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 2,143 12,000 SH   DFND   12,000 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 186 38,288 SH   DFND   38,288 0 0
ABM INDS INC COM 000957100 666 16,303 SH   DFND   16,303 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 5,738 7,500,000 PRN   DFND   7,500,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 3,250 90,000 SH   DFND   90,000 0 0
ADOBE SYS INC COM 00724F101 4,407 42,807 SH   DFND   42,807 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 42,251 249,830 SH   DFND   249,830 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,268 200,000 SH Put DFND   200,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 9,549 5,975,000 PRN   DFND   5,975,000 0 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 161 65,300 SH   DFND   65,300 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,339 50,074 SH   DFND   50,074 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 7,436 7,145,000 PRN   DFND   7,145,000 0 0
ALBEMARLE CORP COM 012653101 4,093 47,545 SH   DFND   47,545 0 0
ALERE INC COM 01449J105 5,535 142,035 SH   DFND   142,035 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 11,217 127,751 SH   DFND   127,751 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 878 10,000 SH Call DFND   10,000 0 0
ALON USA ENERGY INC COM 020520102 7,669 673,936 SH   DFND   673,936 0 0
ALPHABET INC CAP STK CL A 02079K305 18,625 23,504 SH   DFND   23,504 0 0
AMAYA INC COM 02314M108 4,987 351,770 SH   DFND   351,770 0 0
AMAZON COM INC COM 023135106 43,922 58,573 SH   DFND   58,573 0 0
AMAZON COM INC COM 023135106 7,424 9,900 SH Put DFND   9,900 0 0
AMC NETWORKS INC CL A 00164V103 5,032 96,149 SH   DFND   96,149 0 0
AMERICAN FARMLAND CO COM 02589Y100 863 108,233 SH   DFND   108,233 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 5,006 5,000,000 PRN   DFND   5,000,000 0 0
AMGEN INC COM 031162100 2,339 16,000 SH   DFND   16,000 0 0
ANADARKO PETE CORP COM 032511107 4,288 61,493 SH   DFND   61,493 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 26 40,000 SH   DFND   40,000 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 523 31,492 SH   DFND   31,492 0 0
APPLE INC COM 037833100 1,627 14,002 SH   DFND   14,002 0 0
APTEVO THERAPEUTICS INC COM 03835L108 873 357,834 SH   DFND   357,834 0 0
ARCH COAL INC CL A 039380407 2,907 37,243 SH   DFND   37,243 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,360 22,042 SH   DFND   22,042 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 834 7,430 SH   DFND   7,430 0 0
ATWOOD OCEANICS INC COM 050095108 1,020 77,700 SH   DFND   77,700 0 0
AUTOLIV INC COM 052800109 1,285 11,353 SH   DFND   11,353 0 0
AUTOZONE INC COM 053332102 1,546 1,957 SH   DFND   1,957 0 0
BAIDU INC SPON ADR REP A 056752108 2,199 13,373 SH   DFND   13,373 0 0
BAKER HUGHES INC COM 057224107 1,639 25,220 SH   DFND   25,220 0 0
BANK AMER CORP COM 060505104 4,420 200,000 SH Put DFND   200,000 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 9,692 379,912 SH   DFND   379,912 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 3,189 125,000 SH Call DFND   125,000 0 0
BARRETT BILL CORP COM 06846N104 596 85,331 SH   DFND   85,331 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 1,310 37,065 SH   DFND   37,065 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 25,827 820,958 SH   DFND   820,958 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 1,346 77,528 SH   DFND   77,528 0 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 648 63,812 SH   DFND   63,812 0 0
BP PLC SPONSORED ADR 055622104 1,018 27,224 SH   DFND   27,224 0 0
BROADCOM LTD SHS Y09827109 11,368 64,314 SH   DFND   64,314 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 7,936 7,880,000 PRN   DFND   7,880,000 0 0
CABOT OIL & GAS CORP COM 127097103 1,469 62,874 SH   DFND   62,874 0 0
CALLON PETE CO DEL COM 13123X102 2,172 141,286 SH   DFND   141,286 0 0
CAMECO CORP COM 13321L108 3,477 332,047 SH   DFND   332,047 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 2,511 39,110 SH   DFND   39,110 0 0
CELGENE CORP COM 151020104 1,620 14,000 SH   DFND   14,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 1,068 1,000,000 PRN   DFND   1,000,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 9,683 8,640,000 PRN   DFND   8,640,000 0 0
CENTRUS ENERGY CORP CL A 15643U104 1,149 180,083 SH   DFND   180,083 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 5,632 19,560 SH   DFND   19,560 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 5,218 61,782 SH   DFND   61,782 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,561 37,689 SH   DFND   37,689 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 1,531 2,500,000 PRN   DFND   2,500,000 0 0
CHINA CORD BLOOD CORP SHS G21107100 9,843 1,608,388 SH   DFND   1,608,388 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,114 21,242 SH   DFND   21,242 0 0
CIGNA CORPORATION COM 125509109 9,424 70,650 SH   DFND   70,650 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 354 2,328,084 SH   DFND   2,328,084 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 21,996 19,000,000 PRN   DFND   19,000,000 0 0
CME GROUP INC COM 12572Q105 1,961 17,000 SH   DFND   17,000 0 0
COACH INC COM 189754104 1,552 44,306 SH   DFND   44,306 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 2,523 6,230,000 PRN   DFND   6,230,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 11,571 39,225,000 PRN   DFND   39,225,000 0 0
COCA COLA CO COM 191216100 1,646 39,699 SH   DFND   39,699 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 4,017 127,938 SH   DFND   127,938 0 0
COLGATE PALMOLIVE CO COM 194162103 2,683 41,000 SH   DFND   41,000 0 0
COLUMBIA PIPELINE PARTNERS L COM UT REPSTG 198281107 15,710 916,035 SH   DFND   916,035 0 0
COMCAST CORP NEW CL A 20030N101 3,211 46,496 SH   DFND   46,496 0 0
COMMERCIAL METALS CO COM 201723103 727 33,378 SH   DFND   33,378 0 0
COMMUNITY BK SYS INC COM 203607106 592 9,579 SH   DFND   9,579 0 0
CONCORDIA INTERNATIONAL CORP COM 20653P102 275 129,638 SH   DFND   129,638 0 0
COOPER TIRE & RUBR CO COM 216831107 420 10,799 SH   DFND   10,799 0 0
COSTCO WHSL CORP NEW COM 22160K105 18,554 115,881 SH   DFND   115,881 0 0
CRITEO S A SPONS ADS 226718104 17,173 418,032 SH   DFND   418,032 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 3,326 83,142 SH   DFND   83,142 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 9,693 9,390,000 PRN   DFND   9,390,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 23,329 20,150,000 PRN   DFND   20,150,000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,107 96,787 SH   DFND   96,787 0 0
DECKERS OUTDOOR CORP COM 243537107 1,571 28,357 SH   DFND   28,357 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 13,824 251,478 SH   DFND   251,478 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 6,115 90,793 SH   DFND   90,793 0 0
DELTA TECHNOLOGY HLDGS LTD *W EXP 12/18/201 G8477B113 11 200,000 SH   DFND   200,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 6,467 141,591 SH   DFND   141,591 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 457 110,451 SH   DFND   110,451 0 0
DICKS SPORTING GOODS INC COM 253393102 15,631 294,378 SH   DFND   294,378 0 0
DISNEY WALT CO COM DISNEY 254687106 212 2,031 SH   DFND   2,031 0 0
DOLLAR GEN CORP NEW COM 256677105 5,032 67,935 SH   DFND   67,935 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 235 500,000 SH   DFND   500,000 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 4,975 500,000 SH   DFND   500,000 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 210 20,000 SH   DFND   20,000 0 0
DOW CHEM CO COM 260543103 1,601 27,987 SH   DFND   27,987 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 6,301 5,750,000 PRN   DFND   5,750,000 0 0
EDGEWELL PERS CARE CO COM 28035Q102 6,638 90,946 SH   DFND   90,946 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,074 333,411 SH   DFND   333,411 0 0
EMERGE ENERGY SVCS LP COM REP PARTN 29102H108 286 23,267 SH   DFND   23,267 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 996 1,135,000 PRN   DFND   1,135,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 7,022 7,500,000 PRN   DFND   7,500,000 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,554 16,820 SH   DFND   16,820 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 3,470 179,660 SH   DFND   179,660 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 6,902 192,742 SH   DFND   192,742 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 5,727 7,330,000 PRN   DFND   7,330,000 0 0
EOG RES INC COM 26875P101 236 2,339 SH   DFND   2,339 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,366 15,308 SH   DFND   15,308 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 5,812 5,000,000 PRN   DFND   5,000,000 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 794 39,634 SH   DFND   39,634 0 0
EXXON MOBIL CORP COM 30231G102 1,598 17,700 SH   DFND   17,700 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 16,116 16,575,000 PRN   DFND   16,575,000 0 0
FACEBOOK INC CL A 30303M102 21,606 187,797 SH   DFND   187,797 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 5,099 432,471 SH   DFND   432,471 0 0
FARMLAND PARTNERS INC COM 31154R109 1,174 105,200 SH   DFND   105,200 0 0
FERRARI N V COM N3167Y103 1,579 27,159 SH   DFND   27,159 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 2,119 232,361 SH   DFND   232,361 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 9,599 5,000,000 PRN   DFND   5,000,000 0 0
FIREEYE INC COM 31816Q101 671 56,348 SH   DFND   56,348 0 0
FMC TECHNOLOGIES INC COM 30249U101 30,501 858,468 SH   DFND   858,468 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,744 36,000 SH   DFND   36,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 6,056 113,267 SH   DFND   113,267 0 0
FRANKLIN RES INC COM 354613101 2,573 65,000 SH   DFND   65,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,319 100,000 SH Call DFND   100,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 10,179 771,718 SH   DFND   771,718 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 337 4,750 SH   DFND   4,750 0 0
GASTAR EXPL INC NEW COM 36729W202 537 346,400 SH   DFND   346,400 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 5,203 6,600,000 PRN   DFND   6,600,000 0 0
GENERAL ELECTRIC CO COM 369604103 4,072 128,867 SH   DFND   128,867 0 0
GENERAL MTRS CO COM 37045V100 12,408 356,138 SH   DFND   356,138 0 0
GENESEE & WYO INC CL A 371559105 3,176 45,755 SH   DFND   45,755 0 0
GILEAD SCIENCES INC COM 375558103 859 12,002 SH   DFND   12,002 0 0
GNC HLDGS INC COM CL A 36191G107 1,405 127,300 SH Call DFND   127,300 0 0
GNC HLDGS INC COM CL A 36191G107 929 84,127 SH   DFND   84,127 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 908 189,139 SH   DFND   189,139 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,155 9,000 SH   DFND   9,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,789 20,000 SH Put DFND   20,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 3,507 113,609 SH   DFND   113,609 0 0
GRAN TIERRA ENERGY INC COM 38500T101 134 44,241 SH   DFND   44,241 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 10,791 7,500,000 PRN   DFND   7,500,000 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 2,895 402,708 SH   DFND   402,708 0 0
GULFPORT ENERGY CORP COM NEW 402635304 2,076 95,954 SH   DFND   95,954 0 0
HALLIBURTON CO COM 406216101 21,150 391,014 SH   DFND   391,014 0 0
HARMAN INTL INDS INC COM 413086109 9,315 83,798 SH   DFND   83,798 0 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 106 125,000 SH   DFND   125,000 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 1,260 125,000 SH   DFND   125,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 6,881 7,500,000 PRN   DFND   7,500,000 0 0
HERC HLDGS INC COM 42704L104 528 13,157 SH   DFND   13,157 0 0
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 3,947 199,351 SH   DFND   199,351 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 2,988 163,097 SH   DFND   163,097 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 5,599 4,110,000 PRN   DFND   4,110,000 0 0
HOME DEPOT INC COM 437076102 19,598 146,169 SH   DFND   146,169 0 0
HONEYWELL INTL INC COM 438516106 2,201 19,000 SH   DFND   19,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 438 250,000 SH   DFND   250,000 0 0
HUBBELL INC COM 443510607 2,002 17,151 SH   DFND   17,151 0 0
HUDBAY MINERALS INC *W EXP 07/20/201 443628136 78 231,138 SH   DFND   231,138 0 0
HUDBAY MINERALS INC COM 443628102 971 169,569 SH   DFND   169,569 0 0
HUMANA INC COM 444859102 8,705 42,665 SH   DFND   42,665 0 0
ICICI BK LTD ADR 45104G104 3,624 483,790 SH   DFND   483,790 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 26,273 1,516,043 SH   DFND   1,516,043 0 0
ILLUMINA INC NOTE 6/1 452327AF6 13,251 13,880,000 PRN   DFND   13,880,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 6,142 7,750,000 PRN   DFND   7,750,000 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 344 51,405 SH   DFND   51,405 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 248 27,000 SH   DFND   27,000 0 0
INTEL CORP SDCV 12/1 458140AD2 1,216 900,000 PRN   DFND   900,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 12,355 7,000,000 PRN   DFND   7,000,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 4,936 5,500,000 PRN   DFND   5,500,000 0 0
INTEROIL CORP COM 460951106 4,263 89,600 SH   DFND   89,600 0 0
INTERSIL CORP CL A 46069S109 5,899 264,516 SH   DFND   264,516 0 0
INTUIT COM 461202103 4,206 36,700 SH   DFND   36,700 0 0
ISHARES MSCI MEX CAP ETF 464286822 6,156 140,000 SH   DFND   140,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 3,777 250,000 SH Call DFND   250,000 0 0
ISHARES TR 20 YR TR BD ETF 464287432 18,061 151,606 SH   DFND   151,606 0 0
ISHARES TR MSCI EAFE ETF 464287465 1,906 33,013 SH   DFND   33,013 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 24,075 178,530 SH   DFND   178,530 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 94,395 700,000 SH Put DFND   700,000 0 0
ISHARES TR U.S. REAL ES ETF 464287739 3,049 39,633 SH   DFND   39,633 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 6,606 6,500,000 PRN   DFND   6,500,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 7,173 7,425,000 PRN   DFND   7,425,000 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 7,754 7,500,000 PRN   DFND   7,500,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 918 22,276 SH   DFND   22,276 0 0
JRJR33 INC COM 46645Q106 103 136,896 SH   DFND   136,896 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 1,929 385,036 SH   DFND   385,036 0 0
KATE SPADE & CO COM 485865109 1,638 87,735 SH   DFND   87,735 0 0
KEY ENERGY SVCS INC DEL COM 49309J103 1,673 52,591 SH   DFND   52,591 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 4 807,994 SH   DFND   807,994 0 0
KROGER CO COM 501044101 4,792 138,862 SH   DFND   138,862 0 0
L BRANDS INC COM 501797104 10,075 153,020 SH   DFND   153,020 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 250 1,643 SH   DFND   1,643 0 0
LAM RESEARCH CORP COM 512807108 19,861 187,846 SH   DFND   187,846 0 0
LAUDER ESTEE COS INC CL A 518439104 2,448 32,000 SH   DFND   32,000 0 0
LEAR CORP COM NEW 521865204 3,551 26,823 SH   DFND   26,823 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 296 13,500 SH Call DFND   13,500 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 15,295 500,000 SH Call DFND   500,000 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 8,100 7,500,000 PRN   DFND   7,500,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 25,204 47,000,000 PRN   DFND   47,000,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 13,206 12,320,000 PRN   DFND   12,320,000 0 0
LINDBLAD EXPEDITIONS HLDGS I *W EXP 07/08/202 535219117 342 155,356 SH   DFND   155,356 0 0
LINE CORP SPONSORED ADR 53567X101 675 19,853 SH   DFND   19,853 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2,899 46,499 SH   DFND   46,499 0 0
LOCKHEED MARTIN CORP COM 539830109 1,277 5,111 SH   DFND   5,111 0 0
LOWES COS INC COM 548661107 19,652 276,319 SH   DFND   276,319 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 284 18,717 SH   DFND   18,717 0 0
MANITOWOC FOODSERVICE INC COM 563568104 1,952 100,973 SH   DFND   100,973 0 0
MARATHON PETE CORP COM 56585A102 8,281 164,487 SH   DFND   164,487 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,542 111,160 SH   DFND   111,160 0 0
MASTERCARD INCORPORATED CL A 57636Q104 5,139 49,768 SH   DFND   49,768 0 0
MATTHEWS INTL CORP CL A 577128101 517 6,726 SH   DFND   6,726 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 788 20,433 SH   DFND   20,433 0 0
MEDIA GEN INC NEW COM 58441K100 32,760 1,739,768 SH   DFND   1,739,768 0 0
MENTOR GRAPHICS CORP COM 587200106 2,213 60,000 SH   DFND   60,000 0 0
MERCK & CO INC COM 58933Y105 2,442 41,477 SH   DFND   41,477 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 26,761 20,600,000 PRN   DFND   20,600,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 12,232 12,360,000 PRN   DFND   12,360,000 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 6,393 308,232 SH   DFND   308,232 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 5,571 146,156 SH   DFND   146,156 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 10,781 7,500,000 PRN   DFND   7,500,000 0 0
MOMO INC ADR 60879B107 1,481 80,563 SH   DFND   80,563 0 0
MONSANTO CO NEW COM 61166W101 5,167 49,108 SH   DFND   49,108 0 0
NABORS INDUSTRIES LTD SHS G6359F103 5,381 328,084 SH   DFND   328,084 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 1,125 1,000,000 PRN   DFND   1,000,000 0 0
NETEASE INC SPONSORED ADR 64110W102 7,210 33,481 SH   DFND   33,481 0 0
NEUSTAR INC CL A 64126X201 3,657 109,500 SH   DFND   109,500 0 0
NEVSUN RES LTD COM 64156L101 983 317,539 SH   DFND   317,539 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 700 1,000,000 SH   DFND   1,000,000 0 0
NIKE INC CL B 654106103 18,680 367,500 SH Call DFND   367,500 0 0
NIKE INC CL B 654106103 22,035 433,463 SH   DFND   433,463 0 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 255 26,666 SH   DFND   26,666 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 23,000 1,541,556 SH   DFND   1,541,556 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 7,698 8,500,000 PRN   DFND   8,500,000 0 0
NUCOR CORP COM 670346105 1,757 29,512 SH   DFND   29,512 0 0
NVIDIA CORP COM 67066G104 5,337 50,000 SH Put DFND   50,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 12,204 124,523 SH   DFND   124,523 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 16,449 14,490,000 PRN   DFND   14,490,000 0 0
OASIS PETE INC NEW COM 674215108 1,531 101,096 SH   DFND   101,096 0 0
OCEANEERING INTL INC COM 675232102 1,520 53,878 SH   DFND   53,878 0 0
OIL STS INTL INC COM 678026105 729 18,697 SH   DFND   18,697 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 9,473 9,265,000 PRN   DFND   9,265,000 0 0
PACE HLDGS CORP *W EXP 99/99/999 G6865N111 180 300,000 SH   DFND   300,000 0 0
PACE HLDGS CORP CL A G6865N103 3,036 300,000 SH   DFND   300,000 0 0
PALO ALTO NETWORKS INC COM 697435105 1,929 15,426 SH   DFND   15,426 0 0
PANDORA MEDIA INC COM 698354107 290 22,276 SH   DFND   22,276 0 0
PAYPAL HLDGS INC COM 70450Y103 2,763 70,000 SH   DFND   70,000 0 0
PENNEY J C INC COM 708160106 5,122 616,398 SH   DFND   616,398 0 0
PFIZER INC COM 717081103 1,916 59,000 SH   DFND   59,000 0 0
PHILIP MORRIS INTL INC COM 718172109 8,736 95,488 SH   DFND   95,488 0 0
PHILLIPS 66 COM 718546104 337 3,904 SH   DFND   3,904 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 14,603 452,234 SH   DFND   452,234 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 294 29,987 SH   DFND   29,987 0 0
POTASH CORP SASK INC COM 73755L107 3,377 186,656 SH   DFND   186,656 0 0
PPG INDS INC COM 693506107 288 3,042 SH   DFND   3,042 0 0
PRICELINE GRP INC COM NEW 741503403 2,566 1,750 SH   DFND   1,750 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 6,361 5,000,000 PRN   DFND   5,000,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 6,062 5,735,000 PRN   DFND   5,735,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 22,373 14,205,000 PRN   DFND   14,205,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 22,267 22,750,000 PRN   DFND   22,750,000 0 0
PVH CORP COM 693656100 2,137 23,689 SH   DFND   23,689 0 0
QUALCOMM INC COM 747525103 13,532 207,547 SH   DFND   207,547 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 2,944 97,700 SH   DFND   97,700 0 0
RANGE RES CORP COM 75281A109 1,429 41,589 SH   DFND   41,589 0 0
RANGE RES CORP COM 75281A109 3,436 100,000 SH Call DFND   100,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 12,871 10,985,000 PRN   DFND   10,985,000 0 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 3,578 3,000,000 PRN   DFND   3,000,000 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 3,595 3,725,000 PRN   DFND   3,725,000 0 0
REYNOLDS AMERICAN INC COM 761713106 16,919 301,914 SH   DFND   301,914 0 0
RING ENERGY INC COM 76680V108 2,724 209,692 SH   DFND   209,692 0 0
RITE AID CORP COM 767754104 22,159 2,689,254 SH   DFND   2,689,254 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,083 15,500 SH   DFND   15,500 0 0
ROSS STORES INC COM 778296103 9,803 149,440 SH   DFND   149,440 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 2,744 32,958 SH   DFND   32,958 0 0
SAEXPLORATION HLDGS INC COM NEW 78636X204 914 125,273 SH   DFND   125,273 0 0
SALESFORCE COM INC COM 79466L302 2,054 30,000 SH   DFND   30,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 17,428 15,000,000 PRN   DFND   15,000,000 0 0
SANCHEZ PRODTN PARTNER COM UNIT REPSTG 79971C201 472 40,000 SH   DFND   40,000 0 0
SCHLUMBERGER LTD COM 806857108 15,467 184,242 SH   DFND   184,242 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 1,054 97,561 SH   DFND   97,561 0 0
SEADRILL LIMITED SHS G7945E105 37 10,600 SH   DFND   10,600 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 3,878 75,000 SH   DFND   75,000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 5,819 84,408 SH   DFND   84,408 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 9,974 428,950 SH   DFND   428,950 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 16,541 265,858 SH   DFND   265,858 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 8,560 7,270,000 PRN   DFND   7,270,000 0 0
SHIRE PLC SPONSORED ADR 82481R106 1,680 9,861 SH   DFND   9,861 0 0
SIGNET JEWELERS LIMITED SHS G81276100 2,005 21,275 SH   DFND   21,275 0 0
SILICON LABORATORIES INC COM 826919102 975 15,000 SH   DFND   15,000 0 0
SILVER STD RES INC COM 82823L106 147 16,500 SH   DFND   16,500 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 3,242 3,500,000 PRN   DFND   3,500,000 0 0
SILVER WHEATON CORP COM 828336107 193 10,000 SH   DFND   10,000 0 0
SINA CORP ORD G81477104 1,799 29,600 SH   DFND   29,600 0 0
SINOVAC BIOTECH LTD SHS P8696W104 146 24,739 SH   DFND   24,739 0 0
SM ENERGY CO COM 78454L100 3,577 103,743 SH   DFND   103,743 0 0
SMART SAND INC COM 83191H107 2,724 164,571 SH   DFND   164,571 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,692 2,000,000 PRN   DFND   2,000,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,719 251,299 SH   DFND   251,299 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,673 42,637 SH   DFND   42,637 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 7,545 225,500 SH   DFND   225,500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 737 3,296 SH   DFND   3,296 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 279,412 1,250,000 SH Call DFND   1,250,000 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 300 5,076 SH   DFND   5,076 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 23,922 786,655 SH   DFND   786,655 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 5,447 131,500 SH Put DFND   131,500 0 0
SPROUTS FMRS MKT INC COM 85208M102 14,454 763,974 SH   DFND   763,974 0 0
ST JUDE MED INC COM 790849103 29,154 363,561 SH   DFND   363,561 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 3,328 651,293 SH   DFND   651,293 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 4,914 4,800,000 PRN   DFND   4,800,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 7,344 6,540,000 PRN   DFND   6,540,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 5,832 5,350,000 PRN   DFND   5,350,000 0 0
STEEL DYNAMICS INC COM 858119100 874 24,560 SH   DFND   24,560 0 0
STILLWATER MNG CO COM 86074Q102 4,038 250,647 SH   DFND   250,647 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 8,634 448,520 SH   DFND   448,520 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 4,615 6,500,000 PRN   DFND   6,500,000 0 0
SYNAPTICS INC COM 87157D109 6,093 113,723 SH   DFND   113,723 0 0
SYNGENTA AG SPONSORED ADR 87160A100 4,664 59,000 SH   DFND   59,000 0 0
SYNUTRA INTL INC COM 87164C102 1,441 269,400 SH   DFND   269,400 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 2,289 1,000,000 PRN   DFND   1,000,000 0 0
TAL ED GROUP ADS REPSTG COM 874080104 1,712 24,400 SH   DFND   24,400 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 9,093 209,268 SH   DFND   209,268 0 0
TENARIS S A SPONSORED ADR 88031M109 1,523 42,642 SH   DFND   42,642 0 0
TESLA MTRS INC COM 88160R101 1,248 5,842 SH   DFND   5,842 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 2,301 2,500,000 PRN   DFND   2,500,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 27,938 32,260,000 PRN   DFND   32,260,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,724 47,570 SH   DFND   47,570 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1,705 2,000,000 PRN   DFND   2,000,000 0 0
TJX COS INC NEW COM 872540109 323 4,305 SH   DFND   4,305 0 0
TRACTOR SUPPLY CO COM 892356106 16,271 214,625 SH   DFND   214,625 0 0
TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 15,799 16,500,000 PRN   DFND   16,500,000 0 0
TRINA SOLAR LIMITED NOTE 4.000%10/1 89628EAE4 4,179 4,500,000 PRN   DFND   4,500,000 0 0
TRINITY INDS INC COM 896522109 1,857 66,900 SH   DFND   66,900 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 7,824 6,035,000 PRN   DFND   6,035,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,542 55,000 SH   DFND   55,000 0 0
TWILIO INC CL A 90138F102 1,532 53,086 SH   DFND   53,086 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 3,281 3,500,000 PRN   DFND   3,500,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 24,280 26,320,000 PRN   DFND   26,320,000 0 0
U S SILICA HLDGS INC COM 90346E103 7,443 131,322 SH   DFND   131,322 0 0
UNDER ARMOUR INC CL A 904311107 3,341 115,011 SH   DFND   115,011 0 0
UNITED STATES STL CORP NEW COM 912909108 1,068 32,363 SH   DFND   32,363 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,051 18,714 SH   DFND   18,714 0 0
VALE S A ADR 91912E105 6,940 910,800 SH Call DFND   910,800 0 0
VALE S A ADR 91912E105 1,312 172,214 SH   DFND   172,214 0 0
VALSPAR CORP COM 920355104 1,125 10,861 SH   DFND   10,861 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 5,499 262,856 SH   DFND   262,856 0 0
VERSUM MATLS INC COM 92532W103 203 7,237 SH   DFND   7,237 0 0
VIDEOCON D2H LTD ADR 92657J101 5,020 604,132 SH   DFND   604,132 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 9,349 9,370,000 PRN   DFND   9,370,000 0 0
VISA INC COM CL A 92826C839 30,893 395,958 SH   DFND   395,958 0 0
VULCAN MATLS CO COM 929160109 2,703 21,600 SH   DFND   21,600 0 0
WAL-MART STORES INC COM 931142103 7,339 106,180 SH   DFND   106,180 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 13,625 12,500,000 PRN   DFND   12,500,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 3,941 789,761 SH   DFND   789,761 0 0
WEIBO CORP SPONSORED ADR 948596101 2,361 58,149 SH   DFND   58,149 0 0
WELLS FARGO & CO NEW COM 949746101 595 10,793 SH   DFND   10,793 0 0
WHITING PETE CORP NEW COM 966387102 672 55,879 SH   DFND   55,879 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 12,425 14,000,000 PRN   DFND   14,000,000 0 0
WHOLE FOODS MKT INC COM 966837106 2,787 90,600 SH Call DFND   90,600 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 753 51,580 SH   DFND   51,580 0 0
WILLIAMS COS INC DEL COM 969457100 853 27,384 SH   DFND   27,384 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 7,854 7,500,000 PRN   DFND   7,500,000 0 0
YAHOO INC COM 984332106 2,787 72,075 SH   DFND   72,075 0 0
YAHOO INC NOTE 12/0 984332AF3 20,831 21,035,000 PRN   DFND   21,035,000 0 0
YUM CHINA HLDGS INC COM 98850P109 632 24,215 SH   DFND   24,215 0 0
ZHAOPIN LTD SPONSORED ADR 98954L103 421 27,849 SH   DFND   27,849 0 0
ZOETIS INC CL A 98978V103 2,891 54,000 SH   DFND   54,000 0 0