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 | 27,809 | 28,775,000 | PRN | DFND | 28,775,000 | 0 | 0 | ||
| AETNA INC NEW | COM | 00817Y108 | 148,938 | 811,651 | SH | DFND | 811,651 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 101,589 | 3,867,124 | SH | DFND | 3,867,124 | 0 | 0 | ||
| ALTABA INC | COM | 021346101 | 3,192,214 | 43,603,522 | SH | DFND | 43,603,522 | 0 | 0 | ||
| ARCONIC INC | COM | 03965L100 | 122,610 | 7,208,100 | SH | DFND | 7,208,100 | 0 | 0 | ||
| ARDAGH GROUP S A | CL A | L0223L101 | 44,189 | 2,658,756 | SH | DFND | 2,658,756 | 0 | 0 | ||
| BERRY GLOBAL GROUP INC | COM | 08579W103 | 363,398 | 7,910,280 | SH | DFND | 7,910,280 | 0 | 0 | ||
| BJS WHSL CLUB HLDGS INC | COM | 05550J101 | 5,913 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | COM | 127686103 | 725,871 | 67,838,373 | SH | DFND | 67,838,373 | 0 | 0 | ||
| CALIFORNIA RES CORP | COM NEW | 13057Q206 | 5,704 | 125,524 | SH | DFND | 125,524 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 9,292 | 2,160,890 | SH | DFND | 2,160,890 | 0 | 0 | ||
| COMCAST CORP NEW | CL A | 20030N101 | 147,645 | 4,500,000 | SH | DFND | 4,500,000 | 0 | 0 | ||
| COMMUNITY HEALTH SYS INC NEW | RIGHT 12/31/2019 | 203668116 | 5 | 479,167 | SH | DFND | 479,167 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 277,499 | 3,280,900 | SH | DFND | 3,280,900 | 0 | 0 | ||
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 7,633 | 1,627,460 | SH | DFND | 1,627,460 | 0 | 0 | ||
| DOMO INC | COM CL B | 257554105 | 2,496 | 98,832 | SH | DFND | 98,832 | 0 | 0 | ||
| EQT CORP | COM | 26884L109 | 296,190 | 5,367,710 | SH | DFND | 5,367,710 | 0 | 0 | ||
| EXTRACTION OIL AND GAS INC | COM | 30227M105 | 17,541 | 1,194,096 | SH | DFND | 1,194,096 | 0 | 0 | ||
| FGL HLDGS | *W EXP 11/30/202 | G3402M110 | 2,749 | 2,290,501 | PRN | DFND | 2,290,501 | 0 | 0 | ||
| FGL HLDGS | ORD SHS | G3402M102 | 35,516 | 4,243,742 | SH | DFND | 4,243,742 | 0 | 0 | ||
| GRAPHIC PACKAGING HLDG CO | COM | 388689101 | 224,793 | 15,492,281 | SH | DFND | 15,492,281 | 0 | 0 | ||
| GULFMARK OFFSHORE INC | COM | 402629505 | 20,108 | 600,253 | SH | DFND | 600,253 | 0 | 0 | ||
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 28,712 | 30,000,000 | PRN | DFND | 30,000,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 5,160 | 6,070,000 | PRN | DFND | 6,070,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 247,827 | 103,543,000 | PRN | DFND | 103,543,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 61,148 | 45,250,000 | PRN | DFND | 45,250,000 | 0 | 0 | ||
| KROGER CO | COM | 501044101 | 41,288 | 1,451,262 | SH | DFND | 1,451,262 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 90,810 | 73,000,000 | PRN | DFND | 73,000,000 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | COM | 552953101 | 563,599 | 19,414,368 | SH | DFND | 19,414,368 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 61,069 | 35,000,000 | PRN | DFND | 35,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 61,626 | 53,000,000 | PRN | DFND | 53,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 41,052 | 34,500,000 | PRN | DFND | 34,500,000 | 0 | 0 | ||
| NAVIENT CORPORATION | COM | 63938C108 | 333,665 | 25,607,480 | SH | DFND | 25,607,480 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 50,550 | 38,150,000 | PRN | DFND | 38,150,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 85,737 | 784,630 | SH | DFND | 784,630 | 0 | 0 | ||
| OCEAN RIG UDW INC | COM CL A | G66964118 | 110,268 | 3,740,447 | SH | DFND | 3,740,447 | 0 | 0 | ||
| PLAINS GP HLDGS L P | LTD PARTNR INT A | 72651A207 | 74,799 | 3,128,337 | SH | DFND | 3,128,337 | 0 | 0 | ||
| PLATINUM EAGLE ACQUISITIN CO | UNIT 01/09/2023 | G7126L126 | 15,270 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 40,920 | 38,500,000 | PRN | DFND | 38,500,000 | 0 | 0 | ||
| SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 118,167 | 6,190,000 | SH | DFND | 6,190,000 | 0 | 0 | ||
| SHIRE PLC | SPONSORED ADR | 82481R106 | 14,686 | 87,000 | SH | DFND | 87,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 55,713 | 49,441,000 | PRN | DFND | 49,441,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 48,532 | 40,000,000 | PRN | DFND | 40,000,000 | 0 | 0 | ||
| VICI PPTYS INC | COM | 925652109 | 938,255 | 45,561,818 | SH | DFND | 45,561,818 | 0 | 0 | ||
| WILLIAMS COS INC DEL | COM | 969457100 | 126,262 | 4,657,400 | SH | DFND | 4,657,400 | 0 | 0 | ||
| YPF SOCIEDAD ANONIMA | SPON ADR CL D | 984245100 | 3,403 | 250,620 | SH | DFND | 250,620 | 0 | 0 | ||