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
3M CO COM 88579Y101 2,296 12,000 SH   DFND   12,000 0 0
ABBOTT LABS COM 002824100 7 162 SH   DFND   162 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 62 12,423 SH   DFND   12,423 0 0
ACHAOGEN INC COM 004449104 254 10,075 SH   DFND   10,075 0 0
ACTIVISION BLIZZARD INC COM 00507V109 14,165 284,097 SH   DFND   284,097 0 0
ACUITY BRANDS INC COM 00508Y102 1,020 5,000 SH Call DFND   5,000 0 0
ADOBE SYS INC COM 00724F101 11,461 88,077 SH   DFND   88,077 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,850 19,224 SH   DFND   19,224 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 145 15,178 SH   DFND   15,178 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4,927 338,656 SH   DFND   338,656 0 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 180 65,300 SH   DFND   65,300 0 0
AK STL HLDG CORP COM 001547108 2,398 333,475 SH   DFND   333,475 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 7,084 7,145,000 PRN   DFND   7,145,000 0 0
ALASKA AIR GROUP INC COM 011659109 1,443 15,642 SH   DFND   15,642 0 0
ALBEMARLE CORP COM 012653101 2,867 27,141 SH   DFND   27,141 0 0
ALCOA CORP COM 013872106 19,768 574,650 SH   DFND   574,650 0 0
ALERE INC COM 01449J105 5,629 141,675 SH   DFND   141,675 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 566 4,667 SH   DFND   4,667 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 12,962 120,209 SH   DFND   120,209 0 0
ALON USA ENERGY INC COM 020520102 8,215 673,936 SH   DFND   673,936 0 0
ALPHABET INC CAP STK CL A 02079K305 28,792 33,960 SH   DFND   33,960 0 0
AMAYA INC COM 02314M108 925 54,647 SH   DFND   54,647 0 0
AMAZON COM INC COM 023135106 34,057 38,416 SH   DFND   38,416 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 1,081 34,373 SH   DFND   34,373 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 620 6,499 SH   DFND   6,499 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 7,521 7,500,000 PRN   DFND   7,500,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 3,131 3,100,000 PRN   DFND   3,100,000 0 0
AMGEN INC COM 031162100 1,887 11,500 SH   DFND   11,500 0 0
ANADARKO PETE CORP COM 032511107 27,900 450,000 SH Call DFND   450,000 0 0
ANADARKO PETE CORP COM 032511107 13,346 215,269 SH   DFND   215,269 0 0
ANTARES PHARMA INC COM 036642106 242 85,363 SH   DFND   85,363 0 0
APPLE INC COM 037833100 8,567 59,614 SH   DFND   59,614 0 0
APPLIED MATLS INC COM 038222105 5,631 144,756 SH   DFND   144,756 0 0
APPROACH RESOURCES INC COM 03834A103 43 16,951 SH   DFND   16,951 0 0
ARCH COAL INC CL A 039380407 994 14,413 SH   DFND   14,413 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,363 22,677 SH   DFND   22,677 0 0
ASPEN TECHNOLOGY INC COM 045327103 221 3,755 SH   DFND   3,755 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 225 8,835 SH   DFND   8,835 0 0
ATWOOD OCEANICS INC COM 050095108 3,338 350,218 SH   DFND   350,218 0 0
AUTOLIV INC COM 052800109 4,672 45,686 SH   DFND   45,686 0 0
AUTOZONE INC COM 053332102 2,483 3,434 SH   DFND   3,434 0 0
AXT INC COM 00246W103 122 20,965 SH   DFND   20,965 0 0
BAIDU INC SPON ADR REP A 056752108 1,799 10,429 SH   DFND   10,429 0 0
BAKER HUGHES INC COM 057224107 26 428 SH   DFND   428 0 0
BANK OF THE OZARKS INC COM 063904106 247 4,740 SH   DFND   4,740 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 1,549 98,075 SH   DFND   98,075 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 10,707 678,100 SH Put DFND   678,100 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 2,807 84,139 SH   DFND   84,139 0 0
BEST BUY INC COM 086516101 1,064 21,658 SH   DFND   21,658 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 18,291 587,186 SH   DFND   587,186 0 0
BIOGEN INC COM 09062X103 832 3,043 SH   DFND   3,043 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 244 6,891 SH   DFND   6,891 0 0
BP PLC SPONSORED ADR 055622104 7,252 210,081 SH   DFND   210,081 0 0
BROADCOM LTD SHS Y09827109 10,915 49,851 SH   DFND   49,851 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 7,499 600,863 SH   DFND   600,863 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 7,963 7,880,000 PRN   DFND   7,880,000 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 9,268 272,155 SH   DFND   272,155 0 0
CADIZ INC COM NEW 127537207 191 12,688 SH   DFND   12,688 0 0
CALERES INC COM 129500104 560 21,193 SH   DFND   21,193 0 0
CAMECO CORP COM 13321L108 915 82,677 SH   DFND   82,677 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 59 3,684 SH   DFND   3,684 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,149 19,500 SH Call DFND   19,500 0 0
CASTLE BRANDS INC COM 148435100 34 21,700 SH   DFND   21,700 0 0
CAVIUM INC COM 14964U108 216 3,015 SH   DFND   3,015 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 4,192 61,815 SH   DFND   61,815 0 0
CELGENE CORP COM 151020104 1,742 14,000 SH   DFND   14,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 1,126 1,000,000 PRN   DFND   1,000,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 10,020 8,640,000 PRN   DFND   8,640,000 0 0
CENTRUS ENERGY CORP CL A 15643U104 1,090 180,083 SH   DFND   180,083 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 5,848 17,867 SH   DFND   17,867 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,872 37,715 SH   DFND   37,715 0 0
CHEETAH MOBILE INC ADR 163075104 1,027 95,636 SH   DFND   95,636 0 0
CHEMOURS CO COM 163851108 281 7,300 SH   DFND   7,300 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 1,709 2,500,000 PRN   DFND   2,500,000 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 1,424 46,307 SH   DFND   46,307 0 0
CHINA CORD BLOOD CORP SHS G21107100 10,703 1,607,168 SH   DFND   1,607,168 0 0
CIGNA CORPORATION COM 125509109 3,662 25,000 SH   DFND   25,000 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 342 2,328,084 SH   DFND   2,328,084 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 22,378 17,800,000 PRN   DFND   17,800,000 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 104 22,640 SH   DFND   22,640 0 0
CME GROUP INC COM 12572Q105 2,020 17,000 SH   DFND   17,000 0 0
COACH INC COM 189754104 7,301 176,649 SH   DFND   176,649 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 2,180 6,230,000 PRN   DFND   6,230,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 10,787 39,225,000 PRN   DFND   39,225,000 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 3,888 103,162 SH   DFND   103,162 0 0
COHERENT INC COM 192479103 238 1,155 SH   DFND   1,155 0 0
COLGATE PALMOLIVE CO COM 194162103 3,290 44,957 SH   DFND   44,957 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 2,562 198,413 SH   DFND   198,413 0 0
COMCAST CORP NEW CL A 20030N101 14,501 385,766 SH   DFND   385,766 0 0
COMMERCIAL VEH GROUP INC COM 202608105 138 20,395 SH   DFND   20,395 0 0
COMMSCOPE HLDG CO INC COM 20337X109 706 16,933 SH   DFND   16,933 0 0
COMMUNITY BANKERS TR CORP COM 203612106 104 13,041 SH   DFND   13,041 0 0
CONCORDIA INTERNATIONAL CORP COM 20653P102 211 129,317 SH   DFND   129,317 0 0
CONSTELLIUM NV CL A N22035104 1,646 253,232 SH   DFND   253,232 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,459 32,133 SH   DFND   32,133 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 226 27,387 SH   DFND   27,387 0 0
COSTCO WHSL CORP NEW COM 22160K105 16,126 96,164 SH   DFND   96,164 0 0
COTY INC COM CL A 222070203 6,648 366,698 SH   DFND   366,698 0 0
CRITEO S A SPONS ADS 226718104 33,792 675,966 SH   DFND   675,966 0 0
CSX CORP COM 126408103 1,379 29,615 SH   DFND   29,615 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4,861 98,902 SH   DFND   98,902 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 10,400 9,390,000 PRN   DFND   9,390,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 26,426 20,150,000 PRN   DFND   20,150,000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,021 74,200 SH   DFND   74,200 0 0
DASEKE INC *W EXP 03/31/202 23753F115 140 125,000 SH   DFND   125,000 0 0
DECKERS OUTDOOR CORP COM 243537107 4,103 68,690 SH   DFND   68,690 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 15,888 247,941 SH   DFND   247,941 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 7,181 89,213 SH   DFND   89,213 0 0
DELTA TECHNOLOGY HLDGS LTD *W EXP 12/18/201 G8477B113 12 200,000 SH   DFND   200,000 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 951 55,400 SH Call DFND   55,400 0 0
DEVON ENERGY CORP NEW COM 25179M103 795 19,056 SH   DFND   19,056 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 779 174,193 SH   DFND   174,193 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,930 18,606 SH   DFND   18,606 0 0
DICKS SPORTING GOODS INC COM 253393102 27 557 SH   DFND   557 0 0
DOMINION DIAMOND CORP COM 257287102 4,801 380,693 SH   DFND   380,693 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 280 500,000 SH   DFND   500,000 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 5,000 500,000 SH   DFND   500,000 0 0
DOVER CORP COM 260003108 1,607 20,000 SH   DFND   20,000 0 0
DRIL-QUIP INC COM 262037104 5,481 100,482 SH   DFND   100,482 0 0
DRIVE SHACK INC COM 262077100 139 33,548 SH   DFND   33,548 0 0
DYCOM INDS INC COM 267475101 944 10,151 SH   DFND   10,151 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 6,726 5,750,000 PRN   DFND   5,750,000 0 0
EAGLE MATERIALS INC COM 26969P108 926 9,538 SH   DFND   9,538 0 0
EAST WEST BANCORP INC COM 27579R104 727 14,091 SH   DFND   14,091 0 0
EDGEWELL PERS CARE CO COM 28035Q102 3,860 52,775 SH   DFND   52,775 0 0
ELDORADO GOLD CORP NEW COM 284902103 688 201,817 SH   DFND   201,817 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,017 1,135,000 PRN   DFND   1,135,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 7,144 7,500,000 PRN   DFND   7,500,000 0 0
ENERGEN CORP COM 29265N108 3,427 62,949 SH   DFND   62,949 0 0
ENERGY FUELS INC COM NEW 292671708 71 32,893 SH   DFND   32,893 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 4,708 128,914 SH   DFND   128,914 0 0
ENERGY XXI GULF COAST INC COM 29276K101 6,495 216,716 SH   DFND   216,716 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 6,331 7,330,000 PRN   DFND   7,330,000 0 0
ENSCO PLC SHS CLASS A G3157S106 1,547 172,835 SH   DFND   172,835 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 6,041 4,775,000 PRN   DFND   4,775,000 0 0
EVERI HLDGS INC COM 30034T103 184 38,332 SH   DFND   38,332 0 0
EXELIXIS INC COM 30161Q104 255 11,780 SH   DFND   11,780 0 0
EXETER RES CORP COM 301835104 610 353,700 SH   DFND   353,700 0 0
EXXON MOBIL CORP COM 30231G102 1,886 23,000 SH   DFND   23,000 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 3,785 4,075,000 PRN   DFND   4,075,000 0 0
FACEBOOK INC CL A 30303M102 15,077 106,139 SH   DFND   106,139 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 2,454 334,776 SH   DFND   334,776 0 0
FARMLAND PARTNERS INC COM 31154R109 2,973 266,164 SH   DFND   266,164 0 0
FATE THERAPEUTICS INC COM 31189P102 94 20,754 SH   DFND   20,754 0 0
FINISAR CORP COM NEW 31787A507 923 33,767 SH   DFND   33,767 0 0
FLOTEK INDS INC DEL COM 343389102 1,708 133,554 SH   DFND   133,554 0 0
FNB CORP PA COM 302520101 318 21,415 SH   DFND   21,415 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,744 31,000 SH   DFND   31,000 0 0
FOOT LOCKER INC COM 344849104 988 13,208 SH   DFND   13,208 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 435 37,314 SH   DFND   37,314 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 2,385 300,000 SH   DFND   300,000 0 0
FRANKLIN RES INC COM 354613101 2,655 63,000 SH   DFND   63,000 0 0
FRANKS INTL N V COM N33462107 2,082 196,977 SH   DFND   196,977 0 0
FREEPORT-MCMORAN INC CL B 35671D857 6,890 515,696 SH   DFND   515,696 0 0
FREEPORT-MCMORAN INC CL B 35671D857 10,802 808,500 SH Call DFND   808,500 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 235 4,750 SH   DFND   4,750 0 0
GAP INC DEL COM 364760108 2,357 97,027 SH   DFND   97,027 0 0
GAP INC DEL COM 364760108 729 30,000 SH Call DFND   30,000 0 0
GASTAR EXPL INC NEW COM 36729W202 707 458,889 SH   DFND   458,889 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 5,205 289,998 SH   DFND   289,998 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 5,123 6,600,000 PRN   DFND   6,600,000 0 0
GENOCEA BIOSCIENCES INC COM 372427104 94 15,361 SH   DFND   15,361 0 0
GIGPEAK INC COM 37518Q109 1,007 326,797 SH   DFND   326,797 0 0
GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 4,288 7,000,000 PRN   DFND   7,000,000 0 0
GOLDCORP INC NEW COM 380956409 1,090 74,721 SH   DFND   74,721 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 506 597,187 SH   DFND   597,187 0 0
GOLDFIELD CORP COM 381370105 109 19,025 SH   DFND   19,025 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,608 7,000 SH   DFND   7,000 0 0
GORES HLDGS II INC UNIT 99/99/9999 382867208 1,548 150,394 SH   DFND   150,394 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 5,030 557,008 SH   DFND   557,008 0 0
HALCON RES CORP COM PAR NEW 40537Q605 402 52,184 SH   DFND   52,184 0 0
HALLADOR ENERGY COMPANY COM 40609P105 122 15,187 SH   DFND   15,187 0 0
HALLIBURTON CO COM 406216101 22 455 SH   DFND   455 0 0
HARLEY DAVIDSON INC COM 412822108 4,562 75,405 SH   DFND   75,405 0 0
HD SUPPLY HLDGS INC COM 40416M105 541 13,165 SH   DFND   13,165 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 7,145 7,500,000 PRN   DFND   7,500,000 0 0
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 849 48,960 SH   DFND   48,960 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 5,684 335,755 SH   DFND   335,755 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 5,632 4,035,000 PRN   DFND   4,035,000 0 0
HOME DEPOT INC COM 437076102 23,958 163,171 SH   DFND   163,171 0 0
HONEYWELL INTL INC COM 438516106 2,622 21,000 SH   DFND   21,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 705 250,000 SH   DFND   250,000 0 0
HOSTESS BRANDS INC CL A 44109J106 627 39,522 SH   DFND   39,522 0 0
HUDBAY MINERALS INC *W EXP 07/20/201 443628136 92 231,138 SH   DFND   231,138 0 0
HUDBAY MINERALS INC COM 443628102 3,102 473,359 SH   DFND   473,359 0 0
HUDSON TECHNOLOGIES INC COM 444144109 144 21,753 SH   DFND   21,753 0 0
HUMANA INC COM 444859102 4,497 21,817 SH   DFND   21,817 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 574 2,869 SH   DFND   2,869 0 0
HUTTIG BLDG PRODS INC COM 448451104 112 13,818 SH   DFND   13,818 0 0
ICICI BK LTD ADR 45104G104 4,010 466,315 SH   DFND   466,315 0 0
II VI INC COM 902104108 456 12,654 SH   DFND   12,654 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 22,185 1,519,514 SH   DFND   1,519,514 0 0
ILLUMINA INC NOTE 6/1 452327AF6 13,997 13,880,000 PRN   DFND   13,880,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 6,326 7,750,000 PRN   DFND   7,750,000 0 0
INCYTE CORP COM 45337C102 641 4,793 SH   DFND   4,793 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 2,594 470,822 SH   DFND   470,822 0 0
INSEEGO CORP COM 45782B104 33 15,897 SH   DFND   15,897 0 0
INTEL CORP SDCV 12/1 458140AD2 1,221 900,000 PRN   DFND   900,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 11,000 6,290,000 PRN   DFND   6,290,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 5,124 5,500,000 PRN   DFND   5,500,000 0 0
INTERNAP CORP COM PAR $.001 45885A300 191 51,294 SH   DFND   51,294 0 0
INTEVAC INC COM 461148108 151 12,097 SH   DFND   12,097 0 0
INTREPID POTASH INC COM 46121Y102 87 50,556 SH   DFND   50,556 0 0
INTUIT COM 461202103 25,199 217,257 SH   DFND   217,257 0 0
INVENSENSE INC COM 46123D205 1,263 100,000 SH   DFND   100,000 0 0
INVESTORS BANCORP INC NEW COM 46146L101 186 12,963 SH   DFND   12,963 0 0
ISHARES TR MSCI EAFE ETF 464287465 653 10,479 SH   DFND   10,479 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 6,272 6,500,000 PRN   DFND   6,500,000 0 0
ITERIS INC COM 46564T107 125 22,938 SH   DFND   22,938 0 0
JAGGED PEAK ENERGY INC COM 47009K107 246 18,828 SH   DFND   18,828 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 7,949 7,425,000 PRN   DFND   7,425,000 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 7,796 7,000,000 PRN   DFND   7,000,000 0 0
JELD-WEN HLDG INC COM 47580P103 537 16,355 SH   DFND   16,355 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,436 69,697 SH   DFND   69,697 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 1,417 384,065 SH   DFND   384,065 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 2,140 92,639 SH   DFND   92,639 0 0
KAR AUCTION SVCS INC COM 48238T109 4,235 96,966 SH   DFND   96,966 0 0
KATE SPADE & CO COM 485865109 9,772 420,691 SH   DFND   420,691 0 0
KEANE GROUP INC COM 48669A108 312 21,848 SH   DFND   21,848 0 0
KEMET CORP COM NEW 488360207 227 18,940 SH   DFND   18,940 0 0
KEY ENERGY SVCS INC DEL COM 49309J103 1,245 53,616 SH   DFND   53,616 0 0
KIMBERLY CLARK CORP COM 494368103 658 5,000 SH   DFND   5,000 0 0
KOHLS CORP COM 500255104 597 15,000 SH Call DFND   15,000 0 0
KONGZHONG CORP SPONSORED ADR 50047P104 1,482 200,000 SH   DFND   200,000 0 0
KRAFT HEINZ CO COM 500754106 15 165 SH   DFND   165 0 0
KROGER CO COM 501044101 5,548 188,132 SH   DFND   188,132 0 0
L BRANDS INC COM 501797104 6,315 134,090 SH   DFND   134,090 0 0
L3 TECHNOLOGIES INC COM 502413107 413 2,500 SH   DFND   2,500 0 0
LAM RESEARCH CORP COM 512807108 17,420 135,713 SH   DFND   135,713 0 0
LANTHEUS HLDGS INC COM 516544103 200 15,983 SH   DFND   15,983 0 0
LAUDER ESTEE COS INC CL A 518439104 2,120 25,000 SH   DFND   25,000 0 0
LAUREATE EDUCATION INC CL A 518613203 167 11,710 SH   DFND   11,710 0 0
LEAR CORP COM NEW 521865204 2,718 19,196 SH   DFND   19,196 0 0
LEE ENTERPRISES INC COM 523768109 67 25,882 SH   DFND   25,882 0 0
LEIDOS HLDGS INC COM 525327102 645 12,604 SH   DFND   12,604 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 75 3,760 SH   DFND   3,760 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 8,440 7,500,000 PRN   DFND   7,500,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 21,750 40,000,000 PRN   DFND   40,000,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 13,795 12,320,000 PRN   DFND   12,320,000 0 0
LINDBLAD EXPEDITIONS HLDGS I *W EXP 07/08/202 535219117 295 155,356 SH   DFND   155,356 0 0
LOGMEIN INC COM 54142L109 235 2,415 SH   DFND   2,415 0 0
LOWES COS INC COM 548661107 17,516 213,071 SH   DFND   213,071 0 0
LUMENTUM HLDGS INC COM 55024U109 266 4,978 SH   DFND   4,978 0 0
LUMOS NETWORKS CORP COM 550283105 1,289 72,800 SH   DFND   72,800 0 0
MACYS INC COM 55616P104 604 20,387 SH   DFND   20,387 0 0
MADDEN STEVEN LTD COM 556269108 10,748 278,811 SH   DFND   278,811 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 952 62,365 SH   DFND   62,365 0 0
MASIMO CORP COM 574795100 148 1,585 SH   DFND   1,585 0 0
MASTERCARD INCORPORATED CL A 57636Q104 32,100 285,408 SH   DFND   285,408 0 0
MATADOR RES CO COM 576485205 1,360 57,167 SH   DFND   57,167 0 0
MATINAS BIOPHARMA HLDGS INC COM 576810105 97 34,960 SH   DFND   34,960 0 0
MATTEL INC COM 577081102 4,157 162,325 SH   DFND   162,325 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 12,933 145,184 SH   DFND   145,184 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 4,527 118,794 SH   DFND   118,794 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 14,338 10,000,000 PRN   DFND   10,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 722 25,000 SH   DFND   25,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 13,807 12,360,000 PRN   DFND   12,360,000 0 0
MICROSEMI CORP COM 595137100 256 4,975 SH   DFND   4,975 0 0
MICROVISION INC DEL COM NEW 594960304 68 27,140 SH   DFND   27,140 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 7,309 396,146 SH   DFND   396,146 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 15,325 249,600 SH   DFND   249,600 0 0
MOHAWK INDS INC COM 608190104 8,244 35,923 SH   DFND   35,923 0 0
MOMO INC ADR 60879B107 2,737 80,347 SH   DFND   80,347 0 0
MONDELEZ INTL INC CL A 609207105 21 497 SH   DFND   497 0 0
MONSANTO CO NEW COM 61166W101 14,379 127,027 SH   DFND   127,027 0 0
NABORS INDUSTRIES LTD SHS G6359F103 6,202 474,543 SH   DFND   474,543 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 1,119 1,000,000 PRN   DFND   1,000,000 0 0
NATIONAL OILWELL VARCO INC COM 637071101 13,931 347,488 SH   DFND   347,488 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 130 69,261 SH   DFND   69,261 0 0
NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 2,070 1,000,200 SH   DFND   1,000,200 0 0
NETEASE INC SPONSORED ADR 64110W102 4,022 14,162 SH   DFND   14,162 0 0
NEUSTAR INC CL A 64126X201 5,288 159,500 SH   DFND   159,500 0 0
NEVSUN RES LTD COM 64156L101 346 135,095 SH   DFND   135,095 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 226 13,315 SH   DFND   13,315 0 0
NEWS CORP NEW CL A 65249B109 238 18,270 SH   DFND   18,270 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 720 1,000,000 SH   DFND   1,000,000 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 171 19,283 SH   DFND   19,283 0 0
NIKE INC CL B 654106103 1,136 20,369 SH   DFND   20,369 0 0
NOBLE CORP PLC SHS USD G65431101 2,512 405,845 SH   DFND   405,845 0 0
NORDSTROM INC COM 655664100 2,892 62,098 SH   DFND   62,098 0 0
NORDSTROM INC COM 655664100 699 15,000 SH Call DFND   15,000 0 0
NORTHROP GRUMMAN CORP COM 666807102 435 1,828 SH   DFND   1,828 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 2,827 243,905 SH   DFND   243,905 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 3,911 77,105 SH   DFND   77,105 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 8,092 8,500,000 PRN   DFND   8,500,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 5,334 3,900,000 PRN   DFND   3,900,000 0 0
NVIDIA CORP COM 67066G104 4,628 42,486 SH   DFND   42,486 0 0
NVR INC COM 62944T105 432 205 SH   DFND   205 0 0
NXP SEMICONDUCTORS N V COM N6596X109 14,447 139,583 SH   DFND   139,583 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 16,786 14,490,000 PRN   DFND   14,490,000 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 49 13,472 SH   DFND   13,472 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 14,566 53,981 SH   DFND   53,981 0 0
OASIS PETE INC NEW COM 674215108 3,695 259,107 SH   DFND   259,107 0 0
OLD DOMINION FGHT LINES INC COM 679580100 518 6,055 SH   DFND   6,055 0 0
OLIN CORP COM PAR $1 680665205 241 7,320 SH   DFND   7,320 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 10,142 9,265,000 PRN   DFND   9,265,000 0 0
ORACLE CORP COM 68389X105 2,231 50,000 SH Call DFND   50,000 0 0
PARSLEY ENERGY INC CL A 701877102 1,708 52,540 SH   DFND   52,540 0 0
PATTERSON UTI ENERGY INC COM 703481101 24 987 SH   DFND   987 0 0
PAYPAL HLDGS INC COM 70450Y103 2,581 60,000 SH   DFND   60,000 0 0
PENN VA CORP NEW COM 70788V102 424 9,366 SH   DFND   9,366 0 0
PENNEY J C INC COM 708160106 742 120,429 SH   DFND   120,429 0 0
PFIZER INC COM 717081103 2,018 59,000 SH   DFND   59,000 0 0
PHILIP MORRIS INTL INC COM 718172109 23,085 204,469 SH   DFND   204,469 0 0
PIONEER ENERGY SVCS CORP COM 723664108 660 165,027 SH   DFND   165,027 0 0
PIONEER NAT RES CO COM 723787107 4,181 22,451 SH   DFND   22,451 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 17,122 541,651 SH   DFND   541,651 0 0
PLAYA HOTELS & RESORTS NV *W EXP 03/10/202 N70544114 230 300,000 SH   DFND   300,000 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 2,625 250,000 SH   DFND   250,000 0 0
POTASH CORP SASK INC COM 73755L107 3,578 209,450 SH   DFND   209,450 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 34,578 261,200 SH Put DFND   261,200 0 0
PRAXAIR INC COM 74005P104 5,948 50,148 SH   DFND   50,148 0 0
PRECISION DRILLING CORP COM 2010 74022D308 5,865 1,242,563 SH   DFND   1,242,563 0 0
PRGX GLOBAL INC COM NEW 69357C503 71 11,082 SH   DFND   11,082 0 0
PRICELINE GRP INC COM NEW 741503403 2,670 1,500 SH   DFND   1,500 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 7,122 5,000,000 PRN   DFND   5,000,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 6,443 5,735,000 PRN   DFND   5,735,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 12,458 6,595,000 PRN   DFND   6,595,000 0 0
PRIVATEBANCORP INC COM 742962103 312 5,260 SH   DFND   5,260 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 18,190 18,420,000 PRN   DFND   18,420,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 324 4,645 SH   DFND   4,645 0 0
PVH CORP COM 693656100 6,503 62,853 SH   DFND   62,853 0 0
R1 RCM INC COM 749397105 89 28,706 SH   DFND   28,706 0 0
RAMACO RES INC COM 75134P303 488 50,428 SH   DFND   50,428 0 0
RANGE RES CORP COM 75281A109 3,188 109,554 SH   DFND   109,554 0 0
RAYTHEON CO COM NEW 755111507 247 1,620 SH   DFND   1,620 0 0
RECRO PHARMA INC COM 75629F109 116 13,284 SH   DFND   13,284 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 14,273 10,985,000 PRN   DFND   10,985,000 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 128 12,267 SH   DFND   12,267 0 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 3,818 3,000,000 PRN   DFND   3,000,000 0 0
RESOLUTE ENERGY CORP COM NEW 76116A306 430 10,654 SH   DFND   10,654 0 0
REV GROUP INC COM 749527107 211 7,656 SH   DFND   7,656 0 0
REYNOLDS AMERICAN INC COM 761713106 43,623 692,199 SH   DFND   692,199 0 0
RITE AID CORP COM 767754104 2,047 481,567 SH   DFND   481,567 0 0
RIVERVIEW BANCORP INC COM 769397100 104 14,568 SH   DFND   14,568 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,024 13,000 SH   DFND   13,000 0 0
ROLLINS INC COM 775711104 349 9,402 SH   DFND   9,402 0 0
ROSS STORES INC COM 778296103 6,552 99,477 SH   DFND   99,477 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,828 117,337 SH   DFND   117,337 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 8,439 86,008 SH   DFND   86,008 0 0
RSP PERMIAN INC COM 74978Q105 1,593 38,461 SH   DFND   38,461 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 6,753 81,385 SH   DFND   81,385 0 0
SAEXPLORATION HLDGS INC COM NEW 78636X204 747 125,273 SH   DFND   125,273 0 0
SAFE BULKERS INC COM Y7388L103 83 37,530 SH   DFND   37,530 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 18,514 14,360,000 PRN   DFND   14,360,000 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 333 18,021 SH   DFND   18,021 0 0
SCHLUMBERGER LTD COM 806857108 10,440 133,674 SH   DFND   133,674 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 3,559 363,188 SH   DFND   363,188 0 0
SCORPIO BULKERS INC COM Y7546A122 3,220 350,000 SH   DFND   350,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 7,827 170,397 SH   DFND   170,397 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 12,429 191,039 SH   DFND   191,039 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 9,252 7,155,000 PRN   DFND   7,155,000 0 0
SHERWIN WILLIAMS CO COM 824348106 5,978 19,273 SH   DFND   19,273 0 0
SHIRE PLC SPONSORED ADR 82481R106 1,712 9,826 SH   DFND   9,826 0 0
SHOPIFY INC CL A 82509L107 2,247 33,005 SH   DFND   33,005 0 0
SIGNET JEWELERS LIMITED SHS G81276100 4,539 65,522 SH   DFND   65,522 0 0
SILICON LABORATORIES INC COM 826919102 1,289 17,528 SH   DFND   17,528 0 0
SILVER STD RES INC COM 82823L106 175 16,500 SH   DFND   16,500 0 0
SINOVAC BIOTECH LTD SHS P8696W104 661 115,446 SH   DFND   115,446 0 0
SKECHERS U S A INC CL A 830566105 808 29,435 SH   DFND   29,435 0 0
SNAP INC CL A 83304A106 338 15,000 SH Call DFND   15,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,788 2,000,000 PRN   DFND   2,000,000 0 0
SOUTHWEST AIRLS CO COM 844741108 1,002 18,633 SH   DFND   18,633 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 8,170 224,753 SH   DFND   224,753 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,129 26,000 SH Put DFND   26,000 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 15,797 519,307 SH   DFND   519,307 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 6,380 170,407 SH   DFND   170,407 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 11,232 300,000 SH Call DFND   300,000 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 720 12,428 SH   DFND   12,428 0 0
SPIRIT AIRLS INC COM 848577102 224 4,225 SH   DFND   4,225 0 0
STAMPS COM INC COM NEW 852857200 1,753 14,808 SH   DFND   14,808 0 0
STARBUCKS CORP COM 855244109 4,671 80,000 SH Call DFND   80,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 4,872 4,800,000 PRN   DFND   4,800,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 7,466 6,540,000 PRN   DFND   6,540,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 5,837 5,350,000 PRN   DFND   5,350,000 0 0
STEEL DYNAMICS INC COM 858119100 494 14,203 SH   DFND   14,203 0 0
STERLING CONSTRUCTION CO INC COM 859241101 131 14,133 SH   DFND   14,133 0 0
STILLWATER MNG CO COM 86074Q102 3,585 207,604 SH   DFND   207,604 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 308 19,938 SH   DFND   19,938 0 0
STONE ENERGY CORP COM PAR 861642403 262 11,977 SH   DFND   11,977 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 6,885 448,520 SH   DFND   448,520 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 5,102 6,500,000 PRN   DFND   6,500,000 0 0
SVB FINL GROUP COM 78486Q101 683 3,668 SH   DFND   3,668 0 0
SYNAPTICS INC COM 87157D109 4,370 88,258 SH   DFND   88,258 0 0
SYNGENTA AG SPONSORED ADR 87160A100 5,209 58,857 SH   DFND   58,857 0 0
SYNNEX CORP COM 87162W100 141 1,264 SH   DFND   1,264 0 0
SYNUTRA INTL INC COM 87164C102 3,040 510,921 SH   DFND   510,921 0 0
T MOBILE US INC COM 872590104 644 9,969 SH   DFND   9,969 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 213 3,601 SH   DFND   3,601 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 2,754 1,000,000 PRN   DFND   1,000,000 0 0
TAL ED GROUP ADS REPSTG COM 874080104 3,584 33,626 SH   DFND   33,626 0 0
TECHNIPFMC PLC COM G87110105 202 6,208 SH   DFND   6,208 0 0
TECK RESOURCES LTD CL B 878742204 3,513 160,421 SH   DFND   160,421 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 4,511 257,018 SH   DFND   257,018 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 251 1,985 SH   DFND   1,985 0 0
TELLURIAN INC NEW COM 87968A104 471 40,222 SH   DFND   40,222 0 0
TENARIS S A SPONSORED ADR 88031M109 2,816 82,490 SH   DFND   82,490 0 0
TESARO INC COM 881569107 686 4,457 SH   DFND   4,457 0 0
TESLA INC COM 88160R101 1,058 3,800 SH   DFND   3,800 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 2,500 2,500,000 PRN   DFND   2,500,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 30,987 31,645,000 PRN   DFND   31,645,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 5,212 5,000,000 PRN   DFND   5,000,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 3,820 4,000,000 PRN   DFND   4,000,000 0 0
THOR INDS INC COM 885160101 2,398 24,949 SH   DFND   24,949 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 7,375 6,035,000 PRN   DFND   6,035,000 0 0
TRIPADVISOR INC COM 896945201 402 9,310 SH   DFND   9,310 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 3,207 99,000 SH   DFND   99,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 24,017 26,320,000 PRN   DFND   26,320,000 0 0
U S SILICA HLDGS INC COM 90346E103 4,304 89,693 SH   DFND   89,693 0 0
ULTA BEAUTY INC COM 90384S303 4,977 17,450 SH   DFND   17,450 0 0
UNDER ARMOUR INC CL A 904311107 1,346 68,030 SH   DFND   68,030 0 0
UNITED STATES STL CORP NEW COM 912909108 2,536 75,000 SH Call DFND   75,000 0 0
URANIUM ENERGY CORP COM 916896103 118 83,280 SH   DFND   83,280 0 0
URBAN OUTFITTERS INC COM 917047102 59 2,480 SH   DFND   2,480 0 0
VAIL RESORTS INC COM 91879Q109 3,410 17,769 SH   DFND   17,769 0 0
VALE S A ADR 91912E105 4,332 455,971 SH   DFND   455,971 0 0
VALE S A ADR 91912E105 44,538 4,688,200 SH Call DFND   4,688,200 0 0
VALSPAR CORP COM 920355104 34,496 310,942 SH   DFND   310,942 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 1,653 72,470 SH   DFND   72,470 0 0
VBI VACCINES INC COM NEW 91822J103 80 14,512 SH   DFND   14,512 0 0
VCA INC COM 918194101 3,464 37,855 SH   DFND   37,855 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1 13 SH   DFND   13 0 0
VERSO CORP CL A 92531L207 122 20,395 SH   DFND   20,395 0 0
VIAVI SOLUTIONS INC COM 925550105 268 25,020 SH   DFND   25,020 0 0
VIDEOCON D2H LTD ADR 92657J101 2,202 191,443 SH   DFND   191,443 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 9,474 9,370,000 PRN   DFND   9,370,000 0 0
VISA INC COM CL A 92826C839 25,873 291,143 SH   DFND   291,143 0 0
VISA INC COM CL A 92826C839 15,108 170,000 SH Call DFND   170,000 0 0
VTTI ENERGY PARTNERS LP COM UNIT RP LT Y9384M101 2,350 123,700 SH   DFND   123,700 0 0
WABCO HLDGS INC COM 92927K102 388 3,303 SH   DFND   3,303 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 16,094 12,500,000 PRN   DFND   12,500,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 12,701 1,909,901 SH   DFND   1,909,901 0 0
WEBSTER FINL CORP CONN COM 947890109 313 6,255 SH   DFND   6,255 0 0
WELBILT INC COM 949090104 1,060 53,976 SH   DFND   53,976 0 0
WESTERN DIGITAL CORP COM 958102105 2,429 29,429 SH   DFND   29,429 0 0
WHITEWAVE FOODS CO COM 966244105 12,818 228,286 SH   DFND   228,286 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 12,302 14,000,000 PRN   DFND   14,000,000 0 0
WHOLE FOODS MKT INC COM 966837106 7,291 245,332 SH   DFND   245,332 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 163 13,133 SH   DFND   13,133 0 0
WILLIAMS COS INC DEL COM 969457100 1,955 66,067 SH   DFND   66,067 0 0
WILLIAMS SONOMA INC COM 969904101 4,647 86,665 SH   DFND   86,665 0 0
WILLIAMS SONOMA INC COM 969904101 1,609 30,000 SH Call DFND   30,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 8,942 7,500,000 PRN   DFND   7,500,000 0 0
YAHOO INC COM 984332106 3,728 80,320 SH   DFND   80,320 0 0
YAHOO INC NOTE 12/0 984332AF3 21,795 21,035,000 PRN   DFND   21,035,000 0 0
YUM CHINA HLDGS INC COM 98850P109 3,092 113,662 SH   DFND   113,662 0 0
ZHAOPIN LTD SPONSORED ADR 98954L103 2,203 127,849 SH   DFND   127,849 0 0
ZIONS BANCORPORATION COM 989701107 558 13,283 SH   DFND   13,283 0 0
ZOETIS INC CL A 98978V103 2,829 53,000 SH   DFND   53,000 0 0