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 12,838 77,044 SH   DFND   77,044 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 13,670 248,053 SH   DFND   248,053 0 0
ACTIVISION BLIZZARD INC COM 00507V109 3,381 99,900 SH   DFND   99,900 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 15 91 SH   DFND   91 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 1,439 261,023 SH   DFND   261,023 0 0
AFFYMETRIX INC COM 00826T108 2,802 200,000 SH   DFND   200,000 0 0
AIR PRODS & CHEMS INC COM 009158106 10 70 SH   DFND   70 0 0
AIR PRODS & CHEMS INC COM 009158106 13,598 94,400 SH Call DFND   94,400 0 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 366 65,300 SH   DFND   65,300 0 0
AK STL HLDG CORP COM 001547108 1,149 278,093 SH   DFND   278,093 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 7,465 7,650,000 PRN   DFND   7,650,000 0 0
ALERE INC COM 01449J105 20,553 406,106 SH   DFND   406,106 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 36,242 260,323 SH   DFND   260,323 0 0
ALLERGAN PLC SHS G0177J108 2,584 9,642 SH   DFND   9,642 0 0
ALPHABET INC CAP STK CL A 02079K305 8,544 11,200 SH Put DFND   11,200 0 0
ALPHABET INC CAP STK CL A 02079K305 3,204 4,200 SH   DFND   4,200 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 772 70,725 SH   DFND   70,725 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 990 82,493 SH   DFND   82,493 0 0
AMAYA INC COM 02314M108 2,037 151,443 SH   DFND   151,443 0 0
AMAZON COM INC COM 023135106 2,820 4,750 SH   DFND   4,750 0 0
AMAZON COM INC COM 023135106 13,476 22,700 SH Put DFND   22,700 0 0
AMBEV SA SPONSORED ADR 02319V103 14,636 2,825,485 SH   DFND   2,825,485 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 2,329 151,356 SH   DFND   151,356 0 0
AMERICAN EXPRESS CO COM 025816109 553 9,000 SH   DFND   9,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 32,431 33,220,000 PRN   DFND   33,220,000 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,598 66,702 SH   DFND   66,702 0 0
AMGEN INC COM 031162100 3,598 24,000 SH   DFND   24,000 0 0
ANADARKO PETE CORP COM 032511107 2,534 54,409 SH   DFND   54,409 0 0
APACHE CORP COM 037411105 1,538 31,500 SH   DFND   31,500 0 0
APOLLO ED GROUP INC CL A 037604105 364 44,355 SH   DFND   44,355 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 9,793 729,732 SH   DFND   729,732 0 0
APPLE INC COM 037833100 5,338 48,918 SH   DFND   48,918 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 509 500,000 PRN   DFND   500,000 0 0
ASHLAND INC NEW COM 044209104 4,387 39,900 SH Call DFND   39,900 0 0
ASHLAND INC NEW COM 044209104 1,246 11,331 SH   DFND   11,331 0 0
AT&T INC COM 00206R102 11,082 282,914 SH   DFND   282,914 0 0
ATMEL CORP COM 049513104 6,645 818,400 SH   DFND   818,400 0 0
AXIALL CORP COM 05463D100 768 35,160 SH   DFND   35,160 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 4,262 5,000,000 PRN   DFND   5,000,000 0 0
BAIDU INC SPON ADR REP A 056752108 10,472 54,862 SH   DFND   54,862 0 0
BAKER HUGHES INC COM 057224107 25,521 582,283 SH   DFND   582,283 0 0
BANK AMER CORP COM 060505104 4,056 300,000 SH   DFND   300,000 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 21,530 1,221,910 SH   DFND   1,221,910 0 0
BAXALTA INC COM 07177M103 89,353 2,211,719 SH   DFND   2,211,719 0 0
BCE INC COM NEW 05534B760 5,649 123,447 SH   DFND   123,447 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 426 3,000 SH   DFND   3,000 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 16,878 742,521 SH   DFND   742,521 0 0
BIOTIE THERAPIES OYJ SPONSORED ADR 09074D103 1,430 54,205 SH   DFND   54,205 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,964 69,997 SH   DFND   69,997 0 0
BONA FILM GROUP LTD SPONSORED ADS 09777B107 1,016 75,000 SH   DFND   75,000 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 703 23,209 SH   DFND   23,209 0 0
BORGWARNER INC COM 099724106 14,366 374,123 SH   DFND   374,123 0 0
BP PLC SPONSORED ADR 055622104 854 28,311 SH   DFND   28,311 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 639 10,000 SH   DFND   10,000 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 7,813 7,880,000 PRN   DFND   7,880,000 0 0
CAMECO CORP COM 13321L108 5,273 410,684 SH   DFND   410,684 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 34,954 521,319 SH   DFND   521,319 0 0
CASCADE MICROTECH INC COM 147322101 2,378 115,340 SH   DFND   115,340 0 0
CATERPILLAR INC DEL COM 149123101 528 6,900 SH   DFND   6,900 0 0
CATERPILLAR INC DEL COM 149123101 34,137 446,000 SH Put DFND   446,000 0 0
CELGENE CORP COM 151020104 2,637 26,350 SH   DFND   26,350 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 924 1,000,000 PRN   DFND   1,000,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 9,011 8,640,000 PRN   DFND   8,640,000 0 0
CENOVUS ENERGY INC COM 15135U109 1,302 99,637 SH   DFND   99,637 0 0
CENTRUS ENERGY CORP CL A 15643U104 812 180,083 SH   DFND   180,083 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,805 32,069 SH   DFND   32,069 0 0
CHENIERE ENERGY INC COM NEW 16411R208 5,393 159,416 SH   DFND   159,416 0 0
CHENIERE ENERGY INC COM NEW 16411R208 10,826 320,000 SH Call DFND   320,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 1,300 2,500,000 PRN   DFND   2,500,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 4,120 1,000,000 SH Put DFND   1,000,000 0 0
CHEVRON CORP NEW COM 166764100 19,080 200,000 SH Call DFND   200,000 0 0
CHEVRON CORP NEW COM 166764100 4,405 46,174 SH   DFND   46,174 0 0
CHINA CORD BLOOD CORP SHS G21107100 5,488 904,131 SH   DFND   904,131 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 3,609 65,083 SH   DFND   65,083 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 4,030 306,235 SH   DFND   306,235 0 0
CIGNA CORPORATION COM 125509109 21,680 157,971 SH   DFND   157,971 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 233 2,328,084 SH   DFND   2,328,084 0 0
CITIGROUP INC COM NEW 172967424 27,208 651,683 SH   DFND   651,683 0 0
CITIZENS FINL GROUP INC COM 174610105 17,388 830,000 SH   DFND   830,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 21,744 19,495,000 PRN   DFND   19,495,000 0 0
COACH INC COM 189754104 25,575 637,950 SH   DFND   637,950 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 4,403 8,230,000 PRN   DFND   8,230,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 16,332 37,225,000 PRN   DFND   37,225,000 0 0
COLGATE PALMOLIVE CO COM 194162103 9,413 133,230 SH   DFND   133,230 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 7,426 295,839 SH   DFND   295,839 0 0
CONOCOPHILLIPS COM 20825C104 17,299 429,582 SH   DFND   429,582 0 0
CONTINENTAL RESOURCES INC COM 212015101 3,142 103,502 SH   DFND   103,502 0 0
COOPER TIRE & RUBR CO COM 216831107 415 11,217 SH   DFND   11,217 0 0
COPA HOLDINGS SA CL A P31076105 711 10,500 SH   DFND   10,500 0 0
CRESCENT PT ENERGY CORP COM 22576C101 852 61,300 SH   DFND   61,300 0 0
CSX CORP COM 126408103 8,302 322,392 SH   DFND   322,392 0 0
CTC MEDIA INC COM 12642X106 3,162 1,613,376 SH   DFND   1,613,376 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 26,088 20,300,000 PRN   DFND   20,300,000 0 0
DELTA TECHNOLOGY HLDGS LTD *W EXP 12/18/201 G8477B113 15 200,000 SH   DFND   200,000 0 0
DENTSPLY SIRONA INC COM 24906P109 25,841 419,296 SH   DFND   419,296 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 1,421 246,784 SH   DFND   246,784 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 6,092 280,364 SH   DFND   280,364 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,655 21,437 SH   DFND   21,437 0 0
DISNEY WALT CO COM DISNEY 254687106 6,062 61,040 SH   DFND   61,040 0 0
DOLLAR GEN CORP NEW COM 256677105 4,859 56,760 SH   DFND   56,760 0 0
DOLLAR TREE INC COM 256746108 14 168 SH   DFND   168 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 240 500,000 SH   DFND   500,000 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 4,860 500,000 SH   DFND   500,000 0 0
DOW CHEM CO COM 260543103 1,476 29,020 SH   DFND   29,020 0 0
DRYSHIPS INC COM NEW Y2109Q127 168 71,425 SH   DFND   71,425 0 0
E HOUSE CHINA HLDGS LTD ADR 26852W103 11,068 1,779,439 SH   DFND   1,779,439 0 0
E M C CORP MASS COM 268648102 32,713 1,227,512 SH   DFND   1,227,512 0 0
EASTMAN CHEM CO COM 277432100 2,290 31,698 SH   DFND   31,698 0 0
EATON CORP PLC SHS G29183103 3,177 50,778 SH   DFND   50,778 0 0
EDGEWELL PERS CARE CO COM 28035Q102 8,053 100,000 SH   DFND   100,000 0 0
EMERSON ELEC CO COM 291011104 2,567 47,214 SH   DFND   47,214 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 804 1,135,000 PRN   DFND   1,135,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 3,931 5,000,000 PRN   DFND   5,000,000 0 0
ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 29274UAB7 71 7,145,000 PRN   DFND   7,145,000 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 4,795 6,660,000 PRN   DFND   6,660,000 0 0
ENSCO PLC SHS CLASS A G3157S106 76 7,335 SH   DFND   7,335 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 3,398 138,025 SH   DFND   138,025 0 0
EOG RES INC COM 26875P101 1,960 26,998 SH   DFND   26,998 0 0
EURONAV NV ANTWERPEN SHS B38564108 1,392 135,925 SH   DFND   135,925 0 0
EXXON MOBIL CORP COM 30231G102 4,933 59,012 SH   DFND   59,012 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 10,046 15,575,000 PRN   DFND   15,575,000 0 0
FACEBOOK INC CL A 30303M102 6,323 55,416 SH   DFND   55,416 0 0
FACEBOOK INC CL A 30303M102 3,423 30,000 SH Call DFND   30,000 0 0
FACEBOOK INC CL A 30303M102 26,243 230,000 SH Put DFND   230,000 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 46,579 2,328,963 SH   DFND   2,328,963 0 0
FERRARI N V COM N3167Y103 1,178 28,252 SH   DFND   28,252 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 9,366 5,000,000 PRN   DFND   5,000,000 0 0
FIRST CASH FINL SVCS INC COM 31942D107 858 18,632 SH   DFND   18,632 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 15,141 157,213 SH   DFND   157,213 0 0
FOOT LOCKER INC COM 344849104 3,215 49,845 SH   DFND   49,845 0 0
FRANKLIN RES INC COM 354613101 2,763 70,756 SH   DFND   70,756 0 0
FREEPORT-MCMORAN INC CL B 35671D857 10,862 1,050,510 SH   DFND   1,050,510 0 0
FREEPORT-MCMORAN INC CL B 35671D857 4,550 440,000 SH Call DFND   440,000 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 494 4,750 SH   DFND   4,750 0 0
FRONTLINE LTD SHS NEW G3682E192 1,290 152,399 SH   DFND   152,399 0 0
FULLER H B CO COM 359694106 2,658 62,617 SH   DFND   62,617 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 618 20,000 SH   DFND   20,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 3,704 6,600,000 PRN   DFND   6,600,000 0 0
GENERAL ELECTRIC CO COM 369604103 9,886 310,963 SH   DFND   310,963 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 1,148 52,937 SH   DFND   52,937 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 723 52,937 SH   DFND   52,937 0 0
GENERAL MTRS CO COM 37045V100 22,186 705,893 SH   DFND   705,893 0 0
GILEAD SCIENCES INC COM 375558103 7 81 SH   DFND   81 0 0
GOLDCORP INC NEW COM 380956409 4,375 269,580 SH   DFND   269,580 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,041 13,000 SH   DFND   13,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 5,480 166,174 SH   DFND   166,174 0 0
GORES HLDGS INC *W EXP 08/13/202 382866119 100 250,000 SH   DFND   250,000 0 0
GORES HLDGS INC CL A 382866101 2,438 250,000 SH   DFND   250,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 7,075 99,400 SH Call DFND   99,400 0 0
GRAN TIERRA ENERGY INC COM 38500T101 2,258 896,033 SH   DFND   896,033 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 9,975 10,000,000 PRN   DFND   10,000,000 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 24,708 1,597,153 SH   DFND   1,597,153 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 1,143 126,596 SH   DFND   126,596 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 2,188 79,668 SH   DFND   79,668 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,824 64,345 SH   DFND   64,345 0 0
HALLIBURTON CO COM 406216101 37,778 1,057,615 SH   DFND   1,057,615 0 0
HEARTLAND PMT SYS INC COM 42235N108 1,045 10,817 SH   DFND   10,817 0 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 19 125,000 SH   DFND   125,000 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 1,210 125,000 SH   DFND   125,000 0 0
HERCULES OFFSHORE INC COM NEW 427093307 266 110,809 SH   DFND   110,809 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 912 81,146 SH   DFND   81,146 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 4,458 211,764 SH   DFND   211,764 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 6,962 5,430,000 PRN   DFND   5,430,000 0 0
HOME DEPOT INC COM 437076102 9 71 SH   DFND   71 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 5,918 166,000 SH   DFND   166,000 0 0
HONEYWELL INTL INC COM 438516106 3,126 27,900 SH   DFND   27,900 0 0
HUDBAY MINERALS INC *W EXP 07/20/201 443628136 54 233,206 SH   DFND   233,206 0 0
HUDBAY MINERALS INC COM 443628102 756 205,563 SH   DFND   205,563 0 0
HUMANA INC COM 444859102 25,397 138,818 SH   DFND   138,818 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 666 4,864 SH   DFND   4,864 0 0
ICICI BK LTD ADR 45104G104 8,118 1,133,749 SH   DFND   1,133,749 0 0
IDREAMSKY TECHNOLOGY LIMITED SPONSORED ADS 45173K101 742 53,977 SH   DFND   53,977 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 6,771 309,751 SH   DFND   309,751 0 0
ILLUMINA INC NOTE 6/1 452327AF6 14,313 13,880,000 PRN   DFND   13,880,000 0 0
INGRAM MICRO INC CL A 457153104 26,419 735,707 SH   DFND   735,707 0 0
INTEL CORP SDCV 12/1 458140AD2 1,272 1,000,000 PRN   DFND   1,000,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 14,344 9,000,000 PRN   DFND   9,000,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 757 5,000 SH   DFND   5,000 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 19,250 570,112 SH   DFND   570,112 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 20,259 600,000 SH Call DFND   600,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 1,004 17,558 SH   DFND   17,558 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 11,142 325,310 SH   DFND   325,310 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 559 5,057 SH   DFND   5,057 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 77,441 700,000 SH Call DFND   700,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 11,063 100,000 SH Put DFND   100,000 0 0
ISHARES TR TRANS AVG ETF 464287192 9,108 63,953 SH   DFND   63,953 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 5,919 6,500,000 PRN   DFND   6,500,000 0 0
ITC HLDGS CORP COM 465685105 1,504 34,510 SH   DFND   34,510 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 717 83,280 SH   DFND   83,280 0 0
JARDEN CORP NOTE 1.125% 3/1 471109AM0 9,749 7,695,000 PRN   DFND   7,695,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 15,969 8,500,000 PRN   DFND   8,500,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 7,665 7,425,000 PRN   DFND   7,425,000 0 0
JD COM INC SPON ADR CL A 47215P106 23,147 873,477 SH   DFND   873,477 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 7,421 7,600,000 PRN   DFND   7,600,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,994 94,413 SH   DFND   94,413 0 0
JIAYUAN COM INTL LTD SPONSORED ADR 477374102 3,245 435,520 SH   DFND   435,520 0 0
JOHNSON CTLS INC COM 478366107 15,898 407,952 SH   DFND   407,952 0 0
JPMORGAN CHASE & CO COM 46625H100 12 196 SH   DFND   196 0 0
JRJR33 INC COM 46645Q106 153 152,537 SH   DFND   152,537 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 586 90,088 SH   DFND   90,088 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 4,110 48,095 SH   DFND   48,095 0 0
KATE SPADE & CO COM 485865109 25,124 984,488 SH   DFND   984,488 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 30 818,000 SH   DFND   818,000 0 0
KINDER MORGAN INC DEL COM 49456B101 2,537 142,036 SH   DFND   142,036 0 0
KRAFT HEINZ CO COM 500754106 13 165 SH   DFND   165 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,900 32,914 SH   DFND   32,914 0 0
LAKE SHORE GOLD CORP COM 510728108 5,846 4,000,561 SH   DFND   4,000,561 0 0
LANNET INC COM 516012101 746 41,614 SH   DFND   41,614 0 0
LAUDER ESTEE COS INC CL A 518439104 1,792 19,000 SH   DFND   19,000 0 0
LEAR CORP COM NEW 521865204 5,556 49,975 SH   DFND   49,975 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 1,189 31,379 SH   DFND   31,379 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 5,724 148,664 SH   DFND   148,664 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 25,069 15,000,000 PRN   DFND   15,000,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 24,878 46,500,000 PRN   DFND   46,500,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 12,527 12,610,000 PRN   DFND   12,610,000 0 0
LINDBLAD EXPEDITIONS HLDGS I *W EXP 07/08/202 535219117 395 155,356 SH   DFND   155,356 0 0
LINKEDIN CORP COM CL A 53578A108 686 6,000 SH   DFND   6,000 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 17,645 19,470,000 PRN   DFND   19,470,000 0 0
LIVANOVA PLC SHS G5509L101 11,367 210,586 SH   DFND   210,586 0 0
LOCKHEED MARTIN CORP COM 539830109 5,469 24,691 SH   DFND   24,691 0 0
MAGNA INTL INC COM 559222401 8,511 198,104 SH   DFND   198,104 0 0
MANITOWOC INC COM 563571108 2,236 516,327 SH   DFND   516,327 0 0
MARATHON PETE CORP COM 56585A102 3,208 86,275 SH   DFND   86,275 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,734 86,781 SH   DFND   86,781 0 0
MARKET VECTORS ETF TR OIL SVCS ETF 57060U191 2,661 99,993 SH   DFND   99,993 0 0
MARKET VECTORS ETF TR OIL SVCS ETF 57060U191 30,053 1,129,400 SH Put DFND   1,129,400 0 0
MATTEL INC COM 577081102 2,014 59,891 SH   DFND   59,891 0 0
MATTSON TECHNOLOGY INC COM 577223100 2,190 600,000 SH   DFND   600,000 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,287 35,000 SH   DFND   35,000 0 0
MCDONALDS CORP COM 580135101 2,406 19,142 SH   DFND   19,142 0 0
MCKESSON CORP COM 58155Q103 4,127 26,246 SH   DFND   26,246 0 0
METHANEX CORP COM 59151K108 2,791 86,899 SH   DFND   86,899 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 6,316 5,000,000 PRN   DFND   5,000,000 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 12,877 226,075 SH   DFND   226,075 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 22,184 21,750,000 PRN   DFND   21,750,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 9,783 14,360,000 PRN   DFND   14,360,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 4,122 2,500,000 PRN   DFND   2,500,000 0 0
MONDELEZ INTL INC CL A 609207105 20 497 SH   DFND   497 0 0
MULTI FINELINE ELECTRONIX IN COM 62541B101 2,648 114,105 SH   DFND   114,105 0 0
MYLAN N V SHS EURO N59465109 2,303 49,677 SH   DFND   49,677 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 1,034 1,000,000 PRN   DFND   1,000,000 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 2,872 3,000,000 PRN   DFND   3,000,000 0 0
NEVSUN RES LTD COM 64156L101 1,327 408,518 SH   DFND   408,518 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 11,160 322,641 SH   DFND   322,641 0 0
NEWPORT CORP COM 651824104 4,236 184,158 SH   DFND   184,158 0 0
NIKE INC CL B 654106103 18,939 308,099 SH   DFND   308,099 0 0
NOBLE ENERGY INC COM 655044105 7,443 236,947 SH   DFND   236,947 0 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 240 26,666 SH   DFND   26,666 0 0
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 1,766 74,934 SH   DFND   74,934 0 0
NORTHROP GRUMMAN CORP COM 666807102 743 3,754 SH   DFND   3,754 0 0
NUCOR CORP COM 670346105 788 16,667 SH   DFND   16,667 0 0
NXP SEMICONDUCTORS N V COM N6596X109 405 5,000 SH   DFND   5,000 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 17,316 15,690,000 PRN   DFND   15,690,000 0 0
OFFICE DEPOT INC COM 676220106 6,986 984,012 SH   DFND   984,012 0 0
OMNICOM GROUP INC COM 681919106 10,962 131,713 SH   DFND   131,713 0 0
PACCAR INC COM 693718108 22 405 SH   DFND   405 0 0
PACE HLDGS CORP *W EXP 99/99/999 G6865N111 110 300,000 SH   DFND   300,000 0 0
PACE HLDGS CORP CL A G6865N103 2,835 300,000 SH   DFND   300,000 0 0
PARKER HANNIFIN CORP COM 701094104 3,142 28,285 SH   DFND   28,285 0 0
PARSLEY ENERGY INC CL A 701877102 2,911 128,827 SH   DFND   128,827 0 0
PATTERSON UTI ENERGY INC COM 703481101 17 987 SH   DFND   987 0 0
PAYPAL HLDGS INC COM 70450Y103 2,702 70,000 SH   DFND   70,000 0 0
PENNANTPARK FLOATING RATE CA COM 70806A106 1,462 124,993 SH   DFND   124,993 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,168 200,000 SH   DFND   200,000 0 0
PFIZER INC COM 717081103 9,394 316,926 SH   DFND   316,926 0 0
PHILIP MORRIS INTL INC COM 718172109 15,648 159,490 SH   DFND   159,490 0 0
PHILLIPS 66 COM 718546104 3,690 42,609 SH   DFND   42,609 0 0
PINNACLE ENTMT INC COM 723456109 2,428 69,186 SH   DFND   69,186 0 0
PIONEER NAT RES CO COM 723787107 13,264 94,246 SH   DFND   94,246 0 0
POTASH CORP SASK INC COM 73755L107 12,833 753,978 SH   DFND   753,978 0 0
POWERSECURE INTL INC COM 73936N105 2,490 133,224 SH   DFND   133,224 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 97,395 891,900 SH Put DFND   891,900 0 0
PPG INDS INC COM 693506107 15,147 135,809 SH   DFND   135,809 0 0
PRICELINE GRP INC COM NEW 741503403 3,867 3,000 SH   DFND   3,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 6,026 5,000,000 PRN   DFND   5,000,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 5,792 5,735,000 PRN   DFND   5,735,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 20,331 14,205,000 PRN   DFND   14,205,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 27,214 30,750,000 PRN   DFND   30,750,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 3,047 3,250,000 PRN   DFND   3,250,000 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 38,750 512,901 SH   DFND   512,901 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 0.500% 8/1 74734MAE9 27,650 28,000,000 PRN   DFND   28,000,000 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 1.750% 8/1 74734MAF6 1,184 1,200,000 PRN   DFND   1,200,000 0 0
QUALCOMM INC COM 747525103 6,137 120,000 SH Call DFND   120,000 0 0
RANGE RES CORP COM 75281A109 3,238 100,000 SH Put DFND   100,000 0 0
RANGE RES CORP COM 75281A109 2,331 72,000 SH   DFND   72,000 0 0
RAYTHEON CO COM NEW 755111507 584 4,762 SH   DFND   4,762 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 13,643 10,985,000 PRN   DFND   10,985,000 0 0
RENTECH NITROGEN PARTNERS L COM UNIT 760113100 6,407 561,482 SH   DFND   561,482 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 3,455 3,725,000 PRN   DFND   3,725,000 0 0
RICE ENERGY INC COM 762760106 1,978 141,678 SH   DFND   141,678 0 0
RING ENERGY INC COM 76680V108 3,156 624,985 SH   DFND   624,985 0 0
RITE AID CORP COM 767754104 5,831 715,494 SH   DFND   715,494 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,844 25,000 SH   DFND   25,000 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 1,296 40,215 SH   DFND   40,215 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 5,921 147,287 SH   DFND   147,287 0 0
ROSS STORES INC COM 778296103 1,436 24,808 SH   DFND   24,808 0 0
ROUSE PPTYS INC COM 779287101 607 33,041 SH   DFND   33,041 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 4,052 251,700 SH Put DFND   251,700 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 10,806 125,913 SH   DFND   125,913 0 0
SAEXPLORATION HLDGS INC COM 78636X105 300 435,000 SH   DFND   435,000 0 0
SALESFORCE COM INC COM 79466L302 30 404 SH   DFND   404 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 18,931 15,290,000 PRN   DFND   15,290,000 0 0
SANDISK CORP COM 80004C101 52,988 696,476 SH   DFND   696,476 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 15,557 14,910,000 PRN   DFND   14,910,000 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 29,141 18,480,000 PRN   DFND   18,480,000 0 0
SCHLUMBERGER LTD COM 806857108 20,410 276,750 SH   DFND   276,750 0 0
SEADRILL LIMITED SHS G7945E105 99 30,045 SH   DFND   30,045 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 6,367 120,000 SH Put DFND   120,000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 21,332 314,718 SH   DFND   314,718 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 22,899 370,000 SH   DFND   370,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 12,938 575,000 SH Put DFND   575,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 11,020 198,659 SH   DFND   198,659 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 7,932 159,852 SH   DFND   159,852 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2,363 52,735 SH   DFND   52,735 0 0
SEMPRA ENERGY COM 816851109 1,350 12,963 SH   DFND   12,963 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 8,061 7,430,000 PRN   DFND   7,430,000 0 0
SHIRE PLC SPONSORED ADR 82481R106 38,438 223,605 SH   DFND   223,605 0 0
SHIRE PLC SPONSORED ADR 82481R106 56,418 328,200 SH Call DFND   328,200 0 0
SIGNET JEWELERS LIMITED SHS G81276100 2,974 26,490 SH   DFND   26,490 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,729 3,000,000 PRN   DFND   3,000,000 0 0
SONY CORP ADR NEW 835699307 3,299 128,283 SH   DFND   128,283 0 0
SOUFUN HLDGS LTD ADR 836034108 988 165,000 SH   DFND   165,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 5,294 45,000 SH   DFND   45,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 227,100 1,105,000 SH Put DFND   1,105,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,231 30,316 SH   DFND   30,316 0 0
SPDR SERIES TRUST OILGAS EQUIP 78464A748 1,022 59,050 SH   DFND   59,050 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 239 4,628 SH   DFND   4,628 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 103,320 2,000,000 SH Call DFND   2,000,000 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 11,417 558,000 SH Put DFND   558,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,489 82,027 SH   DFND   82,027 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 10,319 340,000 SH Put DFND   340,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 14,981 15,000,000 PRN   DFND   15,000,000 0 0
STAPLES INC COM 855030102 6,594 597,853 SH   DFND   597,853 0 0
STAR BULK CARRIERS CORP SHS NEW Y8162K121 2,250 3,000,000 SH   DFND   3,000,000 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 25,189 301,911 SH   DFND   301,911 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 6,419 6,500,000 PRN   DFND   6,500,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 6,596 6,540,000 PRN   DFND   6,540,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 5,356 5,350,000 PRN   DFND   5,350,000 0 0
STEEL DYNAMICS INC COM 858119100 781 34,705 SH   DFND   34,705 0 0
SUNEDISON INC NOTE 2.375% 4/1 86732YAH2 374 8,550,000 PRN   DFND   8,550,000 0 0
SYNCHRONY FINL COM 87165B103 7,314 255,204 SH   DFND   255,204 0 0
SYNGENTA AG SPONSORED ADR 87160A100 7,563 91,316 SH   DFND   91,316 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,490 95,046 SH   DFND   95,046 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 1,788 1,000,000 PRN   DFND   1,000,000 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 983 6,865 SH   DFND   6,865 0 0
TECK RESOURCES LTD CL B 878742204 289 38,003 SH   DFND   38,003 0 0
TECK RESOURCES LTD CL B 878742204 5,707 750,000 SH Put DFND   750,000 0 0
TECO ENERGY INC COM 872375100 1,046 38,000 SH   DFND   38,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,025 70,000 SH   DFND   70,000 0 0
TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 150 500,000 SH   DFND   500,000 0 0
TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 4,950 500,000 SH   DFND   500,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 5,913 6,500,000 PRN   DFND   6,500,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 19,099 22,260,000 PRN   DFND   22,260,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,880 35,130 SH   DFND   35,130 0 0
THE ADT CORPORATION COM 00101J106 9,247 224,112 SH   DFND   224,112 0 0
TIME WARNER CABLE INC COM 88732J207 63,801 311,800 SH   DFND   311,800 0 0
TIVO INC NOTE 2.000%10/0 888706AF5 1,173 1,250,000 PRN   DFND   1,250,000 0 0
TJX COS INC NEW COM 872540109 5,457 69,654 SH   DFND   69,654 0 0
TRANSOCEAN LTD REG SHS H8817H100 5,431 594,200 SH Put DFND   594,200 0 0
TRANSOCEAN LTD REG SHS H8817H100 4,765 521,341 SH   DFND   521,341 0 0
TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 7,022 7,500,000 PRN   DFND   7,500,000 0 0
TRINA SOLAR LIMITED NOTE 4.000%10/1 89628EAE4 2,278 2,500,000 PRN   DFND   2,500,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,453 88,000 SH   DFND   88,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,581 7,500,000 PRN   DFND   7,500,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 18,860 22,320,000 PRN   DFND   22,320,000 0 0
U S SILICA HLDGS INC COM 90346E103 383 16,878 SH   DFND   16,878 0 0
UNDER ARMOUR INC CL A 904311107 15 172 SH   DFND   172 0 0
UNITED STATES STL CORP NEW COM 912909108 1,258 78,362 SH   DFND   78,362 0 0
UNITED TECHNOLOGIES CORP COM 913017109 7,828 78,200 SH Call DFND   78,200 0 0
UNITED TECHNOLOGIES CORP COM 913017109 21,315 212,934 SH   DFND   212,934 0 0
VALE S A ADR 91912E105 3,392 805,768 SH   DFND   805,768 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 789 30,000 SH Call DFND   30,000 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 9,205 350,000 SH   DFND   350,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,182 49,610 SH   DFND   49,610 0 0
VALSPAR CORP COM 920355104 13,435 125,540 SH   DFND   125,540 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 9,201 170,139 SH   DFND   170,139 0 0
VIDEOCON D2H LTD ADR 92657J101 5,773 784,413 SH   DFND   784,413 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 9,381 9,370,000 PRN   DFND   9,370,000 0 0
VISA INC COM CL A 92826C839 3,897 50,956 SH   DFND   50,956 0 0
VULCAN MATLS CO COM 929160109 15 142 SH   DFND   142 0 0
VWR CORP COM 91843L103 812 30,000 SH   DFND   30,000 0 0
WAL-MART STORES INC COM 931142103 7,631 111,412 SH   DFND   111,412 0 0
WASTE CONNECTIONS INC COM 941053100 1,660 25,694 SH   DFND   25,694 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 2,876 369,681 SH   DFND   369,681 0 0
WELLS FARGO & CO NEW COM 949746101 3,402 70,354 SH   DFND   70,354 0 0
WESTROCK CO COM 96145D105 3,969 101,680 SH   DFND   101,680 0 0
WHIRLPOOL CORP COM 963320106 7,142 39,602 SH   DFND   39,602 0 0
WHITING PETE CORP NEW COM 966387102 3,358 420,844 SH   DFND   420,844 0 0
WISDOMTREE INVTS INC COM 97717P104 3,315 290,000 SH   DFND   290,000 0 0
WL ROSS HLDG CORP *W EXP 06/11/201 92939D112 481 1,000,000 SH   DFND   1,000,000 0 0
WL ROSS HLDG CORP COM SHS 92939D104 9,932 990,223 SH   DFND   990,223 0 0
WORKDAY INC CL A 98138H101 1,153 15,000 SH Put DFND   15,000 0 0
WPX ENERGY INC COM 98212B103 1,009 144,303 SH   DFND   144,303 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 7,391 8,270,000 PRN   DFND   8,270,000 0 0
XUEDA ED GROUP SPONSORED ADR 98418W109 1,723 319,721 SH   DFND   319,721 0 0
YAHOO INC COM 984332106 1,767 48,000 SH   DFND   48,000 0 0
YAHOO INC NOTE 12/0 984332AF3 17,628 17,785,000 PRN   DFND   17,785,000 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 36,466 1,326,514 SH   DFND   1,326,514 0 0
YUM BRANDS INC COM 988498101 850 10,382 SH   DFND   10,382 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 449 198,360 SH   DFND   198,360 0 0