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 | 119,970 | 3,000,000 | SH | DFND | 01,02 | 0 | 3,000,000 | 0 | |
| BAUSCH HEALTH COS INC | COM | 071734107 | 101 | 14,625 | SH | DFND | 01,02 | 0 | 14,625 | 0 | |
| CARDINAL HEALTH INC | COM | 14149Y108 | 133,360 | 2,000,000 | SH | DFND | 01,02 | 0 | 2,000,000 | 0 | |
| CLARIVATE PLC | ORD SHS | G21810109 | 93,900 | 10,000,000 | SH | DFND | 01,02 | 0 | 10,000,000 | 0 | |
| CORMEDIX INC | COM | 21900C308 | 4,388 | 1,550,523 | SH | DFND | 01,02 | 0 | 1,550,523 | 0 | |
| DIGITAL RLTY TR INC | COM | 253868103 | 123,975 | 1,250,000 | SH | Put | DFND | 01,02 | 0 | 1,250,000 | 0 |
| E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | 109,245 | 17,997,464 | SH | DFND | 01,02 | 0 | 17,997,464 | 0 | |
| ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | 60,780 | 3,000,000 | SH | DFND | 01,02 | 0 | 3,000,000 | 0 | |
| HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 24,124 | 200,000 | SH | Put | DFND | 01,02 | 0 | 200,000 | 0 |
| HOWMET AEROSPACE INC | COM | 443201108 | 1,118,152 | 36,151,051 | SH | DFND | 01,02 | 0 | 36,151,051 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 66,815 | 250,000 | SH | Put | DFND | 01,02 | 0 | 250,000 | 0 |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 227,951 | 2,225,000 | SH | DFND | 01,02 | 0 | 2,225,000 | 0 | |
| ISHARES TR | ISHARES BIOTECH | 464287556 | 169,592 | 1,450,000 | SH | Put | DFND | 01,02 | 0 | 1,450,000 | 0 |
| MARATHON PETE CORP | COM | 56585A102 | 1,099,086 | 11,065,000 | SH | DFND | 01,02 | 0 | 11,065,000 | 0 | |
| MARRIOTT INTL INC NEW | CL A | 571903202 | 70,070 | 500,000 | SH | Put | DFND | 01,02 | 0 | 500,000 | 0 |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 7,920 | 4,000,000 | PRN | DFND | 01,02 | 0 | 4,000,000 | 0 | |
| MICRON TECHNOLOGY INC | COM | 595112103 | 85,841 | 1,713,400 | SH | Put | DFND | 01,02 | 0 | 1,713,400 | 0 |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 9,040 | 12,000,000 | PRN | DFND | 01,02 | 0 | 12,000,000 | 0 | |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 2,300 | 5,000,000 | PRN | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 460,152 | 16,600,000 | SH | DFND | 01,02 | 0 | 16,600,000 | 0 | |
| NOBLE CORP NEW | ORD SHS A | G65431127 | 84,303 | 2,850,000 | SH | DFND | 01,02 | 0 | 2,850,000 | 0 | |
| PAYPAL HLDGS INC | COM | 70450Y103 | 86,070 | 1,000,000 | SH | DFND | 01,02 | 0 | 1,000,000 | 0 | |
| PEABODY ENERGY CORP | COM | 704551100 | 641,844 | 25,859,970 | SH | DFND | 01,02 | 0 | 25,859,970 | 0 | |
| PINTEREST INC | CL A | 72352L106 | 349,500 | 15,000,000 | SH | DFND | 01,02 | 0 | 15,000,000 | 0 | |
| POLESTAR AUTOMOTIVE HLDG UK | ADS A | 731105201 | 7,929 | 1,566,948 | SH | DFND | 01,02 | 0 | 1,566,948 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 651,061 | 9,040,000 | SH | Put | DFND | 01,02 | 0 | 9,040,000 | 0 |
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 99,554 | 1,491,900 | SH | Put | DFND | 01,02 | 0 | 1,491,900 | 0 |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 224,054 | 1,850,000 | SH | Put | DFND | 01,02 | 0 | 1,850,000 | 0 |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 115,055 | 950,000 | SH | Call | DFND | 01,02 | 0 | 950,000 | 0 |
| SUNCOR ENERGY INC NEW | COM | 867224107 | 281,660 | 10,000,000 | SH | DFND | 01,02 | 0 | 10,000,000 | 0 | |
| SWITCH INC | CL A | 87105L104 | 194,897 | 5,785,000 | SH | DFND | 01,02 | 0 | 5,785,000 | 0 | |
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 31,942 | 2,500,000 | PRN | DFND | 01,02 | 0 | 2,500,000 | 0 | |
| TRIPLE FLAG PRECIOUS METAL | COM | 89679M104 | 1,633,693 | 129,145,727 | SH | DFND | 01,02 | 0 | 129,145,727 | 0 | |
| UNITI GROUP INC | COM | 91325V108 | 98,512 | 14,174,355 | SH | DFND | 01,02 | 0 | 14,174,355 | 0 | |
| VALARIS LIMITED | CL A | G9460G101 | 168,843 | 3,450,000 | SH | DFND | 01,02 | 0 | 3,450,000 | 0 | |
| VANECK ETF TRUST | OIL SERVICES ETF | 92189H607 | 730,787 | 3,460,000 | SH | Put | DFND | 01,02 | 0 | 3,460,000 | 0 |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 200,425 | 2,500,000 | SH | Put | DFND | 01,02 | 0 | 2,500,000 | 0 |
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 21,848 | 32,500,000 | PRN | DFND | 01,02 | 0 | 32,500,000 | 0 | |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 11,115 | 17,500,000 | PRN | DFND | 01,02 | 0 | 17,500,000 | 0 | |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 4,210 | 5,000,000 | PRN | DFND | 01,02 | 0 | 5,000,000 | 0 | |
| WESTERN DIGITAL CORP. | COM | 958102105 | 38,572 | 1,185,000 | SH | DFND | 01,02 | 0 | 1,185,000 | 0 | |