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 | 26,153 | 28,775,000 | PRN | DFND | 28,775,000 | 0 | 0 | ||
| AETNA INC NEW | COM | 00817Y108 | 105,625 | 625,000 | SH | DFND | 625,000 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 104,588 | 3,852,224 | SH | DFND | 3,852,224 | 0 | 0 | ||
| ALTABA INC | COM | 021346101 | 3,204,342 | 43,278,522 | SH | DFND | 43,278,522 | 0 | 0 | ||
| ARCONIC INC | COM | 03965L100 | 165,381 | 7,178,000 | SH | DFND | 7,178,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 18,032 | 24,043,000 | PRN | DFND | 24,043,000 | 0 | 0 | ||
| BERRY GLOBAL GROUP INC | COM | 08579W103 | 352,890 | 6,438,430 | SH | DFND | 6,438,430 | 0 | 0 | ||
| CAESARS ENTMT CORP | COM | 127686103 | 629,225 | 55,931,088 | SH | DFND | 55,931,088 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 167,523 | 96,105,224 | PRN | DFND | 96,105,224 | 0 | 0 | ||
| CALIFORNIA RES CORP | COM NEW | 13057Q206 | 2,153 | 125,524 | SH | DFND | 125,524 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 10,588 | 2,160,890 | SH | DFND | 2,160,890 | 0 | 0 | ||
| COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 5 | 479,167 | SH | DFND | 479,167 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 222,235 | 3,035,577 | SH | DFND | 3,035,577 | 0 | 0 | ||
| EQT CORP | COM | 26884L109 | 239,023 | 5,031,000 | SH | DFND | 5,031,000 | 0 | 0 | ||
| GOPRO INC | CL A | 38268T103 | 240 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
| GOPRO INC | CL A | 38268T103 | 473 | 50,000 | PRN | Put | DFND | 50,000 | 0 | 0 | |
| GRAPHIC PACKAGING HLDG CO | COM | 388689101 | 204,281 | 13,308,220 | SH | DFND | 13,308,220 | 0 | 0 | ||
| GULFMARK OFFSHORE INC | COM | 402629505 | 18,014 | 621,174 | SH | DFND | 621,174 | 0 | 0 | ||
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 24,761 | 27,000,000 | PRN | DFND | 27,000,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 4,643 | 6,000,000 | PRN | DFND | 6,000,000 | 0 | 0 | ||
| IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 14,711 | 14,855,000 | PRN | DFND | 14,855,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 257,558 | 103,543,000 | PRN | DFND | 103,543,000 | 0 | 0 | ||
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 8,400 | 6,000,000 | PRN | Put | DFND | 6,000,000 | 0 | 0 | |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 41,964 | 33,000,000 | PRN | DFND | 33,000,000 | 0 | 0 | ||
| KROGER CO | COM | 501044101 | 69,160 | 2,888,900 | SH | DFND | 2,888,900 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 82,562 | 72,000,000 | PRN | DFND | 72,000,000 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | COM | 552953101 | 676,907 | 19,329,168 | SH | DFND | 19,329,168 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 62,054 | 35,000,000 | PRN | DFND | 35,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 53,791 | 45,500,000 | PRN | DFND | 45,500,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | SDCV 2.250% 2/1 | 595017AH7 | 38,716 | 32,500,000 | PRN | DFND | 32,500,000 | 0 | 0 | ||
| MONSANTO CO NEW | COM | 61166W101 | 323,459 | 2,771,947 | SH | DFND | 2,771,947 | 0 | 0 | ||
| NAVIENT CORPORATION | COM | 63938C108 | 264,259 | 20,141,712 | SH | DFND | 20,141,712 | 0 | 0 | ||
| PLAINS GP HLDGS L P | LTD PARTNR INT A | 72651A207 | 67,849 | 3,119,477 | SH | DFND | 3,119,477 | 0 | 0 | ||
| SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 52,540 | 3,223,319 | SH | DFND | 3,223,319 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 59,521 | 65,229,000 | PRN | DFND | 65,229,000 | 0 | 0 | ||
| SUNRUN INC | COM | 86771W105 | 8 | 75,000,000 | PRN | Call | DFND | 75,000,000 | 0 | 0 | |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 49,096 | 49,441,000 | PRN | DFND | 49,441,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 41,668 | 40,000,000 | PRN | DFND | 40,000,000 | 0 | 0 | ||
| TIME WARNER INC | COM NEW | 887317303 | 875,558 | 9,257,322 | SH | DFND | 9,257,322 | 0 | 0 | ||
| VICI PPTYS INC | COM | 925652109 | 821,369 | 45,301,818 | SH | DFND | 45,301,818 | 0 | 0 | ||
| WILLIAMS COS INC DEL | COM | 969457100 | 70,055 | 2,818,000 | SH | DFND | 2,818,000 | 0 | 0 | ||
| ALLERGAN PLC | SHS | G0177J108 | 137,432 | 816,639 | SH | DFND | 816,639 | 0 | 0 | ||
| FGL HLDGS | ORD SHS | G3402M102 | 46,014 | 4,550,423 | SH | DFND | 4,550,423 | 0 | 0 | ||
| FGL HLDGS | *W EXP 11/30/202 | G3402M110 | 4,169 | 2,290,501 | PRN | DFND | 2,290,501 | 0 | 0 | ||
| OCEAN RIG UDW INC | COM CL A | G66964118 | 161,331 | 6,394,408 | SH | DFND | 6,394,408 | 0 | 0 | ||
| PLATINUM EAGLE ACQUISITIN CO | UNIT 01/09/2023 | G7126L126 | 15,225 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
| SOCIAL CAP HEDOSOPHIA HLDGS | *W EXP 09/14/202 | G8250R129 | 636 | 383,335 | PRN | DFND | 383,335 | 0 | 0 | ||
| ARDAGH GROUP S A | CL A | L0223L101 | 49,488 | 2,649,256 | SH | DFND | 2,649,256 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 37,480 | 320,340 | SH | DFND | 320,340 | 0 | 0 | ||
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 5,533 | 1,627,460 | SH | DFND | 1,627,460 | 0 | 0 | ||