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 MICRO DEVICES INC | COM | 007903107 | 17,275 | 2,500,000 | SH | Put | DFND | 1 | 0 | 2,500,000 | 0 |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 8,202 | 7,525,000 | PRN | DFND | 1 | 0 | 7,525,000 | 0 | |
| AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 45,713 | 2,578,289 | SH | DFND | 1 | 0 | 2,578,289 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 7,999 | 8,000,000 | PRN | DFND | 1 | 0 | 8,000,000 | 0 | |
| ANTERO RES CORP | COM | 03674X106 | 2,248 | 83,401 | SH | DFND | 1 | 0 | 83,401 | 0 | |
| APOLLO INVT CORP | COM | 03761U106 | 51,534 | 8,885,229 | SH | DFND | 1 | 0 | 8,885,229 | 0 | |
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 45,334 | 2,769,330 | SH | DFND | 1 | 0 | 2,769,330 | 0 | |
| APOLLO SR FLOATING RATE FD I | COM | 037636107 | 1,782 | 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 | |
| BLACKROCK CR ALLCTN INC TR | COM | 092508100 | 5,299 | 396,941 | SH | DFND | 1 | 0 | 396,941 | 0 | |
| BLACKROCK CORPOR HI YLD FD I | COM | 09255P107 | 8,045 | 743,560 | SH | DFND | 1 | 0 | 743,560 | 0 | |
| BLACKROCK DEBT STRAT FD INC | COM | 09255R103 | 720 | 197,336 | SH | DFND | 1 | 0 | 197,336 | 0 | |
| BLACKSTONE GSO STRATEGIC CR | COM SHS BEN IN | 09257R101 | 704 | 47,155 | SH | DFND | 1 | 0 | 47,155 | 0 | |
| CF INDS HLDGS INC | COM | 125269100 | 852 | 35,000 | SH | DFND | 1 | 0 | 35,000 | 0 | |
| CNX COAL RES LP | COM UNIT RP LP | 12592V100 | 3,398 | 219,200 | SH | DFND | 1 | 0 | 219,200 | 0 | |
| CAESARS ENTMT CORP | COM | 127686103 | 197,390 | 26,495,304 | SH | DFND | 2 | 0 | 26,495,304 | 0 | |
| CAESARS ACQUISITION CO | CL A | 12768T103 | 347,699 | 27,995,124 | SH | DFND | 2 | 0 | 27,995,124 | 0 | |
| CENVEO CORP | NOTE 7.000% 5/1 | 15671BAJ0 | 4,304 | 4,542,000 | PRN | DFND | 1 | 0 | 4,542,000 | 0 | |
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 577 | 50,000 | SH | DFND | 1 | 0 | 50,000 | 0 | |
| EP ENERGY CORP | CL A | 268785102 | 493,171 | 112,596,207 | SH | DFND | 2, 3 | 0 | 112,596,207 | 0 | |
| EATON VANCE FLTING RATE INC | COM | 278279104 | 568 | 40,000 | SH | DFND | 1 | 0 | 40,000 | 0 | |
| FIRST TR HIGH INCOME L/S FD | COM | 33738E109 | 6,019 | 386,057 | SH | DFND | 1 | 0 | 386,057 | 0 | |
| GATX CORP | COM | 361448103 | 4,901 | 110,000 | SH | Put | DFND | 1 | 0 | 110,000 | 0 |
| GLOBALSTAR INC | COM | 378973408 | 938 | 775,000 | SH | Call | DFND | 1 | 0 | 775,000 | 0 |
| ISTAR INC | COM | 45031U101 | 6,653 | 620,079 | SH | DFND | 1 | 0 | 620,079 | 0 | |
| ISTAR INC | NOTE 3.000%11/1 | 45031UBR1 | 44,749 | 44,471,000 | PRN | DFND | 1 | 0 | 44,471,000 | 0 | |
| INVESCO SR INCOME TR | COM | 46131H107 | 823 | 190,075 | SH | DFND | 1 | 0 | 190,075 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 50,305 | 405,000 | SH | Put | DFND | 1 | 0 | 405,000 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 61,518 | 705,000 | SH | Put | DFND | 1 | 0 | 705,000 | 0 |
| MFS MULTIMARKET INCOME TR | SH BEN INT | 552737108 | 2,787 | 457,592 | SH | DFND | 1 | 0 | 457,592 | 0 | |
| MICRON TECHNOLOGY INC | COM | 595112103 | 1,778 | 100,000 | SH | Call | DFND | 1 | 0 | 100,000 | 0 |
| NRG ENERGY INC | COM NEW | 629377508 | 1,682 | 150,000 | SH | Call | DFND | 1 | 0 | 150,000 | 0 |
| NRG YIELD INC | CL A NEW | 62942X306 | 18,050 | 1,106,001 | SH | DFND | 1 | 0 | 1,106,001 | 0 | |
| NRG YIELD INC | CL C | 62942X405 | 2,310 | 136,200 | SH | DFND | 1 | 0 | 136,200 | 0 | |
| PATTERN ENERGY GROUP INC | CL A | 70338P100 | 988 | 43,922 | SH | DFND | 1 | 0 | 43,922 | 0 | |
| PATTERN ENERGY GROUP INC | NOTE 4.000% 7/1 | 70338PAB6 | 6,083 | 6,000,000 | PRN | DFND | 1 | 0 | 6,000,000 | 0 | |
| PRUDENTIAL SHT DURATION HG Y | COM | 74442F107 | 4,100 | 256,400 | SH | DFND | 1 | 0 | 256,400 | 0 | |
| RADIO ONE INC | CL D NON VTG | 75040P405 | 2,069 | 682,835 | SH | DFND | 1 | 0 | 682,835 | 0 | |
| RELM WIRELESS CORP | COM | 759525108 | 1,009 | 188,971 | SH | DFND | 1 | 0 | 188,971 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 126,319 | 584,000 | SH | Put | DFND | 1 | 0 | 584,000 | 0 |
| SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 13,076 | 340,000 | SH | Put | DFND | 1 | 0 | 340,000 | 0 |
| SCIENTIFIC GAMES CORP | CL A | 80874P109 | 864 | 76,643 | SH | DFND | 1 | 0 | 76,643 | 0 | |
| SCIENTIFIC GAMES CORP | CL A | 80874P109 | 2,254 | 200,000 | SH | Call | DFND | 1 | 0 | 200,000 | 0 |
| SEARS HLDGS CORP | COM | 812350106 | 6,309 | 550,500 | SH | Put | DFND | 1 | 0 | 550,500 | 0 |
| TERRAFORM PWR INC | CL A COM | 88104R100 | 13,287 | 955,189 | SH | DFND | 1 | 0 | 955,189 | 0 | |
| WELLS FARGO INCOME OPPORTUNI | WF INC OPPTY FD | 94987B105 | 6,249 | 747,501 | SH | DFND | 1 | 0 | 747,501 | 0 | |
| WELLS FARGO MULTI SECTOR INC | WF MLT SECTR INC | 94987D101 | 571 | 44,057 | SH | DFND | 1 | 0 | 44,057 | 0 | |
| NORWEGIAN CRUISE LINE HLDGS | SHS | G66721104 | 1,361,113 | 36,103,782 | SH | DFND | 1, 2 | 0 | 36,103,782 | 0 | |
| GENCO SHIPPING & TRADING LTD | SHS | Y2685T131 | 4,690 | 1,024,054 | SH | DFND | 1 | 0 | 1,024,054 | 0 | |