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 | 1,628,650 | 53,839,672 | SH | DFND | 2 | 0 | 53,839,672 | 0 | |
| Alcoa Inc | Note 5.250% 3/1 | 013817AT8 | 11,807 | 7,200,000 | PRN | DFND | 1 | 0 | 7,200,000 | 0 | |
| Berry Plastics Group Inc | COM | 08579W103 | 787,705 | 33,110,767 | SH | DFND | 2 | 0 | 33,110,767 | 0 | |
| Ambac Finl Group Inc | COM NEW | 023139954 | 5,035 | 205,000 | SH | Put | DFND | 1 | 0 | 205,000 | 0 |
| American Homes 4 Rent | CL A | 02665T306 | 9,720 | 600,000 | SH | DFND | 1 | 0 | 600,000 | 0 | |
| Gleacher & Co Inc | COM NEW | 377341201 | 3,059 | 294,425 | SH | DFND | 1 | 0 | 294,425 | 0 | |
| iShares | IBOXX HI YD ETF | 464288953 | 102,168 | 1,100,000 | SH | Put | DFND | 1 | 0 | 1,100,000 | 0 |
| iShares | MSCI SPAN CP ETF | 464286954 | 19,285 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| iStar Finl Inc | NOTE 3.000%11/1 | 45031U101 | 40,038 | 29,205,000 | PRN | DFND | 1 | 0 | 29,205,000 | 0 | |
| Molycorp Inc Del | NOTE 6.000% 9/0 | 608753AF6 | 19,625 | 24,802,000 | PRN | DFND | 1 | 0 | 24,802,000 | 0 | |
| Molycorp Inc Del | NOTE 3.250% 6/1 | 608753AA7 | 29,147 | 41,626,000 | PRN | DFND | 1 | 0 | 41,626,000 | 0 | |
| Molycorp Inc Del | COM | 608753959 | 2,810 | 500,000 | SH | Put | DFND | 1 | 0 | 500,000 | 0 |
| Navistar Intl Corp New | COM | 63934E958 | 13,126 | 343,700 | SH | Put | DFND | 1 | 0 | 343,700 | 0 |
| Nokia Corp | SPONSORED ADR | 654902954 | 12,165 | 1,500,000 | SH | Put | DFND | 1 | 0 | 1,500,000 | 0 |
| Northstar Rlty Fin Corp | COM | 66704R900 | 7,866 | 584,800 | SH | Call | DFND | 1 | 0 | 584,800 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F953 | 134,824 | 730,000 | SH | Put | DFND | 1 | 0 | 730,000 | 0 |
| Taminco Corp | Com | 87509U106 | 745,448 | 36,885,130 | SH | DFND | 2 | 0 | 36,885,130 | 0 | |
| Walter Invt Mgmt Corp | NOTE 4.500%11/0 | 93317WAA0 | 7,003 | 7,000,000 | PRN | DFND | 1 | 0 | 7,000,000 | 0 | |
| Verso Paper Corp | COM | 92531L108 | 20,310 | 32,265,502 | SH | DFND | 2 | 0 | 32,265,502 | 0 | |
| Noranda Alum Hldg Corp | COM | 65542W107 | 108,044 | 32,840,000 | SH | DFND | 2 | 0 | 32,840,000 | 0 | |
| Rexnord Corp New | COM | 76169B102 | 1,487,685 | 55,079,045 | SH | DFND | 2 | 0 | 55,079,045 | 0 | |
| Caesars Entmt Corp | COM | 127686103 | 570,709 | 26,495,302 | SH | DFND | 2 | 0 | 26,495,302 | 0 | |
| Caesars Acquisition Co | CL A | 12768T103 | 337,621 | 27,995,124 | SH | DFND | 2 | 0 | 27,995,124 | 0 | |
| Sprouts Fmrs Mkt Inc | COM | 85208M102 | 1,995,148 | 51,916,414 | SH | DFND | 2 | 0 | 51,916,414 | 0 | |
| Norwegian Cruise Line Hldgs | SHS | G66721104 | 1,711,055 | 48,239,500 | SH | DFND | 2 | 0 | 48,239,500 | 0 | |
| American Eqty Invt Life Hld | COM | 025676206 | 68,015 | 2,578,289 | SH | DFND | 2 | 0 | 2,578,289 | 0 | |
| Delta Air Lines Inc Del | COM NEW | 247361702 | 617 | 22,446 | SH | DFND | 1 | 0 | 22,446 | 0 | |
| Relm Wireless Corp | COM | 759525108 | 637 | 188,971 | SH | DFND | 1 | 0 | 188,971 | 0 | |
| Airtran Hldgs Inc | NOTE 5.250%11/0 | 00949PAD0 | 3,647 | 2,150 | PRN | DFND | 1 | 0 | 2,150 | 0 | |
| Allegheny Technologies Inc | NOTE 4.250% 6/0 | 01741RAD4 | 3,528 | 3,400,000 | PRN | DFND | 1 | 0 | 3,400,000 | 0 | |
| Fidelity National Financial | NOTE 4.250% 8/1 | 31620RAE5 | 7,533 | 4,600,000 | PRN | DFND | 1 | 0 | 4,600,000 | 0 | |
| Gilead Sciences Inc | NOTE 1.625% 5/0 | 375558AP8 | 12,540 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Health Care REIT Inc | NOTE 3.000%12/0 | 42217KAR7 | 4,244 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Intel Corp | SDCV 2.950%12/1 | 458140AD2 | 10,103 | 9,000,000 | PRN | DFND | 1 | 0 | 9,000,000 | 0 | |
| International Game Technolog | NOTE 3.250% 5/0 | 459902AQ5 | 5,572 | 5,250 | PRN | DFND | 1 | 0 | 5,250 | 0 | |
| Jefferies Group Inc New | DBCV 3.875%11/0 | 472319AG7 | 4,354 | 4,100,000 | PRN | DFND | 1 | 0 | 4,100,000 | 0 | |
| Newmont Mining Corp | NOTE 1.625% 7/1 | 651639AJ5 | 6,084 | 5,950,000 | PRN | DFND | 1 | 0 | 5,950,000 | 0 | |
| Novellus Sys Inc | NOTE 2.625% 5/1 | 670008AD3 | 10,728 | 6,400,000 | PRN | DFND | 1 | 0 | 6,400,000 | 0 | |
| Old Rep Intl Corp | NOTE 3.750% 3/1 | 680223AH7 | 1,623 | 1,300,000 | PRN | DFND | 1 | 0 | 1,300,000 | 0 | |
| Priceline Com Inc | DEBT 1.000% 3/1 | 741503AQ9 | 12,592 | 9,100,000 | PRN | DFND | 1 | 0 | 9,100,000 | 0 | |
| Prologis | NOTE 3.250% 3/1 | 74340XAT8 | 3,356 | 3,000,000 | PRN | DFND | 1 | 0 | 3,000,000 | 0 | |
| Prospect Capital Corporation | MTNF 5.375%10/1 | 74348TAK8 | 3,987 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Teva Pharmaceutical Inds Ltd | DBCV 0.250% 2/0 | 88163VAE9 | 4,054 | 3,800,000 | PRN | DFND | 1 | 0 | 3,800,000 | 0 | |
| Wellpoint Inc | NOTE 2.750%10/1 | 94973VBG1 | 9,511 | 7,000,000 | PRN | DFND | 1 | 0 | 7,000,000 | 0 | |
| Wells Fargo & Co New | PERP PFD CNV A | 949746804 | 4,441 | 4,000 | PRN | DFND | 1 | 0 | 4,000 | 0 | |
| Xilinx Inc | NOTE 2.625%6/1 | 983919AF8 | 8,000 | 5,000,000 | PRN | DFND | 1 | 0 | 5,000,000 | 0 | |
| Ares Cap Corp | NOTE 5.750% 2/0 | 04010LAB9 | 4,863 | 4,500,000 | PRN | DFND | 1 | 0 | 4,500,000 | 0 | |
| BGC Partners Inc | NOTE 4.500% 7/1 | 05541TAD3 | 4,598 | 4,400,000 | PRN | DFND | 1 | 0 | 4,400,000 | 0 | |
| E M C Corp Mass | COM | 268648102 | 1,766 | 70,225 | SH | DFND | 1 | 0 | 70,225 | 0 | |