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 | 113,658 | 2,750,000 | SH | DFND | 01,02 | 0 | 2,750,000 | 0 | |
| AT&T INC | COM | 00206R102 | 118,150 | 5,000,000 | SH | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| CITRIX SYS INC | COM | 177376100 | 121,080 | 1,200,000 | SH | DFND | 01,02 | 0 | 1,200,000 | 0 | |
| CORMEDIX INC | COM | 21900C308 | 8,497 | 1,550,523 | SH | DFND | 01,02 | 0 | 1,550,523 | 0 | |
| DIAMOND OFFSHORE DRILLING IN | COM | 25271C201 | 2,353 | 330,000 | SH | DFND | 01,02 | 0 | 330,000 | 0 | |
| DIGITAL RLTY TR INC | COM | 253868103 | 120,530 | 850,000 | SH | Put | DFND | 01,02 | 0 | 850,000 | 0 |
| E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | 142,416 | 16,165,321 | SH | DFND | 01,02 | 0 | 16,165,321 | 0 | |
| EQUINIX INC | COM | 29444U700 | 92,703 | 125,000 | SH | Put | DFND | 01,02 | 0 | 125,000 | 0 |
| EVERGY INC | COM | 30034W106 | 153,407 | 2,244,765 | SH | DFND | 01,02 | 0 | 2,244,765 | 0 | |
| HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 28,072 | 185,000 | SH | Put | DFND | 01,02 | 0 | 185,000 | 0 |
| HOWMET AEROSPACE INC | COM | 443201108 | 1,475,876 | 41,065,000 | SH | DFND | 01,02 | 0 | 41,065,000 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 868,066 | 2,394,400 | SH | Put | DFND | 01,02 | 0 | 2,394,400 | 0 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 543,810 | 1,500,000 | SH | Call | DFND | 01,02 | 0 | 1,500,000 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 164,580 | 2,000,000 | SH | Put | DFND | 01,02 | 0 | 2,000,000 | 0 |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 260,021 | 2,150,000 | SH | Put | DFND | 01,02 | 0 | 2,150,000 | 0 |
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 432,880 | 4,000,000 | SH | Put | DFND | 01,02 | 0 | 4,000,000 | 0 |
| MARATHON PETE CORP | COM | 56585A102 | 946,058 | 11,065,000 | SH | DFND | 01,02 | 0 | 11,065,000 | 0 | |
| MARRIOTT INTL INC NEW | CL A | 571903202 | 25,484 | 145,000 | SH | Put | DFND | 01,02 | 0 | 145,000 | 0 |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 11,064 | 4,000,000 | PRN | DFND | 01,02 | 0 | 4,000,000 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 16,655 | 12,000,000 | PRN | DFND | 01,02 | 0 | 12,000,000 | 0 | |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 3,617 | 5,000,000 | PRN | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 452,184 | 16,600,000 | SH | DFND | 01,02 | 0 | 16,600,000 | 0 | |
| NOBLE CORP NEW | SHS | G6610J209 | 91,270 | 2,603,982 | SH | DFND | 01,02 | 0 | 2,603,982 | 0 | |
| PEABODY ENGR CORP | COM | 704551100 | 634,345 | 25,859,970 | SH | DFND | 01,02 | 0 | 25,859,970 | 0 | |
| PRINCIPAL FINANCIAL GROUP IN | COM | 74251V102 | 367 | 5,000 | SH | DFND | 01,02 | 0 | 5,000 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 402,457 | 5,265,000 | SH | Put | DFND | 01,02 | 0 | 5,265,000 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 95,800 | 2,500,000 | SH | Put | DFND | 01,02 | 0 | 2,500,000 | 0 |
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 216,287 | 2,850,000 | SH | Put | DFND | 01,02 | 0 | 2,850,000 | 0 |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 160,265 | 1,169,900 | SH | Put | DFND | 01,02 | 0 | 1,169,900 | 0 |
| SPDR SER TR | S&P BIOTECH | 78464A870 | 43,556 | 484,600 | SH | Call | DFND | 01,02 | 0 | 484,600 | 0 |
| SPDR SER TR | S&P OILGAS EXP | 78468R556 | 336,375 | 2,500,000 | SH | Put | DFND | 01,02 | 0 | 2,500,000 | 0 |
| SPDR SER TR | S&P RETAIL ETF | 78464A714 | 264,390 | 3,500,000 | SH | Put | DFND | 01,02 | 0 | 3,500,000 | 0 |
| SUNCOR ENERGY INC NEW | COM | 867224107 | 326,135 | 10,000,000 | SH | DFND | 01,02 | 0 | 10,000,000 | 0 | |
| SWITCH INC | CL A | 87105L104 | 178,294 | 5,785,000 | SH | DFND | 01,02 | 0 | 5,785,000 | 0 | |
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 43,411 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| TWITTER INC | COM | 90184L102 | 386,900 | 10,000,000 | SH | DFND | 01,02 | 0 | 10,000,000 | 0 | |
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 42,346 | 50,000,000 | PRN | DFND | 01,02 | 0 | 50,000,000 | 0 | |
| TWITTER INC | COM | 90184L102 | 77,380 | 2,000,000 | SH | Call | DFND | 01,02 | 0 | 2,000,000 | 0 |
| UNITI GROUP INC | COM | 91325V108 | 281,746 | 20,475,739 | SH | DFND | 01,02 | 0 | 20,475,739 | 0 | |
| VALARIS LIMITED | CL A | G9460G101 | 98,743 | 1,900,000 | SH | DFND | 01,02 | 0 | 1,900,000 | 0 | |
| VANECK ETF TRUST | OIL SERVICES ETF | 92189H607 | 110,195 | 390,000 | SH | Put | DFND | 01,02 | 0 | 390,000 | 0 |
| VANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 | 68,608 | 254,300 | SH | Put | DFND | 01,02 | 0 | 254,300 | 0 |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 32,511 | 300,000 | SH | Put | DFND | 01,02 | 0 | 300,000 | 0 |
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 2,703 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 6,102 | 5,000,000 | PRN | DFND | 01,02 | 0 | 5,000,000 | 0 | |