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 |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 3,633,810 | 6,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| ALBEMARLE CORP | COM | 012653101 | 832,686 | 4,897 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| ALTERYX INC | COM CL A | 02156B103 | 18,845,000 | 500,000 | SH | DFND | 0 | 0 | 0 | |||
| APOLLO STRATEGIC GRWT CPTL I | *W EXP 02/12/202 | G0412A128 | 2,341 | 29,824 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 10,811,222 | 4,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| AUTOLUS THERAPEUTICS PLC | SPON ADS | 05280R100 | 27,960,000 | 12,000,000 | SH | DFND | 0 | 0 | 0 | |||
| BALLYS CORPORATION | COM | 05875B106 | 8,516,649 | 649,630 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| BALLYS CORPORATION | COM | 05875B106 | 5,904,351 | 450,370 | SH | DFND | 1,2 | 0 | 0 | 0 | ||
| Allego NV | *W EXP 03/16/202 | N0796A118 | 10,229 | 24,328 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| BLUERIVER ACQUISITION CORP | *W EXP 01/04/202 | G1261Q115 | 890 | 16,639 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 5,622,500 | 5,850,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| CAZOO GROUP LTD | CL A | G2007L204 | 132,621 | 243,296 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| CAZOO GROUP LTD | CL A | G2007L204 | 90,843 | 166,653 | SH | DFND | 1,2 | 0 | 0 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 19,253,266 | 6,602,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| CORENERGY INFRASTRUCTURE TR | NOTE 5.875% 8/1 | 21870UAC0 | 8,168,236 | 9,773,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| CROWDSTRIKE HLDGS INC | CL A | 22788C105 | 18,411,800 | 110,000 | SH | DFND | 0 | 0 | 0 | |||
| CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 5,549,000 | 7,750,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| CUTERA INC | NOTE 2.250% 6/0 | 232109AD0 | 13,728,700 | 23,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 30,100,000 | 35,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| EAGLE BULK SHIPPING INC | NOTE 5.000% 8/0 | 269442AB5 | 9,884,414 | 7,031,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| FREELINE THERAPEUTICS HLDGS | SPONSORED ADS | 35655L206 | 1,146,664 | 266,666 | SH | DFND | 0 | 0 | 0 | |||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 12,153,748 | 17,614,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| HERTZ GLOBAL HLDGS INC | *W EXP 06/30/205 | 42806J148 | 4,437,392 | 725,064 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| INFORMATICA INC | COM CL A | 45674M101 | 10,188,483 | 483,554 | SH | DFND | 0 | 0 | 0 | |||
| INSEEGO CORP | NOTE 3.250% 5/0 | 45782BAD6 | 420,782 | 1,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 6,965,066 | 94,480 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 | 965 | 24,121 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| LITHIUM AMERS CORP NEW | NOTE 1.750% 1/1 | 53680QAA6 | 19,401,056 | 26,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| LIVENT CORP | COM | 53814L108 | 287,196 | 15,600 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| LYFT INC | CL A COM | 55087P104 | 35,836,000 | 3,400,000 | SH | DFND | 0 | 0 | 0 | |||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 18,397,542 | 17,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 17,973,419 | 13,312,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 27,523,240 | 13,495,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| OATLY GROUP AB | DEBT 9.250% 9/1 | 67421JAB4 | 12,925,416 | 17,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| OATLY GROUP AB | SPONSORED ADS | 67421J108 | 1,871,856 | 2,088,892 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 58,937,625 | 25,000,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| ROSS ACQUISITION CORP II | *W EXP 02/01/202 | G7641C114 | 5,593 | 50,164 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| SENSEONICS HLDGS INC | COM | 81727U105 | 360,632 | 597,171 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 | 5,002 | 450,630 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| SLAM CORP | *W EXP 02/23/202 | G8210L121 | 3,140 | 25,020 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| SNOWFLAKE INC | CL A | 833445109 | 1,527,700 | 10,000 | SH | DFND | 0 | 0 | 0 | |||
| SONDER HOLDINGS INC | *W EXP 01/18/202 | 83542D110 | 302 | 18,898 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 6,195,536 | 7,275,000 | PRN | DFND | 1,2,3 | 0 | 0 | 0 | ||
| SPRINKLR INC | CL A | 85208T107 | 26,296,000 | 1,900,000 | SH | DFND | 0 | 0 | 0 | |||
| TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 17,765,207 | 1,148,365 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| TAKEDA PHARMACEUTICAL CO LTD | SPONSORED ADS | 874060205 | 11,684,445 | 755,297 | SH | DFND | 1,2 | 0 | 0 | 0 | ||
| TARSUS PHARMACEUTICALS INC | COM | 87650L103 | 266,550 | 15,000 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| TARSUS PHARMACEUTICALS INC | COM | 87650L103 | 10,662,000 | 600,000 | SH | DFND | 0 | 0 | 0 | |||
| TECK RESOURCES LTD | CL B | 878742204 | 1,185,837 | 27,520 | SH | DFND | 1,2,3 | 0 | 0 | 0 | ||
| UIPATH INC | CL A | 90364P105 | 56,463,000 | 3,300,000 | SH | DFND | 0 | 0 | 0 | |||