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 1,666 8,000 SH   DFND   8,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 17,174 298,324 SH   DFND   298,324 0 0
ADOBE SYS INC COM 00724F101 2,735 19,337 SH   DFND   19,337 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,216 19,010 SH   DFND   19,010 0 0
ADVANCED MICRO DEVICES INC COM 007903107 11,989 960,639 SH   DFND   960,639 0 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 102 47,765 SH   DFND   47,765 0 0
AK STL HLDG CORP COM 001547108 973 148,056 SH   DFND   148,056 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 6,986 7,145,000 PRN   DFND   7,145,000 0 0
AKORN INC COM 009728106 1,677 50,000 SH   DFND   50,000 0 0
ALBEMARLE CORP COM 012653101 288 2,732 SH   DFND   2,732 0 0
ALCOA CORP COM 013872106 15,208 465,785 SH   DFND   465,785 0 0
ALERE INC COM 01449J105 46,575 927,975 SH   DFND   927,975 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,489 12,234 SH   DFND   12,234 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 28,563 202,715 SH   DFND   202,715 0 0
ALON USA ENERGY INC COM 020520102 6,023 452,166 SH   DFND   452,166 0 0
ALPHABET INC CAP STK CL A 02079K305 16,937 18,218 SH   DFND   18,218 0 0
ALTABA INC COM 021346101 8,989 165,000 SH   DFND   165,000 0 0
ALTICE USA INC CL A 02156K103 2,419 74,882 SH   DFND   74,882 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3,585 164,301 SH   DFND   164,301 0 0
AMAYA INC COM 02314M108 421 23,560 SH   DFND   23,560 0 0
AMAZON COM INC COM 023135106 29,676 30,657 SH   DFND   30,657 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 7,543 7,500,000 PRN   DFND   7,500,000 0 0
AMGEN INC COM 031162100 2,756 16,000 SH   DFND   16,000 0 0
ANADARKO PETE CORP COM 032511107 15,910 350,900 SH Call DFND   350,900 0 0
ANTERO RES CORP COM 03674X106 1,636 75,698 SH   DFND   75,698 0 0
APPLE INC COM 037833100 8,374 58,122 SH   DFND   58,122 0 0
APPLIED MATLS INC COM 038222105 13,900 336,498 SH   DFND   336,498 0 0
ARCH COAL INC CL A 039380407 353 5,163 SH   DFND   5,163 0 0
ARCHROCK INC COM 03957W106 1,771 155,336 SH   DFND   155,336 0 0
AT&T INC COM 00206R102 1,132 30,000 SH   DFND   30,000 0 0
ATWOOD OCEANICS INC COM 050095108 5,249 644,057 SH   DFND   644,057 0 0
AUTOLIV INC COM 052800109 4,744 43,204 SH   DFND   43,204 0 0
AUTOZONE INC COM 053332102 1,159 2,033 SH   DFND   2,033 0 0
BAIDU INC SPON ADR REP A 056752108 2,327 13,012 SH   DFND   13,012 0 0
BAKER HUGHES INC COM 057224107 10,347 189,823 SH   DFND   189,823 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 226 17,709 SH   DFND   17,709 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 7,656 600,000 SH Put DFND   600,000 0 0
BARD C R INC COM 067383109 17,861 56,502 SH   DFND   56,502 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 463 18,599 SH   DFND   18,599 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 9,420 306,233 SH   DFND   306,233 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 65 2,000 SH   DFND   2,000 0 0
BROADCOM LTD SHS Y09827109 7,976 34,221 SH   DFND   34,221 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 3,490 276,777 SH   DFND   276,777 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 7,998 7,880,000 PRN   DFND   7,880,000 0 0
BURLINGTON STORES INC COM 122017106 7,037 76,505 SH   DFND   76,505 0 0
BWX TECHNOLOGIES INC COM 05605H100 9,539 195,663 SH   DFND   195,663 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 7,660 223,514 SH   DFND   223,514 0 0
CABOT OIL & GAS CORP COM 127097103 14,491 577,799 SH   DFND   577,799 0 0
CAMECO CORP COM 13321L108 681 74,827 SH   DFND   74,827 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 3,776 122,399 SH   DFND   122,399 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 939 14,316 SH   DFND   14,316 0 0
CELGENE CORP COM 151020104 1,818 14,000 SH   DFND   14,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 1,161 1,000,000 PRN   DFND   1,000,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 10,271 8,640,000 PRN   DFND   8,640,000 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 1,237 78,210 SH   DFND   78,210 0 0
CENTRUS ENERGY CORP CL A 15643U104 705 166,661 SH   DFND   166,661 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 2,217 57,200 SH   DFND   57,200 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 923 2,739 SH   DFND   2,739 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,390 31,074 SH   DFND   31,074 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 1,731 2,500,000 PRN   DFND   2,500,000 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 487 24,676 SH   DFND   24,676 0 0
CHINA CORD BLOOD CORP SHS G21107100 14,318 1,510,313 SH   DFND   1,510,313 0 0
CIGNA CORPORATION COM 125509109 4,016 23,992 SH   DFND   23,992 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 349 2,328,084 SH   DFND   2,328,084 0 0
CITRIX SYS INC COM 177376100 1,114 14,000 SH   DFND   14,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 21,387 17,800,000 PRN   DFND   17,800,000 0 0
CLIFFS NAT RES INC COM 18683K101 581 84,000 SH   DFND   84,000 0 0
CME GROUP INC COM 12572Q105 2,129 17,000 SH   DFND   17,000 0 0
CNOOC LTD SPONSORED ADR 126132109 518 4,741 SH   DFND   4,741 0 0
COACH INC COM 189754104 14,469 305,652 SH   DFND   305,652 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1,334 4,942,000 PRN   DFND   4,942,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 6,504 31,725,000 PRN   DFND   31,725,000 0 0
COLGATE PALMOLIVE CO COM 194162103 2,335 31,500 SH   DFND   31,500 0 0
COLGATE PALMOLIVE CO COM 194162103 2,965 40,000 SH Call DFND   40,000 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 1,342 95,232 SH   DFND   95,232 0 0
COMCAST CORP NEW CL A 20030N101 8,709 223,757 SH   DFND   223,757 0 0
CONCORDIA INTERNATIONAL CORP COM 20653P102 193 124,109 SH   DFND   124,109 0 0
CONSTELLIUM NV CL A N22035104 1,162 168,335 SH   DFND   168,335 0 0
CORNING INC COM 219350105 102 3,400 SH   DFND   3,400 0 0
CRITEO S A SPONS ADS 226718104 41,206 840,100 SH   DFND   840,100 0 0
CSRA INC COM 12650T104 164 5,160 SH   DFND   5,160 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 15,361 285,209 SH   DFND   285,209 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 10,842 9,390,000 PRN   DFND   9,390,000 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 14,561 238,270 SH   DFND   238,270 0 0
DELTA TECHNOLOGY HLDGS LTD *W EXP 12/18/201 G8477B113 17 200,000 SH   DFND   200,000 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,971 33,448 SH   DFND   33,448 0 0
DISNEY WALT CO COM DISNEY 254687106 4,542 42,752 SH   DFND   42,752 0 0
DOLLAR TREE INC COM 256746108 7,256 103,770 SH   DFND   103,770 0 0
DOMINION DIAMOND CORP COM 257287102 12,474 992,918 SH   DFND   992,918 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 2,363 236,300 SH   DFND   236,300 0 0
DSW INC CL A 23334L102 9,061 511,948 SH   DFND   511,948 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 6,667 5,750,000 PRN   DFND   5,750,000 0 0
EBAY INC COM 278642103 2,713 77,700 SH   DFND   77,700 0 0
EDGEWELL PERS CARE CO COM 28035Q102 2,705 35,588 SH   DFND   35,588 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,080 1,135,000 PRN   DFND   1,135,000 0 0
ENERGY XXI GULF COAST INC COM 29276K101 3,321 178,815 SH   DFND   178,815 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 1,652 1,660,000 PRN   DFND   1,660,000 0 0
ENSCO PLC SHS CLASS A G3157S106 1,020 197,582 SH   DFND   197,582 0 0
EOG RES INC COM 26875P101 7,794 86,110 SH   DFND   86,110 0 0
EQT CORP COM 26884L109 3,465 59,140 SH   DFND   59,140 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 6,119 4,775,000 PRN   DFND   4,775,000 0 0
EXXON MOBIL CORP COM 30231G102 2,503 31,000 SH   DFND   31,000 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 3,876 4,075,000 PRN   DFND   4,075,000 0 0
FACEBOOK INC CL A 30303M102 16,441 108,898 SH   DFND   108,898 0 0
FACEBOOK INC CL A 30303M102 22,753 150,700 SH Call DFND   150,700 0 0
FARMLAND PARTNERS INC COM 31154R109 2,323 259,753 SH   DFND   259,753 0 0
FELCOR LODGING TR INC COM 31430F101 1,289 178,805 SH   DFND   178,805 0 0
FIREEYE INC COM 31816Q101 319 21,000 SH   DFND   21,000 0 0
FLOTEK INDS INC DEL COM 343389102 1,151 128,752 SH   DFND   128,752 0 0
FLOWSERVE CORP COM 34354P105 3,633 78,237 SH   DFND   78,237 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 3,049 31,000 SH   DFND   31,000 0 0
FOOT LOCKER INC COM 344849104 3,574 72,534 SH   DFND   72,534 0 0
FORTINET INC COM 34959E109 145 3,886 SH   DFND   3,886 0 0
FRANKLIN RES INC COM 354613101 2,150 48,000 SH   DFND   48,000 0 0
FRANKS INTL N V COM N33462107 575 69,359 SH   DFND   69,359 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,179 264,663 SH   DFND   264,663 0 0
FREEPORT-MCMORAN INC CL B 35671D857 11,052 920,200 SH Call DFND   920,200 0 0
GARDNER DENVER HLDGS INC COM 36555P107 4,895 226,514 SH   DFND   226,514 0 0
GASTAR EXPL INC NEW COM 36729W202 370 399,040 SH   DFND   399,040 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 4,093 250,337 SH   DFND   250,337 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 5,024 6,600,000 PRN   DFND   6,600,000 0 0
GILEAD SCIENCES INC COM 375558103 1,062 15,000 SH Call DFND   15,000 0 0
GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 3,350 5,000,000 PRN   DFND   5,000,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 799 35,925 SH   DFND   35,925 0 0
GOLDCORP INC NEW COM 380956409 874 67,672 SH   DFND   67,672 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 428 63,643 SH   DFND   63,643 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 87 133,652 SH   DFND   133,652 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,886 8,500 SH   DFND   8,500 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 7,056 201,838 SH   DFND   201,838 0 0
GRUBHUB INC COM 400110102 10,970 251,617 SH   DFND   251,617 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 2,747 284,915 SH   DFND   284,915 0 0
GULFPORT ENERGY CORP COM NEW 402635304 4,991 338,395 SH   DFND   338,395 0 0
HALLIBURTON CO COM 406216101 2,111 49,434 SH   DFND   49,434 0 0
HARLEY DAVIDSON INC COM 412822108 1,297 24,014 SH   DFND   24,014 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,131 13,000 SH   DFND   13,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 7,825 7,500,000 PRN   DFND   7,500,000 0 0
HOLLYFRONTIER CORP COM 436106108 202 7,346 SH   DFND   7,346 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 6,695 403,043 SH   DFND   403,043 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 5,840 3,935,000 PRN   DFND   3,935,000 0 0
HOME DEPOT INC COM 437076102 25,351 165,264 SH   DFND   165,264 0 0
HONEYWELL INTL INC COM 438516106 2,399 18,000 SH   DFND   18,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 146 50,000 SH   DFND   50,000 0 0
HUDBAY MINERALS INC *W EXP 07/20/201 443628136 43 231,138 SH   DFND   231,138 0 0
HUDBAY MINERALS INC COM 443628102 1,524 263,851 SH   DFND   263,851 0 0
HUMANA INC COM 444859102 2,576 10,707 SH   DFND   10,707 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 838 4,500 SH   DFND   4,500 0 0
HUNTSMAN CORP COM 447011107 3,056 118,254 SH   DFND   118,254 0 0
ICICI BK LTD ADR 45104G104 4,994 556,787 SH   DFND   556,787 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 21,529 1,754,570 SH   DFND   1,754,570 0 0
ILLUMINA INC NOTE 6/1 452327AF6 14,094 13,880,000 PRN   DFND   13,880,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 6,636 7,750,000 PRN   DFND   7,750,000 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 1,173 301,488 SH   DFND   301,488 0 0
INNOCOLL HLDGS PLC SHS G4783X105 200 87,600 SH   DFND   87,600 0 0
INTEL CORP SDCV 12/1 458140AD2 1,175 900,000 PRN   DFND   900,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 10,378 6,290,000 PRN   DFND   6,290,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 5,385 5,500,000 PRN   DFND   5,500,000 0 0
INTUIT COM 461202103 3,308 24,905 SH   DFND   24,905 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 3,102 78,125 SH   DFND   78,125 0 0
ISHARES TR MSCI EAFE ETF 464287465 1,174 17,999 SH   DFND   17,999 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 5,305 37,643 SH   DFND   37,643 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 6,928 6,500,000 PRN   DFND   6,500,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 8,183 7,425,000 PRN   DFND   7,425,000 0 0
JD COM INC SPON ADR CL A 47215P106 1,650 42,069 SH   DFND   42,069 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 7,730 7,000,000 PRN   DFND   7,000,000 0 0
JPMORGAN CHASE & CO COM 46625H100 7,771 85,020 SH   DFND   85,020 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 785 368,587 SH   DFND   368,587 0 0
KATE SPADE & CO COM 485865109 4,219 228,177 SH   DFND   228,177 0 0
KEY ENERGY SVCS INC DEL COM 49309J103 1,959 101,831 SH   DFND   101,831 0 0
KRAFT HEINZ CO COM 500754106 14 165 SH   DFND   165 0 0
KROGER CO COM 501044101 347 14,874 SH   DFND   14,874 0 0
L BRANDS INC COM 501797104 2,806 52,073 SH   DFND   52,073 0 0
L3 TECHNOLOGIES INC COM 502413107 418 2,500 SH   DFND   2,500 0 0
LAM RESEARCH CORP COM 512807108 5,560 39,310 SH   DFND   39,310 0 0
LAUDER ESTEE COS INC CL A 518439104 2,495 26,000 SH   DFND   26,000 0 0
LEAR CORP COM NEW 521865204 568 3,998 SH   DFND   3,998 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 8,607 7,500,000 PRN   DFND   7,500,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 10,900 20,000,000 PRN   DFND   20,000,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 14,543 12,320,000 PRN   DFND   12,320,000 0 0
LIFETIME BRANDS INC COM 53222Q103 312 17,200 SH   DFND   17,200 0 0
LINDBLAD EXPEDITIONS HLDGS I *W EXP 07/08/202 535219117 350 155,356 SH   DFND   155,356 0 0
LOWES COS INC COM 548661107 1,154 14,890 SH   DFND   14,890 0 0
LUMOS NETWORKS CORP COM 550283105 1,301 72,800 SH   DFND   72,800 0 0
MACYS INC COM 55616P104 864 37,186 SH   DFND   37,186 0 0
MADDEN STEVEN LTD COM 556269108 1,500 37,548 SH   DFND   37,548 0 0
MANTECH INTL CORP CL A 564563104 166 4,000 SH   DFND   4,000 0 0
MARATHON PETE CORP COM 56585A102 8,747 167,146 SH   DFND   167,146 0 0
MASTERCARD INCORPORATED CL A 57636Q104 22,220 182,960 SH   DFND   182,960 0 0
MATTEL INC COM 577081102 449 20,863 SH   DFND   20,863 0 0
MBIA INC COM 55262C100 1,375 145,858 SH   DFND   145,858 0 0
MCDONALDS CORP COM 580135101 10,129 66,133 SH   DFND   66,133 0 0
MERUS LABS INTL INC NEW COM 59047R101 4,167 3,300,000 SH   DFND   3,300,000 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,109 30,608 SH   DFND   30,608 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 9,022 6,000,000 PRN   DFND   6,000,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 13,979 12,360,000 PRN   DFND   12,360,000 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 3,834 302,638 SH   DFND   302,638 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 17,771 282,982 SH   DFND   282,982 0 0
MOHAWK INDS INC COM 608190104 12,721 52,631 SH   DFND   52,631 0 0
MOMO INC ADR 60879B107 2,850 77,102 SH   DFND   77,102 0 0
MONDELEZ INTL INC CL A 609207105 21 497 SH   DFND   497 0 0
MONSANTO CO NEW COM 61166W101 9,876 83,442 SH   DFND   83,442 0 0
NABORS INDUSTRIES LTD SHS G6359F103 424 52,023 SH   DFND   52,023 0 0
NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 1,590 1,000,200 SH   DFND   1,000,200 0 0
NEUSTAR INC CL A 64126X201 3,564 106,865 SH   DFND   106,865 0 0
NEVSUN RES LTD COM 64156L101 295 122,273 SH   DFND   122,273 0 0
NEXVET BIOPHARMA PUB LTD CO ORD SHS G6503X109 402 60,098 SH   DFND   60,098 0 0
NIKE INC CL B 654106103 2,065 35,626 SH   DFND   35,626 0 0
NORTHROP GRUMMAN CORP COM 666807102 257 1,000 SH   DFND   1,000 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 7,270 133,907 SH   DFND   133,907 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 8,210 8,500,000 PRN   DFND   8,500,000 0 0
NUCOR CORP COM 670346105 385 6,652 SH   DFND   6,652 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 2,743 65,864 SH   DFND   65,864 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 5,386 3,900,000 PRN   DFND   3,900,000 0 0
NVIDIA CORP COM 67066G104 383 2,650 SH   DFND   2,650 0 0
NXP SEMICONDUCTORS N V COM N6596X109 3,080 28,142 SH   DFND   28,142 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 17,289 14,490,000 PRN   DFND   14,490,000 0 0
OASIS PETE INC NEW COM 674215108 2,550 316,711 SH   DFND   316,711 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 7,555 126,182 SH   DFND   126,182 0 0
OCLARO INC COM NEW 67555N206 140 15,000 SH   DFND   15,000 0 0
OCWEN FINL CORP COM NEW 675746309 515 191,500 SH   DFND   191,500 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 9,465 9,115,000 PRN   DFND   9,115,000 0 0
OWENS CORNING NEW COM 690742101 2,957 44,185 SH   DFND   44,185 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 7,863 6,000,000 PRN   DFND   6,000,000 0 0
PANERA BREAD CO CL A 69840W108 1,998 6,350 SH   DFND   6,350 0 0
PARSLEY ENERGY INC CL A 701877102 2,040 73,526 SH   DFND   73,526 0 0
PATTERSON UTI ENERGY INC COM 703481101 7,171 355,132 SH   DFND   355,132 0 0
PAYPAL HLDGS INC COM 70450Y103 3,220 60,000 SH   DFND   60,000 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 831 104,037 SH   DFND   104,037 0 0
PHILIP MORRIS INTL INC COM 718172109 12,932 110,099 SH   DFND   110,099 0 0
PIONEER NAT RES CO COM 723787107 2,214 13,875 SH   DFND   13,875 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 5,645 214,880 SH   DFND   214,880 0 0
POTASH CORP SASK INC COM 73755L107 205 12,559 SH   DFND   12,559 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 35,580 258,500 SH Put DFND   258,500 0 0
PRAXAIR INC COM 74005P104 11,383 85,880 SH   DFND   85,880 0 0
PRECISION DRILLING CORP COM 2010 74022D308 235 68,940 SH   DFND   68,940 0 0
PRICELINE GRP INC COM NEW 741503403 3,180 1,700 SH   DFND   1,700 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,704 3,235,000 PRN   DFND   3,235,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 6,059 3,070,000 PRN   DFND   3,070,000 0 0
PROPETRO HLDG CORP COM 74347M108 5,360 383,995 SH   DFND   383,995 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 2,750 2,750,000 PRN   DFND   2,750,000 0 0
PVH CORP COM 693656100 212 1,849 SH   DFND   1,849 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 5,633 4,600,000 PRN   DFND   4,600,000 0 0
QUALCOMM INC COM 747525103 23,453 424,713 SH   DFND   424,713 0 0
RALPH LAUREN CORP CL A 751212101 8,285 112,273 SH   DFND   112,273 0 0
RAMACO RES INC COM 75134P303 528 87,327 SH   DFND   87,327 0 0
RAPID7 INC COM 753422104 236 14,000 SH   DFND   14,000 0 0
RAYTHEON CO COM NEW 755111507 262 1,620 SH   DFND   1,620 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 2,773 2,000,000 PRN   DFND   2,000,000 0 0
REYNOLDS AMERICAN INC COM 761713106 39,995 614,939 SH   DFND   614,939 0 0
RICE ENERGY INC COM 762760106 2,135 80,184 SH   DFND   80,184 0 0
RITE AID CORP COM 767754104 390 132,157 SH   DFND   132,157 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,834 17,500 SH   DFND   17,500 0 0
RPC INC COM 749660106 3,293 162,935 SH   DFND   162,935 0 0
RSP PERMIAN INC COM 74978Q105 2,078 64,393 SH   DFND   64,393 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 8,758 81,385 SH   DFND   81,385 0 0
SAEXPLORATION HLDGS INC COM NEW 78636X204 381 117,277 SH   DFND   117,277 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 18,735 14,360,000 PRN   DFND   14,360,000 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 6,391 1,656,701 SH   DFND   1,656,701 0 0
SCHLUMBERGER LTD COM 806857108 18 270 SH   DFND   270 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,921 68,000 SH   DFND   68,000 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 17,478 1,588,897 SH   DFND   1,588,897 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 143 2,066 SH   DFND   2,066 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 15,665 230,000 SH Put DFND   230,000 0 0
SHERWIN WILLIAMS CO COM 824348106 2,983 8,500 SH   DFND   8,500 0 0
SIGNET JEWELERS LIMITED SHS G81276100 9,214 145,701 SH   DFND   145,701 0 0
SINOVAC BIOTECH LTD SHS P8696W104 1,908 282,611 SH   DFND   282,611 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1 16 SH   DFND   16 0 0
SKECHERS U S A INC CL A 830566105 12,099 410,112 SH   DFND   410,112 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,888 2,000,000 PRN   DFND   2,000,000 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 4,655 155,337 SH   DFND   155,337 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 431 13,512 SH   DFND   13,512 0 0
SPROUTS FMRS MKT INC COM 85208M102 4,180 184,390 SH   DFND   184,390 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 127 12,930 SH   DFND   12,930 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 2,306 2,300,000 PRN   DFND   2,300,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 7,384 6,540,000 PRN   DFND   6,540,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 5,806 5,350,000 PRN   DFND   5,350,000 0 0
STEEL DYNAMICS INC COM 858119100 581 16,221 SH   DFND   16,221 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 3,465 197,421 SH   DFND   197,421 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 4,244 5,000,000 PRN   DFND   5,000,000 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 832 79,789 SH   DFND   79,789 0 0
SYNAPTICS INC COM 87157D109 6,943 134,267 SH   DFND   134,267 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 1,572 143,548 SH   DFND   143,548 0 0
T MOBILE US INC COM 872590104 606 10,000 SH   DFND   10,000 0 0
TARGET CORP COM 87612E106 309 5,914 SH   DFND   5,914 0 0
TECK RESOURCES LTD CL B 878742204 5,559 320,793 SH   DFND   320,793 0 0
TENARIS S A SPONSORED ADR 88031M109 4,069 130,668 SH   DFND   130,668 0 0
TESARO INC COM 881569107 1,001 7,160 SH   DFND   7,160 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 2,860 2,500,000 PRN   DFND   2,500,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 27,264 23,545,000 PRN   DFND   23,545,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 7,362 5,850,000 PRN   DFND   5,850,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 3,658 4,000,000 PRN   DFND   4,000,000 0 0
THOR INDS INC COM 885160101 4,821 46,126 SH   DFND   46,126 0 0
TIME WARNER INC COM NEW 887317303 29,423 293,033 SH   DFND   293,033 0 0
TJX COS INC NEW COM 872540109 11,866 164,421 SH   DFND   164,421 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 6,966 5,535,000 PRN   DFND   5,535,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 3,117 110,000 SH   DFND   110,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 20,479 22,320,000 PRN   DFND   22,320,000 0 0
U S SILICA HLDGS INC COM 90346E103 2,033 57,291 SH   DFND   57,291 0 0
VAIL RESORTS INC COM 91879Q109 2,069 10,200 SH   DFND   10,200 0 0
VALE S A ADR 91912E105 4,959 566,717 SH   DFND   566,717 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 467 21,130 SH   DFND   21,130 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,117 25,013 SH   DFND   25,013 0 0
VIDEOCON D2H LTD ADR 92657J101 244 25,000 SH   DFND   25,000 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 9,102 9,370,000 PRN   DFND   9,370,000 0 0
VISA INC COM CL A 92826C839 23,660 252,298 SH   DFND   252,298 0 0
VTTI ENERGY PARTNERS LP COM UNIT RP LT Y9384M101 3,934 200,200 SH   DFND   200,200 0 0
VWR CORP COM 91843L103 5,043 152,761 SH   DFND   152,761 0 0
WABCO HLDGS INC COM 92927K102 2,381 18,671 SH   DFND   18,671 0 0
WAL-MART STORES INC COM 931142103 12,759 168,597 SH   DFND   168,597 0 0
WARRIOR MET COAL INC COM 93627C101 397 23,168 SH   DFND   23,168 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 12,654 12,500,000 PRN   DFND   12,500,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 984 254,309 SH   DFND   254,309 0 0
WELBILT INC COM 949090104 874 46,371 SH   DFND   46,371 0 0
WENDYS CO COM 95058W100 2,798 180,400 SH   DFND   180,400 0 0
WESCO INTL INC COM 95082P105 714 12,457 SH   DFND   12,457 0 0
WEST CORP COM 952355204 2,011 86,244 SH   DFND   86,244 0 0
WESTERN DIGITAL CORP COM 958102105 2,003 22,614 SH   DFND   22,614 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 6,760 8,000,000 PRN   DFND   8,000,000 0 0
WILLIAMS COS INC DEL COM 969457100 1,927 63,655 SH   DFND   63,655 0 0
WPX ENERGY INC COM 98212B103 435 45,000 SH   DFND   45,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 8,375 7,500,000 PRN   DFND   7,500,000 0 0
YAHOO INC NOTE 12/0 984332AF3 19,616 17,270,000 PRN   DFND   17,270,000 0 0
YUM CHINA HLDGS INC COM 98850P109 1,434 36,378 SH   DFND   36,378 0 0
ZHAOPIN LTD SPONSORED ADR 98954L103 2,369 127,849 SH   DFND   127,849 0 0
ZOETIS INC CL A 98978V103 2,869 46,000 SH   DFND   46,000 0 0