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 |
| AMKOR TECHNOLOGY INC | COM | 031652100 | 760 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 3,698 | 3,728,000 | PRN | SOLE | 3,728,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | COM | 05351X101 | 2,920 | 230,500 | SH | SOLE | 230,500 | 0 | 0 | ||
| BOWLERO CORP | CL A COM | 10258P102 | 4,577 | 427,796 | SH | SOLE | 427,796 | 0 | 0 | ||
| BOWLERO CORP | CL A COM | 10258P102 | 3,946 | 368,777 | SH | DFND | 4 | 368,777 | 0 | 0 | |
| BOWLERO CORP | CL A COM | 10258P102 | 1,794 | 167,626 | SH | DFND | 1 | 167,626 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | COM | 165167735 | 7,140 | 82,117 | SH | SOLE | 82,117 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | COM | 165167735 | 7,987 | 91,858 | SH | DFND | 1 | 91,858 | 0 | 0 | |
| CIVITAS RESOURCES INC | COM NEW | 17888H103 | 15,629 | 261,756 | SH | SOLE | 261,756 | 0 | 0 | ||
| CIVITAS RESOURCES INC | COM NEW | 17888H103 | 3,279 | 54,922 | SH | DFND | 2 | 54,922 | 0 | 0 | |
| CIVITAS RESOURCES INC | COM NEW | 17888H103 | 5,811 | 97,324 | SH | DFND | 4 | 97,324 | 0 | 0 | |
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 16,023 | 4,630,992 | SH | SOLE | 4,630,992 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 1,206 | 348,687 | SH | DFND | 2 | 348,687 | 0 | 0 | |
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 2,111 | 610,095 | SH | DFND | 4 | 610,095 | 0 | 0 | |
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 14,316 | 4,137,549 | SH | DFND | 1 | 4,137,549 | 0 | 0 | |
| CLIPPER RLTY INC | COM | 18885T306 | 2,043 | 225,282 | SH | SOLE | 225,282 | 0 | 0 | ||
| CLIPPER RLTY INC | COM | 18885T306 | 4,547 | 501,317 | SH | DFND | 1 | 501,317 | 0 | 0 | |
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 3,570 | 2,050,000 | PRN | DFND | 1 | 2,050,000 | 0 | 0 | |
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 2,595 | 1,490,000 | PRN | SOLE | 1,490,000 | 0 | 0 | ||
| COMMSCOPE HLDG CO INC | COM | 20337X109 | 5,812 | 737,524 | SH | SOLE | 737,524 | 0 | 0 | ||
| COMMSCOPE HLDG CO INC | COM | 20337X109 | 1,812 | 230,000 | SH | DFND | 3 | 230,000 | 0 | 0 | |
| COMMSCOPE HLDG CO INC | COM | 20337X109 | 3,521 | 446,783 | SH | DFND | 1 | 446,783 | 0 | 0 | |
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 1,937 | 70,000 | SH | DFND | 3 | 70,000 | 0 | 0 | |
| GOODYEAR TIRE & RUBR CO | COM | 382550101 | 2,315 | 162,000 | SH | SOLE | 162,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 212 | 215,000 | PRN | SOLE | 215,000 | 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 | 616 | 625,000 | PRN | DFND | 4 | 625,000 | 0 | 0 | |
| IHEARTMEDIA INC | COM CL A | 45174J509 | 4,364 | 230,767 | SH | SOLE | 230,767 | 0 | 0 | ||
| IHEARTMEDIA INC | COM CL A | 45174J509 | 2,610 | 138,000 | SH | DFND | 1 | 138,000 | 0 | 0 | |
| INTERNATIONAL GAME TECHNOLOG | SHS USD | G4863A108 | 2,591 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
| IRSA INVERSIONES Y REP S A | *W EXP 05/12/202 | P5880C134 | 1 | 142,630 | SH | DFND | 3 | 142,630 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 144,008 | 1,750,000 | SH | Call | SOLE | 1,750,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 31,682 | 385,000 | SH | Put | DFND | 1 | 385,000 | 0 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 50,608 | 615,000 | SH | Put | SOLE | 615,000 | 0 | 0 | |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 39,306 | 325,000 | SH | Put | SOLE | 325,000 | 0 | 0 | |
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 6,405 | 7,025,000 | PRN | SOLE | 7,025,000 | 0 | 0 | ||
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 2,453 | 2,690,000 | PRN | DFND | 2 | 2,690,000 | 0 | 0 | |
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 9,679 | 10,615,000 | PRN | DFND | 4 | 10,615,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 5,865 | 8,625,000 | PRN | DFND | 2 | 8,625,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 16,303 | 23,975,000 | PRN | DFND | 4 | 23,975,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 13,491 | 20,211,000 | PRN | SOLE | 20,211,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 3,201 | 4,795,000 | PRN | DFND | 2 | 4,795,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 11,741 | 17,590,000 | PRN | DFND | 4 | 17,590,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 52,537 | 77,260,000 | PRN | SOLE | 77,260,000 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 4,724 | 279,336 | SH | DFND | 1 | 279,336 | 0 | 0 | |
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 10,018 | 592,418 | SH | SOLE | 592,418 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 1,418 | 83,857 | SH | DFND | 2 | 83,857 | 0 | 0 | |
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 3,094 | 182,978 | SH | DFND | 4 | 182,978 | 0 | 0 | |
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 2,717 | 160,700 | SH | DFND | 3 | 160,700 | 0 | 0 | |
| MYT NETHERLANDS PARENT B V | ADS | 55406W103 | 1,590 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
| NMI HLDGS INC | CL A | 629209305 | 3,258 | 158,000 | SH | SOLE | 158,000 | 0 | 0 | ||
| NOBLE CORP NEW | SHS | G6610J209 | 3,940 | 112,416 | SH | SOLE | 112,416 | 0 | 0 | ||
| NOBLE CORP NEW | SHS | G6610J209 | 3,414 | 97,410 | SH | DFND | 1 | 97,410 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 8,896 | 7,685,000 | PRN | SOLE | 7,685,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 3,334 | 2,880,000 | PRN | DFND | 2 | 2,880,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 4,873 | 4,210,000 | PRN | DFND | 4 | 4,210,000 | 0 | 0 | |
| PG&E CORP | COM | 69331C108 | 1,665 | 139,482 | SH | SOLE | 139,482 | 0 | 0 | ||
| PG&E CORP | COM | 69331C108 | 4,601 | 385,338 | SH | DFND | 1 | 385,338 | 0 | 0 | |
| QURATE RETAIL INC | COM SER A | 74915M100 | 2,980 | 626,000 | SH | SOLE | 626,000 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 642 | 40,060 | SH | SOLE | 40,060 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 862 | 53,838 | SH | DFND | 4 | 53,838 | 0 | 0 | |
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 418 | 26,086 | SH | DFND | 2 | 26,086 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 56,455 | 125,000 | SH | Put | SOLE | 125,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 14,649 | 14,099,000 | PRN | SOLE | 14,099,000 | 0 | 0 | ||
| TURNING PT BRANDS INC | COM | 90041L105 | 2,685 | 78,960 | SH | DFND | 3 | 78,960 | 0 | 0 | |
| TUTOR PERINI CORP | COM | 901109108 | 1,080 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 21,952 | 22,335,000 | PRN | SOLE | 22,335,000 | 0 | 0 | ||
| VALARIS LIMITED | CL A | G9460G101 | 18,301 | 352,074 | SH | SOLE | 352,074 | 0 | 0 | ||
| VALARIS LIMITED | CL A | G9460G101 | 3,484 | 67,026 | SH | DFND | 3 | 67,026 | 0 | 0 | |
| VALARIS LIMITED | CL A | G9460G101 | 22,035 | 423,917 | SH | DFND | 1 | 423,917 | 0 | 0 | |
| VANECK ETF TRUST | JUNIOR GOLD MINE | 92189F791 | 2,459 | 52,500 | SH | DFND | 3 | 52,500 | 0 | 0 | |
| VISTRA CORP | *W EXP 02/02/202 | 92840M128 | 3 | 15,211 | SH | SOLE | 15,211 | 0 | 0 | ||
| VISTRA CORP | *W EXP 02/02/202 | 92840M128 | 3 | 14,178 | SH | DFND | 4 | 14,178 | 0 | 0 | |
| WESTERN ASSET MORTGAGE CAPIT | NOTE 6.750% 9/1 | 95790DAD7 | 28,288 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||