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 | 58,933 | 2,750,000 | SH | DFND | 01,02 | 0 | 2,750,000 | 0 | |
| ARCONIC CORPORATION | COM | 03966V107 | 262,688 | 8,328,739 | SH | DFND | 01,02 | 0 | 8,328,739 | 0 | |
| AT&T INC | COM | 00206R102 | 135,050 | 5,000,000 | SH | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| CITRIX SYS INC | COM | 177376100 | 128,844 | 1,200,000 | SH | DFND | 01,02 | 0 | 1,200,000 | 0 | |
| CORMEDIX INC | COM | 21900C308 | 7,210 | 1,550,523 | SH | DFND | 01,02 | 0 | 1,550,523 | 0 | |
| DELL TECHNOLOGIES INC | CL C | 24703L202 | 2,583,619 | 24,832,943 | SH | DFND | 01,02 | 0 | 24,832,943 | 0 | |
| DIGITAL RLTY TR INC | COM | 253868103 | 86,670 | 600,000 | SH | Put | DFND | 01,02 | 0 | 600,000 | 0 |
| DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 97,590 | 1,000,000 | SH | DFND | 01,02 | 0 | 1,000,000 | 0 | |
| E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | 282,539 | 25,003,456 | SH | DFND | 01,02 | 0 | 25,003,456 | 0 | |
| EQUINIX INC | COM | 29444U700 | 79,013 | 100,000 | SH | Put | DFND | 01,02 | 0 | 100,000 | 0 |
| EVERGY INC | COM | 30034W106 | 655,707 | 10,541,914 | SH | DFND | 01,02 | 0 | 10,541,914 | 0 | |
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 41,805 | 1,500,000 | SH | DFND | 01,02 | 0 | 1,500,000 | 0 | |
| HEALTHCARE TR AMER INC | CL A NEW | 42225P501 | 98,620 | 3,325,000 | SH | DFND | 01,02 | 0 | 3,325,000 | 0 | |
| HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 26,422 | 200,000 | SH | Put | DFND | 01,02 | 0 | 200,000 | 0 |
| HOWMET AEROSPACE INC | COM | 443201108 | 1,281,228 | 41,065,000 | SH | DFND | 01,02 | 0 | 41,065,000 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 1,829,176 | 5,110,000 | SH | Put | DFND | 01,02 | 0 | 5,110,000 | 0 |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 407,125 | 3,060,400 | SH | Put | DFND | 01,02 | 0 | 3,060,400 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 109,375 | 500,000 | SH | Put | DFND | 01,02 | 0 | 500,000 | 0 |
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 204,780 | 2,000,000 | SH | Put | DFND | 01,02 | 0 | 2,000,000 | 0 |
| MARATHON PETE CORP | COM | 56585A102 | 653,332 | 10,570,000 | SH | DFND | 01,02 | 0 | 10,570,000 | 0 | |
| MARATHON PETE CORP | COM | 56585A102 | 247,240 | 4,000,000 | SH | Call | DFND | 01,02 | 0 | 4,000,000 | 0 |
| MARRIOTT INTL INC NEW | CL A | 571903202 | 29,618 | 200,000 | SH | Put | DFND | 01,02 | 0 | 200,000 | 0 |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 15,320 | 4,000,000 | PRN | DFND | 01,02 | 0 | 4,000,000 | 0 | |
| NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 318,554 | 16,600,000 | SH | DFND | 01,02 | 0 | 16,600,000 | 0 | |
| NOBLE CORP NEW | SHS | G6610J209 | 70,529 | 2,606,382 | SH | DFND | 01,02 | 0 | 2,606,382 | 0 | |
| PEABODY ENGR CORP | COM | 704551100 | 401,176 | 27,124,787 | SH | DFND | 01,02 | 0 | 27,124,787 | 0 | |
| PRINCIPAL FINANCIAL GROUP IN | COM | 74251V102 | 322 | 5,000 | SH | DFND | 01,02 | 0 | 5,000 | 0 | |
| PUBLIC STORAGE | COM | 74460D109 | 170,833 | 575,000 | SH | DFND | 01,02 | 0 | 575,000 | 0 | |
| RYANAIR HOLDINGS PLC | SPONSORED ADS | 783513203 | 7,831 | 71,151 | SH | DFND | 01,02 | 0 | 71,151 | 0 | |
| SANTANDER CONSUMER USA HLDGS | COM | 80283M101 | 521,176 | 12,498,214 | SH | DFND | 01,02 | 0 | 12,498,214 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 130,225 | 2,500,000 | SH | Put | DFND | 01,02 | 0 | 2,500,000 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 150,120 | 4,000,000 | SH | Put | DFND | 01,02 | 0 | 4,000,000 | 0 |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 142,716 | 1,121,100 | SH | Put | DFND | 01,02 | 0 | 1,121,100 | 0 |
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 287,249 | 4,172,700 | SH | Put | DFND | 01,02 | 0 | 4,172,700 | 0 |
| SNAP INC | CL A | 83304A106 | 36,935 | 500,000 | SH | Put | DFND | 01,02 | 0 | 500,000 | 0 |
| SPDR SER TR | S&P OILGAS EXP | 78468R556 | 967,200 | 10,000,000 | SH | Put | DFND | 01,02 | 0 | 10,000,000 | 0 |
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 31,213 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| TWITTER INC | COM | 90184L102 | 603,900 | 10,000,000 | SH | DFND | 01,02 | 0 | 10,000,000 | 0 | |
| TWITTER INC | COM | 90184L102 | 60,390 | 1,000,000 | SH | Call | DFND | 01,02 | 0 | 1,000,000 | 0 |
| UNITI GROUP INC | COM | 91325V108 | 253,285 | 20,475,739 | SH | DFND | 01,02 | 0 | 20,475,739 | 0 | |
| VALARIS LIMITED | CL A | G9460G101 | 63,014 | 1,806,589 | SH | DFND | 01,02 | 0 | 1,806,589 | 0 | |
| VANECK ETF TRUST | OIL SERVICES ETF | 92189H607 | 157,175 | 797,800 | SH | Put | DFND | 01,02 | 0 | 797,800 | 0 |
| VANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 | 94,461 | 368,600 | SH | Put | DFND | 01,02 | 0 | 368,600 | 0 |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 132,314 | 1,300,000 | SH | Put | DFND | 01,02 | 0 | 1,300,000 | 0 |
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 6,124 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 11,241 | 5,000,000 | PRN | DFND | 01,02 | 0 | 5,000,000 | 0 | |