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 |
AGNC INVT CORP | COM | 00123Q104 | 28,277 | 2,032,884 | SH | DFND | 2,032,884 | 0 | 0 | ||
AMERICAN WELL CORP | CL A | 03044L105 | 17,991 | 607,000 | SH | DFND | 607,000 | 0 | 0 | ||
ARCONIC CORPORATION | COM | 03966V107 | 27,071 | 1,421,049 | SH | DFND | 1,421,049 | 0 | 0 | ||
ARDAGH GROUP S A | CL A | L0223L101 | 40,820 | 2,905,318 | SH | DFND | 2,905,318 | 0 | 0 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 38,534 | 40,750,000 | PRN | DFND | 40,750,000 | 0 | 0 | ||
BAUSCH HEALTH COS INC | COM | 071734107 | 46,700 | 3,005,156 | SH | DFND | 3,005,156 | 0 | 0 | ||
BENEFITFOCUS INC | NOTE 1.250%12/1 | 08180DAB2 | 18,727 | 23,850,000 | PRN | DFND | 23,850,000 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 341,706 | 7,071,740 | SH | DFND | 7,071,740 | 0 | 0 | ||
BK OF AMERICA CORP | COM | 060505104 | 90,723 | 3,766,000 | SH | DFND | 3,766,000 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 13,404 | 81,109 | SH | DFND | 81,109 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 457 | 551,000 | PRN | Call | DFND | 551,000 | 0 | 0 | |
CAESARS ENTERTAINMENT INC NE | COM | 12769G100 | 293,232 | 5,230,674 | SH | DFND | 5,230,674 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 20,908 | 485,000 | SH | DFND | 485,000 | 0 | 0 | ||
DELL TECHNOLOGIES INC | CL C | 24703L202 | 487,443 | 7,201,110 | SH | DFND | 7,201,110 | 0 | 0 | ||
DRAGONEER GROWTH OPPORTUN CO | UNIT 08/18/2027 | G28302126 | 18,375 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
HOWMET AEROSPACE INC | COM | 443201108 | 94,896 | 5,675,600 | SH | DFND | 5,675,600 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 37,258 | 35,500,000 | PRN | DFND | 35,500,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 47,569 | 46,975,000 | PRN | DFND | 46,975,000 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 28,891 | 300,100 | SH | DFND | 300,100 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 76,621 | 70,000,000 | PRN | DFND | 70,000,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 54,281 | 60,000,000 | PRN | DFND | 60,000,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 2.250% 2/1 | 595017AH7 | 91,977 | 61,500,000 | PRN | DFND | 61,500,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | COM | 63934E108 | 31,766 | 729,591 | SH | DFND | 729,591 | 0 | 0 | ||
PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 3,166 | 444,674 | SH | DFND | 444,674 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 9,781 | 8,850,000 | PRN | DFND | 8,850,000 | 0 | 0 | ||
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 35,448 | 250,000 | PRN | DFND | 250,000 | 0 | 0 | ||
SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 68,753 | 3,779,704 | SH | DFND | 3,779,704 | 0 | 0 | ||
SNOWFLAKE INC | CL A | 833445109 | 12,550 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 11,550 | 8,000,000 | PRN | DFND | 8,000,000 | 0 | 0 | ||
TARGET HOSPITALITY CORP | *W EXP 03/15/202 | 87615L115 | 35 | 500,000 | PRN | DFND | 500,000 | 0 | 0 | ||
THE ODP CORP | COM | 88337F105 | 53,166 | 2,733,495 | SH | DFND | 2,733,495 | 0 | 0 | ||
VIACOMCBS INC | CL B | 92556H206 | 86,812 | 3,099,337 | SH | DFND | 3,099,337 | 0 | 0 | ||
VICI PPTYS INC | COM | 925652109 | 464,390 | 19,871,186 | SH | DFND | 19,871,186 | 0 | 0 |