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 |
ABBOTT LABS | COM | 002824100 | 100 | 2,376 | SH | DFND | 2,376 | 0 | 0 | ||
BAKER HUGHES INC | COM | 057224107 | 22 | 428 | SH | DFND | 428 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | COM | 189464100 | 180 | 5,000 | SH | Call | DFND | 5,000 | 0 | 0 | |
MONDELEZ INTL INC | CL A | 609207105 | 22 | 497 | SH | DFND | 497 | 0 | 0 | ||
PHARMERICA CORP | COM | 71714F104 | 143 | 5,090 | SH | DFND | 5,090 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 34 | 183 | SH | DFND | 183 | 0 | 0 | ||
ROSS STORES INC | COM | 778296103 | 17 | 262 | SH | DFND | 262 | 0 | 0 | ||
UNDER ARMOUR INC | CL C | 904311206 | 6 | 173 | SH | DFND | 173 | 0 | 0 | ||
21VIANET GROUP INC | SPONSORED ADR | 90138A103 | 595 | 74,800 | SH | DFND | 74,800 | 0 | 0 | ||
3M CO | COM | 88579Y101 | 2,115 | 12,000 | SH | DFND | 12,000 | 0 | 0 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 4,917 | 99,233 | SH | DFND | 99,233 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 6,113 | 137,998 | SH | DFND | 137,998 | 0 | 0 | ||
ADOBE SYS INC | COM | 00724F101 | 5,194 | 47,851 | SH | DFND | 47,851 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 35,258 | 236,439 | SH | DFND | 236,439 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 561 | 81,234 | SH | DFND | 81,234 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 1,036 | 150,000 | SH | Put | DFND | 150,000 | 0 | 0 | |
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 1,085 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
AGRIUM INC | COM | 008916108 | 1,623 | 17,892 | SH | DFND | 17,892 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 6,714 | 44,656 | SH | DFND | 44,656 | 0 | 0 | ||
AIRMEDIA GROUP INC | SPONSORED ADR | 009411109 | 220 | 65,300 | SH | DFND | 65,300 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 4,853 | 91,574 | SH | DFND | 91,574 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 7,492 | 7,650,000 | PRN | DFND | 7,650,000 | 0 | 0 | ||
ALBEMARLE CORP | COM | 012653101 | 3,807 | 44,535 | SH | DFND | 44,535 | 0 | 0 | ||
ALERE INC | COM | 01449J105 | 4,291 | 99,247 | SH | DFND | 99,247 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 7,884 | 64,341 | SH | DFND | 64,341 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 1,058 | 10,000 | SH | Call | DFND | 10,000 | 0 | 0 | |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 11,376 | 107,532 | SH | DFND | 107,532 | 0 | 0 | ||
ALIGN TECHNOLOGY INC | COM | 016255101 | 2,063 | 22,007 | SH | DFND | 22,007 | 0 | 0 | ||
ALLERGAN PLC | SHS | G0177J108 | 2,185 | 9,488 | SH | DFND | 9,488 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 7,733 | 9,618 | SH | DFND | 9,618 | 0 | 0 | ||
ALPS ETF TR | ALERIAN MLP | 00162Q866 | 1,591 | 125,380 | SH | DFND | 125,380 | 0 | 0 | ||
AMAYA INC | COM | 02314M108 | 2,070 | 127,994 | SH | DFND | 127,994 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 10,493 | 12,532 | SH | DFND | 12,532 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 17,514 | 17,500,000 | PRN | DFND | 17,500,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 5,144 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 4,940 | 66,010 | SH | DFND | 66,010 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 2,836 | 17,000 | SH | DFND | 17,000 | 0 | 0 | ||
ANTERO RES CORP | COM | 03674X106 | 5,735 | 212,821 | SH | DFND | 212,821 | 0 | 0 | ||
APIGEE CORP | COM | 03765N108 | 1,366 | 78,520 | SH | DFND | 78,520 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | COM | 03762U105 | 1,653 | 100,948 | SH | DFND | 100,948 | 0 | 0 | ||
APOLLO ED GROUP INC | CL A | 037604105 | 80 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 13,807 | 122,145 | SH | DFND | 122,145 | 0 | 0 | ||
APTEVO THERAPEUTICS INC | COM | 03835L108 | 1,015 | 396,486 | SH | DFND | 396,486 | 0 | 0 | ||
ARRAY BIOPHARMA INC | COM | 04269X105 | 470 | 69,651 | SH | DFND | 69,651 | 0 | 0 | ||
ASBURY AUTOMOTIVE GROUP INC | COM | 043436104 | 1,243 | 22,328 | SH | DFND | 22,328 | 0 | 0 | ||
ASHLAND GLOBAL HLDGS INC | COM | 044186104 | 3,632 | 31,325 | SH | DFND | 31,325 | 0 | 0 | ||
AUTOHOME INC | SP ADR RP CL A | 05278C107 | 994 | 41,000 | SH | DFND | 41,000 | 0 | 0 | ||
AUTOLIV INC | COM | 052800109 | 1,813 | 16,974 | SH | DFND | 16,974 | 0 | 0 | ||
AUTOZONE INC | COM | 053332102 | 4,335 | 5,642 | SH | DFND | 5,642 | 0 | 0 | ||
BAIDU INC | SPON ADR REP A | 056752108 | 1,348 | 7,404 | SH | DFND | 7,404 | 0 | 0 | ||
BARCLAYS BK PLC | IPATH S&P500 VIX | 06740Q252 | 10,313 | 302,693 | SH | DFND | 302,693 | 0 | 0 | ||
BHP BILLITON PLC | SPONSORED ADR | 05545E209 | 54,813 | 1,804,254 | SH | DFND | 1,804,254 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,655 | 39,508 | SH | DFND | 39,508 | 0 | 0 | ||
BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 1,769 | 69,277 | SH | DFND | 69,277 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HLDG COR | CL A | 099502106 | 863 | 27,295 | SH | DFND | 27,295 | 0 | 0 | ||
BORGWARNER INC | COM | 099724106 | 3,343 | 95,030 | SH | DFND | 95,030 | 0 | 0 | ||
BOULEVARD ACQUISITION | UNIT 99/99/9999 | 10157Q201 | 654 | 64,024 | SH | DFND | 64,024 | 0 | 0 | ||
BP PLC | SPONSORED ADR | 055622104 | 970 | 27,574 | SH | DFND | 27,574 | 0 | 0 | ||
BROADCOM LTD | SHS | Y09827109 | 7,075 | 41,006 | SH | DFND | 41,006 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 7,791 | 7,880,000 | PRN | DFND | 7,880,000 | 0 | 0 | ||
BURLINGTON STORES INC | COM | 122017106 | 3,407 | 42,048 | SH | DFND | 42,048 | 0 | 0 | ||
CALIFORNIA RES CORP | COM NEW | 13057Q206 | 439 | 35,133 | SH | DFND | 35,133 | 0 | 0 | ||
CAMECO CORP | COM | 13321L108 | 2,753 | 321,648 | SH | DFND | 321,648 | 0 | 0 | ||
CEDAR FAIR L P | DEPOSITRY UNIT | 150185106 | 2,426 | 42,338 | SH | DFND | 42,338 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 2,247 | 21,500 | SH | DFND | 21,500 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BR3 | 1,044 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 9,704 | 8,640,000 | PRN | DFND | 8,640,000 | 0 | 0 | ||
CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 210 | 26,500 | SH | DFND | 26,500 | 0 | 0 | ||
CENTRUS ENERGY CORP | CL A | 15643U104 | 717 | 180,083 | SH | DFND | 180,083 | 0 | 0 | ||
CEPHEID | COM | 15670R107 | 11,381 | 216,000 | SH | DFND | 216,000 | 0 | 0 | ||
CF CORP | UNIT 99/99/9999E | G20307123 | 328 | 32,031 | SH | DFND | 32,031 | 0 | 0 | ||
CF INDS HLDGS INC | COM | 125269100 | 13,919 | 571,613 | SH | DFND | 571,613 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 4,546 | 16,840 | SH | DFND | 16,840 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 10,799 | 40,000 | SH | Call | DFND | 40,000 | 0 | 0 | |
CHECK POINT SOFTWARE TECH LT | ORD | M22465104 | 4,721 | 60,826 | SH | DFND | 60,826 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 1,526 | 35,009 | SH | DFND | 35,009 | 0 | 0 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,597 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167107 | 4,385 | 699,301 | SH | DFND | 699,301 | 0 | 0 | ||
CHINA CORD BLOOD CORP | SHS | G21107100 | 5,268 | 1,030,870 | SH | DFND | 1,030,870 | 0 | 0 | ||
CHINA MOBILE LIMITED | SPONSORED ADR | 16941M109 | 19,280 | 313,392 | SH | DFND | 313,392 | 0 | 0 | ||
CIGNA CORPORATION | COM | 125509109 | 13,034 | 100,017 | SH | DFND | 100,017 | 0 | 0 | ||
CIMAREX ENERGY CO | COM | 171798101 | 3,073 | 22,870 | SH | DFND | 22,870 | 0 | 0 | ||
CITIGROUP INC | *W EXP 01/04/201 | 172967226 | 121 | 2,328,084 | SH | DFND | 2,328,084 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 21,504 | 19,000,000 | PRN | DFND | 19,000,000 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 2,143 | 20,500 | SH | DFND | 20,500 | 0 | 0 | ||
COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 3,255 | 6,230,000 | PRN | DFND | 6,230,000 | 0 | 0 | ||
COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 15,396 | 39,225,000 | PRN | DFND | 39,225,000 | 0 | 0 | ||
COCA COLA EUROPEAN PARTNERS | SHS | G25839104 | 758 | 18,992 | SH | DFND | 18,992 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COM | 194162103 | 3,040 | 41,000 | SH | DFND | 41,000 | 0 | 0 | ||
COLUMBIA PIPELINE PARTNERS L | COM UT REPSTG | 198281107 | 4,842 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
COLUMBIA SPORTSWEAR CO | COM | 198516106 | 3,513 | 61,913 | SH | DFND | 61,913 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 6,101 | 91,972 | SH | DFND | 91,972 | 0 | 0 | ||
COMPUTER SCIENCES CORP | COM | 205363104 | 882 | 16,900 | SH | DFND | 16,900 | 0 | 0 | ||
CONCHO RES INC | COM | 20605P101 | 6,250 | 45,511 | SH | DFND | 45,511 | 0 | 0 | ||
CONCORDIA INTL CORP | COM | 20653P102 | 590 | 131,788 | SH | DFND | 131,788 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 43,200 | 993,800 | SH | Call | DFND | 993,800 | 0 | 0 | |
CONSOL ENERGY INC | COM | 20854P109 | 880 | 45,808 | SH | DFND | 45,808 | 0 | 0 | ||
COOPER TIRE & RUBR CO | COM | 216831107 | 415 | 10,926 | SH | DFND | 10,926 | 0 | 0 | ||
CORE LABORATORIES N V | COM | N22717107 | 1,609 | 14,323 | SH | DFND | 14,323 | 0 | 0 | ||
COTY INC | COM CL A | 222070203 | 332 | 14,311 | SH | DFND | 14,311 | 0 | 0 | ||
COTY INC | COM CL A | 222070203 | 7,050 | 300,000 | SH | Call | DFND | 300,000 | 0 | 0 | |
CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 10,507 | 225,619 | SH | DFND | 225,619 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 10,208 | 9,390,000 | PRN | DFND | 9,390,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 26,070 | 20,150,000 | PRN | DFND | 20,150,000 | 0 | 0 | ||
CYNAPSUS THERAPEUTICS INC | COM PAR NO PAR | 23257Y859 | 15,082 | 375,000 | SH | DFND | 375,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 902 | 74,200 | SH | DFND | 74,200 | 0 | 0 | ||
DAVITA INC | COM | 23918K108 | 3,304 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 1,198 | 20,115 | SH | DFND | 20,115 | 0 | 0 | ||
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 12,930 | 270,501 | SH | DFND | 270,501 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 787 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
DELTA TECHNOLOGY HLDGS LTD | *W EXP 12/18/201 | G8477B113 | 50 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
DENTSPLY SIRONA INC | COM | 24906P109 | 39,699 | 667,995 | SH | DFND | 667,995 | 0 | 0 | ||
DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 3,927 | 300,000 | SH | Call | DFND | 300,000 | 0 | 0 | |
DEXCOM INC | COM | 252131107 | 2,800 | 31,936 | SH | DFND | 31,936 | 0 | 0 | ||
DICKS SPORTING GOODS INC | COM | 253393102 | 6,336 | 111,712 | SH | DFND | 111,712 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 5,240 | 56,428 | SH | DFND | 56,428 | 0 | 0 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 9,795 | 139,942 | SH | DFND | 139,942 | 0 | 0 | ||
DOLLAR TREE INC | COM | 256746108 | 33,517 | 424,645 | SH | DFND | 424,645 | 0 | 0 | ||
DOUBLE EAGLE ACQUISITION COR | *W EXP 09/16/202 | G28195116 | 200 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
DOUBLE EAGLE ACQUISITION COR | COM | G28195124 | 4,950 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
DOUBLE EAGLE ACQUISITION COR | UNIT 99/99/9999 | G28195108 | 206 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
DRYSHIPS INC | COM PAR | Y2109Q200 | 8 | 17,856 | SH | DFND | 17,856 | 0 | 0 | ||
DSW INC | CL A | 23334L102 | 3,004 | 146,664 | SH | DFND | 146,664 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 7,099 | 6,500,000 | PRN | DFND | 6,500,000 | 0 | 0 | ||
EASTMAN CHEM CO | COM | 277432100 | 12,597 | 186,121 | SH | DFND | 186,121 | 0 | 0 | ||
EATON CORP PLC | SHS | G29183103 | 5,131 | 78,078 | SH | DFND | 78,078 | 0 | 0 | ||
EDGEWELL PERS CARE CO | COM | 28035Q102 | 4,152 | 52,215 | SH | DFND | 52,215 | 0 | 0 | ||
ELDORADO GOLD CORP NEW | COM | 284902103 | 4,482 | 1,140,346 | SH | DFND | 1,140,346 | 0 | 0 | ||
ENCANA CORP | COM | 292505104 | 807 | 77,109 | SH | DFND | 77,109 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 870 | 1,135,000 | PRN | DFND | 1,135,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 4,194 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
ENERNOC INC | DBCV 2.250% 8/1 | 292764AB3 | 5,342 | 7,330,000 | PRN | DFND | 7,330,000 | 0 | 0 | ||
ENSCO PLC | SHS CLASS A | G3157S106 | 511 | 60,113 | SH | DFND | 60,113 | 0 | 0 | ||
EOG RES INC | COM | 26875P101 | 11,148 | 115,279 | SH | DFND | 115,279 | 0 | 0 | ||
EPIQ SYS INC | COM | 26882D109 | 6,596 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
ESTERLINE TECHNOLOGIES CORP | COM | 297425100 | 11,164 | 146,822 | SH | DFND | 146,822 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 3,164 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 3,055 | 35,000 | SH | DFND | 35,000 | 0 | 0 | ||
EZCORP INC | NOTE 2.625% 6/1 | 302301AB2 | 17,421 | 17,575,000 | PRN | DFND | 17,575,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 10,698 | 83,405 | SH | DFND | 83,405 | 0 | 0 | ||
FAIRMOUNT SANTROL HLDGS INC | COM | 30555Q108 | 768 | 90,625 | SH | DFND | 90,625 | 0 | 0 | ||
FARMLAND PARTNERS INC | COM | 31154R109 | 2,171 | 193,800 | SH | DFND | 193,800 | 0 | 0 | ||
FERRARI N V | COM | N3167Y103 | 1,427 | 27,508 | SH | DFND | 27,508 | 0 | 0 | ||
FIAT CHRYSLER AUTOMOBILES N | SHS | N31738102 | 3,287 | 513,654 | SH | DFND | 513,654 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 10,232 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
FIREEYE INC | COM | 31816Q101 | 1,114 | 75,641 | SH | DFND | 75,641 | 0 | 0 | ||
FIRST DATA CORP NEW | COM CL A | 32008D106 | 1,276 | 96,995 | SH | DFND | 96,995 | 0 | 0 | ||
FIRSTCASH INC | COM | 33767D105 | 626 | 13,294 | SH | DFND | 13,294 | 0 | 0 | ||
FLEETMATICS GROUP PLC | COM | G35569105 | 34,712 | 578,723 | SH | DFND | 578,723 | 0 | 0 | ||
FLOTEK INDS INC DEL | COM | 343389102 | 1,152 | 79,225 | SH | DFND | 79,225 | 0 | 0 | ||
FMC TECHNOLOGIES INC | COM | 30249U101 | 45,193 | 1,523,178 | SH | DFND | 1,523,178 | 0 | 0 | ||
FOMENTO ECONOMICO MEXICANO S | SPON ADR UNITS | 344419106 | 3,313 | 36,000 | SH | DFND | 36,000 | 0 | 0 | ||
FOOT LOCKER INC | COM | 344849104 | 6,517 | 96,230 | SH | DFND | 96,230 | 0 | 0 | ||
FORUM ENERGY TECHNOLOGIES IN | COM | 34984V100 | 1,275 | 64,191 | SH | DFND | 64,191 | 0 | 0 | ||
FRANKLIN RES INC | COM | 354613101 | 2,241 | 63,000 | SH | DFND | 63,000 | 0 | 0 | ||
FREEPORT-MCMORAN INC | CL B | 35671D857 | 12,694 | 1,168,915 | SH | DFND | 1,168,915 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP | COM | 35906A108 | 624 | 150,000 | SH | DFND | 150,000 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 399 | 4,750 | SH | DFND | 4,750 | 0 | 0 | ||
GASTAR EXPL INC NEW | COM | 36729W202 | 1,986 | 2,351,044 | SH | DFND | 2,351,044 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 4,496 | 6,600,000 | PRN | DFND | 6,600,000 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 17,183 | 540,835 | SH | DFND | 540,835 | 0 | 0 | ||
GNC HLDGS INC | COM CL A | 36191G107 | 1,023 | 50,088 | SH | DFND | 50,088 | 0 | 0 | ||
GOLDEN STAR RES LTD CDA | COM | 38119T104 | 1,113 | 1,325,500 | SH | DFND | 1,325,500 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 2,419 | 15,000 | SH | DFND | 15,000 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 17,177 | 531,784 | SH | DFND | 531,784 | 0 | 0 | ||
GORES HLDGS INC | *W EXP 08/13/202 | 382866119 | 300 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
GORES HLDGS INC | CL A | 382866101 | 270 | 25,000 | SH | DFND | 25,000 | 0 | 0 | ||
GRAN TIERRA ENERGY INC | COM | 38500T101 | 47 | 15,490 | SH | DFND | 15,490 | 0 | 0 | ||
GREAT PLAINS ENERGY INC | COM | 391164100 | 3,466 | 127,000 | SH | DFND | 127,000 | 0 | 0 | ||
GREEN PLAINS INC | NOTE 3.250%10/0 | 393222AD6 | 10,425 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
GRUPO FINANCIERO SANTANDER M | SPON ADR SHS B | 40053C105 | 2,335 | 265,310 | SH | DFND | 265,310 | 0 | 0 | ||
GRUPO FINANCIERO SANTANDER M | SPON ADR SHS B | 40053C105 | 9,020 | 1,025,000 | SH | Call | DFND | 1,025,000 | 0 | 0 | |
GRUPO FINANCIERO SANTANDER M | SPON ADR SHS B | 40053C105 | 9,020 | 1,025,000 | SH | Put | DFND | 1,025,000 | 0 | 0 | |
GULFPORT ENERGY CORP | COM NEW | 402635304 | 1,469 | 51,999 | SH | DFND | 51,999 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 20,498 | 456,725 | SH | DFND | 456,725 | 0 | 0 | ||
HANESBRANDS INC | COM | 410345102 | 629 | 24,928 | SH | DFND | 24,928 | 0 | 0 | ||
HARMAN INTL INDS INC | COM | 413086109 | 14,668 | 173,681 | SH | DFND | 173,681 | 0 | 0 | ||
HENNESSY CAP ACQUISITION COR | *W EXP 07/28/202 | 42588J118 | 50 | 125,000 | SH | DFND | 125,000 | 0 | 0 | ||
HENNESSY CAP ACQUISITION COR | COM | 42588J100 | 1,232 | 125,000 | SH | DFND | 125,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 4,945 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
HERC HLDGS INC | COM | 42704L104 | 15,773 | 468,038 | SH | DFND | 468,038 | 0 | 0 | ||
HERSHEY CO | COM | 427866108 | 2,390 | 25,000 | SH | DFND | 25,000 | 0 | 0 | ||
HI-CRUSH PARTNERS LP | COM UNIT LTD | 428337109 | 5,700 | 371,598 | SH | DFND | 371,598 | 0 | 0 | ||
HOLLYSYS AUTOMATION TECHNOLO | SHS | G45667105 | 2,394 | 107,968 | SH | DFND | 107,968 | 0 | 0 | ||
HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 5,571 | 4,110,000 | PRN | DFND | 4,110,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 10,891 | 84,637 | SH | DFND | 84,637 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 2,856 | 24,500 | SH | DFND | 24,500 | 0 | 0 | ||
HUBBELL INC | COM | 443510607 | 2,712 | 25,174 | SH | DFND | 25,174 | 0 | 0 | ||
HUDBAY MINERALS INC | *W EXP 07/20/201 | 443628136 | 0 | 233,206 | SH | DFND | 233,206 | 0 | 0 | ||
HUDBAY MINERALS INC | COM | 443628102 | 739 | 187,219 | SH | DFND | 187,219 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 9,455 | 53,451 | SH | DFND | 53,451 | 0 | 0 | ||
HUNTINGTON INGALLS INDS INC | COM | 446413106 | 3,131 | 20,408 | SH | DFND | 20,408 | 0 | 0 | ||
ICICI BK LTD | ADR | 45104G104 | 4,928 | 659,749 | SH | DFND | 659,749 | 0 | 0 | ||
IKANG HEALTHCARE GROUP INC | SPONSORED ADR | 45174L108 | 19,849 | 1,097,563 | SH | DFND | 1,097,563 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 14,460 | 13,880,000 | PRN | DFND | 13,880,000 | 0 | 0 | ||
IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 6,830 | 7,750,000 | PRN | DFND | 7,750,000 | 0 | 0 | ||
INCYTE CORP | COM | 45337C102 | 533 | 5,658 | SH | DFND | 5,658 | 0 | 0 | ||
INFOBLOX INC | COM | 45672H104 | 10,548 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
INGRAM MICRO INC | CL A | 457153104 | 51,526 | 1,444,910 | SH | DFND | 1,444,910 | 0 | 0 | ||
INNOVIVA INC | COM | 45781M101 | 129 | 11,776 | SH | DFND | 11,776 | 0 | 0 | ||
INSYS THERAPEUTICS INC NEW | COM NEW | 45824V209 | 354 | 30,000 | SH | DFND | 30,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 382 | 10,117 | SH | DFND | 10,117 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 1,243 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 12,810 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
INTERACTIVE INTELLIGENCE GRO | NOTE 1.250% 6/0 | 45841VAB5 | 4,042 | 3,500,000 | PRN | DFND | 3,500,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 5,608 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 3,177 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
INTERSIL CORP | CL A | 46069S109 | 5,702 | 260,000 | SH | DFND | 260,000 | 0 | 0 | ||
INTUIT | COM | 461202103 | 3,459 | 31,443 | SH | DFND | 31,443 | 0 | 0 | ||
ISHARES | MSCI MEX CAP ETF | 464286822 | 1,064 | 21,947 | SH | DFND | 21,947 | 0 | 0 | ||
ISHARES | MSCI MEX CAP ETF | 464286822 | 8,484 | 175,000 | SH | Call | DFND | 175,000 | 0 | 0 | |
ISHARES TR | CHINA LG-CAP ETF | 464287184 | 1,812 | 47,674 | SH | DFND | 47,674 | 0 | 0 | ||
ISHARES TR | MSCI EAFE ETF | 464287465 | 4,639 | 78,448 | SH | DFND | 78,448 | 0 | 0 | ||
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 56,175 | 1,500,000 | SH | Put | DFND | 1,500,000 | 0 | 0 | |
ISHARES TR | NASDQ BIOTEC ETF | 464287556 | 21,709 | 75,000 | SH | Call | DFND | 75,000 | 0 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 9,198 | 74,053 | SH | DFND | 74,053 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 6,059 | 6,500,000 | PRN | DFND | 6,500,000 | 0 | 0 | ||
ISLE OF CAPRI CASINOS INC | COM | 464592104 | 324 | 14,549 | SH | DFND | 14,549 | 0 | 0 | ||
ITC HLDGS CORP | COM | 465685105 | 883 | 19,000 | SH | DFND | 19,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 7,524 | 7,425,000 | PRN | DFND | 7,425,000 | 0 | 0 | ||
JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 7,489 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
JOHNSON CTLS INTL PLC | SHS | G51502105 | 4,168 | 89,575 | SH | DFND | 89,575 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 1,031 | 15,478 | SH | DFND | 15,478 | 0 | 0 | ||
JRJR33 INC | COM | 46645Q106 | 181 | 150,916 | SH | DFND | 150,916 | 0 | 0 | ||
JUMEI INTL HLDG LTD | SPONSORED ADR | 48138L107 | 4,455 | 761,516 | SH | DFND | 761,516 | 0 | 0 | ||
KATE SPADE & CO | COM | 485865109 | 5,413 | 315,997 | SH | DFND | 315,997 | 0 | 0 | ||
KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 12 | 807,994 | SH | DFND | 807,994 | 0 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 6,167 | 266,588 | SH | DFND | 266,588 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 22,468 | 756,989 | SH | DFND | 756,989 | 0 | 0 | ||
L BRANDS INC | COM | 501797104 | 6,289 | 88,865 | SH | DFND | 88,865 | 0 | 0 | ||
L-3 COMMUNICATIONS HLDGS INC | COM | 502424104 | 3,404 | 22,582 | SH | DFND | 22,582 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 4,687 | 49,488 | SH | DFND | 49,488 | 0 | 0 | ||
LAUDER ESTEE COS INC | CL A | 518439104 | 2,480 | 28,000 | SH | DFND | 28,000 | 0 | 0 | ||
LEAR CORP | COM NEW | 521865204 | 1,346 | 11,103 | SH | DFND | 11,103 | 0 | 0 | ||
LEXMARK INTL INC | CL A | 529771107 | 29,634 | 741,591 | SH | DFND | 741,591 | 0 | 0 | ||
LIBERTY GLOBAL PLC | LILAC SHS CL A | G5480U138 | 372 | 13,500 | SH | Call | DFND | 13,500 | 0 | 0 | |
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 211 | 6,184 | SH | DFND | 6,184 | 0 | 0 | ||
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 17,090 | 500,000 | SH | Call | DFND | 500,000 | 0 | 0 | |
LIBERTY INTERACTIVE LLC | DEB 1.750% 9/3 | 530610AD6 | 15,873 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 24,734 | 47,000,000 | PRN | DFND | 47,000,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 13,209 | 12,610,000 | PRN | DFND | 12,610,000 | 0 | 0 | ||
LINDBLAD EXPEDITIONS HLDGS I | *W EXP 07/08/202 | 535219117 | 302 | 155,356 | SH | DFND | 155,356 | 0 | 0 | ||
LINE CORP | SPONSORED ADR | 53567X101 | 961 | 19,853 | SH | DFND | 19,853 | 0 | 0 | ||
LINKEDIN CORP | COM CL A | 53578A108 | 10,097 | 52,829 | SH | DFND | 52,829 | 0 | 0 | ||
LINKEDIN CORP | NOTE 0.500%11/0 | 53578AAB4 | 19,324 | 19,470,000 | PRN | DFND | 19,470,000 | 0 | 0 | ||
LIVANOVA PLC | SHS | G5509L101 | 7,873 | 130,979 | SH | DFND | 130,979 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 5,162 | 21,532 | SH | DFND | 21,532 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 4,903 | 67,896 | SH | DFND | 67,896 | 0 | 0 | ||
LULULEMON ATHLETICA INC | COM | 550021109 | 1,837 | 30,119 | SH | DFND | 30,119 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 10,226 | 126,777 | SH | DFND | 126,777 | 0 | 0 | ||
MACYS INC | COM | 55616P104 | 29,529 | 796,998 | SH | DFND | 796,998 | 0 | 0 | ||
MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 4,196 | 60,134 | SH | DFND | 60,134 | 0 | 0 | ||
MANITOWOC FOODSERVICE INC | COM | 563568104 | 2,405 | 148,284 | SH | DFND | 148,284 | 0 | 0 | ||
MARRIOTT INTL INC NEW | CL A | 571903202 | 4,626 | 68,706 | SH | DFND | 68,706 | 0 | 0 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 16,120 | 90,000 | SH | DFND | 90,000 | 0 | 0 | ||
MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 3,318 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
MASCO CORP | COM | 574599106 | 2,357 | 68,693 | SH | DFND | 68,693 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 3,846 | 37,789 | SH | DFND | 37,789 | 0 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 1,669 | 10,006 | SH | DFND | 10,006 | 0 | 0 | ||
MEDIA GEN INC NEW | COM | 58441K100 | 28,231 | 1,531,805 | SH | DFND | 1,531,805 | 0 | 0 | ||
MERCADOLIBRE INC | COM | 58733R102 | 1,877 | 10,147 | SH | DFND | 10,147 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 5,274 | 84,508 | SH | DFND | 84,508 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 27,848 | 21,750,000 | PRN | DFND | 21,750,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 534 | 30,043 | SH | DFND | 30,043 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 12,975 | 14,360,000 | PRN | DFND | 14,360,000 | 0 | 0 | ||
MIDDLEBY CORP | COM | 596278101 | 556 | 4,500 | SH | DFND | 4,500 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 11,400 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
MOMO INC | ADR | 60879B107 | 949 | 42,188 | SH | DFND | 42,188 | 0 | 0 | ||
MONRO MUFFLER BRAKE INC | COM | 610236101 | 1,658 | 27,097 | SH | DFND | 27,097 | 0 | 0 | ||
MONSANTO CO NEW | COM | 61166W101 | 4,641 | 45,408 | SH | DFND | 45,408 | 0 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 21,379 | 1,758,181 | SH | DFND | 1,758,181 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 1,145 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
NATIONAL INTERSTATE CORP | COM | 63654U100 | 543 | 16,700 | SH | DFND | 16,700 | 0 | 0 | ||
NATIONAL RETAIL PPTYS INC | COM | 637417106 | 1,002 | 19,708 | SH | DFND | 19,708 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 7,066 | 71,700 | SH | Call | DFND | 71,700 | 0 | 0 | |
NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 3,314 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
NEVSUN RES LTD | COM | 64156L101 | 973 | 322,224 | SH | DFND | 322,224 | 0 | 0 | ||
NEW ORIENTAL ED & TECH GRP I | SPON ADR | 647581107 | 9,618 | 207,469 | SH | DFND | 207,469 | 0 | 0 | ||
NEXEO SOLUTIONS INC | *W EXP 06/09/202 | 65342H110 | 620 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 23,118 | 439,111 | SH | DFND | 439,111 | 0 | 0 | ||
NOMAD HLDGS LTD | USD ORD SHS | G6564A105 | 315 | 26,666 | SH | DFND | 26,666 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COM | 655844108 | 2,473 | 25,476 | SH | DFND | 25,476 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,006 | 4,702 | SH | DFND | 4,702 | 0 | 0 | ||
NORTHSTAR ASSET MGMT GROUP I | COM | 66705Y104 | 17,009 | 1,315,455 | SH | DFND | 1,315,455 | 0 | 0 | ||
NUCOR CORP | COM | 670346105 | 211 | 4,258 | SH | DFND | 4,258 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 4,352 | 42,658 | SH | DFND | 42,658 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 17,264 | 14,490,000 | PRN | DFND | 14,490,000 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 4,639 | 16,562 | SH | DFND | 16,562 | 0 | 0 | ||
OFFICE DEPOT INC | COM | 676220106 | 1,117 | 312,817 | SH | DFND | 312,817 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 1,019 | 32,271 | SH | DFND | 32,271 | 0 | 0 | ||
OMNICOM GROUP INC | COM | 681919106 | 6,516 | 76,653 | SH | DFND | 76,653 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 304 | 24,680 | SH | DFND | 24,680 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 9,317 | 9,265,000 | PRN | DFND | 9,265,000 | 0 | 0 | ||
OWENS CORNING NEW | COM | 690742101 | 7,803 | 146,145 | SH | DFND | 146,145 | 0 | 0 | ||
PACE HLDGS CORP | *W EXP 99/99/999 | G6865N111 | 126 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
PACE HLDGS CORP | CL A | G6865N103 | 2,952 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | COM | 697435105 | 3,664 | 22,997 | SH | DFND | 22,997 | 0 | 0 | ||
PARSLEY ENERGY INC | CL A | 701877102 | 960 | 28,643 | SH | DFND | 28,643 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 3,319 | 81,000 | SH | DFND | 81,000 | 0 | 0 | ||
PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 4,857 | 520,578 | SH | DFND | 520,578 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 2,794 | 82,500 | SH | DFND | 82,500 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 7,273 | 74,807 | SH | DFND | 74,807 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 3,397 | 42,168 | SH | DFND | 42,168 | 0 | 0 | ||
PIONEER ENERGY SVCS CORP | COM | 723664108 | 48 | 11,827 | SH | DFND | 11,827 | 0 | 0 | ||
PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 3,027 | 96,385 | SH | DFND | 96,385 | 0 | 0 | ||
PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 1,783 | 219,800 | SH | DFND | 219,800 | 0 | 0 | ||
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 37,800 | 318,400 | SH | Put | DFND | 318,400 | 0 | 0 | |
PPG INDS INC | COM | 693506107 | 3,599 | 34,822 | SH | DFND | 34,822 | 0 | 0 | ||
PRAXAIR INC | COM | 74005P104 | 24,667 | 204,146 | SH | DFND | 204,146 | 0 | 0 | ||
PRESS GANEY HLDGS INC | COM | 74113L102 | 5,256 | 130,100 | SH | DFND | 130,100 | 0 | 0 | ||
PRICELINE GRP INC | COM NEW | 741503403 | 3,605 | 2,450 | SH | DFND | 2,450 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 6,400 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 6,180 | 5,735,000 | PRN | DFND | 5,735,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 22,515 | 14,205,000 | PRN | DFND | 14,205,000 | 0 | 0 | ||
PRIVATEBANCORP INC | COM | 742962103 | 4,826 | 105,092 | SH | DFND | 105,092 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 38,503 | 429,000 | SH | DFND | 429,000 | 0 | 0 | ||
PROSHARES TR | PSHS ULTSH 20YRS | 74347B201 | 1,580 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 22,636 | 22,750,000 | PRN | DFND | 22,750,000 | 0 | 0 | ||
PVH CORP | COM | 693656100 | 5,160 | 46,700 | SH | DFND | 46,700 | 0 | 0 | ||
QEP RES INC | COM | 74733V100 | 1,789 | 91,607 | SH | DFND | 91,607 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 6,024 | 87,940 | SH | DFND | 87,940 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 6,850 | 100,000 | SH | Call | DFND | 100,000 | 0 | 0 | |
RACKSPACE HOSTING INC | COM | 750086100 | 15,090 | 476,190 | SH | DFND | 476,190 | 0 | 0 | ||
RALPH LAUREN CORP | CL A | 751212101 | 842 | 8,321 | SH | DFND | 8,321 | 0 | 0 | ||
RAPTOR PHARMACEUTICAL CORP | COM | 75382F106 | 3,588 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 1,584 | 11,639 | SH | DFND | 11,639 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 13,922 | 10,985,000 | PRN | DFND | 10,985,000 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 6.000%12/0 | 76120WAA2 | 3,692 | 3,725,000 | PRN | DFND | 3,725,000 | 0 | 0 | ||
RICE ENERGY INC | COM | 762760106 | 7,668 | 293,686 | SH | DFND | 293,686 | 0 | 0 | ||
RING ENERGY INC | COM | 76680V108 | 9,562 | 873,172 | SH | DFND | 873,172 | 0 | 0 | ||
RITE AID CORP | COM | 767754104 | 12,299 | 1,599,337 | SH | DFND | 1,599,337 | 0 | 0 | ||
ROCKWELL AUTOMATION INC | COM | 773903109 | 2,263 | 18,500 | SH | DFND | 18,500 | 0 | 0 | ||
ROFIN SINAR TECHNOLOGIES INC | COM | 775043102 | 1,352 | 42,000 | SH | DFND | 42,000 | 0 | 0 | ||
RSP PERMIAN INC | COM | 74978Q105 | 1,336 | 34,440 | SH | DFND | 34,440 | 0 | 0 | ||
RYANAIR HLDGS PLC | SPONSORED ADR NE | 783513203 | 4,986 | 66,453 | SH | DFND | 66,453 | 0 | 0 | ||
SABRE CORP | COM | 78573M104 | 2,254 | 80,000 | SH | DFND | 80,000 | 0 | 0 | ||
SAEXPLORATION HLDGS INC | COM NEW | 78636X204 | 1,268 | 154,280 | SH | DFND | 154,280 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 2,853 | 40,000 | SH | DFND | 40,000 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 2,853 | 40,000 | SH | Put | DFND | 40,000 | 0 | 0 | |
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 17,960 | 15,000,000 | PRN | DFND | 15,000,000 | 0 | 0 | ||
SCHEIN HENRY INC | COM | 806407102 | 12,556 | 77,037 | SH | DFND | 77,037 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 39,714 | 505,009 | SH | DFND | 505,009 | 0 | 0 | ||
SCOTTS MIRACLE GRO CO | CL A | 810186106 | 2,123 | 25,500 | SH | Call | DFND | 25,500 | 0 | 0 | |
SEATTLE GENETICS INC | COM | 812578102 | 1,890 | 35,000 | SH | DFND | 35,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 4,802 | 60,000 | SH | Put | DFND | 60,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 7,757 | 109,860 | SH | DFND | 109,860 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 11,580 | 600,000 | SH | Call | DFND | 600,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 12,502 | 214,153 | SH | DFND | 214,153 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 1,137 | 10,578 | SH | DFND | 10,578 | 0 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 9,058 | 7,430,000 | PRN | DFND | 7,430,000 | 0 | 0 | ||
SHIRE PLC | SPONSORED ADR | 82481R106 | 9,654 | 49,800 | SH | Put | DFND | 49,800 | 0 | 0 | |
SHIRE PLC | SPONSORED ADR | 82481R106 | 22,455 | 115,830 | SH | DFND | 115,830 | 0 | 0 | ||
SIGNET JEWELERS LIMITED | SHS | G81276100 | 4,574 | 61,370 | SH | DFND | 61,370 | 0 | 0 | ||
SILVER STD RES INC | COM | 82823L106 | 199 | 16,500 | SH | DFND | 16,500 | 0 | 0 | ||
SINA CORP | ORD | G81477104 | 3,559 | 48,200 | SH | DFND | 48,200 | 0 | 0 | ||
SINOVAC BIOTECH LTD | SHS | P8696W104 | 341 | 57,800 | SH | DFND | 57,800 | 0 | 0 | ||
SKULLCANDY INC | COM | 83083J104 | 339 | 53,509 | SH | DFND | 53,509 | 0 | 0 | ||
SM ENERGY CO | COM | 78454L100 | 1,123 | 29,098 | SH | DFND | 29,098 | 0 | 0 | ||
SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 1,528 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 3,240 | 83,300 | SH | DFND | 83,300 | 0 | 0 | ||
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 970 | 7,723 | SH | DFND | 7,723 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 3,288 | 15,204 | SH | DFND | 15,204 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 10,815 | 50,000 | SH | Put | DFND | 50,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 321,119 | 1,484,600 | SH | Call | DFND | 1,484,600 | 0 | 0 | |
SPDR SERIES TRUST | S&P BIOTECH | 78464A870 | 7,026 | 105,996 | SH | DFND | 105,996 | 0 | 0 | ||
SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 17,307 | 450,000 | SH | Put | DFND | 450,000 | 0 | 0 | |
SPECTRUM BRANDS HLDGS INC | COM | 84763R101 | 1,115 | 8,100 | SH | DFND | 8,100 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 8,259 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
SPORTSMANS WHSE HLDGS INC | COM | 84920Y106 | 1,728 | 164,306 | SH | DFND | 164,306 | 0 | 0 | ||
ST JUDE MED INC | COM | 790849103 | 34,174 | 428,458 | SH | DFND | 428,458 | 0 | 0 | ||
STAR BULK CARRIERS CORP | SHS PAR | Y8162K204 | 2,957 | 651,293 | SH | DFND | 651,293 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 4,914 | 4,800,000 | PRN | DFND | 4,800,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 7,341 | 6,540,000 | PRN | DFND | 6,540,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 5,885 | 5,350,000 | PRN | DFND | 5,350,000 | 0 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 212 | 8,500 | SH | DFND | 8,500 | 0 | 0 | ||
SUNEDISON SEMICONDUCTOR LTD | SHS | Y8213L102 | 2,848 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
SUPERIOR ENERGY SVCS INC | COM | 868157108 | 7,917 | 442,273 | SH | DFND | 442,273 | 0 | 0 | ||
SUPERVALU INC | COM | 868536103 | 249 | 50,000 | SH | Call | DFND | 50,000 | 0 | 0 | |
SYNAPTICS INC | COM | 87157D109 | 1,013 | 17,300 | SH | DFND | 17,300 | 0 | 0 | ||
SYNGENTA AG | SPONSORED ADR | 87160A100 | 5,254 | 59,977 | SH | DFND | 59,977 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 282 | 6,254 | SH | DFND | 6,254 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 2,101 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
TAL ED GROUP | ADS REPSTG COM | 874080104 | 4,256 | 60,084 | SH | DFND | 60,084 | 0 | 0 | ||
TARGA RES CORP | COM | 87612G101 | 2,345 | 47,758 | SH | DFND | 47,758 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 2,428 | 35,354 | SH | DFND | 35,354 | 0 | 0 | ||
TARO PHARMACEUTICAL INDS LTD | SHS | M8737E108 | 1,372 | 12,416 | SH | DFND | 12,416 | 0 | 0 | ||
TELEFLEX INC | COM | 879369106 | 2,270 | 13,510 | SH | DFND | 13,510 | 0 | 0 | ||
TERRAPIN 3 ACQUISITION CORP | *W EXP 06/27/201 | 88104P112 | 90 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
TERRAPIN 3 ACQUISITION CORP | COM CL A | 88104P104 | 109 | 10,985 | SH | DFND | 10,985 | 0 | 0 | ||
TESARO INC | COM | 881569107 | 455 | 4,536 | SH | DFND | 4,536 | 0 | 0 | ||
TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 4,536 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 23,838 | 27,760,000 | PRN | DFND | 27,760,000 | 0 | 0 | ||
TETRA TECHNOLOGIES INC DEL | COM | 88162F105 | 759 | 124,210 | SH | DFND | 124,210 | 0 | 0 | ||
TEVA PHARMACEUTICAL INDS LTD | ADR | 881624209 | 2,369 | 51,484 | SH | DFND | 51,484 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 3,406 | 45,551 | SH | DFND | 45,551 | 0 | 0 | ||
TRANSOCEAN LTD | REG SHS | H8817H100 | 532 | 49,922 | SH | DFND | 49,922 | 0 | 0 | ||
TRANSOCEAN LTD | REG SHS | H8817H100 | 10,660 | 1,000,000 | SH | Call | DFND | 1,000,000 | 0 | 0 | |
TRANSOCEAN LTD | REG SHS | H8817H100 | 16,028 | 1,503,600 | SH | Put | DFND | 1,503,600 | 0 | 0 | |
TRANSOCEAN PARTNERS LLC | COM UNIT RP LT | Y8977Y100 | 2,611 | 211,730 | SH | DFND | 211,730 | 0 | 0 | ||
TRINA SOLAR LIMITED | DBCV 3.500% 6/1 | 89628EAC8 | 13,147 | 13,450,000 | PRN | DFND | 13,450,000 | 0 | 0 | ||
TRINA SOLAR LIMITED | NOTE 4.000%10/1 | 89628EAE4 | 3,765 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
TRINITY INDS INC | COM | 896522109 | 1,618 | 66,900 | SH | DFND | 66,900 | 0 | 0 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 7,238 | 6,035,000 | PRN | DFND | 6,035,000 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 3,149 | 130,000 | SH | DFND | 130,000 | 0 | 0 | ||
TWITTER INC | COM | 90184L102 | 8,644 | 375,000 | SH | Call | DFND | 375,000 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 3,360 | 3,500,000 | PRN | DFND | 3,500,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 24,938 | 26,320,000 | PRN | DFND | 26,320,000 | 0 | 0 | ||
U S SILICA HLDGS INC | COM | 90346E103 | 12,508 | 268,658 | SH | DFND | 268,658 | 0 | 0 | ||
ULTIMATE SOFTWARE GROUP INC | COM | 90385D107 | 1,283 | 6,276 | SH | DFND | 6,276 | 0 | 0 | ||
UNDER ARMOUR INC | CL A | 904311107 | 15,014 | 388,169 | SH | DFND | 388,169 | 0 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 228 | 4,351 | SH | DFND | 4,351 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 6,037 | 59,417 | SH | DFND | 59,417 | 0 | 0 | ||
VALE S A | ADR | 91912E105 | 9,863 | 1,793,217 | SH | DFND | 1,793,217 | 0 | 0 | ||
VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 6,786 | 276,408 | SH | DFND | 276,408 | 0 | 0 | ||
VALERO ENERGY CORP NEW | COM | 91913Y100 | 5,446 | 102,748 | SH | DFND | 102,748 | 0 | 0 | ||
VALSPAR CORP | COM | 920355104 | 1,172 | 11,048 | SH | DFND | 11,048 | 0 | 0 | ||
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 6,872 | 260,000 | SH | DFND | 260,000 | 0 | 0 | ||
VANECK VECTORS ETF TR | JR GOLD MINERS E | 92189F791 | 224 | 5,058 | SH | DFND | 5,058 | 0 | 0 | ||
VIDEOCON D2H LTD | ADR | 92657J101 | 6,038 | 617,341 | SH | DFND | 617,341 | 0 | 0 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 10,105 | 9,370,000 | PRN | DFND | 9,370,000 | 0 | 0 | ||
VIRGIN AMER INC | COM VTG | 92765X208 | 1,873 | 35,000 | SH | DFND | 35,000 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 9,199 | 111,228 | SH | DFND | 111,228 | 0 | 0 | ||
VITAE PHARMACEUTICALS INC | COM | 92847N103 | 9,357 | 447,289 | SH | DFND | 447,289 | 0 | 0 | ||
WABCO HLDGS INC | COM | 92927K102 | 3,369 | 29,677 | SH | DFND | 29,677 | 0 | 0 | ||
WAL-MART STORES INC | COM | 931142103 | 18,425 | 255,483 | SH | DFND | 255,483 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 11,242 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
WEATHERFORD INTL PLC | ORD SHS | G48833100 | 3,843 | 683,875 | SH | DFND | 683,875 | 0 | 0 | ||
WEIBO CORP | SPONSORED ADR | 948596101 | 2,694 | 53,729 | SH | DFND | 53,729 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 7,511 | 169,629 | SH | DFND | 169,629 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 1,791 | 11,045 | SH | DFND | 11,045 | 0 | 0 | ||
WHITING PETE CORP NEW | COM | 966387102 | 525 | 60,113 | SH | DFND | 60,113 | 0 | 0 | ||
WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 11,550 | 14,000,000 | PRN | DFND | 14,000,000 | 0 | 0 | ||
WHOLE FOODS MKT INC | COM | 966837106 | 2,835 | 100,000 | SH | Call | DFND | 100,000 | 0 | 0 | |
WILLIAMS COS INC DEL | COM | 969457100 | 15,193 | 494,415 | SH | DFND | 494,415 | 0 | 0 | ||
WPX ENERGY INC | COM | 98212B103 | 7,914 | 600,000 | SH | Put | DFND | 600,000 | 0 | 0 | |
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 8,034 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 21,582 | 21,035,000 | PRN | DFND | 21,035,000 | 0 | 0 | ||
YUM BRANDS INC | COM | 988498101 | 2,105 | 23,184 | SH | DFND | 23,184 | 0 | 0 | ||
ZHAOPIN LTD | SPONSORED ADR | 98954L103 | 1,009 | 67,298 | SH | DFND | 67,298 | 0 | 0 | ||
ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 813 | 198,360 | SH | DFND | 198,360 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 2,809 | 54,000 | SH | DFND | 54,000 | 0 | 0 |