The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 |
| AEROJET ROCKETDYNE HLDGS INC | COM | 007800105 | 47,449,893 | 848,380 | SH | DFND | 1,2 | 0 | 848,380 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 2,079,342 | 2,500,000 | PRN | DFND | 1,2 | 0 | 4,000,000 | 0 | ||
| BAUSCH HEALTH COS INC | COM | 071734107 | 91,853 | 14,625 | SH | DFND | 1,2 | 0 | 14,625 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 22,986,547 | 26,850,000 | PRN | DFND | 1,2 | 0 | 12,000,000 | 0 | ||
| CARDINAL HEALTH INC | COM | 14149Y108 | 153,740,000 | 2,000,000 | SH | DFND | 1,2 | 0 | 2,000,000 | 0 | ||
| CLARIVATE PLC | ORD SHS | G21810109 | 83,400,000 | 10,000,000 | SH | DFND | 1,2 | 0 | 10,000,000 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 35,238,249 | 46,500,000 | PRN | DFND | 1,2 | 0 | 5,000,000 | 0 | ||
| CORMEDIX INC | COM | 21900C308 | 6,543,207 | 1,550,523 | SH | DFND | 1,2 | 0 | 1,550,523 | 0 | ||
| E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | 112,500,434 | 19,165,321 | SH | DFND | 1,2 | 0 | 19,165,321 | 0 | ||
| ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | 67,620,000 | 3,000,000 | SH | DFND | 1,2 | 0 | 3,000,000 | 0 | ||
| EQUINIX INC | COM | 29444U700 | 114,630,250 | 175,000 | SH | Put | DFND | 1,2 | 0 | 175,000 | 0 | |
| FRANCO NEV CORP | COM | 351858105 | 8,674,790 | 47,000 | SH | Put | DFND | 1,2 | 0 | 47,000 | 0 | |
| HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 50,544,000 | 400,000 | SH | Put | DFND | 1,2 | 0 | 400,000 | 0 | |
| HOWMET AEROSPACE INC | COM | 443201108 | 1,367,262,204 | 34,693,281 | SH | DFND | 1,2 | 0 | 34,693,281 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 525,055,530 | 7,131,000 | SH | DFND | 1,2 | 0 | 7,131,000 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 234,581,750 | 2,225,000 | SH | DFND | 1,2 | 0 | 2,225,000 | 0 | ||
| ISHARES TR | ISHARES BIOTECH | 464287556 | 190,370,500 | 1,450,000 | SH | Put | DFND | 1,2 | 0 | 1,450,000 | 0 | |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 | 69,995,877 | 917,738 | SH | DFND | 1,2 | 0 | 1,450,000 | 0 | ||
| MARATHON PETE CORP | COM | 56585A102 | 1,287,855,350 | 11,065,000 | SH | DFND | 1,2 | 0 | 11,065,000 | 0 | ||
| MARRIOTT INTL INC NEW | CL A | 571903202 | 134,001,000 | 900,000 | SH | Put | DFND | 1,2 | 0 | 900,000 | 0 | |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 8,095,062 | 4,000,000 | PRN | DFND | 1,2 | 0 | 4,000,000 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 82,202,106 | 1,644,700 | SH | Put | DFND | 1,2 | 0 | 1,644,700 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 5,514,321 | 12,000,000 | PRN | DFND | 1,2 | 0 | 12,000,000 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 1,828,449 | 5,000,000 | PRN | DFND | 1,2 | 0 | 5,000,000 | 0 | ||
| NEWS CORP NEW | CL A | 65249B109 | 1,097,041 | 60,277 | SH | DFND | 1,2 | 0 | 60,277 | 0 | ||
| NEWS CORP NEW | CL B | 65249B208 | 1,100,886 | 59,701 | SH | DFND | 1,2 | 0 | 59,701 | 0 | ||
| NISOURCE INC | COM | 65473P105 | 33,452,400 | 1,220,000 | SH | DFND | 1,2 | 0 | 1,220,000 | 0 | ||
| NOBLE CORP NEW | ORD SHS A | G65431127 | 107,473,500 | 2,850,000 | SH | DFND | 1,2 | 0 | 2,850,000 | 0 | ||
| OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 25,169,209 | 30,000,000 | PRN | DFND | 1,2 | 0 | 5,000,000 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 147,736,263 | 100,000,000 | PRN | DFND | 1,2 | 0 | 4,000,000 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 71,220,000 | 1,000,000 | SH | DFND | 1,2 | 0 | 1,000,000 | 0 | ||
| PEABODY ENGR CORP | COM | 704551100 | 608,320,500 | 23,025,000 | SH | DFND | 1,2 | 0 | 23,025,000 | 0 | ||
| PINTEREST INC | CL A | 72352L106 | 677,716,107 | 27,912,525 | SH | DFND | 1,2 | 0 | 27,912,525 | 0 | ||
| POLESTAR AUTOMOTIVE HLDG UK | ADS A | 731105201 | 6,594,744 | 1,241,948 | SH | DFND | 1,2 | 0 | 1,241,948 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 15,901,667 | 19,323,000 | PRN | DFND | 1,2 | 0 | 12,000,000 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 8,135,672 | 10,031,000 | PRN | DFND | 1,2 | 0 | 5,000,000 | 0 | ||
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 34,894,292 | 44,431,000 | PRN | DFND | 1,2 | 0 | 32,500,000 | 0 | ||
| RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 25,448,058 | 32,422,000 | PRN | DFND | 1,2 | 0 | 2,500,000 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 1,054,013,500 | 12,050,000 | SH | Put | DFND | 1,2 | 0 | 12,050,000 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 119,700,000 | 3,500,000 | SH | Put | DFND | 1,2 | 0 | 3,500,000 | 0 | |
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 223,650,000 | 3,000,000 | SH | Put | DFND | 1,2 | 0 | 3,000,000 | 0 | |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 246,228,125 | 1,812,500 | SH | Put | DFND | 1,2 | 0 | 1,812,500 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 589,260,000 | 6,000,000 | SH | Put | DFND | 1,2 | 0 | 6,000,000 | 0 | |
| SPDR SER TR | BLOOMBERG HIGH Y | 78468R622 | 230,400,000 | 2,560,000 | SH | DFND | 1,2 | 0 | 4,000,000 | 0 | ||
| SUNCOR ENERGY INC NEW | COM | 867224107 | 317,395,803 | 10,000,000 | SH | DFND | 1,2 | 0 | 10,000,000 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 5,010,743 | 6,500,000 | PRN | DFND | 1,2 | 0 | 17,500,000 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 14,867,074 | 2,500,000 | PRN | DFND | 1,2 | 0 | 2,500,000 | 0 | ||
| TRIPLE FLAG PRECIOUS METAL | COM | 89679M104 | 1,787,666,685 | 129,917,637 | SH | DFND | 1,2 | 0 | 129,145,727 | 0 | ||
| UNITI GROUP INC | COM | 91325V108 | 55,968,925 | 10,120,963 | SH | DFND | 1,2 | 0 | 10,120,963 | 0 | ||
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 28,117,767 | 37,500,000 | PRN | DFND | 1,2 | 0 | 4,000,000 | 0 | ||
| VALARIS LIMITED | CL A | G9460G101 | 233,289,000 | 3,450,000 | SH | DFND | 1,2 | 0 | 3,450,000 | 0 | ||
| VANECK ETF TRUST | OIL SERVICES ETF | 92189H607 | 718,318,125 | 2,362,500 | SH | Put | DFND | 1,2 | 0 | 2,362,500 | 0 | |
| VANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 | 41,724,464 | 205,600 | SH | Call | DFND | 1,2 | 0 | 205,600 | 0 | |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 144,340,000 | 1,750,000 | SH | Put | DFND | 1,2 | 0 | 1,750,000 | 0 | |
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 21,026,855 | 32,500,000 | PRN | DFND | 1,2 | 0 | 32,500,000 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 10,024,177 | 17,500,000 | PRN | DFND | 1,2 | 0 | 17,500,000 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 4,243,571 | 5,000,000 | PRN | DFND | 1,2 | 0 | 5,000,000 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 37,386,750 | 1,185,000 | SH | DFND | 1,2 | 0 | 1,185,000 | 0 | ||