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 |
| ACORDA THERAPEUTICS INC | NOTE 6.000%12/0 | 00484MAC0 | 15,266,250 | 25,875,000 | PRN | DFND | 25,875,000 | 0 | 0 | |||
| ALLEGO N V | *W EXP 03/16/202 | N0796A118 | 63,000 | 150,000 | PRN | DFND | 150,000 | 0 | 0 | |||
| APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 15,700 | 200,000 | PRN | DFND | 200,000 | 0 | 0 | |||
| ARDAGH METAL PACKAGING S A | SHS | L02235106 | BBG00ZF0FGV9 | 31,784,346 | 10,154,743 | SH | DFND | 10,154,743 | 0 | 0 | ||
| ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 | 198,300 | 300,000 | PRN | DFND | 300,000 | 0 | 0 | |||
| BERRY GLOBAL GROUP INC | COM | 08579W103 | BBG001T6B4W6 | 170,577,651 | 2,755,252 | SH | DFND | 2,755,252 | 0 | 0 | ||
| BRIDGER AEROSPACE GRP HLDGS | *W EXP 01/24/202 | 96812F110 | 50,750 | 175,000 | PRN | DFND | 175,000 | 0 | 0 | |||
| CBL & ASSOC PPTYS INC | COMMON STOCK | 124830878 | BBG01396RPH6 | 177,622,848 | 8,466,294 | SH | DFND | 8,466,294 | 0 | 0 | ||
| CC NEUBERGER PRINCIPAL HOLDN | *W EXP 02/05/202 | G1992N126 | 29,600 | 159,998 | PRN | DFND | 159,998 | 0 | 0 | |||
| CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 40,039 | 129,998 | PRN | DFND | 129,998 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 10,012,500 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | |||
| EG ACQUISITION CORP | *W EXP 05/28/202 | 26846A118 | 74,013 | 433,332 | PRN | DFND | 433,332 | 0 | 0 | |||
| GOLDEN ARROW MERGER CORP | *W EXP 07/31/202 | 380799114 | 6,033 | 166,666 | PRN | DFND | 166,666 | 0 | 0 | |||
| HORIZON THERAPEUTICS PUB L | SHS | G46188101 | BBG001T9M4T2 | 57,845,000 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 20,000 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | |||
| KERNEL GROUP HOLDINGS INC | *W EXP 02/02/202 | G5259L129 | 8,925 | 149,999 | PRN | DFND | 149,999 | 0 | 0 | |||
| L CATTERTON ASIA ACQUISITION | *W EXP 03/08/202 | G5346G117 | 154,422 | 299,849 | PRN | DFND | 299,849 | 0 | 0 | |||
| MAGNUM OPUS ACQUISITION LTD | *W EXP 03/06/202 | G5S70A112 | 19,700 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | |||
| NOBLE CORP PLC | ORD SHS A | G65431127 | BBG018KBK3H7 | 156,615,929 | 3,092,121 | SH | DFND | 3,092,121 | 0 | 0 | ||
| RUSH STREET INTERACTIVE INC | COM | 782011100 | BBG00RMKRQN9 | 26,497,012 | 5,735,284 | SH | DFND | 5,735,284 | 0 | 0 | ||
| SEADRILL 2021 LTD | COM | G7997W102 | BBG015K887C0 | 224,188,955 | 5,005,335 | SH | DFND | 5,005,335 | 0 | 0 | ||
| SEAGEN INC | COM | 81181C104 | BBG001S9M4Q6 | 80,130,752 | 377,708 | SH | DFND | 377,708 | 0 | 0 | ||
| SONDER HOLDINGS INC | *W EXP 01/18/202 | 83542D110 | 1,280 | 80,000 | PRN | DFND | 80,000 | 0 | 0 | |||
| SUNRUN INC | COM | 86771W105 | BBG0025XVR94 | 11,085,456 | 882,600 | SH | DFND | 882,600 | 0 | 0 | ||
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 18,149,285 | 25,075,000 | PRN | DFND | 25,075,000 | 0 | 0 | |||
| TRITIUM DCFC LIMITED | *W EXP 01/13/202 | Q9225T116 | 15,309 | 90,000 | PRN | DFND | 90,000 | 0 | 0 | |||
| VALARIS LTD | CL A | G9460G101 | BBG010JW9K58 | 32,098,788 | 428,098 | SH | DFND | 428,098 | 0 | 0 | ||