0001214659-18-005457.txt : 20180814 0001214659-18-005457.hdr.sgml : 20180814 20180814131159 ACCESSION NUMBER: 0001214659-18-005457 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180814 DATE AS OF CHANGE: 20180814 EFFECTIVENESS DATE: 20180814 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: 181015939 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 false false 0001491719 XXXXXXXX 06-30-2018 06-30-2018 false Lombard Odier Asset Management (USA) Corp

452 FIFTH AVENUE, 25TH FLOOR NEW YORK NY 10018

13F HOLDINGS REPORT 028-13939 N Laura Keeler 212-295-6145 /s/ Laura Keeler New York NY 08-14-2018 1 255 1528867 1 0001615423 028-16235 Compagnie Lombard Odier SCmA INFORMATION TABLE 2 infotable.xml NAVISTAR INTL CORP NEW COM 63934E108 204 5000 SH DFND 5000 0 0 ORMAT TECHNOLOGIES INC COM 686688102 266 5000 SH DFND 5000 0 0 SYNNEX CORP COM 87162W100 483 5000 SH DFND 5000 0 0 ATHENAHEALTH INC COM 04685W103 829 5210 SH DFND 5210 0 0 SJW GROUP COM 784305104 377 5700 SH DFND 5700 0 0 TRIBUNE MEDIA CO CL A 896047503 218 5700 SH DFND 5700 0 0 U S G CORP COM NEW 903293405 246 5700 SH DFND 5700 0 0 SJW GROUP COM 784305104 397 6000 SH Put DFND 6000 0 0 KOHLS CORP COM 500255104 532 7300 SH DFND 7300 0 0 BOSTON SCIENTIFIC CORP COM 101137107 245 7500 SH DFND 7500 0 0 AMAZON COM INC COM 023135106 12839 7553 SH DFND 7553 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 308 8550 SH DFND 8550 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 342 9000 SH DFND 9000 0 0 WHIRLPOOL CORP COM 963320106 1375 9400 SH Call DFND 9400 0 0 ATHENAHEALTH INC COM 04685W103 1591 10000 SH Put DFND 10000 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 2932 10000 SH Call DFND 10000 0 0 DISNEY WALT CO COM DISNEY 254687106 1048 10000 SH Call DFND 10000 0 0 ECOLAB INC COM 278865100 1403 10000 SH DFND 10000 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 772 10000 SH DFND 10000 0 0 INSULET CORP COM 45784P101 857 10000 SH DFND 10000 0 0 OCLARO INC COM NEW 67555N206 89 10000 SH DFND 10000 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 716 10000 SH DFND 10000 0 0 SYNAPTICS INC COM 87157D109 504 10000 SH Put DFND 10000 0 0 SYNAPTICS INC COM 87157D109 504 10000 SH DFND 10000 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 497 10000 SH DFND 10000 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 2462 10000 SH DFND 10000 0 0 FEDEX CORP COM 31428X106 2384 10500 SH DFND 10500 0 0 CIGNA CORPORATION COM 125509109 1937 11400 SH Put DFND 11400 0 0 SPARTON CORP COM 847235108 216 11400 SH DFND 11400 0 0 TRIBUNE MEDIA CO CL A 896047503 436 11400 SH Put DFND 11400 0 0 BRASKEM S A SP ADR PFD A 105532105 335 12868 SH DFND 12868 0 0 BROOKS AUTOMATION INC COM 114340102 489 15000 SH DFND 15000 0 0 HUMANA INC COM 444859102 4464 15000 SH DFND 15000 0 0 ORACLE CORP COM 68389X105 661 15000 SH Call DFND 15000 0 0 KAPSTONE PAPER & PACKAGING C COM 48562P103 527 15268 SH DFND 15268 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 1302 15390 SH DFND 15390 0 0 NETFLIX INC COM 64110L106 6164 15748 SH DFND 15748 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 53 16000 SH Call DFND 16000 0 0 MEDTRONIC PLC SHS G5960L103 1370 16000 SH Call DFND 16000 0 0 CSX CORP COM 126408103 1035 16227 SH DFND 16227 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 5043 17200 SH Put DFND 17200 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 5043 17200 SH DFND 17200 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 4010 18180 SH DFND 18180 0 0 SHIRE PLC SPONSORED ADR 82481R106 3334 19754 SH DFND 19754 0 0 ASHLAND GLOBAL HLDGS INC COM 044186104 1564 20000 SH DFND 20000 0 0 KIMBERLY CLARK CORP COM 494368103 2107 20000 SH DFND 20000 0 0 ROCKWELL COLLINS INC COM 774341101 2694 20000 SH Put DFND 20000 0 0 NXSTAGE MEDICAL INC COM 67072V103 675 24200 SH DFND 24200 0 0 ROCKWELL COLLINS INC COM 774341101 3331 24733 SH DFND 24733 0 0 CVS HEALTH CORP COM 126650100 1609 25000 SH DFND 25000 0 0 EVOLENT HEALTH INC CL A 30050B101 526 25000 SH DFND 25000 0 0 L BRANDS INC COM 501797104 922 25000 SH Put DFND 25000 0 0 L BRANDS INC COM 501797104 922 25000 SH DFND 25000 0 0 PLANET FITNESS INC CL A 72703H101 1099 25000 SH DFND 25000 0 0 SIMPLY GOOD FOODS CO COM 82900L102 361 25000 SH DFND 25000 0 0 MOLSON COORS BREWING CO CL B 60871R209 1755 25800 SH Call DFND 25800 0 0 VERIFONE SYS INC COM 92342Y109 616 27000 SH DFND 27000 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 1185 28071 SH DFND 28071 0 0 COTIVITI HLDGS INC COM 22164K101 1324 30000 SH DFND 30000 0 0 ORACLE CORP COM 68389X105 1322 30000 SH DFND 30000 0 0 TESLA INC COM 88160R101 10289 30000 SH Put DFND 30000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 7360 30000 SH DFND 30000 0 0 XYLEM INC COM 98419M100 2021 30000 SH DFND 30000 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 3343 30000 SH DFND 30000 0 0 SHIRE PLC SPONSORED ADR 82481R106 5418 32100 SH Put DFND 32100 0 0 STEWART INFORMATION SVCS COR COM 860372101 1473 34200 SH Put DFND 34200 0 0 STEWART INFORMATION SVCS COR COM 860372101 1503 34900 SH DFND 34900 0 0 ANTHEM INC COM 036752103 8331 35000 SH DFND 35000 0 0 GENMARK DIAGNOSTICS INC COM 372309104 223 35000 SH DFND 35000 0 0 XL GROUP LTD COM G98294104 1958 35000 SH DFND 35000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6649 35840 SH DFND 35840 0 0 GLAUKOS CORP COM 377322102 1463 36000 SH DFND 36000 0 0 WYNN RESORTS LTD COM 983134107 6027 36019 SH DFND 36019 0 0 VECTREN CORP COM 92240G101 2851 39900 SH DFND 39900 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 1151 40000 SH DFND 40000 0 0 JPMORGAN CHASE & CO COM 46625H100 4189 40199 SH DFND 40199 0 0 DEERE & CO COM 244199105 5714 40870 SH DFND 40870 0 0 ORTHOPEDIATRICS CORP COM 68752L100 1098 41200 SH DFND 41200 0 0 HOWARD HUGHES CORP COM 44267D107 5579 42108 SH DFND 42108 0 0 ENCANA CORP COM 292505104 561 43000 SH Put DFND 43000 0 0 ENCANA CORP COM 292505104 561 43000 SH DFND 43000 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 930 43400 SH Put DFND 43400 0 0 TERNIUM SA SPON ADR 880890108 1531 43959 SH DFND 43959 0 0 GASLOG LTD SHS G37585109 846 44289 SH DFND 44289 0 0 POSCO SPONSORED ADR 693483109 3323 44838 SH DFND 44838 0 0 NXP SEMICONDUCTORS N V COM N6596X109 4906 44900 SH DFND 44900 0 0 CONCHO RES INC COM 20605P101 6226 45000 SH DFND 45000 0 0 DISNEY WALT CO COM DISNEY 254687106 4716 45000 SH Put DFND 45000 0 0 SERVICE CORP INTL COM 817565104 1711 47800 SH DFND 47800 0 0 SALESFORCE COM INC COM 79466L302 6550 48019 SH DFND 48019 0 0 CELGENE CORP COM 151020104 3971 50000 SH DFND 50000 0 0 COMCAST CORP NEW CL A 20030N101 1641 50000 SH Call DFND 50000 0 0 DIAMONDBACK ENERGY INC COM 25278X109 6579 50000 SH DFND 50000 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1165 50000 SH Put DFND 50000 0 0 PINNACLE FOODS INC DEL COM 72348P104 3253 50000 SH Put DFND 50000 0 0 PIONEER NAT RES CO COM 723787107 9462 50000 SH DFND 50000 0 0 QUALITY CARE PPTYS INC COM 747545101 1076 50000 SH DFND 50000 0 0 WEB COM GROUP INC COM 94733A104 1293 50000 SH DFND 50000 0 0 NXP SEMICONDUCTORS N V COM N6596X109 5464 50000 SH Put DFND 50000 0 0 RIO TINTO PLC SPONSORED ADR 767204100 2783 50171 SH DFND 50171 0 0 ALCOA CORP COM 013872106 2374 50644 SH DFND 50644 0 0 XL GROUP LTD COM G98294104 2870 51300 SH Put DFND 51300 0 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 2411 53147 SH DFND 53147 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 9270 53800 SH Put DFND 53800 0 0 NUCOR CORP COM 670346105 3375 54000 SH DFND 54000 0 0 CISCO SYS INC COM 17275R102 2367 55000 SH Call DFND 55000 0 0 ISHARES TR 20 YR TR BD ETF 464287432 6695 55000 SH Put DFND 55000 0 0 AMERISOURCEBERGEN CORP COM 03073E105 4775 56000 SH DFND 56000 0 0 BECTON DICKINSON & CO COM 075887109 13890 57982 SH DFND 57982 0 0 AMTRUST FINL SVCS INC COM 032359309 852 58500 SH DFND 58500 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 5652 59711 SH DFND 59711 0 0 BAXTER INTL INC COM 071813109 4430 60000 SH DFND 60000 0 0 CIMAREX ENERGY CO COM 171798101 6104 60000 SH DFND 60000 0 0 NEVRO CORP COM 64157F103 4791 60000 SH DFND 60000 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2061 60200 SH Put DFND 60200 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1421 61000 SH DFND 61000 0 0 CITIGROUP INC COM NEW 172967424 4270 63811 SH DFND 63811 0 0 ZAYO GROUP HLDGS INC COM 98919V105 2335 64000 SH Put DFND 64000 0 0 ZAYO GROUP HLDGS INC COM 98919V105 2335 64000 SH DFND 64000 0 0 BALL CORP COM 058498106 2311 65000 SH DFND 65000 0 0 GILEAD SCIENCES INC COM 375558103 4605 65000 SH Call DFND 65000 0 0 MOLSON COORS BREWING CO CL B 60871R209 4423 65000 SH DFND 65000 0 0 ZOSANO PHARMA CORP COM NEW 98979H202 286 69999 SH DFND 69999 0 0 ENERGEN CORP COM 29265N108 5097 70000 SH DFND 70000 0 0 MOTUS GI HLDGS INC COM 62014P108 503 70000 SH DFND 70000 0 0 VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 1887 71843 SH DFND 71843 0 0 ELECTRONIC ARTS INC COM 285512109 10151 71983 SH DFND 71983 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 7316 72365 SH DFND 72365 0 0 AETNA INC NEW COM 00817Y108 13636 74313 SH DFND 74313 0 0 GRACE W R & CO DEL NEW COM 38388F108 5462 74500 SH DFND 74500 0 0 CENTURYLINK INC COM 156700106 1394 74800 SH Call DFND 74800 0 0 HOLOGIC INC COM 436440101 2981 75000 SH DFND 75000 0 0 CIGNA CORPORATION COM 125509109 13341 78500 SH DFND 78500 0 0 CONOCOPHILLIPS COM 20825C104 5570 80000 SH DFND 80000 0 0 PDC ENERGY INC COM 69327R101 4836 80000 SH DFND 80000 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 2357 80000 SH Call DFND 80000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 21974 81000 SH DFND 81000 0 0 MBIA INC COM 55262C100 739 81783 SH DFND 81783 0 0 MORGAN STANLEY COM NEW 617446448 3973 83810 SH DFND 83810 0 0 QUALCOMM INC COM 747525103 4770 85000 SH DFND 85000 0 0 AT&T INC COM 00206R102 2890 90000 SH Call DFND 90000 0 0 AETNA INC NEW COM 00817Y108 16515 90000 SH Put DFND 90000 0 0 DRIL-QUIP INC COM 262037104 4626 90000 SH DFND 90000 0 0 PINNACLE FOODS INC DEL COM 72348P104 5855 90000 SH DFND 90000 0 0 RESTORATION ROBOTICS INC COM 76133C103 312 90000 SH DFND 90000 0 0 AXALTA COATING SYS LTD COM G0750C108 2728 90000 SH DFND 90000 0 0 DOWDUPONT INC COM 26078J100 6196 93997 SH DFND 93997 0 0 TARGET CORP COM 87612E106 7209 94700 SH Call DFND 94700 0 0 YANDEX N V SHS CLASS A N97284108 3407 94913 SH DFND 94913 0 0 PAN AMERICAN SILVER CORP COM 697900108 1774 99081 SH DFND 99081 0 0 DARDEN RESTAURANTS INC COM 237194105 10706 100000 SH Put DFND 100000 0 0 DOWDUPONT INC COM 26078J100 6592 100000 SH Call DFND 100000 0 0 GENWORTH FINL INC COM CL A 37247D106 450 100000 SH DFND 100000 0 0 KRATON CORPORATION COM 50077C106 4614 100000 SH Call DFND 100000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 27128 100000 SH Call DFND 100000 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T131 1550 100000 SH DFND 100000 0 0 STAR BULK CARRIERS CORP SHS PAR Y8162K204 1286 100000 SH DFND 100000 0 0 BHP BILLITON PLC SPONSORED ADR 05545E209 4541 101031 SH DFND 101031 0 0 COLGATE PALMOLIVE CO COM 194162103 7129 110000 SH Call DFND 110000 0 0 T MOBILE US INC COM 872590104 6573 110000 SH DFND 110000 0 0 MITEL NETWORKS CORP COM 60671Q104 1251 114000 SH DFND 114000 0 0 ANADARKO PETE CORP COM 032511107 8790 120000 SH DFND 120000 0 0 FREEPORT-MCMORAN INC CL B 35671D857 2071 120000 SH DFND 120000 0 0 KRAFT HEINZ CO COM 500754106 7538 120000 SH DFND 120000 0 0 ORACLE CORP COM 68389X105 5287 120000 SH Put DFND 120000 0 0 MGM RESORTS INTERNATIONAL COM 552953101 3486 120083 SH DFND 120083 0 0 LIBERTY LATIN AMERICA LTD COM CL A G9001E102 2431 127125 SH DFND 127125 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 18929 135500 SH Call DFND 135500 0 0 MCDERMOTT INTL INC COM 580037703 909 136000 SH Call DFND 136000 0 0 ACCELERATE DIAGNOSTICS INC COM 00430H102 3122 140000 SH DFND 140000 0 0 CATALENT INC COM 148806102 5865 140000 SH DFND 140000 0 0 MCDERMOTT INTL INC COM 580037703 2785 141726 SH DFND 141726 0 0 PAYPAL HLDGS INC COM 70450Y103 11981 143876 SH DFND 143876 0 0 FACEBOOK INC CL A 30303M102 28274 145500 SH Put DFND 145500 0 0 BANK AMER CORP COM 060505104 4170 147938 SH DFND 147938 0 0 INTELSAT S A COM L5140P101 2499 150000 SH DFND 150000 0 0 AT&T INC COM 00206R102 5033 156731 SH DFND 156731 0 0 ASSURED GUARANTY LTD COM G0585R106 5643 157948 SH DFND 157948 0 0 ARCONIC INC COM 03965L100 2722 160000 SH Call DFND 160000 0 0 CARRIZO OIL & GAS INC COM 144577103 4456 160000 SH DFND 160000 0 0 ALTABA INC COM 021346101 11844 161775 SH DFND 161775 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 2467 165000 SH DFND 165000 0 0 PARSLEY ENERGY INC CL A 701877102 5148 170000 SH DFND 170000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 46118 170000 SH Put DFND 170000 0 0 VEDANTA LTD SPONSORED ADR 92242Y100 2339 172000 SH DFND 172000 0 0 BLUE APRON HLDGS INC CL A 09523Q101 586 175000 SH DFND 175000 0 0 COMCAST CORP NEW CL A 20030N101 5742 175000 SH DFND 175000 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 29806 182000 SH DFND 182000 0 0 SUPERVALU INC COM NEW 868536301 3744 182455 SH DFND 182455 0 0 DISH NETWORK CORP CL A 25470M109 6134 182500 SH Put DFND 182500 0 0 KOHLS CORP COM 500255104 14580 200000 SH Put DFND 200000 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 9938 200000 SH Call DFND 200000 0 0 QUOTIENT LTD SHS G73268107 1606 200000 SH DFND 200000 0 0 KRATON CORPORATION COM 50077C106 9278 201084 SH DFND 201084 0 0 FOSSIL GROUP INC COM 34988V106 5586 207900 SH Put DFND 207900 0 0 FOSSIL GROUP INC COM 34988V106 5586 207900 SH DFND 207900 0 0 TOLL BROTHERS INC COM 889478103 7768 210000 SH Put DFND 210000 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 2985 215000 SH DFND 215000 0 0 ASSOCIATED CAP GROUP INC CL A 045528106 4701 221200 SH Call DFND 221200 0 0 ROKU INC COM CL A 77543R102 10068 236234 SH DFND 236234 0 0 GRACE W R & CO DEL NEW COM 38388F108 18328 250000 SH Call DFND 250000 0 0 RETROPHIN INC COM 761299106 6885 252567 SH DFND 252567 0 0 WPX ENERGY INC COM 98212B103 4868 270000 SH DFND 270000 0 0 CLEVELAND CLIFFS INC COM 185899101 2341 277758 SH DFND 277758 0 0 HERTZ GLOBAL HLDGS INC COM 42806J106 4380 285500 SH Put DFND 285500 0 0 AK STL HLDG CORP COM 001547108 1302 300000 SH Put DFND 300000 0 0 BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 11100 300000 SH Put DFND 300000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 3321 300000 SH Call DFND 300000 0 0 GENERAL MTRS CO COM 37045V100 11820 300000 SH Call DFND 300000 0 0 KINDER MORGAN INC DEL COM 49456B101 5301 300000 SH Call DFND 300000 0 0 PANDORA MEDIA INC COM 698354107 2364 300000 SH DFND 300000 0 0 EXTRACTION OIL AND GAS INC COM 30227M105 4701 320000 SH DFND 320000 0 0 TECK RESOURCES LTD CL B 878742204 8144 320000 SH Put DFND 320000 0 0 PAGSEGURO DIGITAL LTD COM CL A G68707101 9716 350114 SH DFND 350114 0 0 GENERAL MTRS CO COM 37045V100 14184 360000 SH Put DFND 360000 0 0 COMMSCOPE HLDG CO INC COM 20337X109 10626 363846 SH DFND 363846 0 0 CYMABAY THERAPEUTICS INC COM 23257D103 5086 379000 SH DFND 379000 0 0 CALLON PETE CO DEL COM 13123X102 4081 380000 SH DFND 380000 0 0 SRC ENERGY INC COM 78470V108 4188 380000 SH DFND 380000 0 0 UNITED STATES STL CORP NEW COM 912909108 13208 380100 SH Put DFND 380100 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 70421 430000 SH Put DFND 430000 0 0 SOCIAL CAP HEDOSOPHIA HLDGS UNIT 99/99/9999 G8250R111 4992 455090 SH DFND 455090 0 0 GULFPORT ENERGY CORP COM NEW 402635304 5782 460000 SH DFND 460000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 21665 500000 SH Call DFND 500000 0 0 SCORPIO TANKERS INC SHS Y7542C106 1405 500000 SH Call DFND 500000 0 0 SIRIUS XM HLDGS INC COM 82968B103 3418 504900 SH Put DFND 504900 0 0 PIERIS PHARMACEUTICALS INC COM 720795103 2859 563878 SH DFND 563878 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 22776 600000 SH Put DFND 600000 0 0 CENTURYLINK INC COM 156700106 11184 600000 SH Put DFND 600000 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 520 784971 SH DFND 784971 0 0 CIVEO CORP CDA COM 17878Y108 3488 800000 SH DFND 800000 0 0 ENDOLOGIX INC COM 29266S106 4528 800000 SH DFND 800000 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 19456 800000 SH Put DFND 800000 0 0 MATTEL INC COM 577081102 14778 900000 SH Put DFND 900000 0 0 ENSCO PLC SHS CLASS A G3157S106 6534 900000 SH Put DFND 900000 0 0 CONSTELLIUM NV CL A N22035104 9309 903786 SH DFND 903786 0 0 BARRICK GOLD CORP COM 067901108 13130 1000000 SH Put DFND 1000000 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 3290 1000000 SH Call DFND 1000000 0 0 ADVANTAGE OIL & GAS LTD COM 00765F101 3442 1100000 SH DFND 1100000 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 3619 1100000 SH Put DFND 1100000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 17269 1560000 SH Put DFND 1560000 0 0 PRECISION DRILLING CORP COM 2010 74022D308 5976 1800000 SH DFND 1800000 0 0 TRANSOCEAN LTD REG SHS H8817H100 47040 3500000 SH Put DFND 3500000 0 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 4025 4000000 PRN DFND 4000000 0 0 AK STL CORP NOTE 5.000%11/1 001546AP5 6298 5500000 PRN DFND 5500000 0 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 7755 8000000 PRN DFND 8000000 0 0 LIBERTY MEDIA CORP DELAWARE DEB2.250% 9/3 531229AE2 5971 11423000 PRN DFND 11423000 0 0 ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 11598 11450000 PRN DFND 11450000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 15067 12825000 PRN DFND 12825000 0 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 14566 14500000 PRN DFND 14500000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 31692 18000000 PRN DFND 18000000 0 0 VECTOR GROUP LTD FRNT4/1 92240MBC1 22407 21191000 PRN DFND 21191000 0 0 YAHOO INC NOTE12/0 984332AF3 29786 21789000 PRN DFND 21789000 0 0 GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 25115 23100000 PRN DFND 23100000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 38486 34485000 PRN DFND 34485000 0 0