5621 | 550000 | SH |  | DFND | 12 | 550000 | 0 | 0 |
| BULLPEN PARLAY ACQUISITION CO | COMMON STOCK | G1792A100 |  | 2048 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| BURLINGTON STORES INC | CONVERTIBLE BOND | 122017AB2 |  | 2772 | 2400000 | PRN |  | DFND | 12 | 2400000 | 0 | 0 |
| BURTECH ACQUISITION CORP | COMMON STOCK | 123013104 |  | 6096 | 600000 | SH |  | DFND | 12 | 600000 | 0 | 0 |
| CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 |  | 19165 | 24245000 | PRN |  | DFND | 12 | 24245000 | 0 | 0 |
| CASCADIA ACQUISITION CORP | COMMON STOCK | 14739D100 |  | 1507 | 150000 | SH |  | DFND | 12 | 150000 | 0 | 0 |
| CBL  ASSOCIATES PROPERTIES INC | COMMON STOCK | 124830878 |  | 91949 | 3983966 | SH |  | DFND | 12 | 3983966 | 0 | 0 |
| CEMEX SAB DE CV | COMMON STOCK | 151290889 |  | 59439 | 14676326 | SH |  | DFND | 12 | 14676326 | 0 | 0 |
| CENAQ ENERGY CORP | COMMON STOCK | 15130M102 |  | 5010 | 550000 | SH |  | DFND | 12 | 550000 | 0 | 0 |
| CERIDIAN LLC | CONVERTIBLE BOND | 15677JAD0 |  | 5823 | 6606000 | PRN |  | DFND | 12 | 6606000 | 0 | 0 |
| CHEESECAKE FACTORY INC/THE | CONVERTIBLE BOND | 163072AA9 |  | 5676 | 6886000 | PRN |  | DFND | 12 | 6886000 | 0 | 0 |
| CHEGG INC | CONVERTIBLE BOND | 163092AF6 |  | 21788 | 27427000 | PRN |  | DFND | 12 | 27427000 | 0 | 0 |
| CHESAPEAKE ENERGY CORP | COMMON STOCK | 165167735 |  | 814401 | 8629879 | SH |  | DFND | 12 | 8629879 | 0 | 0 |
| CIVITAS RESOURCES INC | COMMON STOCK | 17888H103 |  | 6661 | 115000 | SH |  | DFND | 12 | 115000 | 0 | 0 |
| CLEAN EARTH ACQUISITIONS CORP | COMMON STOCK | 184493104 |  | 3030 | 300000 | SH |  | DFND | 12 | 300000 | 0 | 0 |
| CLIMATEROCK | COMMON STOCK | G2311X100 |  | 1433 | 140000 | SH |  | DFND | 12 | 140000 | 0 | 0 |
| CLOUDFLARE INC | CONVERTIBLE BOND | 18915MAC1 |  | 3293 | 4017000 | PRN |  | DFND | 12 | 4017000 | 0 | 0 |
| COLOMBIER ACQUISITION CORP | COMMON STOCK | 19533H108 |  | 497 | 50000 | SH |  | DFND | 12 | 50000 | 0 | 0 |
| CONCORD ACQUISITION CORP III | COMMON STOCK | 20607V106 |  | 254 | 25000 | SH |  | DFND | 12 | 25000 | 0 | 0 |
| CONSILIUM ACQUISITION CORP I LTD | COMMON STOCK | G2365L101 |  | 4062 | 400000 | SH |  | DFND | 12 | 400000 | 0 | 0 |
| COUNTER PRESS ACQUISITION CORP | COMMON STOCK | G2542B117 |  | 1026 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| COUPA SOFTWARE INC | CONVERTIBLE BOND | 22266LAF3 |  | 13358 | 13822000 | PRN |  | DFND | 12 | 13822000 | 0 | 0 |
| CREDICORP LTD | COMMON STOCK | G2519Y108 |  | 55195 | 406866 | SH |  | DFND | 12 | 406866 | 0 | 0 |
| CUMULUS MEDIA INC | COMMON STOCK | 231082801 |  | 179 | 28937 | SH |  | DFND | 12 | 28937 | 0 | 0 |
| CVENT HOLDING CORP | COMMON STOCK | 126677103 |  | 21600 | 4000000 | SH |  | DFND | 12 | 4000000 | 0 | 0 |
| DATADOG INC | CONVERTIBLE BOND | 23804LAB9 |  | 1644 | 1500000 | PRN |  | DFND | 12 | 1500000 | 0 | 0 |
| DEEP MEDICINE ACQUISITION CORP | COMMON STOCK | 243733102 |  | 4513 | 425000 | SH |  | DFND | 12 | 425000 | 0 | 0 |
| DENALI CAPITAL ACQUISITION CORP | COMMON STOCK | G6256B106 |  | 2315 | 225000 | SH |  | DFND | 12 | 225000 | 0 | 0 |
| DEXCOM INC | CONVERTIBLE BOND | 252131AK3 |  | 3645 | 3337000 | PRN |  | DFND | 12 | 3337000 | 0 | 0 |
| DIGITALBRIDGE GROUP INC | CONVERTIBLE BOND | 19624RAA4 |  | 16793 | 16963000 | PRN |  | DFND | 12 | 16963000 | 0 | 0 |
| DIGITALOCEAN HOLDINGS INC | CONVERTIBLE BOND | 25402DAB8 |  | 17095 | 22718000 | PRN |  | DFND | 12 | 22718000 | 0 | 0 |
| DIRECT SELLING ACQUISITION CORP | COMMON STOCK | 25460L103 |  | 3601 | 350000 | SH |  | DFND | 12 | 350000 | 0 | 0 |
| DOCUSIGN INC | CONVERTIBLE BOND | 256163AD8 |  | 15782 | 16701000 | PRN |  | DFND | 12 | 16701000 | 0 | 0 |
| DROPBOX INC | CONVERTIBLE BOND | 26210CAC8 |  | 6734 | 7417000 | PRN |  | DFND | 12 | 7417000 | 0 | 0 |
| DUET ACQUISITION CORP | COMMON STOCK | 26431Q106 |  | 5035 | 500000 | SH |  | DFND | 12 | 500000 | 0 | 0 |
| EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A150 |  | 188851 | 3781561 | SH |  | DFND | 12 | 3781561 | 0 | 0 |
| EAGLE BULK SHIPPING INC | CONVERTIBLE BOND | 269442AA7 |  | 67088 | 40495000 | PRN |  | DFND | 12 | 40495000 | 0 | 0 |
| EATON VANCE FLOATING-RATE INCOME TRUST | COMMON STOCK | 278279104 |  | 4647 | 419051 | SH |  | DFND | 12 | 419051 | 0 | 0 |
| EATON VANCE SENIOR FLOATING-RATE TRUST | COMMON STOCK | 27828Q105 |  | 3292 | 300938 | SH |  | DFND | 12 | 300938 | 0 | 0 |
| EATON VANCE SENIOR INCOME TRUST | COMMON STOCK | 27826S103 |  | 544 | 103278 | SH |  | DFND | 12 | 103278 | 0 | 0 |
| EF HUTTON ACQUISITION CORP I | COMMON STOCK | 28201D109 |  | 9919 | 990000 | SH |  | DFND | 12 | 990000 | 0 | 0 |
| EF HUTTON ACQUISITION CORP I | RIGHT | 28201D125 |  | 123 | 990000 | SH |  | DFND | 12 | 990000 | 0 | 0 |
| EF HUTTON ACQUISITION CORP I | WARRANT | 28201D117 |  | 15 | 990000 | SH |  | DFND | 12 | 990000 | 0 | 0 |
| EMBRACE CHANGE ACQUISITION CORP | COMMON STOCK | G3034H109 |  | 2508 | 245000 | SH |  | DFND | 12 | 245000 | 0 | 0 |
| ENPHASE ENERGY INC | CONVERTIBLE BOND | 29355AAK3 |  | 2675 | 2278000 | PRN |  | DFND | 12 | 2278000 | 0 | 0 |
| ENVESTNET INC | CONVERTIBLE BOND | 29404KAE6 |  | 11629 | 12815000 | PRN |  | DFND | 12 | 12815000 | 0 | 0 |
| ESGEN ACQUISITION CORP | COMMON STOCK | G3R95N103 |  | 775 | 75000 | SH |  | DFND | 12 | 75000 | 0 | 0 |
| ETSY INC | CONVERTIBLE BOND | 29786AAN6 |  | 4694 | 5450000 | PRN |  | DFND | 12 | 5450000 | 0 | 0 |
| EVEREST CONSOLIDATOR ACQUISITION CORP | COMMON STOCK | 29978K102 |  | 2046 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| EVERGREEN CORP | COMMON STOCK | G3312W109 |  | 4626 | 450000 | SH |  | DFND | 12 | 450000 | 0 | 0 |
| EZCORP INC | CONVERTIBLE BOND | 302301AE6 |  | 10039 | 11255000 | PRN |  | DFND | 12 | 11255000 | 0 | 0 |
| FAR PEAK ACQUISITION CORP | COMMON STOCK | G3312L103 |  | 2510 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| FASTLY INC | CONVERTIBLE BOND | 31188VAB6 |  | 9498 | 13011000 | PRN |  | DFND | 12 | 13011000 | 0 | 0 |
| FAT PROJECTS ACQUISITION CORP | COMMON STOCK | G3400W102 |  | 2129 | 210000 | SH |  | DFND | 12 | 210000 | 0 | 0 |
| FEUTUNE LIGHT ACQUISITION CORP | COMMON STOCK | 31561T102 |  | 7474 | 735000 | SH |  | DFND | 12 | 735000 | 0 | 0 |
| FEUTUNE LIGHT ACQUISITION CORP | RIGHT | 31561T128 |  | 59 | 735000 | SH |  | DFND | 12 | 735000 | 0 | 0 |
| FEUTUNE LIGHT ACQUISITION CORP | WARRANT | 31561T110 |  | 22 | 735000 | SH |  | DFND | 12 | 735000 | 0 | 0 |
| FINNOVATE ACQUISITION CORP | COMMON STOCK | G3R34K103 |  | 2257 | 220000 | SH |  | DFND | 12 | 220000 | 0 | 0 |
| FINTECH ECOSYSTEM DEVELOPMENT CORP | COMMON STOCK | 318136108 |  | 4612 | 450000 | SH |  | DFND | 12 | 450000 | 0 | 0 |
| FINTECH EVOLUTION ACQUISITION GROUP | COMMON STOCK | G3R19A104 |  | 1515 | 150000 | SH |  | DFND | 12 | 150000 | 0 | 0 |
| FIRST TRUST SENIOR FLOATING RATE INCOME FUND II | COMMON STOCK | 33733U108 |  | 7710 | 809115 | SH |  | DFND | 12 | 809115 | 0 | 0 |
| FORD MOTOR CO | CONVERTIBLE BOND | 345370CZ1 |  | 6854 | 7227000 | PRN |  | DFND | 12 | 7227000 | 0 | 0 |
| FORTUNE RISE ACQUISITION CORP | COMMON STOCK | 34969G102 |  | 2840 | 275000 | SH |  | DFND | 12 | 275000 | 0 | 0 |
| FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 |  | 98018 | 2579424 | SH |  | DFND | 12 | 2579424 | 0 | 0 |
| FRONTIER COMMUNICATIONS PARENT INC | COMMON STOCK | 35909D109 |  | 101482 | 3982849 | SH |  | DFND | 12 | 3982849 | 0 | 0 |
| FTAI AVIATION LTD | COMMON STOCK | G3730V105 |  | 34806 | 2033110 | SH |  | DFND | 12 | 2033110 | 0 | 0 |
| FUTURETECH II ACQUISITION CORP | COMMON STOCK | 36119D103 |  | 4202 | 410000 | SH |  | DFND | 12 | 410000 | 0 | 0 |
| GARDINER HEALTHCARE ACQUISITIONS CORP | COMMON STOCK | 365506104 |  | 4108 | 400000 | SH |  | DFND | 12 | 400000 | 0 | 0 |
| GARRETT MOTION INC | COMMON STOCK | 366505105 |  | 27379 | 3593111 | SH |  | DFND | 12 | 3593111 | 0 | 0 |
| GARRETT MOTION INC | CONVERTIBLE PRFD | 366505204 |  | 598862 | 68834814 | SH |  | DFND | 12 | 68834814 | 0 | 0 |
| GENESIS GROWTH TECH ACQUISITION CORP | COMMON STOCK | G3R23D102 |  | 2086 | 201400 | SH |  | DFND | 12 | 201400 | 0 | 0 |
| GENESIS UNICORN CAPITAL CORP | COMMON STOCK | 37187C100 |  | 3265 | 320000 | SH |  | DFND | 12 | 320000 | 0 | 0 |
| GLOBAL STAR ACQUISITION INC | COMMON STOCK | 37962G102 |  | 2836 | 280000 | SH |  | DFND | 12 | 280000 | 0 | 0 |
| GLOBAL SYSTEMS DYNAMICS INC | COMMON STOCK | 37653T108 |  | 2582 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| GLOBAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G3934N107 |  | 2056 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| GLOBALINK INVESTMENT INC | COMMON STOCK | 37892F109 |  | 3570 | 350000 | SH |  | DFND | 12 | 350000 | 0 | 0 |
| GOGREEN INVESTMENTS CORP | COMMON STOCK | G9461B101 |  | 3114 | 300000 | SH |  | DFND | 12 | 300000 | 0 | 0 |
| GOLDENSTONE ACQUISITION LTD | COMMON STOCK | 38136Y102 |  | 3577 | 350000 | SH |  | DFND | 12 | 350000 | 0 | 0 |
| GRAF ACQUISITION CORP IV | COMMON STOCK | 384272100 |  | 995 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I | COMMON STOCK | G4166K100 |  | 518 | 50000 | SH |  | DFND | 12 | 50000 | 0 | 0 |
| GREENBRIER COS INC/THE | CONVERTIBLE BOND | 393657AK7 |  | 718 | 757000 | PRN |  | DFND | 12 | 757000 | 0 | 0 |
| GREENLIGHT CAPITAL RE LTD | CONVERTIBLE BOND | 395366AB3 |  | 7281 | 7507000 | PRN |  | DFND | 12 | 7507000 | 0 | 0 |
| GRUPO TELEVISA SAB | COMMON STOCK | 40049J206 |  | 10780 | 2364174 | SH |  | DFND | 12 | 2364174 | 0 | 0 |
| HAEMONETICS CORP | CONVERTIBLE BOND | 405024AB6 |  | 18296 | 22010000 | PRN |  | DFND | 12 | 22010000 | 0 | 0 |
| HAINAN MANASLU ACQUISITION CORP | COMMON STOCK | G4233U107 |  | 4078 | 400000 | SH |  | DFND | 12 | 400000 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | CONVERTIBLE BOND | 40637HAD1 |  | 2054 | 2111000 | PRN |  | DFND | 12 | 2111000 | 0 | 0 |
| HCM ACQUISITION CORP | COMMON STOCK | G4365A101 |  | 2052 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| HEALTHWELL ACQUISITION CORP I | COMMON STOCK | 42227R109 |  | 991 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| HEARTLAND MEDIA ACQUISITION CORP | COMMON STOCK | 42237V108 |  | 1017 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| HELIX ENERGY SOLUTIONS GROUP INC | CONVERTIBLE BOND | 42330PAJ6 |  | 4778 | 4606000 | PRN |  | DFND | 12 | 4606000 | 0 | 0 |
| HERTZ GLOBAL HOLDINGS INC | COMMON STOCK | 42806J700 |  | 100035 | 6500000 | SH |  | DFND | 12 | 6500000 | 0 | 0 |
| HIMS  HERS HEALTH INC | COMMON STOCK | 433000106 |  | 20968 | 3271279 | SH |  | DFND | 12 | 3271279 | 0 | 0 |
| HNR ACQUISITION CORP | COMMON STOCK | 40472A102 |  | 4347 | 425000 | SH |  | DFND | 12 | 425000 | 0 | 0 |
| HOPE BANCORP INC | CONVERTIBLE BOND | 43940TAB5 |  | 19659 | 20020000 | PRN |  | DFND | 12 | 20020000 | 0 | 0 |
| HORIZON SPACE ACQUISITION I CORP | COMMON STOCK | G4619M133 |  | 2524 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| HUDSON ACQUISITION I CORP | COMMON STOCK | 44364H209 |  | 2445 | 240000 | SH |  | DFND | 12 | 240000 | 0 | 0 |
| ICICI BANK LTD | COMMON STOCK | 45104G104 |  | 85594 | 3910197 | SH |  | DFND | 12 | 3910197 | 0 | 0 |
| ICONIC SPORTS ACQUISITION CORP | COMMON STOCK | G4712C107 |  | 4134 | 400000 | SH |  | DFND | 12 | 400000 | 0 | 0 |
| ILLUMINA INC | CONVERTIBLE BOND | 452327AK5 |  | 24912 | 25657000 | PRN |  | DFND | 12 | 25657000 | 0 | 0 |
| INCEPTION GROWTH ACQUISITION LTD | COMMON STOCK | 45333D104 |  | 4060 | 400000 | SH |  | DFND | 12 | 400000 | 0 | 0 |
| INDUSTRIAL TECH ACQUISITIONS II INC | COMMON STOCK | 45635R108 |  | 2036 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| INFINERA CORP | COMMON STOCK | 45667G103 |  | 169682 | 25175384 | SH |  | DFND | 12 | 25175384 | 0 | 0 |
| INFINT ACQUISITION CORP | COMMON STOCK | G47862100 |  | 9324 | 900000 | SH |  | DFND | 12 | 900000 | 0 | 0 |
| INNOVATIVE INTERNATIONAL ACQUISITION CORP | COMMON STOCK | G4809M109 |  | 1030 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| INNOVIVA INC | CONVERTIBLE BOND | 88338TAB0 |  | 19403 | 19354000 | PRN |  | DFND | 12 | 19354000 | 0 | 0 |
| INSIGHT ACQUISITION CORP/DE | COMMON STOCK | 45784L100 |  | 1512 | 150000 | SH |  | DFND | 12 | 150000 | 0 | 0 |
| INTEGRA LIFESCIENCES HOLDINGS CORP | CONVERTIBLE BOND | 457985AM1 |  | 2000 | 2053000 | PRN |  | DFND | 12 | 2053000 | 0 | 0 |
| INTEGRATED RAIL AND RESOURCES ACQUISITION CORP | COMMON STOCK | 45827R106 |  | 1022 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| INTEGRATED WELLNESS ACQUISITION CORP | COMMON STOCK | G4828B100 |  | 1033 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| INTELLIGENT MEDICINE ACQUISITION CORP | COMMON STOCK | 45828D106 |  | 1028 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAA6 |  | 10570 | 10677000 | PRN |  | DFND | 12 | 10677000 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS INC | CONVERTIBLE BOND | 45845PAB4 |  | 6300 | 8395000 | PRN |  | DFND | 12 | 8395000 | 0 | 0 |
| INTERDIGITAL INC | CONVERTIBLE BOND | 45867GAB7 |  | 5096 | 5298000 | PRN |  | DFND | 12 | 5298000 | 0 | 0 |
| INVACARE CORP | CONVERTIBLE BOND | 461203AJ0 |  | 2530 | 3893000 | PRN |  | DFND | 12 | 3893000 | 0 | 0 |
| INVESCO SENIOR INCOME TRUST | COMMON STOCK | 46131H107 |  | 28342 | 7400000 | SH |  | DFND | 12 | 7400000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | CONVERTIBLE BOND | 462222AB6 |  | 10491 | 11490000 | PRN |  | DFND | 12 | 11490000 | 0 | 0 |
| ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 |  | 107327 | 22787055 | SH |  | DFND | 12 | 22787055 | 0 | 0 |
| ITRON INC | CONVERTIBLE BOND | 465741AN6 |  | 5795 | 7035000 | PRN |  | DFND | 12 | 7035000 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | CONVERTIBLE BOND | 472145AF8 |  | 2626 | 2200000 | PRN |  | DFND | 12 | 2200000 | 0 | 0 |
| JETBLUE AIRWAYS CORP | CONVERTIBLE BOND | 477143AP6 |  | 8008 | 10910000 | PRN |  | DFND | 12 | 10910000 | 0 | 0 |
| JUNIPER II CORP | COMMON STOCK | 48203N103 |  | 2542 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| JUPITER WELLNESS ACQUISITION CORP | COMMON STOCK | 48208E108 |  | 5225 | 500000 | SH |  | DFND | 12 | 500000 | 0 | 0 |
| KAMAN CORP | CONVERTIBLE BOND | 483548AF0 |  | 7461 | 7984000 | PRN |  | DFND | 12 | 7984000 | 0 | 0 |
| KB HOME | COMMON STOCK | 48666K109 |  | 19269 | 605000 | SH |  | DFND | 12 | 605000 | 0 | 0 |
| KEYARCH ACQUISITION CORP | COMMON STOCK | G5260A104 |  | 2931 | 290000 | SH |  | DFND | 12 | 290000 | 0 | 0 |
| KILROY REALTY CORP | COMMON STOCK | 49427F108 |  | 71539 | 1850011 | SH |  | DFND | 12 | 1850011 | 0 | 0 |
| KIMBELL TIGER ACQUISITION CORP | COMMON STOCK | 49436K106 |  | 3087 | 300000 | SH |  | DFND | 12 | 300000 | 0 | 0 |
| KKR REAL ESTATE FINANCE TRUST INC | CONVERTIBLE BOND | 48251KAB6 |  | 14140 | 14335000 | PRN |  | DFND | 12 | 14335000 | 0 | 0 |
| KNIGHTSWAN ACQUISITION CORP | COMMON STOCK | 499103109 |  | 1602 | 150000 | SH |  | DFND | 12 | 150000 | 0 | 0 |
| LAKESHORE ACQUISITION II CORP | COMMON STOCK | G5352N105 |  | 1783 | 175000 | SH |  | DFND | 12 | 175000 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | COMMON STOCK | G5338L108 |  | 513 | 50000 | SH |  | DFND | 12 | 50000 | 0 | 0 |
| LF CAPITAL ACQUISITION CORP II | COMMON STOCK | 50202D102 |  | 513 | 50000 | SH |  | DFND | 12 | 50000 | 0 | 0 |
| LIBERTY BROADBAND CORP | COMMON STOCK | 530307305 |  | 6635 | 86999 | SH |  | DFND | 12 | 86999 | 0 | 0 |
| LIBERTY GLOBAL PLC | COMMON STOCK | G5480U104 |  | 36837 | 1946000 | SH |  | DFND | 12 | 1946000 | 0 | 0 |
| LIBERTY LATIN AMERICA LTD | CONVERTIBLE BOND | 53069QAB5 |  | 5228 | 5858000 | PRN |  | DFND | 12 | 5858000 | 0 | 0 |
| LIBERTY RESOURCES ACQUISITION CORP | COMMON STOCK | 53118A105 |  | 3318 | 325000 | SH |  | DFND | 12 | 325000 | 0 | 0 |
| LIGAND PHARMACEUTICALS INC | CONVERTIBLE BOND | 53220KAF5 |  | 20534 | 20994000 | PRN |  | DFND | 12 | 20994000 | 0 | 0 |
| LIONHEART III CORP | COMMON STOCK | 536262108 |  | 2563 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| LIV CAPITAL ACQUISITION CORP II | COMMON STOCK | G5510R105 |  | 615 | 60000 | SH |  | DFND | 12 | 60000 | 0 | 0 |
| LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | COMMON STOCK | 54150E104 |  | 1612 | 235403 | SH |  | DFND | 12 | 235403 | 0 | 0 |
| LYFT INC | CONVERTIBLE BOND | 55087PAB0 |  | 1466 | 1656000 | PRN |  | DFND | 12 | 1656000 | 0 | 0 |
| M/I HOMES INC | COMMON STOCK | 55305B101 |  | 9697 | 210000 | SH |  | DFND | 12 | 210000 | 0 | 0 |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | CONVERTIBLE BOND | 55405YAB6 |  | 1491 | 1500000 | PRN |  | DFND | 12 | 1500000 | 0 | 0 |
| MAGNACHIP SEMICONDUCTOR CORP | COMMON STOCK | 55933J203 |  | 21597 | 2300000 | SH |  | DFND | 12 | 2300000 | 0 | 0 |
| MAGNITE INC | CONVERTIBLE BOND | 55955DAB6 |  | 7198 | 9206000 | PRN |  | DFND | 12 | 9206000 | 0 | 0 |
| MAXPRO CAPITAL ACQUISITION CORP | COMMON STOCK | 57778T106 |  | 3108 | 300000 | SH |  | DFND | 12 | 300000 | 0 | 0 |
| MERCATO PARTNERS ACQUISITION CORP | COMMON STOCK | 58759A108 |  | 2562 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| METAL SKY STAR ACQUISITION CORP | COMMON STOCK | G6053N105 |  | 5049 | 496000 | SH |  | DFND | 12 | 496000 | 0 | 0 |
| MFA FINANCIAL INC | CONVERTIBLE BOND | 55272XAA0 |  | 8309 | 9182000 | PRN |  | DFND | 12 | 9182000 | 0 | 0 |
| MGIC INVESTMENT CORP | COMMON STOCK | 552848103 |  | 15600 | 1200000 | SH |  | DFND | 12 | 1200000 | 0 | 0 |
| MOBIV ACQUISITION CORP | COMMON STOCK | 60742N106 |  | 2518 | 245000 | SH |  | DFND | 12 | 245000 | 0 | 0 |
| MONTEREY CAPITAL ACQUISITION CORP | COMMON STOCK | 61244M109 |  | 7963 | 792000 | SH |  | DFND | 12 | 792000 | 0 | 0 |
| MOTIVE CAPITAL CORP II | COMMON STOCK | G6293R106 |  | 1023 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| MOUNTAIN  CO I ACQUISITION CORP | COMMON STOCK | G6301J104 |  | 3115 | 300000 | SH |  | DFND | 12 | 300000 | 0 | 0 |
| MURPHY CANYON ACQUISITION CORP | COMMON STOCK | 626642102 |  | 6150 | 600000 | SH |  | DFND | 12 | 600000 | 0 | 0 |
| NABORS ENERGY TRANSITION CORP | COMMON STOCK | 629567108 |  | 2054 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| NABORS INDUSTRIES LTD | CONVERTIBLE BOND | 62957HAB1 |  | 11391 | 12249000 | PRN |  | DFND | 12 | 12249000 | 0 | 0 |
| NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAA8 |  | 2882 | 3399000 | PRN |  | DFND | 12 | 3399000 | 0 | 0 |
| NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAB6 |  | 3823 | 5826000 | PRN |  | DFND | 12 | 5826000 | 0 | 0 |
| NEW MOUNTAIN FINANCE CORP | CONVERTIBLE BOND | 647551AC4 |  | 13386 | 13428000 | PRN |  | DFND | 12 | 13428000 | 0 | 0 |
| NEW RELIC INC | CONVERTIBLE BOND | 64829BAB6 |  | 21493 | 21921000 | PRN |  | DFND | 12 | 21921000 | 0 | 0 |
| NICE LTD | CONVERTIBLE BOND | 653656AB4 |  | 4500 | 4750000 | PRN |  | DFND | 12 | 4750000 | 0 | 0 |
| NMI HOLDINGS INC | COMMON STOCK | 629209305 |  | 102410 | 4900000 | SH |  | DFND | 12 | 4900000 | 0 | 0 |
| NORTHVIEW ACQUISITION CORP | COMMON STOCK | 66718N103 |  | 7620 | 750000 | SH |  | DFND | 12 | 750000 | 0 | 0 |
| NORWEGIAN CRUISE LINE HOLDINGS LTD | CONVERTIBLE BOND | 62886HBD2 |  | 1131 | 1654000 | PRN |  | DFND | 12 | 1654000 | 0 | 0 |
| NOVAVAX INC | CONVERTIBLE BOND | 670002AB0 |  | 13616 | 13659000 | PRN |  | DFND | 12 | 13659000 | 0 | 0 |
| NRG ENERGY INC | CONVERTIBLE BOND | 629377CG5 |  | 1619 | 1630000 | PRN |  | DFND | 12 | 1630000 | 0 | 0 |
| NUBIA BRAND INTERNATIONAL CORP | COMMON STOCK | 67022R103 |  | 2612 | 255000 | SH |  | DFND | 12 | 255000 | 0 | 0 |
| NUTANIX INC | CONVERTIBLE BOND | 67059NAB4 |  | 26393 | 26526000 | PRN |  | DFND | 12 | 26526000 | 0 | 0 |
| NUTANIX INC | CONVERTIBLE BOND | 67059NAH1 |  | 4095 | 4867000 | PRN |  | DFND | 12 | 4867000 | 0 | 0 |
| NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 |  | 13016 | 14817000 | PRN |  | DFND | 12 | 14817000 | 0 | 0 |
| NUVASIVE INC | CONVERTIBLE BOND | 670704AL9 |  | 13365 | 13586000 | PRN |  | DFND | 12 | 13586000 | 0 | 0 |
| NUVEEN CREDIT STRATEGIES INCOME FUND | COMMON STOCK | 67073D102 |  | 17208 | 3380787 | SH |  | DFND | 12 | 3380787 | 0 | 0 |
| NUVEEN FLOATING RATE INCOME FUND/CLOSED-END FUND | COMMON STOCK | 67072T108 |  | 8682 | 1096236 | SH |  | DFND | 12 | 1096236 | 0 | 0 |
| NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | COMMON STOCK | 6706EN100 |  | 6309 | 807842 | SH |  | DFND | 12 | 807842 | 0 | 0 |
| NUVEEN SENIOR INCOME FUND | COMMON STOCK | 67067Y104 |  | 7661 | 1669270 | SH |  | DFND | 12 | 1669270 | 0 | 0 |
| NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | COMMON STOCK | 67074X107 |  | 6037 | 509049 | SH |  | DFND | 12 | 509049 | 0 | 0 |
| OAKTREE SPECIALTY LENDING CORP | COMMON STOCK | 67401P108 |  | 34449 | 5014511 | SH |  | DFND | 12 | 5014511 | 0 | 0 |
| OCWEN FINANCIAL CORP | COMMON STOCK | 675746606 |  | 19184 | 627366 | SH |  | DFND | 12 | 627366 | 0 | 0 |
| OKTA INC | CONVERTIBLE BOND | 679295AF2 |  | 8966 | 10611000 | PRN |  | DFND | 12 | 10611000 | 0 | 0 |
| OMNICELL INC | CONVERTIBLE BOND | 68213NAD1 |  | 1315 | 1500000 | PRN |  | DFND | 12 | 1500000 | 0 | 0 |
| OMNILIT ACQUISITION CORP | COMMON STOCK | 68218C108 |  | 1400 | 140000 | SH |  | DFND | 12 | 140000 | 0 | 0 |
| ONYX ACQUISITION CO I | COMMON STOCK | G6755Q109 |  | 3096 | 300000 | SH |  | DFND | 12 | 300000 | 0 | 0 |
| PAGSEGURO DIGITAL LTD | COMMON STOCK | G68707101 |  | 13865 | 1586397 | SH |  | DFND | 12 | 1586397 | 0 | 0 |
| PAMPA ENERGIA SA | COMMON STOCK | 697660207 |  | 22946 | 718421 | SH |  | DFND | 12 | 718421 | 0 | 0 |
| PAPAYA GROWTH OPPORTUNITY CORP I | COMMON STOCK | 69882P102 |  | 2560 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| PAR PACIFIC HOLDINGS INC | COMMON STOCK | 69888T207 |  | 19762 | 850000 | SH |  | DFND | 12 | 850000 | 0 | 0 |
| PARABELLUM ACQUISITION CORP | COMMON STOCK | 69901P109 |  | 2035 | 200000 | SH |  | DFND | 12 | 200000 | 0 | 0 |
| PATRIA LATIN AMERICAN OPPORTUNITY ACQUISITION CORP | COMMON STOCK | G69454109 |  | 518 | 50000 | SH |  | DFND | 12 | 50000 | 0 | 0 |
| PATRICK INDUSTRIES INC | CONVERTIBLE BOND | 703343AB9 |  | 18522 | 18511000 | PRN |  | DFND | 12 | 18511000 | 0 | 0 |
| PEBBLEBROOK HOTEL TRUST | CONVERTIBLE BOND | 70509VAA8 |  | 2168 | 2620000 | PRN |  | DFND | 12 | 2620000 | 0 | 0 |
| PELOTON INTERACTIVE INC | CONVERTIBLE BOND | 70614WAB6 |  | 1463 | 2050000 | PRN |  | DFND | 12 | 2050000 | 0 | 0 |
| PENNYMAC MORTGAGE INVESTMENT TRUST | CONVERTIBLE BOND | 70932AAD5 |  | 16846 | 18771000 | PRN |  | DFND | 12 | 18771000 | 0 | 0 |
| PERFICIENT INC | CONVERTIBLE BOND | 71375UAF8 |  | 4621 | 5944000 | PRN |  | DFND | 12 | 5944000 | 0 | 0 |
| PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 |  | 82068 | 7705955 | SH |  | DFND | 12 | 7705955 | 0 | 0 |
| PG CORP | COMMON STOCK | 69331C108 |  | 126014 | 7750000 | SH |  | DFND | 12 | 7750000 | 0 | 0 |
| PLUTONIAN ACQUISITION CORP | COMMON STOCK | 72942P203 |  | 1159 | 115000 | SH |  | DFND | 12 | 115000 | 0 | 0 |
| PONO CAPITAL CORP | COMMON STOCK | 732450101 |  | 2622 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| PONO CAPITAL TWO INC | COMMON STOCK | 73245B107 |  | 2550 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| POWERUP ACQUISITION CORP | COMMON STOCK | G7207P103 |  | 1030 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | CONVERTIBLE BOND | 743312AB6 |  | 2444 | 2380000 | PRN |  | DFND | 12 | 2380000 | 0 | 0 |
| PROOF ACQUISITION CORP I | COMMON STOCK | 74349W104 |  | 764 | 75000 | SH |  | DFND | 12 | 75000 | 0 | 0 |
| PULTEGROUP INC | COMMON STOCK | 745867101 |  | 28183 | 619000 | SH |  | DFND | 12 | 619000 | 0 | 0 |
| Q2 HOLDINGS INC | CONVERTIBLE BOND | 74736LAB5 |  | 3724 | 3798000 | PRN |  | DFND | 12 | 3798000 | 0 | 0 |
| RAPID7 INC | CONVERTIBLE BOND | 753422AF1 |  | 4349 | 5534000 | PRN |  | DFND | 12 | 5534000 | 0 | 0 |
| REDWOOD TRUST INC | CONVERTIBLE BOND | 749772AD1 |  | 13408 | 15798000 | PRN |  | DFND | 12 | 15798000 | 0 | 0 |
| REDWOOD TRUST INC | CONVERTIBLE BOND | 758075AD7 |  | 5825 | 6367000 | PRN |  | DFND | 12 | 6367000 | 0 | 0 |
| REDWOODS ACQUISITION CORP | COMMON STOCK | 758083109 |  | 4560 | 450000 | SH |  | DFND | 12 | 450000 | 0 | 0 |
| RESERVOIR MEDIA INC | COMMON STOCK | 76119X105 |  | 4957 | 830415 | SH |  | DFND | 12 | 830415 | 0 | 0 |
| RF ACQUISITION CORP | COMMON STOCK | 74954L104 |  | 4060 | 400000 | SH |  | DFND | 12 | 400000 | 0 | 0 |
| RIGEL RESOURCE ACQUISITION CORP | COMMON STOCK | G7573M106 |  | 3601 | 350000 | SH |  | DFND | 12 | 350000 | 0 | 0 |
| RINGCENTRAL INC | CONVERTIBLE BOND | 76680RAF4 |  | 13724 | 15889000 | PRN |  | DFND | 12 | 15889000 | 0 | 0 |
| ROC ENERGY ACQUISITION CORP | COMMON STOCK | 77118V108 |  | 4096 | 400000 | SH |  | DFND | 12 | 400000 | 0 | 0 |
| RUNWAY GROWTH FINANCE CORP | COMMON STOCK | 78163D100 |  | 244023 | 21054667 | SH |  | DFND | 12 | 21054667 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | CONVERTIBLE BOND | 803607AC4 |  | 2315 | 2000000 | PRN |  | DFND | 12 | 2000000 | 0 | 0 |
| SEA LTD | CONVERTIBLE BOND | 81141RAF7 |  | 4728 | 4791000 | PRN |  | DFND | 12 | 4791000 | 0 | 0 |
| SEA LTD | CONVERTIBLE BOND | 81141RAG5 |  | 23290 | 31581000 | PRN |  | DFND | 12 | 31581000 | 0 | 0 |
| SEAPORT GLOBAL ACQUISITION II CORP | COMMON STOCK | 81221H105 |  | 509 | 50000 | SH |  | DFND | 12 | 50000 | 0 | 0 |
| SFL CORP LTD | CONVERTIBLE BOND | 824689AG8 |  | 10939 | 11098000 | PRN |  | DFND | 12 | 11098000 | 0 | 0 |
| SHAKE SHACK INC | CONVERTIBLE BOND | 819047AB7 |  | 4653 | 6965000 | PRN |  | DFND | 12 | 6965000 | 0 | 0 |
| SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAB5 |  | 3248 | 3263000 | PRN |  | DFND | 12 | 3263000 | 0 | 0 |
| SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAD1 |  | 2998 | 3542000 | PRN |  | DFND | 12 | 3542000 | 0 | 0 |
| SHOALS TECHNOLOGIES GROUP INC | COMMON STOCK | 82489W107 |  | 295 | 11980 | SH |  | DFND | 12 | 11980 | 0 | 0 |
| SHOPIFY INC | CONVERTIBLE BOND | 82509LAA5 |  | 15413 | 17949000 | PRN |  | DFND | 12 | 17949000 | 0 | 0 |
| SHOULDERUP TECHNOLOGY ACQUISITION CORP | COMMON STOCK | 82537G104 |  | 1786 | 175000 | SH |  | DFND | 12 | 175000 | 0 | 0 |
| SIZZLE ACQUISITION CORP | COMMON STOCK | 83014E109 |  | 255 | 25000 | SH |  | DFND | 12 | 25000 | 0 | 0 |
| SMARTRENT INC | COMMON STOCK | 83193G107 |  | 10642 | 4379474 | SH |  | DFND | 12 | 4379474 | 0 | 0 |
| SNAP INC | CONVERTIBLE BOND | 83304AAB2 |  | 850 | 1000000 | PRN |  | DFND | 12 | 1000000 | 0 | 0 |
| SNAP INC | CONVERTIBLE BOND | 83304AAF3 |  | 4924 | 7000000 | PRN |  | DFND | 12 | 7000000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | CONVERTIBLE BOND | 83417MAD6 |  | 2686 | 2155000 | PRN |  | DFND | 12 | 2155000 | 0 | 0 |
| SORRENTO THERAPEUTICS INC | COMMON STOCK | 83587F202 |  | 118 | 134000 | SH |  | DFND | 12 | 134000 | 0 | 0 |
| SPLUNK INC | CONVERTIBLE BOND | 848637AC8 |  | 24384 | 25178000 | PRN |  | DFND | 12 | 25178000 | 0 | 0 |
| SPLUNK INC | CONVERTIBLE BOND | 848637AD6 |  | 3103 | 3288000 | PRN |  | DFND | 12 | 3288000 | 0 | 0 |
| SPLUNK INC | CONVERTIBLE BOND | 848637AF1 |  | 6198 | 7303000 | PRN |  | DFND | 12 | 7303000 | 0 | 0 |
| SPOTIFY TECHNOLOGY SA | CONVERTIBLE BOND | 84921RAB6 |  | 23548 | 29072000 | PRN |  | DFND | 12 | 29072000 | 0 | 0 |
| SPREE ACQUISITION CORP 1 LTD | COMMON STOCK | G83745102 |  | 3591 | 350000 | SH |  | DFND | 12 | 350000 | 0 | 0 |
| SPRINGWATER SPECIAL SITUATIONS CORP | COMMON STOCK | 85205U107 |  | 2532 | 250000 | SH |  | DFND | 12 | 250000 | 0 | 0 |
| STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 |  | 501277 | 26067483 | SH |  | DFND | 12 | 26067483 | 0 | 0 |
| STARWOOD PROPERTY TRUST INC | CONVERTIBLE BOND | 85571BAH8 |  | 19548 | 20063000 | PRN |  | DFND | 12 | 20063000 | 0 | 0 |
| STR SUB INC | COMMON STOCK | 82983N108 |  | 373178 | 12935120 | SH |  | DFND | 12 | 12935120 | 0 | 0 |
| SUNOPTA INC | COMMON STOCK | 8676EP108 |  | 174977 | 20726126 | SH |  | DFND | 12 | 20726126 | 0 | 0 |
| SUNRUN INC | CONVERTIBLE BOND | 86771WAB1 |  | 9250 | 13243000 | PRN |  | DFND | 12 | 13243000 | 0 | 0 |
| SUPERNUS PHARMACEUTICALS INC | CONVERTIBLE BOND | 868459AD0 |  | 22231 | 22513000 | PRN |  | DFND | 12 | 22513000 | 0 | 0 |
| TECHNOLOGY  TELECOMMUNICATION ACQUISITION CORP | COMMON STOCK | G87119106 |  | 4632 | 450000 | SH |  | DFND | 12 | 450000 | 0 | 0 |
| TELADOC HEALTH INC | CONVERTIBLE BOND | 539183AA1 |  | 5538 | 6302000 | PRN |  | DFND | 12 | 6302000 | 0 | 0 |
| TELADOC HEALTH INC | CONVERTIBLE BOND | 87918AAF2 |  | 5412 | 7000000 | PRN |  | DFND | 12 | 7000000 | 0 | 0 |
| TELECOM ARGENTINA SA | COMMON STOCK | 879273209 |  | 11083 | 2033741 | SH |  | DFND | 12 | 2033741 | 0 | 0 |
| TENX KEANE ACQUISITION | COMMON STOCK | G8708L104 |  | 1371 | 135000 | SH |  | DFND | 12 | 135000 | 0 | 0 |
| TENX KEANE ACQUISITION | RIGHT | G8708L112 |  | 29 | 135000 | SH |  | DFND | 12 | 135000 | 0 | 0 |
| TERNIUM SA | COMMON STOCK | 880890108 |  | 14357 | 469799 | SH |  | DFND | 12 | 469799 | 0 | 0 |
| THRIVE ACQUISITION CORP | COMMON STOCK | G7158C101 |  | 1030 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| TKB CRITICAL TECHNOLOGIES 1 | COMMON STOCK | G88935112 |  | 257 | 25000 | SH |  | DFND | 12 | 25000 | 0 | 0 |
| TLGY ACQUISITION CORP | COMMON STOCK | G8656T109 |  | 1027 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| TOLL BROTHERS INC | COMMON STOCK | 889478103 |  | 29802 | 597000 | SH |  | DFND | 12 | 597000 | 0 | 0 |
| TORM PLC | COMMON STOCK | G89479102 |  | 1532251 | 53812988 | SH |  | DFND | 12 | 53812988 | 0 | 0 |
| TPI COMPOSITES INC | COMMON STOCK | 87266J104 |  | 7105 | 700739 | SH |  | DFND | 12 | 700739 | 0 | 0 |
| TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK | 893870204 |  | 21056 | 1784412 | SH |  | DFND | 12 | 1784412 | 0 | 0 |
| TRINE II ACQUISITION CORP | COMMON STOCK | G9059F100 |  | 1030 | 100000 | SH |  | DFND | 12 | 100000 | 0 | 0 |
| TRIPADVISOR INC | CONVERTIBLE BOND | 896945AD4 |  | 4874 | 6066000 | PRN |  | DFND | 12 | 6066000 | 0 | 0 |
| TYLER TECHNOLOGIES INC | CONVERTIBLE BOND | 902252AB1 |  | 1401 | 1500000 | PRN |  | DFND | 12 | 1500000 | 0 | 0 |
| UNITI GROUP INC | COMMON STOCK | 91325V108 |  | 18788 | 3397592 | SH |  | DFND | 12 | 3397592 | 0 | 0 |
| UNITY SOFTWARE INC | CONVERTIBLE BOND | 91332UAB7 |  | 14204 | 18852000 | PRN |  | DFND | 12 | 18852000 | 0 | 0 |
| UPSTART HOLDINGS INC | CONVERTIBLE BOND | 91680MAB3 |  | 7685 | 14500000 | PRN |  | DFND | 12 | 14500000 | 0 | 0 |
| VAHANNA TECH EDGE ACQUISITION I CORP | COMMON STOCK | G9320Z109 |  | 514 | 50000 | SH |  | DFND | 12 | 50000 | 0 | 0 |
| VAIL RESORTS INC | CONVERTIBLE BOND | 91879QAN9 |  | 1459 | 1565000 | PRN |  | DFND | 12 | 1565000 | 0 | 0 |
| VALARIS LTD | COMMON STOCK | G9460G101 |  | 25029 | 370155 | SH |  | DFND | 12 | 370155 | 0 | 0 |
| VALE SA | COMMON STOCK | 91912E105 |  | 136586 | 8048699 | SH |  | DFND | 12 | 8048699 | 0 | 0 |
| VEECO INSTRUMENTS INC | CONVERTIBLE BOND | 922417AD2 |  | 8592 | 8623000 | PRN |  | DFND | 12 | 8623000 | 0 | 0 |
| VERINT SYSTEMS INC | CONVERTIBLE BOND | 92343XAC4 |  | 2625 | 3000000 | PRN |  | DFND | 12 | 3000000 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | CONVERTIBLE BOND | 928298AP3 |  | 2128 | 2200000 | PRN |  | DFND | 12 | 2200000 | 0 | 0 |
| VISION SENSING ACQUISITION CORP | COMMON STOCK | 92838J103 |  | 1550 | 150000 | SH |  | DFND | 12 | 150000 | 0 | 0 |
| VISTA ENERGY SAB DE CV | COMMON STOCK | 92837L109 |  | 45173 | 2884674 | SH |  | DFND | 12 | 2884674 | 0 | 0 |
| VISTRA CORP | COMMON STOCK | 92840M102 |  | 589275 | 25399812 | SH |  | DFND | 12 | 25399812 | 0 | 0 |
| VNET GROUP INC | CONVERTIBLE BOND | 90138VAB3 |  | 984 | 1200000 | PRN |  | DFND | 12 | 1200000 | 0 | 0 |
| WEATHERFORD INTERNATIONAL PLC | COMMON STOCK | G48833118 |  | 180975 | 3554107 | SH |  | DFND | 12 | 3554107 | 0 | 0 |
| WELSBACH TECHNOLOGY METALS ACQUISITION CORP | COMMON STOCK | 950415109 |  | 4590 | 450000 | SH |  | DFND | 12 | 450000 | 0 | 0 |
| WESTERN ACQUISITION VENTURES CORP | COMMON STOCK | 95758L107 |  | 5775 | 500000 | SH |  | DFND | 12 | 500000 | 0 | 0 |
| WESTERN DIGITAL CORP | CONVERTIBLE BOND | 958102AP0 |  | 26632 | 27815000 | PRN |  | DFND | 12 | 27815000 | 0 | 0 |
| WILLIAMS ROWLAND ACQUISITION CORP | COMMON STOCK | 96951B102 |  | 1504 | 150000 | SH |  | DFND | 12 | 150000 | 0 | 0 |
| WISDOMTREE INC | CONVERTIBLE BOND | 97717PAD6 |  | 5022 | 5398000 | PRN |  | DFND | 12 | 5398000 | 0 | 0 |
| WIX.COM LTD | CONVERTIBLE BOND | 92940WAB5 |  | 8821 | 9036000 | PRN |  | DFND | 12 | 9036000 | 0 | 0 |
| WIX.COM LTD | CONVERTIBLE BOND | 92940WAD1 |  | 11658 | 13764000 | PRN |  | DFND | 12 | 13764000 | 0 | 0 |
| XP INC | COMMON STOCK | G98239109 |  | 1845 | 120289 | SH |  | DFND | 12 | 120289 | 0 | 0 |
| YOTTA ACQUISITION CORP | COMMON STOCK | 98741Y103 |  | 3995 | 398000 | SH |  | DFND | 12 | 398000 | 0 | 0 |
| ZILLOW GROUP INC | CONVERTIBLE BOND | 98954MAG6 |  | 2798 | 2750000 | PRN |  | DFND | 12 | 2750000 | 0 | 0 |
| ZSCALER INC | CONVERTIBLE BOND | 98980GAB8 |  | 2637 | 2500000 | PRN |  | DFND | 12 | 2500000 | 0 | 0 |
| SPDR S OIL  GAS EXPLORATION  PRODUCTION ETF | ETF | 78468R556 |  | 61146 | 450000 | SH | Put | DFND | 12 | 450000 | 0 | 0 |
| STATE STREET CORP | ETF | 78462F103 |  | 229076 | 599000 | SH | Put | DFND | 12 | 599000 | 0 | 0 |

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