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 |
ARCONIC CORPORATION | COM | 03966V107 | 19,795 | 1,421,049 | SH | DFND | 1,421,049 | 0 | 0 | ||
ARDAGH GROUP S A | CL A | L0223L101 | 37,508 | 2,905,318 | SH | DFND | 2,905,318 | 0 | 0 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 33,359 | 40,750,000 | PRN | DFND | 40,750,000 | 0 | 0 | ||
BENEFITFOCUS INC | NOTE 1.250%12/1 | 08180DAB2 | 18,776 | 23,850,000 | PRN | DFND | 23,850,000 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 442,643 | 9,987,435 | SH | DFND | 9,987,435 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 2,369 | 551,000 | PRN | Call | DFND | 551,000 | 0 | 0 | |
BOEING CO | COM | 097023105 | 14,867 | 81,109 | SH | DFND | 81,109 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 4,464 | 1,246,794 | SH | DFND | 1,246,794 | 0 | 0 | ||
CAESARS ENTMT CORP | COM | 127686103 | 328,759 | 27,102,973 | SH | DFND | 27,102,973 | 0 | 0 | ||
DELL TECHNOLOGIES INC | CL C | 24703L202 | 365,151 | 6,646,362 | SH | DFND | 6,646,362 | 0 | 0 | ||
EDISON INTL | COM | 281020107 | 157,810 | 2,905,733 | SH | DFND | 2,905,733 | 0 | 0 | ||
ELDORADO RESORTS INC | COM | 28470R102 | 210,274 | 5,248,972 | SH | DFND | 5,248,972 | 0 | 0 | ||
HOWMET AEROSPACE INC | COM | 443201108 | 89,958 | 5,675,600 | SH | DFND | 5,675,600 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 43,217 | 46,975,000 | PRN | DFND | 46,975,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 3,032 | 21,561 | SH | DFND | 21,561 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 76,818 | 73,000,000 | PRN | DFND | 73,000,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 52,680 | 60,000,000 | PRN | DFND | 60,000,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 2.250% 2/1 | 595017AH7 | 90,130 | 61,500,000 | PRN | DFND | 61,500,000 | 0 | 0 | ||
NAVIENT CORPORATION | COM | 63938C108 | 56,240 | 8,000,000 | SH | DFND | 8,000,000 | 0 | 0 | ||
OFFICE DEPOT INC | COM | 676220106 | 65,126 | 27,713,336 | SH | DFND | 27,713,336 | 0 | 0 | ||
OTIS WORLDWIDE CORP | COM | 68902V107 | 11,233 | 197,552 | SH | DFND | 197,552 | 0 | 0 | ||
PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 14,825 | 1,792,615 | SH | DFND | 1,792,615 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 45,912 | 44,700,000 | PRN | DFND | 44,700,000 | 0 | 0 | ||
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 35,733 | 250,000 | PRN | DFND | 250,000 | 0 | 0 | ||
SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 228,324 | 12,402,170 | SH | DFND | 12,402,170 | 0 | 0 | ||
TARGET HOSPITALITY CORP | *W EXP 03/15/202 | 87615L115 | 50 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
VIACOMCBS INC | CL B | 92556H206 | 72,277 | 3,099,337 | SH | DFND | 3,099,337 | 0 | 0 | ||
VICI PPTYS INC | COM | 925652109 | 469,829 | 23,270,368 | SH | DFND | 23,270,368 | 0 | 0 |