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 | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ALCOA CORP | COM | 013872106 | 7,932 | 88,100 | SH | DFND | 1 | 0 | 88,100 | 0 | |
| ALTIMAR ACQUISITION CORP III | *W EXP 03/08/202 | G0370U116 | 7 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
| ALTIMAR ACQUISITION CORP III | SHS CL A | G0370U108 | 490 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 125,055 | 91,000,000 | PRN | DFND | 1 | 0 | 91,000,000 | 0 | |
| APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 17 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 | 1,470 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| ARCTOS NORTHSTAR ACQUIS CORP | *W EXP 99/99/999 | G0477L126 | 17 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ARCTOS NORTHSTAR ACQUIS CORP | SHS CL A | G0477L100 | 1,958 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| ARDAGH METAL PACKAGING S A | *W EXP 08/04/202 | L02235114 | 128 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| BALL CORP | COM | 058498106 | 1,852 | 20,575 | SH | DFND | 1 | 0 | 20,575 | 0 | |
| BAOZUN INC | NOTE 1.625% 5/0 | 06684LAB9 | 16,000 | 16,000,000 | PRN | DFND | 1 | 0 | 16,000,000 | 0 | |
| BILIBILI INC | NOTE 1.250% 6/1 | 090040AD8 | 14,026 | 13,700,000 | PRN | DFND | 1 | 0 | 13,700,000 | 0 | |
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 19,244 | 15,050,000 | PRN | DFND | 1 | 0 | 15,050,000 | 0 | |
| BIOHAVEN PHARMACTL HLDG CO L | COM | G11196105 | 2,624 | 22,127 | SH | DFND | 1 | 0 | 22,127 | 0 | |
| BOWLERO CORP | *W EXP 03/01/202 | 10258P110 | 86 | 30,733 | SH | SOLE | 30,733 | 0 | 0 | ||
| BP PLC | SPONSORED ADR | 055622104 | 10,999 | 374,100 | SH | DFND | 1 | 0 | 374,100 | 0 | |
| BRIDGETOWN HOLDINGS LTD | *W EXP 09/30/202 | G1355U121 | 45 | 81,132 | SH | SOLE | 81,132 | 0 | 0 | ||
| CATCHA INVESTMENT CORP | *W EXP 99/99/999 | G1962Y110 | 43 | 133,333 | SH | SOLE | 133,333 | 0 | 0 | ||
| CATCHA INVESTMENT CORP | SHS CL A | G1962Y102 | 2,939 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| CC NEUBERGER PRIN HLDGS II | *W EXP 07/29/202 | G3166T111 | 61 | 61,005 | SH | SOLE | 61,005 | 0 | 0 | ||
| CC NEUBERGER PRIN HLDGS II | SHS CL A | G3166T103 | 675 | 68,000 | SH | SOLE | 68,000 | 0 | 0 | ||
| CC NEUBERGER PRINCIPAL HOLDN | SHS CL A | G1992N100 | 247 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 | 2,837 | 289,823 | SH | SOLE | 289,823 | 0 | 0 | ||
| CONOCOPHILLIPS | COM | 20825C104 | 21,574 | 215,740 | SH | DFND | 1 | 0 | 215,740 | 0 | |
| CYMABAY THERAPEUTICS INC | COM | 23257D103 | 93 | 30,000 | SH | DFND | 1 | 0 | 30,000 | 0 | |
| DANAHER CORPORATION | COM | 235851102 | 1,936 | 6,600 | SH | DFND | 1 | 0 | 6,600 | 0 | |
| DHC ACQUISITION CORP | *W EXP 02/25/202 | G2758T117 | 4 | 16,666 | SH | SOLE | 16,666 | 0 | 0 | ||
| DHC ACQUISITION CORP | CLASS A ORD SHS | G2758T109 | 490 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| DIDI GLOBAL INC | SPONSORED ADS | 23292E108 | 305 | 122,111 | SH | DFND | 1 | 0 | 122,111 | 0 | |
| EMBARK TECHNOLOGY INC | *W EXP 11/10/202 | 29079J111 | 59 | 51,756 | SH | SOLE | 51,756 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 44,801 | 18,836,000 | PRN | DFND | 1 | 0 | 18,836,000 | 0 | |
| ETSY INC | COM | 29786A106 | 820 | 6,600 | SH | DFND | 1 | 0 | 6,600 | 0 | |
| FORTRESS VALUE ACQUIS CORP I | *W EXP 12/31/202 | 34964G115 | 13 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| FORTRESS VALUE ACQUIS CORP I | COM CL A | 34964G107 | 1,478 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| FORTRESS VALUE ACQUISI CORP | COM CL A | 34964K108 | 3,430 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 15,017 | 301,900 | SH | DFND | 1 | 0 | 301,900 | 0 | |
| FRESHWORKS INC | CLASS A COM | 358054104 | 1,407 | 78,500 | SH | SOLE | 78,500 | 0 | 0 | ||
| GORES HLDGS VIII INC | *W EXP 03/01/202 | 382863116 | 28 | 21,596 | SH | SOLE | 21,596 | 0 | 0 | ||
| GORES HOLDINGS VII INC | COM CL A | 38286T101 | 685 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
| GORES TECHNOLOGY PARTNERS II | CLASS A COM | 38287L107 | 391 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| GORES TECHNOLOGY PARTNERS IN | CLASS A COM | 382870103 | 196 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | COM | 40637H109 | 3,071 | 77,000 | SH | DFND | 1 | 0 | 77,000 | 0 | |
| HAYMAKER ACQUISITION CORP II | *W EXP 03/05/202 | 42087R116 | 10 | 18,750 | SH | SOLE | 18,750 | 0 | 0 | ||
| HAYMAKER ACQUISITION CORP II | CLASS A COM | 42087R108 | 741 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| HH&L ACQUISITION CO | *W EXP 02/04/202 | G39714129 | 75 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| INFOSYS LTD | SPONSORED ADR | 456788108 | 3,131 | 125,800 | SH | SOLE | 125,800 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 2,397 | 15,400 | SH | DFND | 1 | 0 | 15,400 | 0 | |
| JOHNSON CTLS INTL PLC | SHS | G51502105 | 2,065 | 31,500 | SH | DFND | 1 | 0 | 31,500 | 0 | |
| KKR ACQUISITION HOLDING I CO | COM CLASS A | 48253T109 | 2,458 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| LAZARD GROWTH ACQUISITION CO | *W EXP 02/10/202 | G54035111 | 8 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 | 735 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| LI AUTO INC | SPONSORED ADS | 50202M102 | 7,743 | 300,000 | SH | DFND | 1 | 0 | 300,000 | 0 | |
| LI AUTO INC | SPONSORED ADS | 50202M102 | 15,486 | 600,000 | SH | Put | DFND | 1 | 0 | 600,000 | 0 |
| LILLY ELI & CO | COM | 532457108 | 3,121 | 10,900 | SH | DFND | 1 | 0 | 10,900 | 0 | |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 43,479 | 60,000,000 | PRN | DFND | 1 | 0 | 60,000,000 | 0 | |
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 26,044 | 14,620,000 | PRN | DFND | 1 | 0 | 14,620,000 | 0 | |
| NIO INC | NOTE 2/0 | 62914VAE6 | 34,023 | 40,000,000 | PRN | DFND | 1 | 0 | 40,000,000 | 0 | |
| NIO INC | SPON ADS | 62914V106 | 1,474 | 70,000 | SH | DFND | 1 | 0 | 70,000 | 0 | |
| NIO INC | SPON ADS | 62914V106 | 8,420 | 400,000 | SH | Put | DFND | 1 | 0 | 400,000 | 0 |
| NORTHERN GENESIS ACQU CORP I | *W EXP 12/31/202 | 66516W115 | 66 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| NORTHERN GENESIS ACQU CORP I | COM | 66516W107 | 4,875 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| NORTHERN STAR INVEST CORP II | *W EXP 02/25/202 | 66574L118 | 8 | 18,686 | SH | SOLE | 18,686 | 0 | 0 | ||
| NORTHERN STAR INVEST CORP II | COM CL A | 66574L100 | 1,098 | 112,121 | SH | SOLE | 112,121 | 0 | 0 | ||
| NORTHERN STAR INVEST CORP IV | *W EXP 02/25/202 | 66575B119 | 9 | 19,667 | SH | SOLE | 19,667 | 0 | 0 | ||
| NORTHERN STAR INVEST CORP IV | COM CL A | 66575B101 | 1,152 | 118,004 | SH | SOLE | 118,004 | 0 | 0 | ||
| NUTRIEN LTD | COM | 67077M108 | 3,359 | 32,300 | SH | DFND | 1 | 0 | 32,300 | 0 | |
| OAKTREE ACQUISITION CORP II | *W EXP 09/15/202 | G6715X111 | 16 | 24,600 | SH | SOLE | 24,600 | 0 | 0 | ||
| OAKTREE ACQUISITION CORP II | CL A SHS | G6715X103 | 898 | 90,301 | SH | SOLE | 90,301 | 0 | 0 | ||
| PATHFINDER ACQUISITION CORP | *W EXP 02/19/202 | G04119122 | 17 | 47,640 | SH | SOLE | 47,640 | 0 | 0 | ||
| PATHFINDER ACQUISITION CORP | CL A | G04119106 | 2,332 | 238,200 | SH | SOLE | 238,200 | 0 | 0 | ||
| PERIDOT ACQUISITION CORP II | *W EXP 04/30/202 | G7008B121 | 8 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| PERIDOT ACQUISITION CORP II | SHS CL A | G7008B105 | 978 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 3,080 | 59,500 | SH | DFND | 1 | 0 | 59,500 | 0 | |
| PHILLIPS 66 | COM | 718546104 | 2,125 | 24,600 | SH | DFND | 1 | 0 | 24,600 | 0 | |
| PINDUODUO INC | SPONSORED ADS | 722304102 | 12,033 | 300,000 | SH | DFND | 1 | 0 | 300,000 | 0 | |
| PINDUODUO INC | SPONSORED ADS | 722304102 | 12,033 | 300,000 | SH | Put | DFND | 1 | 0 | 300,000 | 0 |
| PLUG PWR INC | NOTE 3.750% 6/0 | 72919PAD5 | 185,334 | 32,500,000 | PRN | DFND | 1 | 0 | 32,500,000 | 0 | |
| PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 | 1,439 | 27,180 | SH | DFND | 1 | 0 | 27,180 | 0 | |
| RECHARGE ACQUISITION CORP | *W EXP 10/05/202 | 756229118 | 33 | 139,040 | SH | SOLE | 139,040 | 0 | 0 | ||
| SCION TECH GROWTH II | CL A SHS | G31070108 | 196 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| SHELL PLC | SPON ADS | 780259305 | 10,662 | 194,100 | SH | DFND | 1 | 0 | 194,100 | 0 | |
| SLAM CORP | *W EXP 02/23/202 | G8210L121 | 52 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| SONDER HOLDINGS INC | *W EXP 01/31/202 | 83542D110 | 53 | 73,989 | SH | SOLE | 73,989 | 0 | 0 | ||
| TECK RESOURCES LTD | CL B | 878742204 | 2,985 | 73,900 | SH | DFND | 1 | 0 | 73,900 | 0 | |
| THE LION ELECTRIC COMPANY | *W EXP 05/06/202 | 536221112 | 1,902 | 868,449 | SH | SOLE | 868,449 | 0 | 0 | ||
| VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 3,680 | 14,100 | SH | DFND | 1 | 0 | 14,100 | 0 | |
| WESTROCK CO | COM | 96145D105 | 2,003 | 42,600 | SH | DFND | 1 | 0 | 42,600 | 0 | |
| WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 13,443 | 5,277,000 | PRN | DFND | 1 | 0 | 5,277,000 | 0 | |