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 | UNIT 99/99/9999 | 00439D201 | 6,951 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | COM NEW | 00484M601 | 956 | 196,370 | SH | DFND | 196,370 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | NOTE 6.000%12/0 | 00484MAC0 | 20,244 | 27,375,000 | PRN | DFND | 27,375,000 | 0 | 0 | ||
ADVANCED MERGER PARTNERS INC | UNIT 99/99/9999 | 00777J208 | 3,000 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
AGNC INVT CORP | COM | 00123Q104 | 60,765 | 3,625,616 | SH | DFND | 3,625,616 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 68,810 | 450,000 | SH | DFND | 450,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 0.875% 1/0 | 01988PAF5 | 30,424 | 23,000,000 | PRN | DFND | 23,000,000 | 0 | 0 | ||
APOLLO STRATEGIC GRWT CPTL I | UNIT 99/99/9999 | G0412A110 | 9,980 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
ARCLIGHT CLEAN TRANSITION II | UNIT 03/16/2028 | G0R21B120 | 3,000 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
ARDAGH GROUP S A | CL A | L0223L101 | 66,289 | 2,608,760 | SH | DFND | 2,608,760 | 0 | 0 | ||
ARES ACQUISITION CORPORATION | *W EXP 99/99/999 | G33032122 | 263 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
ARES ACQUISITION CORPORATION | COM CL A | G33032106 | 14,850 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
ATLAS CREST INVESTMENT CORP | *W EXP 02/03/202 | 049287113 | 138 | 162,499 | PRN | DFND | 162,499 | 0 | 0 | ||
ATLAS CREST INVESTMENT CORP | COM CL A | 049287105 | 6,357 | 650,000 | SH | DFND | 650,000 | 0 | 0 | ||
ATLAS CREST INVT CORP | *W EXP 01/30/202 | 049284110 | 1,500 | 833,333 | PRN | DFND | 833,333 | 0 | 0 | ||
ATLAS CREST INVT CORP | COM | 049284102 | 25,125 | 2,500,000 | SH | DFND | 2,500,000 | 0 | 0 | ||
AUSTERLITZ ACQUISITION CORP | UNIT 99/99/9999 | G0633D117 | 3,514 | 350,000 | SH | DFND | 350,000 | 0 | 0 | ||
AUSTERLITZ ACQUISITION CORP | UNIT 99/99/9999 | G0633U119 | 10,030 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 50,555 | 40,750,000 | PRN | DFND | 40,750,000 | 0 | 0 | ||
BAUSCH HEALTH COS INC | COM | 071734107 | 68,717 | 2,165,000 | SH | DFND | 2,165,000 | 0 | 0 | ||
BENEFITFOCUS INC | NOTE 1.250%12/1 | 08180DAB2 | 21,899 | 23,850,000 | PRN | DFND | 23,850,000 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 242,482 | 3,949,218 | SH | DFND | 3,949,218 | 0 | 0 | ||
CAESARS ENTERTAINMENT INC NE | COM | 12769G100 | 41,138 | 470,413 | SH | DFND | 470,413 | 0 | 0 | ||
CC NEUBERGER PRINCIPAL HOLDN | *W EXP 99/99/999 | G1992N126 | 184 | 159,998 | PRN | DFND | 159,998 | 0 | 0 | ||
CC NEUBERGER PRINCIPAL HOLDN | SHS CL A | G1992N100 | 7,760 | 800,000 | SH | DFND | 800,000 | 0 | 0 | ||
CENTRICUS ACQUISITION CORP | *W EXP 02/04/202 | G2072Q120 | 75 | 125,000 | PRN | DFND | 125,000 | 0 | 0 | ||
CENTRICUS ACQUISITION CORP | CL A SHS | G2072Q104 | 4,800 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP VII | UNIT 99/99/9999 | 17144M201 | 6,481 | 650,000 | SH | DFND | 650,000 | 0 | 0 | ||
DECARBONIZATION PLUS ACQU II | *W EXP 01/19/202 | 242794113 | 268 | 233,331 | PRN | DFND | 233,331 | 0 | 0 | ||
DECARBONIZATION PLUS ACQU II | COM CL A | 242794105 | 6,755 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
DELL TECHNOLOGIES INC | CL C | 24703L202 | 384,529 | 4,362,212 | SH | DFND | 4,362,212 | 0 | 0 | ||
DRAGONEER GROWTH OPT CORP II | CL A SHS | G28315102 | 7,077 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
FINTECH EVOLUTION ACQUIS GRO | UNIT 99/99/9999 | G3R19A112 | 4,442 | 450,000 | SH | DFND | 450,000 | 0 | 0 | ||
FIRST RESERVE SUSTAINABLE GW | UNIT 03/05/2026 | 336169206 | 4,000 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
FORTRESS VALUE ACQUISI CORP | UNIT 03/31/2028 | 34964K207 | 9,900 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
G SQUARED ASCEND I INC | *W EXP 02/01/202 | G4204R117 | 42 | 44,494 | PRN | DFND | 44,494 | 0 | 0 | ||
G SQUARED ASCEND I INC | SHS CL A | G4204R109 | 2,180 | 222,479 | SH | DFND | 222,479 | 0 | 0 | ||
GOLDEN ARROW MERGER CORP | UNIT 07/31/2026 | 380799205 | 4,975 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
GOLDEN FALCON ACQUISITION CO | *W EXP 11/04/202 | 38102H117 | 355 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
GOLDEN FALCON ACQUISITION CO | CL A | 38102H109 | 9,670 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
GORES GUGGENHEIM INC | UNIT 03/25/2028 | 38286Q206 | 24,825 | 2,500,000 | SH | DFND | 2,500,000 | 0 | 0 | ||
GORES HLDGS VIII INC | UNIT 02/01/2028 | 382863207 | 19,000 | 1,900,000 | SH | DFND | 1,900,000 | 0 | 0 | ||
GORES HOLDINGS VII INC | UNIT 02/12/2028 | 38286T200 | 34,043 | 3,417,946 | SH | DFND | 3,417,946 | 0 | 0 | ||
GORES METROPOULOS II INC | *W EXP 01/31/202 | 382873115 | 113 | 80,000 | PRN | DFND | 80,000 | 0 | 0 | ||
GORES METROPOULOS II INC | CL A | 382873107 | 3,960 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
GORES TECHNOLOGY PARTNERS II | UNIT 03/16/2028 | 38287L206 | 29,847 | 2,990,900 | SH | DFND | 2,990,900 | 0 | 0 | ||
GORES TECHNOLOGY PARTNERS IN | UNIT 03/16/2028 | 382870202 | 14,611 | 1,459,680 | SH | DFND | 1,459,680 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 46,540 | 41,250,000 | PRN | DFND | 41,250,000 | 0 | 0 | ||
HOWMET AEROSPACE INC | COM | 443201108 | 65,867 | 2,050,000 | SH | DFND | 2,050,000 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 52,192 | 35,500,000 | PRN | DFND | 35,500,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 66,221 | 59,000,000 | PRN | DFND | 59,000,000 | 0 | 0 | ||
JACK CREEK INVESTMENT CORP | *W EXP 10/01/202 | G4989X123 | 93 | 175,000 | PRN | DFND | 175,000 | 0 | 0 | ||
JACK CREEK INVESTMENT CORP | CL A SHS | G4989X115 | 3,388 | 350,000 | SH | DFND | 350,000 | 0 | 0 | ||
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 580 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 | 19,760 | 2,000,000 | SH | DFND | 2,000,000 | 0 | 0 | ||
KAR AUCTION SVCS INC | COM | 48238T109 | 8,140 | 542,646 | SH | DFND | 542,646 | 0 | 0 | ||
KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 | 128 | 149,999 | PRN | DFND | 149,999 | 0 | 0 | ||
KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 | 2,865 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
KHOSLA VENTURES ACQUISITION | CL A | 482504107 | 289 | 28,601 | SH | DFND | 28,601 | 0 | 0 | ||
KKR ACQUISITION HOLDING I CO | UNIT 99/99/9999 | 48253T208 | 2,002 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
L CATTERTON ASIA ACQUISITION | UNIT 03/11/2026 | G5346G109 | 8,955 | 900,000 | SH | DFND | 900,000 | 0 | 0 | ||
LAZARD GROWTH ACQUISITION CO | UNIT 99/99/9999 | G54035129 | 3,500 | 350,000 | SH | DFND | 350,000 | 0 | 0 | ||
LEVERE HOLDINGS CORP | UNIT 03/09/2026 | G5462L114 | 4,980 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | COM CL A | G9001E102 | 673 | 52,442 | SH | DFND | 52,442 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | COM CL C | G9001E128 | 38,929 | 2,999,119 | SH | DFND | 2,999,119 | 0 | 0 | ||
LIBERTY MEDIA ACQUISITION CO | *W EXP 01/22/202 | 53073L112 | 419 | 138,643 | PRN | DFND | 138,643 | 0 | 0 | ||
LIBERTY MEDIA ACQUISITION CO | COM SR A | 53073L104 | 7,004 | 692,779 | SH | DFND | 692,779 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 90,306 | 70,000,000 | PRN | DFND | 70,000,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 49,299 | 47,500,000 | PRN | DFND | 47,500,000 | 0 | 0 | ||
MAGNUM OPUS ACQUISITION LTD | UNIT 06/03/2026 | G5S70A120 | 9,890 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
MASON INDUSTRIAL TECHNOLGY I | *W EXP 99/99/999 | 57520Y114 | 147 | 233,333 | PRN | DFND | 233,333 | 0 | 0 | ||
MASON INDUSTRIAL TECHNOLGY I | COM CL A | 57520Y106 | 6,797 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 2.250% 2/1 | 595017AH7 | 141,242 | 61,500,000 | PRN | DFND | 61,500,000 | 0 | 0 | ||
MSD ACQUISITION CORP | UNIT 03/25/2026 | G5709C117 | 4,657 | 458,836 | SH | DFND | 458,836 | 0 | 0 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 25,794 | 25,315,000 | PRN | DFND | 25,315,000 | 0 | 0 | ||
PAYSAFE LIMITED | *W EXP 08/11/202 | G6964L115 | 4,960 | 1,145,557 | PRN | DFND | 1,145,557 | 0 | 0 | ||
PAYSAFE LIMITED | ORD | G6964L107 | 32,019 | 2,371,745 | SH | DFND | 2,371,745 | 0 | 0 | ||
REINVENT TECHNOLOGY PARTNERS | UNIT 03/12/2026 | G7484L114 | 3,012 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
ROCKET INTERNET GRWT OPRT CO | UNIT 99/99/9999 | G7613T111 | 4,505 | 450,000 | SH | DFND | 450,000 | 0 | 0 | ||
RUSH STREET INTERACTIVE INC | COM | 782011100 | 13,768 | 842,600 | SH | DFND | 842,600 | 0 | 0 | ||
SANTANDER CONSUMER USA HLDGS | COM | 80283M101 | 80,826 | 2,986,928 | SH | DFND | 2,986,928 | 0 | 0 | ||
SCION TECH GROWTH II | UNIT 99/99/9999 | G31070124 | 6,972 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
SOARING EAGLE ACQUISITION CO | UNIT 02/23/2026 | G8354H100 | 12,144 | 1,200,000 | SH | DFND | 1,200,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 59,873 | 50,500,000 | PRN | DFND | 50,500,000 | 0 | 0 | ||
SUPERNOVA PARTNERS ACQUISTN | UNIT 99/99/9999 | G8T86C113 | 7,028 | 700,000 | SH | DFND | 700,000 | 0 | 0 | ||
TARGET HOSPITALITY CORP | *W EXP 03/15/202 | 87615L115 | 0 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 45,240 | 870,000 | SH | DFND | 870,000 | 0 | 0 | ||
THE ODP CORP | COM | 88337F105 | 61,807 | 1,427,732 | SH | DFND | 1,427,732 | 0 | 0 | ||
WARBURG PINCUS CAPTAL CORP I | UNIT 99/99/9999 | G9460M116 | 9,980 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
WARBURG PINCUS CAPTAL CORP I | UNIT 99/99/9999 | G9461D123 | 5,040 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
XILINX INC | COM | 983919101 | 176,289 | 1,422,829 | SH | DFND | 1,422,829 | 0 | 0 |