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 |
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 7,736 | 752,500 | SH | DFND | 1 | 752,500 | 0 | 0 | |
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 10,280 | 1,000,000 | SH | Call | DFND | 1 | 1,000,000 | 0 | 0 |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 10,009 | 6,550,000 | PRN | SOLE | 6,550,000 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 2,216 | 1,450,000 | PRN | DFND | 2 | 1,450,000 | 0 | 0 | |
| ALLEGHENY TECHNOLOGIES INC | COM | 01741R102 | 8,208 | 340,000 | SH | DFND | 1 | 340,000 | 0 | 0 | |
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 13,943 | 7,500,000 | PRN | DFND | 1 | 7,500,000 | 0 | 0 | |
| ARCONIC INC | COM | 03965L100 | 7,099 | 260,500 | SH | SOLE | 260,500 | 0 | 0 | ||
| ARCONIC INC | COM | 03965L100 | 27,441 | 1,007,000 | SH | DFND | 1 | 1,007,000 | 0 | 0 | |
| ASCENT CAP GROUP INC | COM SER A | 043632108 | 494 | 43,000 | SH | SOLE | 43,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 3,379 | 4,305,000 | PRN | DFND | 1 | 4,305,000 | 0 | 0 | |
| ASCENT CAP GROUP INC | COM SER A | 043632108 | 9,881 | 860,000 | SH | DFND | 1 | 860,000 | 0 | 0 | |
| BBX CAP CORP NEW | CL A | 05491N104 | 2,062 | 258,684 | SH | SOLE | 258,684 | 0 | 0 | ||
| BONANZA CREEK ENERGY INC | COM NEW | 097793400 | 12,646 | 458,363 | SH | SOLE | 458,363 | 0 | 0 | ||
| CAESARS ENTMT CORP | COM | 127686103 | 9,231 | 729,743 | SH | DFND | 1 | 729,743 | 0 | 0 | |
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 4,898 | 2,554,194 | PRN | DFND | 1 | 2,554,194 | 0 | 0 | |
| CALIFORNIA RES CORP | COM NEW | 13057Q206 | 11,348 | 583,750 | SH | SOLE | 583,750 | 0 | 0 | ||
| CHENIERE ENERGY INC | COM NEW | 16411R208 | 15,926 | 295,800 | SH | SOLE | 295,800 | 0 | 0 | ||
| CONSTELLIUM NV | CL A | N22035104 | 12,990 | 1,165,000 | SH | DFND | 1 | 1,165,000 | 0 | 0 | |
| COTY INC | COM CL A | 222070203 | 19,890 | 1,000,000 | SH | Put | DFND | 1 | 1,000,000 | 0 | 0 |
| CSRA INC | COM | 12650T104 | 10,472 | 350,000 | SH | DFND | 1 | 350,000 | 0 | 0 | |
| DYNEGY INC NEW DEL | *W EXP 02/02/202 | 26817R157 | 7 | 36,934 | SH | SOLE | 36,934 | 0 | 0 | ||
| FERRO CORP | COM | 315405100 | 14,744 | 625,000 | SH | DFND | 1 | 625,000 | 0 | 0 | |
| FORTERRA INC | COM | 34960W106 | 4,440 | 400,000 | SH | DFND | 1 | 400,000 | 0 | 0 | |
| FRONTIER COMMUNICATIONS CORP | COM NEW | 35906A306 | 1,622 | 240,000 | SH | DFND | 1 | 240,000 | 0 | 0 | |
| HALCON RES CORP | COM PAR NEW | 40537Q605 | 10,598 | 1,400,000 | SH | SOLE | 1,400,000 | 0 | 0 | ||
| HALCON RES CORP | COM PAR NEW | 40537Q605 | 12,566 | 1,660,000 | SH | DFND | 1 | 1,660,000 | 0 | 0 | |
| INTERNATIONAL GAME TECHNOLOG | SHS USD | G4863A108 | 9,186 | 346,500 | SH | DFND | 1 | 346,500 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 3,414 | 39,126 | SH | SOLE | 39,126 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 9,300 | 61,000 | SH | Put | SOLE | 61,000 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 199,723 | 1,310,000 | SH | Put | DFND | 1 | 1,310,000 | 0 | 0 |
| KELLOGG CO | COM | 487836108 | 33,990 | 500,000 | SH | Put | DFND | 1 | 500,000 | 0 | 0 |
| KINDRED HEALTHCARE INC | COM | 494580103 | 3,643 | 375,571 | SH | SOLE | 375,571 | 0 | 0 | ||
| KINDRED HEALTHCARE INC | COM | 494580103 | 31,833 | 3,281,735 | SH | DFND | 1 | 3,281,735 | 0 | 0 | |
| KINDRED HEALTHCARE INC | COM | 494580103 | 4,850 | 500,000 | SH | Call | DFND | 1 | 500,000 | 0 | 0 |
| KROGER CO | COM | 501044101 | 12,902 | 470,000 | SH | DFND | 1 | 470,000 | 0 | 0 | |
| LIBBEY INC | COM | 529898108 | 677 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
| LIBBEY INC | COM | 529898108 | 7,520 | 1,000,000 | SH | DFND | 1 | 1,000,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 69,749 | 100,720,000 | PRN | SOLE | 100,720,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 25,114 | 36,265,000 | PRN | DFND | 1 | 36,265,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 12,403 | 17,910,000 | PRN | DFND | 2 | 17,910,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 33,500 | 48,202,000 | PRN | SOLE | 48,202,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 5,630 | 8,100,000 | PRN | DFND | 2 | 8,100,000 | 0 | 0 | |
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 31,144 | 3,130,000 | SH | DFND | 1 | 3,130,000 | 0 | 0 | |
| NRG ENERGY INC | COM NEW | 629377508 | 17,458 | 612,992 | SH | SOLE | 612,992 | 0 | 0 | ||
| NRG ENERGY INC | COM NEW | 629377508 | 20,933 | 735,000 | SH | DFND | 1 | 735,000 | 0 | 0 | |
| OCLARO INC | COM NEW | 67555N206 | 10,135 | 1,503,700 | SH | DFND | 1 | 1,503,700 | 0 | 0 | |
| OCLARO INC | COM NEW | 67555N206 | 6,740 | 1,000,000 | SH | Call | DFND | 1 | 1,000,000 | 0 | 0 |
| OCLARO INC | COM NEW | 67555N206 | 6,740 | 1,000,000 | SH | Put | DFND | 1 | 1,000,000 | 0 | 0 |
| PARKER DRILLING CO | COM | 701081101 | 9,065 | 9,065,000 | SH | SOLE | 9,065,000 | 0 | 0 | ||
| PARKER DRILLING CO | COM | 701081101 | 2,400 | 2,400,000 | SH | DFND | 1 | 2,400,000 | 0 | 0 | |
| PEABODY ENERGY CORP NEW | COM | 704551100 | 3,308 | 84,033 | SH | SOLE | 84,033 | 0 | 0 | ||
| PEABODY ENERGY CORP NEW | COM | 704551100 | 3,815 | 96,900 | SH | DFND | 1 | 96,900 | 0 | 0 | |
| PEABODY ENERGY CORP NEW | 8.5% PFD CONV A | 704551407 | 6,064 | 81,940 | PRN | SOLE | 81,940 | 0 | 0 | ||
| PEABODY ENERGY CORP NEW | 8.5% PFD CONV A | 704551407 | 16,000 | 216,214 | PRN | DFND | 1 | 216,214 | 0 | 0 | |
| PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 6,768 | 682,300 | SH | SOLE | 682,300 | 0 | 0 | ||
| PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 25,098 | 2,530,000 | SH | DFND | 1 | 2,530,000 | 0 | 0 | |
| POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 31,152 | 200,000 | SH | DFND | 1 | 200,000 | 0 | 0 | |
| POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 124,608 | 800,000 | SH | Put | DFND | 1 | 800,000 | 0 | 0 |
| RANGE RES CORP | COM | 75281A109 | 12,539 | 735,000 | SH | SOLE | 735,000 | 0 | 0 | ||
| RANGE RES CORP | COM | 75281A109 | 4,521 | 265,000 | SH | DFND | 1 | 265,000 | 0 | 0 | |
| ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 3,524 | 225,000 | SH | DFND | 1 | 225,000 | 0 | 0 | |
| SANCHEZ ENERGY CORP | COM | 79970Y105 | 3,133 | 590,000 | SH | SOLE | 590,000 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 2,132 | 101,164 | SH | SOLE | 101,164 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 530 | 25,161 | SH | DFND | 2 | 25,161 | 0 | 0 | |
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 919 | 2,419,736 | SH | SOLE | 2,419,736 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 3,743 | 9,848,889 | SH | DFND | 1 | 9,848,889 | 0 | 0 | |
| SELECT MED HLDGS CORP | COM | 81619Q105 | 11,473 | 650,000 | SH | DFND | 1 | 650,000 | 0 | 0 | |
| SEMGROUP CORP | CL A | 81663A105 | 10,482 | 347,100 | SH | SOLE | 347,100 | 0 | 0 | ||
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 22,710 | 600,000 | SH | DFND | 1 | 600,000 | 0 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 6,900 | 55,800 | SH | Call | SOLE | 55,800 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 245,591 | 920,300 | SH | Put | SOLE | 920,300 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 117,418 | 440,000 | SH | Put | DFND | 1 | 440,000 | 0 | 0 |
| SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 54,283 | 1,460,000 | SH | Put | SOLE | 1,460,000 | 0 | 0 | |
| TENET HEALTHCARE CORP | COM NEW | 88033G407 | 352 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
| TENET HEALTHCARE CORP | COM NEW | 88033G407 | 23,498 | 1,550,000 | SH | DFND | 1 | 1,550,000 | 0 | 0 | |
| TRECORA RES | COM | 894648104 | 3,158 | 233,950 | SH | SOLE | 233,950 | 0 | 0 | ||
| TURNING PT BRANDS INC | COM | 90041L105 | 6,795 | 321,573 | SH | SOLE | 321,573 | 0 | 0 | ||
| ULTRA PETROLEUM CORP | COM NEW | 903914208 | 12,249 | 1,352,040 | SH | SOLE | 1,352,040 | 0 | 0 | ||
| ULTRA PETROLEUM CORP | COM NEW | 903914208 | 6,925 | 764,311 | SH | DFND | 1 | 764,311 | 0 | 0 | |
| URBAN ONE INC | CL D NON VTG | 91705J204 | 6,901 | 3,943,221 | SH | DFND | 1 | 3,943,221 | 0 | 0 | |
| VISTRA ENERGY CORP | COM | 92840M102 | 69,316 | 3,783,609 | SH | SOLE | 3,783,609 | 0 | 0 | ||
| VISTRA ENERGY CORP | COM | 92840M102 | 38,737 | 2,114,458 | SH | DFND | 1 | 2,114,458 | 0 | 0 | |
| VISTRA ENERGY CORP | COM | 92840M102 | 11,336 | 618,777 | SH | DFND | 2 | 618,777 | 0 | 0 | |
| VISTRA ENERGY CORP | COM | 92840M102 | 117,239 | 6,399,536 | SH | DFND | 3 | 6,399,536 | 0 | 0 | |