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 |
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 11,340 | 1,000,000 | SH | Put | DFND | 1 | 1,000,000 | 0 | 0 |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 16,433 | 10,384,000 | PRN | SOLE | 10,384,000 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 27,725 | 17,520,000 | PRN | DFND | 1 | 17,520,000 | 0 | 0 | |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 3,933 | 2,485,000 | PRN | DFND | 2 | 2,485,000 | 0 | 0 | |
| ADVANSIX INC | COM | 00773T101 | 1,483 | 67,000 | SH | SOLE | 67,000 | 0 | 0 | ||
| AK STL HLDG CORP | COM | 001547108 | 1,021 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| AK STL HLDG CORP | COM | 001547108 | 10,210 | 1,000,000 | SH | Call | DFND | 1 | 1,000,000 | 0 | 0 |
| ALCOA CORP | COM | 013872106 | 1,549 | 55,166 | SH | SOLE | 55,166 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | COM | 01741R102 | 9,160 | 575,000 | SH | DFND | 1 | 575,000 | 0 | 0 | |
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 10,125 | 7,500,000 | PRN | DFND | 1 | 7,500,000 | 0 | 0 | |
| ANADARKO PETE CORP | COM | 032511107 | 7,845 | 112,500 | SH | SOLE | 112,500 | 0 | 0 | ||
| ARCH COAL INC | CL A | 039380407 | 8,312 | 106,500 | SH | SOLE | 106,500 | 0 | 0 | ||
| ARCONIC INC | COM | 03965L100 | 4,403 | 237,500 | SH | SOLE | 237,500 | 0 | 0 | ||
| ARCONIC INC | COM | 03965L100 | 11,810 | 637,000 | SH | DFND | 1 | 637,000 | 0 | 0 | |
| ARCONIC INC | COM | 03965L100 | 13,944 | 1,500,000 | SH | Call | DFND | 1 | 1,500,000 | 0 | 0 |
| ASCENT CAP GROUP INC | COM SER A | 043632108 | 2,276 | 140,000 | SH | DFND | 1 | 140,000 | 0 | 0 | |
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 767 | 1,035,000 | PRN | SOLE | 1,035,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 3,095 | 4,175,000 | PRN | DFND | 1 | 4,175,000 | 0 | 0 | |
| BON-TON STORES INC | COM | 09776J101 | 595 | 405,000 | SH | SOLE | 405,000 | 0 | 0 | ||
| BON-TON STORES INC | COM | 09776J101 | 1,938 | 1,318,356 | SH | DFND | 1 | 1,318,356 | 0 | 0 | |
| CENVEO INC | COM NEW | 15670S402 | 3,355 | 480,000 | SH | DFND | 1 | 480,000 | 0 | 0 | |
| CHENIERE ENERGY INC | COM NEW | 16411R208 | 8,783 | 212,000 | SH | SOLE | 212,000 | 0 | 0 | ||
| CONSOL ENERGY INC | COM | 20854P109 | 7,620 | 418,000 | SH | SOLE | 418,000 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 2,968 | 54,000 | SH | SOLE | 54,000 | 0 | 0 | ||
| DYNEGY INC NEW DEL | COM | 26817R108 | 7,934 | 937,830 | SH | SOLE | 937,830 | 0 | 0 | ||
| ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 4,297 | 120,000 | SH | Call | SOLE | 120,000 | 0 | 0 | |
| ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 26,858 | 750,000 | SH | Call | DFND | 1 | 750,000 | 0 | 0 |
| FERRO CORP | COM | 315405100 | 16,269 | 1,135,276 | SH | DFND | 1 | 1,135,276 | 0 | 0 | |
| GRAY TELEVISION INC | COM | 389375106 | 11,935 | 1,100,000 | SH | DFND | 1 | 1,100,000 | 0 | 0 | |
| HALCON RES CORP | COM PAR NEW | 40537Q605 | 3,503 | 375,000 | SH | SOLE | 375,000 | 0 | 0 | ||
| HALLIBURTON CO | COM | 406216101 | 8,114 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 53,940 | 400,000 | SH | Put | SOLE | 400,000 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 67,425 | 500,000 | SH | Put | DFND | 1 | 500,000 | 0 | 0 |
| KINDRED HEALTHCARE INC | COM | 494580103 | 926 | 118,000 | SH | SOLE | 118,000 | 0 | 0 | ||
| KINDRED HEALTHCARE INC | COM | 494580103 | 1,065 | 135,722 | SH | DFND | 1 | 135,722 | 0 | 0 | |
| LANTHEUS HLDGS INC | COM | 516544103 | 3,870 | 450,000 | SH | DFND | 1 | 450,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 28,902 | 48,987,000 | PRN | SOLE | 48,987,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 4,968 | 8,420,000 | PRN | DFND | 2 | 8,420,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 52,798 | 92,425,000 | PRN | SOLE | 92,425,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 10,128 | 17,730,000 | PRN | DFND | 2 | 17,730,000 | 0 | 0 | |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 8,578 | 100,000 | SH | Put | DFND | 1 | 100,000 | 0 | 0 |
| MACYS INC | COM | 55616P104 | 23,277 | 650,000 | SH | Call | DFND | 1 | 650,000 | 0 | 0 |
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 19,406 | 3,130,000 | SH | DFND | 1 | 3,130,000 | 0 | 0 | |
| OCLARO INC | COM NEW | 67555N206 | 13,336 | 1,490,000 | SH | DFND | 1 | 1,490,000 | 0 | 0 | |
| ORION ENGINEERED CARBONS S A | COM | L72967109 | 1,626 | 86,253 | SH | SOLE | 86,253 | 0 | 0 | ||
| ORION ENGINEERED CARBONS S A | COM | L72967109 | 12,798 | 678,929 | SH | DFND | 1 | 678,929 | 0 | 0 | |
| PARKER DRILLING CO | COM | 701081101 | 8,255 | 3,175,000 | SH | SOLE | 3,175,000 | 0 | 0 | ||
| PINNACLE ENTMT INC NEW | COM | 72348Y105 | 16,313 | 1,125,000 | SH | DFND | 1 | 1,125,000 | 0 | 0 | |
| RADIO ONE INC | CL D NON VTG | 75040P405 | 5,951 | 2,051,946 | SH | DFND | 1 | 2,051,946 | 0 | 0 | |
| RANGE RES CORP | COM | 75281A109 | 10,067 | 293,000 | SH | SOLE | 293,000 | 0 | 0 | ||
| RITE AID CORP | COM | 767754104 | 10,300 | 1,250,000 | SH | DFND | 1 | 1,250,000 | 0 | 0 | |
| ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 8,973 | 475,000 | SH | SOLE | 475,000 | 0 | 0 | ||
| ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 5,667 | 300,000 | SH | DFND | 1 | 300,000 | 0 | 0 | |
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 2,382 | 101,164 | SH | SOLE | 101,164 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 593 | 25,161 | SH | DFND | 2 | 25,161 | 0 | 0 | |
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 920 | 2,419,926 | SH | SOLE | 2,419,926 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 3,743 | 9,848,889 | SH | DFND | 1 | 9,848,889 | 0 | 0 | |
| SCIENTIFIC GAMES CORP | CL A | 80874P109 | 7,000 | 500,000 | SH | Call | DFND | 1 | 500,000 | 0 | 0 |
| SELECT MED HLDGS CORP | COM | 81619Q105 | 10,931 | 825,000 | SH | DFND | 1 | 825,000 | 0 | 0 | |
| SEMGROUP CORP | CL A | 81663A105 | 7,995 | 191,500 | SH | SOLE | 191,500 | 0 | 0 | ||
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 13,007 | 390,000 | SH | DFND | 1 | 390,000 | 0 | 0 | |
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 8,602 | 795,000 | SH | SOLE | 795,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 190,671 | 853,000 | SH | Put | SOLE | 853,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,533,416 | 6,860,000 | SH | Put | DFND | 1 | 6,860,000 | 0 | 0 |
| TENET HEALTHCARE CORP | COM NEW | 88033G407 | 7,272 | 490,000 | SH | DFND | 1 | 490,000 | 0 | 0 | |
| TRECORA RES | COM | 894648104 | 615 | 44,400 | SH | SOLE | 44,400 | 0 | 0 | ||
| TURNING PT BRANDS INC | COM | 90041L105 | 2,744 | 224,000 | SH | SOLE | 224,000 | 0 | 0 | ||
| WILLIAMS COS INC DEL | COM | 969457100 | 10,588 | 340,000 | SH | SOLE | 340,000 | 0 | 0 | ||