The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 27,333,853 | 30,750,000 | PRN | DFND | 1,2 | 0 | 30,750,000 | 0 | ||
| APPLE INC | COM | 037833100 | 59,923,500 | 350,000 | SH | Put | DFND | 1,2 | 0 | 350,000 | 0 | |
| ARM HOLDINGS PLC | SPONSORED ADR | 042068205 | 52,470,580 | 980,392 | SH | DFND | 1,2 | 0 | 980,392 | 0 | ||
| BAUSCH HEALTH COS INC | COM | 071734107 | 94,763 | 11,500 | SH | DFND | 1,2 | 0 | 11,500 | 0 | ||
| BILL HOLDINGS INC | NOTE 4/0 | 090043AD2 | 40,390,429 | 50,000,000 | PRN | DFND | 1,2 | 0 | 50,000,000 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 31,935,749 | 37,150,000 | PRN | DFND | 1,2 | 0 | 37,150,000 | 0 | ||
| CARDINAL HEALTH INC | COM | 14149Y108 | 173,640,000 | 2,000,000 | SH | DFND | 1,2 | 0 | 2,000,000 | 0 | ||
| CATALENT INC | COM | 148806102 | 182,120,000 | 4,000,000 | SH | DFND | 1,2 | 0 | 4,000,000 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 46,507,577 | 57,000,000 | PRN | DFND | 1,2 | 0 | 57,000,000 | 0 | ||
| CONSTELLATION BRANDS INC | CL A | 21036P108 | 125,665,000 | 500,000 | SH | DFND | 1,2 | 0 | 500,000 | 0 | ||
| CORMEDIX INC | COM | 21900C308 | 5,736,935 | 1,550,523 | SH | DFND | 1,2 | 0 | 1,550,523 | 0 | ||
| DIGITAL RLTY TR INC | COM | 253868103 | 60,510,000 | 500,000 | SH | Put | DFND | 1,2 | 0 | 500,000 | 0 | |
| E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | 85,875,557 | 18,915,321 | SH | DFND | 1,2 | 0 | 18,915,321 | 0 | ||
| ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | 81,590,000 | 4,100,000 | SH | DFND | 1,2 | 0 | 4,100,000 | 0 | ||
| ETF SER SOLUTIONS | US GLB JETS | 26922A842 | 17,030,000 | 1,000,000 | SH | Put | DFND | 1,2 | 0 | 1,000,000 | 0 | |
| FIDELITY NATL INFORMATION SV | COM | 31620M106 | 30,299,290 | 548,205 | SH | DFND | 1,2 | 0 | 548,205 | 0 | ||
| FIDELITY NATL INFORMATION SV | COM | 31620M106 | 82,905,000 | 1,500,000 | SH | Call | DFND | 1,2 | 0 | 1,500,000 | 0 | |
| HOWMET AEROSPACE INC | COM | 443201108 | 251,600,000 | 5,440,000 | SH | DFND | 1,2 | 0 | 5,440,000 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 59,329,512 | 165,600 | SH | Put | DFND | 1,2 | 0 | 165,600 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 75,194,400 | 1,020,000 | SH | DFND | 1,2 | 0 | 1,020,000 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 201,489,500 | 1,975,000 | SH | DFND | 1,2 | 0 | 1,975,000 | 0 | ||
| ISHARES TR | ISHARES BIOTECH | 464287556 | 564,686,304 | 4,617,600 | SH | Put | DFND | 1,2 | 0 | 4,617,600 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 106,044,000 | 600,000 | SH | Put | DFND | 1,2 | 0 | 600,000 | 0 | |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 | 146,112,000 | 1,600,000 | SH | DFND | 1,2 | 0 | 1,600,000 | 0 | ||
| MARATHON PETE CORP | COM | 56585A102 | 1,674,577,100 | 11,065,000 | SH | DFND | 1,2 | 0 | 11,065,000 | 0 | ||
| MARRIOTT INTL INC NEW | CL A | 571903202 | 98,280,000 | 500,000 | SH | Put | DFND | 1,2 | 0 | 500,000 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 12,915,787 | 12,000,000 | PRN | DFND | 1,2 | 0 | 12,000,000 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 3,474,553 | 5,000,000 | PRN | DFND | 1,2 | 0 | 5,000,000 | 0 | ||
| NISOURCE INC | COM | 65473P105 | 30,109,600 | 1,220,000 | SH | DFND | 1,2 | 0 | 1,220,000 | 0 | ||
| NOBLE CORP PLC | ORD SHS A | G65431127 | 10,130,000 | 200,000 | SH | DFND | 1,2 | 0 | 200,000 | 0 | ||
| NRG ENERGY INC | COM NEW | 629377508 | 399,028,680 | 10,359,000 | SH | DFND | 1,2 | 0 | 10,359,000 | 0 | ||
| OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 17,450,283 | 20,000,000 | PRN | DFND | 1,2 | 0 | 20,000,000 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 412,573,443 | 175,000,000 | PRN | DFND | 1,2 | 0 | 175,000,000 | 0 | ||
| PEABODY ENERGY CORP | COM | 704551100 | 548,643,884 | 21,109,807 | SH | DFND | 1,2 | 0 | 21,109,807 | 0 | ||
| PHILLIPS 66 | COM | 718546104 | 93,116,250 | 775,000 | SH | DFND | 1,2 | 0 | 775,000 | 0 | ||
| PINTEREST INC | CL A | 72352L106 | 756,840,000 | 28,000,000 | SH | DFND | 1,2 | 0 | 28,000,000 | 0 | ||
| POLESTAR AUTOMOTIVE HLDG UK | ADS A | 731105201 | 2,961,035 | 1,121,604 | SH | DFND | 1,2 | 0 | 1,121,604 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 16,983,204 | 19,323,000 | PRN | DFND | 1,2 | 0 | 19,323,000 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 13,100,417 | 15,000,000 | PRN | DFND | 1,2 | 0 | 15,000,000 | 0 | ||
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 36,148,023 | 42,500,000 | PRN | DFND | 1,2 | 0 | 42,500,000 | 0 | ||
| RESERVOIR MEDIA INC | COM | 76119X105 | 5,378,608 | 881,739 | SH | DFND | 1,2 | 0 | 881,739 | 0 | ||
| RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 82,556,237 | 98,500,000 | PRN | DFND | 1,2 | 0 | 98,500,000 | 0 | ||
| SEADRILL 2021 LTD | COM | G7997W102 | 316,094,586 | 7,057,258 | SH | DFND | 1,2 | 0 | 7,057,258 | 0 | ||
| SEAGATE TECHNOLOGY HLDNGS PL | ORD SHS | G7997R103 | 82,437,500 | 1,250,000 | SH | Put | DFND | 1,2 | 0 | 1,250,000 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 1,581,825,000 | 17,500,000 | SH | Put | DFND | 1,2 | 0 | 17,500,000 | 0 | |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 232,190,000 | 7,000,000 | SH | Put | DFND | 1,2 | 0 | 7,000,000 | 0 | |
| SELECT SECTOR SPDR TR | INDL | 81369Y704 | 60,828,000 | 600,000 | SH | DFND | 1,2 | 0 | 600,000 | 0 | ||
| SELECT SECTOR SPDR TR | INDL | 81369Y704 | 304,140,000 | 3,000,000 | SH | Put | DFND | 1,2 | 0 | 3,000,000 | 0 | |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 180,236,000 | 1,400,000 | SH | Put | DFND | 1,2 | 0 | 1,400,000 | 0 | |
| SKYWORKS SOLUTIONS INC | COM | 83088M102 | 24,647,500 | 250,000 | SH | Put | DFND | 1,2 | 0 | 250,000 | 0 | |
| SPDR DOW JONES INDL AVERAGE | UT SER 1 | 78467X109 | 100,485,000 | 300,000 | SH | Put | DFND | 1,2 | 0 | 300,000 | 0 | |
| SUNCOR ENERGY INC NEW | COM | 867224107 | 154,710,000 | 4,500,000 | SH | Call | DFND | 1,2 | 0 | 4,500,000 | 0 | |
| SUNCOR ENERGY INC NEW | COM | 867224107 | 344,507,136 | 10,000,000 | SH | DFND | 1,2 | 0 | 10,000,000 | 0 | ||
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 63,002,500 | 725,000 | SH | Put | DFND | 1,2 | 0 | 725,000 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 15,950,099 | 20,000,000 | PRN | DFND | 1,2 | 0 | 20,000,000 | 0 | ||
| TRIPLE FLAG PRECIOUS METAL | COM | 89679M104 | 1,748,971,552 | 133,815,727 | SH | DFND | 1,2 | 0 | 133,815,727 | 0 | ||
| UNITI GROUP INC | COM | 91325V108 | 47,770,945 | 10,120,963 | SH | DFND | 1,2 | 0 | 10,120,963 | 0 | ||
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 45,345,963 | 57,400,000 | PRN | DFND | 1,2 | 0 | 57,400,000 | 0 | ||
| VALARIS LTD | CL A | G9460G101 | 40,363,459 | 538,323 | SH | DFND | 1,2 | 0 | 538,323 | 0 | ||
| VANECK ETF TRUST | OIL SERVICES ETF | 92189H607 | 655,576,000 | 1,900,000 | SH | Put | DFND | 1,2 | 0 | 1,900,000 | 0 | |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 147,537,000 | 1,950,000 | SH | Put | DFND | 1,2 | 0 | 1,950,000 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 54,071,550 | 1,185,000 | SH | DFND | 1,2 | 0 | 1,185,000 | 0 | ||