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 | 464 | 50,270 | SH | DFND | 1 | 0 | 50,270 | 0 | |
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 34,020 | 3,000,000 | SH | Put | DFND | 1 | 0 | 3,000,000 | 0 |
| AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 58,115 | 2,578,289 | SH | DFND | 1 | 0 | 2,578,289 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 3,502 | 3,500,000 | PRN | DFND | 1 | 0 | 3,500,000 | 0 | |
| ANTERO RES CORP | COM | 03674X106 | 1,972 | 83,401 | SH | DFND | 1 | 0 | 83,401 | 0 | |
| APOLLO INVT CORP | COM | 03761U106 | 52,067 | 8,885,229 | SH | DFND | 1 | 0 | 8,885,228 | 0 | |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 57,166 | 3,439,587 | SH | DFND | 1 | 0 | 3,439,587 | 0 | |
| APOLLO SR FLOATING RATE FD I | COM | 037636107 | 1,831 | 105,236 | SH | DFND | 1 | 0 | 105,236 | 0 | |
| APOLLO TACTICAL INCOME FD IN | COM | 037638103 | 81 | 5,236 | SH | DFND | 1 | 0 | 5,236 | 0 | |
| BANK OF NOVA SCOTIA | NOTE 4.500%12/1 | 064159HB5 | 25,729 | 25,000,000 | SH | DFND | 1 | 0 | 25,000,000 | 0 | |
| BLACKROCK CR ALLCTN INC TR | COM | 092508100 | 5,502 | 424,242 | SH | DFND | 1 | 0 | 424,242 | 0 | |
| BLACKROCK CORPOR HI YLD FD I | COM | 09255P107 | 5,973 | 551,480 | SH | DFND | 1 | 0 | 551,480 | 0 | |
| BLACKROCK DEBT STRAT FD INC | COM NEW | 09255R202 | 746 | 65,778 | SH | DFND | 1 | 0 | 65,778 | 0 | |
| BLACKSTONE GSO STRATEGIC CR | COM SHS BEN IN | 09257R101 | 723 | 47,155 | SH | DFND | 1 | 0 | 47,155 | 0 | |
| CNX COAL RES LP | COM UNIT RP LP | 12592V100 | 2,578 | 141,259 | SH | DFND | 1 | 0 | 141,259 | 0 | |
| CAESARS ENTMT CORP | COM | 127686103 | 225,210 | 26,495,304 | SH | DFND | 2 | 0 | 26,495,304 | 0 | |
| CAESARS ACQUISITION CO | CL A | 12768T103 | 377,935 | 27,995,124 | SH | DFND | 2 | 0 | 27,995,124 | 0 | |
| CENTURYLINK INC | COM | 156700106 | 3,374 | 141,877 | SH | DFND | 1 | 0 | 141,877 | 0 | |
| CENVEO INC | COM NEW | 15670S402 | 192 | 27,468 | SH | DFND | 1 | 0 | 27,468 | 0 | |
| COMPANHIA SIDERURGICA NACION | SPONSORED ADR | 20440W105 | 699 | 216,400 | SH | Put | DFND | 1 | 0 | 216,400 | 0 |
| DISNEY WALT CO | COM DISNEY | 254687106 | 26,534 | 254,600 | SH | Call | DFND | 1 | 0 | 254,600 | 0 |
| DYNEGY INC NEW DEL | UNIT 07/01/20191 | 26817R405 | 10,060 | 161,900 | PRN | DFND | 1 | 0 | 161,900 | 0 | |
| EP ENERGY CORP | CL A | 268785102 | 737,506 | 112,596,207 | SH | DFND | 2, 3 | 0 | 112,596,207 | 0 | |
| EATON VANCE FLTING RATE INC | COM | 278279104 | 596 | 40,000 | SH | DFND | 1 | 0 | 40,000 | 0 | |
| GATX CORP | COM | 361448103 | 20,014 | 325,000 | SH | Put | DFND | 1 | 0 | 325,000 | 0 |
| ISTAR INC | COM | 45031U101 | 2,029 | 164,012 | SH | DFND | 1 | 0 | 164,012 | 0 | |
| INVESCO SR INCOME TR | COM | 46131H107 | 1,648 | 355,254 | SH | DFND | 1 | 0 | 355,254 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 106,316 | 788,400 | SH | Put | DFND | 1 | 0 | 788,400 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 64,913 | 750,000 | SH | Put | DFND | 1 | 0 | 750,000 | 0 |
| LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 1,542 | 27,362 | SH | DFND | 1 | 0 | 27,362 | 0 | |
| MFS MULTIMARKET INCOME TR | SH BEN INT | 552737108 | 2,235 | 368,825 | SH | DFND | 1 | 0 | 368,825 | 0 | |
| NRG YIELD INC | CL A NEW | 62942X306 | 17,109 | 1,113,867 | SH | DFND | 1 | 0 | 1,113,867 | 0 | |
| NUCOR CORP | COM | 670346105 | 30,010 | 504,200 | SH | Call | DFND | 1 | 0 | 504,200 | 0 |
| OASIS PETE INC NEW | COM | 674215108 | 3,331 | 220,000 | SH | Put | DFND | 1 | 0 | 220,000 | 0 |
| PATTERN ENERGY GROUP INC | NOTE 4.000% 7/1 | 70338PAB6 | 17,912 | 18,377,000 | PRN | DFND | 1 | 0 | 18,377,000 | 0 | |
| PRUDENTIAL GLB SHT DUR HG YL | COM | 74433A109 | 3,756 | 252,271 | SH | DFND | 1 | 0 | 252,271 | 0 | |
| PRUDENTIAL SHT DURATION HG Y | COM | 74442F107 | 3,509 | 226,705 | SH | DFND | 1 | 0 | 226,705 | 0 | |
| RADIO ONE INC | CL D NON VTG | 75040P405 | 3,015 | 1,039,798 | SH | DFND | 1 | 0 | 1,039,798 | 0 | |
| RELM WIRELESS CORP | COM | 759525108 | 898 | 188,971 | SH | DFND | 1 | 0 | 188,971 | 0 | |
| ROYAL BANK OF CANADA | NOTE 4.650% 1/2 | 780082AD5 | 21,346 | 20,000,000 | SH | DFND | 1 | 0 | 20,000,000 | 0 | |
| ROYAL BK OF SCOTLAND PLC | DEBT 7.500%12/3 | 780099CJ4 | 6,650 | 7,000,000 | SH | DFND | 1 | 0 | 7,000,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 58,900 | 263,500 | SH | Put | DFND | 1 | 0 | 263,500 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 89,412 | 400,000 | SH | Call | DFND | 1 | 0 | 400,000 | 0 |
| SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 10,355 | 250,000 | SH | Put | DFND | 1 | 0 | 250,000 | 0 |
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 12,238 | 519,671 | SH | DFND | 1 | 0 | 519,670 | 0 | |
| SANDRIDGE ENERGY INC | NOTE 10/0 | 80007PBC2 | 17,492 | 14,021,837 | PRN | DFND | 1 | 0 | 14,021,836 | 0 | |
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 686 | 1,805,748 | SH | DFND | 1 | 0 | 1,805,748 | 0 | |
| SEARS HLDGS CORP | COM | 812350106 | 4,899 | 527,300 | SH | Put | DFND | 1 | 0 | 527,300 | 0 |
| SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 26,114 | 540,000 | SH | Put | DFND | 1 | 0 | 540,000 | 0 |
| TERRAFORM PWR INC | CL A COM | 88104R100 | 4,156 | 324,402 | SH | DFND | 1 | 0 | 324,402 | 0 | |
| TORONTO DOMINION BK ONT | NOTE 3.625% 9/1 | 891160MJ9 | 14,677 | 15,000,000 | SH | DFND | 1 | 0 | 15,000,000 | 0 | |
| TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 4,725 | 3,653,000 | PRN | DFND | 1 | 0 | 3,653,000 | 0 | |
| WELLS FARGO INCOME OPPORTUNI | WF INC OPPTY FD | 94987B105 | 5,297 | 624,651 | SH | DFND | 1 | 0 | 624,651 | 0 | |
| WELLS FARGO MULTI SECTOR INC | COM | 94987D101 | 565 | 44,057 | SH | DFND | 1 | 0 | 44,057 | 0 | |
| ATLANTICA YIELD PLC | SHS | G0751N103 | 980 | 50,671 | SH | DFND | 1 | 0 | 50,671 | 0 | |
| NORWEGIAN CRUISE LINE HLDGS | SHS | G66721104 | 1,535,494 | 36,103,782 | SH | DFND | 1, 2 | 0 | 36,103,782 | 0 | |
| GENCO SHIPPING & TRADING LTD | SHS | Y2685T131 | 7,558 | 1,024,054 | SH | DFND | 1 | 0 | 1,024,054 | 0 | |
| NABORS INDUSTRIES LTD | SHS | G6359F103 | 2,296 | 140,000 | SH | Put | DFND | 0 | 140,000 | 0 | |
| DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 7,734 | 427,300 | SH | Put | DFND | 1 | 0 | 427,300 | 0 |