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 |
| 8X8 INC NEW | COM | 282914100 | 4,922 | 355,099 | SH | DFND | 01,02 | 0 | 355,099 | 0 | |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 14,163 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| ARCONIC INC | COM | 03965L100 | 667,544 | 41,565,658 | SH | DFND | 01,02 | 0 | 41,565,658 | 0 | |
| AT&T INC | COM | 00206R102 | 145,750 | 5,000,000 | SH | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| AT&T INC | COM | 00206R102 | 306,075 | 10,500,000 | SH | Call | DFND | 01,02 | 0 | 10,500,000 | 0 |
| B. RILEY FINANCIAL INC | COM | 05580M108 | 21,612 | 1,173,302 | SH | DFND | 01,02 | 0 | 1,173,302 | 0 | |
| CENTURY ALUM CO | COM | 156431108 | 3,620 | 1,000,000 | SH | Call | DFND | 01,02 | 0 | 1,000,000 | 0 |
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 863 | 19,000,000 | PRN | DFND | 01,02 | 0 | 19,000,000 | 0 | |
| CNH INDL N V | SHS | N20944109 | 5,164 | 898,502 | SH | DFND | 01,02 | 0 | 898,502 | 0 | |
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 15,030 | 4,500,000 | SH | DFND | 01,02 | 0 | 4,500,000 | 0 | |
| CORMEDIX INC | COM | 21900C308 | 2,992 | 833,374 | SH | DFND | 01,02 | 0 | 833,374 | 0 | |
| CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 11,484 | 361,700 | SH | DFND | 01,02 | 0 | 361,700 | 0 | |
| DELL TECHNOLOGIES INC | CL C | 24703L202 | 591,457 | 14,954,673 | SH | DFND | 01,02 | 0 | 14,954,673 | 0 | |
| DELL TECHNOLOGIES INC | CL C | 24703L202 | 196,761 | 4,975,000 | SH | Call | DFND | 01,02 | 0 | 4,975,000 | 0 |
| DIGITAL RLTY TR INC | COM | 253868103 | 45,146 | 325,000 | SH | Put | DFND | 01,02 | 0 | 325,000 | 0 |
| DROPBOX INC | CL A | 26210C104 | 28,229 | 1,559,600 | SH | Call | DFND | 01,02 | 0 | 1,559,600 | 0 |
| DROPBOX INC | CL A | 26210C104 | 90,500 | 5,000,000 | SH | Put | DFND | 01,02 | 0 | 5,000,000 | 0 |
| EBAY INC | COM | 278642103 | 297,594 | 9,900,000 | SH | DFND | 01,02 | 0 | 9,900,000 | 0 | |
| ELEMENT SOLUTIONS INC | COM | 28618M106 | 59,031 | 7,061,096 | SH | DFND | 01,02 | 0 | 7,061,096 | 0 | |
| EQUINIX INC | COM | 29444U700 | 54,650 | 87,500 | SH | Put | DFND | 01,02 | 0 | 87,500 | 0 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 280,840 | 1,475,000 | SH | Put | DFND | 01,02 | 0 | 1,475,000 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 30,635 | 397,500 | SH | DFND | 01,02 | 0 | 397,500 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 308,280 | 4,000,000 | SH | Call | DFND | 01,02 | 0 | 4,000,000 | 0 |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 425,695 | 3,446,646 | SH | DFND | 01,02 | 0 | 3,446,646 | 0 | |
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 41,742 | 600,000 | SH | Put | DFND | 01,02 | 0 | 600,000 | 0 |
| LOGMEIN INC | COM | 54142L109 | 112,742 | 1,353,765 | SH | DFND | 01,02 | 0 | 1,353,765 | 0 | |
| MARATHON PETE CORP | COM | 56585A102 | 228,405 | 9,670,000 | SH | DFND | 01,02 | 0 | 9,670,000 | 0 | |
| MARATHON PETE CORP | COM | 56585A102 | 18,853 | 798,200 | SH | Call | DFND | 01,02 | 0 | 798,200 | 0 |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 5,220 | 4,000,000 | PRN | DFND | 01,02 | 0 | 4,000,000 | 0 | |
| NEW RELIC INC | COM | 64829B100 | 11,602 | 250,900 | SH | DFND | 01,02 | 0 | 250,900 | 0 | |
| NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 208,164 | 16,600,000 | SH | DFND | 01,02 | 0 | 16,600,000 | 0 | |
| NUTANIX INC | CL A | 67059N108 | 7,192 | 455,167 | SH | DFND | 01,02 | 0 | 455,167 | 0 | |
| ORACLE CORP | COM | 68389X105 | 21,265 | 440,000 | SH | Put | DFND | 01,02 | 0 | 440,000 | 0 |
| PEABODY ENERGY CORP NEW | COM | 704551100 | 83,857 | 28,916,201 | SH | DFND | 01,02 | 0 | 28,916,201 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,327 | 1,500,000 | PRN | DFND | 01,02 | 0 | 1,500,000 | 0 | |
| ROADRUNNER TRANSN SYS INC | COM NEW | 76973Q204 | 87,095 | 34,155,020 | SH | DFND | 01,02 | 0 | 34,155,020 | 0 | |
| RYANAIR HOLDINGS PLC | SPONSORED ADS | 783513203 | 27,005 | 508,660 | SH | DFND | 01,02 | 0 | 508,660 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 232,480 | 8,000,000 | SH | Call | DFND | 01,02 | 0 | 8,000,000 | 0 |
| SPDR SER TR | S&P OILGAS EXP | 78468R556 | 24,675 | 750,000 | SH | DFND | 01,02 | 0 | 750,000 | 0 | |
| SPDR SER TR | S&P OILGAS EXP | 78468R556 | 82,250 | 2,500,000 | SH | Call | DFND | 01,02 | 0 | 2,500,000 | 0 |
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 1,197 | 50,000 | SH | Put | DFND | 01,02 | 0 | 50,000 | 0 |
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 1,197 | 50,000 | SH | DFND | 01,02 | 0 | 50,000 | 0 | |
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 5,983 | 250,000 | SH | Call | DFND | 01,02 | 0 | 250,000 | 0 |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 7,849 | 5,000,000 | PRN | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 163,042 | 95,000,000 | PRN | DFND | 01,02 | 0 | 95,000,000 | 0 | |
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 4,568 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| TWITTER INC | COM | 90184L102 | 73,680 | 3,000,000 | SH | DFND | 01,02 | 0 | 3,000,000 | 0 | |
| TWITTER INC | COM | 90184L102 | 24,560 | 1,000,000 | SH | Call | DFND | 01,02 | 0 | 1,000,000 | 0 |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 307,340 | 4,400,000 | SH | Put | DFND | 01,02 | 0 | 4,400,000 | 0 |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 3,517 | 5,000,000 | PRN | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| ZIONS BANCORPORATION | *W EXP 5/21/202 | 989701115 | 115 | 350,000 | SH | DFND | 01,02 | 0 | 350,000 | 0 | |