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Brigade Capital Management LP

Last Updated: 1/27/2021

Brigade Capital Management LP is a Limited Partnership that started in 2006 and is primarily owned and controlled by Donald E Morgan. Below is a list of the Top 10 Holdings by value as reported to the SEC through their historical 13F Filings. You can drill down to get a full comprehensive list by expanding the date of interest and clicking on the Full List Link. To see a profile of the company, click here.

Historical 13F Holdings - Top 10 By Value By Date

(click date to expand)

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 466837 1394000 SH Put SOLE 1394000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 306655 3655000 SH Call SOLE 3655000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 283852 1895000 SH Put SOLE 1895000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 241121 720000 SH Put DFND 720000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 196746 2345000 SH Call DFND 2345000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 194727 1300000 SH Put DFND 1300000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 125850 1500000 SH Put SOLE 1500000 0 0
LIBERTY MEDIA CORP DEL DEB 3.750% 2/1 530715AL5 93631 128261000 PRN SOLE 128261000 0 0
SPDR GOLD TR GOLD SHS 78463V107 63763 360000 SH Call SOLE 360000 0 0
ISHARES SILVER TR ISHARES 46428Q109 45444 2100000 SH Call SOLE 2100000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 589307 1911100 SH Put SOLE 1911100 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 349001 2437500 SH Put SOLE 2437500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 293836 952900 SH Put DFND 952900 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 207611 1450000 SH Call DFND 1450000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 186134 1300000 SH Put DFND 1300000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 124115 402500 SH Call DFND 402500 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 90752 128726000 PRN SOLE 128726000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 81469 569000 SH Call SOLE 569000 0 0
SPDR GOLD TR GOLD SHS 78463V107 60253 360000 SH Call SOLE 360000 0 0
ISHARES SILVER TR ISHARES 46428Q109 35721 2100000 SH Call SOLE 2100000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 416756 1616900 SH Call SOLE 1616900 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 379150 1471000 SH Put SOLE 1471000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 329688 1279100 SH Call DFND 1279100 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 193313 750000 SH Put DFND 750000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 163697 2124000 SH Put DFND 2124000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 113750 993800 SH Call DFND 993800 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 108070 152211000 PRN SOLE 152211000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 67513 876000 SH Put SOLE 876000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 55937 488700 SH Call SOLE 488700 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 54664 287100 SH Call DFND 287100 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 189897 590000 SH Put DFND 590000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 171841 533900 SH Call SOLE 533900 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 104265 152211000 PRN SOLE 152211000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 90475 281100 SH Call DFND 281100 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 85740 600000 SH Call SOLE 600000 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 61040 287100 SH Put DFND 287100 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 59866 186000 SH Put SOLE 186000 0 0
PARKER DRILLING CO COM 701081507 49644 2216262 SH SOLE 2216262 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 26718 38443000 PRN SOLE 38443000 0 0
IHEARTMEDIA INC COM CL A 45174J509 26616 1574907 SH SOLE 1574907 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 449607 1515000 SH Put SOLE 1515000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 285849 963200 SH Call DFND 963200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 125534 423000 SH Call SOLE 423000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 111914 156896000 PRN SOLE 156896000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 83322 600000 SH Call SOLE 600000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 76245 503800 SH Call SOLE 503800 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 56193 371300 SH Call DFND 371300 0 0
VISTRA ENERGY CORP COM 92840M102 32956 1232932 SH SOLE 1232932 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 31221 3072919 SH DFND 3072919 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 28555 1122000 SH Call DFND 1122000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 365312 1246800 SH Put SOLE 1246800 0 0
ISHARES TR IBOXX HI YD ETF 464288513 326925 3750000 SH Put SOLE 3750000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 152390 980000 SH Call SOLE 980000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 133872 456900 SH Put DFND 456900 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 92181 135311000 PRN SOLE 135311000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 81750 3000000 SH Put DFND 3000000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 79920 600000 SH Call SOLE 600000 0 0
CAESARS ENTMT CORP COM 127686103 40472 3424000 SH Call DFND 3424000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 38218 1402500 SH Put SOLE 1402500 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 34547 185000 SH Call SOLE 185000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 237142 839500 SH Put SOLE 839500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 187849 665000 SH Put DFND 665000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 126956 4130000 SH Put DFND 4130000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 112992 400000 SH Call SOLE 400000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 76545 500000 SH Put SOLE 500000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 72738 107165000 PRN SOLE 107165000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 59021 1920000 SH Put SOLE 1920000 0 0
VISTRA ENERGY CORP COM 92840M102 57840 2222033 SH SOLE 2222033 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 42704 350000 SH Call SOLE 350000 0 0
VISTRA ENERGY CORP COM 92840M102 28373 1090000 SH DFND 1090000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
ISHARES TR IBOXX HI YD ETF 464288513 1025104 12640000 SH Put DFND 12640000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 206934 7800000 SH Put DFND 7800000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 193688 775000 SH Put SOLE 775000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 191396 2360000 SH Put SOLE 2360000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 190808 1425000 SH Put DFND 1425000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 178068 712500 SH Call DFND 712500 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 80927 3090000 SH Put DFND 3090000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 69205 104460000 PRN SOLE 104460000 0 0
VISTRA ENERGY CORP COM 92840M102 52314 2285439 SH SOLE 2285439 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 46617 302200 SH Call DFND 302200 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 441894 1520000 SH Put SOLE 1520000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 126515 2922500 SH Put DFND 2922500 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 100516 2942500 SH Put DFND 2942500 0 0
VISTRA ENERGY CORP COM 92840M102 85201 3424482 SH SOLE 3424482 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 83606 450000 SH Put DFND 450000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 64964 95535000 PRN SOLE 95535000 0 0
VISTRA ENERGY CORP COM 92840M102 34322 1379500 SH DFND 1379500 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 29261 2955706 SH DFND 2955706 0 0
KROGER CO COM 501044101 29110 1000000 SH Call DFND 1000000 0 0
ARCONIC INC COM 03965L100 27336 1242000 SH DFND 1242000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 378436 1395000 SH Put SOLE 1395000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 99490 607500 SH Put DFND 607500 0 0
VISTRA ENERGY CORP COM 92840M102 83720 3538483 SH SOLE 3538483 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 64562 93230000 PRN SOLE 93230000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 61038 225000 SH Put DFND 225000 0 0
KINDRED HEALTHCARE INC COM 494580103 52956 5884031 SH DFND 5884031 0 0
VISTRA ENERGY CORP COM 92840M102 32659 1380364 SH DFND 1380364 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 31359 44633000 PRN SOLE 44633000 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 30296 2955706 SH DFND 2955706 0 0
ADVANCED MICRO DEVICES INC COM 007903107 29980 2000000 SH Call DFND 2000000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
ISHARES TR RUSSELL 2000 ETF 464287655 660461 4350000 SH Put DFND 4350000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 296702 1127500 SH Put SOLE 1127500 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 160130 1000000 SH Put DFND 1000000 0 0
VISTRA ENERGY CORP COM 92840M102 75231 3611678 SH SOLE 3611678 0 0
VISTRA ENERGY CORP COM 92840M102 73541 3530530 SH DFND 3530530 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 64686 94260000 PRN SOLE 94260000 0 0
KINDRED HEALTHCARE INC COM 494580103 53839 5884031 SH DFND 5884031 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 33612 47677000 PRN SOLE 47677000 0 0
VISTRA ENERGY CORP COM 92840M102 33536 1610000 SH DFND 1610000 0 0
VICI PPTYS INC COM 925652109 33008 1801721 SH SOLE 1801721 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 245591 920300 SH Put SOLE 920300 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 199723 1310000 SH Put DFND 1310000 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 124608 800000 SH Put DFND 800000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 117418 440000 SH Put DFND 440000 0 0
VISTRA ENERGY CORP COM 92840M102 117239 6399536 SH DFND 6399536 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 69749 100720000 PRN SOLE 100720000 0 0
VISTRA ENERGY CORP COM 92840M102 69316 3783609 SH SOLE 3783609 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 54283 1460000 SH Put SOLE 1460000 0 0
VISTRA ENERGY CORP COM 92840M102 38737 2114458 SH DFND 2114458 0 0
KELLOGG CO COM 487836108 33990 500000 SH Put DFND 500000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
VISTRA ENERGY CORP COM 92840M102 261364 13984184 SH SOLE 13984184 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 88908 600000 SH Put SOLE 600000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 79204 112545000 PRN SOLE 112545000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 73359 292000 SH Put SOLE 292000 0 0
VISTRA ENERGY CORP COM 92840M102 44110 2360086 SH DFND 2360086 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 35526 3130000 SH DFND 3130000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 33928 47702000 PRN SOLE 47702000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 25521 36265000 PRN DFND 36265000 0 0
ARCONIC INC COM 03965L100 22691 912000 SH DFND 912000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 22181 1350000 SH DFND 1350000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
VISTRA ENERGY CORP COM 92840M102 248657 14809833 SH SOLE 14809833 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 218525 1550700 SH Put SOLE 1550700 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 56236 84670000 PRN SOLE 84670000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 48723 201500 SH Put SOLE 201500 0 0
VISTRA ENERGY CORP COM 92840M102 39626 2360086 SH DFND 2360086 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 32492 49077000 PRN SOLE 49077000 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 30674 3130000 SH DFND 3130000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 21945 33000000 PRN DFND 33000000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 20240 1046525 SH DFND 1046525 0 0
SELECT MED HLDGS CORP COM 81619Q105 20131 1311468 SH DFND 1311468 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
ISHARES TR RUSSELL 2000 ETF 464287655 123828 900700 SH Put SOLE 900700 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 57096 1525000 SH Put SOLE 1525000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 53395 226500 SH Put SOLE 226500 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 51835 85325000 PRN SOLE 85325000 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 29892 3130000 SH DFND 3130000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 29400 47412000 PRN SOLE 47412000 0 0
ARCONIC INC COM 03965L100 20598 782000 SH DFND 782000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 20160 560000 SH Put DFND 560000 0 0
FERRO CORP COM 315405100 17245 1135276 SH DFND 1135276 0 0
SELECT MED HLDGS CORP COM 81619Q105 16421 1230000 SH DFND 1230000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 1533416 6860000 SH Put DFND 6860000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 190671 853000 SH Put SOLE 853000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 67425 500000 SH Put DFND 500000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 53940 400000 SH Put SOLE 400000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 52798 92425000 PRN SOLE 92425000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 28902 48987000 PRN SOLE 48987000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 27725 17520000 PRN DFND 17520000 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 26858 750000 SH Call DFND 750000 0 0
MACYS INC COM 55616P104 23277 650000 SH Call DFND 650000 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 19406 3130000 SH DFND 3130000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 1297800 6000000 SH Put DFND 6000000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 105014 485500 SH Put SOLE 485500 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 55312 91425000 PRN SOLE 91425000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 37522 430000 SH SOLE 430000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 30249 48987000 PRN SOLE 48987000 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 27750 750000 SH Call DFND 750000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 27328 25000000 PRN DFND 25000000 0 0
MACYS INC COM 55616P104 24083 650000 SH Call DFND 650000 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 23852 2860000 SH DFND 2860000 0 0
FERRO CORP COM 315405100 23753 1720000 SH DFND 1720000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 57606 275000 SH Put DFND 275000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 53095 92540000 PRN SOLE 92540000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 40243 350000 SH Put DFND 350000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 37370 178400 SH Put SOLE 178400 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 35069 305000 SH Put SOLE 305000 0 0
BOEING CO COM 097023105 33766 260000 SH Put DFND 260000 0 0
FERRO CORP COM 315405100 33589 2510396 SH DFND 2510396 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 28553 750000 SH Call DFND 750000 0 0
ORION ENGINEERED CARBONS S A COM L72967109 27753 1746571 SH DFND 1746571 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 22004 38102000 PRN SOLE 38102000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 62684 305000 SH Put SOLE 305000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 51845 92375000 PRN SOLE 92375000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 49784 450000 SH Put SOLE 450000 0 0
FERRO CORP COM 315405100 30392 2560396 SH DFND 2560396 0 0
ORION ENGINEERED CARBONS S A COM L72967109 24662 1746571 SH DFND 1746571 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 24255 750000 SH Call DFND 750000 0 0
AXIALL CORP COM 05463D100 23194 1062000 SH DFND 1062000 0 0
KINDRED HEALTHCARE INC COM 494580103 21436 1735722 SH DFND 1735722 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 21390 37942000 PRN SOLE 37942000 0 0
BOEING CO COM 097023105 20310 160000 SH Put DFND 160000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
ISHARES TR RUSSELL 2000 ETF 464287655 298443 26500 SH Put DFND 26500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 84810 4160 SH Put SOLE 4160 0 0
ISHARES TR IBOXX HI YD ETF 464288513 70918 8801 SH Put SOLE 8801 0 0
ISHARES TR IBOXX HI YD ETF 464288513 64464 8000 SH Call DFND 8000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 53998 92700000 PRN SOLE 92700000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 49952 6199 SH Put DFND 6199 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 39417 3500 SH Put SOLE 3500 0 0
FERRO CORP COM 315405100 26248 2360396 SH DFND 2360396 0 0
RITE AID CORP COM 767754104 25872 3300000 SH DFND 3300000 0 0
COPA HOLDINGS SA CL A P31076105 24130 5000 SH Put DFND 5000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 151867 7925 SH Put SOLE 7925 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 54845 91790000 PRN SOLE 91790000 0 0
FERRO CORP COM 315405100 31529 2879361 SH DFND 2879361 0 0
AXIALL CORP COM 05463D100 29921 1907000 SH DFND 1907000 0 0
KINDRED HEALTHCARE INC COM 494580103 27011 1715000 SH DFND 1715000 0 0
VISTEON CORP COM NEW 92839U206 25310 250000 SH DFND 250000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 24781 40295000 PRN SOLE 40295000 0 0
ORION ENGINEERED CARBONS S A COM L72967109 23728 1642100 SH DFND 1642100 0 0
DYNEGY INC NEW DEL COM 26817R108 23315 1127971 SH DFND 1127971 0 0
CATERPILLAR INC DEL COM 149123101 23203 3550 SH Call DFND 3550 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 617550 30000 SH Put DFND 30000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 227464 11050 SH Put SOLE 11050 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 123510 6000 SH Call DFND 6000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 53706 89420000 PRN SOLE 89420000 0 0
DYNEGY INC NEW DEL COM 26817R108 40245 1375888 SH DFND 1375888 0 0
FERRO CORP COM 315405100 34932 2081761 SH DFND 2081761 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 34320 6000 SH Call DFND 6000 0 0
KINDRED HEALTHCARE INC COM 494580103 29522 1455000 SH DFND 1455000 0 0
DEERE & CO COM 244199105 29115 3000 SH Call DFND 3000 0 0
ALLERGAN PLC SHS G0177J108 27463 90500 SH DFND 90500 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 464468 22500 SH Put DFND 22500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 108376 5250 SH Put SOLE 5250 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 59920 95780000 PRN SOLE 95780000 0 0
DYNEGY INC NEW DEL COM 26817R108 46387 1475888 SH DFND 1475888 0 0
FERRO CORP COM 315405100 37650 3000000 SH DFND 3000000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 36912 476900 SH DFND 476900 0 0
GENERAL MTRS CO COM 37045V100 33750 9000 SH Call DFND 9000 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 33072 6000 SH Call DFND 6000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 31291 5184 SH Put DFND 5184 0 0
ALLY FINL INC COM 02005N100 29527 1407392 SH DFND 1407392 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
ISHARES TR RUSSELL 2000 ETF 464287655 344506 28800 SH Put DFND 28800 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 246648 12000 SH Put DFND 12000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 69429 8200 SH Call DFND 8200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 67828 3300 SH Put SOLE 3300 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 60518 96635000 PRN SOLE 96635000 0 0
SAFEWAY INC COM NEW 786514208 54085 1540000 SH DFND 1540000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 40117 11000 SH Call DFND 11000 0 0
GENERAL MTRS CO COM 37045V100 38925 1115000 SH DFND 1115000 0 0
RITE AID CORP COM 767754104 37623 5003000 SH DFND 5003000 0 0
ALLY FINL INC COM 02005N100 33833 1432392 SH DFND 1432392 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 394040 2000000 SH Put DFND 2000000 0 0
INTL PAPER CO COM 460146103 143220 3000000 SH Call DFND 3000000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 137148 3300000 SH Put DFND 3300000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 109350 1000000 SH Put DFND 1000000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 90620 1000000 SH Put DFND 1000000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 71478 114365000 PRN SOLE 114365000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 63080 950000 SH Call DFND 950000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 57917 820000 SH Call DFND 820000 0 0
SAFEWAY INC COM NEW 786514208 52822 1540000 SH DFND 1540000 0 0
HESS CORP COM 42809H107 51876 550000 SH Call DFND 550000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
ISHARES RUSSELL 2000 ETF 464287655 998004 8400000 SH Put DFND 8400000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 391440 2000000 SH Put DFND 2000000 0 0
ALASKA AIR GROUP INC COM 011659109 95050 1000000 SH Call DFND 1000000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 63348 99565000 PRN SOLE 99565000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 56851 820000 SH Call DFND 820000 0 0
GENERAL MTRS CO COM 37045V100 54450 1500000 SH DFND 1500000 0 0
HESS CORP COM 42809H107 54390 550000 SH DFND 550000 0 0
SAFEWAY INC COM NEW 786514208 52884 1540000 SH DFND 1540000 0 0
WILLIAMS COS INC DEL COM 969457100 45418 780240 SH DFND 780240 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 42493 1020000 SH DFND 1020000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
ISHARES RUSSELL 2000 ETF 464287655 116340 1000000 SH Put DFND 1000000 0 0
OCEAN RIG UDW INC SHS Y64354205 50702 2850000 SH DFND 2850000 0 0
HESS CORP COM 42809H107 49728 600000 SH DFND 600000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 48809 650000 SH Call DFND 650000 0 0
GENERAL MTRS CO COM 37045V100 48188 1400000 SH DFND 1400000 0 0
NRG ENERGY INC COM NEW 629377508 48181 1515123 SH DFND 1515123 0 0
ALASKA AIR GROUP INC COM 011659109 46655 500000 SH Call DFND 500000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 43352 72555000 PRN SOLE 72555000 0 0
DYNEGY INC NEW DEL COM 26817R108 38926 1560788 SH DFND 1560788 0 0
COMCAST CORP NEW CL A 20030N101 35028 700000 SH Call DFND 700000 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 237492 2700000 SH Put DFND 2700000 0 0
ISHARES RUSSELL 2000 ETF 464287655 230720 2000000 SH Put DFND 2000000 0 0
GENERAL MTRS CO COM 37045V100 73566 1800000 SH Call DFND 1800000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 68992 1600000 SH Call DFND 1600000 0 0
NRG ENERGY INC COM NEW 629377508 58690 2043521 SH DFND 2043521 0 0
OCEAN RIG UDW INC SHS Y64354205 44229 2297600 SH DFND 2297600 0 0
CHEMTURA CORP COM NEW 163893209 41880 1500000 SH DFND 1500000 0 0
HESS CORP COM 42809H107 39483 475700 SH DFND 475700 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 38468 65200000 PRN SOLE 65200000 0 0
DYNEGY INC NEW DEL COM 26817R108 38452 1786788 SH DFND 1786788 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
ISHARES RUSSELL 2000 ETF 464287655 213220 2000000 SH Put DFND 2000000 0 0
ISHARES RUSSELL 2000 ETF 464287655 90619 850000 SH Call DFND 850000 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 59644 61727000 PRN DFND 61727000 0 0
NRG ENERGY INC COM NEW 629377508 55849 2043521 SH DFND 2043521 0 0
DISH NETWORK CORP CL A 25470M109 45010 1000000 SH Call DFND 1000000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 40412 1800000 SH Call DFND 1800000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 38794 65200000 PRN SOLE 65200000 0 0
FOREST OIL CORP COM PAR $0.01 346091705 38430 6300000 SH DFND 6300000 0 0
HESS CORP COM 42809H107 36791 475700 SH DFND 475700 0 0
DYNEGY INC NEW DEL COM 26817R108 32617 1688250 SH DFND 1688250 0 0

Full List
Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
SPDR S&P 500 ETF TR TR UNIT 78462F103 1171474 7260000 SH Put DFND 7260000 0 0
ISHARES TR RUSSELL 2000 464287655 246450 2500000 SH Put DFND 2500000 0 0
ISHARES TR RUSSELL 2000 464287655 147870 1500000 SH Call DFND 1500000 0 0
CF INDS HLDGS INC COM 125269100 102168 600000 SH Put DFND 600000 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 56624 63802000 PRN DFND 63802000 0 0
HESS CORP COM 42809H107 43551 655000 SH DFND 655000 0 0
BOEING CO COM 097023105 43361 420000 SH Call DFND 420000 0 0
NRG ENERGY INC COM NEW 629377508 43001 1610521 SH DFND 1610521 0 0
DYNEGY INC NEW DEL COM 26817R108 41453 1838250 SH DFND 1838250 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 40240 58960000 PRN SOLE 58960000 0 0

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