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 | COM | 007903957 | 6,000 | 2,500,000 | SH | Put | DFND | 1 | 0 | 2,500,000 | 0 |
| Alpha Natural Resources Inc | COM | 02076X902 | 302 | 1,000,000 | SH | Call | DFND | 1 | 0 | 1,000,000 | 0 |
| Alpha Natural Resources Inc | NOTE 3.750%12/1 | 02076XAE2 | 1,148 | 13,500,000 | PRN | DFND | 1 | 0 | 13,500,000 | 0 | |
| American Capital Ltd | COM | 02503Y103 | 1,925 | 142,070 | SH | DFND | 1 | 0 | 142,070 | 0 | |
| American Capital Ltd | COM | 02503Y903 | 20,325 | 1,500,000 | SH | Call | DFND | 1 | 0 | 1,500,000 | 0 |
| Apollo Commercial Real Estate Finance Inc | COM | 03762U105 | 9,880 | 601,309 | SH | DFND | 1 | 0 | 601,309 | 0 | |
| Apollo Residential Mortgage Inc | COM | 03763V102 | 2,719 | 185,085 | SH | DFND | 1 | 0 | 185,085 | 0 | |
| Apollo Senior Floating Rate Fund Inc | COM | 037636107 | 1,778 | 100,000 | SH | DFND | 1 | 0 | 100,000 | 0 | |
| Arch Coal Inc | COM | 039380100 | 1,085 | 3,192,324 | SH | DFND | 1 | 0 | 3,192,324 | 0 | |
| Arch Coal Inc | COM | 02503Y903 | 3 | 9,800 | SH | Call | DFND | 1 | 0 | 9,800 | 0 |
| Avon Products Inc | COM | 054303952 | 3,287 | 525,000 | SH | Put | DFND | 1 | 0 | 525,000 | 0 |
| Baltic Trading Ltd | COM | Y0553W103 | 5,565 | 3,478,015 | SH | DFND | 1 | 0 | 3,478,015 | 0 | |
| Bed Bath & Beyond Inc | COM | 075896950 | 68,980 | 1,000,000 | SH | Put | DFND | 1 | 0 | 1,000,000 | 0 |
| Best Buy Co Inc | COM | 086516951 | 8,153 | 250,000 | SH | Put | DFND | 1 | 0 | 250,000 | 0 |
| Brookdale Senior Living Inc | COM | 112463104 | 4,338 | 125,000 | SH | Put | DFND | 1 | 0 | 125,000 | 0 |
| C&J Energy Services Inc | COM | G3164Q951 | 6,600 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| Deluxe Corporation | COM | 248019951 | 9,300 | 150,000 | SH | Put | DFND | 1 | 0 | 150,000 | 0 |
| Dish Network Corp | COM | 25470M909 | 9,953 | 147,000 | SH | Call | DFND | 1 | 0 | 147,000 | 0 |
| Dun & Bradstreet Corp/The | COM | 26483E950 | 12,200 | 100,000 | SH | Put | DFND | 1 | 0 | 100,000 | 0 |
| Ensco PLC | COM | G3157S956 | 7,986 | 358,600 | SH | Put | DFND | 1 | 0 | 358,600 | 0 |
| EP Energy | CL A | 268785102 | 1,433,350 | 112,596,207 | SH | DFND | 2 | 0 | 112,596,207 | 0 | |
| Freeport-Mcmoran Inc | COM | 35671D957 | 5,549 | 300,000 | SH | Put | DFND | 1 | 0 | 300,000 | 0 |
| Frontier Communications Corp | COM | 35906A108 | 495 | 100,000 | SH | DFND | 1 | 0 | 100,000 | 0 | |
| Gamestop Corp. | COM | 36467W959 | 5,224 | 121,600 | SH | Put | DFND | 1 | 0 | 121,600 | 0 |
| Huntsman Corp | COM | 447011957 | 22,070 | 1,000,000 | SH | Put | DFND | 1 | 0 | 1,000,000 | 0 |
| Intelsat SA | COM | L5140P101 | 2,036 | 205,217 | SH | DFND | 1 | 0 | 205,217 | 0 | |
| iShares | IBOXX HI YD ETF | 464288513 | 248,640 | 2,800,000 | SH | Put | DFND | 1 | 0 | 2,800,000 | 0 |
| iShares TR | RUSSELL 2000 ETF | 464287655 | 66,552 | 525,000 | SH | Put | DFND | 1 | 0 | 525,000 | 0 |
| iStar Financial Inc | NOTE 3.000%11/1 | 45031UBR1 | 14,306 | 11,878,000 | PRN | DFND | 1 | 0 | 11,878,000 | 0 | |
| iStar Financial Inc | COM | 45031U101 | 14,939 | 1,121,569 | SH | DFND | 1 | 0 | 1,121,569 | 0 | |
| iStar Financial Inc | COM | 45031U901 | 17,316 | 1,300,000 | SH | Call | DFND | 1 | 0 | 1,300,000 | 0 |
| Lear Corp | COM NEW | 521865204 | 202 | 1,798 | SH | DFND | 1 | 0 | 1,798 | 0 | |
| Lee Enterprises Inc | COM | 523768109 | 666 | 200,000 | SH | DFND | 1 | 0 | 200,000 | 0 | |
| Massey Energy Co | NOTE 3.250% 8/0 | 576203AJ2 | 75 | 200,000 | PRN | DFND | 1 | 0 | 200,000 | 0 | |
| MBIA Inc | COM | 55262C100 | 301 | 50,000 | SH | DFND | 1 | 0 | 50,000 | 0 | |
| Peabody Energy Corp | COM | 704549954 | 18,068 | 8,250,000 | SH | Put | DFND | 1 | 0 | 8,250,000 | 0 |
| Penn Virginia Corp | COM | 707882106 | 876 | 200,000 | SH | DFND | 1 | 0 | 200,000 | 0 | |
| Qihoo 360 Technology Co Ltd | COM | 74734M959 | 13,315 | 196,700 | SH | Put | DFND | 1 | 0 | 196,700 | 0 |
| Radio One Inc | CL D NON VTG | 75040P405 | 2,012 | 634,652 | SH | DFND | 1 | 0 | 634,652 | 0 | |
| Rent-A-Center Inc | COM | 76009N950 | 9,923 | 350,000 | SH | Call | DFND | 1 | 0 | 350,000 | 0 |
| Scientific Games Corp | COM | 80874P909 | 7,770 | 500,000 | SH | Call | DFND | 1 | 0 | 500,000 | 0 |
| Seadrill Ltd | COM | G7945E955 | 5,377 | 520,000 | SH | Put | DFND | 1 | 0 | 520,000 | 0 |
| SPDR S&P 500 ETF Trust | TR UNIT | 78462F103 | 61,755 | 300,000 | SH | Put | DFND | 1 | 0 | 300,000 | 0 |
| Staples Inc | COM | 855030102 | 8,267 | 540,000 | SH | DFND | 1 | 0 | 540,000 | 0 | |
| Staples Inc | COM | 855030902 | 3,828 | 250,000 | SH | Call | DFND | 1 | 0 | 250,000 | 0 |
| Tesla Motors Inc | COM | 88160R951 | 26,826 | 100,000 | SH | Put | DFND | 1 | 0 | 100,000 | 0 |
| Tetra Technologies, Inc. | COM | 88162F955 | 2,406 | 377,100 | SH | Put | DFND | 1 | 0 | 377,100 | 0 |
| Time Inc. | COM | 887228954 | 23,010 | 1,000,000 | SH | Put | DFND | 1 | 0 | 1,000,000 | 0 |
| Valero Energy Corp | COM | 91913Y950 | 6,260 | 100,000 | SH | Put | DFND | 1 | 0 | 100,000 | 0 |
| Walter Investment Management Corp | NOTE 4.500%11/0 | 93317WAA0 | 27,663 | 33,342,000 | PRN | DFND | 1 | 0 | 33,342,000 | 0 | |
| Walter Investment Management Corp | COM | 93317W952 | 11,435 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| Winthrop Realty Trust | SH BEN INT NEW | 976391300 | 42,453 | 2,802,172 | SH | DFND | 1 | 0 | 2,802,172 | 0 | |
| Verso Paper Corp. | COM | 92531L108 | 23,842 | 36,124,198 | SH | DFND | 2 | 0 | 36,124,198 | 0 | |
| Caesars Entertainment Corp. | COM | 127686103 | 162,151 | 26,495,304 | SH | DFND | 2 | 0 | 26,495,304 | 0 | |
| Caesars Acquisition Company | CL A | 12768T103 | 192,606 | 27,995,124 | SH | DFND | 2 | 0 | 27,995,124 | 0 | |
| Norwegian Cruise Lines Holdings Ltd. | SHS | G66721104 | 2,642,791 | 47,159,020 | SH | DFND | 2 | 0 | 47,159,020 | 0 | |
| AIRTRAN HOLDINGS, INC. | NOTE 5.250%11/0 | 00949PAD0 | 2,784 | 1,150,000 | PRN | DFND | 1 | 0 | 1,150,000 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 15,396 | 7,000,000 | PRN | DFND | 1 | 0 | 7,000,000 | 0 | |
| ARES CAPITAL CORPORATION | NOTE 5.750% 2/0 | 04010LAB9 | 4,607 | 4,500,000 | PRN | DFND | 1 | 0 | 4,500,000 | 0 | |
| BGC PARTNERS INC | NOTE 4.500% 7/1 | 05541TAD3 | 4,623 | 4,400,000 | PRN | DFND | 1 | 0 | 4,400,000 | 0 | |
| FIDELITY NATIONAL FINANCIAL IN | NOTE 4.250% 8/1 | 31620RAE5 | 9,424 | 4,600,000 | PRN | DFND | 1 | 0 | 4,600,000 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 15,474 | 3,000,000 | PRN | DFND | 1 | 0 | 3,000,000 | 0 | |
| HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 4,902 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| INTEL CORPORATION | SDCV 12/1 | 458140AD2 | 8,439 | 7,000,000 | PRN | DFND | 1 | 0 | 7,000,000 | 0 | |
| JEFFERIES GROUP LLC | DBCV 3.875%11/0 | 472319AG7 | 4,200 | 4,100,000 | PRN | DFND | 1 | 0 | 4,100,000 | 0 | |
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 1,368 | 1,350,000 | PRN | DFND | 1 | 0 | 1,350,000 | 0 | |
| NOVELLUS SYSTEMS, INC. | NOTE 2.625% 5/1 | 670008AD3 | 15,252 | 6,400,000 | PRN | DFND | 1 | 0 | 6,400,000 | 0 | |
| OLD REPUBLIC INTERNATIONAL COR | NOTE 3.750% 3/1 | 680223AH7 | 1,541 | 1,300,000 | PRN | DFND | 1 | 0 | 1,300,000 | 0 | |
| PRICELINE GROUP INC | DEBT 1.000% 3/1 | 741503AQ9 | 7,082 | 5,300,000 | PRN | DFND | 1 | 0 | 5,300,000 | 0 | |
| PROSPECT CAPITAL CORP | NOTE 5.375%10/1 | 74348TAK8 | 3,848 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| RELM WIRELESS CORP | COM | 759525108 | 932 | 188,971 | SH | DFND | 1 | 0 | 188,971 | 0 | |
| TEVA PHARMACEUTICAL FINANCE CO | DBCV 0.250% 2/0 | 88163VAE9 | 5,330 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 7,753 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| Cenveo Corp | NOTE 7.000% 5/1 | 15671BAJ0 | 3,289 | 3,500,000 | PRN | DFND | 1 | 0 | 3,500,000 | 0 | |
| AK Steel | COM | 001547958 | 5,310 | 1,372,000 | SH | Put | DFND | 1 | 0 | 1,372,000 | 0 |
| Peabody Energy Corporation | SDCV 4.750%12/1 | 704549AG9 | 731 | 4,362,000 | PRN | DFND | 1 | 0 | 4,362,000 | 0 | |
| Univar Inc. | COM | 91336L107 | 8,272 | 317,774 | SH | DFND | 1 | 0 | 317,774 | 0 | |