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 |
| APA CORPORATION | COM | 03743Q108 | 73,948 | 2,750,000 | SH | DFND | 01,02 | 0 | 2,750,000 | 0 | |
| APPLE INC | COM | 037833100 | 213,084 | 1,200,000 | SH | Put | DFND | 01,02 | 0 | 1,200,000 | 0 |
| ARCONIC CORPORATION | COM | 03966V107 | 18,156 | 550,000 | SH | DFND | 01,02 | 0 | 550,000 | 0 | |
| AT&T INC | COM | 00206R102 | 123,000 | 5,000,000 | SH | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| CITRIX SYS INC | COM | 177376100 | 113,508 | 1,200,000 | SH | DFND | 01,02 | 0 | 1,200,000 | 0 | |
| CORMEDIX INC | COM | 21900C308 | 7,055 | 1,550,523 | SH | DFND | 01,02 | 0 | 1,550,523 | 0 | |
| DELL TECHNOLOGIES INC | CL C | 24703L202 | 532,709 | 9,483,877 | SH | DFND | 01,02 | 0 | 9,483,877 | 0 | |
| DIGITAL RLTY TR INC | COM | 253868103 | 194,557 | 1,100,000 | SH | Put | DFND | 01,02 | 0 | 1,100,000 | 0 |
| DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 104,900 | 1,000,000 | SH | DFND | 01,02 | 0 | 1,000,000 | 0 | |
| E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | 176,731 | 15,695,464 | SH | DFND | 01,02 | 0 | 15,695,464 | 0 | |
| EQUINIX INC | COM | 29444U700 | 84,584 | 100,000 | SH | Put | DFND | 01,02 | 0 | 100,000 | 0 |
| EVERGY INC | COM | 30034W106 | 646,202 | 9,418,477 | SH | DFND | 01,02 | 0 | 9,418,477 | 0 | |
| HEALTHCARE TR AMER INC | CL A NEW | 42225P501 | 111,022 | 3,325,000 | SH | DFND | 01,02 | 0 | 3,325,000 | 0 | |
| HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 31,198 | 200,000 | SH | Put | DFND | 01,02 | 0 | 200,000 | 0 |
| HOWMET AEROSPACE INC | COM | 443201108 | 1,307,099 | 41,065,000 | SH | DFND | 01,02 | 0 | 41,065,000 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 1,376,163 | 3,459,000 | SH | Put | DFND | 01,02 | 0 | 3,459,000 | 0 |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 530,080 | 4,000,000 | SH | Put | DFND | 01,02 | 0 | 4,000,000 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 111,225 | 500,000 | SH | Put | DFND | 01,02 | 0 | 500,000 | 0 |
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 232,280 | 2,000,000 | SH | Put | DFND | 01,02 | 0 | 2,000,000 | 0 |
| MARATHON PETE CORP | COM | 56585A102 | 676,374 | 10,570,000 | SH | DFND | 01,02 | 0 | 10,570,000 | 0 | |
| MARATHON PETE CORP | COM | 56585A102 | 191,970 | 3,000,000 | SH | Call | DFND | 01,02 | 0 | 3,000,000 | 0 |
| MARRIOTT INTL INC NEW | CL A | 571903202 | 33,048 | 200,000 | SH | Put | DFND | 01,02 | 0 | 200,000 | 0 |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 12,410 | 4,000,000 | PRN | DFND | 01,02 | 0 | 4,000,000 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 18,657 | 12,000,000 | PRN | DFND | 01,02 | 0 | 12,000,000 | 0 | |
| NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 340,466 | 16,600,000 | SH | DFND | 01,02 | 0 | 16,600,000 | 0 | |
| NOBLE CORP NEW | SHS | G6610J209 | 64,664 | 2,606,382 | SH | DFND | 01,02 | 0 | 2,606,382 | 0 | |
| PEABODY ENGR CORP | COM | 704551100 | 260,410 | 25,859,970 | SH | DFND | 01,02 | 0 | 25,859,970 | 0 | |
| PRINCIPAL FINANCIAL GROUP IN | COM | 74251V102 | 362 | 5,000 | SH | DFND | 01,02 | 0 | 5,000 | 0 | |
| SANTANDER CONSUMER USA HLDGS | COM | 80283M101 | 703,558 | 16,743,397 | SH | DFND | 01,02 | 0 | 16,743,397 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 162,338 | 2,925,000 | SH | Put | DFND | 01,02 | 0 | 2,925,000 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 156,200 | 4,000,000 | SH | Put | DFND | 01,02 | 0 | 4,000,000 | 0 |
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 321,757 | 4,172,700 | SH | Put | DFND | 01,02 | 0 | 4,172,700 | 0 |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 105,372 | 747,900 | SH | Put | DFND | 01,02 | 0 | 747,900 | 0 |
| SPDR SER TR | S&P OILGAS EXP | 78468R556 | 383,480 | 4,000,000 | SH | Put | DFND | 01,02 | 0 | 4,000,000 | 0 |
| SWITCH INC | CL A | 87105L104 | 165,682 | 5,785,000 | SH | DFND | 01,02 | 0 | 5,785,000 | 0 | |
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 42,562 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| TWITTER INC | COM | 90184L102 | 432,200 | 10,000,000 | SH | DFND | 01,02 | 0 | 10,000,000 | 0 | |
| UNITI GROUP INC | COM | 91325V108 | 286,865 | 20,475,739 | SH | DFND | 01,02 | 0 | 20,475,739 | 0 | |
| VALARIS LIMITED | CL A | G9460G101 | 80,332 | 2,231,440 | SH | DFND | 01,02 | 0 | 2,231,440 | 0 | |
| VANECK ETF TRUST | OIL SERVICES ETF | 92189H607 | 138,630 | 750,000 | SH | Put | DFND | 01,02 | 0 | 750,000 | 0 |
| VANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 | 397,104 | 1,286,000 | SH | Put | DFND | 01,02 | 0 | 1,286,000 | 0 |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 324,828 | 2,800,000 | SH | Put | DFND | 01,02 | 0 | 2,800,000 | 0 |
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 4,532 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 8,671 | 5,000,000 | PRN | DFND | 01,02 | 0 | 5,000,000 | 0 | |