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 | 6,920 | 1,000,000 | SH | Put | DFND | 1 | 1,000,000 | 0 | 0 |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 2,039 | 1,865,000 | PRN | SOLE | 1,865,000 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 27,328 | 25,000,000 | PRN | DFND | 1 | 25,000,000 | 0 | 0 | |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 366 | 335,000 | PRN | DFND | 2 | 335,000 | 0 | 0 | |
| AK STL HLDG CORP | COM | 001547108 | 483 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| AK STL HLDG CORP | COM | 001547108 | 4,830 | 1,000,000 | SH | Call | DFND | 1 | 1,000,000 | 0 | 0 |
| ALCOA INC | COM | 013817101 | 2,978 | 293,700 | SH | SOLE | 293,700 | 0 | 0 | ||
| ALCOA INC | COM | 013817101 | 15,210 | 1,500,000 | SH | Call | DFND | 1 | 1,500,000 | 0 | 0 |
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 10,382 | 7,500,000 | PRN | DFND | 1 | 7,500,000 | 0 | 0 | |
| ANADARKO PETE CORP | COM | 032511107 | 6,653 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | COM SER A | 043632108 | 3,244 | 140,000 | SH | DFND | 1 | 140,000 | 0 | 0 | |
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 714 | 1,035,000 | PRN | SOLE | 1,035,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 2,881 | 4,175,000 | PRN | DFND | 1 | 4,175,000 | 0 | 0 | |
| BON-TON STORES INC | COM | 09776J101 | 693 | 405,000 | SH | SOLE | 405,000 | 0 | 0 | ||
| BON-TON STORES INC | COM | 09776J101 | 2,254 | 1,318,356 | SH | DFND | 1 | 1,318,356 | 0 | 0 | |
| CHENIERE ENERGY INC | COM NEW | 16411R208 | 8,720 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 526 | 90,035 | SH | SOLE | 90,035 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 1,858 | 318,067 | SH | DFND | 1 | 318,067 | 0 | 0 | |
| CONSOL ENERGY INC | COM | 20854P109 | 9,600 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| DYNEGY INC NEW DEL | COM | 26817R108 | 9,328 | 752,830 | SH | SOLE | 752,830 | 0 | 0 | ||
| ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 6,290 | 170,000 | SH | Call | SOLE | 170,000 | 0 | 0 | |
| ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 27,750 | 750,000 | SH | Call | DFND | 1 | 750,000 | 0 | 0 |
| FERRO CORP | COM | 315405100 | 23,753 | 1,720,000 | SH | DFND | 1 | 1,720,000 | 0 | 0 | |
| GRAY TELEVISION INC | COM | 389375106 | 10,360 | 1,000,000 | SH | DFND | 1 | 1,000,000 | 0 | 0 | |
| HALCON RES CORP | COM PAR NEW | 40537Q605 | 7,504 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
| HALLIBURTON CO | COM | 406216101 | 5,610 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 37,522 | 430,000 | SH | SOLE | 430,000 | 0 | 0 | ||
| KINDRED HEALTHCARE INC | COM | 494580103 | 2,197 | 215,000 | SH | SOLE | 215,000 | 0 | 0 | ||
| KINDRED HEALTHCARE INC | COM | 494580103 | 18,761 | 1,835,722 | SH | DFND | 1 | 1,835,722 | 0 | 0 | |
| LANTHEUS HLDGS INC | COM | 516544103 | 8,032 | 970,000 | SH | DFND | 1 | 970,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 30,249 | 48,987,000 | PRN | SOLE | 48,987,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 5,199 | 8,420,000 | PRN | DFND | 2 | 8,420,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 55,312 | 91,425,000 | PRN | SOLE | 91,425,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 10,727 | 17,730,000 | PRN | DFND | 2 | 17,730,000 | 0 | 0 | |
| MACYS INC | COM | 55616P104 | 24,083 | 650,000 | SH | Call | DFND | 1 | 650,000 | 0 | 0 |
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 23,852 | 2,860,000 | SH | DFND | 1 | 2,860,000 | 0 | 0 | |
| NORDSTROM INC | COM | 655664100 | 14,267 | 275,000 | SH | Call | DFND | 1 | 275,000 | 0 | 0 |
| OCLARO INC | COM NEW | 67555N206 | 14,749 | 1,725,000 | SH | DFND | 1 | 1,725,000 | 0 | 0 | |
| ORION ENGINEERED CARBONS S A | COM | L72967109 | 3,078 | 164,229 | SH | SOLE | 164,229 | 0 | 0 | ||
| ORION ENGINEERED CARBONS S A | COM | L72967109 | 22,484 | 1,199,771 | SH | DFND | 1 | 1,199,771 | 0 | 0 | |
| PARKER DRILLING CO | COM | 701081101 | 6,349 | 2,926,000 | SH | SOLE | 2,926,000 | 0 | 0 | ||
| PINNACLE ENTMT INC NEW | COM | 72348Y105 | 16,659 | 1,350,000 | SH | DFND | 1 | 1,350,000 | 0 | 0 | |
| RADIO ONE INC | CL D NON VTG | 75040P405 | 5,869 | 1,936,922 | SH | DFND | 1 | 1,936,922 | 0 | 0 | |
| RANGE RES CORP | COM | 75281A109 | 7,266 | 187,500 | SH | SOLE | 187,500 | 0 | 0 | ||
| RITE AID CORP | COM | 767754104 | 7,690 | 1,000,000 | SH | DFND | 1 | 1,000,000 | 0 | 0 | |
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 653 | 2,419,926 | SH | SOLE | 2,419,926 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 2,645 | 9,795,905 | SH | DFND | 1 | 9,795,905 | 0 | 0 | |
| SCIENTIFIC GAMES CORP | CL A | 80874P109 | 2,818 | 250,000 | SH | DFND | 1 | 250,000 | 0 | 0 | |
| SCIENTIFIC GAMES CORP | CL A | 80874P109 | 5,635 | 500,000 | SH | Call | DFND | 1 | 500,000 | 0 | 0 |
| SELECT MED HLDGS CORP | COM | 81619Q105 | 8,438 | 625,000 | SH | DFND | 1 | 625,000 | 0 | 0 | |
| SEMGROUP CORP | CL A | 81663A105 | 8,133 | 230,000 | SH | SOLE | 230,000 | 0 | 0 | ||
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 11,263 | 390,000 | SH | DFND | 1 | 390,000 | 0 | 0 | |
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 4,152 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 105,014 | 485,500 | SH | Put | SOLE | 485,500 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,297,800 | 6,000,000 | SH | Put | DFND | 1 | 6,000,000 | 0 | 0 |
| SUPERVALU INC | COM | 868536103 | 4,741 | 950,000 | SH | DFND | 1 | 950,000 | 0 | 0 | |
| WILLIAMS COS INC DEL | COM | 969457100 | 6,914 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
| WILLIAMS COS INC DEL | COM | 969457100 | 3,073 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| WYNN RESORTS LTD | COM | 983134107 | 21,432 | 220,000 | SH | Call | DFND | 1 | 220,000 | 0 | 0 |