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 |
|
||||||||||||||||
| 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 |
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 5,825,847 | 1,750,000 | PRN | DFND | 1,2,3 | 0 | 1,750,000 | 0 | ||
| AUTOLUS THERAPEUTICS PLC | SPON ADS | 05280R100 | 48,013,851 | 7,525,682 | SH | DFND | 0 | 7,525,682 | 0 | |||
| BALLYS CORPORATION | COM | 05875B106 | 12,288,026 | 881,494 | SH | DFND | 1,2,3 | 0 | 881,494 | 0 | ||
| BALLYS CORPORATION | COM | 05875B106 | 8,621,974 | 618,506 | SH | DFND | 1,2 | 0 | 618,506 | 0 | ||
| NOBLE CORP PLC | *W EXP 02/04/202 | G65431135 | 1,293,515 | 45,691 | SH | DFND | 1,2,3 | 0 | 45,691 | 0 | ||
| BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 | 1,093 | 16,639 | SH | DFND | 1,2,3 | 0 | 16,639 | 0 | ||
| CUTERA INC | NOTE 2.250% 6/0 | 232109AD0 | 3,172,500 | 13,500,000 | PRN | DFND | 1,2,3 | 0 | 13,500,000 | 0 | ||
| CUTERA INC | NOTE 4.000% 6/0 | 232109AG3 | 1,095,815 | 5,019,000 | PRN | DFND | 1,2,3 | 0 | 5,019,000 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 31,837,600 | 20,000,000 | PRN | DFND | 1,2,3 | 0 | 20,000,000 | 0 | ||
| DIANA SHIPPING INC | *W EXP 12/14/202 | Y2066G138 | 37,859 | 78,873 | SH | DFND | 1,2,3 | 0 | 78,873 | 0 | ||
| EAGLE BULK SHIPPING INC | NOTE 5.000% 8/0 | 269442AB5 | 14,015,127 | 7,031,000 | PRN | DFND | 1,2,3 | 0 | 7,031,000 | 0 | ||
| FIRST MAJESTIC SILVER CORP | NOTE 0.375% 1/1 | 32076VAD5 | 29,165,754 | 36,920,000 | PRN | DFND | 1,2,3 | 0 | 36,920,000 | 0 | ||
| HERTZ GLOBAL HLDGS INC | *W EXP 06/30/205 | 42806J148 | 205,146 | 46,204 | SH | DFND | 1,2,3 | 0 | 46,204 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 6,049,804 | 77,831 | SH | DFND | 1,2,3 | 0 | 77,831 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 77,730,000 | 1,000,000 | SH | Put | DFND | 1,2,3 | 0 | 1,000,000 | 0 | |
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 5,186 | 24,121 | SH | DFND | 1,2,3 | 0 | 24,121 | 0 | ||
| KOLIBRI GLOBAL ENERGY INC | COM NEW | 50043K406 | 13,776,698 | 4,401,501 | SH | DFND | 1,2,3 | 0 | 4,401,501 | 0 | ||
| KOLIBRI GLOBAL ENERGY INC | COM NEW | 50043K406 | 8,354,180 | 2,669,067 | SH | DFND | 1,2 | 0 | 2,669,067 | 0 | ||
| LITHIUM AMERICAS ARGENTINA C | NOTE 1.750% 1/1 | 53680QAA6 | 24,301,872 | 31,309,000 | PRN | DFND | 1,2,3 | 0 | 31,309,000 | 0 | ||
| LYFT INC | CL A COM | 55087P104 | 11,610,000 | 600,000 | SH | DFND | 0 | 600,000 | 0 | |||
| MARCUS CORP DEL | NOTE 5.000% 9/1 | 566330AB2 | 7,228,911 | 5,000,000 | PRN | DFND | 1,2,3 | 0 | 5,000,000 | 0 | ||
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 18,718,977 | 12,062,000 | PRN | DFND | 1,2,3 | 0 | 12,062,000 | 0 | ||
| OATLY GROUP AB | SPONSORED ADS | 67421J108 | 422,394 | 373,800 | SH | DFND | 1,2,3 | 0 | 373,800 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 2,609,115 | 2,500,000 | PRN | DFND | 1,2,3 | 0 | 2,500,000 | 0 | ||
| SLAM CORP | *W EXP 99/99/999 | G8210L121 | 4,504 | 25,020 | SH | DFND | 1,2,3 | 0 | 25,020 | 0 | ||
| SNOWFLAKE INC | CL A | 833445109 | 1,616,000 | 10,000 | SH | DFND | 0 | 10,000 | 0 | |||
| SONDER HOLDINGS INC | *W EXP 01/18/202 | 83542D110 | 153 | 18,898 | SH | DFND | 1,2,3 | 0 | 18,898 | 0 | ||
| SPRINKLR INC | CL A | 85208T107 | 26,994,000 | 2,200,000 | SH | DFND | 0 | 2,200,000 | 0 | |||
| SSR MINING IN | NOTE 2.500% 4/0 | 784730AB9 | 12,258,743 | 13,500,000 | PRN | DFND | 1,2,3 | 0 | 13,500,000 | 0 | ||
| TARSUS PHARMACEUTICALS INC | COM | 87650L103 | 16,357,500 | 450,000 | SH | DFND | 0 | 450,000 | 0 | |||
| TECK RESOURCES LTD | CL B | 878742204 | 1,166,795 | 25,487 | SH | DFND | 1,2,3 | 0 | 25,487 | 0 | ||
| UIPATH INC | CL A | 90364P105 | 56,675,000 | 2,500,000 | SH | DFND | 0 | 2,500,000 | 0 | |||