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 | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AGNC INVT CORP | COM | 00123Q104 | 58,481 | 3,748,763 | SH | DFND | 3,748,763 | 0 | 0 | ||
| ARDAGH GROUP S A | CL A | L0223L101 | 45,010 | 2,615,318 | SH | DFND | 2,615,318 | 0 | 0 | ||
| ATLAS CREST INVT CORP | *W EXP 01/30/202 | 049284110 | 1,579 | 833,333 | PRN | DFND | 833,333 | 0 | 0 | ||
| ATLAS CREST INVT CORP | COM | 049284102 | 25,150 | 2,500,000 | SH | DFND | 2,500,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 41,659 | 40,750,000 | PRN | DFND | 40,750,000 | 0 | 0 | ||
| BAUSCH HEALTH COS INC | COM | 071734107 | 78,705 | 3,783,872 | SH | DFND | 3,783,872 | 0 | 0 | ||
| BENEFITFOCUS INC | NOTE 1.250%12/1 | 08180DAB2 | 20,212 | 23,850,000 | PRN | DFND | 23,850,000 | 0 | 0 | ||
| BERRY GLOBAL GROUP INC | COM | 08579W103 | 280,726 | 4,996,020 | SH | DFND | 4,996,020 | 0 | 0 | ||
| CAESARS ENTERTAINMENT INC NE | COM | 12769G100 | 225,112 | 3,030,991 | SH | DFND | 3,030,991 | 0 | 0 | ||
| CONTEXTLOGIC INC | COM CL A | 21077C107 | 7,296 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | CL C | 24703L202 | 456,233 | 6,225,035 | SH | DFND | 6,225,035 | 0 | 0 | ||
| DRAGONEER GROWTH OPPORTUN CO | *W EXP 08/18/202 | G28302118 | 1,284 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | ||
| DRAGONEER GROWTH OPPORTUN CO | COM CL A | G28302100 | 19,905 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
| GOLDEN FALCON ACQUISITION CO | UNIT 99/99/9999 | 38102H208 | 10,400 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
| HOWMET AEROSPACE INC | COM | 443201108 | 120,085 | 4,207,600 | SH | DFND | 4,207,600 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 45,073 | 35,500,000 | PRN | DFND | 35,500,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 50,198 | 46,975,000 | PRN | DFND | 46,975,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 88,683 | 70,000,000 | PRN | DFND | 70,000,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 56,517 | 60,000,000 | PRN | DFND | 60,000,000 | 0 | 0 | ||
| MARAVAI LIFESCIENCES HLDGS I | COM CL A | 56600D107 | 16,830 | 600,000 | SH | DFND | 600,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 2.250% 2/1 | 595017AH7 | 125,214 | 61,500,000 | PRN | DFND | 61,500,000 | 0 | 0 | ||
| NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 31,462 | 3,165,222 | SH | DFND | 3,165,222 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 6,907 | 6,350,000 | PRN | DFND | 6,350,000 | 0 | 0 | ||
| RUSH STREET INTERACTIVE INC | COM | 782011100 | 19,485 | 900,000 | SH | DFND | 900,000 | 0 | 0 | ||
| SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 81,949 | 3,721,558 | SH | DFND | 3,721,558 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 35,749 | 26,500,000 | PRN | DFND | 26,500,000 | 0 | 0 | ||
| TARGET HOSPITALITY CORP | *W EXP 03/15/202 | 87615L115 | 0 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| THE ODP CORP | COM | 88337F105 | 71,364 | 2,435,630 | SH | DFND | 2,435,630 | 0 | 0 | ||
| VIACOMCBS INC | CL B | 92556H206 | 92,529 | 2,483,337 | SH | DFND | 2,483,337 | 0 | 0 | ||
| VICI PPTYS INC | COM | 925652109 | 96,900 | 3,800,000 | SH | DFND | 3,800,000 | 0 | 0 | ||
| XILINX INC | COM | 983919101 | 106,328 | 750,000 | SH | DFND | 750,000 | 0 | 0 | ||