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 |
| BARCLAYS PLC | ADR | 06738E204 | 916 | 61,000 | SH | DFND | 1 | 61,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 1,004 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| CITIGROUP INC | COM NEW | 172967424 | 65,074 | 1,202,619 | SH | DFND | 1 | 1,202,619 | 0 | 0 | |
| E TRADE FINANCIAL CORP | NOTE 8/3 | 269246AZ7 | 272 | 115,000 | PRN | DFND | 1 | 115,000 | 0 | 0 | |
| FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 17,438 | 1,125,000 | SH | DFND | 1 | 1,125,000 | 0 | 0 | |
| ISHARES | IBOXX HI YD ETF | 464288513 | 101,445 | 1,132,192 | SH | DFND | 1 | 1,132,192 | 0 | 0 | |
| JPMORGAN CHASE & CO | COM | 46625H100 | 20,026 | 320,000 | SH | DFND | 1 | 320,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 1,171 | 1,868,710 | PRN | DFND | 1 | 1,868,710 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 4,550 | 7,845,537 | PRN | DFND | 1 | 7,845,537 | 0 | 0 | |
| MANULIFE FINL CORP | COM | 56501R106 | 3,122 | 163,500 | SH | DFND | 1 | 163,500 | 0 | 0 | |
| PEABODY ENERGY CORP | SDCV 4.750%12/1 | 704549AG9 | 503 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| QUAD / GRAPHICS INC | COM CL A | 747301109 | 3 | 106 | SH | DFND | 1 | 106 | 0 | 0 | |
| RESOLUTE FST PRODS INC | COM | 76117W109 | 452 | 25,628 | SH | DFND | 1 | 25,628 | 0 | 0 | |
| SEMGROUP CORP | CL A | 81663A105 | 1,706 | 24,938 | SH | DFND | 1 | 24,938 | 0 | 0 | |
| WISDOMTREE TR | EQTY INC FD | 97717W208 | 216 | 3,495 | SH | DFND | 1 | 0 | 0 | 3,495 | |
| WISDOMTREE TR | EMERG MKTS ETF | 97717W315 | 22 | 500 | SH | DFND | 1 | 0 | 0 | 500 | |
| WISDOMTREE TR | GLB NAT RES FD | 97717W711 | 124 | 7,500 | SH | DFND | 1 | 0 | 0 | 7,500 | |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 12,165 | 153,229 | SH | DFND | 1 | 153,229 | 0 | 0 | |