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 |
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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 | 23,830 | 28,775,000 | PRN | DFND | 28,775,000 | 0 | 0 | ||
| AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 44,096 | 30,000,000 | PRN | DFND | 30,000,000 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 108,760 | 4,799,649 | SH | DFND | 4,799,649 | 0 | 0 | ||
| ARCONIC INC | COM | 03965L100 | 159,598 | 9,466,073 | SH | DFND | 9,466,073 | 0 | 0 | ||
| ARDAGH GROUP S A | CL A | L0223L101 | 29,522 | 2,664,406 | SH | DFND | 2,664,406 | 0 | 0 | ||
| BANCO MACRO SA | SPON ADR B | 05961W105 | 1,857 | 42,000 | SH | DFND | 42,000 | 0 | 0 | ||
| BERRY GLOBAL GROUP INC | COM | 08579W103 | 412,856 | 8,686,222 | SH | DFND | 8,686,222 | 0 | 0 | ||
| CAESARS ENTMT CORP | COM | 127686103 | 475,105 | 69,971,232 | SH | DFND | 69,971,232 | 0 | 0 | ||
| CALIFORNIA RES CORP | COM NEW | 13057Q206 | 2,139 | 125,524 | SH | DFND | 125,524 | 0 | 0 | ||
| CENTRAL PUERTO S A | SPONSORED ADR | 155038201 | 2,969 | 322,770 | SH | DFND | 322,770 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 10,979 | 2,115,435 | SH | DFND | 2,115,435 | 0 | 0 | ||
| COMMUNITY HEALTH SYS INC NEW | RIGHT 12/31/2019 | 203668116 | 0 | 479,167 | SH | DFND | 479,167 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | CL C | 24703L202 | 211,391 | 4,325,585 | SH | DFND | 4,325,585 | 0 | 0 | ||
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 6,380 | 1,627,460 | SH | DFND | 1,627,460 | 0 | 0 | ||
| EQT CORP | COM | 26884L109 | 101,903 | 5,394,522 | SH | DFND | 5,394,522 | 0 | 0 | ||
| EQUITRANS MIDSTREAM CORPORAT | COM | 294600101 | 77,515 | 3,871,855 | SH | DFND | 3,871,855 | 0 | 0 | ||
| EXTRACTION OIL AND GAS INC | COM | 30227M105 | 11,891 | 2,771,803 | SH | DFND | 2,771,803 | 0 | 0 | ||
| FGL HLDGS | ORD SHS | G3402M102 | 26,550 | 3,891,582 | SH | DFND | 3,891,582 | 0 | 0 | ||
| GRAPHIC PACKAGING HLDG CO | COM | 388689101 | 165,276 | 15,533,421 | SH | DFND | 15,533,421 | 0 | 0 | ||
| GRUPO FINANCIERO GALICIA S A | SP ADR 10 SH B | 399909100 | 1,696 | 61,500 | SH | DFND | 61,500 | 0 | 0 | ||
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 35,592 | 35,600,000 | PRN | DFND | 35,600,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 4,479 | 6,070,000 | PRN | DFND | 6,070,000 | 0 | 0 | ||
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 62,398 | 1,597,500 | SH | DFND | 1,597,500 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 56,146 | 49,405,000 | PRN | DFND | 49,405,000 | 0 | 0 | ||
| LEGACY RESERVES LP/ LEGACY F | NOTE 8.000% 9/2 | 52471TAF4 | 4,939 | 19,241,000 | PRN | DFND | 19,241,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 77,771 | 73,000,000 | PRN | DFND | 73,000,000 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | COM | 552953101 | 513,435 | 21,163,868 | SH | DFND | 21,163,868 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 49,170 | 35,000,000 | PRN | DFND | 35,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 58,776 | 60,000,000 | PRN | DFND | 60,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 36,421 | 37,000,000 | PRN | DFND | 37,000,000 | 0 | 0 | ||
| MR COOPER GROUP INC | COM | 62482R107 | 3,473 | 297,643 | SH | DFND | 297,643 | 0 | 0 | ||
| NAVIENT CORPORATION | COM | 63938C108 | 225,972 | 25,649,480 | SH | DFND | 25,649,480 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 52,342 | 38,150,000 | PRN | DFND | 38,150,000 | 0 | 0 | ||
| OI S A | SPONSORED ADR NE | 670851500 | 25,511 | 15,944,523 | SH | DFND | 15,944,523 | 0 | 0 | ||
| PLAINS GP HLDGS L P | LTD PARTNR INT A | 72651A207 | 63,051 | 3,136,852 | SH | DFND | 3,136,852 | 0 | 0 | ||
| PLATINUM EAGLE ACQUISITIN CO | *W EXP 01/17/202 | G7126L118 | 650 | 500,000 | PRN | Call | DFND | 500,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 39,309 | 46,500,000 | PRN | DFND | 46,500,000 | 0 | 0 | ||
| QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 23,591 | 250,000 | PRN | DFND | 250,000 | 0 | 0 | ||
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 10,931 | 8,500,000 | PRN | DFND | 8,500,000 | 0 | 0 | ||
| ROAN RES INC | CL A COM | 769755109 | 17,005 | 2,029,180 | SH | DFND | 2,029,180 | 0 | 0 | ||
| ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 67,457 | 8,040,178 | SH | DFND | 8,040,178 | 0 | 0 | ||
| ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 50 | 1,000,000 | PRN | Call | DFND | 1,000,000 | 0 | 0 | |
| SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 119,225 | 6,778,026 | SH | DFND | 6,778,026 | 0 | 0 | ||
| SHIRE PLC | SPONSORED ADR | 82481R106 | 38,204 | 219,515 | SH | DFND | 219,515 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 23,131 | 19,500,000 | PRN | DFND | 19,500,000 | 0 | 0 | ||
| TIDEWATER INC NEW | COM | 88642R109 | 22,566 | 1,179,622 | SH | DFND | 1,179,622 | 0 | 0 | ||
| VICI PPTYS INC | COM | 925652109 | 606,406 | 32,289,983 | SH | DFND | 32,289,983 | 0 | 0 | ||
| WILLIAMS COS INC DEL | COM | 969457100 | 117,879 | 5,345,987 | SH | DFND | 5,345,987 | 0 | 0 | ||
| YPF SOCIEDAD ANONIMA | SPON ADR CL D | 984245100 | 9,138 | 682,475 | SH | DFND | 682,475 | 0 | 0 | ||