The Securities and Exchange Commission has not necessarily
reviewed the information in this filing and has not determined
if it is accurate and complete.
| |||||||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||||||
| 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 |
| AIRBNB INC | NOTE3/1 | 009066AB7 | 12,590,551 | 13,027,000 | PRN | DFND | 1 | 0 | 13,027,000 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,944,500 | 2,000,000 | PRN | DFND | 1 | 0 | 2,000,000 | 0 | |
| ALARM COM HLDGS INC | NOTE1/1 | 011642AB1 | 5,850,000 | 6,000,000 | PRN | DFND | 1 | 0 | 6,000,000 | 0 | |
| ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 | 5,835,323 | 6,000,000 | PRN | DFND | 1 | 0 | 6,000,000 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 15,013,116 | 15,000,000 | PRN | DFND | 1 | 0 | 15,000,000 | 0 | |
| AMPHASTAR PHARMACEUTICALS IN | NOTE 2.000% 3/1 | 03209RAB9 | 4,771,620 | 5,500,000 | PRN | DFND | 1 | 0 | 5,500,000 | 0 | |
| ASPEN AEROGELS INC | COM | 04523Y105 | 72,700,122 | 12,280,426 | SH | DFND | 1 | 0 | 12,280,426 | 0 | |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 6,618,500 | 7,000,000 | PRN | DFND | 1 | 0 | 7,000,000 | 0 | |
| BIGCOMMERCE HLDGS INC | COM SER 1 | 08975P108 | 768,835 | 153,767 | SH | DFND | 1 | 0 | 153,767 | 0 | |
| BLACKLINE INC | NOTE 1.000% 6/0 | 09239BAF6 | 5,335,417 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| BLACKROCK MUNIHOLDINGS FD IN | COM | 09253N104 | 254,083 | 22,686 | SH | DFND | 1 | 0 | 22,686 | 0 | |
| BLACKROCK MUNIYIELD FD INC | COM | 09253W104 | 1,178,184 | 117,349 | SH | DFND | 1 | 0 | 117,349 | 0 | |
| BLACKROCK MUNIYIELD QUALITY | COM | 09254E103 | 2,130,771 | 203,124 | SH | DFND | 1 | 0 | 203,124 | 0 | |
| BLEND LABS INC | CL A | 09352U108 | 1,223,594 | 370,786 | SH | DFND | 1 | 0 | 370,786 | 0 | |
| CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 | 8,893,125 | 9,000,000 | PRN | DFND | 1 | 0 | 9,000,000 | 0 | |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 | 8,585,500 | 5,500,000 | PRN | DFND | 1 | 0 | 5,500,000 | 0 | |
| CLOUDFLARE INC | NOTE8/1 | 18915MAC1 | 3,554,550 | 3,000,000 | PRN | DFND | 1 | 0 | 3,000,000 | 0 | |
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 2,314,000 | 2,000,000 | PRN | DFND | 1 | 0 | 2,000,000 | 0 | |
| CSG SYS INTL INC | NOTE 3.875% 9/1 | 126349AH2 | 15,275,250 | 13,500,000 | PRN | DFND | 1 | 0 | 13,500,000 | 0 | |
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 14,505,000 | 15,000,000 | PRN | DFND | 1 | 0 | 15,000,000 | 0 | |
| DINGDONG CAYMAN LTD | ADS | 25445D101 | 1,874,576 | 928,008 | SH | DFND | 1 | 0 | 928,008 | 0 | |
| DRAFTKINGS INC NEW | NOTE3/1 | 26142RAB0 | 3,598,000 | 4,000,000 | PRN | DFND | 1 | 0 | 4,000,000 | 0 | |
| DROPBOX INC | NOTE3/0 | 26210CAD6 | 2,545,000 | 2,500,000 | PRN | DFND | 1 | 0 | 2,500,000 | 0 | |
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 1,787,500 | 2,000,000 | PRN | DFND | 1 | 0 | 2,000,000 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 3,875,000 | 4,000,000 | PRN | DFND | 1 | 0 | 4,000,000 | 0 | |
| EVERGY INC | NOTE 4.500%12/1 | 30034WAD8 | 10,542,375 | 9,000,000 | PRN | DFND | 1 | 0 | 9,000,000 | 0 | |
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 20,171,202 | 20,372,000 | PRN | DFND | 1 | 0 | 20,372,000 | 0 | |
| EXPEDIA GROUP INC | NOTE2/1 | 30212PBE4 | 14,617,500 | 15,000,000 | PRN | DFND | 1 | 0 | 15,000,000 | 0 | |
| FLUOR CORP | NOTE 1.125% 8/1 | 343412AJ1 | 6,566,250 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| FORD MTR CO | NOTE3/1 | 345370CZ1 | 13,867,000 | 14,000,000 | PRN | DFND | 1 | 0 | 14,000,000 | 0 | |
| FTAI INFRASTRUCTURE INC | COMMON STOCK | 35953C106 | 1,813,369 | 293,901 | SH | DFND | 1 | 0 | 293,901 | 0 | |
| HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 | 3,989,027 | 4,000,000 | PRN | DFND | 1 | 0 | 4,000,000 | 0 | |
| ITRON INC | NOTE 1.375% 7/1 | 465741AQ9 | 5,970,000 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| KANZHUN LIMITED | SPONSORED ADS | 48553T106 | 6,004,088 | 336,552 | SH | DFND | 1 | 0 | 336,552 | 0 | |
| KORE GROUP HLDGS INC | COM NEW | 50066V305 | 4,780,000 | 2,000,000 | SH | DFND | 1 | 0 | 2,000,000 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 5,207,500 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 7,692,500 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| LYFT INC | NOTE 0.625% 3/0 | 55087PAD6 | 4,819,500 | 4,500,000 | PRN | DFND | 1 | 0 | 4,500,000 | 0 | |
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 9,666,163 | 10,000,000 | PRN | DFND | 1 | 0 | 10,000,000 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 | 1,867,000 | 2,000,000 | PRN | DFND | 1 | 0 | 2,000,000 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE1/1 | 57164YAD9 | 10,401,452 | 10,740,000 | PRN | DFND | 1 | 0 | 10,740,000 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.750% 6/0 | 595017BG8 | 2,467,500 | 2,500,000 | PRN | DFND | 1 | 0 | 2,500,000 | 0 | |
| NICE LTD | NOTE9/1 | 653656AB4 | 14,850,173 | 15,000,000 | PRN | DFND | 1 | 0 | 15,000,000 | 0 | |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 2,661,204 | 243,700 | SH | DFND | 1 | 0 | 243,700 | 0 | |
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 67070X101 | 2,980,000 | 250,000 | SH | DFND | 1 | 0 | 250,000 | 0 | |
| NUVEEN QUALITY MUNCP INCOME | COM | 67066V101 | 1,129,000 | 100,000 | SH | DFND | 1 | 0 | 100,000 | 0 | |
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 7,221,035 | 7,308,000 | PRN | DFND | 1 | 0 | 7,308,000 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 1,292,634 | 1,393,000 | PRN | DFND | 1 | 0 | 1,393,000 | 0 | |
| OUSTER INC | *W EXP 03/11/202 | 68989M111 | 32,027 | 274,200 | SH | DFND | 1 | 0 | 274,200 | 0 | |
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 | 12,372,000 | 12,000,000 | PRN | DFND | 1 | 0 | 12,000,000 | 0 | |
| PG&E CORP | NOTE 4.250%12/0 | 69331CAL2 | 994,800 | 1,000,000 | PRN | DFND | 1 | 0 | 1,000,000 | 0 | |
| PINNACLE WEST CAP CORP | NOTE 4.750% 6/1 | 723484AK7 | 7,598,500 | 7,000,000 | PRN | DFND | 1 | 0 | 7,000,000 | 0 | |
| PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 | 5,807,500 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| RIVIAN AUTOMOTIVE INC | COM CL A | 76954A103 | 2,456,588 | 178,791 | SH | DFND | 1 | 0 | 178,791 | 0 | |
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 | 2,719,750 | 2,530,000 | PRN | DFND | 1 | 0 | 2,530,000 | 0 | |
| SMARTRENT INC | COM CL A | 83193G107 | 2,629,611 | 2,656,173 | SH | DFND | 1 | 0 | 2,656,173 | 0 | |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 9,587,793 | 10,000,000 | PRN | DFND | 1 | 0 | 10,000,000 | 0 | |
| SOUTHERN CO | NOTE 4.500% 6/1 | 842587DZ7 | 5,525,055 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 92,677,500 | 150,000 | SH | Put | DFND | 1 | 0 | 150,000 | 0 |
| SPOTIFY USA INC | NOTE3/1 | 84921RAB6 | 4,552,200 | 3,000,000 | PRN | DFND | 1 | 0 | 3,000,000 | 0 | |
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 7,798,053 | 7,276,000 | PRN | DFND | 1 | 0 | 7,276,000 | 0 | |
| T1 ENERGY INC | COM NEW | 35834F104 | 8,816,437 | 7,167,835 | SH | DFND | 1 | 0 | 7,167,835 | 0 | |
| TIDAL TR II | RETURN STACKED U | 88636J345 | 92,680,000 | 5,000,000 | SH | DFND | 1 | 0 | 5,000,000 | 0 | |
| TIDAL TR II | RETURN STACKED B | 88636J352 | 79,946,000 | 5,000,000 | SH | DFND | 1 | 0 | 5,000,000 | 0 | |
| TRIPADVISOR INC | NOTE 0.250% 4/0 | 896945AD4 | 8,669,250 | 9,000,000 | PRN | DFND | 1 | 0 | 9,000,000 | 0 | |
| TXO PARTNERS LP | COM UNIT | 87313P103 | 5,798,146 | 385,515 | SH | DFND | 1 | 0 | 385,515 | 0 | |
| UBER TECHNOLOGIES INC | NOTE12/1 | 90353TAJ9 | 5,397,750 | 4,500,000 | PRN | DFND | 1 | 0 | 4,500,000 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 | 15,030,750 | 10,500,000 | PRN | DFND | 1 | 0 | 10,500,000 | 0 | |
| VAIL RESORTS INC | NOTE1/0 | 91879QAN9 | 14,850,225 | 15,231,000 | PRN | DFND | 1 | 0 | 15,231,000 | 0 | |
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 6,730,500 | 7,000,000 | PRN | DFND | 1 | 0 | 7,000,000 | 0 | |
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 50,171,018 | 3,159,384 | SH | DFND | 1 | 0 | 3,159,384 | 0 | |
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 15,130,546 | 15,463,000 | PRN | DFND | 1 | 0 | 15,463,000 | 0 | |
| WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAP1 | 7,919,800 | 7,000,000 | PRN | DFND | 1 | 0 | 7,000,000 | 0 | |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 | 8,088,750 | 4,500,000 | PRN | DFND | 1 | 0 | 4,500,000 | 0 | |
| WIX COM LTD | NOTE8/1 | 92940WAD1 | 14,962,500 | 15,000,000 | PRN | DFND | 1 | 0 | 15,000,000 | 0 | |
| XPENG INC | ADS | 98422D105 | 1,966,800 | 110,000 | SH | DFND | 1 | 0 | 110,000 | 0 | |
| ZIFF DAVIS INC | DEBT 3.625% 3/0 | 48123VAH5 | 8,437,500 | 9,000,000 | PRN | DFND | 1 | 0 | 9,000,000 | 0 | |