Vice President

0000950123-15-012272.txt : 20151116 0000950123-15-012272.hdr.sgml : 20151116 20151116172327 ACCESSION NUMBER: 0000950123-15-012272 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20151116 DATE AS OF CHANGE: 20151116 EFFECTIVENESS DATE: 20151116 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Apollo Management Holdings, L.P. CENTRAL INDEX KEY: 0001449434 IRS NUMBER: 208351069 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13438 FILM NUMBER: 151236340 BUSINESS ADDRESS: STREET 1: 9 W. 57TH STREET CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 212-515-3200 MAIL ADDRESS: STREET 1: 9 W. 57TH STREET CITY: NEW YORK STATE: NY ZIP: 10019 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001449434 XXXXXXXX 09-30-2015 09-30-2015 Apollo Management Holdings, L.P.

9 W. 57th Street New York NY 10019

13F HOLDINGS REPORT 028-13438 N Cindy Michel Vice President 212-515-3200 /s/ Cindy Michel New York NY 11-16-2015 2 79 4074287 false 1 28-13441 Apollo Capital Management, L.P. 2 28-13439 Apollo Management, L.P. INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F Advanced Micro Devices Inc COM 007903107 23716 13788300 SH Put DFND 1 0 13788300 0 AIRTRAN HOLDINGS, INC. NOTE 5.250%11/0 00949PAD0 3109 1150000 PRN DFND 1 0 1150000 0 AK Steel Holding Corporation COM 001547108 2117 878500 SH Put DFND 1 0 878500 0 Anadarko Petroleum Corporation COM 032511107 2416 40000 SH Call DFND 1 0 40000 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 13221 7000000 PRN DFND 1 0 7000000 0 Apollo Commercial Real Estate Finance Inc COM 03762U105 9447 601309 SH DFND 1 0 601309 0 Apollo Residential Mortgage Inc COM 03763V102 2343 185085 SH DFND 1 0 185085 0 Apollo Senior Floating Rate Fund Inc COM 037636107 1568 100000 SH DFND 1 0 100000 0 Arch Coal Inc COM NEW 039380308 6250 1893900 SH Put DFND 1 0 1893900 0 ARES CAPITAL CORPORATION NOTE 5.750% 2/0 04010LAB9 2018 2000000 PRN DFND 1 0 2000000 0 Bed Bath & Beyond Inc. COM 075896100 14255 250000 SH Put DFND 1 0 250000 0 BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 3316 3200000 PRN DFND 1 0 3200000 0 BlackRock Corporate High Yield COM 09255P107 2477 250950 SH DFND 1 0 250950 0 Brookdale Senior Living Inc COM 112463104 4736 206250 SH DFND 1 0 206250 0 Caesars Acquisition Company CL A 12768T103 198765 27995124 SH DFND 2 0 27995124 0 Caesars Entertainment Corp. COM 127686103 156057 26495304 SH DFND 2 0 26495304 0 CBL & Associates Properties, Inc COM 124830100 908 66000 SH Put DFND 1 0 66000 0 Cenveo Corporation NOTE 7.000% 5/1 15671BAJ0 3183 3500000 PRN DFND 1 0 3500000 0 Cheniere Energy Inc NOTE 4.250% 3/1 16411RAG4 6276 10000000 PRN DFND 1 0 10000000 0 Chesapeake Energy Corporation COM 165167107 1100 150000 SH Put DFND 1 0 150000 0 CONSOL Energy Inc COM 20854P109 5880 600000 SH Put DFND 1 0 600000 0 Credit Acceptance Corporation COM 225310101 18033 91600 SH Put DFND 1 0 91600 0 Cumulus Media Inc CL A 231082108 528 750000 SH DFND 1 0 750000 0 Deluxe Corp COM 248019101 5574 100000 SH Put DFND 1 0 100000 0 Endo International PLC SHS G30401106 6928 100000 SH Call DFND 1 0 100000 0 EP Energy CL A 268785102 579870 112596207 SH DFND 2 0 112596207 0 FIDELITY NATIONAL FINANCIAL IN NOTE 4.250% 8/1 31620RAE5 9283 4600000 PRN DFND 1 0 4600000 0 Frontier Communications Corporation COM 35906A108 4750 1000000 SH Put DFND 1 0 1000000 0 Genco Shipping & Trading Ltd SHS NEW Y2685T115 40041 10240593 SH DFND 1 0 10240593 0 Gerdau SA SPON ADR REP PFD 373737105 1815 1325000 SH Call DFND 1 0 1325000 0 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 12866 3000000 PRN DFND 1 0 3000000 0 Gray Television Inc COM 389375106 2663 208700 SH Call DFND 1 0 208700 0 ING Groep N.V. DBCV 6.000%12/2 456837AE3 2921 3000000 PRN DFND 1 0 3000000 0 INTEL CORPORATION SDCV 12/1 458140AD2 7301 6000000 PRN DFND 1 0 6000000 0 iShares iBoxx High Yield Corporate Bond IBOXX HI YD ETF 464288513 41645 500000 SH Call DFND 1 0 500000 0 iShares iBoxx High Yield Corporate Bond IBOXX HI YD ETF 464288513 124310 1492500 SH Put DFND 1 0 1492500 0 iShares Russell 2000 ETF RUSSELL 2000 ETF 464287655 43680 400000 SH Put DFND 1 0 400000 0 iStar Inc NOTE 3.000%11/1 45031UBR1 27097 23678000 PRN DFND 1 0 23678000 0 iStar Inc COM 45031U101 16186 1286637 SH DFND 1 0 1286637 0 iStar Inc COM 45031U101 6290 500000 SH Call DFND 1 0 500000 0 JC Penney Co Inc COM 708160106 2731 294000 SH Put DFND 1 0 294000 0 JEFFERIES GROUP LLC DBCV 3.875%11/0 472319AG7 4182 4100000 PRN DFND 1 0 4100000 0 Lear Corp COM NEW 521865204 164 1505 SH DFND 1 0 1505 0 Lee Enterprises Inc COM 523768109 117 56059 SH DFND 1 0 56059 0 MGM Resorts International COM 552953101 7380 400000 SH Call DFND 1 0 400000 0 Molina Healthcare Inc COM 60855R100 3615 52500 SH Call DFND 1 0 52500 0 NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 1347 1350000 PRN DFND 1 0 1350000 0 Norwegian Cruise Lines Holdings Ltd. SHS G66721104 2364047 41274810 SH DFND 2 0 41274810 0 NOVELLUS SYSTEMS, INC. NOTE 2.625% 5/1 670008AD3 12564 6400000 PRN DFND 1 0 6400000 0 OLD REPUBLIC INTERNATIONAL COR NOTE 3.750% 3/1 680223AH7 1508 1300000 PRN DFND 1 0 1300000 0 Olin Corp COM PAR $1 680665205 9091 540800 SH Put DFND 1 0 540800 0 PBF Energy Inc CL A 69318G106 1764 62500 SH Put DFND 1 0 62500 0 Peabody Energy Corporation COM 704549104 767 555600 SH Call DFND 1 0 555600 0 Peabody Energy Corporation COM 704549104 9729 7050000 SH Put DFND 1 0 7050000 0 Phoenix Cos Inc/The COM NEW 71902E604 1847 56000 SH DFND 1 0 56000 0 PRICELINE GROUP INC NOTE 1.000% 3/1 741503AQ9 7476 5300000 PRN DFND 1 0 5300000 0 PROSPECT CAPITAL CORP NOTE 5.375%10/1 74348TAK8 3814 3800000 PRN DFND 1 0 3800000 0 Radio One, Inc. CL D NON VTG 75040P405 793 372504 SH DFND 1 0 372504 0 RELM WIRELESS CORP COM 759525108 831 188971 SH DFND 1 0 188971 0 Scientific Games Corporation CL A 80874P109 4163 398400 SH Call DFND 1 0 398400 0 Seadrill Ltd SHS G7945E105 2360 400000 SH Put DFND 1 0 400000 0 SPDR S&P 500 ETF Trust TR UNIT 78462F103 83838 437500 SH Put DFND 1 0 437500 0 Sprint Corporation COM SER 1 85207U105 4339 1130000 SH Put DFND 1 0 1130000 0 Staples Inc COM 855030102 5457 465248 SH DFND 1 0 465248 0 Staples Inc COM 855030102 2933 250000 SH Call DFND 1 0 250000 0 Tenet Healthcare Corporation COM NEW 88033G407 3692 100000 SH DFND 1 0 100000 0 Tenet Healthcare Corporation COM NEW 88033G407 3692 100000 SH Call DFND 1 0 100000 0 TEVA PHARMACEUTICAL FINANCE CO DBCV 0.250% 2/0 88163VAE9 5173 3800000 PRN DFND 1 0 3800000 0 The Gap, Inc. COM 364760108 8550 300000 SH Put DFND 1 0 300000 0 Transocean Ltd REG SHS H8817H100 969 75000 SH Put DFND 1 0 75000 0 Univar Inc. COM 91336L107 5768 317774 SH DFND 1 0 317774 0 Vince Holding Corp COM 92719W108 1887 550000 SH Call DFND 1 0 550000 0 Walter Investment Management Corp. NOTE 4.500%11/0 93317WAA0 25252 34342000 PRN DFND 1 0 34342000 0 Walter Investment Management Corp. COM 93317W102 8125 500000 SH Put DFND 1 0 500000 0 Western Union Co/The COM 959802109 1836 100000 SH Put DFND 1 0 100000 0 Winthrop Realty Trust SH BEN INT NEW 976391300 41675 2902172 SH DFND 1 0 2902172 0 WP GLIMCHER, Inc. COM 92939N102 1266 108600 SH Put DFND 1 0 108600 0 XILINX INC NOTE 2.625% 6/1 983919AF8 7475 5000000 PRN DFND 1 0 5000000 0 Canadian Imperial Bank of Commerce COM 136069101 7131 99100 SH Put DFND 1 0 99100 0