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 |
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 2,101,795 | 2,500,000 | PRN | DFND | 1,2 | 0 | 2,500,000 | 0 | ||
| BAUSCH HEALTH COS INC | COM | 071734107 | 118,435 | 14,625 | SH | DFND | 1,2 | 0 | 14,625 | 0 | ||
| BILL HOLDINGS INC | NOTE 4/0 | 090043AD2 | 38,962,269 | 50,000,000 | PRN | DFND | 1,2 | 0 | 50,000,000 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 23,007,788 | 27,150,000 | PRN | DFND | 1,2 | 0 | 27,150,000 | 0 | ||
| CARDINAL HEALTH INC | COM | 14149Y108 | 151,000,000 | 2,000,000 | SH | DFND | 1,2 | 0 | 2,000,000 | 0 | ||
| CLARIVATE PLC | ORD SHS | G21810109 | 93,900,000 | 10,000,000 | SH | DFND | 1,2 | 0 | 10,000,000 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 39,337,694 | 50,000,000 | PRN | DFND | 1,2 | 0 | 50,000,000 | 0 | ||
| CORMEDIX INC | COM | 21900C308 | 6,419,165 | 1,550,523 | SH | DFND | 1,2 | 0 | 1,550,523 | 0 | ||
| E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | 111,542,168 | 19,165,321 | SH | DFND | 1,2 | 0 | 19,165,321 | 0 | ||
| ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | 71,790,000 | 3,000,000 | SH | DFND | 1,2 | 0 | 3,000,000 | 0 | ||
| EQUINIX INC | COM | 29444U700 | 72,104,000 | 100,000 | SH | Put | DFND | 1,2 | 0 | 100,000 | 0 | |
| HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 28,174,000 | 200,000 | SH | Put | DFND | 1,2 | 0 | 200,000 | 0 | |
| HOST HOTELS & RESORTS INC | COM | 44107P104 | 28,857,500 | 1,750,000 | SH | Put | DFND | 1,2 | 0 | 1,750,000 | 0 | |
| HOWMET AEROSPACE INC | COM | 443201108 | 1,045,516,739 | 24,675,873 | SH | DFND | 1,2 | 0 | 24,675,873 | 0 | ||
| HYATT HOTELS CORP | COM CL A | 448579102 | 48,628,650 | 435,000 | SH | Put | DFND | 1,2 | 0 | 435,000 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 2,567,440,000 | 8,000,000 | SH | Call | DFND | 1,2 | 0 | 8,000,000 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 300,871,875 | 937,500 | SH | Put | DFND | 1,2 | 0 | 937,500 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 51,374,000 | 680,000 | SH | DFND | 1,2 | 0 | 680,000 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 274,025,000 | 2,500,000 | SH | DFND | 1,2 | 0 | 2,500,000 | 0 | ||
| ISHARES TR | ISHARES BIOTECH | 464287556 | 71,890,456 | 556,600 | SH | Put | DFND | 1,2 | 0 | 556,600 | 0 | |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 | 74,979,195 | 917,738 | SH | DFND | 1,2 | 0 | 917,738 | 0 | ||
| MARATHON PETE CORP | COM | 56585A102 | 1,491,893,950 | 11,065,000 | SH | DFND | 1,2 | 0 | 11,065,000 | 0 | ||
| MARRIOTT INTL INC NEW | CL A | 571903202 | 99,624,000 | 600,000 | SH | Put | DFND | 1,2 | 0 | 600,000 | 0 | |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 12,069,681 | 4,000,000 | PRN | DFND | 1,2 | 0 | 4,000,000 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 5,514,321 | 12,000,000 | PRN | DFND | 1,2 | 0 | 12,000,000 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 2,646,638 | 5,000,000 | PRN | DFND | 1,2 | 0 | 5,000,000 | 0 | ||
| NISOURCE INC | COM | 65473P105 | 34,111,200 | 1,220,000 | SH | DFND | 1,2 | 0 | 1,220,000 | 0 | ||
| NOBLE CORP NEW | ORD SHS A | G65431127 | 112,489,500 | 2,850,000 | SH | DFND | 1,2 | 0 | 2,850,000 | 0 | ||
| OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 25,627,131 | 30,000,000 | PRN | DFND | 1,2 | 0 | 30,000,000 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 353,073,432 | 175,000,000 | PRN | DFND | 1,2 | 0 | 175,000,000 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 75,940,000 | 1,000,000 | SH | DFND | 1,2 | 0 | 1,000,000 | 0 | ||
| PEABODY ENERGY CORP | COM | 704551100 | 540,411,059 | 21,109,807 | SH | DFND | 1,2 | 0 | 21,109,807 | 0 | ||
| PINTEREST INC | CL A | 72352L106 | 761,174,557 | 27,912,525 | SH | DFND | 1,2 | 0 | 27,912,525 | 0 | ||
| POLESTAR AUTOMOTIVE HLDG UK | ADS A | 731105201 | 4,250,879 | 1,121,604 | SH | DFND | 1,2 | 0 | 1,121,604 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 15,970,151 | 19,323,000 | PRN | DFND | 1,2 | 0 | 19,323,000 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 8,071,699 | 10,031,000 | PRN | DFND | 1,2 | 0 | 10,031,000 | 0 | ||
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 39,498,122 | 45,931,000 | PRN | DFND | 1,2 | 0 | 45,931,000 | 0 | ||
| RESERVOIR MEDIA INC | COM | 76119X105 | 2,618,080 | 401,546 | SH | DFND | 1,2 | 0 | 401,546 | 0 | ||
| RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 74,834,921 | 92,500,000 | PRN | DFND | 1,2 | 0 | 92,500,000 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 579,810,000 | 7,000,000 | SH | Put | DFND | 1,2 | 0 | 7,000,000 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 241,125,000 | 7,500,000 | SH | Put | DFND | 1,2 | 0 | 7,500,000 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 607,080,000 | 6,000,000 | SH | Put | DFND | 1,2 | 0 | 6,000,000 | 0 | |
| SUNCOR ENERGY INC NEW | COM | 867224107 | 310,205,892 | 10,000,000 | SH | DFND | 1,2 | 0 | 10,000,000 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 11,166,759 | 14,500,000 | PRN | DFND | 1,2 | 0 | 14,500,000 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 24,112,259 | 2,500,000 | PRN | DFND | 1,2 | 0 | 2,500,000 | 0 | ||
| TRIPLE FLAG PRECIOUS METAL | COM | 89679M104 | 2,012,085,173 | 134,587,637 | SH | DFND | 1,2 | 0 | 134,587,637 | 0 | ||
| UNITI GROUP INC | COM | 91325V108 | 35,929,419 | 10,120,963 | SH | DFND | 1,2 | 0 | 10,120,963 | 0 | ||
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 44,324,328 | 57,400,000 | PRN | DFND | 1,2 | 0 | 57,400,000 | 0 | ||
| VALARIS LIMITED | CL A | G9460G101 | 128,168,200 | 1,970,000 | SH | DFND | 1,2 | 0 | 1,970,000 | 0 | ||
| VANECK ETF TRUST | OIL SERVICES ETF | 92189H607 | 304,843,000 | 1,100,000 | SH | Put | DFND | 1,2 | 0 | 1,100,000 | 0 | |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 354,996,000 | 4,275,000 | SH | Put | DFND | 1,2 | 0 | 4,275,000 | 0 | |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 40,482,000 | 487,500 | SH | Call | DFND | 1,2 | 0 | 487,500 | 0 | |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 4,399,768 | 5,000,000 | PRN | DFND | 1,2 | 0 | 5,000,000 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 44,638,950 | 1,185,000 | SH | DFND | 1,2 | 0 | 1,185,000 | 0 | ||