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 |
| ALLY FINL INC | COM | 02005N100 | 390 | 300,000 | SH | Call | DFND | 01 02 | 0 | 0 | 0 |
| ALLY FINL INC | COM | 02005N100 | 42,795 | 2,250,000 | SH | DFND | 01 02 | 2,250,000 | 0 | 0 | |
| AMAYA INC | COM | 02314M108 | 8,480 | 600,000 | SH | DFND | 01 02 | 600,000 | 0 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 52,692 | 52,666,000 | PRN | DFND | 01 02 | 0 | 0 | 52,666,000 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 4,511 | 4,500,000 | PRN | DFND | 01 02 | 0 | 0 | 4,500,000 | |
| ANTHEM INC | COM | 036752103 | 3,594 | 25,000 | SH | DFND | 01 02 | 25,000 | 0 | 0 | |
| AVIS BUDGET GROUP | COM | 053774105 | 270 | 400,000 | SH | Put | DFND | 01 02 | 0 | 0 | 400,000 |
| BIOGEN INC | COM | 09062X103 | 7,231 | 25,500 | SH | DFND | 01 02 | 25,500 | 0 | 0 | |
| CIGNA CORPORATION | COM | 125509109 | 4,002 | 30,000 | SH | DFND | 01 02 | 30,000 | 0 | 0 | |
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 556 | 110,000 | SH | DFND | 01 02 | 110,000 | 0 | 0 | |
| DEERE & CO | COM | 244199105 | 3 | 100,000 | SH | Put | DFND | 01 02 | 0 | 0 | 100,000 |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 21,988 | 400,000 | SH | DFND | 01 02 | 400,000 | 0 | 0 | |
| EBAY INC | COM | 278642103 | 7,423 | 250,000 | SH | DFND | 01 02 | 250,000 | 0 | 0 | |
| FCB FINL HLDGS INC | CL A | 30255G103 | 4,629 | 97,050 | SH | DFND | 01 02 | 97,050 | 0 | 0 | |
| FMC TECHNOLOGIES INC | COM | 30249U101 | 19,826 | 558,000 | SH | DFND | 01 02 | 558,000 | 0 | 0 | |
| HUMANA INC | COM | 444859102 | 11,222 | 55,000 | SH | DFND | 01 02 | 55,000 | 0 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 18 | 500,000 | SH | Put | DFND | 01 02 | 0 | 0 | 500,000 |
| SINA CORP | ORD | G81477104 | 5 | 50,000 | SH | Put | DFND | 01 02 | 0 | 0 | 50,000 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 7,286 | 3,950,000 | SH | Call | DFND | 01 02 | 0 | 0 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 4,609 | 1,890,000 | SH | Put | DFND | 01 02 | 0 | 0 | 1,890,000 |
| SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 4 | 250,000 | SH | Call | DFND | 01 02 | 0 | 0 | 0 |
| ST JUDE MED INC | COM | 790849103 | 120,285 | 1,500,000 | SH | DFND | 01 02 | 1,500,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 9,756 | 9,500,000 | PRN | DFND | 01 02 | 0 | 0 | 9,500,000 | |
| TESLA MTRS INC | COM | 88160R101 | 1,952 | 399,200 | SH | Call | DFND | 01 02 | 0 | 0 | 0 |
| TESLA MTRS INC | COM | 88160R101 | 7,793 | 365,000 | SH | Put | DFND | 01 02 | 0 | 0 | 365,000 |
| THE ONE GROUP HOSPITALITY IN | COM | 88338K103 | 679 | 306,000 | SH | DFND | 01 02 | 306,000 | 0 | 0 | |
| VEREIT INC | COM | 92339V100 | 19,543 | 2,310,000 | SH | DFND | 01 02 | 2,310,000 | 0 | 0 | |
| VMWARE INC | CL A COM | 928563402 | 3 | 100,000 | SH | Call | DFND | 01 02 | 0 | 0 | 0 |
| YY INC | NOTE 2.250% 4/0 | 98426TAB2 | 26,136 | 26,500,000 | PRN | DFND | 01 02 | 0 | 0 | 26,500,000 | |