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 |
ABBVIE INC | COM | 00287Y109 | 11,451 | 276,991 | SH | DFND | 276,991 | 0 | 0 | ||
ACTAVIS INC | COM | 00507K103 | 3,663 | 29,021 | SH | DFND | 29,021 | 0 | 0 | ||
ACUITY BRANDS INC | COM | 00508Y102 | 6,818 | 90,242 | SH | DFND | 90,242 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 12,885 | 158,932 | SH | DFND | 158,932 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 9,062 | 142,617 | SH | DFND | 142,617 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | NOTE 3.950% 8/1 | 008252AL2 | 1,942 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
AFFORDABLE RESIDENTIAL CMNTY | NOTE 7.500% 8/1 | 00828UAB9 | 5,050 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 5,715 | 133,654 | SH | DFND | 133,654 | 0 | 0 | ||
AGRIUM INC | COM | 008916108 | 783 | 9,000 | SH | DFND | 9,000 | 0 | 0 | ||
ALKERMES PLC | SHS | G01767105 | 1,552 | 54,108 | SH | DFND | 54,108 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.250% 6/0 | 01741RAD4 | 1,050 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
ALLERGAN INC | COM | 018490102 | 2,951 | 35,025 | SH | DFND | 35,025 | 0 | 0 | ||
AMARIN CORP PLC | SPONS ADR NEW | 023111206 | 1,744 | 300,661 | SH | DFND | 300,661 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 574 | 2,066 | SH | DFND | 2,066 | 0 | 0 | ||
AMERICA MOVIL SAB DE CV | SPON ADR L SHS | 02364W105 | 796 | 36,577 | SH | DFND | 36,577 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 1,118 | 25,000 | SH | DFND | 25,000 | 0 | 0 | ||
AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 8,238 | 199,817 | SH | DFND | 199,817 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 785 | 7,952 | SH | DFND | 7,952 | 0 | 0 | ||
AMICUS THERAPEUTICS INC | COM | 03152W109 | 292 | 125,202 | SH | DFND | 125,202 | 0 | 0 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 3,038 | 38,973 | SH | DFND | 38,973 | 0 | 0 | ||
ANNALY CAP MGMT INC | NOTE 5.000% 5/1 | 035710AB8 | 5,350 | 5,310,000 | PRN | DFND | 5,310,000 | 0 | 0 | ||
APACHE CORP | PFD CONV SER D | 037411808 | 4,730 | 99,155 | SH | DFND | 99,155 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 7,535 | 19,023 | SH | DFND | 19,023 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | MAND CV NT 16 | L0302D178 | 3,746 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | NOTE 0.875% 2/1 | 039483AW2 | 16,872 | 16,700,000 | PRN | DFND | 16,700,000 | 0 | 0 | ||
ARM HLDGS PLC | SPONSORED ADR | 042068106 | 17,096 | 472,506 | SH | DFND | 472,506 | 0 | 0 | ||
ARM HLDGS PLC | SPONSORED ADR | 042068106 | 15,174 | 419,400 | SH | Call | DFND | 419,400 | 0 | 0 | |
ARM HLDGS PLC | SPONSORED ADR | 042068106 | 50,724 | 1,402,000 | SH | Put | DFND | 1,402,000 | 0 | 0 | |
ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 950 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
ASHLAND INC NEW | COM | 044209104 | 10,442 | 124,869 | SH | DFND | 124,869 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 840 | 23,736 | SH | DFND | 23,736 | 0 | 0 | ||
ATLANTICUS HLDGS CORP | COM | 04914Y102 | 228 | 63,611 | SH | DFND | 63,611 | 0 | 0 | ||
BANK OF AMERICA CORPORATION | COM | 060505104 | 2,281 | 177,349 | SH | DFND | 177,349 | 0 | 0 | ||
BELLATRIX EXPLORATION LTD | COM | 078314101 | 1,116 | 182,590 | SH | DFND | 182,590 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 2,238 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
BEST BUY INC | COM | 086516101 | 11,897 | 435,326 | SH | DFND | 435,326 | 0 | 0 | ||
BIOGEN IDEC INC | COM | 09062X103 | 238 | 1,105 | SH | DFND | 1,105 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,970 | 35,315 | SH | DFND | 35,315 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.875% 4/2 | 09061GAD3 | 50,831 | 18,250,000 | PRN | DFND | 18,250,000 | 0 | 0 | ||
BLUE WOLF MONGOLIA HOLDINGS | *W EXP 07/20/201 | G11962118 | 100 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
BMC SOFTWARE INC | COM | 055921100 | 20,214 | 447,813 | SH | DFND | 447,813 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 2,063 | 20,135 | SH | DFND | 20,135 | 0 | 0 | ||
BRE PROPERTIES INC | CL A | 05564E106 | 4,702 | 94,000 | SH | Call | DFND | 94,000 | 0 | 0 | |
BROOKFIELD RESIDENTIAL PPTYS | COM | 11283W104 | 4,762 | 215,839 | SH | DFND | 215,839 | 0 | 0 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 1,491 | 20,996 | SH | DFND | 20,996 | 0 | 0 | ||
CANADIAN PAC RY LTD | COM | 13645T100 | 16,067 | 132,372 | SH | DFND | 132,372 | 0 | 0 | ||
CAPITOL ACQUISITION CORP II | UNIT 99/99/9999 | 14056V204 | 5,045 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
CATAMARAN CORP | COM | 148887102 | 2,446 | 50,215 | SH | DFND | 50,215 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.250% 3/1 | 151290BB8 | 15,382 | 12,650,000 | PRN | DFND | 12,650,000 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 15,357 | 12,455,000 | PRN | DFND | 12,455,000 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 4.875% 3/1 | 151290AV5 | 5,834 | 5,035,000 | PRN | DFND | 5,035,000 | 0 | 0 | ||
CENTRAL EUROPEAN MEDIA | NOTE 5.000%11/1 | 153443AH9 | 24,012 | 24,755,000 | PRN | DFND | 24,755,000 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 8,038 | 289,582 | SH | DFND | 289,582 | 0 | 0 | ||
CIGNA CORPORATION | COM | 125509109 | 7,535 | 103,945 | SH | DFND | 103,945 | 0 | 0 | ||
CIS ACQUISITION LTD | UNIT 99/99/9999 | G21490506 | 2,024 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 44,060 | 1,812,404 | SH | DFND | 1,812,404 | 0 | 0 | ||
CITIGROUP INC | *W EXP 01/04/201 | 172967226 | 2,658 | 3,381,640 | SH | DFND | 3,381,640 | 0 | 0 | ||
CITIGROUP INC | *W EXP 10/28/201 | 172967234 | 425 | 5,000,000 | SH | DFND | 5,000,000 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 24,097 | 502,345 | SH | DFND | 502,345 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 20,733 | 432,200 | SH | Call | DFND | 432,200 | 0 | 0 | |
CLEARWIRE CORP NEW | CL A | 18538Q105 | 8,209 | 1,648,305 | SH | DFND | 1,648,305 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 32,823 | 432,000 | SH | Call | DFND | 432,000 | 0 | 0 | |
COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 16,293 | 15,350,000 | PRN | DFND | 15,350,000 | 0 | 0 | ||
COMPUCREDIT HLDGS CORP | NOTE 5.875%11/3 | 20478NAD2 | 12,827 | 29,488,000 | PRN | DFND | 29,488,000 | 0 | 0 | ||
CONAGRA FOODS INC | COM | 205887102 | 3,766 | 107,828 | SH | DFND | 107,828 | 0 | 0 | ||
CONCHO RES INC | COM | 20605P101 | 1,762 | 21,046 | SH | DFND | 21,046 | 0 | 0 | ||
CONCUR TECHNOLOGIES INC | COM | 206708109 | 569 | 6,992 | SH | DFND | 6,992 | 0 | 0 | ||
CONTINENTAL RESOURCES INC | COM | 212015101 | 305 | 3,547 | SH | DFND | 3,547 | 0 | 0 | ||
COVANTA HLDG CORP | NOTE 3.250% 6/0 | 22282EAC6 | 6,114 | 4,750,000 | PRN | DFND | 4,750,000 | 0 | 0 | ||
CUBIST PHARMACEUTICALS INC | NOTE 2.500%11/0 | 229678AD9 | 8,836 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
D R HORTON INC | NOTE 2.000% 5/1 | 23331ABB4 | 24,984 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | ||
DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 42,650 | 353,064 | SH | DFND | 353,064 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 366 | 4,500 | SH | DFND | 4,500 | 0 | 0 | ||
DELL INC | COM | 24702R101 | 16,456 | 1,232,696 | SH | DFND | 1,232,696 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | SHS | G27823106 | 900 | 17,756 | SH | DFND | 17,756 | 0 | 0 | ||
DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 35,119 | 30,000,000 | PRN | DFND | 30,000,000 | 0 | 0 | ||
DIAMOND FOODS INC | COM | 252603105 | 899 | 43,326 | SH | DFND | 43,326 | 0 | 0 | ||
DIAMONDBACK ENERGY INC | COM | 25278X109 | 1,130 | 33,912 | SH | DFND | 33,912 | 0 | 0 | ||
DIRECTV | COM | 25490A309 | 616 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 44,438 | 932,779 | SH | DFND | 932,779 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 11,534 | 182,640 | SH | DFND | 182,640 | 0 | 0 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 945 | 18,735 | SH | DFND | 18,735 | 0 | 0 | ||
DOMINION RES INC VA NEW | COM | 25746U109 | 343 | 6,033 | SH | DFND | 6,033 | 0 | 0 | ||
DRYSHIPS INC. | NOTE 5.000%12/0 | 262498AB4 | 18,738 | 21,000,000 | PRN | DFND | 21,000,000 | 0 | 0 | ||
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 465 | 6,892 | SH | DFND | 6,892 | 0 | 0 | ||
E M C CORP MASS | COM | 268648102 | 4,371 | 185,044 | SH | DFND | 185,044 | 0 | 0 | ||
E M C CORP MASS | NOTE 1.750%12/0 | 268648AM4 | 3,688 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
EATON CORP PLC | SHS | G29183103 | 1,345 | 20,438 | SH | DFND | 20,438 | 0 | 0 | ||
EBAY INC | COM | 278642103 | 29,750 | 575,222 | SH | DFND | 575,222 | 0 | 0 | ||
ELAN PLC | ADR | 284131208 | 5,429 | 383,967 | SH | DFND | 383,967 | 0 | 0 | ||
ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 17,842 | 17,170,000 | PRN | DFND | 17,170,000 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 1,170 | 21,444 | SH | DFND | 21,444 | 0 | 0 | ||
ENERSIS S A | SPONSORED ADR | 29274F104 | 423 | 25,851 | SH | DFND | 25,851 | 0 | 0 | ||
EQUIFAX INC | COM | 294429105 | 25,643 | 435,148 | SH | DFND | 435,148 | 0 | 0 | ||
EXPEDIA INC DEL | COM NEW | 30212P303 | 1,316 | 21,875 | SH | DFND | 21,875 | 0 | 0 | ||
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 5,408 | 87,667 | SH | DFND | 87,667 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 379 | 4,200 | SH | DFND | 4,200 | 0 | 0 | ||
F5 NETWORKS INC | COM | 315616102 | 0 | 1 | SH | DFND | 1 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 36,089 | 1,451,700 | SH | Call | DFND | 1,451,700 | 0 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 41,613 | 1,673,883 | SH | DFND | 1,673,883 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 695 | 7,057 | SH | DFND | 7,057 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 986 | 10,000 | SH | Call | DFND | 10,000 | 0 | 0 | |
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 6,569 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
FIRSTENERGY CORP | COM | 337932107 | 13,193 | 353,323 | SH | DFND | 353,323 | 0 | 0 | ||
FOOT LOCKER INC | COM | 344849104 | 22,051 | 627,737 | SH | DFND | 627,737 | 0 | 0 | ||
FREEPORT-MCMORAN COPPER & GO | COM | 35671D857 | 4,014 | 145,389 | SH | DFND | 145,389 | 0 | 0 | ||
GENERAC HLDGS INC | COM | 368736104 | 1,244 | 33,616 | SH | DFND | 33,616 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 3,316 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
GENERAL MLS INC | COM | 370334104 | 8,556 | 176,308 | SH | DFND | 176,308 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 3,587 | 107,678 | SH | DFND | 107,678 | 0 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 2 | 182 | SH | DFND | 182 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 11,725 | 228,930 | SH | DFND | 228,930 | 0 | 0 | ||
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 28,328 | 12,500,000 | PRN | DFND | 12,500,000 | 0 | 0 | ||
GLAXOSMITHKLINE PLC | SPONSORED ADR | 37733W105 | 441 | 8,835 | SH | DFND | 8,835 | 0 | 0 | ||
GLOBAL EAGLE ENTMT INC | COM | 37951D102 | 4,161 | 413,581 | SH | DFND | 413,581 | 0 | 0 | ||
GNC HLDGS INC | COM CL A | 36191G107 | 963 | 21,785 | SH | DFND | 21,785 | 0 | 0 | ||
GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 9,377 | 9,270,000 | PRN | DFND | 9,270,000 | 0 | 0 | ||
GOLDEN STAR RES LTD CDA | DEBT 5.000% 6/0 | 38119TAE4 | 16,200 | 24,270,000 | PRN | DFND | 24,270,000 | 0 | 0 | ||
GOODRICH PETE CORP | NOTE 5.000%10/0 | 382410AC2 | 18,469 | 18,515,000 | PRN | DFND | 18,515,000 | 0 | 0 | ||
GOOGLE INC | CL A | 38259P508 | 26,176 | 29,734 | SH | DFND | 29,734 | 0 | 0 | ||
GRIFOLS S A | SP ADR REP B NVT | 398438408 | 68,462 | 2,403,872 | SH | DFND | 2,403,872 | 0 | 0 | ||
GRUPO TELEVISA SA | SPON ADR REP ORD | 40049J206 | 522 | 21,000 | SH | DFND | 21,000 | 0 | 0 | ||
GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%10/0 | 36191UAA4 | 2,992 | 3,500,000 | PRN | DFND | 3,500,000 | 0 | 0 | ||
HANWHA SOLARONE CO LTD | SPONSORED ADR | 41135V103 | 1,071 | 512,617 | SH | DFND | 512,617 | 0 | 0 | ||
HEALTH MGMT ASSOC INC NEW | CL A | 421933102 | 1,958 | 124,561 | SH | DFND | 124,561 | 0 | 0 | ||
HERTZ GLOBAL HOLDINGS INC | COM | 42805T105 | 803 | 32,365 | SH | DFND | 32,365 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 1,246 | 18,746 | SH | DFND | 18,746 | 0 | 0 | ||
HF2 FINL MGMT INC | CL A | 40421A104 | 5,055 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
HOLOGIC INC | FRNT 2.000%12/1 | 436440AA9 | 2,793 | 2,800,000 | PRN | DFND | 2,800,000 | 0 | 0 | ||
HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 6,176 | 5,550,000 | PRN | DFND | 5,550,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 18,163 | 234,449 | SH | DFND | 234,449 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 309 | 3,900 | SH | DFND | 3,900 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 1,322 | 15,664 | SH | DFND | 15,664 | 0 | 0 | ||
HYDE PK ACQUISITION CORP II | COM | 448640102 | 2,592 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 420 | 5,616 | SH | DFND | 5,616 | 0 | 0 | ||
INGREDION INC | COM | 457187102 | 14,799 | 225,424 | SH | DFND | 225,424 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 81,277 | 3,355,800 | SH | Call | DFND | 3,355,800 | 0 | 0 | |
INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 11,851 | 10,920,000 | PRN | DFND | 10,920,000 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 24,779 | 19,470,000 | PRN | DFND | 19,470,000 | 0 | 0 | ||
INTERMUNE INC | NOTE 2.500% 9/1 | 45884XAE3 | 8,238 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOG | NOTE 3.250% 5/0 | 459902AQ5 | 10,267 | 9,632,000 | PRN | DFND | 9,632,000 | 0 | 0 | ||
ISHARES TR | DJ BROKER-DEAL | 464288794 | 5,540 | 180,000 | SH | DFND | 180,000 | 0 | 0 | ||
ISHARES TR | FTSE CHINA25 IDX | 464287184 | 2,439 | 75,000 | SH | Call | DFND | 75,000 | 0 | 0 | |
ISHARES TR | FTSE CHINA25 IDX | 464287184 | 16,260 | 500,000 | SH | Put | DFND | 500,000 | 0 | 0 | |
ISHARES TR | MSCI EMERG MKT | 464287234 | 53,774 | 1,394,200 | SH | Call | DFND | 1,394,200 | 0 | 0 | |
ISHARES TR | MSCI EMERG MKT | 464287234 | 34,713 | 900,000 | SH | Put | DFND | 900,000 | 0 | 0 | |
ISHARES TR | TRANSP AVE IDX | 464287192 | 353 | 3,216 | SH | DFND | 3,216 | 0 | 0 | ||
JAMES RIVER COAL CO | NOTE 3.125% 3/1 | 470355AH1 | 887 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
JINKOSOLAR HLDG CO LTD | NOTE 4.000% 5/1 | 47759TAA8 | 12,572 | 17,960,000 | PRN | DFND | 17,960,000 | 0 | 0 | ||
JOY GLOBAL INC | COM | 481165108 | 230 | 4,747 | SH | DFND | 4,747 | 0 | 0 | ||
KRAFT FOODS GROUP INC | COM | 50076Q106 | 9 | 165 | SH | DFND | 165 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 4,434 | 100,000 | SH | Call | DFND | 100,000 | 0 | 0 | |
LAM RESEARCH CORP | COM | 512807108 | 5,544 | 125,038 | SH | DFND | 125,038 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 5,985 | 113,067 | SH | DFND | 113,067 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 3,223 | 60,900 | SH | Call | DFND | 60,900 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 26,062 | 50,000,000 | PRN | DFND | 50,000,000 | 0 | 0 | ||
LIFE TECHNOLOGIES CORP | COM | 53217V109 | 3,700 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
LIFEPOINT HOSPITALS INC | NOTE 3.500% 5/1 | 53219LAH2 | 5,150 | 4,750,000 | PRN | DFND | 4,750,000 | 0 | 0 | ||
LILLY ELI & CO | COM | 532457108 | 261 | 5,317 | SH | DFND | 5,317 | 0 | 0 | ||
LINEAR TECHNOLOGY CORP | NOTE 3.000% 5/0 | 535678AC0 | 10,999 | 10,500,000 | PRN | DFND | 10,500,000 | 0 | 0 | ||
LINKEDIN CORP | COM CL A | 53578A108 | 1,265 | 7,096 | SH | DFND | 7,096 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 2,910 | 71,143 | SH | DFND | 71,143 | 0 | 0 | ||
LULULEMON ATHLETICA INC | COM | 550021109 | 1,125 | 17,173 | SH | DFND | 17,173 | 0 | 0 | ||
LULULEMON ATHLETICA INC | COM | 550021109 | 2,287 | 34,900 | SH | Call | DFND | 34,900 | 0 | 0 | |
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 6 | 90 | SH | DFND | 90 | 0 | 0 | ||
MADISON SQUARE GARDEN CO | CL A | 55826P100 | 2,395 | 40,421 | SH | DFND | 40,421 | 0 | 0 | ||
MANCHESTER UTD PLC NEW | ORD CL A | G5784H106 | 16,286 | 1,023,003 | SH | DFND | 1,023,003 | 0 | 0 | ||
MANNKIND CORP | NOTE 3.750%12/1 | 56400PAA0 | 14,512 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | ||
MANPOWERGROUP INC | COM | 56418H100 | 309 | 5,637 | SH | DFND | 5,637 | 0 | 0 | ||
MARATHON OIL CORP | COM | 565849106 | 3,038 | 87,861 | SH | DFND | 87,861 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 811 | 11,420 | SH | DFND | 11,420 | 0 | 0 | ||
MARKET VECTORS ETF TR | HG YLD MUN ETF | 57060U878 | 69 | 2,274 | SH | DFND | 2,274 | 0 | 0 | ||
MASTEC INC | COM | 576323109 | 373 | 11,343 | SH | DFND | 11,343 | 0 | 0 | ||
MASTERCARD INC | CL A | 57636Q104 | 28,960 | 50,409 | SH | DFND | 50,409 | 0 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 3,634 | 31,734 | SH | DFND | 31,734 | 0 | 0 | ||
MEDASSETS INC | COM | 584045108 | 468 | 26,381 | SH | DFND | 26,381 | 0 | 0 | ||
MEDIVATION INC | COM | 58501N101 | 2,024 | 41,146 | SH | DFND | 41,146 | 0 | 0 | ||
MELCO CROWN ENTMT LTD | ADR | 585464100 | 0 | 1 | SH | DFND | 1 | 0 | 0 | ||
METHANEX CORP | COM | 59151K108 | 1,391 | 32,494 | SH | DFND | 32,494 | 0 | 0 | ||
METHANEX CORP | COM | 59151K108 | 1,510 | 35,300 | SH | Call | DFND | 35,300 | 0 | 0 | |
MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 3,943 | 3,500,000 | PRN | DFND | 3,500,000 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 9,077 | 8,135,000 | PRN | DFND | 8,135,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 2,906 | 202,800 | SH | DFND | 202,800 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 1.875% 6/0 | 595112AH6 | 1,135 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 1,053 | 30,500 | SH | DFND | 30,500 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 40,269 | 1,166,200 | SH | Call | DFND | 1,166,200 | 0 | 0 | |
MOLSON COORS BREWING CO | NOTE 2.500% 7/3 | 60871RAA8 | 15,829 | 15,670,000 | PRN | DFND | 15,670,000 | 0 | 0 | ||
MOLYCORP INC DEL | NOTE 3.250% 6/1 | 608753AA7 | 4,917 | 7,100,000 | PRN | DFND | 7,100,000 | 0 | 0 | ||
MOLYCORP INC DEL | NOTE 5.500% 2/0 | 608753AH2 | 1,560 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
MOLYCORP INC DEL | NOTE 6.000% 9/0 | 608753AF6 | 13,175 | 17,000,000 | PRN | DFND | 17,000,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 14 | 497 | SH | DFND | 497 | 0 | 0 | ||
MYLAN INC | COM | 628530107 | 232 | 7,462 | SH | DFND | 7,462 | 0 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 1,096 | 71,571 | SH | DFND | 71,571 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 3,957 | 4,075,000 | PRN | DFND | 4,075,000 | 0 | 0 | ||
NCR CORP NEW | COM | 62886E108 | 2,785 | 84,418 | SH | DFND | 84,418 | 0 | 0 | ||
NETAPP INC | COM | 64110D104 | 2,750 | 72,800 | SH | DFND | 72,800 | 0 | 0 | ||
NETSUITE INC | COM | 64118Q107 | 12,796 | 139,480 | SH | DFND | 139,480 | 0 | 0 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 10,936 | 10,215,000 | PRN | DFND | 10,215,000 | 0 | 0 | ||
NOKIA CORP | SPONSORED ADR | 654902204 | 6,262 | 1,674,300 | SH | Put | DFND | 1,674,300 | 0 | 0 | |
NORDSON CORP | COM | 655663102 | 6,194 | 89,361 | SH | DFND | 89,361 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 5,079 | 45,095 | SH | DFND | 45,095 | 0 | 0 | ||
ODYSSEY MARINE EXPLORATION I | COM | 676118102 | 1,071 | 361,955 | SH | DFND | 361,955 | 0 | 0 | ||
PALL CORP | COM | 696429307 | 375 | 5,650 | SH | DFND | 5,650 | 0 | 0 | ||
PENNEY J C INC | COM | 708160106 | 4,169 | 244,113 | SH | DFND | 244,113 | 0 | 0 | ||
PENTAIR LTD | SHS | H6169Q108 | 654 | 11,340 | SH | DFND | 11,340 | 0 | 0 | ||
PERKINELMER INC | COM | 714046109 | 16,429 | 505,502 | SH | DFND | 505,502 | 0 | 0 | ||
PETROCHINA CO LTD | SPONSORED ADR | 71646E100 | 2,931 | 26,481 | SH | DFND | 26,481 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 2,858 | 102,037 | SH | DFND | 102,037 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 1,085 | 12,516 | SH | DFND | 12,516 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 295 | 2,037 | SH | DFND | 2,037 | 0 | 0 | ||
POWERSHS DB US DOLLAR INDEX | DOLL INDX BULL | 73936D107 | 225 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
PPG INDS INC | COM | 693506107 | 2,441 | 16,671 | SH | DFND | 16,671 | 0 | 0 | ||
PRICELINE COM INC | COM NEW | 741503403 | 1,658 | 2,004 | SH | DFND | 2,004 | 0 | 0 | ||
PRICELINE COM INC | DEBT 1.000% 3/1 | 741503AQ9 | 8,406 | 7,200,000 | PRN | DFND | 7,200,000 | 0 | 0 | ||
PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 8,517 | 7,400,000 | PRN | DFND | 7,400,000 | 0 | 0 | ||
PROMOTORA DE INFORMACIONES S | ADR CL A SHS | 74343G204 | 133 | 126,562 | SH | DFND | 126,562 | 0 | 0 | ||
PROMOTORA DE INFORMACIONES S | ADR CL B CONV | 74343G303 | 210 | 187,500 | SH | DFND | 187,500 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | MTNF 5.375%10/1 | 74348TAK8 | 1,564 | 1,500,000 | PRN | DFND | 1,500,000 | 0 | 0 | ||
QIAGEN NV | REG SHS | N72482107 | 20,327 | 1,020,937 | SH | DFND | 1,020,937 | 0 | 0 | ||
QIWI PLC | SPON ADR REP B | 74735M108 | 12,323 | 531,151 | SH | DFND | 531,151 | 0 | 0 | ||
QLIK TECHNOLOGIES INC | COM | 74733T105 | 22,432 | 793,475 | SH | DFND | 793,475 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 3,603 | 58,990 | SH | DFND | 58,990 | 0 | 0 | ||
QUICKSILVER RESOURCES INC | COM | 74837R104 | 37 | 22,000 | SH | DFND | 22,000 | 0 | 0 | ||
QUINTILES TRANSNATIO HLDGS I | COM | 74876Y101 | 4,741 | 111,406 | SH | DFND | 111,406 | 0 | 0 | ||
RADIAN GROUP INC | COM | 750236101 | 290 | 25,000 | SH | DFND | 25,000 | 0 | 0 | ||
RADIAN GROUP INC | NOTE 3.000%11/1 | 750236AK7 | 13,174 | 10,500,000 | PRN | DFND | 10,500,000 | 0 | 0 | ||
RANGE RES CORP | COM | 75281A109 | 617 | 7,976 | SH | DFND | 7,976 | 0 | 0 | ||
RED HAT INC | COM | 756577102 | 604 | 12,636 | SH | DFND | 12,636 | 0 | 0 | ||
REDWOOD TR INC | COM | 758075402 | 510 | 30,000 | SH | DFND | 30,000 | 0 | 0 | ||
RENESOLA LTD | SPONS ADS | 75971T103 | 171 | 79,994 | SH | DFND | 79,994 | 0 | 0 | ||
ROBERT HALF INTL INC | COM | 770323103 | 960 | 28,897 | SH | DFND | 28,897 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 711 | 750,000 | PRN | DFND | 750,000 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 4,733 | 123,958 | SH | DFND | 123,958 | 0 | 0 | ||
SALIX PHARMACEUTICALS INC | NOTE 1.500% 3/1 | 795435AE6 | 7,317 | 6,110,000 | PRN | DFND | 6,110,000 | 0 | 0 | ||
SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 13,757 | 10,270,000 | PRN | DFND | 10,270,000 | 0 | 0 | ||
SEADRILL LIMITED | SHS | G7945E105 | 7,098 | 176,765 | SH | DFND | 176,765 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 698 | 12,376 | SH | DFND | 12,376 | 0 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 54,682 | 1,353,846 | SH | DFND | 1,353,846 | 0 | 0 | ||
SHIRE PLC | SPONSORED ADR | 82481R106 | 922 | 9,693 | SH | DFND | 9,693 | 0 | 0 | ||
SINA CORP | ORD | G81477104 | 272 | 4,891 | SH | DFND | 4,891 | 0 | 0 | ||
SK TELECOM LTD | SPONSORED ADR | 78440P108 | 346 | 17,000 | SH | DFND | 17,000 | 0 | 0 | ||
SMUCKER J M CO | COM NEW | 832696405 | 691 | 6,700 | SH | DFND | 6,700 | 0 | 0 | ||
SOLARFUN POWER HOLDINGS CO L | NOTE 3.500% 1/1 | 83415UAB4 | 24,109 | 28,115,000 | PRN | DFND | 28,115,000 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 1,663 | 45,513 | SH | DFND | 45,513 | 0 | 0 | ||
SPDR SERIES TRUST | S&P CAP MKTS | 78464A771 | 4,555 | 114,000 | SH | DFND | 114,000 | 0 | 0 | ||
SPDR SERIES TRUST | S&P HOMEBUILD | 78464A888 | 1,945 | 66,100 | SH | DFND | 66,100 | 0 | 0 | ||
SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 2,526 | 43,412 | SH | DFND | 43,412 | 0 | 0 | ||
SPLUNK INC | COM | 848637104 | 58,985 | 1,272,320 | SH | DFND | 1,272,320 | 0 | 0 | ||
SPRINT NEXTEL CORP | COM SER 1 | 852061100 | 3,932 | 560,111 | SH | DFND | 560,111 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 4,169 | 63,655 | SH | DFND | 63,655 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 6,729 | 6,500,000 | PRN | DFND | 6,500,000 | 0 | 0 | ||
TABLEAU SOFTWARE INC | CL A | 87336U105 | 11,270 | 203,348 | SH | DFND | 203,348 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 103,782 | 5,664,950 | SH | DFND | 5,664,950 | 0 | 0 | ||
TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 16,525 | 14,700,000 | PRN | DFND | 14,700,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL INDS LTD | ADR | 881624209 | 11,084 | 282,766 | SH | DFND | 282,766 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 5,782 | 68,321 | SH | DFND | 68,321 | 0 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 3,674 | 112,605 | SH | DFND | 112,605 | 0 | 0 | ||
TOTAL SYS SVCS INC | COM | 891906109 | 5,712 | 233,332 | SH | DFND | 233,332 | 0 | 0 | ||
TRACTOR SUPPLY CO | COM | 892356106 | 6,778 | 57,611 | SH | DFND | 57,611 | 0 | 0 | ||
TRANSPORTADORA DE GAS SUR | SPON ADR B | 893870204 | 31 | 17,500 | SH | DFND | 17,500 | 0 | 0 | ||
TRINA SOLAR LIMITED | NOTE 4.000% 7/1 | 89628EAA2 | 8,955 | 9,000,000 | PRN | DFND | 9,000,000 | 0 | 0 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 1,166 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
TYCO INTERNATIONAL LTD | SHS | H89128104 | 2,109 | 64,000 | SH | Call | DFND | 64,000 | 0 | 0 | |
UAL CORP | NOTE 6.000%10/1 | 902549AJ3 | 51,061 | 14,000,000 | PRN | DFND | 14,000,000 | 0 | 0 | ||
UNITED STATES STL CORP NEW | NOTE 4.000% 5/1 | 912909AE8 | 19,443 | 18,955,000 | PRN | DFND | 18,955,000 | 0 | 0 | ||
URBAN OUTFITTERS INC | COM | 917047102 | 773 | 19,210 | SH | DFND | 19,210 | 0 | 0 | ||
USEC INC | NOTE 3.000%10/0 | 90333EAC2 | 2,530 | 11,000,000 | PRN | DFND | 11,000,000 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 68,266 | 373,527 | SH | DFND | 373,527 | 0 | 0 | ||
VISTEON CORP | COM NEW | 92839U206 | 1,910 | 30,253 | SH | DFND | 30,253 | 0 | 0 | ||
VMWARE INC | CL A COM | 928563402 | 5,197 | 77,568 | SH | DFND | 77,568 | 0 | 0 | ||
VMWARE INC | CL A COM | 928563402 | 16,480 | 246,000 | SH | Call | DFND | 246,000 | 0 | 0 | |
VOLCANO CORPORATION | NOTE 1.750%12/0 | 928645AB6 | 7,780 | 8,500,000 | PRN | DFND | 8,500,000 | 0 | 0 | ||
WABCO HLDGS INC | COM | 92927K102 | 1,330 | 17,805 | SH | DFND | 17,805 | 0 | 0 | ||
WALGREEN CO | COM | 931422109 | 33,837 | 765,532 | SH | DFND | 765,532 | 0 | 0 | ||
WARNER CHILCOTT PLC IRELAND | SHS A | G94368100 | 27,908 | 1,403,843 | SH | DFND | 1,403,843 | 0 | 0 | ||
WELLPOINT INC | COM | 94973V107 | 294 | 3,588 | SH | DFND | 3,588 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 1,659 | 40,200 | SH | DFND | 40,200 | 0 | 0 | ||
WESCO INTL INC | COM | 95082P105 | 4,032 | 59,326 | SH | DFND | 59,326 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 8,809 | 76,873 | SH | DFND | 76,873 | 0 | 0 | ||
WHITING PETE CORP NEW | COM | 966387102 | 3,255 | 70,627 | SH | DFND | 70,627 | 0 | 0 | ||
WORKDAY INC | CL A | 98138H101 | 12,995 | 202,766 | SH | DFND | 202,766 | 0 | 0 | ||
ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 1,140 | 198,360 | SH | DFND | 198,360 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 993 | 32,157 | SH | DFND | 32,157 | 0 | 0 |