The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Expires: July 31, 2015
Estimated average burden
hours per response: 23.8
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
AEROJET ROCKETDYNE HLDGS INC COM 007800105 47,449,893 848,380 SH DFND 1,2 0 848,380 0
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 2,079,342 2,500,000 PRN DFND 1,2 0 2,500,000 0
BAUSCH HEALTH COS INC COM 071734107 91,853 14,625 SH DFND 1,2 0 14,625 0
BLACKLINE INC NOTE 3/1 09239BAD1 22,986,547 26,850,000 PRN DFND 1,2 0 26,850,000 0
CARDINAL HEALTH INC COM 14149Y108 153,740,000 2,000,000 SH DFND 1,2 0 2,000,000 0
CLARIVATE PLC ORD SHS G21810109 83,400,000 10,000,000 SH DFND 1,2 0 10,000,000 0
CONFLUENT INC NOTE 1/1 20717MAB9 35,238,249 46,500,000 PRN DFND 1,2 0 46,500,000 0
CORMEDIX INC COM 21900C308 6,543,207 1,550,523 SH DFND 1,2 0 1,550,523 0
E2OPEN PARENT HOLDINGS INC COM CL A 29788T103 112,500,434 19,165,321 SH DFND 1,2 0 19,165,321 0
ENDEAVOR GROUP HLDGS INC CL A COM 29260Y109 67,620,000 3,000,000 SH DFND 1,2 0 3,000,000 0
EQUINIX INC COM 29444U700 114,630,250 175,000 SH Put DFND 1,2 0 175,000 0
FRANCO NEV CORP COM 351858105 8,674,790 47,000 SH Put DFND 1,2 0 47,000 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 50,544,000 400,000 SH Put DFND 1,2 0 400,000 0
HOWMET AEROSPACE INC COM 443201108 1,367,262,204 34,693,281 SH DFND 1,2 0 34,693,281 0
ISHARES TR IBOXX HI YD ETF 464288513 525,055,530 7,131,000 SH DFND 1,2 0 7,131,000 0
ISHARES TR IBOXX INV CP ETF 464287242 234,581,750 2,225,000 SH DFND 1,2 0 2,225,000 0
ISHARES TR ISHARES BIOTECH 464287556 190,370,500 1,450,000 SH Put DFND 1,2 0 1,450,000 0
LIBERTY BROADBAND CORP COM SER C 530307305 69,995,877 917,738 SH DFND 1,2 0 917,738 0
MARATHON PETE CORP COM 56585A102 1,287,855,350 11,065,000 SH DFND 1,2 0 11,065,000 0
MARRIOTT INTL INC NEW CL A 571903202 134,001,000 900,000 SH Put DFND 1,2 0 900,000 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 8,095,062 4,000,000 PRN DFND 1,2 0 4,000,000 0
MICRON TECHNOLOGY INC COM 595112103 82,202,106 1,644,700 SH Put DFND 1,2 0 1,644,700 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 5,514,321 12,000,000 PRN DFND 1,2 0 12,000,000 0
MICROSTRATEGY INC NOTE 2/1 594972AE1 1,828,449 5,000,000 PRN DFND 1,2 0 5,000,000 0
NEWS CORP NEW CL A 65249B109 1,097,041 60,277 SH DFND 1,2 0 60,277 0
NEWS CORP NEW CL B 65249B208 1,100,886 59,701 SH DFND 1,2 0 59,701 0
NISOURCE INC COM 65473P105 33,452,400 1,220,000 SH DFND 1,2 0 1,220,000 0
NOBLE CORP NEW ORD SHS A G65431127 107,473,500 2,850,000 SH DFND 1,2 0 2,850,000 0
OKTA INC NOTE 0.375% 6/1 679295AF2 25,169,209 30,000,000 PRN DFND 1,2 0 30,000,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 147,736,263 100,000,000 PRN DFND 1,2 0 100,000,000 0
PAYPAL HLDGS INC COM 70450Y103 71,220,000 1,000,000 SH DFND 1,2 0 1,000,000 0
PEABODY ENGR CORP COM 704551100 608,320,500 23,025,000 SH DFND 1,2 0 23,025,000 0
PINTEREST INC CL A 72352L106 677,716,107 27,912,525 SH DFND 1,2 0 27,912,525 0
POLESTAR AUTOMOTIVE HLDG UK ADS A 731105201 6,594,744 1,241,948 SH DFND 1,2 0 1,241,948 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 15,901,667 19,323,000 PRN DFND 1,2 0 19,323,000 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 8,135,672 10,031,000 PRN DFND 1,2 0 10,031,000 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1 34,894,292 44,431,000 PRN DFND 1,2 0 44,431,000 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 25,448,058 32,422,000 PRN DFND 1,2 0 32,422,000 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,054,013,500 12,050,000 SH Put DFND 1,2 0 12,050,000 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 119,700,000 3,500,000 SH Put DFND 1,2 0 3,500,000 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 223,650,000 3,000,000 SH Put DFND 1,2 0 3,000,000 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 246,228,125 1,812,500 SH Put DFND 1,2 0 1,812,500 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 589,260,000 6,000,000 SH Put DFND 1,2 0 6,000,000 0
SPDR SER TR BLOOMBERG HIGH Y 78468R622 230,400,000 2,560,000 SH DFND 1,2 0 2,560,000 0
SUNCOR ENERGY INC NEW COM 867224107 317,395,803 10,000,000 SH DFND 1,2 0 10,000,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 5,010,743 6,500,000 PRN DFND 1,2 0 6,500,000 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 14,867,074 2,500,000 PRN DFND 1,2 0 2,500,000 0
TRIPLE FLAG PRECIOUS METAL COM 89679M104 1,787,666,685 129,917,637 SH DFND 1,2 0 129,917,637 0
UNITI GROUP INC COM 91325V108 55,968,925 10,120,963 SH DFND 1,2 0 10,120,963 0
UNITY SOFTWARE INC NOTE 11/1 91332UAB7 28,117,767 37,500,000 PRN DFND 1,2 0 37,500,000 0
VALARIS LIMITED CL A G9460G101 233,289,000 3,450,000 SH DFND 1,2 0 3,450,000 0
VANECK ETF TRUST OIL SERVICES ETF 92189H607 718,318,125 2,362,500 SH Put DFND 1,2 0 2,362,500 0
VANECK ETF TRUST SEMICONDUCTR ETF 92189F676 41,724,464 205,600 SH Call DFND 1,2 0 205,600 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 144,340,000 1,750,000 SH Put DFND 1,2 0 1,750,000 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 21,026,855 32,500,000 PRN DFND 1,2 0 32,500,000 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 10,024,177 17,500,000 PRN DFND 1,2 0 17,500,000 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 4,243,571 5,000,000 PRN DFND 1,2 0 5,000,000 0
WESTERN DIGITAL CORP. COM 958102105 37,386,750 1,185,000 SH DFND 1,2 0 1,185,000 0