The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
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 |
AGNICO EAGLE MINES LTD | COM | 008474108 | 1,322 | 50,000 | SH | DFND | 01 02 03 04 05 | 0 | 50,000 | 0 | |
ALCOA INC | COM | 013817101 | 1,275 | 157,000 | SH | DFND | 01 02 03 04 05 | 0 | 157,000 | 0 | |
AMERICA MOVIL SAB DE CV | SPON ADR L SHS | 02364W105 | 248 | 250,000 | SH | DFND | 01 02 03 04 05 | 0 | 250,000 | 0 | |
AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 3,387 | 150,000 | SH | DFND | 01 02 03 04 05 | 0 | 150,000 | 0 | |
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 13,324 | 13,950,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
ARCHER DANIELS MIDLAND CO | NOTE 0.875% 2/1 | 039483AW2 | 32,115 | 31,500,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
ASSURED GUARANTY LTD | COM | G0585R106 | 5,016 | 267,500 | SH | DFND | 01 02 03 04 05 | 0 | 267,500 | 0 | |
AXIALL CORP | COM | 05463D100 | 2,551 | 67,500 | SH | DFND | 01 02 03 04 05 | 0 | 67,500 | 0 | |
BANCO BRADESCO S A | SP ADR PFD NEW | 059460303 | 12,720 | 916,462 | SH | DFND | 01 02 03 04 05 | 0 | 916,462 | 0 | |
BAYTEX ENERGY CORP | COM | 07317Q105 | 3,540 | 86,000 | SH | DFND | 01 02 03 04 05 | 0 | 86,000 | 0 | |
BHP BILLITON LTD | SPONSORED ADR | 088606108 | 1,984 | 59,580 | SH | DFND | 01 02 03 04 05 | 0 | 59,580 | 0 | |
BOISE INC | COM | 09746Y105 | 3,276 | 260,000 | SH | DFND | 01 02 03 04 05 | 0 | 260,000 | 0 | |
CACI INTL INC | NOTE 2.125% 5/0 | 127190AD8 | 13,505 | 10,500,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
CAMECO CORP | COM | 13321L108 | 2,252 | 125,000 | SH | DFND | 01 02 03 04 05 | 0 | 125,000 | 0 | |
CARNIVAL CORP | PAIRED CTF | 143658300 | 24,337 | 745,008 | SH | DFND | 01 02 03 04 05 | 0 | 745,008 | 0 | |
CARNIVAL PLC | ADR | 14365C103 | 5,306 | 156,431 | SH | DFND | 01 02 03 04 05 | 0 | 156,431 | 0 | |
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 34,358 | 26,359,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
CMS ENERGY CORP | NOTE 5.500% 6/1 | 125896BD1 | 5,804 | 3,000,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
COMCAST CORP NEW | CL A SPL | 20030N200 | 23,757 | 548,031 | SH | DFND | 01 02 03 04 05 | 0 | 548,031 | 0 | |
COMPANIA CERVECERIAS UNIDAS | SPONSORED ADR | 204429104 | 3,830 | 143,918 | SH | DFND | 01 02 03 04 05 | 0 | 143,918 | 0 | |
CONSOL ENERGY INC | COM | 20854P109 | 2,019 | 60,000 | SH | DFND | 01 02 03 04 05 | 0 | 60,000 | 0 | |
DENISON MINES CORP | COM | 248356107 | 3,840 | 3,500,000 | SH | DFND | 01 02 03 04 05 | 0 | 3,500,000 | 0 | |
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 5,146 | 65,873 | SH | DFND | 01 02 03 04 05 | 0 | 65,873 | 0 | |
DOMINION RES INC VA NEW | UNIT 04/01/2013 | 25746U703 | 2,677 | 50,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
DOMINION RES INC VA NEW | UNIT 07/01/2016 | 25746U885 | 2,677 | 50,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
DYNEGY INC NEW DEL | COM | 26817R108 | 3,486 | 180,416 | SH | DFND | 01 02 03 04 05 | 0 | 180,416 | 0 | |
E M C CORP MASS | NOTE 1.750%12/0 | 268648AM4 | 11,795 | 7,350,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
ELDORADO GOLD CORP NEW | COM | 284902103 | 2,339 | 350,000 | SH | DFND | 01 02 03 04 05 | 0 | 350,000 | 0 | |
ENERSIS S A | SPONSORED ADR | 29274F104 | 3,292 | 10,250,000 | SH | DFND | 01 02 03 04 05 | 0 | 10,250,000 | 0 | |
FIRST MAJESTIC SILVER CORP | COM | 32076V103 | 3,253 | 275,000 | SH | DFND | 01 02 03 04 05 | 0 | 275,000 | 0 | |
FORD MTR CO DEL | NOTE 4.250%11/1 | 345370CN8 | 13,538 | 6,800,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
FORTUNA SILVER MINES INC | COM | 349915108 | 2,547 | 700,000 | SH | DFND | 01 02 03 04 05 | 0 | 700,000 | 0 | |
FRANCO NEVADA CORP | COM | 351858105 | 906 | 20,000 | SH | DFND | 01 02 03 04 05 | 0 | 20,000 | 0 | |
FREEPORT-MCMORAN COPPER & GO | COM | 35671D857 | 3,628 | 109,670 | SH | DFND | 01 02 03 04 05 | 0 | 109,670 | 0 | |
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 13,169 | 4,750,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 14,729 | 14,500,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
GRAN TIERRA ENERGY INC | COM | 38500T101 | 3,624 | 511,400 | SH | DFND | 01 02 03 04 05 | 0 | 511,400 | 0 | |
GRANA Y MONTERO S A A | SPONSORED ADR | 38500P208 | 1,964 | 492,030 | SH | DFND | 01 02 03 04 05 | 0 | 492,030 | 0 | |
HEICO CORP NEW | CL A | 422806208 | 2,183 | 43,538 | SH | DFND | 01 02 03 04 05 | 0 | 43,538 | 0 | |
HUDSON CITY BANCORP | COM | 443683107 | 9,041 | 1,000,000 | SH | DFND | 01 02 03 04 05 | 0 | 1,000,000 | 0 | |
IAMGOLD CORP | COM | 450913108 | 950 | 200,000 | SH | DFND | 01 02 03 04 05 | 0 | 200,000 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 31,190 | 25,192,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
ITAU UNIBANCO HLDG SA | SPON ADR REP PFD | 465562106 | 4,180 | 296,003 | SH | DFND | 01 02 03 04 05 | 0 | 296,003 | 0 | |
KAYDON CORP | COM | 486587108 | 2,131 | 60,000 | SH | DFND | 01 02 03 04 05 | 0 | 60,000 | 0 | |
KEY ENERGY SVCS INC | COM | 492914106 | 4,556 | 625,000 | SH | DFND | 01 02 03 04 05 | 0 | 625,000 | 0 | |
L-3 COMMUNICATIONS CORP | DEBT 3.000% 8/0 | 502413AW7 | 7,439 | 6,775,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
LINEAR TECHNOLOGY CORP | NOTE 3.000% 5/0 | 535678AC0 | 14,317 | 13,200,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
MARATHON OIL CORP | COM | 565849106 | 453 | 13,000 | SH | DFND | 01 02 03 04 05 | 0 | 13,000 | 0 | |
MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 15,131 | 7,875,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 10,017 | 5,250,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
MOLEX INC | CL A | 608554200 | 11,484 | 300,000 | SH | DFND | 01 02 03 04 05 | 0 | 300,000 | 0 | |
MOUNTAIN PROV DIAMONDS INC | COM NEW | 62426E402 | 2,243 | 424,999 | SH | DFND | 01 02 03 04 05 | 0 | 424,999 | 0 | |
NATIONAL WESTMINSTER BK PLC | SPON ADR C | 638539882 | 1,160 | 46,330 | SH | DFND | 01 02 03 04 05 | 0 | 46,330 | 0 | |
NAVIOS MARITIME ACQUIS CORP | SHS | Y62159101 | 2,760 | 750,000 | SH | DFND | 01 02 03 04 05 | 0 | 750,000 | 0 | |
NEW GOLD INC CDA | COM | 644535106 | 2,384 | 400,000 | SH | DFND | 01 02 03 04 05 | 0 | 400,000 | 0 | |
NEWS CORP NEW | CL B | 65249B208 | 16,595 | 1,010,013 | SH | DFND | 01 02 03 04 05 | 0 | 1,010,013 | 0 | |
NORDSTROM INC | COM | 655664100 | 703 | 12,500 | SH | DFND | 01 02 03 04 05 | 0 | 12,500 | 0 | |
NV ENERGY INC | COM | 67073Y106 | 3,435 | 145,500 | SH | DFND | 01 02 03 04 05 | 0 | 145,500 | 0 | |
OMNICARE INC | NOTE 3.750%12/1 | 681904AN8 | 7,765 | 3,650,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
ONYX PHARMACEUTICALS INC | COM | 683399109 | 12,470 | 100,000 | SH | DFND | 01 02 03 04 05 | 0 | 100,000 | 0 | |
PEABODY ENERGY CORP | COM | 704549104 | 4,474 | 259,390 | SH | DFND | 01 02 03 04 05 | 0 | 259,390 | 0 | |
PENGROWTH ENERGY CORP | COM | 70706P104 | 757 | 128,570 | SH | DFND | 01 02 03 04 05 | 0 | 128,570 | 0 | |
PRICELINE COM INC | DEBT 1.000% 3/1 | 741503AQ9 | 2,197 | 1,700,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 8,373 | 8,150,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
RIO ALTO MNG LTD NEW | COM | 76689T104 | 599 | 300,000 | SH | DFND | 01 02 03 04 05 | 0 | 300,000 | 0 | |
ROYAL GOLD INC | COM | 780287108 | 2,190 | 45,000 | SH | DFND | 01 02 03 04 05 | 0 | 45,000 | 0 | |
RYANAIR HLDGS PLC | SPONSORED ADR | 783513104 | 10,130 | 1,017,505 | SH | DFND | 01 02 03 04 05 | 0 | 1,017,505 | 0 | |
SCORPIO TANKERS INC | SHS | Y7542C106 | 1,952 | 200,000 | SH | DFND | 01 02 03 04 05 | 0 | 200,000 | 0 | |
SEADRILL LIMITED | SHS | G7945E105 | 2,344 | 52,000 | SH | DFND | 01 02 03 04 05 | 0 | 52,000 | 0 | |
SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 19,799 | 19,500,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
SHIP FINANCE INTERNATIONAL L | SHS | G81075106 | 3,431 | 224,718 | SH | DFND | 01 02 03 04 05 | 0 | 224,718 | 0 | |
SILVER WHEATON CORP | COM | 828336107 | 7,424 | 300,000 | SH | DFND | 01 02 03 04 05 | 0 | 300,000 | 0 | |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 1,923 | 15,000 | SH | DFND | 01 02 03 04 05 | 0 | 15,000 | 0 | |
STARWOOD PPTY TR INC | COM | 85571B105 | 12,212 | 11,600,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
STERLITE INDS INDIA LTD | NOTE 4.000%10/3 | 859737AB4 | 13,139 | 13,150,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 7,239 | 6,850,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
TAHOE RES INC | COM | 873868103 | 1,798 | 100,000 | SH | DFND | 01 02 03 04 05 | 0 | 100,000 | 0 | |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 6,407 | 1,888,775 | SH | DFND | 01 02 03 04 05 | 0 | 1,888,775 | 0 | |
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 10,542 | 9,500,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 27,907 | 19,700,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 765 | 450,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
TIMMINS GOLD CORP | COM | 88741P103 | 1,510 | 900,000 | SH | DFND | 01 02 03 04 05 | 0 | 900,000 | 0 | |
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 145,188 | 4,346,935 | SH | DFND | 01 02 03 04 05 | 0 | 4,346,935 | 0 | |
U S AIRWAYS GROUP INC | COM | 90341W108 | 4,809 | 253,639 | SH | DFND | 01 02 03 04 05 | 0 | 253,639 | 0 | |
UNITED MICROELECTRONICS CORP | SPON ADR NEW | 910873405 | 4,572 | 11,096,190 | SH | DFND | 01 02 03 04 05 | 0 | 11,096,190 | 0 | |
UNITED THERAPEUTICS CORP DEL | NOTE 1.000% 9/1 | 91307CAF9 | 3,530 | 2,100,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
UR ENERGY INC | COM | 91688R108 | 1,702 | 1,500,000 | SH | DFND | 01 02 03 04 05 | 0 | 1,500,000 | 0 | |
URANERZ ENERGY CORP | COM | 91688T104 | 692 | 728,181 | SH | DFND | 01 02 03 04 05 | 0 | 728,181 | 0 | |
URANIUM ENERGY CORP | COM | 916896103 | 4,725 | 2,100,000 | SH | DFND | 01 02 03 04 05 | 0 | 2,100,000 | 0 | |
VALE S A | ADR REPSTG PFD | 91912E204 | 2,522 | 177,467 | SH | DFND | 01 02 03 04 05 | 0 | 177,467 | 0 | |
VERMILION ENERGY INC | COM | 923725105 | 8,586 | 156,400 | SH | DFND | 01 02 03 04 05 | 0 | 156,400 | 0 | |
VIACOM INC NEW | CL A | 92553P102 | 9,506 | 113,429 | SH | DFND | 01 02 03 04 05 | 0 | 113,429 | 0 | |
VOLCANO CORPORATION | NOTE 1.750%12/0 | 928645AB6 | 1,042 | 1,000,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
WRIGHT MED GROUP INC | NOTE 2.000% 8/1 | 98235TAC1 | 3,212 | 2,600,000 | PRN | DFND | 01 02 03 04 05 | 0 | 0 | 0 | |
YAMANA GOLD INC | COM | 98462Y100 | 4,152 | 400,000 | SH | DFND | 01 02 03 04 05 | 0 | 400,000 | 0 |