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
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