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 |
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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 |
BAUSCH HEALTH COS INC | COM | 071734107 | 92,278 | 11,500 | SH | DFND | 1,2 | 0 | 11,500 | 0 | |
BILL HOLDINGS INC | NOTE 4/0 | 090043AD2 | 37,490,435 | 45,000,000 | PRN | DFND | 1,2 | 0 | 45,000,000 | 0 | |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 289,292,590 | 3,000,338 | SH | DFND | 1,2 | 0 | 3,000,338 | 0 | |
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 22,161,107 | 25,000,000 | PRN | DFND | 1,2 | 0 | 25,000,000 | 0 | |
CARDINAL HEALTH INC | COM | 14149Y108 | 201,600,000 | 2,000,000 | SH | DFND | 1,2 | 0 | 2,000,000 | 0 | |
CATALENT INC | COM | 148806102 | 179,720,000 | 4,000,000 | SH | DFND | 1,2 | 0 | 4,000,000 | 0 | |
CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 35,441,672 | 42,500,000 | PRN | DFND | 1,2 | 0 | 42,500,000 | 0 | |
CONSTELLATION BRANDS INC | CL A | 21036P108 | 122,567,250 | 507,000 | SH | DFND | 1,2 | 0 | 507,000 | 0 | |
CORMEDIX INC | COM | 21900C308 | 5,829,966 | 1,550,523 | SH | DFND | 1,2 | 0 | 1,550,523 | 0 | |
CROWN CASTLE INC | COM | 22822V101 | 141,107,750 | 1,225,000 | SH | DFND | 1,2 | 0 | 1,225,000 | 0 | |
DIGITAL RLTY TR INC | COM | 253868103 | 67,290,000 | 500,000 | SH | Put | DFND | 1,2 | 0 | 500,000 | 0 |
E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | 119,627,500 | 27,250,000 | SH | DFND | 1,2 | 0 | 27,250,000 | 0 | |
ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | 97,293,000 | 4,100,000 | SH | DFND | 1,2 | 0 | 4,100,000 | 0 | |
EQUINIX INC | COM | 29444U700 | 22,631,459 | 28,100 | SH | Put | DFND | 1,2 | 0 | 28,100 | 0 |
ETF SER SOLUTIONS | US GLB JETS | 26922A842 | 19,030,000 | 1,000,000 | SH | Put | DFND | 1,2 | 0 | 1,000,000 | 0 |
ETSY INC | COM | 29786A106 | 153,995,000 | 1,900,000 | SH | DFND | 1,2 | 0 | 1,900,000 | 0 | |
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 125,421,535 | 2,087,923 | SH | DFND | 1,2 | 0 | 2,087,923 | 0 | |
HOWMET AEROSPACE INC | COM | 443201108 | 129,888,000 | 2,400,000 | SH | DFND | 1,2 | 0 | 2,400,000 | 0 | |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 3,164,975,320 | 7,728,500 | SH | Put | DFND | 1,2 | 0 | 7,728,500 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 1,228,560,000 | 3,000,000 | SH | Call | DFND | 1,2 | 0 | 3,000,000 | 0 |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 78,937,800 | 1,020,000 | SH | DFND | 1,2 | 0 | 1,020,000 | 0 | |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 218,553,500 | 1,975,000 | SH | DFND | 1,2 | 0 | 1,975,000 | 0 | |
ISHARES TR | ISHARES BIOTECH | 464287556 | 848,736,460 | 6,247,600 | SH | Put | DFND | 1,2 | 0 | 6,247,600 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 391,384,500 | 1,950,000 | SH | Put | DFND | 1,2 | 0 | 1,950,000 | 0 |
LIBERTY BROADBAND CORP | COM SER C | 530307305 | 128,944,000 | 1,600,000 | SH | DFND | 1,2 | 0 | 1,600,000 | 0 | |
MARATHON PETE CORP | COM | 56585A102 | 1,641,603,400 | 11,065,000 | SH | DFND | 1,2 | 0 | 11,065,000 | 0 | |
MARRIOTT INTL INC NEW | CL A | 571903202 | 169,132,500 | 750,000 | SH | Put | DFND | 1,2 | 0 | 750,000 | 0 |
MATCH GROUP INC NEW | COM | 57667L107 | 109,500,000 | 3,000,000 | SH | DFND | 1,2 | 0 | 3,000,000 | 0 | |
MATCH GROUP INC NEW | COM | 57667L107 | 8,365,800 | 229,200 | SH | Call | DFND | 1,2 | 0 | 229,200 | 0 |
MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 20,033,895 | 12,000,000 | PRN | DFND | 1,2 | 0 | 12,000,000 | 0 | |
MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 4,362,187 | 5,000,000 | PRN | DFND | 1,2 | 0 | 5,000,000 | 0 | |
NRG ENERGY INC | COM NEW | 629377508 | 535,560,300 | 10,359,000 | SH | DFND | 1,2 | 0 | 10,359,000 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 518,820,318 | 175,000,000 | PRN | DFND | 1,2 | 0 | 175,000,000 | 0 | |
PEABODY ENERGY CORP | COM | 704551100 | 319,929,600 | 13,155,000 | SH | DFND | 1,2 | 0 | 13,155,000 | 0 | |
PHILLIPS 66 | COM | 718546104 | 103,183,500 | 775,000 | SH | DFND | 1,2 | 0 | 775,000 | 0 | |
PINTEREST INC | CL A | 72352L106 | 1,037,120,000 | 28,000,000 | SH | DFND | 1,2 | 0 | 28,000,000 | 0 | |
POLESTAR AUTOMOTIVE HLDG UK | ADS A | 731105201 | 2,534,825 | 1,121,604 | SH | DFND | 1,2 | 0 | 1,121,604 | 0 | |
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 17,386,619 | 19,323,000 | PRN | DFND | 1,2 | 0 | 19,323,000 | 0 | |
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 9,101,649 | 10,000,000 | PRN | DFND | 1,2 | 0 | 10,000,000 | 0 | |
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 37,413,084 | 41,500,000 | PRN | DFND | 1,2 | 0 | 41,500,000 | 0 | |
RESERVOIR MEDIA INC | COM | 76119X105 | 4,070,431 | 570,888 | SH | DFND | 1,2 | 0 | 570,888 | 0 | |
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 71,567,310 | 82,500,000 | PRN | DFND | 1,2 | 0 | 82,500,000 | 0 | |
SEADRILL 2021 LTD | COM | G7997W102 | 294,508,869 | 6,229,037 | SH | DFND | 1,2 | 0 | 6,229,037 | 0 | |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 1,467,200,000 | 17,500,000 | SH | Put | DFND | 1,2 | 0 | 17,500,000 | 0 |
SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 282,000,000 | 7,500,000 | SH | Put | DFND | 1,2 | 0 | 7,500,000 | 0 |
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 280,260,900 | 2,055,000 | SH | Put | DFND | 1,2 | 0 | 2,055,000 | 0 |
SNAP INC | CL A | 83304A106 | 33,860,000 | 2,000,000 | SH | Put | DFND | 1,2 | 0 | 2,000,000 | 0 |
SPDR DOW JONES INDL AVERAGE | UT SER 1 | 78467X109 | 169,591,500 | 450,000 | SH | Put | DFND | 1,2 | 0 | 450,000 | 0 |
SPDR SER TR | S&P BIOTECH | 78464A870 | 26,787,000 | 300,000 | SH | Put | DFND | 1,2 | 0 | 300,000 | 0 |
SPDR SER TR | S&P METALS MNG | 78464A755 | 299,150,000 | 5,000,000 | SH | Put | DFND | 1,2 | 0 | 5,000,000 | 0 |
SPDR SER TR | S&P RETAIL ETF | 78464A714 | 361,600,000 | 5,000,000 | SH | Put | DFND | 1,2 | 0 | 5,000,000 | 0 |
SUNCOR ENERGY INC NEW | COM | 867224107 | 320,682,754 | 10,000,000 | SH | DFND | 1,2 | 0 | 10,000,000 | 0 | |
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 8,218,346 | 10,000,000 | PRN | DFND | 1,2 | 0 | 10,000,000 | 0 | |
TRIPLE FLAG PRECIOUS METAL | COM | 89679M104 | 1,781,087,326 | 133,815,727 | SH | DFND | 1,2 | 0 | 133,815,727 | 0 | |
UNITI GROUP INC | COM | 91325V108 | 58,499,166 | 10,120,963 | SH | DFND | 1,2 | 0 | 10,120,963 | 0 | |
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 39,098,550 | 47,000,000 | PRN | DFND | 1,2 | 0 | 47,000,000 | 0 | |
VALARIS LTD | CL A | G9460G101 | 13,714,000 | 200,000 | SH | DFND | 1,2 | 0 | 200,000 | 0 | |
VANECK ETF TRUST | OIL SERVICES ETF | 92189H607 | 588,088,000 | 1,900,000 | SH | Put | DFND | 1,2 | 0 | 1,900,000 | 0 |
VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 189,974,000 | 2,150,000 | SH | Put | DFND | 1,2 | 0 | 2,150,000 | 0 |
WESTERN DIGITAL CORP. | COM | 958102105 | 62,058,450 | 1,185,000 | SH | DFND | 1,2 | 0 | 1,185,000 | 0 |