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 |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 130,295,000 | 11,500,000 | SH | Put | DFND | 1,2 | 0 | 11,500,000 | 0 |
ARM HOLDINGS PLC | SPONSORED ADS | 042068205 | 24,543,000 | 150,000 | SH | DFND | 1,2 | 0 | 150,000 | 0 | |
BAUSCH HEALTH COS INC | COM | 071734107 | 80,157 | 11,500 | SH | DFND | 1,2 | 0 | 11,500 | 0 | |
BHP GROUP LTD | SPONSORED ADS | 088606108 | 142,725,000 | 2,500,000 | SH | Call | DFND | 1,2 | 0 | 2,500,000 | 0 |
BILL HOLDINGS INC | NOTE 4/0 | 090043AD2 | 35,713,932 | 42,000,000 | PRN | DFND | 1,2 | 0 | 42,000,000 | 0 | |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 288,182,828 | 3,500,338 | SH | DFND | 1,2 | 0 | 3,500,338 | 0 | |
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 13,766,307 | 15,100,000 | PRN | DFND | 1,2 | 0 | 15,100,000 | 0 | |
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 52,649,750 | 25,000,000 | PRN | DFND | 1,2 | 0 | 25,000,000 | 0 | |
CARDINAL HEALTH INC | COM | 14149Y108 | 196,640,000 | 2,000,000 | SH | DFND | 1,2 | 0 | 2,000,000 | 0 | |
CATALENT INC | COM | 148806102 | 224,920,000 | 4,000,000 | SH | DFND | 1,2 | 0 | 4,000,000 | 0 | |
CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 17,274,181 | 20,000,000 | PRN | DFND | 1,2 | 0 | 20,000,000 | 0 | |
CORMEDIX INC | COM | 21900C308 | 6,713,765 | 1,550,523 | SH | DFND | 1,2 | 0 | 1,550,523 | 0 | |
CROWN CASTLE INC | COM | 22822V101 | 119,682,500 | 1,225,000 | SH | DFND | 1,2 | 0 | 1,225,000 | 0 | |
E2OPEN PARENT HOLDINGS INC | COM CL A | 29788T103 | 122,352,500 | 27,250,000 | SH | DFND | 1,2 | 0 | 27,250,000 | 0 | |
ETF SER SOLUTIONS | US GLB JETS | 26922A842 | 186,770,000 | 9,500,000 | SH | Put | DFND | 1,2 | 0 | 9,500,000 | 0 |
ETSY INC | COM | 29786A106 | 265,410,000 | 4,500,000 | SH | DFND | 1,2 | 0 | 4,500,000 | 0 | |
HDFC BANK LTD | SPONSORED ADS | 40415F101 | 40,767,465 | 633,724 | SH | DFND | 1,2 | 0 | 633,724 | 0 | |
HOST HOTELS & RESORTS INC | COM | 44107P104 | 8,990,000 | 500,000 | SH | Put | DFND | 1,2 | 0 | 500,000 | 0 |
HOWMET AEROSPACE INC | COM | 443201108 | 7,763,000 | 100,000 | SH | DFND | 1,2 | 0 | 100,000 | 0 | |
INVESCO EXCHANGE TRADED FD T | S&P500 EQL WGT | 46137V357 | 316,239,000 | 1,925,000 | SH | Put | DFND | 1,2 | 0 | 1,925,000 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 2,831,540,100 | 5,910,000 | SH | Put | DFND | 1,2 | 0 | 5,910,000 | 0 |
ISHARES TR | 20 YR TR BD ETF | 464287432 | 91,780,000 | 1,000,000 | SH | Call | DFND | 1,2 | 0 | 1,000,000 | 0 |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 78,682,800 | 1,020,000 | SH | DFND | 1,2 | 0 | 1,020,000 | 0 | |
ISHARES TR | ISHARES BIOTECH | 464287556 | 384,328,000 | 2,800,000 | SH | Put | DFND | 1,2 | 0 | 2,800,000 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 202,890,000 | 1,000,000 | SH | Put | DFND | 1,2 | 0 | 1,000,000 | 0 |
LIBERTY BROADBAND CORP | COM SER C | 530307305 | 120,212,476 | 2,192,858 | SH | DFND | 1,2 | 0 | 2,192,858 | 0 | |
MARATHON PETE CORP | COM | 56585A102 | 1,277,680,200 | 7,365,000 | SH | DFND | 1,2 | 0 | 7,365,000 | 0 | |
MATCH GROUP INC NEW | COM | 57667L107 | 355,598,295 | 11,705,013 | SH | DFND | 1,2 | 0 | 11,705,013 | 0 | |
MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 95,170,356 | 27,500,000 | PRN | DFND | 1,2 | 0 | 27,500,000 | 0 | |
MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 5,974,390 | 5,000,000 | PRN | DFND | 1,2 | 0 | 5,000,000 | 0 | |
NRG ENERGY INC | COM NEW | 629377508 | 806,551,740 | 10,359,000 | SH | DFND | 1,2 | 0 | 10,359,000 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 13,990,940 | 10,000,000 | PRN | DFND | 1,2 | 0 | 10,000,000 | 0 | |
PARK HOTELS & RESORTS INC | COM | 700517105 | 7,490,000 | 500,000 | SH | Put | DFND | 1,2 | 0 | 500,000 | 0 |
PHILLIPS 66 | COM | 718546104 | 109,406,750 | 775,000 | SH | DFND | 1,2 | 0 | 775,000 | 0 | |
PINTEREST INC | CL A | 72352L106 | 1,233,960,000 | 28,000,000 | SH | DFND | 1,2 | 0 | 28,000,000 | 0 | |
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 37,392,553 | 41,500,000 | PRN | DFND | 1,2 | 0 | 41,500,000 | 0 | |
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 36,220,387 | 40,000,000 | PRN | DFND | 1,2 | 0 | 40,000,000 | 0 | |
SEADRILL 2021 LTD | COM | G7997W102 | 208,625,676 | 4,050,984 | SH | DFND | 1,2 | 0 | 4,050,984 | 0 | |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 1,321,675,000 | 14,500,000 | SH | Put | DFND | 1,2 | 0 | 14,500,000 | 0 |
SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 308,325,000 | 7,500,000 | SH | Put | DFND | 1,2 | 0 | 7,500,000 | 0 |
SENSATA TECHNOLOGIES HLDG PL | SHS | G8060N102 | 121,517,500 | 3,250,000 | SH | DFND | 1,2 | 0 | 3,250,000 | 0 | |
SNAP INC | CL A | 83304A106 | 33,220,000 | 2,000,000 | SH | Put | DFND | 1,2 | 0 | 2,000,000 | 0 |
SOUTHWEST AIRLS CO | COM | 844741108 | 171,660,000 | 6,000,000 | SH | DFND | 1,2 | 0 | 6,000,000 | 0 | |
SPDR SER TR | S&P METALS MNG | 78464A755 | 296,650,000 | 5,000,000 | SH | Put | DFND | 1,2 | 0 | 5,000,000 | 0 |
SUNCOR ENERGY INC NEW | COM | 867224107 | 2,006,928,155 | 52,670,800 | SH | DFND | 1,2 | 0 | 52,670,800 | 0 | |
TRANSOCEAN LTD | REGISTERED SHS | H8817H100 | 63,506,207 | 11,870,319 | SH | DFND | 1,2 | 0 | 11,870,319 | 0 | |
TRIPLE FLAG PRECIOUS METAL | COM | 89679M104 | 2,074,143,769 | 133,815,727 | SH | DFND | 1,2 | 0 | 133,815,727 | 0 | |
UNITED AIRLS HLDGS INC | COM | 910047109 | 34,062,000 | 700,000 | SH | Put | DFND | 1,2 | 0 | 700,000 | 0 |
UNITI GROUP INC | COM | 91325V108 | 29,553,212 | 10,120,963 | SH | DFND | 1,2 | 0 | 10,120,963 | 0 | |
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 30,162,365 | 35,000,000 | PRN | DFND | 1,2 | 0 | 35,000,000 | 0 | |
VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 169,650,000 | 5,000,000 | SH | Put | DFND | 1,2 | 0 | 5,000,000 | 0 |
VANECK ETF TRUST | OIL SERVICES ETF | 92189H607 | 458,461,000 | 1,450,000 | SH | Put | DFND | 1,2 | 0 | 1,450,000 | 0 |
WAYFAIR INC | NOTE 3.500%11/1 | 94419LAR2 | 20,791,541 | 15,000,000 | PRN | DFND | 1,2 | 0 | 15,000,000 | 0 | |
WESTERN DIGITAL CORP. | COM | 958102105 | 89,787,450 | 1,185,000 | SH | DFND | 1,2 | 0 | 1,185,000 | 0 |