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 | 3,194 | 2,811,000 | PRN | DFND | 1 | 2,811,000 | 0 | 0 | |
| AK STL CORP | NOTE 5.000%11/1 | 001546AP5 | 215 | 189,000 | PRN | SOLE | 189,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | COM | 05351X101 | 41,206 | 2,052,115 | SH | DFND | 1 | 2,052,115 | 0 | 0 | |
| AVAYA HLDGS CORP | COM | 05351X101 | 24,194 | 1,204,896 | SH | SOLE | 1,204,896 | 0 | 0 | ||
| BIOSCRIP INC | COM | 09069N108 | 1,053 | 359,280 | SH | SOLE | 359,280 | 0 | 0 | ||
| CALLON PETE CO DEL | COM | 13123X102 | 1,502 | 139,811 | SH | DFND | 1 | 139,811 | 0 | 0 | |
| CALLON PETE CO DEL | COM | 13123X102 | 245 | 22,772 | SH | SOLE | 22,772 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,583 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | COM NEW | 16411R208 | 9,779 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 40,422 | 39,654,000 | PRN | DFND | 1 | 39,654,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 15,643 | 15,346,000 | PRN | SOLE | 15,346,000 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 1,589 | 369,482 | SH | DFND | 1 | 369,482 | 0 | 0 | |
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 231 | 53,711 | SH | SOLE | 53,711 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 2.375% 3/1 | 25470MAD1 | 6,830 | 7,761,000 | PRN | DFND | 1 | 7,761,000 | 0 | 0 | |
| DISH NETWORK CORP | NOTE 2.375% 3/1 | 25470MAD1 | 1,090 | 1,239,000 | PRN | SOLE | 1,239,000 | 0 | 0 | ||
| EAGLE BULK SHIPPING INC | SHS NEW | Y2187A143 | 4,832 | 888,167 | SH | SOLE | 888,167 | 0 | 0 | ||
| ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 4,191 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| FERROGLOBE PLC | SHS | G33856108 | 4,881 | 569,524 | SH | DFND | 1 | 569,524 | 0 | 0 | |
| FERROGLOBE PLC | SHS | G33856108 | 750 | 87,506 | SH | SOLE | 87,506 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS CORP | COM NEW | 35906A306 | 5,236 | 976,871 | SH | DFND | 1 | 976,871 | 0 | 0 | |
| FRONTIER COMMUNICATIONS CORP | COM NEW | 35906A306 | 822 | 153,359 | SH | SOLE | 153,359 | 0 | 0 | ||
| FTS INTERNATIONAL INC | COM | 30283W104 | 2,705 | 189,931 | SH | SOLE | 189,931 | 0 | 0 | ||
| HOUGHTON MIFFLIN HARCOURT CO | COM | 44157R109 | 314 | 40,997 | SH | SOLE | 40,997 | 0 | 0 | ||
| HRG GROUP INC | COM | 40434J100 | 4,993 | 381,425 | SH | SOLE | 381,425 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 16,373 | 23,304,000 | PRN | DFND | 1 | 23,304,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 7,271 | 10,500,000 | PRN | DFND | 1 | 10,500,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 5,899 | 8,396,000 | PRN | SOLE | 8,396,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 3,116 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| NII HLDGS INC | COM PAR | 62913F508 | 8,577 | 2,199,162 | SH | DFND | 1 | 2,199,162 | 0 | 0 | |
| NII HLDGS INC | COM PAR | 62913F508 | 8,969 | 2,299,689 | SH | SOLE | 2,299,689 | 0 | 0 | ||
| PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 8,955 | 772,010 | SH | DFND | 1 | 772,010 | 0 | 0 | |
| PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 1,398 | 120,496 | SH | SOLE | 120,496 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 11,991 | 675,929 | SH | SOLE | 675,929 | 0 | 0 | ||
| SCORPIO TANKERS INC | SHS | Y7542C106 | 7,750 | 2,757,935 | SH | DFND | 1 | 2,757,935 | 0 | 0 | |
| SCORPIO TANKERS INC | SHS | Y7542C106 | 11,535 | 4,104,949 | SH | SOLE | 4,104,949 | 0 | 0 | ||
| SOUTHCROSS ENERGY PARTNERS L | COM UNIT LTDPT | 84130C100 | 201 | 129,901 | SH | SOLE | 129,901 | 0 | 0 | ||
| SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 107,650 | 2,500,000 | SH | Put | SOLE | 2,500,000 | 0 | 0 | |
| TRANSOCEAN LTD | REG SHS | H8817H100 | 4,746 | 353,100 | SH | SOLE | 353,100 | 0 | 0 | ||
| VISTRA ENERGY CORP | COM | 92840M102 | 12,829 | 542,218 | SH | SOLE | 542,218 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 54,329 | 54,998,000 | PRN | DFND | 1 | 54,998,000 | 0 | 0 | |
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 8,593 | 8,699,000 | PRN | SOLE | 8,699,000 | 0 | 0 | ||
| WEATHERFORD INTL PLC | ORD SHS | G48833100 | 606 | 184,215 | SH | DFND | 1 | 184,215 | 0 | 0 | |
| WPX ENERGY INC | PFD SER A CV | 98212B202 | 7,518 | 99,000 | SH | SOLE | 99,000 | 0 | 0 | ||
| WPX ENERGY INC | COM | 98212B103 | 14,875 | 825,000 | SH | SOLE | 825,000 | 0 | 0 | ||