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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 4,032,270 | 6,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
ALBEMARLE CORP | COM | 012653101 | 1,089,125 | 4,882 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
ALTERYX INC | COM CL A | 02156B103 | 15,890,000 | 350,000 | SH | DFND | 0 | 0 | 0 | |||
ANTERO RESOURCES CORP | NOTE 4.250% 9/0 | 03674XAM8 | 13,310,617 | 2,500,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 3,656 | 29,824 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 11,581,222 | 4,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 2,006,912 | 2,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
AUTOLUS THERAPEUTICS PLC | SPON ADS | 05280R100 | 28,560,000 | 12,000,000 | SH | DFND | 0 | 0 | 0 | |||
BALLYS CORPORATION | COM | 05875B106 | 10,108,243 | 649,630 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
BALLYS CORPORATION | COM | 05875B106 | 7,007,757 | 450,370 | SH | DFND | 1,2 | 0 | 0 | 0 | ||
Allego NV | *W EXP 03/16/202 | N0796A118 | 7,055 | 24,328 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 | 562 | 16,639 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 7,848,611 | 10,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
CANOPY GROWTH CORP | COM | 138035100 | 922,344 | 2,394,839 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
CAZOO GROUP LTD | CL A | G2007L204 | 305,719 | 259,084 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
CAZOO GROUP LTD | CL A | G2007L204 | 209,654 | 177,673 | SH | DFND | 1,2 | 0 | 0 | 0 | ||
CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 18,374,408 | 6,602,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167164 | 90,337,929 | 1,224,755 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TR | NOTE 5.875% 8/1 | 21870UAC0 | 8,572,821 | 9,773,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
CROWDSTRIKE HLDGS INC | CL A | 22788C105 | 23,499,200 | 160,000 | SH | DFND | 0 | 0 | 0 | |||
CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 6,619,469 | 7,750,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
CUTERA INC | NOTE 2.250% 6/0 | 232109AD0 | 18,179,375 | 29,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
EAGLE BULK SHIPPING INC | NOTE 5.000% 8/0 | 269442AB5 | 11,041,717 | 7,031,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 84,005,458 | 50,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
FREELINE THERAPEUTICS HLDGS | SPONSORED ADS | 35655L206 | 687,998 | 266,666 | SH | DFND | 0 | 0 | 0 | |||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 12,671,071 | 17,614,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
HERTZ GLOBAL HLDGS INC | *W EXP 06/30/205 | 42806J148 | 10,316,500 | 1,022,448 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
INFORMATICA INC | COM CL A | 45674M101 | 10,117,909 | 546,914 | SH | DFND | 0 | 0 | 0 | |||
INSEEGO CORP | NOTE 3.250% 5/0 | 45782BAD6 | 860,833 | 2,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 6,888,799 | 91,765 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 1,206 | 24,121 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
LITHIUM AMERS CORP NEW | NOTE 1.750% 1/1 | 53680QAA6 | 12,689,111 | 16,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
LIVENT CORP | COM | 53814L108 | 329,160 | 12,000 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
LYFT INC | CL A COM | 55087P104 | 37,307,047 | 3,890,203 | SH | DFND | 0 | 0 | 0 | |||
MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 18,482,542 | 17,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 22,158,445 | 13,312,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 33,503,212 | 13,495,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
OATLY GROUP AB | DEBT 9.250% 9/1 | 67421JAB4 | 18,134,688 | 17,600,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
OATLY GROUP AB | SPONSORED ADS | 67421J108 | 4,100,000 | 2,000,000 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 64,367,188 | 25,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 | 8,493 | 50,164 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
SENSEONICS HLDGS INC | COM | 81727U105 | 1,316,197 | 1,724,803 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 | 30,372 | 450,630 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
SLAM CORP | *W EXP 02/23/202 | G8210L121 | 4,754 | 25,020 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
SNOWFLAKE INC | CL A | 833445109 | 1,759,800 | 10,000 | SH | DFND | 0 | 0 | 0 | |||
SONDER HOLDINGS INC | *W EXP 01/18/202 | 83542D110 | 661 | 18,898 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 6,194,444 | 7,275,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
SPRINGBIG HOLDINGS INC | *W EXP 06/14/202 | 85021Q116 | 1,335 | 50,000 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
SPRINKLR INC | CL A | 85208T107 | 26,277,000 | 1,900,000 | SH | DFND | 0 | 0 | 0 | |||
TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 18,040,814 | 1,148,365 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 11,865,716 | 755,297 | SH | DFND | 1,2 | 0 | 0 | 0 | ||
TARSUS PHARMACEUTICALS INC | COM | 87650L103 | 271,050 | 15,000 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
TARSUS PHARMACEUTICALS INC | COM | 87650L103 | 2,710,500 | 150,000 | SH | DFND | 0 | 0 | 0 | |||
TECK RESOURCES LTD | CL B | 878742204 | 868,523 | 20,630 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
UIPATH INC | CL A | 90364P105 | 55,163,353 | 3,329,110 | SH | DFND | 0 | 0 | 0 |