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 Emissions Soluts In | COM | 00770C101 | 514 | 22,559 | SH | DFND | 1 | 0 | 22,559 | 0 | |
| Apollo Coml Real Est Fin Inc | COM | 03762U105 | 9,837 | 601,309 | SH | DFND | 1 | 0 | 601,309 | 0 | |
| Apollo Residential Mtg Inc | COM | 03763V102 | 2,919 | 185,085 | SH | DFND | 1 | 0 | 185,085 | 0 | |
| Apollo Sr Floating Rate Fd I | COM | 037636107 | 1,663 | 100,000 | SH | DFND | 1 | 0 | 100,000 | 0 | |
| Avon Prods Inc | COM | 054303102 | 21,128 | 2,250,000 | SH | Put | DFND | 1 | 0 | 2,250,000 | 0 |
| Baltic Trading Limited | COM | Y0553W103 | 8,585 | 3,420,330 | SH | DFND | 1 | 0 | 3,420,330 | 0 | |
| Cenveo Inc | COM | 15670S105 | 420 | 200,000 | SH | DFND | 1 | 0 | 200,000 | 0 | |
| Chesapeake Energy Corp | COM | 165167107 | 9,785 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| Cliffs Nat Res Inc | COM | 18683K101 | 2,142 | 300,000 | SH | Put | DFND | 1 | 0 | 300,000 | 0 |
| Copa Holdings SA | CL A | P31076105 | 30,605 | 295,300 | SH | Put | DFND | 1 | 0 | 295,300 | 0 |
| Dun & Bradstreet Corp Del Ne | COM | 26483E100 | 36,288 | 300,000 | SH | Put | DFND | 1 | 0 | 300,000 | 0 |
| Elizabeth Arden Inc | COM | 28660G106 | 4,926 | 230,300 | SH | Put | DFND | 1 | 0 | 230,300 | 0 |
| Ensco PLC | SHS CLASS A | G3157S106 | 17,820 | 595,000 | SH | Put | DFND | 1 | 0 | 595,000 | 0 |
| EP Energy Corp | CL A | 268785102 | 1,175,504 | 112,596,207 | SH | DFND | 2 | 0 | 112,596,207 | 0 | |
| Gamestop Corp New | CL A | 36467W109 | 4,110 | 121,600 | SH | Put | DFND | 1 | 0 | 121,600 | 0 |
| Houghton Mifflin Harcourt Co | COM | 44157R109 | 84,251 | 4,068,146 | SH | DFND | 1,2 | 0 | 4,068,146 | 0 | |
| iShares | IBOXX HI YD ETF | 464288513 | 44,800 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| iStar Finl Inc | NOTE 3.000%11/1 | 45031UBR1 | 14,994 | 11,878,000 | PRN | DFND | 1 | 0 | 11,878,000 | 0 | |
| iStar Finl Inc | COM | 45031U101 | 6,941 | 508,467 | SH | DFND | 1 | 0 | 508,467 | 0 | |
| iStar Finl Inc | COM | 45031U101 | 4,095 | 300,000 | SH | Call | DFND | 1 | 0 | 300,000 | 0 |
| Kohls Corp | COM | 500255104 | 30,520 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| Lee Enterprises Inc | COM | 523768109 | 736 | 200,000 | SH | DFND | 1 | 0 | 200,000 | 0 | |
| Loral Space & Communicatns I | COM | 543881106 | 3,936 | 50,000 | SH | Call | DFND | 1 | 0 | 50,000 | 0 |
| Loral Space & Communicatns I | COM | 543881106 | 9,548 | 121,300 | SH | DFND | 1 | 0 | 121,300 | 0 | |
| Marketaxess Hldgs Inc | COM | 57060D108 | 9,688 | 135,100 | SH | Put | DFND | 1 | 0 | 135,100 | 0 |
| Midstates Pete Co Inc | COM | 59804T100 | 755 | 500,000 | SH | Call | DFND | 1 | 0 | 500,000 | 0 |
| Molycorp Inc Del | NOTE 5.500% 2/0 | 608753AH2 | 4,508 | 14,842,000 | PRN | DFND | 1 | 0 | 14,842,000 | 0 | |
| Molycorp Inc Del | NOTE 3.250% 6/1 | 608753AA7 | 77,797 | 132,420,000 | PRN | DFND | 1 | 0 | 132,420,000 | 0 | |
| Molycorp Inc Del | NOTE 6.000% 9/0 | 608753AF6 | 1,104 | 3,650,000 | PRN | DFND | 1 | 0 | 3,650,000 | 0 | |
| Molycorp Inc Del | COM | 608753109 | 1,236 | 1,403,100 | SH | Put | DFND | 1 | 0 | 1,403,100 | 0 |
| Neustar Inc | CL A | 64126X201 | 5,560 | 200,000 | SH | Put | DFND | 1 | 0 | 200,000 | 0 |
| Nexstar Broadcasting Group I | CL A | 65336K103 | 10,358 | 200,000 | SH | Call | DFND | 1 | 0 | 200,000 | 0 |
| Nokia Corp | SPONSORED ADR | 654902204 | 11,790 | 1,500,000 | SH | Put | DFND | 1 | 0 | 1,500,000 | 0 |
| Northern Oil & Gas Inc Nev | COM | 665531109 | 1,271 | 225,000 | SH | Put | DFND | 1 | 0 | 225,000 | 0 |
| NRG Energy Inc | COM NEW | 629377508 | 10,780 | 400,000 | SH | Put | DFND | 1 | 0 | 400,000 | 0 |
| Ocean Rig UDW Inc | SHS | Y64354205 | 3,292 | 354,700 | SH | Put | DFND | 1 | 0 | 354,700 | 0 |
| Parsley Energy Inc | CL A | 701877102 | 8,299 | 520,000 | SH | Put | DFND | 1 | 0 | 520,000 | 0 |
| Peabody Energy Corp | COM | 704549104 | 3,870 | 500,000 | SH | Call | DFND | 1 | 0 | 500,000 | 0 |
| Quiksilver Inc | COM | 74838C106 | 2,210 | 1,000,000 | SH | Put | DFND | 1 | 0 | 1,000,000 | 0 |
| Radio One Inc | CL D NON VTG | 75040P405 | 1,192 | 713,577 | SH | DFND | 1 | 0 | 713,577 | 0 | |
| Rent A Ctr Inc New | COM | 76009N100 | 18,160 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| Rouse Pptys Inc | COM | 779287101 | 3,704 | 200,000 | SH | Put | DFND | 1 | 0 | 200,000 | 0 |
| Seadrill Limited | SHS | G7945E105 | 4,826 | 520,000 | SH | Put | DFND | 1 | 0 | 520,000 | 0 |
| Sears Hldgs Corp | COM | 812350106 | 25,695 | 779,100 | SH | Put | DFND | 1 | 0 | 779,100 | 0 |
| Sinclair Broadcast Group Inc | CL A | 829226109 | 5,472 | 200,000 | SH | Call | DFND | 1 | 0 | 200,000 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 365,861 | 1,780,000 | SH | Put | DFND | 1 | 0 | 1,780,000 | 0 |
| Time Inc New | COM | 887228104 | 24,610 | 1,000,000 | SH | Put | DFND | 1 | 0 | 1,000,000 | 0 |
| Triple-S Mgmt Corp | CL B | 896749108 | 5,731 | 239,700 | SH | Put | DFND | 1 | 0 | 239,700 | 0 |
| United States Stl Corp New | COM | 912909108 | 6,685 | 250,000 | SH | Put | DFND | 1 | 0 | 250,000 | 0 |
| Walter Invt Mgmt Corp | NOTE 4.500%11/0 | 93317WAA0 | 24,899 | 32,600,000 | PRN | DFND | 1 | 0 | 32,600,000 | 0 | |
| Walter Invt Mgmt Corp | COM | 93317W102 | 8,255 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| Weight Watchers Intl Inc New | COM | 948626106 | 4,968 | 200,000 | SH | Put | DFND | 1 | 0 | 200,000 | 0 |
| Western Un Co | COM | 959802109 | 13,309 | 743,100 | SH | Put | DFND | 1 | 0 | 743,100 | 0 |
| Winthrop Rlty Tr | SH BEN INT NEW | 976391300 | 35,731 | 2,291,908 | SH | DFND | 1 | 0 | 2,291,908 | 0 | |
| Verso Paper Corp | COM | 92531L108 | 123,905 | 36,123,998 | SH | DFND | 2 | 0 | 36,123,998 | 0 | |
| Noranda Alum Hldg Corp | COM | 65542W107 | 80,397 | 22,840,000 | SH | DFND | 2 | 0 | 22,840,000 | 0 | |
| Caesars Entmt Corp | COM | 127686103 | 415,711 | 26,495,302 | SH | DFND | 2 | 0 | 26,495,302 | 0 | |
| Caesars Acquisition Co | CL A | 12768T103 | 288,630 | 27,995,124 | SH | DFND | 2 | 0 | 27,995,124 | 0 | |
| Sprouts Fmrs Mkt Inc | COM | 85208M102 | 538,508 | 15,847,800 | SH | DFND | 2 | 0 | 15,847,800 | 0 | |
| Norwegian Cruise Line Hldgs | SHS | G66721104 | 2,562,573 | 54,802,680 | SH | DFND | 2 | 0 | 54,802,680 | 0 | |
| Relm Wireless Corp | COM | 759525108 | 907 | 188,971 | SH | DFND | 1 | 0 | 188,971 | 0 | |
| Airtran Hldgs Inc | NOTE 5.250%11/0 | 00949PAD0 | 3,372 | 1,150,000 | PRN | DFND | 1 | 0 | 1,150,000 | 0 | |
| Fidelity National Financial | NOTE 4.250% 8/1 | 31620RAE5 | 8,691 | 4,600,000 | PRN | DFND | 1 | 0 | 4,600,000 | 0 | |
| Gilead Sciences Inc | NOTE 1.625% 5/0 | 375558AP8 | 12,422 | 3,000,000 | PRN | DFND | 1 | 0 | 3,000,000 | 0 | |
| Health Care REIT Inc | NOTE 3.000%12/0 | 42217KAR7 | 5,707 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Intel Corp | SDCV 2.950%12/1 | 458140AD2 | 9,214 | 7,000,000 | PRN | DFND | 1 | 0 | 7,000,000 | 0 | |
| Jefferies Group Inc New | DBCV 3.875%11/0 | 472319AG7 | 4,251 | 4,100,000 | PRN | DFND | 1 | 0 | 4,100,000 | 0 | |
| Newmont Mining Corp | NOTE 1.625% 7/1 | 651639AJ5 | 4,429 | 4,350,000 | PRN | DFND | 1 | 0 | 4,350,000 | 0 | |
| Novellus Sys Inc | NOTE 2.625% 5/1 | 670008AD3 | 14,704 | 6,400,000 | PRN | DFND | 1 | 0 | 6,400,000 | 0 | |
| Old Rep Intl Corp | NOTE 3.750% 3/1 | 680223AH7 | 1,513 | 1,300,000 | PRN | DFND | 1 | 0 | 1,300,000 | 0 | |
| Priceline Com Inc | DEBT 1.000% 3/1 | 741503AQ9 | 9,470 | 7,100,000 | PRN | DFND | 1 | 0 | 7,100,000 | 0 | |
| Prologis | NOTE 3.250% 3/1 | 74340XAT8 | 3,341 | 3,000,000 | PRN | DFND | 1 | 0 | 3,000,000 | 0 | |
| Prospect Capital Corporation | NOTE 5.375%10/1 | 74348TAK8 | 3,800 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Teva Pharmaceutical Inds Ltd | DBCV 0.250% 2/0 | 88163VAE9 | 5,211 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Xilinx Inc | NOTE 2.625%6/1 | 983919AF8 | 7,550 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| Ares Cap Corp | NOTE 5.750% 2/0 | 04010LAB9 | 4,655 | 4,500,000 | PRN | DFND | 1 | 0 | 4,500,000 | 0 | |
| BGC Partners Inc | NOTE 4.500% 7/1 | 05541TAD3 | 4,697 | 4,400,000 | PRN | DFND | 1 | 0 | 4,400,000 | 0 | |
| E M C Corp Mass | COM | 268648102 | 2,088 | 70,225 | SH | DFND | 1 | 0 | 70,225 | 0 | |