The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 16,400 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 58,815 | 4,500,000 | SH | Put | DFND | 01,02 | 0 | 4,500,000 | 0 |
| ARCONIC CORPORATION | COM | 03966V107 | 144,752 | 10,391,409 | SH | DFND | 01,02 | 0 | 10,391,409 | 0 | |
| AT&T INC | COM | 00206R102 | 151,150 | 5,000,000 | SH | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| B. RILEY FINANCIAL INC | COM | 05580M108 | 25,531 | 1,173,302 | SH | DFND | 01,02 | 0 | 1,173,302 | 0 | |
| CINEMARK HLDGS INC | COM | 17243V102 | 18,711 | 1,620,000 | SH | Call | DFND | 01,02 | 0 | 1,620,000 | 0 |
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 13,545 | 4,500,000 | SH | DFND | 01,02 | 0 | 4,500,000 | 0 | |
| CORMEDIX INC | COM | 21900C308 | 5,250 | 833,374 | SH | DFND | 01,02 | 0 | 833,374 | 0 | |
| DELL TECHNOLOGIES INC | CL C | 24703L202 | 1,160,695 | 21,126,599 | SH | DFND | 01,02 | 0 | 21,126,599 | 0 | |
| DELL TECHNOLOGIES INC | CL C | 24703L202 | 76,916 | 1,400,000 | SH | Call | DFND | 01,02 | 0 | 1,400,000 | 0 |
| DIGITAL RLTY TR INC | COM | 253868103 | 46,186 | 325,000 | SH | Put | DFND | 01,02 | 0 | 325,000 | 0 |
| EBAY INC. | COM | 278642103 | 519,255 | 9,900,000 | SH | DFND | 01,02 | 0 | 9,900,000 | 0 | |
| FACEBOOK INC | CL A | 30303M102 | 227,070 | 1,000,000 | SH | Put | DFND | 01,02 | 0 | 1,000,000 | 0 |
| FORESCOUT TECHNOLOGIES INC | COM | 34553D101 | 40,372 | 1,904,318 | SH | DFND | 01,02 | 0 | 1,904,318 | 0 | |
| HOWMET AEROSPACE INC | COM | 443201108 | 658,816 | 41,565,658 | SH | DFND | 01,02 | 0 | 41,565,658 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 2,710,329 | 10,946,400 | SH | Put | DFND | 01,02 | 0 | 10,946,400 | 0 |
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 161,876 | 2,054,000 | SH | Put | DFND | 01,02 | 0 | 2,054,000 | 0 |
| ISHARES TR | NASDAQ BIOTECH | 464287556 | 153,776 | 1,125,000 | SH | Put | DFND | 01,02 | 0 | 1,125,000 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 114,544 | 800,000 | SH | Put | DFND | 01,02 | 0 | 800,000 | 0 |
| LOGMEIN INC | COM | 54142L109 | 114,759 | 1,353,765 | SH | DFND | 01,02 | 0 | 1,353,765 | 0 | |
| MARATHON PETE CORP | COM | 56585A102 | 361,465 | 9,670,000 | SH | DFND | 01,02 | 0 | 9,670,000 | 0 | |
| MARATHON PETE CORP | COM | 56585A102 | 149,520 | 4,000,000 | SH | Call | DFND | 01,02 | 0 | 4,000,000 | 0 |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 9,153 | 4,000,000 | PRN | DFND | 01,02 | 0 | 4,000,000 | 0 | |
| NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 246,676 | 16,600,000 | SH | DFND | 01,02 | 0 | 16,600,000 | 0 | |
| ORACLE CORP | COM | 68389X105 | 24,319 | 440,000 | SH | Put | DFND | 01,02 | 0 | 440,000 | 0 |
| PEABODY ENERGY CORP NEW | COM | 704551100 | 83,279 | 28,916,201 | SH | DFND | 01,02 | 0 | 28,916,201 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,545 | 1,500,000 | PRN | DFND | 01,02 | 0 | 1,500,000 | 0 | |
| RYANAIR HOLDINGS PLC | SPONSORED ADS | 783513203 | 37,174 | 560,360 | SH | DFND | 01,02 | 0 | 560,360 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 143,830 | 3,800,000 | SH | Call | DFND | 01,02 | 0 | 3,800,000 | 0 |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 37,850 | 1,000,000 | SH | Put | DFND | 01,02 | 0 | 1,000,000 | 0 |
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 42,323 | 750,000 | SH | Put | DFND | 01,02 | 0 | 750,000 | 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 | |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 14,993 | 5,000,000 | PRN | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 315,157 | 95,000,000 | PRN | DFND | 01,02 | 0 | 95,000,000 | 0 | |
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 8,776 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| TWITTER INC | COM | 90184L102 | 104,265 | 3,500,000 | SH | DFND | 01,02 | 0 | 3,500,000 | 0 | |
| TWITTER INC | COM | 90184L102 | 61,070 | 2,050,000 | SH | Call | DFND | 01,02 | 0 | 2,050,000 | 0 |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 628,240 | 8,000,000 | SH | Put | DFND | 01,02 | 0 | 8,000,000 | 0 |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 274,855 | 3,500,000 | SH | Call | DFND | 01,02 | 0 | 3,500,000 | 0 |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 8,942 | 5,000,000 | PRN | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 4,765 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| WELLTOWER INC | COM | 95040Q104 | 184,064 | 3,556,800 | SH | DFND | 01,02 | 0 | 3,556,800 | 0 | |
| WELLTOWER INC | COM | 95040Q104 | 28,463 | 550,000 | SH | Call | DFND | 01,02 | 0 | 550,000 | 0 |