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 |
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 14,350 | 5,000,000 | SH | Put | DFND | 1 | 0 | 5,000,000 | 0 |
| APOLLO COMMERCIAL REAL ESTATE | COM | 03762U105 | 10,361 | 601,309 | SH | DFND | 1 | 0 | 601,309 | 0 | |
| APOLLO RESIDENTIAL MORTGAGE | COM | 03763V102 | 2,212 | 185,085 | SH | DFND | 1 | 0 | 185,085 | 0 | |
| APOLLO SENIOR FLOATING RATE | COM | 037636107 | 1,515 | 100,000 | SH | DFND | 1 | 0 | 100,000 | 0 | |
| ARCH COAL INC. | COM NEW | 039380308 | 283 | 286,900 | SH | Put | DFND | 1 | 0 | 286,900 | 0 |
| ARES DYNAMIC CREDIT ALLOCATION | COM | 04014F102 | 907 | 67,901 | SH | DFND | 1 | 0 | 67,901 | 0 | |
| BROOKDALE SENIOR LIVING INC | NOTE 2.750% 6/1 | 112463AA2 | 18,976 | 19,000,000 | PRN | DFND | 1 | 0 | 19,000,000 | 0 | |
| BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 7,756 | 700,000 | SH | Put | DFND | 1 | 0 | 700,000 | 0 |
| CABLEVISION SYSTEMS CORP | COM | 12686C109 | 3,190 | 100,000 | SH | DFND | 1 | 0 | 100,000 | 0 | |
| CENVEO CORP | NOTE 7.000% 5/1 | 15671BAJ0 | 3,066 | 3,500,000 | PRN | DFND | 1 | 0 | 3,500,000 | 0 | |
| CANADIAN NATURAL RESOURCES LTD | COM | 136385101 | 6,046 | 200,000 | SH | Put | DFND | 1 | 0 | 200,000 | 0 |
| CHESAPEAKE ENERGY CORPORATION | COM | 165167107 | 1,575 | 350,000 | SH | Put | DFND | 1 | 0 | 350,000 | 0 |
| ENDO INTERNATIONAL PLC | COM | G30401106 | 6,122 | 100,000 | SH | Call | DFND | 1 | 0 | 100,000 | 0 |
| CBL & ASSOCIATES PROPERTIES INC | COM | 124830100 | 3,093 | 250,000 | SH | Put | DFND | 1 | 0 | 250,000 | 0 |
| CONSOL ENERGY INC | COM | 20854P109 | 3,200 | 405,000 | SH | Put | DFND | 1 | 0 | 405,000 | 0 |
| CEMEX SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | 6,550 | 7,100,000 | PRN | DFND | 1 | 0 | 7,100,000 | 0 | |
| COMPANHIA SIDERURGICA NACION | SPONSORED ADR | 20440W105 | 976 | 1,000,000 | SH | Put | DFND | 1 | 0 | 1,000,000 | 0 |
| DELUXE CORP | COM | 248019101 | 5,454 | 100,000 | SH | Put | DFND | 1 | 0 | 100,000 | 0 |
| THE CHEMOURS COMPANY | COM | 163851108 | 325 | 60,700 | SH | Call | DFND | 1 | 0 | 60,700 | 0 |
| CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | 1,440 | 3,000 | SH | Put | DFND | 1 | 0 | 3,000 | 0 |
| EP ENERGY | CL A | 268785102 | 493,171 | 112,596,207 | SH | DFND | 2 | 0 | 112,596,207 | 0 | |
| FRANKLIN RESOURCES INC | COM | 354613101 | 5,523 | 150,000 | SH | Put | DFND | 1 | 0 | 150,000 | 0 |
| GERDAU SA | SPON ADR REP PFD | 373737105 | 1,590 | 1,325,000 | SH | Call | DFND | 1 | 0 | 1,325,000 | 0 |
| GENCO SHIPPING & TRADING LTD | SHS NEW | Y2685T115 | 15,258 | 10,240,593 | SH | DFND | 1 | 0 | 10,240,593 | 0 | |
| ING GROEP NV | DBCV 6.000%12/2 | 456837AE3 | 1,002 | 1,000,000 | PRN | DFND | 1 | 0 | 1,000,000 | 0 | |
| INTERNATIONAL BUSINESS MACHINES CORP | COM | 459200101 | 13,762 | 100,000 | SH | Put | DFND | 1 | 0 | 100,000 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 80,580 | 1,000,000 | SH | Call | DFND | 1 | 0 | 1,000,000 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 73,328 | 910,000 | SH | Put | DFND | 1 | 0 | 910,000 | 0 |
| ISTAR FINANCIAL | NOTE 3.000%11/1 | 45031UBR1 | 58,576 | 53,678,000 | PRN | DFND | 1 | 0 | 53,678,000 | 0 | |
| ISTAR FINANCIAL | COM | 45031U101 | 4,310 | 367,444 | SH | DFND | 1 | 0 | 367,444 | 0 | |
| ISTAR FINANCIAL | COM | 45031U101 | 5,865 | 500,000 | SH | Call | DFND | 1 | 0 | 500,000 | 0 |
| LEAR CORP | COM NEW | 521865204 | 185 | 1,505 | SH | DFND | 1 | 0 | 1,505 | 0 | |
| JC PENNEY CO INC | COM | 708160106 | 5,288 | 794,000 | SH | Put | DFND | 1 | 0 | 794,000 | 0 |
| JG WENTWORTH | CL A | 46618D108 | 360 | 200,000 | SH | DFND | 1 | 0 | 200,000 | 0 | |
| LINN ENERGY | UNIT LTD LIAB | 536020100 | 194 | 150,000 | SH | Call | DFND | 1 | 0 | 150,000 | 0 |
| LINN ENERGY | UNIT LTD LIAB | 536020100 | 645 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| OLIN CORP | COM PAR $1 | 680665205 | 6,227 | 360,800 | SH | Put | DFND | 1 | 0 | 360,800 | 0 |
| PEABODY ENERGY CORPORATION | COM NEW | 704549203 | 3,072 | 400,000 | SH | Call | DFND | 1 | 0 | 400,000 | 0 |
| PEABODY ENERGY CORPORATION | COM NEW | 704549203 | 9,600 | 1,250,000 | SH | Put | DFND | 1 | 0 | 1,250,000 | 0 |
| RADIAN GROUP INC | COM | 750236101 | 6,695 | 500,000 | SH | Call | DFND | 1 | 0 | 500,000 | 0 |
| RADIO ONE INC | CL D NON VTG | 75040P405 | 883 | 513,560 | SH | DFND | 1 | 0 | 513,560 | 0 | |
| ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 18,316 | 400,000 | SH | Put | DFND | 1 | 0 | 400,000 | 0 |
| SCIENTIFIC GAMES CORPORATION | CL A | 80874P109 | 3,574 | 398,400 | SH | Call | DFND | 1 | 0 | 398,400 | 0 |
| SPD S&P 500 ETF TRUST | TR UNIT | 78462F103 | 106,012 | 520,000 | SH | Put | DFND | 1 | 0 | 520,000 | 0 |
| SPRINT CORPORATION | COM SER 1 | 85207U105 | 2,534 | 700,000 | SH | Put | DFND | 1 | 0 | 700,000 | 0 |
| STAPLES INC | COM | 855030102 | 2,368 | 250,000 | SH | Call | DFND | 1 | 0 | 250,000 | 0 |
| STAPLES INC | COM | 855030102 | 1,894 | 200,000 | SH | DFND | 1 | 0 | 200,000 | 0 | |
| SUNEDISON INC | COM | 86732Y109 | 1,273 | 250,000 | SH | Put | DFND | 1 | 0 | 250,000 | 0 |
| TIME WARNER INC | COM NEW | 887317303 | 19,401 | 300,000 | SH | Call | DFND | 1 | 0 | 300,000 | 0 |
| VINCE HOLDING | COM | 92719W108 | 1,374 | 300,000 | SH | Call | DFND | 1 | 0 | 300,000 | 0 |
| VIRTU FINANCIAL INC | CL A | 928254101 | 5,660 | 250,000 | SH | Put | DFND | 1 | 0 | 250,000 | 0 |
| WALTER INVESTMENT MANAGEMENT | COM | 93317W102 | 356 | 25,000 | SH | DFND | 1 | 0 | 25,000 | 0 | |
| WALTER INVESTMENT MANAGEMENT | NOTE 4.500%11/0 | 93317WAA0 | 37,306 | 57,092,000 | PRN | DFND | 1 | 0 | 57,092,000 | 0 | |
| WINTHROP REALTY TRUST | SH BEN INT NEW | 976391300 | 38,938 | 3,002,172 | SH | DFND | 1 | 0 | 3,002,172 | 0 | |
| WP GLIMCHER | COM | 92939N102 | 2,422 | 228,300 | SH | Put | DFND | 1 | 0 | 228,300 | 0 |
| CAESARS ENTERTAINMENT | COM | 127686103 | 209,048 | 26,495,304 | SH | DFND | 2 | 0 | 26,495,304 | 0 | |
| CAESARS ACQUISITION COMPANY | CL A | 12768T103 | 190,647 | 27,995,124 | SH | DFND | 2 | 0 | 27,995,124 | 0 | |
| NORWEGIAN CRUISE LINES HOLDINGS LTD | SHS | G66721104 | 2,115,682 | 36,103,782 | SH | DFND | 2 | 0 | 36,103,782 | 0 | |
| AIRTRAN HOLDINGS INC | NOTE 5.250%11/0 | 00949PAD0 | 3,396 | 1,150,000 | PRN | DFND | 1 | 0 | 1,150,000 | 0 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 13,396 | 7,000,000 | PRN | DFND | 1 | 0 | 7,000,000 | 0 | |
| ARES CAPITAL CORPORATION | NOTE 5.750% 2/0 | 04010LAB9 | 8,015 | 8,000,000 | PRN | DFND | 1 | 0 | 8,000,000 | 0 | |
| BGC PARTNERS INC | NOTE 4.500% 7/1 | 05541TAD3 | 4,565 | 4,200,000 | PRN | DFND | 1 | 0 | 4,200,000 | 0 | |
| FIDELITY NATIONAL FINANCIAL INC | NOTE 4.250% 8/1 | 31620RAE5 | 8,789 | 4,600,000 | PRN | DFND | 1 | 0 | 4,600,000 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 13,410 | 3,000,000 | PRN | DFND | 1 | 0 | 3,000,000 | 0 | |
| INTEL CORPORATION | SDCV 12/1 | 458140AD2 | 11,537 | 9,000,000 | PRN | DFND | 1 | 0 | 9,000,000 | 0 | |
| JANUS CAPITAL GROUP INC | NOTE 0.750% 7/1 | 47102XAH8 | 2,779 | 2,000,000 | PRN | DFND | 1 | 0 | 2,000,000 | 0 | |
| JEFFERIES GROUP LLC | DBCV 3.875%11/0 | 472319AG7 | 6,092 | 6,100,000 | PRN | DFND | 1 | 0 | 6,100,000 | 0 | |
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 1,327 | 1,350,000 | PRN | DFND | 1 | 0 | 1,350,000 | 0 | |
| NOVELLUS SYSTEMS INC | NOTE 2.625% 5/1 | 670008AD3 | 15,092 | 6,400,000 | PRN | DFND | 1 | 0 | 6,400,000 | 0 | |
| OLD REPUBLIC INTERNATIONAL CORP | NOTE 3.750% 3/1 | 680223AH7 | 1,653 | 1,300,000 | PRN | DFND | 1 | 0 | 1,300,000 | 0 | |
| PRICELINE GROUP INC | NOTE 1.000% 3/1 | 741503AQ9 | 7,562 | 5,300,000 | PRN | DFND | 1 | 0 | 5,300,000 | 0 | |
| PROSPECT CAPITAL CORP | NOTE 5.375%10/1 | 74348TAK8 | 3,767 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| RED HAT | NOTE 0.250%10/0 | 756577AD4 | 5,228 | 4,000,000 | PRN | DFND | 1 | 0 | 4,000,000 | 0 | |
| RELM WIRELESS CORP | COM | 759525108 | 745 | 188,971 | SH | DFND | 1 | 0 | 188,971 | 0 | |
| TEVA PHARMACEUTICAL COMPANY | DBCV 0.250% 2/0 | 88163VAE9 | 10,651 | 6,800,000 | PRN | DFND | 1 | 0 | 6,800,000 | 0 | |
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 8,141 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| CUMULUS MEDIA INC | CL A | 231082108 | 682 | 2,065,582 | SH | DFND | 1 | 0 | 2,065,582 | 0 | |