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 866 22,500 SH   DFND   22,500 0 0
ABBVIE INC COM 00287Y109 12,313 239,552 SH   DFND   239,552 0 0
ACTAVIS PLC CALL G0083B908 10,292 50,000 SH Call DFND   50,000 0 0
ACTAVIS PLC SHS G0083B108 110,713 537,833 SH   DFND   537,833 0 0
ACUITY BRANDS INC COM 00508Y102 2,120 16,000 SH   DFND   16,000 0 0
ADOBE SYS INC COM 00724F101 11,770 179,044 SH   DFND   179,044 0 0
AETNA INC NEW COM 00817Y108 28,169 375,742 SH   DFND   375,742 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 20,807 372,096 SH   DFND   372,096 0 0
AIR PRODS & CHEMS INC COM 009158106 11,000 92,412 SH   DFND   92,412 0 0
ALKERMES PLC SHS G01767105 5,185 117,603 SH   DFND   117,603 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 1,016 1,000,000 PRN   DFND   1,000,000 0 0
ALLERGAN INC COM 018490102 17,196 138,570 SH   DFND   138,570 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 1,189 656,878 SH   DFND   656,878 0 0
AMAZON COM INC COM 023135106 1,172 3,484 SH   DFND   3,484 0 0
AMBAC FINL GROUP INC CALL 023139904 14,199 457,600 SH Call DFND   457,600 0 0
AMBAC FINL GROUP INC COM NEW 023139884 13,585 437,809 SH   DFND   437,809 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 499 13,622 SH   DFND   13,622 0 0
AMERICAN EAGLE OUTFITTERS NE CALL 02553E906 19,403 1,585,200 SH Call DFND   1,585,200 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 36,665 34,585,000 PRN   DFND   34,585,000 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 11,352 250,000 SH   DFND   250,000 0 0
AMGEN INC COM 031162100 5,513 44,699 SH   DFND   44,699 0 0
AMPHENOL CORP NEW CL A 032095101 2,585 28,201 SH   DFND   28,201 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 5,403 270,000 SH   DFND   270,000 0 0
ANIXTER INTL INC CALL 035290905 4,325 42,600 SH Call DFND   42,600 0 0
ANNALY CAP MGMT INC COM 035710409 48,584 4,428,844 SH   DFND   4,428,844 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 6,914 6,775,000 PRN   DFND   6,775,000 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 33,613 1,056,998 SH   DFND   1,056,998 0 0
APPLE INC COM 037833100 14,487 26,990 SH   DFND   26,990 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 3,334 336,744 SH   DFND   336,744 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 4,780 200,000 SH   DFND   200,000 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 1,620 1,500,000 PRN   DFND   1,500,000 0 0
ARM HLDGS PLC PUT 042068956 41,490 814,000 SH Put DFND   814,000 0 0
ARM HLDGS PLC SPONSORED ADR 042068106 38,686 758,989 SH   DFND   758,989 0 0
ATHLON ENERGY INC COM 047477104 16,183 456,514 SH   DFND   456,514 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 156 63,611 SH   DFND   63,611 0 0
ATLAS ENERGY LP CALL 04930A904 3,366 78,200 SH Call DFND   78,200 0 0
AUGUSTA RES CORP COM NEW 050912203 1,070 346,300 SH   DFND   346,300 0 0
AUTONAVI HLDGS LTD SPONSORED ADR 05330F106 50,957 2,542,762 SH   DFND   2,542,762 0 0
BAIDU INC CALL 056752908 26,286 172,500 SH Call DFND   172,500 0 0
BEAM INC COM 073730103 19,828 238,026 SH   DFND   238,026 0 0
BELLATRIX EXPLORATION LTD COM 078314101 7,066 834,126 SH   DFND   834,126 0 0
BIOGEN IDEC INC COM 09062X103 26,933 88,054 SH   DFND   88,054 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 2,719 2,500,000 PRN   DFND   2,500,000 0 0
BLACKBERRY LTD PUT 09228F953 808 100,000 SH Put DFND   100,000 0 0
BLACKROCK KELSO CAPITAL CORP NOTE 5.500% 2/1 092533AB4 4,583 4,375,000 PRN   DFND   4,375,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 21,446 645,011 SH   DFND   645,011 0 0
BONANZA CREEK ENERGY INC COM 097793103 4,173 93,987 SH   DFND   93,987 0 0
BPZ RESOURCES INC COM 055639108 7,333 2,305,980 SH   DFND   2,305,980 0 0
BPZ RESOURCES INC NOTE 8.500%10/0 055639AC2 5,806 5,000,000 PRN   DFND   5,000,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2,151 41,400 SH   DFND   41,400 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 1,976 105,656 SH   DFND   105,656 0 0
C&J ENERGY SVCS INC COM 12467B304 1,452 49,793 SH   DFND   49,793 0 0
CABOT OIL & GAS CORP COM 127097103 2,632 77,672 SH   DFND   77,672 0 0
CANADIAN NAT RES LTD COM 136385101 4,769 124,227 SH   DFND   124,227 0 0
CAPITOL ACQUISITION CORP II *W EXP 05/15/201 14056V113 122 250,000 SH   DFND   250,000 0 0
CAPITOL ACQUISITION CORP II COM 14056V105 4,925 500,000 SH   DFND   500,000 0 0
CARDINAL HEALTH INC COM 14149Y108 11,682 166,939 SH   DFND   166,939 0 0
CARDTRONICS INC COM 14161H108 1,004 25,848 SH   DFND   25,848 0 0
CARNIVAL CORP CALL 143658900 18,930 500,000 SH Call DFND   500,000 0 0
CARRIZO OIL & GAS INC COM 144577103 15,359 287,295 SH   DFND   287,295 0 0
CATAMARAN CORP CALL 148887902 3,554 79,400 SH Call DFND   79,400 0 0
CATAMARAN CORP COM 148887102 22,785 509,040 SH   DFND   509,040 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 21,071 14,740,000 PRN   DFND   14,740,000 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 5,710 4,650,000 PRN   DFND   4,650,000 0 0
CENTRAL EUROPEAN MEDIA NOTE 5.000%11/1 153443AH9 26,951 27,536,000 PRN   DFND   27,536,000 0 0
CHENIERE ENERGY INC CALL 16411R908 22,627 408,800 SH Call DFND   408,800 0 0
CHENIERE ENERGY INC COM NEW 16411R208 21,051 380,319 SH   DFND   380,319 0 0
CHENIERE ENERGY INC PUT 16411R958 7,937 143,400 SH Put DFND   143,400 0 0
CHINA HYDROELECTRIC CORP SPONSORED ADR 16949D101 2,265 666,200 SH   DFND   666,200 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 1,019 1,000,000 PRN   DFND   1,000,000 0 0
CIGNA CORPORATION COM 125509109 4,910 58,638 SH   DFND   58,638 0 0
CIMAREX ENERGY CO COM 171798101 14,517 121,882 SH   DFND   121,882 0 0
CIS ACQUISITION LTD UNIT 99/99/9999 G21490506 2,076 200,000 SH   DFND   200,000 0 0
CISCO SYS INC CALL 17275R902 45,350 2,023,200 SH Call DFND   2,023,200 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 2,171 3,381,640 SH   DFND   3,381,640 0 0
CITIGROUP INC *W EXP 10/28/201 172967234 247 5,000,000 SH   DFND   5,000,000 0 0
CLOROX CO DEL COM 189054109 360 4,088 SH   DFND   4,088 0 0
CME GROUP INC COM 12572Q105 35,987 486,181 SH   DFND   486,181 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 19,831 21,095,000 PRN   DFND   21,095,000 0 0
COLGATE PALMOLIVE CO CALL 194162903 6,487 100,000 SH Call DFND   100,000 0 0
COMCAST CORP NEW CL A 20030N101 12 245 SH   DFND   245 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 11,925 30,576,000 PRN   DFND   30,576,000 0 0
CONCHO RES INC PUT 20605P951 9,187 75,000 SH Put DFND   75,000 0 0
CONCUR TECHNOLOGIES INC COM 206708109 8,102 81,785 SH   DFND   81,785 0 0
COOPER TIRE & RUBR CO COM 216831107 17,519 720,940 SH   DFND   720,940 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 20,331 424,722 SH   DFND   424,722 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 8,531 7,300,000 PRN   DFND   7,300,000 0 0
CREDICORP LTD COM G2519Y108 276 2,000 SH   DFND   2,000 0 0
CVS CAREMARK CORPORATION COM 126650100 286 3,823 SH   DFND   3,823 0 0
CYS INVTS INC COM 12673A108 4,118 498,600 SH   DFND   498,600 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 16,691 10,000,000 PRN   DFND   10,000,000 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 13,066 192,554 SH   DFND   192,554 0 0
DENDREON CORP NOTE 2.875% 1/1 24823QAC1 2,564 3,500,000 PRN   DFND   3,500,000 0 0
DENDREON CORP PUT 24823Q957 299 100,000 SH Put DFND   100,000 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 34,706 30,000,000 PRN   DFND   30,000,000 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 238 4,872 SH   DFND   4,872 0 0
DIANA SHIPPING INC COM Y2066G104 7,094 591,678 SH   DFND   591,678 0 0
DISCOVER FINL SVCS COM 254709108 111,905 1,923,102 SH   DFND   1,923,102 0 0
DISNEY WALT CO COM DISNEY 254687106 21,121 263,784 SH   DFND   263,784 0 0
DOLLAR GEN CORP NEW COM 256677105 8,681 156,465 SH   DFND   156,465 0 0
DOW CHEM CO COM 260543103 3,010 61,935 SH   DFND   61,935 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 33,570 33,880,000 PRN   DFND   33,880,000 0 0
EBAY INC COM 278642103 1,479 26,776 SH   DFND   26,776 0 0
ECOLAB INC COM 278865100 3,393 31,500 SH   DFND   31,500 0 0
EDISON INTL PUT 281020957 5,661 100,000 SH Put DFND   100,000 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 5,800 5,000,000 PRN   DFND   5,000,000 0 0
EMERALD OIL INC COM NEW 29101U209 28,817 4,288,315 SH   DFND   4,288,315 0 0
ENCANA CORP COM 292505104 34,907 1,631,868 SH   DFND   1,631,868 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 11,575 247,599 SH   DFND   247,599 0 0
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 990 42,000 SH   DFND   42,000 0 0
ENSCO PLC PUT G3157S956 5,278 100,000 SH Put DFND   100,000 0 0
ENSCO PLC SHS CLASS A G3157S106 266 5,047 SH   DFND   5,047 0 0
EOG RES INC COM 26875P101 14,276 72,774 SH   DFND   72,774 0 0
EOG RES INC PUT 26875P951 14,144 72,100 SH Put DFND   72,100 0 0
EQT CORP COM 26884L109 13,525 139,479 SH   DFND   139,479 0 0
EQUIFAX INC COM 294429105 15,338 225,466 SH   DFND   225,466 0 0
EXELIXIS INC COM 30161Q104 1,011 285,621 SH   DFND   285,621 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,070 147,423 SH   DFND   147,423 0 0
FACEBOOK INC CALL 30303M902 103,896 1,724,700 SH Call DFND   1,724,700 0 0
FACEBOOK INC CL A 30303M102 73,935 1,227,347 SH   DFND   1,227,347 0 0
FACEBOOK INC PUT 30303M952 6,693 111,100 SH Put DFND   111,100 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 7,919 5,000,000 PRN   DFND   5,000,000 0 0
FIREEYE INC COM 31816Q101 25,868 420,146 SH   DFND   420,146 0 0
FIRSTENERGY CORP COM 337932107 63,647 1,870,297 SH   DFND   1,870,297 0 0
FOREST LABS INC COM 345838106 10,861 117,711 SH   DFND   117,711 0 0
FOSTER WHEELER AG COM H27178104 17,327 534,450 SH   DFND   534,450 0 0
FREEPORT-MCMORAN COPPER & GO CALL 35671D907 18,450 557,900 SH Call DFND   557,900 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,263 128,906 SH   DFND   128,906 0 0
GENERAL CABLE CORP DEL NEW FRNT 5.000%11/1 369300AL2 4,283 4,280,000 PRN   DFND   4,280,000 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 1,279 51,508 SH   DFND   51,508 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 897 51,508 SH   DFND   51,508 0 0
GENERAL MTRS CO COM 37045V100 1,036 30,100 SH   DFND   30,100 0 0
GIANT INTERACTIVE GROUP INC ADR 374511103 19,077 1,648,864 SH   DFND   1,648,864 0 0
GILEAD SCIENCES INC COM 375558103 49,440 697,715 SH   DFND   697,715 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 7,783 2,500,000 PRN   DFND   2,500,000 0 0
GOLDEN STAR RES LTD CDA DEBT 5.000% 6/0 38119TAE4 20,765 26,750,000 PRN   DFND   26,750,000 0 0
GOODRICH PETE CORP CALL 382410905 11,865 750,000 SH Call DFND   750,000 0 0
GOOGLE INC CL A 38259P508 34,126 30,620 SH   DFND   30,620 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 115,631 2,799,789 SH   DFND   2,799,789 0 0
GROUPON INC COM CL A 399473107 1,064 135,676 SH   DFND   135,676 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 5,747 2,500,000 PRN   DFND   2,500,000 0 0
HALLIBURTON CO COM 406216101 3,429 58,229 SH   DFND   58,229 0 0
HANWHA SOLARONE CO LTD SPONSORED ADR 41135V103 1,907 666,760 SH   DFND   666,760 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 1,374 365,356 SH   DFND   365,356 0 0
HCA HOLDINGS INC COM 40412C101 8,807 167,752 SH   DFND   167,752 0 0
HELMERICH & PAYNE INC COM 423452101 851 7,916 SH   DFND   7,916 0 0
HENNESSY CAP ACQUISITION COR UNIT 99/99/9999 425886207 2,012 200,000 SH   DFND   200,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 430 7,500 SH   DFND   7,500 0 0
HERON THERAPEUTICS INC COM 427746102 1,755 126,182 SH   DFND   126,182 0 0
HF2 FINL MGMT INC CL A 40421A104 5,130 500,000 SH   DFND   500,000 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 4,888 4,800,000 PRN   DFND   4,800,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 7,542 6,580,000 PRN   DFND   6,580,000 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 186 4,449 SH   DFND   4,449 0 0
HUDSON CITY BANCORP COM 443683107 40,841 4,154,721 SH   DFND   4,154,721 0 0
HUMANA INC COM 444859102 13,314 118,114 SH   DFND   118,114 0 0
HYDE PK ACQUISITION CORP II COM 448640102 2,620 250,000 SH   DFND   250,000 0 0
INCYTE CORP COM 45337C102 6,422 119,994 SH   DFND   119,994 0 0
INTEL CORP COM 458140100 25,809 999,805 SH   DFND   999,805 0 0
INTEL CORP PUT 458140950 81,789 3,168,400 SH Put DFND   3,168,400 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 2,710 2,300,000 PRN   DFND   2,300,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 16,430 11,760,000 PRN   DFND   11,760,000 0 0
INTELSAT S A MAN CONV JR PFD L5140P119 1,341 25,000 SH   DFND   25,000 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 57,978 301,200 SH Call DFND   301,200 0 0
INTERNATIONAL GAME TECHNOLOG CALL 459902902 1,054 75,000 SH Call DFND   75,000 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 10,647 10,632,000 PRN   DFND   10,632,000 0 0
INTREXON CORP COM 46122T102 2,799 106,482 SH   DFND   106,482 0 0
ISHARES MSCI EAFE ETF 464287465 4,003 59,567 SH   DFND   59,567 0 0
ISHARES MSCI EMG MKT ETF 464287234 34,936 851,898 SH   DFND   851,898 0 0
ISHARES MSCI MEX CAP ETF 464286822 224 3,500 SH   DFND   3,500 0 0
ISHARES MSCI STH KOR ETF 464286772 793 12,900 SH   DFND   12,900 0 0
JAMES RIVER COAL CO NOTE 10.000% 6/0 470355AK4 219 1,320,000 PRN   DFND   1,320,000 0 0
JPMORGAN CHASE & CO CALL 46625H900 81,958 1,350,000 SH Call DFND   1,350,000 0 0
JPMORGAN CHASE & CO COM 46625H100 9,999 164,699 SH   DFND   164,699 0 0
KEY ENERGY SVCS INC COM 492914106 634 68,588 SH   DFND   68,588 0 0
KKR & CO L P DEL COM UNITS 48248M102 26,985 1,181,466 SH   DFND   1,181,466 0 0
KOSMOS ENERGY LTD SHS G5315B107 8,559 778,114 SH   DFND   778,114 0 0
KRAFT FOODS GROUP INC COM 50076Q106 9 165 SH   DFND   165 0 0
LAM RESEARCH CORP CALL 512807908 7,078 128,700 SH Call DFND   128,700 0 0
LAS VEGAS SANDS CORP COM 517834107 15,050 186,315 SH   DFND   186,315 0 0
LIBERTY GLOBAL PLC CALL G5480U904 6,989 168,000 SH Call DFND   168,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 30,917 57,924,000 PRN   DFND   57,924,000 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 3,598 27,526 SH   DFND   27,526 0 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 6,442 6,125,000 PRN   DFND   6,125,000 0 0
LILLY ELI & CO COM 532457108 116 1,965 SH   DFND   1,965 0 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 9,373 7,860,000 PRN   DFND   7,860,000 0 0
LINKEDIN CORP COM CL A 53578A108 1,568 8,481 SH   DFND   8,481 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 8 90 SH   DFND   90 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 3,237 187,755 SH   DFND   187,755 0 0
MANPOWERGROUP INC COM 56418H100 8,998 114,149 SH   DFND   114,149 0 0
MARATHON OIL CORP COM 565849106 12,597 354,638 SH   DFND   354,638 0 0
MARATHON PETE CORP COM 56585A102 409 4,700 SH   DFND   4,700 0 0
MARKET VECTORS ETF TR BIOTECH ETF 57060U183 919 10,104 SH   DFND   10,104 0 0
MARKET VECTORS ETF TR PUT 57060U951 9,150 181,800 SH Put DFND   181,800 0 0
MARTIN MARIETTA MATLS INC COM 573284106 12,501 97,400 SH   DFND   97,400 0 0
MASTERCARD INC CL A 57636Q104 78,628 1,052,578 SH   DFND   1,052,578 0 0
MCKESSON CORP CALL 58155Q903 24,225 137,200 SH Call DFND   137,200 0 0
MCKESSON CORP COM 58155Q103 30,817 174,531 SH   DFND   174,531 0 0
MEAD JOHNSON NUTRITION CO CALL 582839906 9,079 109,200 SH Call DFND   109,200 0 0
MEADWESTVACO CORP COM 583334107 6,873 182,596 SH   DFND   182,596 0 0
MEDIVATION INC CALL 58501N901 6,669 103,600 SH Call DFND   103,600 0 0
MEDIVATION INC COM 58501N101 4,319 67,097 SH   DFND   67,097 0 0
MELCO CROWN ENTMT LTD ADR 585464100 5,036 130,300 SH   DFND   130,300 0 0
MERCK & CO INC NEW COM 58933Y105 2,475 43,599 SH   DFND   43,599 0 0
MERGEWORTHRX CORP COM 58952R106 2,262 280,000 SH   DFND   280,000 0 0
METHANEX CORP CALL 59151K908 11,138 174,200 SH Call DFND   174,200 0 0
METHANEX CORP COM 59151K108 12,548 196,244 SH   DFND   196,244 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 5,037 3,528,000 PRN   DFND   3,528,000 0 0
MICRON TECHNOLOGY INC COM 595112103 12,044 509,037 SH   DFND   509,037 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 9,959 9,139,000 PRN   DFND   9,139,000 0 0
MICROSOFT CORP CALL 594918904 66,969 1,633,800 SH Call DFND   1,633,800 0 0
MICROSOFT CORP COM 594918104 307 7,500 SH   DFND   7,500 0 0
MOLYCORP INC DEL COM 608753109 561 119,600 SH   DFND   119,600 0 0
MOLYCORP INC DEL NOTE 5.500% 2/0 608753AH2 3,132 3,500,000 PRN   DFND   3,500,000 0 0
MOLYCORP INC DEL NOTE 6.000% 9/0 608753AF6 20,866 26,150,000 PRN   DFND   26,150,000 0 0
MONDELEZ INTL INC CL A 609207105 17 497 SH   DFND   497 0 0
MONSANTO CO NEW CALL 61166W901 8,362 73,500 SH Call DFND   73,500 0 0
MONSANTO CO NEW COM 61166W101 5,370 47,203 SH   DFND   47,203 0 0
MRC GLOBAL INC COM 55345K103 603 22,350 SH   DFND   22,350 0 0
MYLAN INC COM 628530107 10,817 221,518 SH   DFND   221,518 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,590 105,065 SH   DFND   105,065 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,012 13,000 SH   DFND   13,000 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 13,018 3,556,911 SH   DFND   3,556,911 0 0
NETSUITE INC COM 64118Q107 18,450 194,559 SH   DFND   194,559 0 0
NEVSUN RES LTD COM 64156L101 241 71,182 SH   DFND   71,182 0 0
NEWMONT MINING CORP CALL 651639906 4,688 200,000 SH Call DFND   200,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 2,718 2,560,000 PRN   DFND   2,560,000 0 0
NIMBLE STORAGE INC COM 65440R101 40,970 1,081,299 SH   DFND   1,081,299 0 0
NRG ENERGY INC COM NEW 629377508 2,288 71,951 SH   DFND   71,951 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,968 464,075 SH   DFND   464,075 0 0
NUVERRA ENVIRONMENTAL SOLUTI COM NEW 67091K203 4,389 217,500 SH   DFND   217,500 0 0
OASIS PETE INC NEW COM 674215108 10,339 247,748 SH   DFND   247,748 0 0
OCEANEERING INTL INC COM 675232102 1,035 14,407 SH   DFND   14,407 0 0
ODYSSEY MARINE EXPLORATION I COM 676118102 829 361,955 SH   DFND   361,955 0 0
OMNICARE INC COM 681904108 8,337 139,725 SH   DFND   139,725 0 0
OMNICOM GROUP INC COM 681919106 22,353 307,899 SH   DFND   307,899 0 0
ORACLE CORP CALL 68389X905 40,284 984,700 SH Call DFND   984,700 0 0
PACCAR INC COM 693718108 2,299 34,088 SH   DFND   34,088 0 0
PATTERSON UTI ENERGY INC COM 703481101 2,647 83,561 SH   DFND   83,561 0 0
PEABODY ENERGY CORP CALL 704549904 1,062 65,000 SH Call DFND   65,000 0 0
PERKINELMER INC COM 714046109 38,084 845,187 SH   DFND   845,187 0 0
PFIZER INC COM 717081103 76 2,371 SH   DFND   2,371 0 0
PIER 1 IMPORTS INC COM 720279108 5,673 300,472 SH   DFND   300,472 0 0
PIONEER ENERGY SVCS CORP COM 723664108 1,097 84,747 SH   DFND   84,747 0 0
PIONEER NAT RES CO PUT 723787957 13,493 72,100 SH Put DFND   72,100 0 0
PPG INDS INC COM 693506107 20,312 104,992 SH   DFND   104,992 0 0
PRECISION DRILLING CORP COM 2010 74022D308 1,168 97,382 SH   DFND   97,382 0 0
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 10,164 7,200,000 PRN   DFND   7,200,000 0 0
PROLOGIS NOTE 3.250% 3/1 74340XAT8 2,338 2,000,000 PRN   DFND   2,000,000 0 0
PROLOGIS INC COM 74340W103 1,188 29,100 SH   DFND   29,100 0 0
PROMOTORA DE INFORMACIONES S ADR CL A SHS 74343G204 360 159,374 SH   DFND   159,374 0 0
PROMOTORA DE INFORMACIONES S ADR CL B CONV 74343G303 656 187,500 SH   DFND   187,500 0 0
PROSPECT CAPITAL CORPORATION MTNF 5.375%10/1 74348TAK8 4,220 4,000,000 PRN   DFND   4,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 2,135 2,000,000 PRN   DFND   2,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 5,823 5,500,000 PRN   DFND   5,500,000 0 0
QIAGEN NV REG SHS N72482107 28,465 1,349,689 SH   DFND   1,349,689 0 0
QIHOO 360 TECHNOLOGY CO LTD DEBT 2.500% 9/1 G73030AA9 4,711 4,010,000 PRN   DFND   4,010,000 0 0
QLIK TECHNOLOGIES INC COM 74733T105 28,405 1,068,256 SH   DFND   1,068,256 0 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 8,932 6,000,000 PRN   DFND   6,000,000 0 0
RDA MICROELECTRONICS INC SPONSORED ADR 749394102 15,274 851,894 SH   DFND   851,894 0 0
REDWOOD TR INC COM 758075402 608 30,000 SH   DFND   30,000 0 0
RENESOLA LTD SPONS ADS 75971T103 482 150,117 SH   DFND   150,117 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 2,484 2,500,000 PRN   DFND   2,500,000 0 0
ROI ACQUISITION CORP II *W EXP 09/17/201 74966G119 164 400,000 SH   DFND   400,000 0 0
ROI ACQUISITION CORP II COM 74966G101 3,880 400,000 SH   DFND   400,000 0 0
ROSS STORES INC COM 778296103 2,711 37,873 SH   DFND   37,873 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,805 53,600 SH   DFND   53,600 0 0
RPC INC COM 749660106 1,452 71,109 SH   DFND   71,109 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 10,131 172,259 SH   DFND   172,259 0 0
SAEXPLORATION HLDGS INC COM 78636X105 3,927 418,662 SH   DFND   418,662 0 0
SALESFORCE COM INC COM 79466L302 97,926 1,715,299 SH   DFND   1,715,299 0 0
SALESFORCE COM INC PUT 79466L952 51,267 898,000 SH Put DFND   898,000 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 37,802 22,980,000 PRN   DFND   22,980,000 0 0
SCHLUMBERGER LTD COM 806857108 635 6,514 SH   DFND   6,514 0 0
SCORPIO TANKERS INC SHS Y7542C106 6,633 665,335 SH   DFND   665,335 0 0
SEADRILL LIMITED SHS G7945E105 1,312 37,150 SH   DFND   37,150 0 0
SELECT SECTOR SPDR TR PUT 81369Y950 13,153 278,200 SH Put DFND   278,200 0 0
SELECT SECTOR SPDR TR PUT 81369Y954 14,836 283,500 SH Put DFND   283,500 0 0
SEMPRA ENERGY COM 816851109 9,676 100,000 SH   DFND   100,000 0 0
SERVICENOW INC COM 81762P102 108,523 1,811,128 SH   DFND   1,811,128 0 0
SERVICENOW INC PUT 81762P952 40,021 667,900 SH Put DFND   667,900 0 0
SHANDA GAMES LTD SP ADR REPTG A 81941U105 21,483 3,310,208 SH   DFND   3,310,208 0 0
SHIRE PLC SPONSORED ADR 82481R106 2,027 13,650 SH   DFND   13,650 0 0
SILVER EAGLE ACQUISITION COR UNIT 99/99/9999 827694209 7,762 750,000 SH   DFND   750,000 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,569 490,216 SH   DFND   490,216 0 0
SOLARCITY CORP COM 83416T100 6,888 110,000 SH   DFND   110,000 0 0
SOLARFUN POWER HOLDINGS CO L NOTE 3.500% 1/1 83415UAB4 29,039 31,479,000 PRN   DFND   31,479,000 0 0
SOUTHWEST AIRLS CO COM 844741108 4,398 186,298 SH   DFND   186,298 0 0
SPANSION INC COM CL A NEW 84649R200 1,767 101,420 SH   DFND   101,420 0 0
SPDR S&P 500 ETF TR PUT 78462F953 14,961 80,000 SH Put DFND   80,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,827 25,814 SH   DFND   25,814 0 0
SPDR SERIES TRUST PUT 78464A950 71,169 990,800 SH Put DFND   990,800 0 0
SPLUNK INC COM 848637104 96,827 1,354,354 SH   DFND   1,354,354 0 0
SPLUNK INC PUT 848637954 34,194 478,300 SH Put DFND   478,300 0 0
STANLEY BLACK & DECKER INC COM 854502101 23,578 290,227 SH   DFND   290,227 0 0
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502804 464 4,300 SH   DFND   4,300 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 1,676 1,465,000 PRN   DFND   1,465,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 5,963 5,200,000 PRN   DFND   5,200,000 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 2,291 74,493 SH   DFND   74,493 0 0
TABLEAU SOFTWARE INC CL A 87336U105 93,898 1,234,198 SH   DFND   1,234,198 0 0
TABLEAU SOFTWARE INC PUT 87336U955 34,837 457,900 SH Put DFND   457,900 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 78,999 3,945,995 SH   DFND   3,945,995 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,312 38,399 SH   DFND   38,399 0 0
TECK RESOURCES LTD CL B 878742204 213 9,811 SH   DFND   9,811 0 0
TECK RESOURCES LTD PUT 878742954 13,008 600,000 SH Put DFND   600,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 18,696 436,706 SH   DFND   436,706 0 0
TESLA MTRS INC COM 88160R101 584 2,800 SH   DFND   2,800 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 14,566 15,780,000 PRN   DFND   15,780,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 22,333 24,600,000 PRN   DFND   24,600,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 8,988 5,000,000 PRN   DFND   5,000,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 12,635 239,118 SH   DFND   239,118 0 0
THERAVANCE INC COM 88338T104 1,304 42,133 SH   DFND   42,133 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 42,830 356,221 SH   DFND   356,221 0 0
TIME WARNER CABLE INC COM 88732J207 342 2,494 SH   DFND   2,494 0 0
T-MOBILE US INC COM 872590104 2,105 63,738 SH   DFND   63,738 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 2,643 23,411 SH   DFND   23,411 0 0
TRANSOCEAN LTD PUT H8817H950 10,955 265,000 SH Put DFND   265,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,366 33,049 SH   DFND   33,049 0 0
TRIUMPH GROUP INC NEW COM 896818101 4,961 76,823 SH   DFND   76,823 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 6,479 202,668 SH   DFND   202,668 0 0
TYCO INTERNATIONAL LTD SHS H89128104 30,643 723,227 SH   DFND   723,227 0 0
U S SILICA HLDGS INC COM 90346E103 1,258 32,970 SH   DFND   32,970 0 0
UAL CORP NOTE 6.000%10/1 902549AJ3 4,401 853,000 PRN   DFND   853,000 0 0
UNION PAC CORP COM 907818108 10,083 53,729 SH   DFND   53,729 0 0
UNITED CONTL HLDGS INC COM 910047109 2,464 55,214 SH   DFND   55,214 0 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 5,805 5,750,000 PRN   DFND   5,750,000 0 0
VALE S A ADR 91912E105 1,760 127,255 SH   DFND   127,255 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 2,023 15,343 SH   DFND   15,343 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 975 570,000 SH   DFND   570,000 0 0
VERIFONE SYS INC COM 92342Y109 3,327 98,365 SH   DFND   98,365 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 5,091 5,000,000 PRN   DFND   5,000,000 0 0
VISA INC COM CL A 92826C839 135,791 629,070 SH   DFND   629,070 0 0
VMWARE INC CL A COM 928563402 71,537 662,250 SH   DFND   662,250 0 0
VMWARE INC PUT 928563952 64,423 596,400 SH Put DFND   596,400 0 0
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 2,455 2,500,000 PRN   DFND   2,500,000 0 0
VULCAN MATLS CO COM 929160109 13,265 199,621 SH   DFND   199,621 0 0
WABCO HLDGS INC COM 92927K102 5,049 47,833 SH   DFND   47,833 0 0
WALGREEN CO COM 931422109 4,140 62,700 SH   DFND   62,700 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 25,535 17,505,000 PRN   DFND   17,505,000 0 0
WELLS FARGO & CO NEW CALL 949746901 25,338 509,400 SH Call DFND   509,400 0 0
WELLS FARGO & CO NEW COM 949746101 14,972 301,002 SH   DFND   301,002 0 0
WESCO INTL INC COM 95082P105 9,900 118,965 SH   DFND   118,965 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 7,408 2,500,000 PRN   DFND   2,500,000 0 0
WI-LAN INC COM 928972108 1,098 367,400 SH   DFND   367,400 0 0
WORKDAY INC CL A 98138H101 3,238 35,411 SH   DFND   35,411 0 0
XOMA CORP DEL COM 98419J107 1,078 206,995 SH   DFND   206,995 0 0
YONGYE INTL INC COM 98607B106 24,284 3,565,971 SH   DFND   3,565,971 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 1,299 198,360 SH   DFND   198,360 0 0
ZOETIS INC CL A 98978V103 9,449 326,519 SH   DFND   326,519 0 0