The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
ACUITY BRANDS INC COM 00508Y102 2,458 26,827 SH   DFND   26,827 0 0
AGRIUM INC COM 008916108 647 7,700 SH   DFND   7,700 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 1,041 1,000,000 PRN   DFND   1,000,000 0 0
ALTERA CORP COM 021441100 3,950 106,285 SH   DFND   106,285 0 0
AMAZON COM INC COM 023135106 656 2,097 SH   DFND   2,097 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,067 42,500 SH   DFND   42,500 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 9,001 9,500,000 PRN   DFND   9,500,000 0 0
AMPHENOL CORP NEW CL A 032095101 3,061 39,558 SH   DFND   39,558 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 5,672 5,575,000 PRN   DFND   5,575,000 0 0
APPLE INC COM 037833100 18,094 37,953 SH   DFND   37,953 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 14,452 14,200,000 PRN   DFND   14,200,000 0 0
ARM HLDGS PLC CALL 042068906 2,752 57,200 SH Call DFND   57,200 0 0
ARM HLDGS PLC SPONSORED ADR 042068106 4,673 97,104 SH   DFND   97,104 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 817 14,873 SH   DFND   14,873 0 0
ASHLAND INC NEW COM 044209104 2,901 31,354 SH   DFND   31,354 0 0
BANK OF AMERICA CORPORATION COM 060505104 2,447 177,349 SH   DFND   177,349 0 0
BERKSHIRE HATHAWAY INC DEL CALL 084670902 1,135 10,000 SH Call DFND   10,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,476 13,000 SH   DFND   13,000 0 0
BEST BUY INC COM 086516101 4,427 118,008 SH   DFND   118,008 0 0
BROADCOM CORP CL A 111320107 7,761 298,400 SH   DFND   298,400 0 0
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 1,153 50,100 SH   DFND   50,100 0 0
CELANESE CORP DEL COM SER A 150870103 688 13,038 SH   DFND   13,038 0 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 3,374 2,650,000 PRN   DFND   2,650,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 16,217 12,455,000 PRN   DFND   12,455,000 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 5,906 5,035,000 PRN   DFND   5,035,000 0 0
CENTRAL EUROPEAN MEDIA NOTE 5.000%11/1 153443AH9 13,011 13,500,000 PRN   DFND   13,500,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,907 55,859 SH   DFND   55,859 0 0
CISCO SYS INC COM 17275R102 545 23,283 SH   DFND   23,283 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 2,529 3,381,640 SH   DFND   3,381,640 0 0
CITIGROUP INC CALL 172967904 21,810 449,600 SH Call DFND   449,600 0 0
CITIGROUP INC COM NEW 172967424 15,870 327,150 SH   DFND   327,150 0 0
CME GROUP INC CALL 12572Q905 11,540 156,200 SH Call DFND   156,200 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 19,020 18,000,000 PRN   DFND   18,000,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 146 1,778 SH   DFND   1,778 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 9,429 23,138,000 PRN   DFND   23,138,000 0 0
CONCUR TECHNOLOGIES INC COM 206708109 784 7,097 SH   DFND   7,097 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 6,502 4,750,000 PRN   DFND   4,750,000 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 7,600 5,000,000 PRN   DFND   5,000,000 0 0
DEERE & CO COM 244199105 366 4,500 SH   DFND   4,500 0 0
DENDREON CORP NOTE 2.875% 1/1 24823QAC1 2,240 3,500,000 PRN   DFND   3,500,000 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 15,865 13,993,000 PRN   DFND   13,993,000 0 0
DIRECTV COM 25490A309 598 10,000 SH   DFND   10,000 0 0
DISCOVER FINL SVCS COM 254709108 21,892 433,167 SH   DFND   433,167 0 0
DISNEY WALT CO COM DISNEY 254687106 5,239 81,231 SH   DFND   81,231 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 6,890 7,084,000 PRN   DFND   7,084,000 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 3,984 2,500,000 PRN   DFND   2,500,000 0 0
EBAY INC COM 278642103 753 13,489 SH   DFND   13,489 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 9,250 8,500,000 PRN   DFND   8,500,000 0 0
EQUIFAX INC COM 294429105 12,920 215,879 SH   DFND   215,879 0 0
FACEBOOK INC CL A 30303M102 33,365 664,104 SH   DFND   664,104 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 7,117 5,000,000 PRN   DFND   5,000,000 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,001 60,495 SH   DFND   60,495 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 3,558 3,150,000 PRN   DFND   3,150,000 0 0
GENERAL MTRS CO COM 37045V100 2,755 76,585 SH   DFND   76,585 0 0
GENWORTH FINL INC COM CL A 37247D106 2 182 SH   DFND   182 0 0
GILEAD SCIENCES INC COM 375558103 3,949 62,690 SH   DFND   62,690 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 20,780 7,500,000 PRN   DFND   7,500,000 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 11,342 11,220,000 PRN   DFND   11,220,000 0 0
GOLDEN STAR RES LTD CDA DEBT 5.000% 6/0 38119TAE4 12,191 17,750,000 PRN   DFND   17,750,000 0 0
GOOGLE INC CL A 38259P508 8,349 9,532 SH   DFND   9,532 0 0
GOOGLE INC PUT 38259P958 3,328 3,800 SH Put DFND   3,800 0 0
GROUPON INC COM CL A 399473107 4,212 375,702 SH   DFND   375,702 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 307 11,000 SH   DFND   11,000 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 1,302 1,000,000 PRN   DFND   1,000,000 0 0
HAIN CELESTIAL GROUP INC COM 405217100 386 5,000 SH   DFND   5,000 0 0
HANWHA SOLARONE CO LTD SPONSORED ADR 41135V103 136 30,624 SH   DFND   30,624 0 0
HESS CORP COM 42809H107 665 8,600 SH   DFND   8,600 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 2,802 2,800,000 PRN   DFND   2,800,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 6,965 6,175,000 PRN   DFND   6,175,000 0 0
HORMEL FOODS CORP COM 440452100 750 17,808 SH   DFND   17,808 0 0
INTEL CORP CALL 458140900 11,251 490,900 SH Call DFND   490,900 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 649 600,000 PRN   DFND   600,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 12,697 10,260,000 PRN   DFND   10,260,000 0 0
INTERMUNE INC NOTE 2.500% 9/1 45884XAE3 4,520 5,029,000 PRN   DFND   5,029,000 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 5,555 30,000 SH Call DFND   30,000 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4,197 50,995 SH   DFND   50,995 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,193 63,000 SH   DFND   63,000 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 7,883 7,132,000 PRN   DFND   7,132,000 0 0
ISHARES CALL 464287904 25,481 625,000 SH Call DFND   625,000 0 0
JINKOSOLAR HLDG CO LTD NOTE 4.000% 5/1 47759TAA8 11,975 11,960,000 PRN   DFND   11,960,000 0 0
JPMORGAN CHASE & CO COM 46625H100 16,470 318,632 SH   DFND   318,632 0 0
KRAFT FOODS GROUP INC COM 50076Q106 9 165 SH   DFND   165 0 0
LAM RESEARCH CORP CALL 512807908 6,588 128,700 SH Call DFND   128,700 0 0
LAM RESEARCH CORP COM 512807108 5,245 102,470 SH   DFND   102,470 0 0
LAS VEGAS SANDS CORP CALL 517834907 584 8,800 SH Call DFND   8,800 0 0
LAS VEGAS SANDS CORP COM 517834107 8,186 123,245 SH   DFND   123,245 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 20,386 38,924,000 PRN   DFND   38,924,000 0 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 6,334 6,000,000 PRN   DFND   6,000,000 0 0
LINEAR TECHNOLOGY CORP CALL 535678906 456 11,500 SH Call DFND   11,500 0 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 11,236 10,500,000 PRN   DFND   10,500,000 0 0
LINKEDIN CORP COM CL A 53578A108 8,847 35,956 SH   DFND   35,956 0 0
LOWES COS INC COM 548661107 2,041 42,862 SH   DFND   42,862 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 2,382 41,027 SH   DFND   41,027 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 5,154 296,715 SH   DFND   296,715 0 0
MANNKIND CORP NOTE 3.750%12/1 56400PAA0 12,563 12,690,000 PRN   DFND   12,690,000 0 0
MARATHON PETE CORP COM 56585A102 302 4,700 SH   DFND   4,700 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,035 90,000 SH   DFND   90,000 0 0
MASTERCARD INC CL A 57636Q104 15,366 22,839 SH   DFND   22,839 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 4,493 3,528,000 PRN   DFND   3,528,000 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 10,330 8,135,000 PRN   DFND   8,135,000 0 0
MICRON TECHNOLOGY INC COM 595112103 2,427 138,910 SH   DFND   138,910 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 4,713 3,710,000 PRN   DFND   3,710,000 0 0
MOLYCORP INC DEL NOTE 5.500% 2/0 608753AH2 525 500,000 PRN   DFND   500,000 0 0
MOLYCORP INC DEL NOTE 6.000% 9/0 608753AF6 11,070 13,500,000 PRN   DFND   13,500,000 0 0
MONDELEZ INTL INC CL A 609207105 16 497 SH   DFND   497 0 0
NATIONAL OILWELL VARCO INC COM 637071101 781 10,000 SH   DFND   10,000 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 4,497 4,425,000 PRN   DFND   4,425,000 0 0
NCR CORP NEW COM 62886E108 5,609 141,595 SH   DFND   141,595 0 0
NETSUITE INC COM 64118Q107 5,887 54,543 SH   DFND   54,543 0 0
NEWMONT MINING CORP CALL 651639906 5,620 200,000 SH Call DFND   200,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 5,220 4,700,000 PRN   DFND   4,700,000 0 0
NORDSON CORP COM 655663102 2,525 34,282 SH   DFND   34,282 0 0
NUVERRA ENVIRONMENTAL SOLUTI COM 67091K104 600 261,809 SH   DFND   261,809 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,571 20,154 SH   DFND   20,154 0 0
ODYSSEY MARINE EXPLORATION I COM 676118102 1,089 361,955 SH   DFND   361,955 0 0
PALL CORP COM 696429307 763 9,900 SH   DFND   9,900 0 0
PPG INDS INC COM 693506107 5,761 34,508 SH   DFND   34,508 0 0
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 9,293 7,200,000 PRN   DFND   7,200,000 0 0
PROLOGIS NOTE 3.250% 3/1 74340XAT8 6,422 5,650,000 PRN   DFND   5,650,000 0 0
PROSPECT CAPITAL CORPORATION MTNF 5.375%10/1 74348TAK8 4,125 4,000,000 PRN   DFND   4,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 2,045 2,000,000 PRN   DFND   2,000,000 0 0
QIWI PLC SPON ADR REP B 74735M108 4,518 144,524 SH   DFND   144,524 0 0
QLIK TECHNOLOGIES INC COM 74733T105 13,497 394,176 SH   DFND   394,176 0 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 6,312 4,450,000 PRN   DFND   4,450,000 0 0
REALOGY HLDGS CORP COM 75605Y106 2,478 57,598 SH   DFND   57,598 0 0
RED HAT INC COM 756577102 592 12,826 SH   DFND   12,826 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 551 15,000 SH   DFND   15,000 0 0
SALESFORCE COM INC COM 79466L302 10,737 206,844 SH   DFND   206,844 0 0
SALESFORCE COM INC PUT 79466L952 2,663 51,300 SH Put DFND   51,300 0 0
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 10,570 8,610,000 PRN   DFND   8,610,000 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 24,195 18,230,000 PRN   DFND   18,230,000 0 0
SEADRILL LIMITED SHS G7945E105 3,618 80,641 SH   DFND   80,641 0 0
SELECT SECTOR SPDR TR CALL 81369Y905 5,892 295,800 SH Call DFND   295,800 0 0
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 4,645 121,379 SH   DFND   121,379 0 0
SERVICENOW INC COM 81762P102 18,418 354,531 SH   DFND   354,531 0 0
SIGNET JEWELERS LIMITED SHS G81276100 22,596 319,590 SH   DFND   319,590 0 0
SINA CORP ORD G81477104 151 1,860 SH   DFND   1,860 0 0
SOLARFUN POWER HOLDINGS CO L NOTE 3.500% 1/1 83415UAB4 15,897 17,279,000 PRN   DFND   17,279,000 0 0
SPDR S&P 500 ETF TR PUT 78462F953 4,202 25,000 SH Put DFND   25,000 0 0
SPLUNK INC COM 848637104 17,881 297,817 SH   DFND   297,817 0 0
STARBUCKS CORP COM 855244109 3,013 39,143 SH   DFND   39,143 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 2,277 2,200,000 PRN   DFND   2,200,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 7,433 7,250,000 PRN   DFND   7,250,000 0 0
TABLEAU SOFTWARE INC CL A 87336U105 2,259 31,711 SH   DFND   31,711 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 36,320 2,141,502 SH   DFND   2,141,502 0 0
TATA MTRS LTD SPONSORED ADR 876568502 165 6,180 SH   DFND   6,180 0 0
TERADATA CORP DEL COM 88076W103 668 12,058 SH   DFND   12,058 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 4,234 2,500,000 PRN   DFND   2,500,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,834 75,000 SH   DFND   75,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 276 3,000 SH   DFND   3,000 0 0
TIBCO SOFTWARE INC COM 88632Q103 6,159 240,670 SH   DFND   240,670 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 2,524 107,077 SH   DFND   107,077 0 0
TOTAL SYS SVCS INC COM 891906109 9,385 318,987 SH   DFND   318,987 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 1,216 1,000,000 PRN   DFND   1,000,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,460 73,432 SH   DFND   73,432 0 0
UAL CORP NOTE 6.000%10/1 902549AJ3 23,305 6,500,000 PRN   DFND   6,500,000 0 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 11,209 10,955,000 PRN   DFND   10,955,000 0 0
USEC INC NOTE 3.000%10/0 90333EAC2 672 2,500,000 PRN   DFND   2,500,000 0 0
VISA INC COM CL A 92826C839 17,667 92,443 SH   DFND   92,443 0 0
VMWARE INC CL A COM 928563402 17,337 214,297 SH   DFND   214,297 0 0
VMWARE INC PUT 928563952 5,299 65,500 SH Put DFND   65,500 0 0
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 2,787 2,695,000 PRN   DFND   2,695,000 0 0
WELLS FARGO & CO NEW COM 949746101 1,661 40,200 SH   DFND   40,200 0 0
WESCO INTL INC COM 95082P105 3,654 47,748 SH   DFND   47,748 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 13,758 5,000,000 PRN   DFND   5,000,000 0 0
WHIRLPOOL CORP COM 963320106 3,560 24,330 SH   DFND   24,330 0 0
WORKDAY INC CL A 98138H101 7,353 90,859 SH   DFND   90,859 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 1,010 198,360 SH   DFND   198,360 0 0