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 |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 5,964 | 162,947 | SH | DFND | 1 2 3 4 5 | 0 | 162,947 | 0 | |
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 43,660 | 40,780,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 5,511 | 5,000,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
APACHE CORP | COM | 037411105 | 1,766 | 21,294 | SH | DFND | 1 2 3 4 5 | 0 | 21,294 | 0 | |
APACHE CORP | COM | 037411105 | 16,590 | 200,000 | SH | Call | DFND | 1 2 3 4 5 | 0 | 200,000 | 0 |
AVIANCA HLDGS SA | SPON ADR REP PFD | 05367G100 | 5,659 | 331,942 | SH | DFND | 1 2 3 4 5 | 0 | 331,942 | 0 | |
BEAM INC | COM | 073730103 | 10,179 | 122,200 | SH | DFND | 1 2 3 4 5 | 0 | 122,200 | 0 | |
BHP BILLITON LTD | SPONSORED ADR | 088606108 | 60,905 | 898,914 | SH | DFND | 1 2 3 4 5 | 0 | 898,914 | 0 | |
BRASKEM S A | SP ADR PFD A | 105532105 | 312 | 20,000 | SH | DFND | 1 2 3 4 5 | 0 | 20,000 | 0 | |
CADIZ INC | COM NEW | 127537207 | 176 | 25,000 | SH | DFND | 1 2 3 4 5 | 0 | 25,000 | 0 | |
CATERPILLAR INC DEL | COM | 149123101 | 12,421 | 125,000 | SH | Put | DFND | 1 2 3 4 5 | 0 | 125,000 | 0 |
CATERPILLAR INC DEL | COM | 149123101 | 467 | 4,700 | SH | DFND | 1 2 3 4 5 | 0 | 4,700 | 0 | |
CEMENTOS PACASMAYO S A A | SPON ADR REP 5 | 15126Q109 | 108 | 12,279 | SH | DFND | 1 2 3 4 5 | 0 | 12,279 | 0 | |
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 25,972 | 18,109,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
CITIGROUP INC | COM NEW | 172967424 | 32,030 | 672,900 | SH | DFND | 1 2 3 4 5 | 0 | 672,900 | 0 | |
CMS ENERGY CORP | NOTE 5.500% 6/1 | 125896BD1 | 6,525 | 3,000,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
COMCAST CORP NEW | CL A SPL | 20030N200 | 36,890 | 756,419 | SH | DFND | 1 2 3 4 5 | 0 | 756,419 | 0 | |
CONCHO RES INC | COM | 20605P101 | 3,467 | 28,300 | SH | DFND | 1 2 3 4 5 | 0 | 28,300 | 0 | |
DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 7,132 | 5,000,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
DEVON ENERGY CORP NEW | COM | 25179M103 | 5,689 | 85,000 | SH | DFND | 1 2 3 4 5 | 0 | 85,000 | 0 | |
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 2,293 | 29,757 | SH | DFND | 1 2 3 4 5 | 0 | 29,757 | 0 | |
E M C CORP MASS | COM | 268648102 | 17,817 | 650,000 | SH | Put | DFND | 1 2 3 4 5 | 0 | 650,000 | 0 |
E M C CORP MASS | COM | 268648102 | 1,744 | 63,643 | SH | DFND | 1 2 3 4 5 | 0 | 63,643 | 0 | |
E M C CORP MASS | COM | 268648102 | 10,964 | 400,000 | SH | Call | DFND | 1 2 3 4 5 | 0 | 400,000 | 0 |
EASTMAN CHEM CO | COM | 277432100 | 12,932 | 150,000 | SH | Call | DFND | 1 2 3 4 5 | 0 | 150,000 | 0 |
EBAY INC | COM | 278642103 | 13,810 | 250,000 | SH | Call | DFND | 1 2 3 4 5 | 0 | 250,000 | 0 |
ENERGEN CORP | COM | 29265N108 | 751 | 9,290 | SH | DFND | 1 2 3 4 5 | 0 | 9,290 | 0 | |
ETFS PALLADIUM TR | SH BEN INT | 26923A106 | 529 | 7,000 | SH | DFND | 1 2 3 4 5 | 0 | 7,000 | 0 | |
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 26,942 | 16,980,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
FORD MTR CO DEL | NOTE 4.250%11/1 | 345370CN8 | 12,440 | 6,800,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
FOREST LABS INC | COM | 345838106 | 23,068 | 250,000 | SH | DFND | 1 2 3 4 5 | 0 | 250,000 | 0 | |
FREEPORT-MCMORAN COPPER & GO | COM | 35671D857 | 4,783 | 144,646 | SH | DFND | 1 2 3 4 5 | 0 | 144,646 | 0 | |
FREEPORT-MCMORAN COPPER & GO | COM | 35671D857 | 8,268 | 250,000 | SH | Put | DFND | 1 2 3 4 5 | 0 | 250,000 | 0 |
GENERAL MTRS CO | *W EXP 07/10/201 | 37045V118 | 7 | 265 | SH | DFND | 1 2 3 4 5 | 0 | 265 | 0 | |
GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 5 | 265 | SH | DFND | 1 2 3 4 5 | 0 | 265 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 20,652 | 600,000 | SH | Call | DFND | 1 2 3 4 5 | 0 | 600,000 | 0 |
GENERAL MTRS CO | COM | 37045V100 | 39,593 | 1,150,292 | SH | DFND | 1 2 3 4 5 | 0 | 1,150,292 | 0 | |
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 16,428 | 5,250,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
GOL LINHAS AEREAS INTLG S A | SP ADR REP PFD | 38045R107 | 972 | 200,000 | SH | DFND | 1 2 3 4 5 | 0 | 200,000 | 0 | |
GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 19,159 | 19,000,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
GOODRICH PETE CORP | COM NEW | 382410405 | 632 | 40,000 | SH | DFND | 1 2 3 4 5 | 0 | 40,000 | 0 | |
GRANA Y MONTERO S A A | SPONSORED ADR | 38500P208 | 1,885 | 109,206 | SH | DFND | 1 2 3 4 5 | 0 | 109,206 | 0 | |
HEICO CORP NEW | CL A | 422806208 | 2,967 | 68,341 | SH | DFND | 1 2 3 4 5 | 0 | 68,341 | 0 | |
HOLLYFRONTIER CORP | COM | 436106108 | 476 | 10,000 | SH | DFND | 1 2 3 4 5 | 0 | 10,000 | 0 | |
HUDSON CITY BANCORP | COM | 443683107 | 27,391 | 2,786,493 | SH | DFND | 1 2 3 4 5 | 0 | 2,786,493 | 0 | |
HUNTSMAN CORP | COM | 447011107 | 1,260 | 51,600 | SH | DFND | 1 2 3 4 5 | 0 | 51,600 | 0 | |
HUNTSMAN CORP | COM | 447011107 | 6,105 | 250,000 | SH | Put | DFND | 1 2 3 4 5 | 0 | 250,000 | 0 |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 18,927 | 13,500,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
INVENSENSE INC | COM | 46123D205 | 743 | 31,400 | SH | DFND | 1 2 3 4 5 | 0 | 31,400 | 0 | |
ITAU UNIBANCO HLDG SA | SPON ADR REP PFD | 465562106 | 4,399 | 296,003 | SH | DFND | 1 2 3 4 5 | 0 | 296,003 | 0 | |
JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 41,250 | 29,656,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
KKR FINL HLDGS LLC | COM | 48248A306 | 19,050 | 1,646,475 | SH | DFND | 1 2 3 4 5 | 0 | 1,646,475 | 0 | |
LAREDO PETROLEUM INC | COM | 516806106 | 3,044 | 117,700 | SH | DFND | 1 2 3 4 5 | 0 | 117,700 | 0 | |
LSI CORPORATION | COM | 502161102 | 16,606 | 1,500,100 | SH | DFND | 1 2 3 4 5 | 0 | 1,500,100 | 0 | |
MARATHON OIL CORP | COM | 565849106 | 4,344 | 122,300 | SH | DFND | 1 2 3 4 5 | 0 | 122,300 | 0 | |
MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 5,689 | 2,250,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 4,988 | 2,000,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
NATIONAL WESTMINSTER BK PLC | SPON ADR C | 638539882 | 1,183 | 46,330 | SH | DFND | 1 2 3 4 5 | 0 | 46,330 | 0 | |
NEWMONT MINING CORP | COM | 651639106 | 1,430 | 61,000 | SH | DFND | 1 2 3 4 5 | 0 | 61,000 | 0 | |
NEWS CORP NEW | CL B | 65249B208 | 22,904 | 1,371,533 | SH | DFND | 1 2 3 4 5 | 0 | 1,371,533 | 0 | |
OMNICARE INC | NOTE 3.750%12/1 | 681904AN8 | 8,321 | 3,650,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
PALO ALTO NETWORKS INC | COM | 697435105 | 2,305 | 33,600 | SH | DFND | 1 2 3 4 5 | 0 | 33,600 | 0 | |
PERMIAN BASIN RTY TR | UNIT BEN INT | 714236106 | 330 | 25,000 | SH | DFND | 1 2 3 4 5 | 0 | 25,000 | 0 | |
PETROLEO BRASILEIRO SA PETRO | SP ADR NON VTG | 71654V101 | 278 | 20,000 | SH | DFND | 1 2 3 4 5 | 0 | 20,000 | 0 | |
PRICELINE COM INC | DEBT 1.000% 3/1 | 741503AQ9 | 2,403 | 1,700,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 19,266 | 18,000,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
ROSETTA RESOURCES INC | COM | 777779307 | 3,540 | 76,000 | SH | DFND | 1 2 3 4 5 | 0 | 76,000 | 0 | |
ROYAL GOLD INC | COM | 780287108 | 2,818 | 45,000 | SH | DFND | 1 2 3 4 5 | 0 | 45,000 | 0 | |
SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 27,965 | 16,980,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 25,948 | 21,570,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 3,903 | 3,500,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
SHIP FINANCE INTERNATIONAL L | SHS | G81075106 | 3,580 | 199,200 | SH | DFND | 1 2 3 4 5 | 0 | 199,200 | 0 | |
SONY CORP | ADR NEW | 835699307 | 3,160 | 165,303 | SH | DFND | 1 2 3 4 5 | 0 | 165,303 | 0 | |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 1,854 | 15,000 | SH | DFND | 1 2 3 4 5 | 0 | 15,000 | 0 | |
STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 24,310 | 21,070,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
STERLITE INDS INDIA LTD | NOTE 4.000%10/3 | 859737AB4 | 13,419 | 13,150,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 8,943 | 6,850,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
STONEGATE MTG CORP | COM | 86181Q300 | 12,263 | 825,215 | SH | DFND | 1 2 3 4 5 | 0 | 825,215 | 0 | |
SYMANTEC CORP | COM | 871503108 | 14,978 | 750,000 | SH | Call | DFND | 1 2 3 4 5 | 0 | 750,000 | 0 |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 7,563 | 377,755 | SH | DFND | 1 2 3 4 5 | 0 | 377,755 | 0 | |
TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 95,574 | 53,460,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 9,632 | 5,350,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
TIME WARNER CABLE INC | COM | 88732J207 | 6,722 | 49,000 | SH | DFND | 1 2 3 4 5 | 0 | 49,000 | 0 | |
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 160,459 | 5,156,133 | SH | DFND | 1 2 3 4 5 | 0 | 5,156,133 | 0 | |
UNITED MICROELECTRONICS CORP | SPON ADR NEW | 910873405 | 4,616 | 2,219,238 | SH | DFND | 1 2 3 4 5 | 0 | 2,219,238 | 0 | |
UNITED PARCEL SERVICE INC | CL B | 911312106 | 146 | 1,500 | SH | DFND | 1 2 3 4 5 | 0 | 1,500 | 0 | |
UNITED PARCEL SERVICE INC | CL B | 911312106 | 9,738 | 100,000 | SH | Put | DFND | 1 2 3 4 5 | 0 | 100,000 | 0 |
UNITED RENTALS INC | COM | 911363109 | 11,867 | 125,000 | SH | DFND | 1 2 3 4 5 | 0 | 125,000 | 0 | |
UNITED THERAPEUTICS CORP DEL | NOTE 1.000% 9/1 | 91307CAF9 | 4,120 | 2,100,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
UR ENERGY INC | COM | 91688R108 | 2,615 | 1,687,096 | SH | DFND | 1 2 3 4 5 | 0 | 1,687,096 | 0 | |
URANERZ ENERGY CORP | COM | 91688T104 | 2,137 | 1,228,181 | SH | DFND | 1 2 3 4 5 | 0 | 1,228,181 | 0 | |
URANIUM ENERGY CORP | COM | 916896103 | 2,112 | 1,600,000 | SH | DFND | 1 2 3 4 5 | 0 | 1,600,000 | 0 | |
URANIUM RES INC | COM PAR$0.001NEW | 916901606 | 38 | 13,673 | SH | DFND | 1 2 3 4 5 | 0 | 13,673 | 0 | |
VALE S A | ADR REPSTG PFD | 91912E204 | 3,068 | 246,390 | SH | DFND | 1 2 3 4 5 | 0 | 246,390 | 0 | |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 8,320 | 174,900 | SH | DFND | 1 2 3 4 5 | 0 | 174,900 | 0 | |
VIACOM INC NEW | CL A | 92553P102 | 10,760 | 126,200 | SH | DFND | 1 2 3 4 5 | 0 | 126,200 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 13,238 | 9,000,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 | |
WRIGHT MED GROUP INC | NOTE 2.000% 8/1 | 98235TAC1 | 3,526 | 2,600,000 | PRN | DFND | 1 2 3 4 5 | 0 | 0 | 0 |