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 | 28,747 | 36,500,000 | PRN | DFND | 36,500,000 | 0 | 0 | ||
| AKORN INC | COM | 009728106 | 11,400 | 3,000,000 | SH | DFND | 3,000,000 | 0 | 0 | ||
| ALLERGAN PLC | SHS | G0177J108 | 171,235 | 1,017,500 | SH | DFND | 1,017,500 | 0 | 0 | ||
| ALTABA INC | COM | 021346101 | 243,500 | 12,500,000 | SH | DFND | 12,500,000 | 0 | 0 | ||
| ARCONIC INC | COM | 03965L100 | 187,658 | 7,217,625 | SH | DFND | 7,217,625 | 0 | 0 | ||
| ARDAGH GROUP S A | CL A | L0223L101 | 45,590 | 2,907,518 | SH | DFND | 2,907,518 | 0 | 0 | ||
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 14,916 | 17,400,000 | PRN | DFND | 17,400,000 | 0 | 0 | ||
| BERRY GLOBAL GROUP INC | COM | 08579W103 | 270,892 | 6,898,188 | SH | DFND | 6,898,188 | 0 | 0 | ||
| BOEING CO | COM | 097023105 | 109,793 | 288,572 | SH | DFND | 288,572 | 0 | 0 | ||
| CAESARS ENTMT CORP | COM | 127686103 | 624,545 | 53,563,071 | SH | DFND | 53,563,071 | 0 | 0 | ||
| CELGENE CORP | COM | 151020104 | 125,455 | 1,263,394 | SH | DFND | 1,263,394 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | CL C | 24703L202 | 263,545 | 5,081,851 | SH | DFND | 5,081,851 | 0 | 0 | ||
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 10,009 | 1,627,460 | SH | DFND | 1,627,460 | 0 | 0 | ||
| EDISON INTL | COM | 281020107 | 68,632 | 910,000 | SH | DFND | 910,000 | 0 | 0 | ||
| ELDORADO RESORTS INC | COM | 28470R102 | 204,521 | 5,129,705 | SH | DFND | 5,129,705 | 0 | 0 | ||
| INTELSAT S A | COM | L5140P101 | 16,097 | 706,000 | SH | DFND | 706,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 47,104 | 33,000,000 | PRN | DFND | 33,000,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 40,483 | 41,975,000 | PRN | DFND | 41,975,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 44,137 | 44,000,000 | PRN | DFND | 44,000,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 87,669 | 73,000,000 | PRN | DFND | 73,000,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 57,704 | 69,000,000 | PRN | DFND | 69,000,000 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | COM | 552953101 | 313,782 | 11,319,680 | SH | DFND | 11,319,680 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 54,804 | 42,500,000 | PRN | DFND | 42,500,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 83,822 | 65,000,000 | PRN | DFND | 65,000,000 | 0 | 0 | ||
| NAVIENT CORPORATION | COM | 63938C108 | 272,286 | 21,272,339 | SH | DFND | 21,272,339 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 7,145 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| OFFICE DEPOT INC | COM | 676220106 | 39,166 | 22,316,968 | SH | DFND | 22,316,968 | 0 | 0 | ||
| PELOTON INTERACTIVE INC | CL A COM | 70614W100 | 6,275 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
| PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 4,905 | 339,000 | SH | DFND | 339,000 | 0 | 0 | ||
| PLAINS GP HLDGS L P | LTD PARTNR INT A | 72651A207 | 68,992 | 3,249,727 | SH | DFND | 3,249,727 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 46,112 | 45,000,000 | PRN | DFND | 45,000,000 | 0 | 0 | ||
| QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 30,331 | 250,000 | PRN | DFND | 250,000 | 0 | 0 | ||
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 63,377 | 40,000,000 | PRN | DFND | 40,000,000 | 0 | 0 | ||
| ROAN RES INC | CL A COM | 769755109 | 1,819 | 1,479,077 | SH | DFND | 1,479,077 | 0 | 0 | ||
| SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 270,916 | 10,620,000 | SH | DFND | 10,620,000 | 0 | 0 | ||
| TARGET HOSPITALITY CORP | *W EXP 03/15/202 | 87615L115 | 478 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
| TIDEWATER INC NEW | COM | 88642R109 | 17,568 | 1,162,674 | SH | DFND | 1,162,674 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | COM | 90353T100 | 44,340 | 1,455,221 | SH | DFND | 1,455,221 | 0 | 0 | ||
| VALARIS PLC | SHS CLASS A | G9402V109 | 35,140 | 7,305,552 | SH | DFND | 7,305,552 | 0 | 0 | ||
| VICI PPTYS INC | COM | 925652109 | 507,388 | 22,401,220 | SH | DFND | 22,401,220 | 0 | 0 | ||
| WANDA SPORTS GROUP CO LTD | SPONSORED ADS | 93368R101 | 979 | 241,791 | SH | DFND | 241,791 | 0 | 0 | ||
| WILLIAMS COS INC DEL | COM | 969457100 | 62,881 | 2,613,502 | SH | DFND | 2,613,502 | 0 | 0 | ||
| YPF SOCIEDAD ANONIMA | SPON ADR CL D | 984245100 | 26,321 | 2,845,480 | SH | DFND | 2,845,480 | 0 | 0 | ||