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 |
| AG MTG INVT TR INC | COM NEW | 001228501 | 1,764,335 | 288,290 | SH | DFND | 1 | 0 | 288,290 | 0 | ||
| AG MTG INVT TR INC | NOTE 6.750% 9/1 | 95790DAD7 | 7,076,796 | 7,130,000 | SH | DFND | 1 | 0 | 7,130,000 | 0 | ||
| ALPHA TAU MEDICAL LTD | *W EXP 99/99/999 | M0740A116 | 147,500 | 50,000 | SH | Call | DFND | 1 | 0 | 50,000 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 17,385,000 | 15,000,000 | SH | DFND | 1 | 0 | 15,000,000 | 0 | ||
| ANYWHERE REAL ESTATE INC | COM | 75605Y106 | 59,902,697 | 9,692,993 | SH | DFND | 1 | 0 | 9,692,993 | 0 | ||
| AP ACQUISITION CORP | *W EXP 12/07/202 | G04058114 | 282,000 | 25,000 | SH | Call | DFND | 1 | 0 | 25,000 | 0 | |
| ARES ACQUISITION CORP II | UNIT 99/99/9999 | G33033112 | 1,059,000 | 100,000 | SH | DFND | 1 | 0 | 100,000 | 0 | ||
| AURORA INNOVATION INC | *W EXP 11/03/202 | 051774115 | 63,447 | 22,499 | SH | Call | DFND | 1 | 0 | 22,499 | 0 | |
| BIGBEAR AI HLDGS INC | *W EXP 12/08/202 | 08975B117 | 68,333 | 33,333 | SH | Call | DFND | 1 | 0 | 33,333 | 0 | |
| BLEUACACIA LTD | *W EXP 10/30/202 | G11728113 | 798,750 | 75,000 | SH | Call | DFND | 1 | 0 | 75,000 | 0 | |
| BLEUACACIA LTD | RIGHT 10/30/2026 | G11728139 | 7,065 | 150,000 | SH | Call | DFND | 1 | 0 | 150,000 | 0 | |
| CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 | 222,000 | 20,000 | SH | Call | DFND | 1 | 0 | 20,000 | 0 | |
| CAPITALWORKS EMNG MKTS ACQST | *W EXP 99/99/999 | G1889L126 | 412,875 | 37,500 | SH | Call | DFND | 1 | 0 | 37,500 | 0 | |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 4,077,000 | 90,000 | SH | DFND | 1 | 0 | 90,000 | 0 | ||
| CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 107,000 | 10,000 | SH | Call | DFND | 1 | 0 | 10,000 | 0 | |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 10,397,250 | 7,500,000 | SH | DFND | 1 | 0 | 7,500,000 | 0 | ||
| COMPLETE SOLARIA INC | *W EXP 07/31/202 | 20460L112 | 15,025 | 25,000 | SH | Call | DFND | 1 | 0 | 25,000 | 0 | |
| CORNER GROWTH ACQUISITN CORP | *W EXP 99/99/999 | G2426E120 | 1,531,996 | 133,333 | SH | Call | DFND | 1 | 0 | 133,333 | 0 | |
| DP CAP ACQUISITION CORP I | *W EXP 99/99/999 | G2R05B126 | 275,000 | 25,000 | SH | Call | DFND | 1 | 0 | 25,000 | 0 | |
| ENERPLUS CORP | COM | 292766102 | 3,440,500 | 175,000 | SH | DFND | 1 | 0 | 175,000 | 0 | ||
| EXCELFIN ACQUISITION CORP | *W EXP 10/25/202 | 30069X110 | 546,500 | 50,000 | SH | Call | DFND | 1 | 0 | 50,000 | 0 | |
| FALCONS BEYOND GLOBAL INC | *W EXP 03/16/202 | 306121112 | 256,250 | 25,000 | SH | Call | DFND | 1 | 0 | 25,000 | 0 | |
| FUTURE HEALTH ESG CORP | *W EXP 99/99/999 | 36118W110 | 5,282,200 | 490,000 | SH | Call | DFND | 1 | 0 | 490,000 | 0 | |
| HAWAIIAN HOLDINGS INC | COM | 419879101 | 1,999,500 | 150,000 | SH | DFND | 1 | 0 | 150,000 | 0 | ||
| HAYMAKER ACQUISITION CORP IV | UNIT 99/99/9999 | G4375F124 | 522,500 | 50,000 | SH | DFND | 1 | 0 | 50,000 | 0 | ||
| HESS CORP | COM | 42809H107 | 8,395,200 | 55,000 | SH | DFND | 1 | 0 | 55,000 | 0 | ||
| INSIGHT ACQUISITION CORP | *W EXP 08/26/202 | 45784L118 | 6,332,749 | 587,999 | SH | Call | DFND | 1 | 0 | 587,999 | 0 | |
| LANVIN GROUP HOLDINGS LIMITE | *W EXP 01/14/202 | G5380J118 | 28,400 | 20,000 | SH | Call | DFND | 1 | 0 | 20,000 | 0 | |
| LIFEZONE METALS LIMITED | *W EXP 07/05/202 | G5568L117 | 191,750 | 25,000 | SH | Call | DFND | 1 | 0 | 25,000 | 0 | |
| LOTUS TECHNOLOGY INC | *W EXP 02/21/202 | 54572F119 | 170,500 | 25,000 | SH | Call | DFND | 1 | 0 | 25,000 | 0 | |
| M D C HLDGS INC | COM | 552676108 | 10,065,600 | 160,000 | SH | DFND | 1 | 0 | 160,000 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 | 16,884,000 | 18,000,000 | SH | DFND | 1 | 0 | 18,000,000 | 0 | ||
| MASONITE INTL CORP | COM | 575385109 | 7,229,750 | 55,000 | SH | DFND | 1 | 0 | 55,000 | 0 | ||
| MOUNTAIN & CO I ACQUISITN CO | *W EXP 09/30/202 | G6301J112 | 287,250 | 25,000 | SH | Call | DFND | 1 | 0 | 25,000 | 0 | |
| MOVELLA HOLDINGS INC | *W EXP 02/10/202 | 62459N113 | 874 | 14,000 | SH | Call | DFND | 1 | 0 | 14,000 | 0 | |
| NABORS ENERGY TRANSITION COR | UNIT 99/99/9999 | G6363K122 | 1,048,000 | 100,000 | SH | DFND | 1 | 0 | 100,000 | 0 | ||
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 27,035,025 | 17,750,000 | SH | DFND | 1 | 0 | 17,750,000 | 0 | ||
| NEXTERA ENERGY INC | COM | 65339F101 | 10,621,842 | 166,200 | SH | DFND | 1 | 0 | 166,200 | 0 | ||
| OCULIS HOLDING AG | *W EXP 03/06/202 | H5870P110 | 160,663 | 13,333 | SH | Call | DFND | 1 | 0 | 13,333 | 0 | |
| P3 HEALTH PARTNERS INC | *W EXP 11/19/202 | 744413113 | 17,166 | 16,666 | SH | Call | DFND | 1 | 0 | 16,666 | 0 | |
| PAGAYA TECHNOLOGIES LTD | *W EXP 99/99/999 | M7S64L107 | 168,265 | 199,999 | SH | Call | DFND | 1 | 0 | 199,999 | 0 | |
| PATRIA LATIN AMRCN OPPRNTY A | *W EXP 99/99/999 | G69454117 | 846,750 | 75,000 | SH | Call | DFND | 1 | 0 | 75,000 | 0 | |
| PAYONEER GLOBAL INC | COM | 70451X104 | 326,382 | 83,946 | SH | DFND | 1 | 0 | 83,946 | 0 | ||
| PIONEER NAT RES CO | COM | 723787107 | 18,406,238 | 70,119 | SH | DFND | 1 | 0 | 70,119 | 0 | ||
| QUADRO ACQUISITION ONE CORP | *W EXP 06/30/202 | G52807115 | 731,326 | 66,666 | SH | Call | DFND | 1 | 0 | 66,666 | 0 | |
| RCF ACQUISITION CORP | *W EXP 99/99/999 | G7330C110 | 367,741 | 33,100 | SH | Call | DFND | 1 | 0 | 33,100 | 0 | |
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 19,485,198 | 24,587,000 | SH | DFND | 1 | 0 | 24,587,000 | 0 | ||
| RMG ACQUISITION CORP III | *W EXP 99/99/999 | G76088122 | 150,000 | 15,000 | SH | Call | DFND | 1 | 0 | 15,000 | 0 | |
| ROADZEN INC | *W EXP 11/30/202 | G7606H116 | 162,500 | 25,000 | SH | Call | DFND | 1 | 0 | 25,000 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 2,716,875 | 3,000,000 | SH | DFND | 1 | 0 | 3,000,000 | 0 | ||
| SPECTRAL AI INC | *W EXP 99/99/999 | 84757T113 | 212,998 | 99,999 | SH | Call | DFND | 1 | 0 | 99,999 | 0 | |
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 28,885,000 | 27,250,000 | SH | DFND | 1 | 0 | 27,250,000 | 0 | ||
| TARGET GLOBAL ACQUISI I CORP | *W EXP 12/08/202 | G8675N125 | 1,491,996 | 133,333 | SH | Call | DFND | 1 | 0 | 133,333 | 0 | |
| TERRAN ORBITAL CORPORATION | *W EXP 03/25/202 | 88105P111 | 87,332 | 66,666 | SH | Call | DFND | 1 | 0 | 66,666 | 0 | |
| THUNDER BRDG CAP PRTNRS IV I | *W EXP 04/30/202 | 88605L115 | 309,000 | 30,000 | SH | Call | DFND | 1 | 0 | 30,000 | 0 | |
| TRISALUS LIFE SCIENCES INC | *W EXP 08/10/202 | 89680M119 | 934,128 | 95,808 | SH | Call | DFND | 1 | 0 | 95,808 | 0 | |
| TWELVE SEAS INVESTMENT CO II | *W EXP 03/02/202 | 90118T114 | 1,439,986 | 133,332 | SH | Call | DFND | 1 | 0 | 133,332 | 0 | |
| UNITED STATES STL CORP NEW | COM | 912909108 | 2,956,550 | 72,500 | SH | DFND | 1 | 0 | 72,500 | 0 | ||
| VERTICAL AEROSPACE LTD | *W EXP 12/16/202 | G9471C115 | 456,000 | 400,000 | SH | Call | DFND | 1 | 0 | 400,000 | 0 | |
| WESTROCK CO | COM | 96145D105 | 6,181,250 | 125,000 | SH | DFND | 1 | 0 | 125,000 | 0 | ||
| WOLFSPEED INC | NOTE 1.875%12/0 | 977852AD4 | 8,092,450 | 14,500,000 | SH | DFND | 1 | 0 | 14,500,000 | 0 | ||
| XBP EUROPE HOLDINGS INC | *W EXP 11/30/202 | 98400V119 | 51,500 | 25,000 | SH | Call | DFND | 1 | 0 | 25,000 | 0 | |
| ZURA BIO LTD | *W EXP 99/99/999 | G9TY5A119 | 192,750 | 75,000 | SH | Call | DFND | 1 | 0 | 75,000 | 0 | |