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 |
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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 |
ACCELERATE ACQUISITION CORP | *W EXP 03/15/202 | 00439D110 | 16 | 233,332 | PRN | DFND | 233,332 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | COM NEW | 00484M601 | 357 | 1,193,988 | SH | DFND | 1,193,988 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | NOTE 6.000%12/0 | 00484MAC0 | 19,404 | 25,875,000 | PRN | DFND | 25,875,000 | 0 | 0 | ||
ADVANCED MERGER PARTNERS INC | *W EXP 06/30/202 | 00777J117 | 3 | 50,000 | PRN | DFND | 50,000 | 0 | 0 | ||
ALLEGO N V | *W EXP 03/16/202 | N0796A118 | 68 | 150,000 | PRN | DFND | 150,000 | 0 | 0 | ||
APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 22 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | ||
ARDAGH METAL PACKAGING S A | SHS | L02235106 | 49,149 | 10,154,743 | SH | DFND | 10,154,743 | 0 | 0 | ||
ARES ACQUISITION CORPORATION | *W EXP 99/99/999 | G33032122 | 35 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
ATLAS CREST INVESTMENT CORP | *W EXP 02/03/202 | 049287113 | 7 | 162,499 | PRN | DFND | 162,499 | 0 | 0 | ||
ATLAS CREST INVESTMENT CORP | COM CL A | 049287105 | 6,403 | 650,000 | SH | DFND | 650,000 | 0 | 0 | ||
AUSTERLITZ ACQUISITION CORP | *W EXP 02/19/202 | G0633U127 | 21 | 207,575 | PRN | DFND | 207,575 | 0 | 0 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 13,241 | 30,500,000 | PRN | DFND | 30,500,000 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 128,202 | 2,755,252 | SH | DFND | 2,755,252 | 0 | 0 | ||
BOYD GAMING CORP | COM | 103304101 | 66,587 | 1,397,421 | SH | DFND | 1,397,421 | 0 | 0 | ||
CBL & ASSOC PPTYS INC | COMMON STOCK | 124830878 | 215,029 | 8,396,293 | SH | DFND | 8,396,293 | 0 | 0 | ||
CC NEUBERGER PRINCIPAL HOLDN | *W EXP 99/99/999 | G1992N126 | 29 | 159,998 | PRN | DFND | 159,998 | 0 | 0 | ||
CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 18 | 129,998 | PRN | DFND | 129,998 | 0 | 0 | ||
DELL TECHNOLOGIES INC | CL C | 24703L202 | 35,533 | 1,039,898 | SH | DFND | 1,039,898 | 0 | 0 | ||
EG ACQUISITION CORP | *W EXP 05/28/202 | 26846A118 | 54 | 433,332 | PRN | DFND | 433,332 | 0 | 0 | ||
FINTECH EVOLUTION ACQUIS GRO | *W EXP 03/31/202 | G3R19A120 | 15 | 150,000 | PRN | DFND | 150,000 | 0 | 0 | ||
FIRST RESERVE SUSTAINABLE GW | *W EXP 03/05/202 | 336169115 | 7 | 100,000 | PRN | DFND | 100,000 | 0 | 0 | ||
FORTRESS VALUE ACQUISI CORP | *W EXP 03/18/202 | 34964K116 | 22 | 124,998 | PRN | DFND | 124,998 | 0 | 0 | ||
G SQUARED ASCEND I INC | *W EXP 02/01/202 | G4204R117 | 3 | 44,494 | PRN | DFND | 44,494 | 0 | 0 | ||
GOLDEN ARROW MERGER CORP | *W EXP 07/31/202 | 380799114 | 10 | 166,666 | PRN | DFND | 166,666 | 0 | 0 | ||
GOLDEN FALCON ACQUISITION CO | *W EXP 11/04/202 | 38102H117 | 30 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
GORES HLDGS VIII INC | *W EXP 03/01/202 | 382863116 | 223 | 237,497 | PRN | DFND | 237,497 | 0 | 0 | ||
GORES HOLDINGS VII INC | *W EXP 02/25/202 | 38286T119 | 51 | 427,242 | PRN | DFND | 427,242 | 0 | 0 | ||
GORES TECHNOLOGY PARTNERS II | *W EXP 03/16/202 | 38287L115 | 96 | 596,528 | PRN | DFND | 596,528 | 0 | 0 | ||
GORES TECHNOLOGY PARTNERS IN | *W EXP 03/16/202 | 382870111 | 87 | 291,933 | PRN | DFND | 291,933 | 0 | 0 | ||
ISHARES TR | IBOXX INV CP ETF | 464287242 | 4,959 | 48,400 | SH | DFND | 48,400 | 0 | 0 | ||
JACK CREEK INVESTMENT CORP | *W EXP 10/01/202 | G4989X123 | 46 | 175,000 | PRN | DFND | 175,000 | 0 | 0 | ||
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 50 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 | 4 | 149,999 | PRN | DFND | 149,999 | 0 | 0 | ||
KKR ACQUISITION HOLDING I CO | *W EXP 03/17/202 | 48253T117 | 6 | 50,000 | PRN | DFND | 50,000 | 0 | 0 | ||
L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 | 11 | 299,849 | PRN | DFND | 299,849 | 0 | 0 | ||
LAZARD GROWTH ACQUISITION CO | *W EXP 02/10/202 | G54035111 | 3 | 70,000 | PRN | DFND | 70,000 | 0 | 0 | ||
LEVERE HOLDINGS CORP | *W EXP 03/09/202 | G5462L122 | 8 | 166,665 | PRN | DFND | 166,665 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | COM CL A | G9001E102 | 1,340 | 216,449 | SH | DFND | 216,449 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | COM CL C | G9001E128 | 29,697 | 4,828,703 | SH | DFND | 4,828,703 | 0 | 0 | ||
LIBERTY MEDIA ACQUISITION CO | *W EXP 99/99/999 | 53073L112 | 0 | 93,883 | PRN | DFND | 93,883 | 0 | 0 | ||
MAGNUM OPUS ACQUISITION LTD | *W EXP 03/06/202 | G5S70A112 | 85 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
MASON INDUSTRIAL TECHNOLGY I | *W EXP 99/99/999 | 57520Y114 | 9 | 233,333 | PRN | DFND | 233,333 | 0 | 0 | ||
MSD ACQUISITION CORP | *W EXP 03/25/202 | G5709C125 | 11 | 80,000 | PRN | DFND | 80,000 | 0 | 0 | ||
NOBLE CORP NEW | ORD SHS A | G65431127 | 67,801 | 2,292,118 | SH | DFND | 2,292,118 | 0 | 0 | ||
RITHM CAPITAL CORP | COM NEW | 64828T201 | 400 | 54,700 | SH | DFND | 54,700 | 0 | 0 | ||
ROCKET INTERNET GRWT OPRT CO | *W EXP 99/99/999 | G7613T129 | 9 | 112,500 | PRN | DFND | 112,500 | 0 | 0 | ||
RUSH STREET INTERACTIVE INC | COM | 782011100 | 21,106 | 5,735,284 | SH | DFND | 5,735,284 | 0 | 0 | ||
SCION TECH GROWTH II | *W EXP 01/28/202 | G31070116 | 9 | 233,332 | PRN | DFND | 233,332 | 0 | 0 | ||
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 14,304 | 38,400 | PRN | Put | DFND | 38,400 | 0 | 0 | |
SHAW COMMUNICATIONS INC | CL B CONV | 82028K200 | 96,958 | 3,987,300 | SH | DFND | 3,987,300 | 0 | 0 | ||
SONDER HOLDINGS INC | *W EXP 01/31/202 | 83542D110 | 13 | 80,000 | PRN | DFND | 80,000 | 0 | 0 | ||
SUNRUN INC | COM | 86771W105 | 29,378 | 1,064,800 | SH | DFND | 1,064,800 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 97,171 | 1,883,882 | SH | DFND | 1,883,882 | 0 | 0 | ||
THE ODP CORP | COM | 88337F105 | 39,820 | 1,132,866 | SH | DFND | 1,132,866 | 0 | 0 | ||
TRITIUM DCFC LIMITED | *W EXP 01/13/202 | Q9225T116 | 82 | 90,000 | PRN | DFND | 90,000 | 0 | 0 | ||
VALARIS LIMITED | CL A | G9460G101 | 80,510 | 1,645,063 | SH | DFND | 1,645,063 | 0 | 0 | ||
WARBURG PINCUS CAPTAL CORP I | *W EXP 99/99/999 | G9461D115 | 9 | 100,000 | PRN | DFND | 100,000 | 0 | 0 | ||
WARBURG PINCUS CAPTAL CORP I | *W EXP 99/99/999 | G9460M124 | 13 | 199,998 | PRN | DFND | 199,998 | 0 | 0 |