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 |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 1,037 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| CITIGROUP INC | COM NEW | 172967424 | 67,155 | 1,384,334 | SH | DFND | 1 | 1,384,334 | 0 | 0 | |
| E TRADE FINANCIAL CORP | NOTE 8/3 | 269246AZ7 | 174 | 115,000 | PRN | DFND | 1 | 115,000 | 0 | 0 | |
| ISHARES | TIPS BD ETF | 464287176 | 16 | 136 | SH | DFND | 1 | 136 | 0 | 0 | |
| LEGG MASON INC | COM | 524901105 | 2 | 36 | SH | DFND | 1 | 36 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 1,145 | 1,873,808 | PRN | DFND | 1 | 1,873,808 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 4,748 | 7,960,080 | PRN | DFND | 1 | 7,960,080 | 0 | 0 | |
| LYON WILLIAM HOMES | CL A NEW | 552074700 | 1,016 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
| MAXCOM TELECOMUNICACIONES SA | ADR REP PR CTF | 57773A508 | 38 | 13,302 | SH | DFND | 1 | 13,302 | 0 | 0 | |
| NORTEK INC | COM NEW | 656559309 | 1,223 | 17,791 | SH | DFND | 1 | 17,791 | 0 | 0 | |
| PEABODY ENERGY CORP | SDCV 4.750%12/1 | 704549AG9 | 801 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| QUAD / GRAPHICS INC | COM CL A | 747301109 | 3 | 81 | SH | DFND | 1 | 81 | 0 | 0 | |
| REALOGY HLDGS CORP | COM | 75605Y106 | 26,871 | 624,611 | SH | DFND | 1 | 624,611 | 0 | 0 | |
| RESOLUTE FST PRODS INC | COM | 76117W109 | 339 | 25,628 | SH | DFND | 1 | 25,628 | 0 | 0 | |
| SEMGROUP CORP | CL A | 81663A105 | 1,422 | 24,938 | SH | DFND | 1 | 24,938 | 0 | 0 | |
| SIMON PPTY GROUP INC NEW | COM | 828806109 | 1 | 6 | SH | DFND | 1 | 6 | 0 | 0 | |
| TELEFONICA S A | SPONSORED ADR | 879382208 | 1 | 6 | SH | DFND | 1 | 6 | 0 | 0 | |
| WISDOMTREE TR | EQTY INC ETF | 97717W208 | 219 | 4,200 | SH | DFND | 1 | 0 | 0 | 4,200 | |
| WISDOMTREE TR | EMERG MKTS ETF | 97717W315 | 52 | 1,000 | SH | DFND | 1 | 0 | 0 | 1,000 | |
| WISDOMTREE TR | GLB NAT RES FD | 97717W711 | 159 | 7,500 | SH | DFND | 1 | 0 | 0 | 7,500 | |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 11,220 | 153,211 | SH | DFND | 1 | 153,211 | 0 | 0 | |