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
ABBVIE INC COM 00287Y109 136 2,300 SH   DFND   2,300 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 14 91 SH   DFND   91 0 0
AIR PRODS & CHEMS INC COM 009158106 9 70 SH   DFND   70 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 12 477 SH   DFND   477 0 0
DIAMONDBACK ENERGY INC COM 25278X109 32 477 SH   DFND   477 0 0
GILEAD SCIENCES INC COM 375558103 8 81 SH   DFND   81 0 0
JPMORGAN CHASE & CO COM 46625H100 13 196 SH   DFND   196 0 0
KRAFT HEINZ CO COM 500754106 12 165 SH   DFND   165 0 0
MONDELEZ INTL INC CL A 609207105 22 497 SH   DFND   497 0 0
NETFLIX INC COM 64110L106 1 13 SH   DFND   13 0 0
RAYTHEON CO COM NEW 755111507 18 146 SH   DFND   146 0 0
ROSS STORES INC COM 778296103 14 262 SH   DFND   262 0 0
ROYAL GOLD INC COM 780287108 59 1,608 SH   DFND   1,608 0 0
STAPLES INC COM 855030102 59 6,193 SH   DFND   6,193 0 0
UNDER ARMOUR INC CL A 904311107 14 172 SH   DFND   172 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1 13 SH   DFND   13 0 0
WAL-MART STORES INC COM 931142103 7 113 SH   DFND   113 0 0
WYNN RESORTS LTD COM 983134107 0 3 SH   DFND   3 0 0
3M CO COM 88579Y101 1,823 12,100 SH   DFND   12,100 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 434 129,128 SH   DFND   129,128 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 22,271 356,562 SH   DFND   356,562 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,768 71,500 SH   DFND   71,500 0 0
ACUITY BRANDS INC COM 00508Y102 584 2,500 SH   DFND   2,500 0 0
ADTRAN INC COM 00738A106 1,980 115,000 SH   DFND   115,000 0 0
AETNA INC NEW COM 00817Y108 8,082 74,748 SH   DFND   74,748 0 0
AFFIMED N V COM N01045108 423 59,403 SH   DFND   59,403 0 0
AGL RES INC COM 001204106 9,517 149,140 SH   DFND   149,140 0 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 365 65,300 SH   DFND   65,300 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 7,334 7,650,000 PRN   DFND   7,650,000 0 0
AKORN INC COM 009728106 746 20,000 SH   DFND   20,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 44,828 235,010 SH   DFND   235,010 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5,212 64,127 SH   DFND   64,127 0 0
ALKERMES PLC SHS G01767105 4,792 60,367 SH   DFND   60,367 0 0
ALLERGAN PLC SHS G0177J108 26,952 86,247 SH   DFND   86,247 0 0
ALLERGAN PLC SHS G0177J108 31,313 100,200 SH Call DFND   100,200 0 0
ALLY FINL INC COM 02005N100 10,904 585,000 SH   DFND   585,000 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4,739 50,342 SH   DFND   50,342 0 0
ALPHABET INC CAP STK CL A 02079K305 2,995 3,850 SH   DFND   3,850 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 1,272 102,493 SH   DFND   102,493 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,029 73,182 SH   DFND   73,182 0 0
AMERICAN EXPRESS CO COM 025816109 626 9,000 SH   DFND   9,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 35,495 38,220,000 PRN   DFND   38,220,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 5,148 53,101 SH   DFND   53,101 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,043 84,404 SH   DFND   84,404 0 0
AMGEN INC COM 031162100 3,896 24,000 SH   DFND   24,000 0 0
AMICUS THERAPEUTICS INC COM 03152W109 395 40,693 SH   DFND   40,693 0 0
ANADARKO PETE CORP COM 032511107 2,286 47,055 SH   DFND   47,055 0 0
ANIXTER INTL INC COM 035290105 1,709 28,294 SH   DFND   28,294 0 0
ANTHEM INC COM 036752103 23,085 165,557 SH   DFND   165,557 0 0
APACHE CORP COM 037411105 1,921 43,200 SH   DFND   43,200 0 0
APPLE INC COM 037833100 6,688 63,533 SH   DFND   63,533 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 144 22,558 SH   DFND   22,558 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 1,307 200,000 SH   DFND   200,000 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 500 500,000 PRN   DFND   500,000 0 0
AT&T INC COM 00206R102 5,894 171,295 SH   DFND   171,295 0 0
ATMEL CORP COM 049513104 18,895 2,194,586 SH   DFND   2,194,586 0 0
ATWOOD OCEANICS INC COM 050095108 259 25,286 SH   DFND   25,286 0 0
AUTOLIV INC COM 052800109 317 2,540 SH   DFND   2,540 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 6,532 45,000 SH Call DFND   45,000 0 0
AVOLON HLDGS LTD COM G52237107 1,560 50,400 SH   DFND   50,400 0 0
AXALTA COATING SYS LTD COM G0750C108 2,052 77,002 SH   DFND   77,002 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 4,244 5,000,000 PRN   DFND   5,000,000 0 0
BAIDU INC SPON ADR REP A 056752108 350 1,849 SH   DFND   1,849 0 0
BAKER HUGHES INC COM 057224107 39,683 859,860 SH   DFND   859,860 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 3,825 190,287 SH   DFND   190,287 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 10,050 500,000 SH Call DFND   500,000 0 0
BAXALTA INC COM 07177M103 43,239 1,107,833 SH   DFND   1,107,833 0 0
BIOMED REALTY TRUST INC COM 09063H107 2,050 86,548 SH   DFND   86,548 0 0
BLACKROCK CAPITAL INVESTMENT NOTE 5.500% 2/1 092533AB4 860 835,000 PRN   DFND   835,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 2,496 85,365 SH   DFND   85,365 0 0
BONA FILM GROUP LTD SPONSORED ADS 09777B107 992 75,000 SH   DFND   75,000 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 358 11,609 SH   DFND   11,609 0 0
BORGWARNER INC COM 099724106 628 14,527 SH   DFND   14,527 0 0
BROADCOM CORP CL A 111320107 41,747 722,014 SH   DFND   722,014 0 0
CABOT OIL & GAS CORP COM 127097103 3,082 174,230 SH   DFND   174,230 0 0
CAMECO CORP COM 13321L108 2,623 212,771 SH   DFND   212,771 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 6,346 100,416 SH   DFND   100,416 0 0
CAMPUS CREST CMNTYS INC COM 13466Y105 4,338 637,900 SH   DFND   637,900 0 0
CANADIAN PAC RY LTD COM 13645T100 3,967 31,088 SH   DFND   31,088 0 0
CARDINAL HEALTH INC COM 14149Y108 7,955 89,108 SH   DFND   89,108 0 0
CATERPILLAR INC DEL COM 149123101 19,437 286,000 SH Put DFND   286,000 0 0
CBS CORP NEW CL B 124857202 589 12,500 SH   DFND   12,500 0 0
CELGENE CORP COM 151020104 9,114 76,100 SH   DFND   76,100 0 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 11,039 10,920,000 PRN   DFND   10,920,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 8,052 8,640,000 PRN   DFND   8,640,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 373 67,000 SH   DFND   67,000 0 0
CENOVUS ENERGY INC COM 15135U109 1,353 107,389 SH   DFND   107,389 0 0
CENTRUS ENERGY CORP CL A 15643U104 238 180,083 SH   DFND   180,083 0 0
CF INDS HLDGS INC COM 125269100 816 20,000 SH   DFND   20,000 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,651 32,576 SH   DFND   32,576 0 0
CHENIERE ENERGY INC COM NEW 16411R208 5,424 145,613 SH   DFND   145,613 0 0
CHENIERE ENERGY INC COM NEW 16411R208 21,650 581,200 SH Call DFND   581,200 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 2,456 4,700,000 PRN   DFND   4,700,000 0 0
CHINA CORD BLOOD CORP SHS G21107100 4,889 767,462 SH   DFND   767,462 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 480 1,001 SH   DFND   1,001 0 0
CHUBB CORP COM 171232101 2,242 16,906 SH   DFND   16,906 0 0
CIGNA CORPORATION COM 125509109 54,322 371,235 SH   DFND   371,235 0 0
CIMAREX ENERGY CO COM 171798101 2,348 26,266 SH   DFND   26,266 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 419 2,328,084 SH   DFND   2,328,084 0 0
CITIZENS FINL GROUP INC COM 174610105 9,428 360,000 SH   DFND   360,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 17,445 16,000,000 PRN   DFND   16,000,000 0 0
COACH INC COM 189754104 26,343 804,867 SH   DFND   804,867 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 9,504 16,730,000 PRN   DFND   16,730,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 15,354 28,725,000 PRN   DFND   28,725,000 0 0
COMCAST CORP NEW CL A 20030N101 2,822 50,000 SH   DFND   50,000 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 862 32,500 SH   DFND   32,500 0 0
CONCHO RES INC COM 20605P101 7,847 84,499 SH   DFND   84,499 0 0
CONCORDIA HEALTHCARE CORP COM 206519100 13,260 324,750 SH   DFND   324,750 0 0
CONSTANT CONTACT INC COM 210313102 1,960 67,027 SH   DFND   67,027 0 0
CONTINENTAL RESOURCES INC COM 212015101 2,860 124,445 SH   DFND   124,445 0 0
COOPER TIRE & RUBR CO COM 216831107 434 11,478 SH   DFND   11,478 0 0
CORE LABORATORIES N V COM N22717107 803 7,380 SH   DFND   7,380 0 0
CRESCENT PT ENERGY CORP COM 22576C101 656 56,516 SH   DFND   56,516 0 0
CSX CORP COM 126408103 1,838 70,839 SH   DFND   70,839 0 0
CSX CORP COM 126408103 11,374 438,300 SH Call DFND   438,300 0 0
CTC MEDIA INC COM 12642X106 1,355 732,676 SH   DFND   732,676 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 397 300,000 PRN   DFND   300,000 0 0
CUMMINS INC COM 231021106 1,320 15,000 SH   DFND   15,000 0 0
CVSL INC COM NEW 12665T206 102 103,006 SH   DFND   103,006 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,394 20,000 SH   DFND   20,000 0 0
DELEK US HLDGS INC COM 246647101 1,191 48,414 SH   DFND   48,414 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,033 12,046 SH   DFND   12,046 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 568 11,200 SH   DFND   11,200 0 0
DELTA TECHNOLOGY HLDGS LTD *W EXP 12/18/201 G8477B113 50 200,000 SH   DFND   200,000 0 0
DENTSPLY INTL INC NEW COM 249030107 18,251 299,938 SH   DFND   299,938 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 5,572 688,729 SH   DFND   688,729 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,985 74,400 SH   DFND   74,400 0 0
DISNEY WALT CO COM DISNEY 254687106 7,013 66,742 SH   DFND   66,742 0 0
DOLLAR GEN CORP NEW COM 256677105 5,977 83,163 SH   DFND   83,163 0 0
DOLLAR TREE INC COM 256746108 13,681 177,163 SH   DFND   177,163 0 0
DOMTAR CORP COM NEW 257559203 1,359 36,781 SH   DFND   36,781 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 240 500,000 SH   DFND   500,000 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 4,780 500,000 SH   DFND   500,000 0 0
DRIL-QUIP INC COM 262037104 663 11,197 SH   DFND   11,197 0 0
DRYSHIPS INC SHS Y2109Q101 310 1,785,652 SH   DFND   1,785,652 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,596 23,965 SH   DFND   23,965 0 0
DYAX CORP COM 26746E103 11,417 303,471 SH   DFND   303,471 0 0
DYNEGY INC NEW DEL COM 26817R108 1,340 100,000 SH   DFND   100,000 0 0
E HOUSE CHINA HLDGS LTD ADR 26852W103 10,862 1,726,942 SH   DFND   1,726,942 0 0
E M C CORP MASS COM 268648102 27,884 1,085,830 SH   DFND   1,085,830 0 0
EASTMAN CHEM CO COM 277432100 3,174 47,014 SH   DFND   47,014 0 0
EATON CORP PLC SHS G29183103 3,205 61,586 SH   DFND   61,586 0 0
EBAY INC COM 278642103 2,030 73,883 SH   DFND   73,883 0 0
ECOLAB INC COM 278865100 343 3,000 SH   DFND   3,000 0 0
EDGEWELL PERS CARE CO COM 28035Q102 7,837 100,000 SH   DFND   100,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 836 1,135,000 PRN   DFND   1,135,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 4,312 5,000,000 PRN   DFND   5,000,000 0 0
ENDO INTL PLC SHS G30401106 16,610 271,311 SH   DFND   271,311 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 675 20,000 SH   DFND   20,000 0 0
ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 29274UAB7 518 7,145,000 PRN   DFND   7,145,000 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 3,954 6,660,000 PRN   DFND   6,660,000 0 0
ENSCO PLC SHS CLASS A G3157S106 396 25,712 SH   DFND   25,712 0 0
EOG RES INC COM 26875P101 3,229 45,611 SH   DFND   45,611 0 0
EQUIFAX INC COM 294429105 557 5,000 SH   DFND   5,000 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 342 15,363 SH   DFND   15,363 0 0
EURONAV NV ANTWERPEN SHS B38564108 2,095 152,794 SH   DFND   152,794 0 0
EXXON MOBIL CORP COM 30231G102 4,588 58,856 SH   DFND   58,856 0 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 838 33,900 SH   DFND   33,900 0 0
EZCORP INC NOTE 2.125% 6/1 302301AB2 10,834 15,575,000 PRN   DFND   15,575,000 0 0
FACEBOOK INC CL A 30303M102 12,630 120,680 SH   DFND   120,680 0 0
FACEBOOK INC CL A 30303M102 30,948 295,700 SH Put DFND   295,700 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 27,797 1,342,184 SH   DFND   1,342,184 0 0
FASTENAL CO COM 311900104 7,345 179,927 SH   DFND   179,927 0 0
FEDEX CORP COM 31428X106 2,139 14,355 SH   DFND   14,355 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 698 49,898 SH   DFND   49,898 0 0
FIDELITY & GTY LIFE COM 315785105 1,017 40,100 SH   DFND   40,100 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 9,556 5,000,000 PRN   DFND   5,000,000 0 0
FIRST CASH FINL SVCS INC COM 31942D107 1,138 30,413 SH   DFND   30,413 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 5,003 35,000 SH   DFND   35,000 0 0
FMC TECHNOLOGIES INC COM 30249U101 14,623 504,070 SH   DFND   504,070 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 5,160 55,875 SH   DFND   55,875 0 0
FOOT LOCKER INC COM 344849104 3,488 53,589 SH   DFND   53,589 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,726 193,478 SH   DFND   193,478 0 0
FRANKLIN RES INC COM 354613101 3,029 82,256 SH   DFND   82,256 0 0
FRANKS INTL N V COM N33462107 1,661 99,501 SH   DFND   99,501 0 0
FREEPORT-MCMORAN INC CL B 35671D857 4,050 598,177 SH   DFND   598,177 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 435 4,750 SH   DFND   4,750 0 0
FRONTLINE LTD SHS G3682E127 1,234 412,788 SH   DFND   412,788 0 0
FULLER H B CO COM 359694106 1,067 29,256 SH   DFND   29,256 0 0
FX ENERGY INC COM 302695101 1,096 952,692 SH   DFND   952,692 0 0
GALAPAGOS NV SPON ADR 36315X101 4,421 70,309 SH   DFND   70,309 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 1,306 97,280 SH   DFND   97,280 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 4,028 6,600,000 PRN   DFND   6,600,000 0 0
GENERAL DYNAMICS CORP COM 369550108 294 2,138 SH   DFND   2,138 0 0
GENERAL ELECTRIC CO COM 369604103 4,642 149,019 SH   DFND   149,019 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 1,287 52,937 SH   DFND   52,937 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 863 52,937 SH   DFND   52,937 0 0
GENERAL MTRS CO COM 37045V100 872 25,627 SH   DFND   25,627 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,598 19,965 SH   DFND   19,965 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,302 39,861 SH   DFND   39,861 0 0
GORES HLDGS INC *W EXP 08/13/202 382866119 100 250,000 SH   DFND   250,000 0 0
GORES HLDGS INC CL A 382866101 2,500 250,000 SH   DFND   250,000 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 12,638 10,000,000 PRN   DFND   10,000,000 0 0
HAIN CELESTIAL GROUP INC COM 405217100 808 20,000 SH   DFND   20,000 0 0
HALLIBURTON CO COM 406216101 48,596 1,427,604 SH   DFND   1,427,604 0 0
HARLEY DAVIDSON INC COM 412822108 685 15,083 SH   DFND   15,083 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 8,692 200,000 SH Call DFND   200,000 0 0
HCA HOLDINGS INC COM 40412C101 5,216 77,125 SH   DFND   77,125 0 0
HEARTLAND PMT SYS INC COM 42235N108 643 6,777 SH   DFND   6,777 0 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 19 125,000 SH   DFND   125,000 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 1,205 125,000 SH   DFND   125,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 4,038 75,300 SH   DFND   75,300 0 0
HERCULES OFFSHORE INC COM NEW 427093307 240 110,809 SH   DFND   110,809 0 0
HESS CORP COM 42809H107 2,182 45,000 SH   DFND   45,000 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 1,391 65,000 SH   DFND   65,000 0 0
HOLLYFRONTIER CORP COM 436106108 5,774 144,744 SH   DFND   144,744 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 5,844 4,355,000 PRN   DFND   4,355,000 0 0
HOME DEPOT INC COM 437076102 869 6,571 SH   DFND   6,571 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 1,127 33,000 SH   DFND   33,000 0 0
HONEYWELL INTL INC COM 438516106 3,200 30,900 SH   DFND   30,900 0 0
HUDBAY MINERALS INC *W EXP 07/20/201 443628136 50 233,206 SH   DFND   233,206 0 0
HUDBAY MINERALS INC COM 443628102 792 207,281 SH   DFND   207,281 0 0
HUMANA INC COM 444859102 23,272 130,369 SH   DFND   130,369 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 308 2,432 SH   DFND   2,432 0 0
ICICI BK LTD ADR 45104G104 1,867 238,389 SH   DFND   238,389 0 0
IDREAMSKY TECHNOLOGY LIMITED SPONSORED ADS 45173K101 723 53,977 SH   DFND   53,977 0 0
ILLUMINA INC NOTE 6/1 452327AF6 15,214 13,880,000 PRN   DFND   13,880,000 0 0
INCYTE CORP COM 45337C102 2,162 19,934 SH   DFND   19,934 0 0
INTEL CORP SDCV 12/1 458140AD2 1,283 1,000,000 PRN   DFND   1,000,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 14,996 9,000,000 PRN   DFND   9,000,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 370 2,479 SH   DFND   2,479 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 688 5,000 SH   DFND   5,000 0 0
INTREXON CORP COM 46122T102 687 22,793 SH   DFND   22,793 0 0
ISHARES TR IBOXX HI YD ETF 464288513 8,058 100,000 SH Call DFND   100,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 362 6,164 SH   DFND   6,164 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,377 42,777 SH   DFND   42,777 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 22,524 200,000 SH Put DFND   200,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 29,675 263,500 SH Call DFND   263,500 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 5,643 5,000,000 PRN   DFND   5,000,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,561 239,856 SH   DFND   239,856 0 0
JARDEN CORP NOTE 1.125% 3/1 471109AM0 9,450 7,695,000 PRN   DFND   7,695,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 15,497 8,500,000 PRN   DFND   8,500,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 7,780 7,425,000 PRN   DFND   7,425,000 0 0
JD COM INC SPON ADR CL A 47215P106 481 14,911 SH   DFND   14,911 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 7,416 7,875,000 PRN   DFND   7,875,000 0 0
JIAYUAN COM INTL LTD SPONSORED ADR 477374102 278 37,300 SH   DFND   37,300 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 470 17,000 SH   DFND   17,000 0 0
JOHNSON & JOHNSON COM 478160104 889 8,656 SH   DFND   8,656 0 0
KATE SPADE & CO COM 485865109 18,486 1,040,274 SH   DFND   1,040,274 0 0
KENNAMETAL INC COM 489170100 1,028 53,523 SH   DFND   53,523 0 0
KEURIG GREEN MTN INC COM 49271M100 5,489 61,000 SH   DFND   61,000 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 49 818,000 SH   DFND   818,000 0 0
KINDER MORGAN INC DEL COM 49456B101 4,178 280,000 SH Call DFND   280,000 0 0
KING DIGITAL ENTMT PLC ORD SHS G5258J109 4,220 236,000 SH   DFND   236,000 0 0
KINROSS GOLD CORP COM NO PAR 496902404 361 200,000 SH   DFND   200,000 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,527 29,515 SH   DFND   29,515 0 0
LAM RESEARCH CORP COM 512807108 5,933 74,700 SH Call DFND   74,700 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 647 500,000 PRN   DFND   500,000 0 0
LAZARD LTD SHS A G54050102 3,026 67,221 SH   DFND   67,221 0 0
LEAR CORP COM NEW 521865204 1,604 13,059 SH   DFND   13,059 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 22,762 15,000,000 PRN   DFND   15,000,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 24,080 46,500,000 PRN   DFND   46,500,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 11,266 11,435,000 PRN   DFND   11,435,000 0 0
LINDBLAD EXPEDITIONS HLDGS I *W EXP 07/08/202 535219117 474 155,356 SH   DFND   155,356 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 18,209 17,365,000 PRN   DFND   17,365,000 0 0
LIVANOVA PLC SHS G5509L101 5,657 95,285 SH   DFND   95,285 0 0
LOCKHEED MARTIN CORP COM 539830109 4,756 21,902 SH   DFND   21,902 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 869 10,000 SH   DFND   10,000 0 0
MACYS INC COM 55616P104 536 15,328 SH   DFND   15,328 0 0
MAGNA INTL INC COM 559222401 8,997 221,827 SH   DFND   221,827 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 31,746 425,384 SH   DFND   425,384 0 0
MANITOWOC INC COM 563571108 5,460 355,703 SH   DFND   355,703 0 0
MARKET VECTORS ETF TR BIOTECH ETF 57060U183 1,384 10,909 SH   DFND   10,909 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2,058 150,000 SH   DFND   150,000 0 0
MARKET VECTORS ETF TR OIL SVCS ETF 57060U191 5,877 222,205 SH   DFND   222,205 0 0
MARKET VECTORS ETF TR OIL SVCS ETF 57060U191 32,388 1,224,500 SH Put DFND   1,224,500 0 0
MARKETAXESS HLDGS INC COM 57060D108 3,348 30,000 SH   DFND   30,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,109 20,000 SH   DFND   20,000 0 0
MASONITE INTL CORP NEW COM 575385109 3,990 65,156 SH   DFND   65,156 0 0
MASTERCARD INC CL A 57636Q104 1,392 14,300 SH   DFND   14,300 0 0
MATTSON TECHNOLOGY INC COM 577223100 1,059 300,000 SH   DFND   300,000 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 864 22,739 SH   DFND   22,739 0 0
MAXLINEAR INC CL A 57776J100 335 22,711 SH   DFND   22,711 0 0
MCDONALDS CORP COM 580135101 21,424 181,344 SH   DFND   181,344 0 0
MCGRAW HILL FINL INC COM 580645109 739 7,500 SH   DFND   7,500 0 0
MCKESSON CORP COM 58155Q103 19,762 100,200 SH Call DFND   100,200 0 0
MCKESSON CORP COM 58155Q103 27,385 138,846 SH   DFND   138,846 0 0
MEDNAX INC COM 58502B106 896 12,500 SH   DFND   12,500 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,261 31,477 SH   DFND   31,477 0 0
MICRON TECHNOLOGY INC COM 595112103 283 20,000 SH   DFND   20,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 12,036 14,360,000 PRN   DFND   14,360,000 0 0
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 2,170 80,000 SH   DFND   80,000 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 2,796 66,138 SH   DFND   66,138 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 3,881 2,500,000 PRN   DFND   2,500,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 1,982 2,000,000 PRN   DFND   2,000,000 0 0
NATIONAL OILWELL VARCO INC COM 637071101 986 29,448 SH   DFND   29,448 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 2,978 3,000,000 PRN   DFND   3,000,000 0 0
NEVRO CORP COM 64157F103 749 11,100 SH   DFND   11,100 0 0
NEVSUN RES LTD COM 64156L101 1,112 411,943 SH   DFND   411,943 0 0
NEWFIELD EXPL CO COM 651290108 1,616 49,620 SH   DFND   49,620 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 2,339 50,192 SH   DFND   50,192 0 0
NIKE INC CL B 654106103 3,277 52,430 SH   DFND   52,430 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 300 38,756 SH   DFND   38,756 0 0
NOBLE CORP PLC SHS USD G65431101 7,121 675,000 SH Put DFND   675,000 0 0
NOBLE ENERGY INC COM 655044105 6,021 182,854 SH   DFND   182,854 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,015 59,285 SH   DFND   59,285 0 0
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 1,938 74,934 SH   DFND   74,934 0 0
NORTHROP GRUMMAN CORP COM 666807102 354 1,877 SH   DFND   1,877 0 0
NRG ENERGY INC COM NEW 629377508 1,177 100,000 SH   DFND   100,000 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 15,562 14,190,000 PRN   DFND   14,190,000 0 0
OCEANEERING INTL INC COM 675232102 1,376 36,662 SH   DFND   36,662 0 0
OFFICE DEPOT INC COM 676220106 6,129 1,086,716 SH   DFND   1,086,716 0 0
OIL STS INTL INC COM 678026105 5,738 210,565 SH   DFND   210,565 0 0
OMNICOM GROUP INC COM 681919106 4,880 64,496 SH   DFND   64,496 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 58,678 2,021,982 SH   DFND   2,021,982 0 0
PACCAR INC COM 693718108 489 10,318 SH   DFND   10,318 0 0
PACE HLDGS CORP *W EXP 99/99/999 G6865N111 135 300,000 SH   DFND   300,000 0 0
PACE HLDGS CORP CL A G6865N103 2,970 300,000 SH   DFND   300,000 0 0
PARKER HANNIFIN CORP COM 701094104 2,425 25,000 SH Call DFND   25,000 0 0
PARKER HANNIFIN CORP COM 701094104 4,003 41,271 SH   DFND   41,271 0 0
PARSLEY ENERGY INC CL A 701877102 2,481 134,473 SH   DFND   134,473 0 0
PARTNERRE LTD COM G6852T105 34,681 248,182 SH   DFND   248,182 0 0
PAYPAL HLDGS INC COM 70450Y103 2,280 62,983 SH   DFND   62,983 0 0
PENNANTPARK FLOATING RATE CA COM 70806A106 3,731 331,608 SH   DFND   331,608 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 1,143 62,100 SH   DFND   62,100 0 0
PEPCO HOLDINGS INC COM 713291102 2,081 80,000 SH   DFND   80,000 0 0
PERRIGO CO PLC SHS G97822103 8,502 58,753 SH   DFND   58,753 0 0
PFIZER INC COM 717081103 17,669 547,356 SH   DFND   547,356 0 0
PHARMERICA CORP COM 71714F104 5,413 154,643 SH   DFND   154,643 0 0
PHILIP MORRIS INTL INC COM 718172109 5,845 66,485 SH   DFND   66,485 0 0
PHILLIPS 66 COM 718546104 2,600 31,789 SH   DFND   31,789 0 0
PINNACLE ENTMT INC COM 723456109 1,074 34,518 SH   DFND   34,518 0 0
PIONEER NAT RES CO COM 723787107 11,368 90,669 SH   DFND   90,669 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 385 30,000 SH   DFND   30,000 0 0
PMC-SIERRA INC COM 69344F106 2,296 197,601 SH   DFND   197,601 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 76,065 680,000 SH Put DFND   680,000 0 0
PPG INDS INC COM 693506107 8,703 87,939 SH   DFND   87,939 0 0
PRECISION CASTPARTS CORP COM 740189105 55,901 240,945 SH   DFND   240,945 0 0
PRECISION DRILLING CORP COM 2010 74022D308 772 196,044 SH   DFND   196,044 0 0
PRICELINE GRP INC COM NEW 741503403 4,271 3,350 SH   DFND   3,350 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 5,928 5,000,000 PRN   DFND   5,000,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,255 4,235,000 PRN   DFND   4,235,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 21,879 15,340,000 PRN   DFND   15,340,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 26,906 30,750,000 PRN   DFND   30,750,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 3,185 3,250,000 PRN   DFND   3,250,000 0 0
QEP RES INC COM 74733V100 371 27,682 SH   DFND   27,682 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 13,912 191,071 SH   DFND   191,071 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 0.500% 8/1 74734MAE9 27,160 28,000,000 PRN   DFND   28,000,000 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 1.750% 8/1 74734MAF6 1,154 1,200,000 PRN   DFND   1,200,000 0 0
QORVO INC COM 74736K101 906 17,800 SH   DFND   17,800 0 0
QUALCOMM INC COM 747525103 7,579 151,628 SH   DFND   151,628 0 0
RANDGOLD RES LTD ADR 752344309 929 15,000 SH   DFND   15,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 9,793 7,500,000 PRN   DFND   7,500,000 0 0
RENTECH NITROGEN PARTNERS L COM UNIT 760113100 5,799 547,096 SH   DFND   547,096 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 3,502 3,725,000 PRN   DFND   3,725,000 0 0
RING ENERGY INC COM 76680V108 4,468 633,697 SH   DFND   633,697 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,534 24,700 SH   DFND   24,700 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,979 86,727 SH   DFND   86,727 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 11,637 134,592 SH   DFND   134,592 0 0
SAEXPLORATION HLDGS INC COM 78636X105 870 435,000 SH   DFND   435,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 18,645 14,480,000 PRN   DFND   14,480,000 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 15,546 14,910,000 PRN   DFND   14,910,000 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 38,056 24,230,000 PRN   DFND   24,230,000 0 0
SCHLUMBERGER LTD COM 806857108 58,604 840,203 SH   DFND   840,203 0 0
SCORPIO TANKERS INC SHS Y7542C106 218 27,194 SH   DFND   27,194 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 2,832 3,000,000 PRN   DFND   3,000,000 0 0
SEADRILL LIMITED SHS G7945E105 329 96,914 SH   DFND   96,914 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 13,275 262,915 SH   DFND   262,915 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 29,071 403,594 SH   DFND   403,594 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 16,190 267,678 SH   DFND   267,678 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3,430 64,704 SH   DFND   64,704 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 26,797 619,164 SH   DFND   619,164 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 523 12,056 SH   DFND   12,056 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 7,075 165,178 SH   DFND   165,178 0 0
SEMPRA ENERGY COM 816851109 1,441 15,449 SH   DFND   15,449 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 9,512 7,430,000 PRN   DFND   7,430,000 0 0
SHIRE PLC SPONSORED ADR 82481R106 51,322 250,349 SH   DFND   250,349 0 0
SIGMA DESIGNS INC COM 826565103 408 64,624 SH   DFND   64,624 0 0
SIGNET JEWELERS LIMITED SHS G81276100 7,590 61,362 SH   DFND   61,362 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 16,425 149,908 SH   DFND   149,908 0 0
SOLARCITY CORP COM 83416T100 255 5,000 SH   DFND   5,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 5,051 6,290,000 PRN   DFND   6,290,000 0 0
SOLERA HOLDINGS INC COM 83421A104 20,671 377,000 SH   DFND   377,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3,828 538,369 SH   DFND   538,369 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,122 579,700 SH Call DFND   579,700 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 101,120 496,000 SH Put DFND   496,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 5,090 168,429 SH   DFND   168,429 0 0
SPIRIT AIRLS INC COM 848577102 3,569 89,552 SH   DFND   89,552 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 19,150 20,000,000 PRN   DFND   20,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 944 1,000,000 PRN   DFND   1,000,000 0 0
SPROUTS FMRS MKT INC COM 85208M102 399 15,000 SH   DFND   15,000 0 0
STANCORP FINL GROUP INC COM 852891100 1,139 10,000 SH   DFND   10,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,140 29,422 SH   DFND   29,422 0 0
STAR BULK CARRIERS CORP SHS NEW Y8162K121 1,815 3,000,000 SH   DFND   3,000,000 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2,873 41,475 SH   DFND   41,475 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 3,467 3,500,000 PRN   DFND   3,500,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 6,774 6,540,000 PRN   DFND   6,540,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 5,442 5,350,000 PRN   DFND   5,350,000 0 0
STIFEL FINL CORP COM 860630102 1,821 43,000 SH   DFND   43,000 0 0
SUMMIT MATLS INC CL A 86614U100 508 25,370 SH   DFND   25,370 0 0
SUNEDISON INC COM 86732Y109 509 100,000 SH   DFND   100,000 0 0
SWIFT TRANSN CO CL A 87074U101 3,455 250,000 SH Call DFND   250,000 0 0
SYNCHRONY FINL COM 87165B103 20,583 676,849 SH   DFND   676,849 0 0
SYNGENTA AG SPONSORED ADR 87160A100 1,968 25,000 SH   DFND   25,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 5,838 3,500,000 PRN   DFND   3,500,000 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 919 5,948 SH   DFND   5,948 0 0
TATA MTRS LTD SPONSORED ADR 876568502 648 21,998 SH   DFND   21,998 0 0
TECO ENERGY INC COM 872375100 1,013 38,000 SH   DFND   38,000 0 0
TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 280 500,000 SH   DFND   500,000 0 0
TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 4,930 500,000 SH   DFND   500,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 6,110 6,500,000 PRN   DFND   6,500,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 20,599 22,260,000 PRN   DFND   22,260,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 22,334 340,255 SH   DFND   340,255 0 0
TIME WARNER CABLE INC COM 88732J207 65,121 350,888 SH   DFND   350,888 0 0
TIVO INC NOTE 2.000%10/0 888706AF5 1,084 1,250,000 PRN   DFND   1,250,000 0 0
TJX COS INC NEW COM 872540109 3,506 49,440 SH   DFND   49,440 0 0
TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 6,443 6,500,000 PRN   DFND   6,500,000 0 0
TRINA SOLAR LIMITED NOTE 4.000%10/1 89628EAE4 2,403 2,500,000 PRN   DFND   2,500,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 3,164 116,500 SH   DFND   116,500 0 0
TWITTER INC COM 90184L102 942 40,700 SH   DFND   40,700 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 11,475 13,500,000 PRN   DFND   13,500,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 13,607 16,320,000 PRN   DFND   16,320,000 0 0
U S SILICA HLDGS INC COM 90346E103 292 15,601 SH   DFND   15,601 0 0
UNION PAC CORP COM 907818108 2,319 29,660 SH   DFND   29,660 0 0
UNITED RENTALS INC COM 911363109 394 5,435 SH   DFND   5,435 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 1,375 125,000 SH Call DFND   125,000 0 0
UTI WORLDWIDE INC ORD G87210103 1,054 150,000 SH   DFND   150,000 0 0
VALE S A ADR 91912E105 385 117,055 SH   DFND   117,055 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 17,990 177,345 SH   DFND   177,345 0 0
VIACOM INC NEW CL B 92553P201 6,061 147,249 SH   DFND   147,249 0 0
VIDEOCON D2H LTD ADR 92657J101 6,809 766,818 SH   DFND   766,818 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 9,740 9,230,000 PRN   DFND   9,230,000 0 0
VISA INC COM CL A 92826C839 3,952 50,956 SH   DFND   50,956 0 0
VULCAN MATLS CO COM 929160109 7,165 75,449 SH   DFND   75,449 0 0
WABTEC CORP COM 929740108 652 9,185 SH   DFND   9,185 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,490 17,500 SH   DFND   17,500 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 17,742 2,114,623 SH   DFND   2,114,623 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 5,738 3,000,000 PRN   DFND   3,000,000 0 0
WELLS FARGO & CO NEW COM 949746101 4,109 75,588 SH   DFND   75,588 0 0
WESTERN DIGITAL CORP COM 958102105 2,522 42,000 SH   DFND   42,000 0 0
WHIRLPOOL CORP COM 963320106 4,008 27,287 SH   DFND   27,287 0 0
WHITEWAVE FOODS CO COM 966244105 1,120 28,794 SH   DFND   28,794 0 0
WHITING PETE CORP NEW COM 966387102 1,666 176,500 SH Call DFND   176,500 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 9,955 185,000 SH Put DFND   185,000 0 0
WL ROSS HLDG CORP *W EXP 06/11/201 92939D112 330 1,000,000 SH   DFND   1,000,000 0 0
WL ROSS HLDG CORP COM SHS 92939D104 9,776 981,520 SH   DFND   981,520 0 0
WPX ENERGY INC COM 98212B103 4,120 717,776 SH   DFND   717,776 0 0
XUEDA ED GROUP SPONSORED ADR 98418W109 1,493 276,400 SH   DFND   276,400 0 0
YAHOO INC NOTE 12/0 984332AF3 17,351 17,785,000 PRN   DFND   17,785,000 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 28,891 1,064,923 SH   DFND   1,064,923 0 0
YUM BRANDS INC COM 988498101 379 5,191 SH   DFND   5,191 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 822 35,000 SH   DFND   35,000 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 645 198,360 SH   DFND   198,360 0 0
ZOETIS INC CL A 98978V103 6,746 140,491 SH   DFND   140,491 0 0