0001140361-17-031927.txt : 20170814
0001140361-17-031927.hdr.sgml : 20170814
20170814154412
ACCESSION NUMBER: 0001140361-17-031927
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170814
DATE AS OF CHANGE: 20170814
EFFECTIVENESS DATE: 20170814
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Lombard Odier Asset Management (USA) Corp
CENTRAL INDEX KEY: 0001491719
IRS NUMBER: 061603711
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13939
FILM NUMBER: 171029834
BUSINESS ADDRESS:
STREET 1: 452 FIFTH AVENUE, 25TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
BUSINESS PHONE: 212-295-6200
MAIL ADDRESS:
STREET 1: 452 FIFTH AVENUE, 25TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001491719
XXXXXXXX
06-30-2017
06-30-2017
Lombard Odier Asset Management (USA) Corp
452 FIFTH AVENUE, 25TH FLOOR
NEW YORK
NY
10018
13F HOLDINGS REPORT
028-13939
N
Laura Keeler
Authorized Signatory
212-295-6145
/s/ Laura Keeler
New York
NY
08-11-2017
1
245
1264670
false
1
0001615423
028-16235
Compagnie Lombard Odier SCmA
INFORMATION TABLE
2
form13fInfoTable.xml
HUMANA INC
COM
444859102
241
1000
SH
DFND
1000
0
0
WHIRLPOOL CORP
COM
963320106
575
3000
SH
Put
DFND
3000
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
523
5000
SH
DFND
5000
0
0
PRICELINE GRP INC
COM NEW
741503403
9353
5000
SH
DFND
5000
0
0
WGL HLDGS INC
COM
92924F106
417
5000
SH
DFND
5000
0
0
WEBMD HEALTH CORP
COM
94770V102
293
5000
SH
DFND
5000
0
0
WEBMD HEALTH CORP
COM
94770V102
293
5000
SH
Put
DFND
5000
0
0
WHIRLPOOL CORP
COM
963320106
1150
6000
SH
DFND
6000
0
0
WHIRLPOOL CORP
COM
963320106
1322
6900
SH
Call
DFND
6900
0
0
BARD C R INC
COM
067383109
2371
7500
SH
DFND
7500
0
0
STRAIGHT PATH COMMUNICATNS I
CL B
862578101
1437
8000
SH
DFND
8000
0
0
STRAIGHT PATH COMMUNICATNS I
CL B
862578101
1437
8000
SH
Put
DFND
8000
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1842
8301
SH
DFND
8301
0
0
CABELAS INC
COM
126804301
529
8900
SH
Call
DFND
8900
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
607
9000
SH
DFND
9000
0
0
BARD C R INC
COM
067383109
3161
10000
SH
Put
DFND
10000
0
0
BIO RAD LABS INC
CL A
090572207
2263
10000
SH
DFND
10000
0
0
DOMINION DIAMOND CORP
COM
257287102
126
10000
SH
Put
DFND
10000
0
0
EASTMAN CHEM CO
COM
277432100
840
10000
SH
DFND
10000
0
0
GLOBALSTAR INC
COM
378973408
21
10000
SH
DFND
10000
0
0
MONSANTO CO NEW
COM
61166W101
1184
10000
SH
DFND
10000
0
0
ORACLE CORP
COM
68389X105
501
10000
SH
DFND
10000
0
0
ORACLE CORP
COM
68389X105
501
10000
SH
Put
DFND
10000
0
0
PANERA BREAD CO
CL A
69840W108
3146
10000
SH
DFND
10000
0
0
PANERA BREAD CO
CL A
69840W108
3146
10000
SH
Put
DFND
10000
0
0
VCA INC
COM
918194101
923
10000
SH
DFND
10000
0
0
NORD ANGLIA EDUCATION INC
SHS
G6583A102
326
10000
SH
DFND
10000
0
0
VANECK VECTORS ETF TR
SEMICONDUCTOR ET
92189F676
900
11000
SH
Put
DFND
11000
0
0
NUVASIVE INC
COM
670704105
1000
13000
SH
DFND
13000
0
0
RYERSON HLDG CORP
COM
783754104
136
13712
SH
DFND
13712
0
0
MCKESSON CORP
COM
58155Q103
2336
14200
SH
DFND
14200
0
0
MOLSON COORS BREWING CO
CL B
60871R209
1295
15000
SH
Call
DFND
15000
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
898
15000
SH
Call
DFND
15000
0
0
QUALCOMM INC
COM
747525103
828
15000
SH
DFND
15000
0
0
REYNOLDS AMERICAN INC
COM
761713106
976
15000
SH
DFND
15000
0
0
XACTLY CORP
COM
98386L101
235
15000
SH
DFND
15000
0
0
MOBILEYE N V AMSTELVEEN
ORD SHS
N51488117
942
15000
SH
DFND
15000
0
0
CABELAS INC
COM
126804301
1028
17300
SH
Put
DFND
17300
0
0
ONEBEACON INSURANCE GROUP LT
CL A
G67742109
332
18226
SH
DFND
18226
0
0
PFIZER INC
COM
717081103
621
18500
SH
DFND
18500
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
1482
19500
SH
Call
DFND
19500
0
0
AMAZON COM INC
COM
023135106
19360
20000
SH
DFND
20000
0
0
CARE CAP PPTYS INC
COM
141624106
534
20000
SH
Call
DFND
20000
0
0
CATALENT INC
COM
148806102
702
20000
SH
DFND
20000
0
0
NOVADAQ TECHNOLOGIES INC
COM
66987G102
234
20000
SH
DFND
20000
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
387
20000
SH
Put
DFND
20000
0
0
VWR CORP
COM
91843L103
660
20000
SH
DFND
20000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
4860
20100
SH
Call
DFND
20100
0
0
JPMORGAN CHASE & CO
COM
46625H100
1933
21154
SH
DFND
21154
0
0
ANADARKO PETE CORP
COM
032511107
1043
23000
SH
Call
DFND
23000
0
0
GENERAL MTRS CO
COM
37045V100
838
24000
SH
Call
DFND
24000
0
0
ALERE INC
COM
01449J105
1255
25000
SH
DFND
25000
0
0
ARCONIC INC
COM
03965L100
566
25000
SH
DFND
25000
0
0
CARDCONNECT CORP
COM
14141X108
376
25000
SH
DFND
25000
0
0
LUMENTUM HLDGS INC
COM
55024U109
1426
25000
SH
DFND
25000
0
0
LUMINEX CORP DEL
COM
55027E102
528
25000
SH
DFND
25000
0
0
NUCOR CORP
COM
670346105
1447
25000
SH
DFND
25000
0
0
PATHEON N V
SHS
N6865W105
872
25000
SH
DFND
25000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
3010
25500
SH
DFND
25500
0
0
CISCO SYS INC
COM
17275R102
858
27400
SH
DFND
27400
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
336
28000
SH
DFND
28000
0
0
NETEASE INC
SPONSORED ADR
64110W102
8418
28000
SH
DFND
28000
0
0
QUALCOMM INC
COM
747525103
1546
28000
SH
Call
DFND
28000
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
561
29000
SH
DFND
29000
0
0
CARDINAL HEALTH INC
COM
14149Y108
2283
29300
SH
DFND
29300
0
0
CITIGROUP INC
COM NEW
172967424
1987
29710
SH
DFND
29710
0
0
MONEYGRAM INTL INC
COM NEW
60935Y208
518
30000
SH
DFND
30000
0
0
SAREPTA THERAPEUTICS INC
COM
803607100
1011
30000
SH
DFND
30000
0
0
TRIBUNE MEDIA CO
CL A
896047503
1223
30000
SH
DFND
30000
0
0
SHERWIN WILLIAMS CO
COM
824348106
10564
30100
SH
DFND
30100
0
0
OVID THERAPEUTICS INC
COM
690469101
328
31250
SH
DFND
31250
0
0
WELLS FARGO CO NEW
COM
949746101
1921
34661
SH
DFND
34661
0
0
KINDER MORGAN INC DEL
COM
49456B101
671
35000
SH
DFND
35000
0
0
ZOETIS INC
CL A
98978V103
2183
35000
SH
DFND
35000
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
3384
35800
SH
DFND
35800
0
0
PFIZER INC
COM
717081103
1276
38000
SH
Put
DFND
38000
0
0
CLIFFS NAT RES INC
COM
18683K101
270
39000
SH
DFND
39000
0
0
COMMERCIAL METALS CO
COM
201723103
758
39000
SH
DFND
39000
0
0
NEVRO CORP
COM
64157F103
2977
40000
SH
DFND
40000
0
0
TIME WARNER INC
COM NEW
887317303
4016
40000
SH
Put
DFND
40000
0
0
NEURODERM LTD
ORD SHS
M74231107
1196
40000
SH
DFND
40000
0
0
MORGAN STANLEY
COM NEW
617446448
1925
43207
SH
DFND
43207
0
0
TESLA INC
COM
88160R101
16272
45000
SH
Put
DFND
45000
0
0
L BRANDS INC
COM
501797104
2430
45100
SH
Put
DFND
45100
0
0
NORDSTROM INC
COM
655664100
2157
45100
SH
Call
DFND
45100
0
0
COMPANIA DE MINAS BUENAVENTU
SPONSORED ADR
204448104
555
48265
SH
DFND
48265
0
0
ADAMIS PHARMACEUTICALS CORP
COM NEW
00547W208
260
50000
SH
DFND
50000
0
0
ISHARES TR
20 YR TR BD ETF
464287432
6256
50000
SH
Call
DFND
50000
0
0
ISHARES TR
20 YR TR BD ETF
464287432
6256
50000
SH
Put
DFND
50000
0
0
KRATON CORPORATION
COM
50077C106
1722
50000
SH
Call
DFND
50000
0
0
MAGNACHIP SEMICONDUCTOR CORP
COM
55933J203
490
50000
SH
DFND
50000
0
0
NOVADAQ TECHNOLOGIES INC
COM
66987G102
586
50000
SH
Put
DFND
50000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
5901
50000
SH
Put
DFND
50000
0
0
SPECTRANETICS CORP
COM
84760C107
1920
50000
SH
DFND
50000
0
0
TEMPUR SEALY INTL INC
COM
88023U101
2670
50000
SH
Call
DFND
50000
0
0
WHOLE FOODS MKT INC
COM
966837106
2106
50000
SH
Call
DFND
50000
0
0
MOBILEYE N V AMSTELVEEN
ORD SHS
N51488117
3310
52700
SH
Put
DFND
52700
0
0
BHP BILLITON PLC
SPONSORED ADR
05545E209
1655
53808
SH
DFND
53808
0
0
BRASKEM S A
SP ADR PFD A
105532105
1140
55000
SH
DFND
55000
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
1385
57460
SH
DFND
57460
0
0
OLIN CORP
COM PAR $1
680665205
1755
57959
SH
DFND
57959
0
0
PFIZER INC
COM
717081103
1948
58000
SH
Call
DFND
58000
0
0
KEY ENERGY SVCS INC DEL
COM
49309J103
1154
60000
SH
DFND
60000
0
0
RIO TINTO PLC
SPONSORED ADR
767204100
2539
60000
SH
DFND
60000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
7081
60000
SH
Call
DFND
60000
0
0
WEST CORP
COM
952355204
1399
60000
SH
DFND
60000
0
0
WRIGHT MED GROUP N V
ORD SHS 0.03 PAR
N96617118
1649
60000
SH
DFND
60000
0
0
HOWARD HUGHES CORP
COM
44267D107
7616
62000
SH
DFND
62000
0
0
CIT GROUP INC
COM NEW
125581801
3064
62910
SH
DFND
62910
0
0
AKORN INC
COM
009728106
2180
65000
SH
DFND
65000
0
0
MELLANOX TECHNOLOGIES LTD
SHS
M51363113
2815
65000
SH
DFND
65000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
10307
67000
SH
DFND
67000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
10307
67000
SH
Put
DFND
67000
0
0
CISCO SYS INC
COM
17275R102
2116
67600
SH
Call
DFND
67600
0
0
MBIA INC
COM
55262C100
640
67879
SH
DFND
67879
0
0
MASIMO CORP
COM
574795100
6383
70000
SH
DFND
70000
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
7662
70000
SH
Put
DFND
70000
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
6574
74018
SH
DFND
74018
0
0
PIONEER NAT RES CO
COM
723787107
11862
74330
SH
DFND
74330
0
0
DOW CHEM CO
COM
260543103
4704
74581
SH
DFND
74581
0
0
AKORN INC
COM
009728106
2516
75000
SH
Put
DFND
75000
0
0
MONEYGRAM INTL INC
COM NEW
60935Y208
1294
75000
SH
Put
DFND
75000
0
0
NETFLIX INC
COM
64110L106
11206
75000
SH
DFND
75000
0
0
PAREXEL INTL CORP
COM
699462107
6518
75000
SH
DFND
75000
0
0
VULCAN MATLS CO
COM
929160109
9501
75000
SH
DFND
75000
0
0
BANK AMER CORP
COM
060505104
1906
78560
SH
DFND
78560
0
0
DARDEN RESTAURANTS INC
COM
237194105
7235
80000
SH
Put
DFND
80000
0
0
NANOSTRING TECHNOLOGIES INC
COM
63009R109
1323
80000
SH
DFND
80000
0
0
THE TRADE DESK INC
COM CL A
88339J105
4252
84848
SH
DFND
84848
0
0
TIFFANY & CO NEW
COM
886547108
8261
88000
SH
Put
DFND
88000
0
0
EIGER BIOPHARMACEUTICALS INC
COM
28249U105
711
90000
SH
DFND
90000
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
9851
90000
SH
DFND
90000
0
0
LULULEMON ATHLETICA INC
COM
550021109
5392
90366
SH
DFND
90366
0
0
ALERE INC
COM
01449J105
4628
92200
SH
Put
DFND
92200
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
4636
93068
SH
DFND
93068
0
0
SERVICE CORP INTL
COM
817565104
3195
95506
SH
DFND
95506
0
0
ALCOA CORP
COM
013872106
3265
100000
SH
Call
DFND
100000
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
14090
100000
SH
DFND
100000
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 99/99/9999
203668116
2
100000
SH
DFND
100000
0
0
COTT CORP QUE
COM
22163N106
1444
100000
SH
Call
DFND
100000
0
0
MBIA INC
COM
55262C100
943
100000
SH
Call
DFND
100000
0
0
MICROSEMI CORP
COM
595137100
4680
100000
SH
Call
DFND
100000
0
0
SPECTRANETICS CORP
COM
84760C107
3840
100000
SH
Put
DFND
100000
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
7338
100000
SH
DFND
100000
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
10041
100000
SH
DFND
100000
0
0
WYNN RESORTS LTD
COM
983134107
13412
100000
SH
DFND
100000
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
814
100000
SH
Call
DFND
100000
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
2225
100000
SH
Call
DFND
100000
0
0
SCORPIO TANKERS INC
SHS
Y7542C106
397
100000
SH
DFND
100000
0
0
ALBANY MOLECULAR RESH INC
COM
012423109
2181
100500
SH
Call
DFND
100500
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
12040
110000
SH
Call
DFND
110000
0
0
COTT CORP QUE
COM
22163N106
1694
117300
SH
DFND
117300
0
0
EXACT SCIENCES CORP
COM
30063P105
4244
120000
SH
DFND
120000
0
0
C&J ENERGY SVCS INC NEW
COM
12674R100
4122
120280
SH
DFND
120280
0
0
CARMAX INC
COM
143130102
7756
123000
SH
Call
DFND
123000
0
0
NXSTAGE MEDICAL INC
COM
67072V103
3091
123281
SH
DFND
123281
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
1701
124650
SH
DFND
124650
0
0
CIMAREX ENERGY CO
COM
171798101
11746
124948
SH
DFND
124948
0
0
BROOKS AUTOMATION INC
COM
114340102
2711
125000
SH
DFND
125000
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
24216
125000
SH
DFND
125000
0
0
STAPLES INC
COM
855030102
1259
125000
SH
DFND
125000
0
0
K2M GROUP HLDGS INC
COM
48273J107
3167
130000
SH
DFND
130000
0
0
EOG RES INC
COM
26875P101
11996
132525
SH
DFND
132525
0
0
ASSURED GUARANTY LTD
COM
G0585R106
5673
135907
SH
DFND
135907
0
0
ENERGEN CORP
COM
29265N108
6736
136440
SH
DFND
136440
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
1164
143000
SH
DFND
143000
0
0
TARGET CORP
COM
87612E106
7844
150000
SH
Call
DFND
150000
0
0
THOR INDS INC
COM
885160101
15678
150000
SH
DFND
150000
0
0
TRIPADVISOR INC
COM
896945201
5730
150000
SH
Call
DFND
150000
0
0
VISA INC
COM CL A
92826C839
14067
150000
SH
DFND
150000
0
0
INTERACTIVE BROKERS GROUP IN
COM
45841N107
6016
160757
SH
DFND
160757
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
40260
166500
SH
Put
DFND
166500
0
0
TIME WARNER INC
COM NEW
887317303
16938
168686
SH
DFND
168686
0
0
BASIC ENERGY SVCS INC NEW
COM NEW
06985P209
4239
170248
SH
DFND
170248
0
0
HERON THERAPEUTICS INC
COM
427746102
2424
175000
SH
DFND
175000
0
0
APACHE CORP
COM
037411105
8742
182400
SH
Call
DFND
182400
0
0
ILG INC
COM
44967H101
5280
192073
SH
DFND
192073
0
0
CENTENNIAL RESOURCE DEV INC
CL A
15136A102
3095
195614
SH
DFND
195614
0
0
BAOZUN INC
SPONSORED ADR
06684L103
4360
196676
SH
DFND
196676
0
0
GOPRO INC
CL A
38268T103
1626
200000
SH
Call
DFND
200000
0
0
RITE AID CORP
COM
767754104
590
200000
SH
Call
DFND
200000
0
0
STAPLES INC
COM
855030102
2014
200000
SH
Call
DFND
200000
0
0
UNITED STATES STL CORP NEW
COM
912909108
4428
200000
SH
Put
DFND
200000
0
0
ALTABA INC
COM
021346101
10950
201000
SH
Put
DFND
201000
0
0
HYATT HOTELS CORP
COM CL A
448579102
11456
203800
SH
Call
DFND
203800
0
0
FOSSIL GROUP INC
COM
34988V106
2112
204100
SH
DFND
204100
0
0
FOSSIL GROUP INC
COM
34988V106
2112
204100
SH
Put
DFND
204100
0
0
MICROSEMI CORP
COM
595137100
9632
205806
SH
DFND
205806
0
0
RSP PERMIAN INC
COM
74978Q105
6836
211849
SH
DFND
211849
0
0
SIGMA DESIGNS INC
COM
826565103
1282
219096
SH
DFND
219096
0
0
PLAYA HOTELS & RESORTS NV
SHS
N70544106
2912
243666
SH
DFND
243666
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
9283
244100
SH
DFND
244100
0
0
PARSLEY ENERGY INC
CL A
701877102
6912
249077
SH
DFND
249077
0
0
BAYTEX ENERGY CORP
COM
07317Q105
607
250000
SH
DFND
250000
0
0
BIOSCRIP INC
COM
09069N108
679
250000
SH
DFND
250000
0
0
FORTRESS INVESTMENT GROUP LL
CL A
34958B106
1998
250000
SH
DFND
250000
0
0
NEOPHOTONICS CORP
COM
64051T100
1930
250000
SH
Call
DFND
250000
0
0
VIPER ENERGY PARTNERS LP
COM UNT RP INT
92763M105
4078
259766
SH
DFND
259766
0
0
GRAN TIERRA ENERGY INC
COM
38500T101
616
275000
SH
DFND
275000
0
0
KRATON CORPORATION
COM
50077C106
9559
277556
SH
DFND
277556
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
14943
300000
SH
Call
DFND
300000
0
0
LIBERTY GLOBAL PLC
LILAC SHS CL A
G5480U138
6531
300000
SH
Call
DFND
300000
0
0
FORTRESS INVESTMENT GROUP LL
CL A
34958B106
2586
323600
SH
Put
DFND
323600
0
0
TRIPADVISOR INC
COM
896945201
12720
332986
SH
DFND
332986
0
0
CARMAX INC
COM
143130102
21314
337994
SH
DFND
337994
0
0
CALLON PETE CO DEL
COM
13123X102
3673
346176
SH
DFND
346176
0
0
GOGO INC
COM
38046C109
3999
346871
SH
DFND
346871
0
0
21VIANET GROUP INC
SPONSORED ADR
90138A103
1786
355760
SH
DFND
355760
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
6240
400000
SH
Put
DFND
400000
0
0
TIDEWATER INC
COM
886423102
295
410000
SH
DFND
410000
0
0
ALCOA CORP
COM
013872106
14148
433310
SH
DFND
433310
0
0
VIAVI SOLUTIONS INC
COM
925550105
4627
439392
SH
DFND
439392
0
0
ANADARKO PETE CORP
COM
032511107
20090
443097
SH
DFND
443097
0
0
CLIFFS NAT RES INC
COM
18683K101
3114
450000
SH
Put
DFND
450000
0
0
ZOGENIX INC
COM NEW
98978L204
6804
469248
SH
DFND
469248
0
0
SIRIUS XM HLDGS INC
COM
82968B103
2594
474300
SH
Put
DFND
474300
0
0
SIRIUS XM HLDGS INC
COM
82968B103
2653
485058
SH
DFND
485058
0
0
SRC ENERGY INC
COM
78470V108
3418
507930
SH
DFND
507930
0
0
CYMABAY THERAPEUTICS INC
COM
23257D103
3034
526665
SH
DFND
526665
0
0
IGNYTA INC
COM
451731103
5951
575000
SH
DFND
575000
0
0
RETROPHIN INC
COM
761299106
11634
600000
SH
DFND
600000
0
0
CONSTELLIUM NV
CL A
N22035104
4318
625816
SH
DFND
625816
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
26904
650000
SH
Call
DFND
650000
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
8767
730000
SH
Put
DFND
730000
0
0
LAUREATE EDUCATION INC
CL A
518613203
13148
750000
SH
DFND
750000
0
0
LIBERTY GLOBAL PLC
LILAC SHS CL A
G5480U138
17104
785685
SH
DFND
785685
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
21340
865000
SH
Call
DFND
865000
0
0
NEOPHOTONICS CORP
COM
64051T100
7472
967872
SH
DFND
967872
0
0
ENDOLOGIX INC
COM
29266S106
5346
1100000
SH
DFND
1100000
0
0
NQ MOBILE INC
ADR REPSTG CL A
64118U108
3791
1114995
SH
DFND
1114995
0
0
PIERIS PHARMACEUTICALS INC
COM
720795103
6879
1359409
SH
DFND
1359409
0
0
ZOSANO PHARMA CORP
COM
98979H103
1974
1400000
SH
DFND
1400000
0
0
ALBANY MOLECULAR RESH INC
NOTE 2.250%11/1
012423AB5
2531
1769000
PRN
DFND
1769000
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06740Q252
24781
1942100
SH
Put
DFND
1942100
0
0
AK STL CORP
NOTE 5.000%11/1
001546AP5
2981
2000000
PRN
DFND
2000000
0
0
ARBOR RLTY TR INC
NOTE 6.500%10/0
038923AA6
2128
2000000
PRN
DFND
2000000
0
0
BOTTOMLINE TECH DEL INC
NOTE 1.500%12/0
101388AA4
6838
6750000
PRN
DFND
6750000
0
0
APOLLO COML REAL EST FIN INC
NOTE 5.500% 3/1
03762UAA3
11124
10152000
PRN
DFND
10152000
0
0
LIBERTY MEDIA CORP
DEB 3.500% 1/1
530715AN1
6024
11058000
PRN
DFND
11058000
0
0
VECTOR GROUP LTD
NOTE 1.750% 4/1
92240MBC1
21890
19000000
PRN
DFND
19000000
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
54001
19797000
PRN
DFND
19797000
0
0
CITRIX SYS INC
NOTE 0.500% 4/1
177376AD2
24076
20000000
PRN
DFND
20000000
0
0
INTEL CORP
SDCV 12/1
458140AD2
26183
20000000
PRN
DFND
20000000
0
0
YAHOO INC
NOTE 12/0
984332AF3
22684
20000000
PRN
DFND
20000000
0
0
WEBMD HEALTH CORP
NOTE 2.500% 1/3
94770VAF9
20930
20140000
PRN
DFND
20140000
0
0