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 |
| BANK OF AMERICA CORPORATION | COM | 060505104 | 1,537 | 100,000 | SH | DFND | 1 | 100,000 | 0 | 0 | |
| BARCLAYS PLC | ADR | 06738E204 | 629 | 43,000 | SH | DFND | 1 | 43,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 1,061 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| CITIGROUP INC | COM NEW | 172967424 | 65,370 | 1,387,891 | SH | DFND | 1 | 1,387,891 | 0 | 0 | |
| E TRADE FINANCIAL CORP | NOTE 8/3 | 269246AZ7 | 238 | 237,619 | PRN | DFND | 1 | 237,619 | 0 | 0 | |
| FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 14,482 | 840,000 | SH | DFND | 1 | 840,000 | 0 | 0 | |
| FREEPORT-MCMORAN COPPER & GO | COM | 35671D857 | 1,168 | 32,000 | SH | DFND | 1 | 32,000 | 0 | 0 | |
| JPMORGAN CHASE & CO | COM | 46625H100 | 18,439 | 320,000 | SH | DFND | 1 | 320,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 1,195 | 1,871,284 | PRN | DFND | 1 | 1,871,284 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 5,080 | 7,952,863 | PRN | DFND | 1 | 7,952,863 | 0 | 0 | |
| PEABODY ENERGY CORP | SDCV 4.750%12/1 | 704549AG9 | 749 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| QUAD / GRAPHICS INC | COM CL A | 747301109 | 2 | 81 | SH | DFND | 1 | 81 | 0 | 0 | |
| REALOGY HLDGS CORP | COM | 75605Y106 | 9,187 | 243,613 | SH | DFND | 1 | 243,613 | 0 | 0 | |
| RESOLUTE FST PRODS INC | COM | 76117W109 | 431 | 25,628 | SH | DFND | 1 | 25,628 | 0 | 0 | |
| SEMGROUP CORP | CL A | 81663A105 | 1,967 | 24,938 | SH | DFND | 1 | 24,938 | 0 | 0 | |
| VODAFONE GROUP PLC NEW | SPNSR ADR NO PAR | 92857W308 | 902 | 27,000 | SH | DFND | 1 | 27,000 | 0 | 0 | |
| WISDOMTREE TR | EQTY INC FD | 97717W208 | 232 | 3,900 | SH | DFND | 1 | 0 | 0 | 3,900 | |
| WISDOMTREE TR | EMERG MKTS ETF | 97717W315 | 26 | 500 | SH | DFND | 1 | 0 | 0 | 500 | |
| WISDOMTREE TR | GLB NAT RES FD | 97717W711 | 172 | 7,500 | SH | DFND | 1 | 0 | 0 | 7,500 | |
| ARCELORMITTAL SA LUXEMBOURG | MAND CV NT 16 | L0302D178 | 4,488 | 200,000 | SH | DFND | 1 | 200,000 | 0 | 0 | |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 14,963 | 153,229 | SH | DFND | 1 | 153,229 | 0 | 0 | |