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 |
| AEROJET ROCKETDYNE HLDGS INC | COM | 007800105 | 121,800 | 3,000,000 | SH | DFND | 01,02 | 0 | 3,000,000 | 0 | |
| CITRIX SYS INC | COM | 177376100 | 116,604 | 1,200,000 | SH | DFND | 01,02 | 0 | 1,200,000 | 0 | |
| CORMEDIX INC | COM | 21900C308 | 6,233 | 1,550,523 | SH | DFND | 01,02 | 0 | 1,550,523 | 0 | |
| DIAMOND OFFSHORE DRILLING IN | COM | 25271C201 | 1,944 | 330,000 | SH | DFND | 01,02 | 0 | 330,000 | 0 | |
| DIGITAL RLTY TR INC | COM | 253868103 | 165,897 | 1,277,800 | SH | Put | DFND | 01,02 | 0 | 1,277,800 | 0 |
| E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | 125,766 | 16,165,321 | SH | DFND | 01,02 | 0 | 16,165,321 | 0 | |
| ELECTRONIC ARTS INC | COM | 285512109 | 60,825 | 500,000 | SH | Call | DFND | 01,02 | 0 | 500,000 | 0 |
| ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | 61,680 | 3,000,000 | SH | DFND | 01,02 | 0 | 3,000,000 | 0 | |
| EQUINIX INC | COM | 29444U700 | 192,047 | 292,300 | SH | Put | DFND | 01,02 | 0 | 292,300 | 0 |
| HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 22,288 | 200,000 | SH | Put | DFND | 01,02 | 0 | 200,000 | 0 |
| HOWMET AEROSPACE INC | COM | 443201108 | 1,291,494 | 41,065,000 | SH | DFND | 01,02 | 0 | 41,065,000 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 493,994 | 1,762,500 | SH | Put | DFND | 01,02 | 0 | 1,762,500 | 0 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 560,560 | 2,000,000 | SH | Call | DFND | 01,02 | 0 | 2,000,000 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 736,100 | 10,000,000 | SH | Put | DFND | 01,02 | 0 | 10,000,000 | 0 |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 193,103 | 1,755,000 | SH | Put | DFND | 01,02 | 0 | 1,755,000 | 0 |
| ISHARES TR | ISHARES BIOTECH | 464287556 | 78,812 | 670,000 | SH | Put | DFND | 01,02 | 0 | 670,000 | 0 |
| MARATHON PETE CORP | COM | 56585A102 | 909,654 | 11,065,000 | SH | DFND | 01,02 | 0 | 11,065,000 | 0 | |
| MARRIOTT INTL INC NEW | CL A | 571903202 | 19,721 | 145,000 | SH | Put | DFND | 01,02 | 0 | 145,000 | 0 |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 6,505 | 4,000,000 | PRN | DFND | 01,02 | 0 | 4,000,000 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 7,647 | 12,000,000 | PRN | DFND | 01,02 | 0 | 12,000,000 | 0 | |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 2,216 | 5,000,000 | PRN | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 385,452 | 16,600,000 | SH | DFND | 01,02 | 0 | 16,600,000 | 0 | |
| NOBLE CORP NEW | SHS | G6610J209 | 72,248 | 2,850,000 | SH | DFND | 01,02 | 0 | 2,850,000 | 0 | |
| PAYPAL HLDGS INC | COM | 70450Y103 | 69,840 | 1,000,000 | SH | DFND | 01,02 | 0 | 1,000,000 | 0 | |
| PEABODY ENGR CORP | COM | 704551100 | 551,593 | 25,859,970 | SH | DFND | 01,02 | 0 | 25,859,970 | 0 | |
| PINTEREST INC | CL A | 72352L106 | 90,800 | 5,000,000 | SH | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| POLESTAR AUTOMOTIVE HLDG UK | ADS A | 731105201 | 13,805 | 1,566,948 | SH | DFND | 01,02 | 0 | 1,566,948 | 0 | |
| PRINCIPAL FINANCIAL GROUP IN | COM | 74251V102 | 334 | 5,000 | SH | DFND | 01,02 | 0 | 5,000 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 734,408 | 10,270,000 | SH | Put | DFND | 01,02 | 0 | 10,270,000 | 0 |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 210,288 | 1,639,800 | SH | Put | DFND | 01,02 | 0 | 1,639,800 | 0 |
| SPDR SER TR | S&P BIOTECH | 78464A870 | 35,991 | 484,600 | SH | Call | DFND | 01,02 | 0 | 484,600 | 0 |
| SUNCOR ENERGY INC NEW | COM | 867224107 | 350,744 | 10,000,000 | SH | DFND | 01,02 | 0 | 10,000,000 | 0 | |
| SWITCH INC | CL A | 87105L104 | 193,798 | 5,785,000 | SH | DFND | 01,02 | 0 | 5,785,000 | 0 | |
| TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 33,083 | 270,000 | SH | Call | DFND | 01,02 | 0 | 270,000 | 0 |
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 27,103 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 35,737 | 40,000,000 | PRN | DFND | 01,02 | 0 | 40,000,000 | 0 | |
| UNITI GROUP INC | COM | 91325V108 | 192,881 | 20,475,739 | SH | DFND | 01,02 | 0 | 20,475,739 | 0 | |
| VALARIS LIMITED | CL A | G9460G101 | 84,029 | 1,989,332 | SH | DFND | 01,02 | 0 | 1,989,332 | 0 | |
| VANECK ETF TRUST | OIL SERVICES ETF | 92189H607 | 222,133 | 955,000 | SH | Put | DFND | 01,02 | 0 | 955,000 | 0 |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 136,665 | 1,500,000 | SH | Put | DFND | 01,02 | 0 | 1,500,000 | 0 |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 4,048 | 5,000,000 | PRN | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 53,124 | 1,185,000 | SH | DFND | 01,02 | 0 | 1,185,000 | 0 | |