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 |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 4,548,250 | 7,000,000 | PRN | DFND | 1,2,3 | 0 | 7,000,000 | 0 | ||
| AHREN ACQUISITION CORP | *W EXP 12/09/202 | G01322125 | 14,875 | 175,000 | SH | DFND | 1,2,3 | 0 | 175,000 | 0 | ||
| AHREN ACQUISITION CORP | CLASS A ORD SHS | G01322109 | 3,582,250 | 350,000 | SH | DFND | 1,2,3 | 0 | 350,000 | 0 | ||
| ALBEMARLE CORP | COM | 000000000 | 690,699 | 3,185 | SH | DFND | 1,2,3 | 0 | 3,185 | 0 | ||
| AMBAC FINL GROUP INC | *W EXP 04/30/202 | 000000000 | 575,903 | 283,696 | SH | DFND | 1,2,3 | 0 | 283,696 | 0 | ||
| ANTERO RESOURCES CORP | NOTE 4.250% 9/0 | 03674XAM8 | 17,863,542 | 2,500,000 | PRN | DFND | 1,2,3 | 0 | 2,500,000 | 0 | ||
| APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 4,175 | 29,824 | SH | DFND | 1,2,3 | 0 | 29,824 | 0 | ||
| APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 | 1,494,212 | 149,123 | SH | DFND | 1,2,3 | 0 | 149,123 | 0 | ||
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 8,073,622 | 4,000,000 | PRN | DFND | 1,2,3 | 0 | 4,000,000 | 0 | ||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 1,935,632 | 2,000,000 | PRN | DFND | 1,2,3 | 0 | 2,000,000 | 0 | ||
| AUTOLUS THERAPEUTICS PLC | SPON ADS | 05280R100 | 15,770,000 | 8,300,000 | SH | DFND | 0 | 8,300,000 | 0 | |||
| BALLYS CORPORATION | COM | 05875B106 | 10,734,446 | 553,893 | SH | DFND | 1,2,3 | 0 | 553,893 | 0 | ||
| BALLYS CORPORATION | COM | 05875B106 | 7,422,366 | 382,991 | SH | DFND | 1,2 | 0 | 382,991 | 0 | ||
| ALLEGO N V | *W EXP 03/16/202 | N0796A118 | 2,433 | 24,328 | SH | DFND | 1,2,3 | 0 | 24,328 | 0 | ||
| TRITIUM DCFD LIMITED | *W EXP 01/13/202 | Q9225T116 | 977 | 3,333 | SH | DFND | 1,2,3 | 0 | 3,333 | 0 | ||
| BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 | 265 | 16,639 | SH | DFND | 1,2,3 | 0 | 16,639 | 0 | ||
| BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 | 504,540 | 50,004 | SH | DFND | 1,2,3 | 0 | 50,004 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 4,623,611 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 10,000,000 | 0 | ||
| CAZOO GROUP LTD | COM | G2007L105 | 812,496 | 5,181,733 | SH | DFND | 1,2,3 | 0 | 5,181,733 | 0 | ||
| CAZOO GROUP LTD | COM | G2007L105 | 557,187 | 3,553,487 | SH | DFND | 1,2 | 0 | 3,553,487 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167164 | 103,124,371 | 1,224,755 | SH | DFND | 1,2,3 | 0 | 1,224,755 | 0 | ||
| CHURCHILL CAPITAL CORP V | COM CL A | 17144T107 | 779,256 | 78,396 | SH | DFND | 1,2,3 | 0 | 78,396 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 5,740,667 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 10,000,000 | 0 | ||
| COLLIERS INTL GROUP INC | NOTE 4.000% 6/0 | 194693AB3 | 2,519,375 | 1,500,000 | PRN | DFND | 1,2,3 | 0 | 1,500,000 | 0 | ||
| CORENERGY INFRASTRUCTURE TR | NOTE 5.875% 8/1 | 21870UAC0 | 7,058,006 | 9,773,000 | PRN | DFND | 1,2,3 | 0 | 9,773,000 | 0 | ||
| CROWDSTRIKE HLDGS INC | CL A | 22788C105 | 26,322,500 | 250,000 | SH | DFND | 0 | 250,000 | 0 | |||
| CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 11,443,844 | 7,750,000 | PRN | DFND | 1,2,3 | 0 | 7,750,000 | 0 | ||
| EAGLE BULK SHIPPING INC | NOTE 5.000% 8/0 | 269442AB5 | 11,752,024 | 7,031,000 | PRN | DFND | 1,2,3 | 0 | 7,031,000 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 94,436,113 | 56,000,000 | PRN | DFND | 1,2,3 | 0 | 56,000,000 | 0 | ||
| FREELINE THERAPEUTICS HLDGS | SPONSORED ADS | 35655L107 | 1,900,400 | 4,000,000 | SH | DFND | 0 | 4,000,000 | 0 | |||
| GEO GROUP INC NEW | COM | 36162J106 | 273,750 | 25,000 | SH | Call | DFND | 1,2,3 | 0 | 25,000 | 0 | |
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 68,227 | 25,553 | SH | DFND | 1,2,3 | 0 | 25,553 | 0 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 19,699,829 | 31,114,000 | PRN | DFND | 1,2,3 | 0 | 31,114,000 | 0 | ||
| HERTZ GLOBAL HLDGS INC | *W EXP 06/30/205 | 42806J148 | 10,899,784 | 1,462,077 | SH | DFND | 1,2,3 | 0 | 1,462,077 | 0 | ||
| HESKA CORP | NOTE 3.750% 9/1 | 42805EAB4 | 3,388,260 | 3,250,000 | PRN | DFND | 1,2,3 | 0 | 3,250,000 | 0 | ||
| IAMGOLD CORP | COM | 450913108 | 1,290,258 | 500,100 | SH | Put | DFND | 1,2,3 | 0 | 500,100 | 0 | |
| INFORMATICA INC | COM CL A | 45674M101 | 1,289,956 | 79,187 | SH | DFND | 0 | 79,187 | 0 | |||
| INSEEGO CORP | NOTE 3.250% 5/0 | 45782BAD6 | 1,040,833 | 2,000,000 | PRN | DFND | 1,2,3 | 0 | 2,000,000 | 0 | ||
| INTEGRA RES CORP | COM NEW | 45826T301 | 197,314 | 311,664 | SH | DFND | 1,2,3 | 0 | 311,664 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 7,430,740 | 100,920 | SH | DFND | 1,2,3 | 0 | 100,920 | 0 | ||
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 1,568 | 24,121 | SH | DFND | 1,2,3 | 0 | 24,121 | 0 | ||
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 975,001 | 96,487 | SH | DFND | 1,2,3 | 0 | 96,487 | 0 | ||
| LAZARD GROWTH ACQUISITION CO | *W EXP 02/10/202 | G54035111 | 198 | 33,075 | SH | DFND | 1,2,3 | 0 | 33,075 | 0 | ||
| LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 | 1,670,338 | 165,380 | SH | DFND | 1,2,3 | 0 | 165,380 | 0 | ||
| LITHIUM AMERS CORP NEW | NOTE 1.750% 1/1 | 53680QAA6 | 18,069,063 | 22,500,000 | PRN | DFND | 1,2,3 | 0 | 22,500,000 | 0 | ||
| LYFT INC | CL A COM | 55087P104 | 35,815,000 | 3,250,000 | SH | DFND | 0 | 3,250,000 | 0 | |||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 8,038,167 | 17,000,000 | PRN | DFND | 1,2,3 | 0 | 17,000,000 | 0 | ||
| MSD ACQUISITION CORP | CLASS A ORD SHS | G5709C109 | 245,187 | 24,300 | SH | DFND | 1,2,3 | 0 | 24,300 | 0 | ||
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 21,554,079 | 18,312,000 | PRN | DFND | 1,2,3 | 0 | 18,312,000 | 0 | ||
| NEW VISTA ACQUISITION CORP | *W EXP 02/01/202 | G6529L121 | 1,016 | 17,607 | SH | DFND | 1,2,3 | 0 | 17,607 | 0 | ||
| NEW VISTA ACQUISITION CORP | CL A SHS | G6529L105 | 533,228 | 52,821 | SH | DFND | 1,2,3 | 0 | 52,821 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 31,116,284 | 13,495,000 | PRN | DFND | 1,2,3 | 0 | 13,495,000 | 0 | ||
| OKTA INC | CL A | 679295105 | 1,708,250 | 25,000 | SH | DFND | 0 | 25,000 | 0 | |||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 36,898,563 | 25,000,000 | PRN | DFND | 1,2,3 | 0 | 25,000,000 | 0 | ||
| PANACEA ACQUISITION CORP II | CL A SHS | G6882C106 | 599,794 | 59,681 | SH | DFND | 1,2,3 | 0 | 59,681 | 0 | ||
| ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 | 2,513 | 50,164 | SH | DFND | 1,2,3 | 0 | 50,164 | 0 | ||
| ROSS ACQUISITION CORP II | SHS CL A | G7641C106 | 1,522,989 | 150,493 | SH | DFND | 1,2,3 | 0 | 150,493 | 0 | ||
| SEADRILL 2021 LTD | COM | G7997W102 | 3,213,636 | 98,457 | SH | DFND | 1,2,3 | 0 | 98,457 | 0 | ||
| SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 | 57,185 | 450,630 | SH | DFND | 1,2,3 | 0 | 450,630 | 0 | ||
| SLAM CORP | *W EXP 02/23/202 | G8210L121 | 2,202 | 25,020 | SH | DFND | 1,2,3 | 0 | 25,020 | 0 | ||
| SLAM CORP | CL A SHS | G8210L105 | 1,163,479 | 115,082 | SH | DFND | 1,2,3 | 0 | 115,082 | 0 | ||
| SNOWFLAKE INC | CL A | 833445109 | 7,177,000 | 50,000 | SH | DFND | 0 | 50,000 | 0 | |||
| SONDER HOLDINGS INC | *W EXP 01/18/202 | 83542D110 | 1,527 | 18,898 | SH | DFND | 1,2,3 | 0 | 18,898 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 5,869,725 | 7,275,000 | PRN | DFND | 1,2,3 | 0 | 7,275,000 | 0 | ||
| SPRINGBIG HOLDINGS INC | *W EXP 06/14/202 | 85021Q116 | 1,055 | 50,000 | SH | DFND | 1,2,3 | 0 | 50,000 | 0 | ||
| SPRINKLR INC | CL A | 85208T107 | 17,956,475 | 2,197,855 | SH | DFND | 0 | 2,197,855 | 0 | |||
| SVF INVESTMENT CORP | CL A SHS | G8601L102 | 1,011,000 | 100,000 | SH | DFND | 1,2,3 | 0 | 100,000 | 0 | ||
| TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 17,914,494 | 1,148,365 | SH | DFND | 1,2,3 | 0 | 1,148,365 | 0 | ||
| TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 11,782,633 | 755,297 | SH | DFND | 1,2 | 0 | 755,297 | 0 | ||
| TECK RESOURCES LTD | CL B | 878742204 | 988,237 | 26,130 | SH | DFND | 1,2,3 | 0 | 26,130 | 0 | ||
| UIPATH INC | CL A | 90364P105 | 35,785,386 | 2,815,530 | SH | DFND | 0 | 2,815,530 | 0 | |||
| VANECK ETF TRUST | JUNIOR GOLD MINE | 92189F791 | 3,562,505 | 99,930 | SH | DFND | 1,2,3 | 0 | 99,930 | 0 | ||
| WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9460M108 | 1,483,230 | 147,000 | SH | DFND | 1,2,3 | 0 | 147,000 | 0 | ||
| WARBURG PINCUS CAPTAL CORP I | SHS CL A | G9461D107 | 711,929 | 70,488 | SH | DFND | 1,2,3 | 0 | 70,488 | 0 | ||
| WORLD WRESTLING ENTMT INC | NOTE 3.375% 12/1 | 98156QAB4 | 41,722,500 | 15,000,000 | PRN | DFND | 1,2,3 | 0 | 15,000,000 | 0 | ||