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 | 26,173 | 29,000,000 | PRN | DFND | 29,000,000 | 0 | 0 | ||
| ALLERGAN PLC | SHS | G0177J108 | 29,499 | 143,935 | SH | DFND | 143,935 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 207,782 | 8,564,831 | SH | DFND | 8,564,831 | 0 | 0 | ||
| ALTABA INC | COM | 021346101 | 3,385,430 | 51,108,540 | SH | DFND | 51,108,540 | 0 | 0 | ||
| AMC ENTMT HLDGS INC | CL A COM | 00165C104 | 24,720 | 1,681,617 | SH | DFND | 1,681,617 | 0 | 0 | ||
| ARDAGH GROUP S A | CL A | L0223L101 | 59,297 | 2,769,580 | SH | DFND | 2,769,580 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 22,398 | 28,413,000 | PRN | DFND | 28,413,000 | 0 | 0 | ||
| BANK AMER CORP | COM | 060505104 | 25,315 | 999,000 | SH | DFND | 999,000 | 0 | 0 | ||
| BERRY GLOBAL GROUP INC | COM | 08579W103 | 336,274 | 5,936,000 | SH | DFND | 5,936,000 | 0 | 0 | ||
| C&J ENERGY SVCS INC NEW | COM | 12674R100 | 36,859 | 1,229,859 | SH | DFND | 1,229,859 | 0 | 0 | ||
| CAESARS ACQUISITION CO | CL A | 12768T103 | 41,208 | 1,921,137 | SH | DFND | 1,921,137 | 0 | 0 | ||
| CAESARS ENTMT CORP | COM | 127686103 | 29,425 | 2,204,146 | SH | DFND | 2,204,146 | 0 | 0 | ||
| CALIFORNIA RES CORP | COM NEW | 13057Q206 | 1,327 | 126,824 | SH | DFND | 126,824 | 0 | 0 | ||
| CF CORP | *W EXP 05/25/202 | G20307115 | 4,130 | 1,957,168 | PRN | Call | DFND | 1,957,168 | 0 | 0 | |
| CF CORP | SHS CL A | G20307107 | 43,841 | 3,914,335 | SH | DFND | 3,914,335 | 0 | 0 | ||
| CHICAGO BRIDGE & IRON CO N V | COM | 167250109 | 1,680 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
| CHICAGO BRIDGE & IRON CO N V | COM | 167250109 | 1,320 | 1,000 | PRN | Put | DFND | 1,000 | 0 | 0 | |
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 14,137 | 3,040,268 | SH | DFND | 3,040,268 | 0 | 0 | ||
| COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 6 | 479,167 | SH | DFND | 479,167 | 0 | 0 | ||
| CONSTELLIUM NV | CL A | N22035104 | 18,945 | 1,848,250 | SH | DFND | 1,848,250 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 44,463 | 575,868 | SH | DFND | 575,868 | 0 | 0 | ||
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 6,508 | 1,635,224 | SH | DFND | 1,635,224 | 0 | 0 | ||
| EQT CORP | COM | 26884L109 | 54,091 | 829,110 | SH | DFND | 829,110 | 0 | 0 | ||
| FITBIT INC | CL A | 33812L102 | 1,392 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
| FITBIT INC | CL A | 33812L102 | 666 | 2,000 | PRN | Put | DFND | 2,000 | 0 | 0 | |
| GNC HLDGS INC | NOTE 1.500% 8/1 | 36191GAB3 | 26,863 | 36,455,000 | PRN | DFND | 36,455,000 | 0 | 0 | ||
| GOLDEN OCEAN GROUP LTD | SHS NEW | G39637205 | 4,612 | 587,857 | SH | DFND | 587,857 | 0 | 0 | ||
| GRAPHIC PACKAGING HLDG CO | COM | 388689101 | 100,421 | 7,198,651 | SH | DFND | 7,198,651 | 0 | 0 | ||
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 24,384 | 27,000,000 | PRN | DFND | 27,000,000 | 0 | 0 | ||
| IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 13,481 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | ||
| KAYNE ANDERSON ACQUISITION | UNIT 06/30/2022 | 48661U201 | 19,980 | 2,000,000 | SH | DFND | 2,000,000 | 0 | 0 | ||
| KROGER CO | COM | 501044101 | 106,226 | 5,295,400 | SH | DFND | 5,295,400 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 73,798 | 61,000,000 | PRN | DFND | 61,000,000 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | COM | 552953101 | 677,448 | 20,786,978 | SH | DFND | 20,786,978 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 52,350 | 30,000,000 | PRN | DFND | 30,000,000 | 0 | 0 | ||
| NRG ENERGY INC | COM NEW | 629377508 | 3,500 | 20,000 | PRN | Call | DFND | 20,000 | 0 | 0 | |
| OCEAN RIG UDW INC | SHS NEW | G66964118 | 172,579 | 7,260,371 | SH | DFND | 7,260,371 | 0 | 0 | ||
| PLAINS GP HLDGS L P | LTD PARTNR INT A | 72651A207 | 46,449 | 2,123,846 | SH | DFND | 2,123,846 | 0 | 0 | ||
| RITE AID CORP | COM | 767754104 | 3,920 | 2,000,000 | SH | DFND | 2,000,000 | 0 | 0 | ||
| SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 42,679 | 2,776,801 | SH | DFND | 2,776,801 | 0 | 0 | ||
| SEAWORLD ENTMT INC | COM | 81282V100 | 1,299 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
| SEAWORLD ENTMT INC | COM | 81282V100 | 700 | 1,000 | PRN | Put | DFND | 1,000 | 0 | 0 | |
| SOCIAL CAP HEDOSOPHIA HLDGS | UNIT 99/99/9999 | G8250R111 | 24,572 | 2,329,070 | SH | DFND | 2,329,070 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 113,536 | 120,144,000 | PRN | DFND | 120,144,000 | 0 | 0 | ||
| SUNRUN INC | COM | 86771W105 | 38 | 750,000 | PRN | Call | DFND | 750,000 | 0 | 0 | |
| TEGNA INC | COM | 87901J105 | 75,479 | 5,662,321 | SH | DFND | 5,662,321 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 55,683 | 49,441,000 | PRN | DFND | 49,441,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 49,125 | 40,000,000 | PRN | DFND | 40,000,000 | 0 | 0 | ||
| TIDEWATER INC NEW | COM | 88642R109 | 1,951 | 67,100 | SH | DFND | 67,100 | 0 | 0 | ||
| TIME WARNER INC | COM NEW | 887317303 | 579,360 | 5,655,054 | SH | DFND | 5,655,054 | 0 | 0 | ||