The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 | 27,517 | 31,000,000 | PRN | DFND | 31,000,000 | 0 | 0 | ||
| ARCONIC INC | COM | 03965L100 | 152,883 | 8,000,173 | SH | DFND | 8,000,173 | 0 | 0 | ||
| ARDAGH GROUP S A | CL A | L0223L101 | 34,490 | 2,653,056 | SH | DFND | 2,653,056 | 0 | 0 | ||
| BANCO MACRO SA | SPON ADR B | 05961W105 | 3,151 | 68,857 | SH | DFND | 68,857 | 0 | 0 | ||
| BERRY GLOBAL GROUP INC | COM | 08579W103 | 274,074 | 5,087,700 | SH | DFND | 5,087,700 | 0 | 0 | ||
| BRISTOL MYERS SQUIBB CO | COM | 110122108 | 242 | 11,500 | PRN | Call | DFND | 11,500 | 0 | 0 | |
| CAESARS ENTMT CORP | COM | 127686103 | 674,186 | 77,581,861 | SH | DFND | 77,581,861 | 0 | 0 | ||
| CELGENE CORP | COM | 151020104 | 119,226 | 1,263,794 | SH | DFND | 1,263,794 | 0 | 0 | ||
| CENTRAL PUERTO S A | SPONSORED ADR | 155038201 | 2,966 | 322,770 | SH | DFND | 322,770 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 9,545 | 1,784,173 | SH | DFND | 1,784,173 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | CL C | 24703L202 | 206,877 | 3,524,906 | SH | DFND | 3,524,906 | 0 | 0 | ||
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 7,258 | 1,627,460 | SH | DFND | 1,627,460 | 0 | 0 | ||
| EQT CORP | COM | 26884L109 | 82,760 | 3,990,368 | SH | DFND | 3,990,368 | 0 | 0 | ||
| EQUITRANS MIDSTREAM CORPORAT | COM | 294600101 | 49,306 | 2,263,842 | SH | DFND | 2,263,842 | 0 | 0 | ||
| FGL HLDGS | ORD SHS | G3402M102 | 19,394 | 2,464,248 | SH | DFND | 2,464,248 | 0 | 0 | ||
| GRAPHIC PACKAGING HLDG CO | COM | 388689101 | 49,702 | 3,935,248 | SH | DFND | 3,935,248 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 4,346 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 5,691 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 53,723 | 40,000,000 | PRN | DFND | 40,000,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 42,158 | 43,000,000 | PRN | DFND | 43,000,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 19,661 | 19,375,000 | PRN | DFND | 19,375,000 | 0 | 0 | ||
| LEGACY RESERVES LP/ LEGACY F | NOTE 8.000% 9/2 | 52471TAF4 | 4,185 | 16,741,000 | PRN | DFND | 16,741,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 82,289 | 73,000,000 | PRN | DFND | 73,000,000 | 0 | 0 | ||
| LYFT INC | CL A COM | 55087P104 | 3,132 | 40,000 | SH | DFND | 40,000 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | COM | 552953101 | 335,633 | 13,080,013 | SH | DFND | 13,080,013 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 48,807 | 30,000,000 | PRN | DFND | 30,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 54,994 | 50,000,000 | PRN | DFND | 50,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 66,287 | 60,000,000 | PRN | DFND | 60,000,000 | 0 | 0 | ||
| NAVIENT CORPORATION | COM | 63938C108 | 296,764 | 25,649,480 | SH | DFND | 25,649,480 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 58,293 | 38,150,000 | PRN | DFND | 38,150,000 | 0 | 0 | ||
| OI S A | SPONSORED ADR NE | 670851500 | 69,360 | 36,893,162 | SH | DFND | 36,893,162 | 0 | 0 | ||
| PLAINS GP HLDGS L P | LTD PARTNR INT A | 72651A207 | 81,149 | 3,256,377 | SH | DFND | 3,256,377 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 40,830 | 45,000,000 | PRN | DFND | 45,000,000 | 0 | 0 | ||
| QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 27,202 | 250,000 | PRN | DFND | 250,000 | 0 | 0 | ||
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 57,945 | 37,500,000 | PRN | DFND | 37,500,000 | 0 | 0 | ||
| ROAN RES INC | CL A COM | 769755109 | 12,179 | 1,993,218 | SH | DFND | 1,993,218 | 0 | 0 | ||
| ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 86,266 | 7,994,978 | SH | DFND | 7,994,978 | 0 | 0 | ||
| SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 205,026 | 9,703,059 | SH | DFND | 9,703,059 | 0 | 0 | ||
| TIDEWATER INC NEW | COM | 88642R109 | 27,302 | 1,177,322 | SH | DFND | 1,177,322 | 0 | 0 | ||
| VICI PPTYS INC | COM | 925652109 | 594,933 | 27,190,714 | SH | DFND | 27,190,714 | 0 | 0 | ||
| WILLIAMS COS INC DEL | COM | 969457100 | 142,694 | 4,968,440 | SH | DFND | 4,968,440 | 0 | 0 | ||
| YPF SOCIEDAD ANONIMA | SPON ADR CL D | 984245100 | 9,561 | 682,475 | SH | DFND | 682,475 | 0 | 0 | ||