The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| AK STL CORP | NOTE 5.000%11/1 | 001546AP5 | 3,201 | 2,811,000 | PRN | DFND | 1 | 2,811,000 | 0 | 0 | |
| AK STL CORP | NOTE 5.000%11/1 | 001546AP5 | 215 | 1,890,000 | PRN | SOLE | 1,890,000 | 0 | 0 | ||
| ALTICE USA INC | CL A | 02156K103 | 2,423 | 131,140 | SH | DFND | 1 | 131,140 | 0 | 0 | |
| ALTICE USA INC | CL A | 02156K103 | 349 | 18,860 | SH | SOLE | 18,860 | 0 | 0 | ||
| AVAYA HLDGS CORP | COM | 05351X101 | 44,512 | 1,987,158 | SH | DFND | 1 | 1,987,158 | 0 | 0 | |
| AVAYA HLDGS CORP | COM | 05351X101 | 28,764 | 1,284,107 | SH | SOLE | 1,284,107 | 0 | 0 | ||
| CALLON PETE CO DEL | COM | 13123X102 | 9,168 | 692,412 | SH | DFND | 1 | 692,412 | 0 | 0 | |
| CALLON PETE CO DEL | COM | 13123X102 | 1,495 | 112,929 | SH | SOLE | 112,929 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 22,194 | 28,713,000 | PRN | DFND | 1 | 28,713,000 | 0 | 0 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 14,367 | 18,587,000 | PRN | SOLE | 18,587,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 34,146 | 39,654,000 | PRN | DFND | 1 | 39,654,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 26,734 | 31,046,000 | PRN | SOLE | 31,046,000 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 2,022 | 412,743 | SH | DFND | 1 | 412,743 | 0 | 0 | |
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 294 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| CROSS CTRY HEALTHCARE INC | COM | 227483104 | 17,159 | 1,544,440 | SH | SOLE | 1,544,440 | 0 | 0 | ||
| EAGLE BULK SHIPPING INC | SHS NEW | Y2187A143 | 6,188 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
| ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 7,988 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| FERROGLOBE PLC | SHS | G33856108 | 4,301 | 400,804 | SH | DFND | 1 | 400,804 | 0 | 0 | |
| FERROGLOBE PLC | SHS | G33856108 | 657 | 61,196 | SH | SOLE | 61,196 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS CORP | COM NEW | 35906A306 | 4,616 | 622,090 | SH | DFND | 1 | 622,090 | 0 | 0 | |
| FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 2,386 | 216,000 | SH | DFND | 1 | 216,000 | 0 | 0 | |
| FRONTIER COMMUNICATIONS CORP | COM NEW | 35906A306 | 723 | 97,461 | SH | SOLE | 97,461 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 376 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
| HC2 HLDGS INC | COM | 404139107 | 2,533 | 481,646 | SH | SOLE | 481,646 | 0 | 0 | ||
| HOUGHTON MIFFLIN HARCOURT CO | COM | 44157R109 | 285 | 40,997 | SH | SOLE | 40,997 | 0 | 0 | ||
| HRG GROUP INC | COM | 40434J100 | 1,360 | 82,489 | SH | SOLE | 82,489 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 16,429 | 23,304,000 | PRN | DFND | 1 | 23,304,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 7,206 | 10,500,000 | PRN | DFND | 1 | 10,500,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 6,483 | 9,196,000 | PRN | SOLE | 9,196,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 3,088 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| NII HLDGS INC | COM PAR | 62913F508 | 4,764 | 2,257,798 | SH | DFND | 1 | 2,257,798 | 0 | 0 | |
| NII HLDGS INC | COM PAR | 62913F508 | 3,184 | 1,509,204 | SH | SOLE | 1,509,204 | 0 | 0 | ||
| PATTERSON UTI ENERGY INC | COM | 703481101 | 1,367 | 78,055 | SH | SOLE | 78,055 | 0 | 0 | ||
| PENNEY J C INC | COM | 708160106 | 5,126 | 562,100 | SH | Call | DFND | 1 | 562,100 | 0 | 0 |
| PENNEY J C INC | COM | 708160106 | 265 | 87,900 | SH | Put | SOLE | 87,900 | 0 | 0 | |
| PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 5,768 | 598,925 | SH | DFND | 1 | 598,925 | 0 | 0 | |
| PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 901 | 93,581 | SH | SOLE | 93,581 | 0 | 0 | ||
| RYERSON HLDG CORP | COM | 783754104 | 846 | 103,832 | SH | DFND | 1 | 103,832 | 0 | 0 | |
| RYERSON HLDG CORP | COM | 783754104 | 132 | 16,168 | SH | SOLE | 16,168 | 0 | 0 | ||
| SANCHEZ ENERGY CORP | COM | 79970Y105 | 1,827 | 583,672 | SH | SOLE | 583,672 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 9,642 | 664,473 | SH | SOLE | 664,473 | 0 | 0 | ||
| SOUTHCROSS ENERGY PARTNERS L | COM UNIT LTDPT | 84130C100 | 212 | 129,901 | SH | SOLE | 129,901 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 217,677 | 827,200 | SH | Call | SOLE | 827,200 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 304,780 | 1,158,200 | SH | Put | SOLE | 1,158,200 | 0 | 0 | |
| TRANSOCEAN LTD | REG SHS | H8817H100 | 4,950 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| U S SILICA HLDGS INC | COM | 90346E103 | 3,828 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| VICI PPTYS INC | COM | 925652109 | 1,897 | 103,549 | SH | DFND | 1 | 103,549 | 0 | 0 | |
| VISTRA ENERGY CORP | COM | 92840M102 | 879 | 42,215 | SH | SOLE | 42,215 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 44,592 | 49,823,000 | PRN | DFND | 1 | 49,823,000 | 0 | 0 | |
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 7,318 | 8,177,000 | PRN | SOLE | 8,177,000 | 0 | 0 | ||
| WEATHERFORD INTL PLC | ORD SHS | G48833100 | 422 | 184,215 | SH | DFND | 1 | 184,215 | 0 | 0 | |
| WPX ENERGY INC | PFD SER A CV | 98212B202 | 6,173 | 99,000 | SH | SOLE | 99,000 | 0 | 0 | ||
| WPX ENERGY INC | COM | 98212B103 | 12,194 | 825,000 | SH | SOLE | 825,000 | 0 | 0 | ||