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 |
| Athlon Energy Inc | COM | 047477104 | 1,800,182 | 37,739,672 | SH | DFND | 2 | 0 | 37,739,672 | 0 | |
| Advanced Emissions Soluts In | COM | 00770C101 | 7,385 | 322,077 | SH | DFND | 1 | 0 | 322,077 | 0 | |
| Advanced Micro Devices Inc | COM | 007903107 | 1,048 | 250,000 | SH | DFND | 1 | 0 | 250,000 | 0 | |
| Advanced Micro Devices Inc | COM | 007903907 | 2,095 | 500,000 | SH | Call | DFND | 1 | 0 | 500,000 | 0 |
| Altisource Portfolio Solns S | COM | L0175J954 | 5,729 | 50,000 | SH | Put | DFND | 1 | 0 | 50,000 | 0 |
| Apollo Coml Real Est Fin Inc | COM | 03762U105 | 4,991 | 302,663 | SH | DFND | 1 | 0 | 302,663 | 0 | |
| Apollo Residential Mtg Inc | COM | 03763V102 | 3,095 | 185,085 | SH | DFND | 1 | 0 | 185,085 | 0 | |
| Apollo Tactical Income Fd In | COM | 037638103 | 1,834 | 100,000 | SH | DFND | 1 | 0 | 100,000 | 0 | |
| Avon Prods Inc | COM | 054303952 | 7,305 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| Baltic Trading Limited | COM | Y0553W103 | 11,680 | 1,953,166 | SH | DFND | 1 | 0 | 1,953,166 | 0 | |
| Berry Plastics Group Inc | COM | 08579W103 | 379,988 | 14,728,219 | SH | DFND | 2 | 0 | 14,728,219 | 0 | |
| Deluxe Corp | COM | 248019951 | 1,933 | 65,000 | SH | Put | DFND | 1 | 0 | 65,000 | 0 |
| Gray Television Inc | COM | 389375106 | 1,641 | 125,000 | SH | DFND | 1 | 0 | 125,000 | 0 | |
| EP Energy Corp | CL A | 268785102 | 2,595,343 | 112,596,207 | SH | DFND | 2 | 0 | 112,596,207 | 0 | |
| Houghton Mifflin Harcourt Co | COM | 44157R109 | 77,946 | 4,068,146 | SH | DFND | 1,2 | 0 | 4,068,146 | 0 | |
| Intelsat S A | COM | L5140P901 | 942 | 50,000 | SH | Call | DFND | 1 | 0 | 50,000 | 0 |
| iShares | IBOXX HI YD ETF | 464288953 | 164,844 | 1,800,000 | SH | Put | DFND | 1 | 0 | 1,800,000 | 0 |
| iShares | U.S. REAL ES ETF | 464287959 | 35,895 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| iStar Finl Inc | NOTE 3.000%11/1 | 45031UBR1 | 41,070 | 29,205,000 | PRN | DFND | 1 | 0 | 29,205,000 | 0 | |
| iStar Finl Inc | COM | 45031U101 | 2,945 | 196,569 | SH | DFND | 1 | 0 | 196,569 | 0 | |
| iStar Finl Inc | COM | 45031U901 | 22,470 | 1,500,000 | SH | Call | DFND | 1 | 0 | 1,500,000 | 0 |
| Medallion Finl Corp | COM | 583928956 | 4,178 | 335,300 | SH | Put | DFND | 1 | 0 | 335,300 | 0 |
| Midstates Pete Co Inc | COM | 59804T100 | 4,700 | 650,000 | SH | DFND | 1 | 0 | 650,000 | 0 | |
| Molycorp Inc Del | NOTE 5.500% 2/0 | 608753AF6 | 8,137 | 12,442,000 | PRN | DFND | 1 | 0 | 12,442,000 | 0 | |
| Molycorp Inc Del | NOTE 3.250% 6/1 | 608753AA7 | 87,668 | 116,263,000 | PRN | DFND | 1 | 0 | 116,263,000 | 0 | |
| Molycorp Inc Del | COM | 608753959 | 1,493 | 581,000 | SH | Put | DFND | 1 | 0 | 581,000 | 0 |
| Neustar Inc | CL A | 64126X951 | 2,602 | 100,000 | SH | Put | DFND | 1 | 0 | 100,000 | 0 |
| Nokia Corp | SPONSORED ADR | 654902954 | 11,340 | 1,500,000 | SH | Put | DFND | 1 | 0 | 1,500,000 | 0 |
| Northstar Rlty Fin Corp | COM | 66704R100 | 739 | 42,500 | SH | DFND | 1 | 0 | 42,500 | 0 | |
| Radio One Inc | CL D NON VTG | 75040P405 | 986 | 200,000 | SH | DFND | 1 | 0 | 200,000 | 0 | |
| Sears Hldgs Corp | COM | 812350956 | 25,574 | 640,000 | SH | Put | DFND | 1 | 0 | 640,000 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F953 | 48,930 | 250,000 | SH | Put | DFND | 1 | 0 | 250,000 | 0 |
| Staples Inc | COM | 855030102 | 1,084 | 100,000 | SH | DFND | 1 | 0 | 100,000 | 0 | |
| Taminco Corp | COM | 87509U106 | 830,573 | 35,708,219 | SH | DFND | 2 | 0 | 35,708,219 | 0 | |
| Walter Energy Inc | COM | 93317Q905 | 5,995 | 1,100,000 | SH | Call | DFND | 1 | 0 | 1,100,000 | 0 |
| Walter Invt Mgmt Corp | NOTE 4.500%11/0 | 93317WAA0 | 31,112 | 33,600,000 | PRN | DFND | 1 | 0 | 33,600,000 | 0 | |
| Winthrop Rlty Tr | SH BEN INT NEW | 976391300 | 15,199 | 990,133 | SH | DFND | 1 | 0 | 990,133 | 0 | |
| Winthrop Rlty Tr | SH BEN INT NEW | 976391900 | 1,646 | 107,200 | SH | Call | DFND | 1 | 0 | 107,200 | 0 |
| Verso Paper Corp | COM | 92531L108 | 84,046 | 40,021,787 | SH | DFND | 2 | 0 | 40,021,787 | 0 | |
| Noranda Alum Hldg Corp | COM | 65542W107 | 80,625 | 22,840,000 | SH | DFND | 2 | 0 | 22,840,000 | 0 | |
| Rexnord Corp New | COM | 76169B102 | 1,121,012 | 39,822,794 | SH | DFND | 2 | 0 | 39,822,794 | 0 | |
| Caesars Entmt Corp | COM | 127686103 | 479,035 | 26,495,302 | SH | DFND | 2 | 0 | 26,495,302 | 0 | |
| Caesars Acquisition Co | CL A | 12768T103 | 346,300 | 27,995,124 | SH | DFND | 2 | 0 | 27,995,124 | 0 | |
| Sprouts Fmrs Mkt Inc | COM | 85208M102 | 1,478,909 | 45,198,929 | SH | DFND | 2 | 0 | 45,198,929 | 0 | |
| Norwegian Cruise Line Hldgs | SHS | G66721104 | 1,291,442 | 40,739,500 | SH | DFND | 2 | 0 | 40,739,500 | 0 | |
| Delta Air Lines Inc Del | COM NEW | 247361702 | 869 | 22,446 | SH | DFND | 1 | 0 | 22,446 | 0 | |
| Relm Wireless Corp | COM | 759525108 | 729 | 188,971 | SH | DFND | 1 | 0 | 188,971 | 0 | |
| Airtran Hldgs Inc | NOTE 5.250%11/0 | 00949PAD0 | 2,441 | 1,150,000 | PRN | DFND | 1 | 0 | 1,150,000 | 0 | |
| Fidelity National Financial | NOTE 4.250% 8/1 | 31620RAE5 | 7,558 | 4,600,000 | PRN | DFND | 1 | 0 | 4,600,000 | 0 | |
| Gilead Sciences Inc | NOTE 1.625% 5/0 | 375558AP8 | 10,941 | 3,000,000 | PRN | DFND | 1 | 0 | 3,000,000 | 0 | |
| Health Care REIT Inc | NOTE 3.000%12/0 | 42217KAR7 | 4,700 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Intel Corp | SDCV 2.950%12/1 | 458140AD2 | 11,211 | 9,000,000 | PRN | DFND | 1 | 0 | 9,000,000 | 0 | |
| Jefferies Group Inc New | DBCV 3.875%11/0 | 472319AG7 | 4,400 | 4,100,000 | PRN | DFND | 1 | 0 | 4,100,000 | 0 | |
| Newmont Mining Corp | NOTE 1.625% 7/1 | 651639AJ5 | 6,296 | 5,950 | PRN | DFND | 1 | 0 | 5,950 | 0 | |
| Novellus Sys Inc | NOTE 2.625% 5/1 | 670008AD3 | 12,984 | 6,400,000 | PRN | DFND | 1 | 0 | 6,400,000 | 0 | |
| Old Rep Intl Corp | NOTE 3.750% 3/1 | 680223AH7 | 1,624 | 1,300,000 | PRN | DFND | 1 | 0 | 1,300,000 | 0 | |
| Priceline Com Inc | DEBT 1.000% 3/1 | 741503AQ9 | 11,517 | 8,100,000 | PRN | DFND | 1 | 0 | 8,100,000 | 0 | |
| Prologis | NOTE 3.250% 3/1 | 74340XAT8 | 3,366 | 3,000,000 | PRN | DFND | 1 | 0 | 3,000,000 | 0 | |
| Prospect Capital Corporation | NOTE 5.375%10/1 | 74348TAK8 | 3,992 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Teva Pharmaceutical Inds Ltd | DBCV 0.250% 2/0 | 88163VAE9 | 4,876 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Wellpoint Inc | NOTE 2.750%10/1 | 94973VBG1 | 10,758 | 7,000,000 | PRN | DFND | 1 | 0 | 7,000,000 | 0 | |
| Wells Fargo & Co New | PERP PFD CNV A | 949746804 | 4,854 | 4,000 | PRN | DFND | 1 | 0 | 4,000 | 0 | |
| Xilinx Inc | NOTE 2.625%6/1 | 983919AF8 | 8,309 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| Ares Cap Corp | NOTE 5.750% 2/0 | 04010LAB9 | 4,798 | 4,500,000 | PRN | DFND | 1 | 0 | 4,500,000 | 0 | |
| BGC Partners Inc | NOTE 4.500% 7/1 | 05541TAD3 | 4,689 | 4,400,000 | PRN | DFND | 1 | 0 | 4,400,000 | 0 | |
| E M C Corp Mass | COM | 268648102 | 1,850 | 70,225 | SH | DFND | 1 | 0 | 70,225 | 0 | |