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 |
| ALBERTSONS COS INC | COMMON STOCK | 013091103 | 2,802 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
| AMKOR TECHNOLOGY INC | COM | 031652100 | 1,297 | 52,000 | SH | SOLE | 52,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 5,735 | 5,695,000 | PRN | SOLE | 5,695,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 6,747 | 6,728,000 | PRN | SOLE | 6,728,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | COM | 05351X101 | 4,562 | 230,500 | SH | SOLE | 230,500 | 0 | 0 | ||
| CHENIERE ENERGY INC | COM NEW | 16411R208 | 1,758 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | COM | 165167735 | 7,884 | 128,000 | SH | DFND | 1 | 128,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | COM | 165167735 | 50,267 | 816,160 | SH | SOLE | 816,160 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | COM | 165167735 | 223 | 3,625 | SH | DFND | 2 | 3,625 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | *W EXP 09/02/202 | 165167180 | 307 | 10,495 | SH | SOLE | 10,495 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 13,819 | 5,099,343 | SH | SOLE | 5,099,343 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 945 | 348,687 | SH | DFND | 2 | 348,687 | 0 | 0 | |
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 14,036 | 5,179,257 | SH | DFND | 1 | 5,179,257 | 0 | 0 | |
| CLIPPER RLTY INC | COM | 18885T306 | 4,888 | 603,513 | SH | DFND | 1 | 603,513 | 0 | 0 | |
| CLIPPER RLTY INC | COM | 18885T306 | 2,197 | 271,211 | SH | SOLE | 271,211 | 0 | 0 | ||
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 7,284 | 5,795,000 | PRN | DFND | 1 | 5,795,000 | 0 | 0 | |
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 11,734 | 9,335,000 | PRN | SOLE | 9,335,000 | 0 | 0 | ||
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 760 | 605,000 | PRN | DFND | 2 | 605,000 | 0 | 0 | |
| CNX RES CORP | COM | 12653C108 | 1,010 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| COMMSCOPE HLDG CO INC | COM | 20337X109 | 6,072 | 446,783 | SH | DFND | 1 | 446,783 | 0 | 0 | |
| COMMSCOPE HLDG CO INC | COM | 20337X109 | 7,291 | 536,524 | SH | SOLE | 536,524 | 0 | 0 | ||
| CORNERSTONE BLDG BRANDS INC | COM | 21925D109 | 1,050 | 72,000 | SH | SOLE | 72,000 | 0 | 0 | ||
| DIEBOLD NIXDORF INC | COM STK | 253651103 | 1,820 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
| EXTRACTION OIL & GAS INC | COM | 30227M303 | 8,850 | 156,779 | SH | DFND | 2 | 156,779 | 0 | 0 | |
| EXTRACTION OIL & GAS INC | COM | 30227M303 | 55,751 | 987,617 | SH | SOLE | 987,617 | 0 | 0 | ||
| FIRSTENERGY CORP | COM | 337932107 | 7,458 | 209,500 | SH | SOLE | 209,500 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 4,315 | 154,811 | SH | SOLE | 154,811 | 0 | 0 | ||
| GRAFTECH INTL LTD | COM | 384313508 | 5,717 | 554,000 | SH | SOLE | 554,000 | 0 | 0 | ||
| GRAFTECH INTL LTD | COM | 384313508 | 4,283 | 415,000 | SH | DFND | 1 | 415,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 909 | 930,000 | PRN | SOLE | 930,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 15 | 15,000 | PRN | DFND | 2 | 15,000 | 0 | 0 | |
| IAMGOLD CORP | COM | 450913108 | 1,602 | 708,800 | SH | SOLE | 708,800 | 0 | 0 | ||
| IHEARTMEDIA INC | COM CL A | 45174J509 | 5,275 | 210,767 | SH | SOLE | 210,767 | 0 | 0 | ||
| IHEARTMEDIA INC | COM CL A | 45174J509 | 3,454 | 138,000 | SH | DFND | 1 | 138,000 | 0 | 0 | |
| INTERNATIONAL GAME TECHNOLOG | SHS USD | G4863A108 | 1,448 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
| IRSA INVERSIONES Y REP S A | *W EXP 05/25/202 | P5880C134 | 1 | 142,630 | SH | SOLE | 142,630 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 27,759 | 126,900 | SH | Put | SOLE | 126,900 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 52,631 | 240,600 | SH | Put | DFND | 1 | 240,600 | 0 | 0 |
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 18,698 | 18,640,000 | PRN | SOLE | 18,640,000 | 0 | 0 | ||
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 2,698 | 2,690,000 | PRN | DFND | 2 | 2,690,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 6,663 | 8,625,000 | PRN | DFND | 2 | 8,625,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 25,218 | 32,751,000 | PRN | SOLE | 32,751,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 3,692 | 4,795,000 | PRN | DFND | 2 | 4,795,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 80,522 | 104,235,000 | PRN | SOLE | 104,235,000 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 4,961 | 279,336 | SH | DFND | 1 | 279,336 | 0 | 0 | |
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 14,836 | 835,355 | SH | SOLE | 835,355 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 1,489 | 83,857 | SH | DFND | 2 | 83,857 | 0 | 0 | |
| NMI HLDGS INC | CL A | 629209305 | 3,425 | 151,500 | SH | SOLE | 151,500 | 0 | 0 | ||
| NMI HLDGS INC | CL A | 629209305 | 4,025 | 178,000 | SH | DFND | 1 | 178,000 | 0 | 0 | |
| NOBLE CORP NEW | SHS | G6610J209 | 2,630 | 97,410 | SH | DFND | 1 | 97,410 | 0 | 0 | |
| NOBLE CORP NEW | SHS | G6610J209 | 1,847 | 68,416 | SH | SOLE | 68,416 | 0 | 0 | ||
| NRG ENERGY INC | COM NEW | 629377508 | 1,558 | 38,163 | SH | SOLE | 38,163 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 3,228 | 2,880,000 | PRN | DFND | 2 | 2,880,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 15,302 | 13,650,000 | PRN | SOLE | 13,650,000 | 0 | 0 | ||
| PG&E CORP | COM | 69331C108 | 11,518 | 1,198,552 | SH | SOLE | 1,198,552 | 0 | 0 | ||
| PG&E CORP | COM | 69331C108 | 13,569 | 1,413,400 | SH | Call | DFND | 1 | 1,413,400 | 0 | 0 |
| PG&E CORP | COM | 69331C108 | 5,163 | 537,800 | SH | Call | SOLE | 537,800 | 0 | 0 | |
| PG&E CORP | COM | 69331C108 | 3,703 | 385,338 | SH | DFND | 1 | 385,338 | 0 | 0 | |
| QURATE RETAIL INC | COM SER A | 74915M100 | 5,920 | 581,000 | SH | SOLE | 581,000 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 1,218 | 93,898 | SH | SOLE | 93,898 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 338 | 26,086 | SH | DFND | 2 | 26,086 | 0 | 0 | |
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 4,277 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
| SPDR GOLD TR | GOLD SHS | 78463V107 | 124,807 | 760,000 | SH | Call | SOLE | 760,000 | 0 | 0 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 131,376 | 800,000 | SH | Call | DFND | 1 | 800,000 | 0 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 186,547 | 434,700 | SH | Put | SOLE | 434,700 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 35,318 | 82,300 | SH | Put | DFND | 1 | 82,300 | 0 | 0 |
| SPDR SER TR | S&P OILGAS EXP | 78468R556 | 8,173 | 84,500 | SH | Put | SOLE | 84,500 | 0 | 0 | |
| SPDR SER TR | S&P OILGAS EXP | 78468R556 | 13,589 | 140,500 | SH | Put | DFND | 1 | 140,500 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 20,756 | 19,899,000 | PRN | SOLE | 19,899,000 | 0 | 0 | ||
| TRIUMPH GROUP INC NEW | COM | 896818101 | 4,471 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
| TURNING PT BRANDS INC | COM | 90041L105 | 9,023 | 188,960 | SH | SOLE | 188,960 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAB7 | 23,844 | 23,600,000 | PRN | SOLE | 23,600,000 | 0 | 0 | ||
| VALARIS LIMITED | CL A | G9460G101 | 30,207 | 866,023 | SH | SOLE | 866,023 | 0 | 0 | ||
| VALARIS LIMITED | CL A | G9460G101 | 3,124 | 89,562 | SH | DFND | 2 | 89,562 | 0 | 0 | |
| VALARIS LIMITED | CL A | G9460G101 | 17,891 | 512,937 | SH | DFND | 1 | 512,937 | 0 | 0 | |
| VISTRA CORP | *W EXP 02/02/202 | 92840M128 | 4 | 29,389 | SH | SOLE | 29,389 | 0 | 0 | ||
| VISTRA CORP | COM | 92840M102 | 6,770 | 395,900 | SH | SOLE | 395,900 | 0 | 0 | ||
| WESTERN ASSET MORTGAGE CAPIT | NOTE 6.750% 9/1 | 95790DAD7 | 30,000 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||