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 |
2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 4,769,490 | 6,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
AHREN ACQUISITION CORP | *W EXP 12/09/202 | G01322125 | 24,063 | 175,000 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
AHREN ACQUISITION CORP | CLASS A ORD SHS | G01322109 | 3,643,500 | 350,000 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
ALBEMARLE CORP | COM | 012653101 | 679,698 | 3,075 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
ALTERYX INC | COM CL A | 02156B103 | 5,884,000 | 100,000 | SH | DFND | 0 | 0 | 0 | ||
AMBAC FINL GROUP INC | *W EXP 04/30/202 | 023139116 | 82,968 | 648,191 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
ANTERO RESOURCES CORP | NOTE 4.250% 9/0 | 03674XAM8 | 13,340,104 | 2,500,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 2,911 | 29,824 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 | 1,528,511 | 149,123 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 10,418,822 | 4,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 1,911,222 | 2,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
AUTOLUS THERAPEUTICS PLC | SPON ADS | 05280R100 | 18,400,000 | 10,000,000 | SH | DFND | 0 | 0 | 0 | ||
BALLYS CORPORATION | COM | 05875B106 | 12,148,487 | 622,361 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
BALLYS CORPORATION | COM | 05875B106 | 8,347,513 | 427,639 | SH | DFND | 1,2 | 0 | 0 | 0 | |
Allego N V | *W EXP 03/16/202 | N0796A118 | 6,021 | 24,328 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 | 1,331 | 16,639 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 7,473,611 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
CAZOO GROUP LTD | CL A | G2007L204 | 645,119 | 259,084 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
CAZOO GROUP LTD | CL A | G2007L204 | 442,406 | 177,673 | SH | DFND | 1,2 | 0 | 0 | 0 | |
CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 14,359,533 | 6,602,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167164 | 79,915,264 | 1,224,755 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 1,614,533 | 2,500,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
COLLIERS INTL GROUP INC | NOTE 4.000% 6/0 | 194693AB3 | 2,853,088 | 1,500,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
CORENERGY INFRASTRUCTURE TR | NOTE 5.875% 8/1 | 21870UAC0 | 7,842,900 | 9,773,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
CROWDSTRIKE HLDGS INC | CL A | 22788C105 | 27,452,000 | 200,000 | SH | DFND | 0 | 0 | 0 | ||
CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 7,815,875 | 7,750,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
EAGLE BULK SHIPPING INC | NOTE 5.000% 8/0 | 269442AB5 | 10,895,120 | 7,031,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 112,688,613 | 56,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
FREELINE THERAPEUTICS HLDGS | SPONSORED ADS | 35655L107 | 1,820,000 | 4,000,000 | SH | DFND | 0 | 0 | 0 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 11,900,459 | 17,614,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
HERTZ GLOBAL HLDGS INC | *W EXP 06/30/205 | 42806J148 | 9,309,925 | 1,048,415 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
HESKA CORP | NOTE 3.750% 9/1 | 42805EAB4 | 4,271,107 | 3,250,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
INFORMATICA INC | COM CL A | 45674M101 | 5,740,000 | 350,000 | SH | DFND | 0 | 0 | 0 | ||
INSEEGO CORP | NOTE 3.250% 5/0 | 45782BAD6 | 927,083 | 2,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 7,768,807 | 102,830 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 2,622 | 24,121 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
LITHIUM AMERS CORP NEW | NOTE 1.750% 1/1 | 53680QAA6 | 12,757,654 | 15,500,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
LYFT INC | CL A COM | 55087P104 | 32,274,460 | 3,481,603 | SH | DFND | 0 | 0 | 0 | ||
MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 15,773,167 | 17,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 16,650,605 | 13,312,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 37,104,690 | 13,495,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
OATLY GROUP AB | SPONSORED ADS | 67421J108 | 4,840,000 | 2,000,000 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 50,515,750 | 25,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
PANACEA ACQUISITION CORP II | CL A SHS | G6882C106 | 609,940 | 59,681 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 | 13,143 | 50,164 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 | 112,658 | 450,630 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
SLAM CORP | *W EXP 02/23/202 | G8210L121 | 5,755 | 25,020 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
SNOWFLAKE INC | CL A | 833445109 | 7,714,500 | 50,000 | SH | DFND | 0 | 0 | 0 | ||
SONDER HOLDINGS INC | *W EXP 01/18/202 | 83542D110 | 1,361 | 18,898 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 6,098,451 | 7,275,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | |
SPRINGBIG HOLDINGS INC | *W EXP 06/14/202 | 85021Q116 | 1,535 | 50,000 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
SPRINKLR INC | CL A | 85208T107 | 26,157,842 | 2,018,352 | SH | DFND | 0 | 0 | 0 | ||
TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 18,925,055 | 1,148,365 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 12,447,295 | 755,297 | SH | DFND | 1,2 | 0 | 0 | 0 | |
TECK RESOURCES LTD | CL B | 878742204 | 953,745 | 26,130 | SH | DFND | 1,2,3 | 0 | 0 | 0 | |
UIPATH INC | CL A | 90364P105 | 52,551,812 | 2,992,700 | SH | DFND | 0 | 0 | 0 | ||
WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 55,049,063 | 15,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 |