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 |
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 17,829 | 20,975,000 | PRN | DFND | 20,975,000 | 0 | 0 | ||
| ALLERGAN PLC | SHS | G0177J108 | 71,676 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 181,667 | 8,935,906 | SH | DFND | 8,935,906 | 0 | 0 | ||
| AMERISOURCEBERGEN CORP | COM | 03073E105 | 16,348 | 184,726 | SH | DFND | 184,726 | 0 | 0 | ||
| ARDAGH GROUP S A | CL A | L0223L101 | 42,793 | 1,948,700 | SH | DFND | 1,948,700 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 19,883 | 26,113,000 | PRN | DFND | 26,113,000 | 0 | 0 | ||
| AVIS BUDGET GROUP | COM | 053774105 | 25,175 | 851,077 | SH | DFND | 851,077 | 0 | 0 | ||
| BERRY PLASTICS GROUP INC | COM | 08579W103 | 240,795 | 4,957,700 | SH | DFND | 4,957,700 | 0 | 0 | ||
| C&J ENERGY SVCS INC NEW | COM | 12674R100 | 63,355 | 1,860,659 | SH | DFND | 1,860,659 | 0 | 0 | ||
| CAESARS ACQUISITION CO | CL A | 12768T103 | 29,837 | 1,937,464 | SH | DFND | 1,937,464 | 0 | 0 | ||
| CAESARS ENTMT CORP | COM | 127686103 | 21,150 | 2,214,636 | SH | DFND | 2,214,636 | 0 | 0 | ||
| CALIFORNIA RES CORP | COM NEW | 13057Q206 | 1,912 | 127,118 | SH | DFND | 127,118 | 0 | 0 | ||
| CARDINAL HEALTH INC | COM | 14149Y108 | 25,722 | 315,416 | SH | DFND | 315,416 | 0 | 0 | ||
| CF CORP | *W EXP 05/25/202 | G20307115 | 2,680 | 200,000,000 | PRN | Call | DFND | 200,000,000 | 0 | 0 | |
| CF CORP | SHS CL A | G20307107 | 40,040 | 4,000,000 | SH | DFND | 4,000,000 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 18,675 | 3,086,807 | SH | DFND | 3,086,807 | 0 | 0 | ||
| CLUBCORP HLDGS INC | COM | 18948M108 | 41,325 | 2,574,793 | SH | DFND | 2,574,793 | 0 | 0 | ||
| COMCAST CORP NEW | CL A | 20030N101 | 99,923 | 2,658,234 | SH | DFND | 2,658,234 | 0 | 0 | ||
| COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 4 | 496,735 | SH | DFND | 496,735 | 0 | 0 | ||
| CONSTELLIUM NV | CL A | N22035104 | 19,706 | 3,031,681 | SH | DFND | 3,031,681 | 0 | 0 | ||
| CUMULUS MEDIA INC | CL A NEW | 231082603 | 124 | 385,609 | SH | DFND | 385,609 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 27,292 | 425,905 | SH | DFND | 425,905 | 0 | 0 | ||
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 7,620 | 1,704,711 | SH | DFND | 1,704,711 | 0 | 0 | ||
| GAMING & LEISURE PPTYS INC | COM | 36467J108 | 13,080 | 391,371 | SH | DFND | 391,371 | 0 | 0 | ||
| GNC HLDGS INC | NOTE 1.500% 8/1 | 36191GAB3 | 22,424 | 37,530,000 | PRN | DFND | 37,530,000 | 0 | 0 | ||
| GOLDEN OCEAN GROUP LTD | SHS NEW | G39637205 | 5,098 | 667,537 | SH | DFND | 667,537 | 0 | 0 | ||
| IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 12,103 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | ||
| KAYNE ANDERSON ACQUISITION | UNIT 06/30/2022 | 48661U201 | 20,040 | 2,000,000 | SH | DFND | 2,000,000 | 0 | 0 | ||
| KINSALE CAP GROUP INC | COM | 49714P108 | 1,765 | 61,213 | SH | DFND | 61,213 | 0 | 0 | ||
| MCKESSON CORP | COM | 58155Q103 | 31,128 | 209,955 | SH | DFND | 209,955 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | COM | 552953101 | 488,234 | 17,818,760 | SH | DFND | 17,818,760 | 0 | 0 | ||
| NRG ENERGY INC | COM NEW | 629377508 | 26,773 | 1,431,690 | SH | DFND | 1,431,690 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 5,228 | 50,513 | SH | DFND | 50,513 | 0 | 0 | ||
| REYNOLDS AMERICAN INC | COM | 761713106 | 199,742 | 3,169,504 | SH | DFND | 3,169,504 | 0 | 0 | ||
| RITE AID CORP | COM | 767754104 | 2,046 | 481,485 | SH | DFND | 481,485 | 0 | 0 | ||
| SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 35,834 | 2,690,230 | SH | DFND | 2,690,230 | 0 | 0 | ||
| SERVICE CORP INTL | COM | 817565104 | 46,289 | 1,499,000 | SH | DFND | 1,499,000 | 0 | 0 | ||
| SNAP INC | CL A | 83304A106 | 3,344 | 148,410 | SH | DFND | 148,410 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 113,522 | 127,374,000 | PRN | DFND | 127,374,000 | 0 | 0 | ||
| SUNRUN INC | COM | 86771W105 | 4,916 | 910,368 | SH | DFND | 910,368 | 0 | 0 | ||
| SUNRUN INC | COM | 86771W105 | 60 | 75,000,000 | PRN | Call | DFND | 75,000,000 | 0 | 0 | |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 48,616 | 49,577,000 | PRN | DFND | 49,577,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 41,675 | 40,000,000 | PRN | DFND | 40,000,000 | 0 | 0 | ||
| TIME WARNER INC | COM NEW | 887317303 | 556,541 | 5,695,848 | SH | DFND | 5,695,848 | 0 | 0 | ||
| TRIBUNE MEDIA CO | CL A | 896047503 | 51,808 | 1,390,085 | SH | DFND | 1,390,085 | 0 | 0 | ||
| YAHOO INC | COM | 984332106 | 1,295,408 | 27,912,270 | SH | DFND | 27,912,270 | 0 | 0 | ||