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 |
ALBERTSONS COS INC | COMMON STOCK | 013091103 | 13,369 | 680,000 | SH | SOLE | 680,000 | 0 | 0 | ||
AMC ENTMT HLDGS INC | CL A COM | 00165C104 | 8,615 | 152,000 | SH | Put | SOLE | 152,000 | 0 | 0 | |
AMKOR TECHNOLOGY INC | COM | 031652100 | 1,231 | 52,000 | SH | SOLE | 52,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 6,893 | 6,728,000 | PRN | SOLE | 6,728,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 5,773 | 5,695,000 | PRN | SOLE | 5,695,000 | 0 | 0 | ||
AVAYA HLDGS CORP | COM | 05351X101 | 5,407 | 201,000 | SH | SOLE | 201,000 | 0 | 0 | ||
BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 1,958 | 45,900 | SH | SOLE | 45,900 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 1,562 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167735 | 1,001 | 19,282 | SH | DFND | 2 | 19,282 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | *W EXP 99/99/999 | 165167172 | 546 | 22,326 | SH | SOLE | 22,326 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 09/02/202 | 165167180 | 905 | 43,378 | SH | SOLE | 43,378 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 09/02/202 | 165167180 | 306 | 14,643 | SH | DFND | 2 | 14,643 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | COM | 165167735 | 70,352 | 1,355,000 | SH | SOLE | 1,355,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167735 | 6,646 | 128,000 | SH | DFND | 1 | 128,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | *W EXP 99/99/999 | 165167164 | 207 | 7,698 | SH | DFND | 2 | 7,698 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | *W EXP 99/99/999 | 165167164 | 540 | 20,092 | SH | SOLE | 20,092 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 99/99/999 | 165167172 | 209 | 8,555 | SH | DFND | 2 | 8,555 | 0 | 0 | |
CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 13,815 | 5,232,864 | SH | SOLE | 5,232,864 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 921 | 348,687 | SH | DFND | 2 | 348,687 | 0 | 0 | |
CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 14,999 | 5,681,310 | SH | DFND | 1 | 5,681,310 | 0 | 0 | |
CLIPPER RLTY INC | COM | 18885T306 | 1,993 | 271,211 | SH | SOLE | 271,211 | 0 | 0 | ||
CLIPPER RLTY INC | COM | 18885T306 | 4,436 | 603,513 | SH | DFND | 1 | 603,513 | 0 | 0 | |
CNX RES CORP | COM | 12653C108 | 1,093 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 18,629 | 14,385,000 | PRN | SOLE | 14,385,000 | 0 | 0 | ||
CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 7,505 | 5,795,000 | PRN | DFND | 1 | 5,795,000 | 0 | 0 | |
CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 1,437 | 1,110,000 | PRN | DFND | 2 | 1,110,000 | 0 | 0 | |
COMMSCOPE HLDG CO INC | COM | 20337X109 | 9,521 | 446,783 | SH | DFND | 1 | 446,783 | 0 | 0 | |
COMMSCOPE HLDG CO INC | COM | 20337X109 | 8,486 | 398,217 | SH | SOLE | 398,217 | 0 | 0 | ||
CORNERSTONE BLDG BRANDS INC | COM | 21925D109 | 2,304 | 126,720 | SH | SOLE | 126,720 | 0 | 0 | ||
CORNERSTONE BLDG BRANDS INC | COM | 21925D109 | 1,480 | 81,400 | SH | DFND | 1 | 81,400 | 0 | 0 | |
EDISON INTL | COM | 281020107 | 3,180 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
EXTRACTION OIL & GAS INC | COM | 30227M303 | 10,809 | 196,854 | SH | DFND | 2 | 196,854 | 0 | 0 | |
EXTRACTION OIL & GAS INC | COM | 30227M303 | 71,710 | 1,305,957 | SH | SOLE | 1,305,957 | 0 | 0 | ||
FIRSTENERGY CORP | COM | 337932107 | 10,810 | 290,500 | SH | SOLE | 290,500 | 0 | 0 | ||
FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 6,899 | 261,314 | SH | SOLE | 261,314 | 0 | 0 | ||
GRAFTECH INTL LTD | COM | 384313508 | 4,822 | 415,000 | SH | DFND | 1 | 415,000 | 0 | 0 | |
GRAFTECH INTL LTD | COM | 384313508 | 6,437 | 554,000 | SH | SOLE | 554,000 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 15 | 15,000 | PRN | DFND | 2 | 15,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 921 | 930,000 | PRN | SOLE | 930,000 | 0 | 0 | ||
IAMGOLD CORP | COM | 450913108 | 2,091 | 708,800 | SH | SOLE | 708,800 | 0 | 0 | ||
IHEARTMEDIA INC | COM CL A | 45174J509 | 5,224 | 194,000 | SH | SOLE | 194,000 | 0 | 0 | ||
IHEARTMEDIA INC | COM CL A | 45174J509 | 3,716 | 138,000 | SH | DFND | 1 | 138,000 | 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 | IBOXX HI YD ETF | 464288513 | 44,020 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 114,547 | 499,400 | SH | Put | DFND | 1 | 499,400 | 0 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 57,480 | 250,600 | SH | Put | SOLE | 250,600 | 0 | 0 | |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 67,180 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 88,040 | 1,000,000 | SH | Call | DFND | 1 | 1,000,000 | 0 | 0 |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 44,020 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 88,040 | 1,000,000 | SH | Put | DFND | 1 | 1,000,000 | 0 | 0 |
LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 18,826 | 18,640,000 | PRN | SOLE | 18,640,000 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 2,717 | 2,690,000 | PRN | DFND | 2 | 2,690,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 27,363 | 35,768,000 | PRN | SOLE | 35,768,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 6,523 | 8,625,000 | PRN | DFND | 2 | 8,625,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 85,091 | 112,510,000 | PRN | SOLE | 112,510,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 3,668 | 4,795,000 | PRN | DFND | 2 | 4,795,000 | 0 | 0 | |
MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 6,665 | 279,336 | SH | DFND | 1 | 279,336 | 0 | 0 | |
MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 2,001 | 83,857 | SH | DFND | 2 | 83,857 | 0 | 0 | |
MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 15,909 | 666,760 | SH | SOLE | 666,760 | 0 | 0 | ||
NMI HLDGS INC | CL A | 629209305 | 3,406 | 151,500 | SH | SOLE | 151,500 | 0 | 0 | ||
NMI HLDGS INC | CL A | 629209305 | 4,001 | 178,000 | SH | DFND | 1 | 178,000 | 0 | 0 | |
NOBLE CORP NEW | SHS | G6610J209 | 2,435 | 97,410 | SH | DFND | 1 | 97,410 | 0 | 0 | |
NOBLE CORP NEW | SHS | G6610J209 | 5,646 | 225,841 | SH | SOLE | 225,841 | 0 | 0 | ||
NOBLE CORP NEW | SHS | G6610J209 | 940 | 37,613 | SH | DFND | 2 | 37,613 | 0 | 0 | |
NRG ENERGY INC | COM NEW | 629377508 | 1,538 | 38,163 | SH | SOLE | 38,163 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 15,392 | 13,650,000 | PRN | SOLE | 13,650,000 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 3,248 | 2,880,000 | PRN | DFND | 2 | 2,880,000 | 0 | 0 | |
PG&E CORP | COM | 69331C108 | 14,374 | 1,413,400 | SH | Call | DFND | 1 | 1,413,400 | 0 | 0 |
PG&E CORP | COM | 69331C108 | 5,469 | 537,800 | SH | Call | SOLE | 537,800 | 0 | 0 | |
PG&E CORP | COM | 69331C108 | 14,300 | 1,406,118 | SH | SOLE | 1,406,118 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 3,919 | 385,338 | SH | DFND | 1 | 385,338 | 0 | 0 | |
QURATE RETAIL INC | COM SER A | 74915M100 | 6,493 | 496,000 | SH | SOLE | 496,000 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 4.500% 8/1 | 76120WAC8 | 26,165 | 26,576,000 | PRN | SOLE | 26,576,000 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 4.500% 8/1 | 76120WAC8 | 94 | 95,000 | PRN | DFND | 2 | 95,000 | 0 | 0 | |
SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 164 | 26,086 | SH | DFND | 2 | 26,086 | 0 | 0 | |
SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 590 | 93,898 | SH | SOLE | 93,898 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 4,486 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
SPDR GOLD TR | GOLD SHS | 78463V107 | 125,879 | 760,000 | SH | Call | SOLE | 760,000 | 0 | 0 | |
SPDR GOLD TR | GOLD SHS | 78463V107 | 132,504 | 800,000 | SH | Call | DFND | 1 | 800,000 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 149,821 | 350,000 | SH | Put | SOLE | 350,000 | 0 | 0 | |
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 21,530 | 19,899,000 | PRN | SOLE | 19,899,000 | 0 | 0 | ||
TRIUMPH GROUP INC NEW | COM | 896818101 | 4,980 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
TURNING PT BRANDS INC | COM | 90041L105 | 8,948 | 195,498 | SH | SOLE | 195,498 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAB7 | 20,597 | 18,600,000 | PRN | SOLE | 18,600,000 | 0 | 0 | ||
VALARIS LIMITED | CL A | G9460G101 | 28,687 | 993,315 | SH | SOLE | 993,315 | 0 | 0 | ||
VALARIS LIMITED | CL A | G9460G101 | 2,802 | 97,039 | SH | DFND | 2 | 97,039 | 0 | 0 | |
VALARIS LIMITED | CL A | G9460G101 | 18,290 | 633,298 | SH | DFND | 1 | 633,298 | 0 | 0 | |
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 1,142 | 33,600 | SH | SOLE | 33,600 | 0 | 0 | ||
VISTRA CORP | *W EXP 02/02/202 | 92840M128 | 9 | 29,389 | SH | SOLE | 29,389 | 0 | 0 | ||
VISTRA CORP | COM | 92840M102 | 7,344 | 395,900 | SH | SOLE | 395,900 | 0 | 0 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 21,575 | 22,711,000 | PRN | SOLE | 22,711,000 | 0 | 0 |