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 |
| Alpha Natural Resources Inc | COM | 02076X102 | 1,000 | 1,000,000 | SH | DFND | 1 | 0 | 1,000,000 | 0 | |
| Alpha Natural Resources Inc | NOTE 3.750%12/1 | 02076XAE2 | 1,383 | 3,500,000 | PRN | DFND | 1 | 0 | 3,500,000 | 0 | |
| American Cap Ltd | COM | 02503Y103 | 1,080 | 73,000 | SH | DFND | 1 | 0 | 73,000 | 0 | |
| American Cap Ltd | COM | 02503Y103 | 29,580 | 2,000,000 | SH | Call | DFND | 1 | 0 | 2,000,000 | 0 |
| American Homes 4 Rent | CL A | 02665T306 | 4,138 | 250,000 | SH | DFND | 1 | 0 | 250,000 | 0 | |
| Apollo Coml Real Est Fin Inc | COM | 03762U105 | 10,330 | 601,309 | SH | DFND | 1 | 0 | 601,309 | 0 | |
| Apollo Residential Mtg Inc | COM | 03763V102 | 2,952 | 185,085 | SH | DFND | 1 | 0 | 185,085 | 0 | |
| Apollo Sr Floating Rate Fd I | COM | 037636107 | 1,784 | 100,000 | SH | DFND | 1 | 0 | 100,000 | 0 | |
| Avon Prods Inc | COM | 054303102 | 3,995 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| Baltic Trading Limited | COM | Y0553W103 | 10,534 | 7,069,483 | SH | DFND | 1 | 0 | 7,069,483 | 0 | |
| Copa Holdings SA | CL A | P31076105 | 10,097 | 100,000 | SH | Put | DFND | 1 | 0 | 100,000 | 0 |
| Dun & Bradstreet Corp Del Ne | COM | 26483E100 | 25,672 | 200,000 | SH | Put | DFND | 1 | 0 | 200,000 | 0 |
| Freeport-Mcmoran Inc | CL B | 35671D857 | 5,685 | 300,000 | SH | Put | DFND | 1 | 0 | 300,000 | 0 |
| Ensco PLC | SHS CLASS A | G3157S106 | 12,823 | 608,600 | SH | Put | DFND | 1 | 0 | 608,600 | 0 |
| EP Energy Corp | CL A | 268785102 | 1,180,008 | 112,596,207 | SH | DFND | 2 | 0 | 112,596,207 | 0 | |
| Gamestop Corp New | CL A | 36467W109 | 4,616 | 121,600 | SH | Put | DFND | 1 | 0 | 121,600 | 0 |
| Houghton Mifflin Harcourt Co | COM | 44157R109 | 95,520 | 4,068,146 | SH | DFND | 1,2 | 0 | 4,068,146 | 0 | |
| Intelsat S A | COM | L5140P101 | 1,200 | 100,000 | SH | DFND | 1 | 0 | 100,000 | 0 | |
| iShares | IBOXX HI YD ETF | 464288513 | 226,525 | 2,500,000 | SH | Put | DFND | 1 | 0 | 2,500,000 | 0 |
| iShares TR | RUSSELL 2000 ETF | 464287655 | 54,723 | 440,000 | SH | Put | DFND | 1 | 0 | 440,000 | 0 |
| iStar Finl Inc | NOTE 3.000%11/1 | 45031UBR1 | 14,100 | 11,878,000 | PRN | DFND | 1 | 0 | 11,878,000 | 0 | |
| iStar Finl Inc | COM | 45031U101 | 10,954 | 842,632 | SH | DFND | 1 | 0 | 842,632 | 0 | |
| iStar Finl Inc | COM | 45031U101 | 10,400 | 800,000 | SH | Call | DFND | 1 | 0 | 800,000 | 0 |
| Kohls Corp | COM | 500255104 | 39,164 | 500,500 | SH | Put | DFND | 1 | 0 | 500,500 | 0 |
| Lee Enterprises Inc | COM | 523768109 | 634 | 200,000 | SH | DFND | 1 | 0 | 200,000 | 0 | |
| Lendingclub Corp | COM | 52603A109 | 3,930 | 200,000 | SH | Put | DFND | 1 | 0 | 200,000 | 0 |
| Marketaxess Hldgs Inc | COM | 57060D108 | 11,200 | 135,100 | SH | Put | DFND | 1 | 0 | 135,100 | 0 |
| Molycorp Inc Del | NOTE 5.500% 2/0 | 608753AH2 | 992 | 11,842,000 | PRN | DFND | 1 | 0 | 11,842,000 | 0 | |
| Molycorp Inc Del | NOTE 3.250% 6/1 | 608753AA7 | 19,532 | 132,420,000 | PRN | DFND | 1 | 0 | 132,420,000 | 0 | |
| Molycorp Inc Del | COM | 608753109 | 7,659 | 19,877,300 | SH | Put | DFND | 1 | 0 | 19,877,300 | 0 |
| Neustar Inc | CL A | 64126X201 | 5,830 | 236,800 | SH | Put | DFND | 1 | 0 | 236,800 | 0 |
| Office Depot Inc | COM | 676220106 | 2,300 | 250,000 | SH | DFND | 1 | 0 | 250,000 | 0 | |
| Peabody Energy Corp | COM | 704549104 | 2,460 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| Qihoo 360 Technology Co Ltd | DEBT 0.500% 8/1 | 74734MAB7 | 12,708 | 15,000,000 | PRN | DFND | 1 | 0 | 15,000,000 | 0 | |
| Qihoo 360 Technology Co Ltd | DEBT 1.750% 8/1 | 74734MAC5 | 3,856 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| Qihoo 360 Technology Co Ltd | ADS | 74734M109 | 7,680 | 150,000 | SH | Put | DFND | 1 | 0 | 150,000 | 0 |
| Ocean Rig UDW Inc | SHS | Y64354205 | 2,307 | 350,000 | SH | Put | DFND | 1 | 0 | 350,000 | 0 |
| Quiksilver Inc | COM | 74838C106 | 1,850 | 1,000,000 | SH | Put | DFND | 1 | 0 | 1,000,000 | 0 |
| Radio One Inc | CL D NON VTG | 75040P405 | 3,770 | 1,224,103 | SH | DFND | 1 | 0 | 1,224,103 | 0 | |
| Rouse Pptys Inc | COM | 779287101 | 3,792 | 200,000 | SH | Put | DFND | 1 | 0 | 200,000 | 0 |
| Scientific Games Corp | CL A | 80874P109 | 5,235 | 500,000 | SH | Call | DFND | 1 | 0 | 500,000 | 0 |
| Scientific Games Corp | CL A | 80874P109 | 1,571 | 150,000 | SH | DFND | 1 | 0 | 150,000 | 0 | |
| Sears Hldgs Corp | COM | 812350106 | 32,239 | 779,100 | SH | Put | DFND | 1 | 0 | 779,100 | 0 |
| Seadrill Limited | SHS | G7945E105 | 4,862 | 520,000 | SH | Put | DFND | 1 | 0 | 520,000 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 103,215 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| Staples Inc | COM | 855030102 | 5,700 | 350,000 | SH | DFND | 1 | 0 | 350,000 | 0 | |
| Tesla Mtrs Inc | COM | 88160R101 | 18,877 | 100,000 | SH | Put | DFND | 1 | 0 | 100,000 | 0 |
| Tetra Technologies Inc Del | COM | 88162F105 | 2,330 | 377,100 | SH | Put | DFND | 1 | 0 | 377,100 | 0 |
| Time Inc New | COM | 887228104 | 28,050 | 1,250,000 | SH | Put | DFND | 1 | 0 | 1,250,000 | 0 |
| Valero Energy Corp New | COM | 91913Y100 | 6,362 | 100,000 | SH | Put | DFND | 1 | 0 | 100,000 | 0 |
| Walter Energy Inc | COM | 93317Q105 | 775 | 1,250,000 | SH | Put | DFND | 1 | 0 | 1,250,000 | 0 |
| Walter Invt Mgmt Corp | NOTE 4.500%11/0 | 93317WAA0 | 24,776 | 31,512,000 | PRN | DFND | 1 | 0 | 31,512,000 | 0 | |
| Walter Invt Mgmt Corp | COM | 93317W102 | 8,075 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| Western Un Co | COM | 959802109 | 4,162 | 200,000 | SH | Put | DFND | 1 | 0 | 200,000 | 0 |
| Winthrop Rlty Tr | SH BEN INT NEW | 976391300 | 42,556 | 2,607,585 | SH | DFND | 1 | 0 | 2,607,585 | 0 | |
| Verso Paper Corp | COM | 92531L108 | 65,023 | 36,123,998 | SH | DFND | 2 | 0 | 36,124,198 | 0 | |
| Noranda Alum Hldg Corp | COM | 65542W107 | 67,835 | 22,840,000 | SH | DFND | 2 | 0 | 22,840,000 | 0 | |
| Caesars Entmt Corp | COM | 127686103 | 278,996 | 26,495,304 | SH | DFND | 2 | 0 | 26,495,304 | 0 | |
| Caesars Acquisition Co | CL A | 12768T103 | 190,367 | 27,995,124 | SH | DFND | 2 | 0 | 27,995,124 | 0 | |
| Norwegian Cruise Line Hldgs | SHS | G66721104 | 2,952,134 | 54,659,020 | SH | DFND | 2 | 0 | 54,659,020 | 0 | |
| Relm Wireless Corp | COM | 759525108 | 1,153 | 188,971 | SH | DFND | 1 | 0 | 188,971 | 0 | |
| Airtran Hldgs Inc | NOTE 5.250%11/0 | 00949PAD0 | 3,481 | 1,150,000 | PRN | DFND | 1 | 0 | 1,150,000 | 0 | |
| Ares Cap Corp | NOTE 5.750% 2/0 | 04010LAB9 | 4,660 | 4,500,000 | PRN | DFND | 1 | 0 | 4,500,000 | 0 | |
| BGC Partners Inc | NOTE 4.500% 7/1 | 05541TAD3 | 4,796 | 4,400,000 | PRN | DFND | 1 | 0 | 4,400,000 | 0 | |
| E M C Corp Mass | COM | 268648102 | 1,795 | 70,225 | SH | DFND | 1 | 0 | 70,225 | 0 | |
| Fidelity National Financial | NOTE 4.250% 8/1 | 31620RAE5 | 9,286 | 4,600,000 | PRN | DFND | 1 | 0 | 4,600,000 | 0 | |
| Gilead Sciences Inc | NOTE 1.625% 5/0 | 375558AP8 | 12,930 | 3,000,000 | PRN | DFND | 1 | 0 | 3,000,000 | 0 | |
| Health Care REIT Inc | NOTE 3.000%12/0 | 42217KAR7 | 5,674 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Intel Corp | SDCV 2.950%12/1 | 458140AD2 | 8,724 | 7,000,000 | PRN | DFND | 1 | 0 | 7,000,000 | 0 | |
| Jefferies Group Inc New | DBCV 3.875%11/0 | 472319AG7 | 4,159 | 4,100,000 | PRN | DFND | 1 | 0 | 4,100,000 | 0 | |
| Newmont Mining Corp | NOTE 1.625% 7/1 | 651639AJ5 | 4,483 | 4,350,000 | PRN | DFND | 1 | 0 | 4,350,000 | 0 | |
| Novellus Sys Inc | NOTE 2.625% 5/1 | 670008AD3 | 13,100 | 6,400,000 | PRN | DFND | 1 | 0 | 6,400,000 | 0 | |
| Old Rep Intl Corp | NOTE 3.750% 3/1 | 680223AH7 | 1,541 | 1,300,000 | PRN | DFND | 1 | 0 | 1,300,000 | 0 | |
| Priceline Com Inc | DEBT 1.000% 3/1 | 741503AQ9 | 9,510 | 7,100,000 | PRN | DFND | 1 | 0 | 7,100,000 | 0 | |
| Prospect Capital Corporation | NOTE 5.375%10/1 | 74348TAK8 | 3,876 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Teva Pharmaceutical Inds Ltd | DBCV 0.250% 2/0 | 88163VAE9 | 5,643 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Xilinx Inc | NOTE 2.625%6/1 | 983919AF8 | 7,425 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| Cenveo Corp | NOTE 7.000% 5/1 | 15671BAJ0 | 3,310 | 3,500,000 | PRN | DFND | 1 | 0 | 3,500,000 | 0 | |