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 |
ALCOA INC | COM | 013817101 | 662,277 | 67,100,000 | SH | DFND | 01, 02 | 0 | 67,100,000 | 0 | |
AMERICAN CAP LTD | COM | 02503Y103 | 168,583 | 12,225,000 | SH | DFND | 01, 02 | 0 | 12,225,000 | 0 | |
ALLERGAN PLC | SHS | G0177J108 | 631,406 | 2,020,500 | SH | DFND | 01, 02 | 0 | 2,020,500 | 0 | |
ALLERGAN PLC | CALL | G0177J908 | 240,625 | 770,000 | SH | Call | DFND | 01, 02 | 0 | 770,000 | 0 |
AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 20,375 | 1,175,000 | SH | Call | DFND | 01, 02 | 0 | 1,175,000 | 0 |
PEABODY ENERGY CORP | SDCV 4.750%12/1 | 704549AG9 | 183 | 4,076,000 | PRN | DFND | 01, 02 | 0 | 4,076,000 | 0 | |
BAXALTA INC | COM | 07177M103 | 22,032 | 564,478 | SH | DFND | 01, 02 | 0 | 564,478 | 0 | |
CABELA'S INC (US) | COM | 126804301 | 194,630 | 4,165,000 | SH | DFND | 01, 02 | 0 | 4,165,000 | 0 | |
CARNIVAL CORP | PAIRED CTF | 143658300 | 8,569 | 157,286 | SH | DFND | 01, 02 | 0 | 157,286 | 0 | |
CDK GLOBAL INC | COM | 12508E101 | 381,934 | 8,045,794 | SH | DFND | 01, 02 | 0 | 8,045,794 | 0 | |
CENTERPOINT ENERGY INC | COM | 15189T107 | 164,188 | 8,942,703 | SH | DFND | 01, 02 | 0 | 8,942,703 | 0 | |
CENTERPOINT ENERGY INC | COM | 15189T107 | 19,645 | 1,070,000 | SH | Call | DFND | 01, 02 | 0 | 1,070,000 | 0 |
COVISINT CORP | COM | 22357R103 | 7,381 | 2,952,357 | SH | DFND | 01, 02 | 0 | 2,952,357 | 0 | |
CORMEDIX INC | COM | 21900C100 | 3,045 | 1,500,200 | SH | DFND | 01, 02 | 0 | 1,500,200 | 0 | |
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 20,005 | 333,300 | SH | Put | DFND | 01, 02 | 0 | 333,300 | 0 |
CITRIX SYS INC | COM | 177376100 | 507,350 | 6,706,544 | SH | DFND | 01, 02 | 0 | 6,706,544 | 0 | |
CABLEVISION SYS CORP | CL A NY CABLVS | 12686C109 | 8,007 | 251,012 | SH | DFND | 01, 02 | 0 | 251,012 | 0 | |
CONCHO RES INC | COM | 20605P101 | 3,612 | 38,900 | SH | DFND | 01, 02 | 0 | 38,900 | 0 | |
ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 10,767 | 5,000,000 | PRN | DFND | 01, 02 | 0 | 5,000,000 | 0 | |
E M C CORP MASS | COM | 268648102 | 1,084,492 | 42,231,000 | SH | DFND | 01, 02 | 0 | 42,231,000 | 0 | |
FORTRESS BIOTECH INC | COM | 34960Q109 | 5,298 | 1,898,814 | SH | DFND | 01, 02 | 0 | 1,898,814 | 0 | |
FCB FINL HLDGS INC | CL A | 30255G103 | 58,451 | 1,633,165 | SH | DFND | 01, 02 | 0 | 1,633,165 | 0 | |
SANOFI | RIGHT 12/31/2020 | 80105N113 | 2,301 | 20,454,561 | SH | DFND | 01, 02 | 0 | 20,454,561 | 0 | |
GULFPORT ENERGY CORP | COM NEW | 402635304 | 7,494 | 305,000 | SH | DFND | 01, 02 | 0 | 305,000 | 0 | |
HESS CORP | COM | 42809H107 | 862,944 | 17,800,000 | SH | DFND | 01, 02 | 0 | 17,800,000 | 0 | |
HARTFORD FINL SVCS GROUP INC | *W EXP 06/26/201 | 416515120 | 18,360 | 500,000 | SH | DFND | 01, 02 | 0 | 500,000 | 0 | |
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 101,840 | 6,700,000 | SH | DFND | 01, 02 | 0 | 6,700,000 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 80,580 | 1,000,000 | SH | Put | DFND | 01, 02 | 0 | 1,000,000 | 0 |
INNOCOLL AG | SPONSORED ADR | 45780Q103 | 1,414 | 170,391 | SH | DFND | 01, 02 | 0 | 170,391 | 0 | |
INTERPUBLIC GROUP COS INC | COM | 460690100 | 465,957 | 20,015,326 | SH | DFND | 01, 02 | 0 | 20,015,326 | 0 | |
INTERPUBLIC GROUP COS INC | COM | 460690100 | 22,090 | 948,900 | SH | Put | DFND | 01, 02 | 0 | 948,900 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 140,775 | 1,250,000 | SH | Put | DFND | 01, 02 | 0 | 1,250,000 | 0 |
KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 5 | 75,000 | SH | DFND | 01, 02 | 0 | 75,000 | 0 | |
SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 123,664 | 2,950,000 | SH | Put | DFND | 01, 02 | 0 | 2,950,000 | 0 |
LIVEPERSON INC | COM | 538146101 | 6,567 | 972,867 | SH | DFND | 01, 02 | 0 | 972,867 | 0 | |
MACYS INC. | COM | 55616P104 | 17,490 | 500,000 | SH | Call | DFND | 01, 02 | 0 | 500,000 | 0 |
MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 9,516 | 5,000,000 | PRN | DFND | 01, 02 | 0 | 5,000,000 | 0 | |
MONDELEZ INTL INC | CL A | 609207105 | 1,121 | 25,000 | SH | DFND | 01, 02 | 0 | 25,000 | 0 | |
MONDELEZ INTL INC | CL A | 609207105 | 17,936 | 400,000 | SH | Put | DFND | 01, 02 | 0 | 400,000 | 0 |
MITEL NETWORKS CORP | COM | 60671Q104 | 88,811 | 11,548,871 | SH | DFND | 01, 02 | 0 | 11,548,871 | 0 | |
NAVISTAR INTL CORP NEW | NOTE 4.500%10/1 | 63934EAQ1 | 1,488 | 2,862,000 | PRN | DFND | 01, 02 | 0 | 2,862,000 | 0 | |
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 37,930 | 75,859,000 | PRN | DFND | 01, 02 | 0 | 75,859,000 | 0 | |
NATIONAL BK HLDGS CORP | CL A | 633707104 | 66,308 | 3,102,835 | SH | DFND | 01, 02 | 0 | 3,102,835 | 0 | |
NOBLE ENERGY INC | COM | 655044105 | 16,597 | 504,000 | SH | DFND | 01, 02 | 0 | 504,000 | 0 | |
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 5,812 | 3,500,000 | PRN | DFND | 01, 02 | 0 | 3,500,000 | 0 | |
OASIS PETE INC NEW | COM | 674215108 | 3,577 | 485,300 | SH | DFND | 01, 02 | 0 | 485,300 | 0 | |
OFFICE DEPOT INC | COM | 676220106 | 74,663 | 13,238,130 | SH | DFND | 01, 02 | 0 | 13,238,130 | 0 | |
MARKET VECTORS ETF TR | OIL SVCS ETF | 57060U191 | 5,290 | 200,000 | SH | DFND | 01, 02 | 0 | 200,000 | 0 | |
MARKET VECTORS ETF TR | OIL SVCS ETF | 57060U191 | 19,876 | 750,000 | SH | Put | DFND | 01, 02 | 0 | 750,000 | 0 |
OPUS BK IRVINE CALIF | COM | 684000102 | 186,746 | 5,051,279 | SH | DFND | 01, 02 | 0 | 5,051,279 | 0 | |
ORACLE CORP | COM | 68389X105 | 22,283 | 610,000 | SH | Put | DFND | 01, 02 | 0 | 610,000 | 0 |
POLYCOM INC | COM | 73172K104 | 111,433 | 8,850,892 | SH | DFND | 01, 02 | 0 | 8,850,892 | 0 | |
PERRIGO CO PLC | SHS | G97822103 | 25,744 | 177,915 | SH | DFND | 01, 02 | 0 | 177,915 | 0 | |
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 167,790 | 1,500,000 | SH | Put | DFND | 01, 02 | 0 | 1,500,000 | 0 |
RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 3,872 | 3,000,000 | PRN | DFND | 01, 02 | 0 | 3,000,000 | 0 | |
B RILEY FINL INC | COM | 05580M108 | 22,834 | 2,306,450 | SH | DFND | 01, 02 | 0 | 2,306,450 | 0 | |
ROADRUNNER TRNSN SVCS HLDG I | COM | 76973Q105 | 17,681 | 1,875,000 | SH | DFND | 01, 02 | 0 | 1,875,000 | 0 | |
RYANAIR HLDGS PLC | SPONSORED ADR NE | 783513203 | 110,179 | 1,274,332 | SH | DFND | 01, 02 | 0 | 1,274,332 | 0 | |
COMPANHIA DE SANEAMENTO BASI | SPONSORED ADR | 20441A102 | 73,117 | 15,894,959 | SH | DFND | 01, 02 | 0 | 15,894,959 | 0 | |
SHIRE PLC | SPONSORED ADR | 82481R106 | 11,058 | 53,943 | SH | DFND | 01, 02 | 0 | 53,943 | 0 | |
SM ENERGY CO | COM | 78454L100 | 9,055 | 460,600 | SH | DFND | 01, 02 | 0 | 460,600 | 0 | |
SUNPOWER CORP | DBCV 0.750% 6/0 | 867652AG4 | 1,501 | 50,000 | PRN | Put | DFND | 01, 02 | 0 | 50,000 | 0 |
STERIS CORP | COM | 859152100 | 27,588 | 366,180 | SH | DFND | 01, 02 | 0 | 366,180 | 0 | |
SYMANTEC CORP | COM | 871503108 | 105,000 | 5,000,000 | SH | DFND | 01, 02 | 0 | 5,000,000 | 0 | |
SOLAZYME INC | NOTE 6.000% 2/0 | 83415TAB7 | 590 | 1,000,000 | PRN | DFND | 01, 02 | 0 | 1,000,000 | 0 | |
TEREX CORP NEW | COM | 880779103 | 223 | 12,052 | SH | DFND | 01, 02 | 0 | 12,052 | 0 | |
TIM PARTICIPACOES S A | SPONSORED ADR | 88706P205 | 109,773 | 12,944,930 | SH | DFND | 01, 02 | 0 | 12,944,930 | 0 | |
TIME WARNER CABLE INC | COM | 88732J207 | 11,351 | 61,162 | SH | DFND | 01, 02 | 0 | 61,162 | 0 | |
UNDER ARMOUR INC | CL A | 904311907 | 8,464 | 105,000 | SH | DFND | 01, 02 | 0 | 105,000 | 0 | |
UNDER ARMOUR INC | CL A | 904311907 | 2,015 | 25,000 | SH | Put | DFND | 01, 02 | 0 | 25,000 | 0 |
VEREIT INC | COM | 92339V100 | 709 | 89,500 | SH | DFND | 01, 02 | 0 | 89,500 | 0 | |
VMWARE INC | CL A COM | 928563402 | 116,251 | 2,055,000 | SH | DFND | 01, 02 | 0 | 2,055,000 | 0 | |
VMWARE INC | CL A COM | 928563402 | 14,143 | 250,000 | SH | Call | DFND | 01, 02 | 0 | 250,000 | 0 |
VANGUARD INDEX FDS | REIT ETF | 922908553 | 318,920 | 4,000,000 | SH | Put | DFND | 01, 02 | 0 | 4,000,000 | 0 |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 19,194 | 7,500,000 | PRN | DFND | 01, 02 | 0 | 7,500,000 | 0 | |
WHITING PETE CORP NEW | COM | 966387102 | 8,327 | 882,100 | SH | DFND | 01, 02 | 0 | 882,100 | 0 | |
WILLIAMS COS INC DEL | COM | 969457100 | 1,748 | 68,000 | SH | DFND | 01, 02 | 0 | 68,000 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 148,984 | 2,469,900 | PRN | DFND | 01, 02 | 0 | 2,469,900 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 90,480 | 1,500,000 | PRN | Put | DFND | 01, 02 | 0 | 1,500,000 | 0 |
SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 39,352 | 1,302,200 | PRN | DFND | 01, 02 | 0 | 1,302,200 | 0 | |
SPDR SERIES TRUST | S&P RETAIL ETF | 78464A714 | 55,780 | 1,290,000 | PRN | Put | DFND | 01, 02 | 0 | 1,290,000 | 0 |
ZIONS BANCORPORATION | *W EXP 5/22/202 | 989701115 | 1,237 | 365,000 | SH | DFND | 01, 02 | 0 | 365,000 | 0 |