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 |
8X8 INC NEW | COM | 282914100 | 4,384 | 157,936 | SH | DFND | 1 | 0 | 157,936 | 0 | |
ALCOA CORP | COM | 013872106 | 3,911 | 106,150 | SH | DFND | 1 | 0 | 106,150 | 0 | |
ALIGN TECHNOLOGY INC | COM | 016255101 | 403 | 660 | SH | DFND | 1 | 0 | 660 | 0 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 20,572 | 8,425 | SH | DFND | 1 | 0 | 8,425 | 0 | |
ALTIMAR ACQUISITION CORP II | *W EXP 02/09/202 | G03709121 | 58 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ALTIMAR ACQUISITION CORP II | SHS CL A | G03709105 | 1,944 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ALTIMAR ACQUISITION CORP III | UNIT 99/99/9999 | G0370U124 | 505 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ALTIMETER GROWTH CORP 2 | COM CL A | G0371B109 | 1,128 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 2,381 | 692 | SH | DFND | 1 | 0 | 692 | 0 | |
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 83,977 | 53,500,000 | PRN | DFND | 1 | 0 | 53,500,000 | 0 | |
ANGEL POND HOLDINGS CORP | UNIT 99/99/9999 | G0447J110 | 5,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 39 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 | 1,461 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 1,736 | 55,900 | SH | DFND | 1 | 0 | 55,900 | 0 | |
ARCTOS NORTHSTAR ACQUIS CORP | UNIT 99/99/9999 | G0477L118 | 2,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 4,250 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
BAIDU INC | SPON ADR REP A | 056752108 | 18,759 | 92,000 | SH | SOLE | 92,000 | 0 | 0 | ||
BAOZUN INC | NOTE 1.625% 5/0 | 06684LAB9 | 12,178 | 12,000,000 | PRN | DFND | 1 | 0 | 12,000,000 | 0 | |
BARCLAYS PLC | ADR | 06738E204 | 1,894 | 196,300 | SH | DFND | 1 | 0 | 196,300 | 0 | |
BILIBILI INC | NOTE 1.250% 6/1 | 090040AD8 | 28,758 | 9,500,000 | PRN | DFND | 1 | 0 | 9,500,000 | 0 | |
BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 91,800 | 18,650,000 | PRN | DFND | 1 | 0 | 18,650,000 | 0 | |
BK OF AMERICA CORP | COM | 060505104 | 10,595 | 256,971 | SH | DFND | 1 | 0 | 256,971 | 0 | |
BRIDGETOWN 2 HOLDINGS LTD | CL A | G1355V103 | 1,785 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
BRIDGETOWN HOLDINGS LTD | *W EXP 09/30/202 | G1355U121 | 267 | 133,333 | SH | SOLE | 133,333 | 0 | 0 | ||
BRIDGETOWN HOLDINGS LTD | COM CL A | G1355U113 | 4,048 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
CABLE ONE INC | COM | 12685J105 | 3,826 | 2,000 | SH | DFND | 1 | 0 | 2,000 | 0 | |
CAPSTAR SPL PURP ACQUISITION | COM CL A | 14070Y101 | 1,469 | 150,100 | SH | SOLE | 150,100 | 0 | 0 | ||
CARRIER GLOBAL CORPORATION | COM | 14448C104 | 5,628 | 115,800 | SH | DFND | 1 | 0 | 115,800 | 0 | |
CATCHA INVESTMENT CORP | *W EXP 99/99/999 | G1962Y110 | 131 | 133,333 | SH | SOLE | 133,333 | 0 | 0 | ||
CATCHA INVESTMENT CORP | SHS CL A | G1962Y102 | 3,872 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
CATERPILLAR INC | COM | 149123101 | 2,856 | 13,125 | SH | DFND | 1 | 0 | 13,125 | 0 | |
CC NEUBERGER PRIN HLDGS II | *W EXP 07/29/202 | G3166T111 | 102 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
CC NEUBERGER PRIN HLDGS II | SHS CL A | G3166T103 | 989 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CC NEUBERGER PRINCIPAL HOLDN | UNIT 99/99/9999 | G1992N118 | 250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CERIDIAN HCM HLDG INC | COM | 15677J108 | 1,122 | 11,700 | SH | DFND | 1 | 0 | 11,700 | 0 | |
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 2,480 | 2,500,000 | PRN | DFND | 1 | 0 | 2,500,000 | 0 | |
CHEGG INC | COM | 163092109 | 5,441 | 65,467 | SH | DFND | 1 | 0 | 65,467 | 0 | |
CHURCHILL CAPITAL CORP VI | UNIT 99/99/9999 | 17143W200 | 242 | 23,913 | SH | SOLE | 23,913 | 0 | 0 | ||
CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 139 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 | 6,999 | 719,281 | SH | SOLE | 719,281 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 10,455 | 147,780 | SH | DFND | 1 | 0 | 147,780 | 0 | |
CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 4,764 | 220,950 | SH | DFND | 1 | 0 | 220,950 | 0 | |
CNH INDL N V | SHS | N20944109 | 2,927 | 175,070 | SH | DFND | 1 | 0 | 175,070 | 0 | |
CONX CORP | *W EXP 10/30/202 | 212873111 | 169 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
CONX CORP | COM CL A | 212873103 | 2,958 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 5,662 | 23,225 | SH | DFND | 1 | 0 | 23,225 | 0 | |
DHC ACQUISITION CORP | UNIT 02/25/2026 | G2758T125 | 502 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 43,674 | 14,750,000 | PRN | DFND | 1 | 0 | 14,750,000 | 0 | |
DIDI GLOBAL INC | SPONSORED ADS | 23292E108 | 28,280 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 8,174 | 8,000,000 | PRN | DFND | 1 | 0 | 8,000,000 | 0 | |
ELASTIC N V | ORD SHS | N14506104 | 2,849 | 19,544 | SH | DFND | 1 | 0 | 19,544 | 0 | |
ETSY INC | COM | 29786A106 | 6,290 | 30,560 | SH | DFND | 1 | 0 | 30,560 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 38,882 | 111,823 | SH | DFND | 1 | 0 | 111,823 | 0 | |
FEDEX CORP | COM | 31428X106 | 4,872 | 16,330 | SH | DFND | 1 | 0 | 16,330 | 0 | |
FORTRESS VALUE ACQUIS CORP I | *W EXP 12/31/202 | 34964G115 | 36 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
FORTRESS VALUE ACQUIS CORP I | COM CL A | 34964G107 | 1,473 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
FORTRESS VALUE ACQUISI CORP | UNIT 03/31/2028 | 34964K207 | 3,500 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 4,017 | 4,000,000 | PRN | DFND | 1 | 0 | 4,000,000 | 0 | |
FREEPORT-MCMORAN INC | CL B | 35671D857 | 25,619 | 690,350 | SH | DFND | 1 | 0 | 690,350 | 0 | |
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 14,907 | 15,000,000 | PRN | DFND | 1 | 0 | 15,000,000 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 2,058 | 5,422 | SH | DFND | 1 | 0 | 5,422 | 0 | |
GORES HLDGS V INC | *W EXP 08/05/202 | 382864114 | 163 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
GORES HLDGS V INC | COM CL A | 382864106 | 4,040 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
GORES HLDGS VIII INC | UNIT 02/01/2028 | 382863207 | 1,852 | 185,571 | SH | SOLE | 185,571 | 0 | 0 | ||
GORES HOLDINGS VII INC | UNIT 02/12/2028 | 38286T200 | 918 | 91,360 | SH | SOLE | 91,360 | 0 | 0 | ||
GORES METROPOULOS II INC | *W EXP 01/31/202 | 382873115 | 136 | 97,412 | SH | SOLE | 97,412 | 0 | 0 | ||
GORES METROPOULOS II INC | CL A | 382873107 | 4,817 | 487,061 | SH | SOLE | 487,061 | 0 | 0 | ||
GORES TECHNOLOGY PARTNERS II | UNIT 03/16/2028 | 38287L206 | 410 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
GORES TECHNOLOGY PARTNERS IN | UNIT 03/16/2028 | 382870202 | 201 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
GS ACQUISITION HLDGS CORP II | UNIT 99/99/9999 | 36258Q204 | 546 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
HAYMAKER ACQUISITION CORP II | UNIT 03/01/2026 | 42087R207 | 752 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
HH&L ACQUISITION CO | *W EXP 02/04/202 | G39714129 | 261 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
HH&L ACQUISITION CO | SHS CL A | G39714103 | 5,820 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 12,683 | 6,000,000 | PRN | DFND | 1 | 0 | 6,000,000 | 0 | |
INFOSYS LTD | SPONSORED ADR | 456788108 | 3,261 | 153,900 | SH | SOLE | 153,900 | 0 | 0 | ||
ION ACQUISITION CORP 2 LTD | UNIT 99/99/9999 | G49393120 | 252 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 34,688 | 36,750,000 | PRN | DFND | 1 | 0 | 36,750,000 | 0 | |
IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 26,437 | 26,155,000 | PRN | DFND | 1 | 0 | 26,155,000 | 0 | |
IQIYI INC | NOTE 4.000%12/1 | 46267XAE8 | 29,284 | 29,000,000 | PRN | DFND | 1 | 0 | 29,000,000 | 0 | |
ISOS ACQUISITION CORPORATION | UNIT 99/99/9999 | G4962C120 | 1,019 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
JOYY INC | NOTE 0.750% 6/1 | 98426TAD8 | 14,004 | 13,800,000 | PRN | DFND | 1 | 0 | 13,800,000 | 0 | |
JOYY INC | NOTE 1.375% 6/1 | 98426TAF3 | 12,254 | 12,500,000 | PRN | DFND | 1 | 0 | 12,500,000 | 0 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 1,995 | 12,825 | SH | DFND | 1 | 0 | 12,825 | 0 | |
KENSINGTON CAPITAL ACQUISITI | UNIT 99/99/9999 | 49006L203 | 796 | 76,500 | SH | SOLE | 76,500 | 0 | 0 | ||
KKR ACQUISITION HOLDING I CO | UNIT 99/99/9999 | 48253T208 | 5,020 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
LAZARD GROWTH ACQUISITION CO | UNIT 99/99/9999 | G54035129 | 749 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 2,854 | 28,724 | SH | DFND | 1 | 0 | 28,724 | 0 | |
LEO HOLDINGS III CORP | UNIT 99/99/9999 | G5463T116 | 3,730 | 370,000 | SH | SOLE | 370,000 | 0 | 0 | ||
LILLY ELI & CO | COM | 532457108 | 734 | 3,200 | SH | DFND | 1 | 0 | 3,200 | 0 | |
LYFT INC | CL A COM | 55087P104 | 27,071 | 447,600 | SH | Call | DFND | 1 | 0 | 447,600 | 0 |
LYFT INC | CL A COM | 55087P104 | 32,547 | 538,147 | SH | DFND | 1 | 0 | 538,147 | 0 | |
MARKETAXESS HLDGS INC | COM | 57060D108 | 944 | 2,036 | SH | DFND | 1 | 0 | 2,036 | 0 | |
MARRIOTT INTL INC NEW | CL A | 571903202 | 3,887 | 28,470 | SH | DFND | 1 | 0 | 28,470 | 0 | |
MARTIN MARIETTA MATLS INC | COM | 573284106 | 4,419 | 12,560 | SH | DFND | 1 | 0 | 12,560 | 0 | |
MICRON TECHNOLOGY INC | COM | 595112103 | 21,454 | 252,460 | SH | DFND | 1 | 0 | 252,460 | 0 | |
MODERNA INC | COM | 60770K107 | 71,209 | 303,041 | SH | DFND | 1 | 0 | 303,041 | 0 | |
MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 2,225 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 10,004 | 109,104 | SH | DFND | 1 | 0 | 109,104 | 0 | |
NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 101,172 | 43,500,000 | PRN | DFND | 1 | 0 | 43,500,000 | 0 | |
NETFLIX INC | COM | 64110L106 | 2,136 | 4,044 | SH | DFND | 1 | 0 | 4,044 | 0 | |
NEW FRONTIER HEALTH CORP | *W EXP 11/30/202 | G6461G114 | 448 | 169,439 | SH | SOLE | 169,439 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 4,449 | 28,800 | SH | DFND | 1 | 0 | 28,800 | 0 | |
NORTHERN GENESIS ACQU CORP I | UNIT 99/99/9999 | 66516W206 | 5,050 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
NORTHERN GENESIS ACQUISITION | *W EXP 01/15/202 | 66516U119 | 277 | 166,666 | SH | SOLE | 166,666 | 0 | 0 | ||
NORTHERN GENESIS ACQUISITION | COMMON STOCK | 66516U101 | 4,975 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
NORTHERN STAR INVEST CORP II | UNIT 02/25/2028 | 66574L209 | 1,121 | 112,121 | SH | SOLE | 112,121 | 0 | 0 | ||
NORTHERN STAR INVEST CORP IV | UNIT 02/25/2028 | 66575B200 | 1,180 | 118,004 | SH | SOLE | 118,004 | 0 | 0 | ||
OAKTREE ACQUISITION CORP II | *W EXP 09/15/202 | G6715X111 | 31 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
OAKTREE ACQUISITION CORP II | CL A SHS | G6715X103 | 988 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ONECONNECT FINL TECHNOLOGY C | SPONSORED ADS | 68248T105 | 599 | 49,800 | SH | SOLE | 49,800 | 0 | 0 | ||
PATHFINDER ACQUISITION CORP | UNIT 02/17/2026 | G04119114 | 2,368 | 238,200 | SH | SOLE | 238,200 | 0 | 0 | ||
PERIDOT ACQUISITION CORP II | UNIT 99/99/9999 | G7008B113 | 999 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
PINDUODUO INC | NOTE 12/0 | 722304AC6 | 41,774 | 40,500,000 | PRN | DFND | 1 | 0 | 40,500,000 | 0 | |
PIVOTAL INVESTMENT CORP III | UNIT 01/28/2028 | 72582M205 | 492 | 49,184 | SH | SOLE | 49,184 | 0 | 0 | ||
PLUG POWER INC | NOTE 3.750% 6/0 | 72919PAD5 | 160,046 | 23,543,000 | PRN | DFND | 1 | 0 | 23,543,000 | 0 | |
PULTE GROUP INC | COM | 745867101 | 2,255 | 41,325 | SH | DFND | 1 | 0 | 41,325 | 0 | |
RECHARGE ACQUISITION CORP | *W EXP 10/05/202 | 756229118 | 116 | 142,000 | SH | SOLE | 142,000 | 0 | 0 | ||
RECHARGE ACQUISITION CORP | COM CL A | 756229100 | 3,086 | 314,897 | SH | SOLE | 314,897 | 0 | 0 | ||
SCION TECH GROWTH II | UNIT 99/99/9999 | G31070124 | 199 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
SEA LTD | SPONSORD ADS | 81141R100 | 2,060 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
SLAM CORP | UNIT 99/99/9999 | G8210L113 | 4,990 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
SOARING EAGLE ACQUISITION CO | UNIT 02/23/2026 | G8354H100 | 4,818 | 454,989 | SH | SOLE | 454,989 | 0 | 0 | ||
SPARTAN ACQUISITION CORP III | *W EXP 02/04/202 | 84677R114 | 40 | 33,500 | SH | SOLE | 33,500 | 0 | 0 | ||
SPARTAN ACQUISITION CORP III | COM CL A | 84677R106 | 1,310 | 134,000 | SH | SOLE | 134,000 | 0 | 0 | ||
SUPERNOVA PARTNERS ACQUISTN | UNIT 99/99/9999 | G8T86C113 | 1,148 | 115,000 | SH | SOLE | 115,000 | 0 | 0 | ||
TAL EDUCATION GROUP | SPONSORED ADS | 874080104 | 1,284 | 50,900 | SH | DFND | 1 | 0 | 50,900 | 0 | |
THE LION ELECTRIC COMPANY | *W EXP 05/06/202 | 536221112 | 6,630 | 1,018,449 | SH | DFND | 1 | 0 | 1,018,449 | 0 | |
THE LION ELECTRIC COMPANY | COMMON STOCK | 536221104 | 845 | 43,490 | SH | SOLE | 43,490 | 0 | 0 | ||
TRIP COM GROUP LTD | DEBT 1.500% 7/0 | G9066FAA9 | 51,388 | 36,000,000 | PRN | DFND | 1 | 0 | 36,000,000 | 0 | |
TWC TECH HLDGS II CORP | *W EXP 09/15/202 | 90117G113 | 87 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TWC TECH HLDGS II CORP | COM | 90117G105 | 1,490 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 4,887 | 23,500 | SH | DFND | 1 | 0 | 23,500 | 0 | |
UNITED STATES STL CORP NEW | COM | 912909108 | 4,128 | 172,000 | SH | DFND | 1 | 0 | 172,000 | 0 | |
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 1,028 | 5,100 | SH | DFND | 1 | 0 | 5,100 | 0 | |
VIACOMCBS INC | CL B | 92556H206 | 7,788 | 172,302 | SH | SOLE | 172,302 | 0 | 0 | ||
VIPSHOP HOLDINGS LIMITED | SPONSORED ADS A | 92763W103 | 7,711 | 384,000 | SH | SOLE | 384,000 | 0 | 0 | ||
VULCAN MATLS CO | COM | 929160109 | 1,636 | 9,400 | SH | DFND | 1 | 0 | 9,400 | 0 | |
WAYFAIR INC | CL A | 94419L101 | 974 | 3,085 | SH | DFND | 1 | 0 | 3,085 | 0 | |
WELLS FARGO CO NEW | COM | 949746101 | 8,680 | 191,650 | SH | DFND | 1 | 0 | 191,650 | 0 |