The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | |||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | ||||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 18,890,328 | 22,500,000 | PRN | DFND | 1,2 | 0 | 22,500,000 | 0 | ||
| BAUSCH HEALTH COS INC | COM | 071734107 | 92,042 | 11,500 | SH | DFND | 1,2 | 0 | 11,500 | 0 | ||
| BILL HOLDINGS INC | NOTE 4/0 | 090043AD2 | 41,013,199 | 50,000,000 | PRN | DFND | 1,2 | 0 | 50,000,000 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 31,526,369 | 37,150,000 | PRN | DFND | 1,2 | 0 | 37,150,000 | 0 | ||
| BROADCOM INC | COM | 11135F101 | 10,062,188 | 11,600 | SH | Put | DFND | 1,2 | 0 | 11,600 | 0 | |
| CARDINAL HEALTH INC | COM | 14149Y108 | 189,140,000 | 2,000,000 | SH | DFND | 1,2 | 0 | 2,000,000 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 47,182,331 | 57,000,000 | PRN | DFND | 1,2 | 0 | 57,000,000 | 0 | ||
| CONSTELLATION BRANDS INC | CL A | 21036P108 | 108,543,330 | 441,000 | SH | DFND | 1,2 | 0 | 441,000 | 0 | ||
| CORMEDIX INC | COM | 21900C308 | 6,147,824 | 1,550,523 | SH | DFND | 1,2 | 0 | 1,550,523 | 0 | ||
| DIGITAL RLTY TR INC | COM | 253868103 | 56,935,000 | 500,000 | SH | Put | DFND | 1,2 | 0 | 500,000 | 0 | |
| E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | 115,725,798 | 20,665,321 | SH | DFND | 1,2 | 0 | 20,665,321 | 0 | ||
| ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | 85,149,364 | 3,559,756 | SH | DFND | 1,2 | 0 | 3,559,756 | 0 | ||
| ENERGY TRANSFER L P | COM UT LTD PTN | 29273V100 | 95,250,000 | 7,500,000 | SH | Put | DFND | 1,2 | 0 | 7,500,000 | 0 | |
| EQUINIX INC | COM | 29444U700 | 78,394,000 | 100,000 | SH | Put | DFND | 1,2 | 0 | 100,000 | 0 | |
| ETF SER SOLUTIONS | US GLB JETS | 26922A842 | 10,710,000 | 500,000 | SH | Put | DFND | 1,2 | 0 | 500,000 | 0 | |
| FIDELITY NATL INFORMATION SV | COM | 31620M106 | 59,659,211 | 1,090,662 | SH | DFND | 1,2 | 0 | 1,090,662 | 0 | ||
| HOWMET AEROSPACE INC | COM | 443201108 | 847,228,200 | 17,095,000 | SH | DFND | 1,2 | 0 | 17,095,000 | 0 | ||
| HYATT HOTELS CORP | COM CL A | 448579102 | 4,010,300 | 35,000 | SH | Put | DFND | 1,2 | 0 | 35,000 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 73,884,000 | 200,000 | SH | Call | DFND | 1,2 | 0 | 500,000 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 369,420,000 | 1,000,000 | SH | Put | DFND | 1,2 | 0 | 1,000,000 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 76,571,400 | 1,020,000 | SH | DFND | 1,2 | 0 | 1,020,000 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 213,576,500 | 1,975,000 | SH | DFND | 1,2 | 0 | 1,975,000 | 0 | ||
| ISHARES TR | ISHARES BIOTECH | 464287556 | 58,147,680 | 458,000 | SH | Put | DFND | 1,2 | 0 | 458,000 | 0 | |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 | 128,176,000 | 1,600,000 | SH | DFND | 1,2 | 0 | 1,600,000 | 0 | ||
| MARATHON PETE CORP | COM | 56585A102 | 1,290,179,000 | 11,065,000 | SH | DFND | 1,2 | 0 | 11,065,000 | 0 | ||
| MARRIOTT INTL INC NEW | CL A | 571903202 | 36,738,000 | 200,000 | SH | Put | DFND | 1,2 | 0 | 200,000 | 0 | |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 10,921,911 | 4,000,000 | PRN | DFND | 1,2 | 0 | 4,000,000 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 12,995,903 | 12,000,000 | PRN | DFND | 1,2 | 0 | 12,000,000 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 3,251,511 | 5,000,000 | PRN | DFND | 1,2 | 0 | 5,000,000 | 0 | ||
| NISOURCE INC | COM | 65473P105 | 33,367,000 | 1,220,000 | SH | DFND | 1,2 | 0 | 1,220,000 | 0 | ||
| NOBLE CORP PLC | ORD SHS A | G65431127 | 117,733,500 | 2,850,000 | SH | DFND | 1,2 | 0 | 2,850,000 | 0 | ||
| NRG ENERGY INC | COM NEW | 629377508 | 103,383,350 | 2,765,000 | SH | DFND | 1,2 | 0 | 2,765,000 | 0 | ||
| NUSTAR ENERGY LP | UNIT COM | 67058H102 | 486,776 | 28,400 | SH | DFND | 1,2 | 0 | 28,400 | 0 | ||
| OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 25,726,528 | 30,000,000 | PRN | DFND | 1,2 | 0 | 30,000,000 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 450,089,046 | 175,000,000 | PRN | DFND | 1,2 | 0 | 175,000,000 | 0 | ||
| PEABODY ENERGY CORP | COM | 704551100 | 457,238,420 | 21,109,807 | SH | DFND | 1,2 | 0 | 21,109,807 | 0 | ||
| PHILLIPS 66 | COM | 718546104 | 73,919,500 | 775,000 | SH | DFND | 1,2 | 0 | 775,000 | 0 | ||
| PINTEREST INC | CL A | 72352L106 | 765,520,000 | 28,000,000 | SH | DFND | 1,2 | 0 | 28,000,000 | 0 | ||
| POLESTAR AUTOMOTIVE HLDG UK | ADS A | 731105201 | 4,284,527 | 1,121,604 | SH | DFND | 1,2 | 0 | 1,121,604 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 16,465,029 | 19,323,000 | PRN | DFND | 1,2 | 0 | 19,323,000 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 14,316,162 | 16,531,000 | PRN | DFND | 1,2 | 0 | 16,531,000 | 0 | ||
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 40,244,373 | 45,931,000 | PRN | DFND | 1,2 | 0 | 45,931,000 | 0 | ||
| RESERVOIR MEDIA INC | COM | 76119X105 | 5,308,069 | 881,739 | SH | DFND | 1,2 | 0 | 881,739 | 0 | ||
| RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 90,133,631 | 108,500,000 | PRN | DFND | 1,2 | 0 | 108,500,000 | 0 | ||
| ROYAL GOLD INC | COM | 780287108 | 5,739,000 | 50,000 | SH | Call | DFND | 1,2 | 0 | 50,000 | 0 | |
| SEADRILL 2021 LTD | COM | G7997W102 | 291,253,038 | 7,057,258 | SH | DFND | 1,2 | 0 | 7,057,258 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 568,190,000 | 7,000,000 | SH | Put | DFND | 1,2 | 0 | 7,000,000 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 286,535,000 | 8,500,000 | SH | Put | DFND | 1,2 | 0 | 8,500,000 | 0 | |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 199,095,000 | 1,500,000 | SH | Put | DFND | 1,2 | 0 | 1,500,000 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 321,960,000 | 3,000,000 | SH | Put | DFND | 1,2 | 0 | 3,000,000 | 0 | |
| SNAP INC | CL A | 83304A106 | 11,840,000 | 1,000,000 | SH | Put | DFND | 1,2 | 0 | 1,000,000 | 0 | |
| SPDR SER TR | S&P BIOTECH | 78464A870 | 55,427,840 | 666,200 | SH | Put | DFND | 1,2 | 0 | 666,200 | 0 | |
| SPDR SER TR | S&P OILGAS EXP | 78468R556 | 51,854,075 | 402,500 | SH | DFND | 1,2 | 0 | 402,500 | 0 | ||
| SUNCOR ENERGY INC NEW | COM | 867224107 | 112,210,572 | 3,827,100 | SH | Call | DFND | 1,2 | 0 | 3,827,100 | 0 | |
| SUNCOR ENERGY INC NEW | COM | 867224107 | 293,548,874 | 10,000,000 | SH | DFND | 1,2 | 0 | 10,000,000 | 0 | ||
| SYNEOS HEALTH INC | CL A | 87166B102 | 139,039,919 | 3,299,476 | SH | DFND | 1,2 | 0 | 3,299,476 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 15,900,116 | 20,000,000 | PRN | DFND | 1,2 | 0 | 20,000,000 | 0 | ||
| TRIPLE FLAG PRECIOUS METAL | COM | 89679M104 | 1,854,617,638 | 134,587,637 | SH | DFND | 1,2 | 0 | 134,587,637 | 0 | ||
| UNITI GROUP INC | COM | 91325V108 | 46,758,849 | 10,120,963 | SH | DFND | 1,2 | 0 | 10,120,963 | 0 | ||
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 45,847,283 | 57,400,000 | PRN | DFND | 1,2 | 0 | 57,400,000 | 0 | ||
| VALARIS LIMITED | CL A | G9460G101 | 103,984,588 | 1,652,385 | SH | DFND | 1,2 | 0 | 1,652,385 | 0 | ||
| VANECK ETF TRUST | OIL SERVICES ETF | 92189H607 | 345,120,000 | 1,200,000 | SH | Put | DFND | 1,2 | 0 | 1,200,000 | 0 | |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 284,104,000 | 3,400,000 | SH | Put | DFND | 1,2 | 0 | 3,400,000 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 44,947,050 | 1,185,000 | SH | DFND | 1,2 | 0 | 1,185,000 | 0 | ||