The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
3M CO | COM | 88579Y101 | 2,296 | 12,000 | SH | DFND | 12,000 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 7 | 162 | SH | DFND | 162 | 0 | 0 | ||
ABEONA THERAPEUTICS INC | COM | 00289Y107 | 62 | 12,423 | SH | DFND | 12,423 | 0 | 0 | ||
ACHAOGEN INC | COM | 004449104 | 254 | 10,075 | SH | DFND | 10,075 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 14,165 | 284,097 | SH | DFND | 284,097 | 0 | 0 | ||
ACUITY BRANDS INC | COM | 00508Y102 | 1,020 | 5,000 | SH | Call | DFND | 5,000 | 0 | 0 | |
ADOBE SYS INC | COM | 00724F101 | 11,461 | 88,077 | SH | DFND | 88,077 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 2,850 | 19,224 | SH | DFND | 19,224 | 0 | 0 | ||
ADVANCED EMISSIONS SOLUTS IN | COM | 00770C101 | 145 | 15,178 | SH | DFND | 15,178 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 4,927 | 338,656 | SH | DFND | 338,656 | 0 | 0 | ||
AIRMEDIA GROUP INC | SPONSORED ADR | 009411109 | 180 | 65,300 | SH | DFND | 65,300 | 0 | 0 | ||
AK STL HLDG CORP | COM | 001547108 | 2,398 | 333,475 | SH | DFND | 333,475 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 7,084 | 7,145,000 | PRN | DFND | 7,145,000 | 0 | 0 | ||
ALASKA AIR GROUP INC | COM | 011659109 | 1,443 | 15,642 | SH | DFND | 15,642 | 0 | 0 | ||
ALBEMARLE CORP | COM | 012653101 | 2,867 | 27,141 | SH | DFND | 27,141 | 0 | 0 | ||
ALCOA CORP | COM | 013872106 | 19,768 | 574,650 | SH | DFND | 574,650 | 0 | 0 | ||
ALERE INC | COM | 01449J105 | 5,629 | 141,675 | SH | DFND | 141,675 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 566 | 4,667 | SH | DFND | 4,667 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 12,962 | 120,209 | SH | DFND | 120,209 | 0 | 0 | ||
ALON USA ENERGY INC | COM | 020520102 | 8,215 | 673,936 | SH | DFND | 673,936 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 28,792 | 33,960 | SH | DFND | 33,960 | 0 | 0 | ||
AMAYA INC | COM | 02314M108 | 925 | 54,647 | SH | DFND | 54,647 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 34,057 | 38,416 | SH | DFND | 38,416 | 0 | 0 | ||
AMC ENTMT HLDGS INC | CL A COM | 00165C104 | 1,081 | 34,373 | SH | DFND | 34,373 | 0 | 0 | ||
AMERICAN FINL GROUP INC OHIO | COM | 025932104 | 620 | 6,499 | SH | DFND | 6,499 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 7,521 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 3,131 | 3,100,000 | PRN | DFND | 3,100,000 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 1,887 | 11,500 | SH | DFND | 11,500 | 0 | 0 | ||
ANADARKO PETE CORP | COM | 032511107 | 27,900 | 450,000 | SH | Call | DFND | 450,000 | 0 | 0 | |
ANADARKO PETE CORP | COM | 032511107 | 13,346 | 215,269 | SH | DFND | 215,269 | 0 | 0 | ||
ANTARES PHARMA INC | COM | 036642106 | 242 | 85,363 | SH | DFND | 85,363 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 8,567 | 59,614 | SH | DFND | 59,614 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 5,631 | 144,756 | SH | DFND | 144,756 | 0 | 0 | ||
APPROACH RESOURCES INC | COM | 03834A103 | 43 | 16,951 | SH | DFND | 16,951 | 0 | 0 | ||
ARCH COAL INC | CL A | 039380407 | 994 | 14,413 | SH | DFND | 14,413 | 0 | 0 | ||
ASBURY AUTOMOTIVE GROUP INC | COM | 043436104 | 1,363 | 22,677 | SH | DFND | 22,677 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COM | 045327103 | 221 | 3,755 | SH | DFND | 3,755 | 0 | 0 | ||
ASSEMBLY BIOSCIENCES INC | COM | 045396108 | 225 | 8,835 | SH | DFND | 8,835 | 0 | 0 | ||
ATWOOD OCEANICS INC | COM | 050095108 | 3,338 | 350,218 | SH | DFND | 350,218 | 0 | 0 | ||
AUTOLIV INC | COM | 052800109 | 4,672 | 45,686 | SH | DFND | 45,686 | 0 | 0 | ||
AUTOZONE INC | COM | 053332102 | 2,483 | 3,434 | SH | DFND | 3,434 | 0 | 0 | ||
AXT INC | COM | 00246W103 | 122 | 20,965 | SH | DFND | 20,965 | 0 | 0 | ||
BAIDU INC | SPON ADR REP A | 056752108 | 1,799 | 10,429 | SH | DFND | 10,429 | 0 | 0 | ||
BAKER HUGHES INC | COM | 057224107 | 26 | 428 | SH | DFND | 428 | 0 | 0 | ||
BANK OF THE OZARKS INC | COM | 063904106 | 247 | 4,740 | SH | DFND | 4,740 | 0 | 0 | ||
BARCLAYS BK PLC | IPATH S&P500 VIX | 06740Q252 | 1,549 | 98,075 | SH | DFND | 98,075 | 0 | 0 | ||
BARCLAYS BK PLC | IPATH S&P500 VIX | 06740Q252 | 10,707 | 678,100 | SH | Put | DFND | 678,100 | 0 | 0 | |
BASIC ENERGY SVCS INC NEW | COM NEW | 06985P209 | 2,807 | 84,139 | SH | DFND | 84,139 | 0 | 0 | ||
BEST BUY INC | COM | 086516101 | 1,064 | 21,658 | SH | DFND | 21,658 | 0 | 0 | ||
BHP BILLITON PLC | SPONSORED ADR | 05545E209 | 18,291 | 587,186 | SH | DFND | 587,186 | 0 | 0 | ||
BIOGEN INC | COM | 09062X103 | 832 | 3,043 | SH | DFND | 3,043 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HLDG COR | CL A | 099502106 | 244 | 6,891 | SH | DFND | 6,891 | 0 | 0 | ||
BP PLC | SPONSORED ADR | 055622104 | 7,252 | 210,081 | SH | DFND | 210,081 | 0 | 0 | ||
BROADCOM LTD | SHS | Y09827109 | 10,915 | 49,851 | SH | DFND | 49,851 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | COM NEW | 111621306 | 7,499 | 600,863 | SH | DFND | 600,863 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 7,963 | 7,880,000 | PRN | DFND | 7,880,000 | 0 | 0 | ||
C&J ENERGY SVCS INC NEW | COM | 12674R100 | 9,268 | 272,155 | SH | DFND | 272,155 | 0 | 0 | ||
CADIZ INC | COM NEW | 127537207 | 191 | 12,688 | SH | DFND | 12,688 | 0 | 0 | ||
CALERES INC | COM | 129500104 | 560 | 21,193 | SH | DFND | 21,193 | 0 | 0 | ||
CAMECO CORP | COM | 13321L108 | 915 | 82,677 | SH | DFND | 82,677 | 0 | 0 | ||
CANADA GOOSE HOLDINGS INC | SHS SUB VTG | 135086106 | 59 | 3,684 | SH | DFND | 3,684 | 0 | 0 | ||
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 1,149 | 19,500 | SH | Call | DFND | 19,500 | 0 | 0 | |
CASTLE BRANDS INC | COM | 148435100 | 34 | 21,700 | SH | DFND | 21,700 | 0 | 0 | ||
CAVIUM INC | COM | 14964U108 | 216 | 3,015 | SH | DFND | 3,015 | 0 | 0 | ||
CEDAR FAIR L P | DEPOSITRY UNIT | 150185106 | 4,192 | 61,815 | SH | DFND | 61,815 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 1,742 | 14,000 | SH | DFND | 14,000 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BR3 | 1,126 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 10,020 | 8,640,000 | PRN | DFND | 8,640,000 | 0 | 0 | ||
CENTRUS ENERGY CORP | CL A | 15643U104 | 1,090 | 180,083 | SH | DFND | 180,083 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 5,848 | 17,867 | SH | DFND | 17,867 | 0 | 0 | ||
CHECK POINT SOFTWARE TECH LT | ORD | M22465104 | 3,872 | 37,715 | SH | DFND | 37,715 | 0 | 0 | ||
CHEETAH MOBILE INC | ADR | 163075104 | 1,027 | 95,636 | SH | DFND | 95,636 | 0 | 0 | ||
CHEMOURS CO | COM | 163851108 | 281 | 7,300 | SH | DFND | 7,300 | 0 | 0 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,709 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
CHICAGO BRIDGE & IRON CO N V | COM | 167250109 | 1,424 | 46,307 | SH | DFND | 46,307 | 0 | 0 | ||
CHINA CORD BLOOD CORP | SHS | G21107100 | 10,703 | 1,607,168 | SH | DFND | 1,607,168 | 0 | 0 | ||
CIGNA CORPORATION | COM | 125509109 | 3,662 | 25,000 | SH | DFND | 25,000 | 0 | 0 | ||
CITIGROUP INC | *W EXP 01/04/201 | 172967226 | 342 | 2,328,084 | SH | DFND | 2,328,084 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 22,378 | 17,800,000 | PRN | DFND | 17,800,000 | 0 | 0 | ||
CLOUD PEAK ENERGY INC | COM | 18911Q102 | 104 | 22,640 | SH | DFND | 22,640 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 2,020 | 17,000 | SH | DFND | 17,000 | 0 | 0 | ||
COACH INC | COM | 189754104 | 7,301 | 176,649 | SH | DFND | 176,649 | 0 | 0 | ||
COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 2,180 | 6,230,000 | PRN | DFND | 6,230,000 | 0 | 0 | ||
COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 10,787 | 39,225,000 | PRN | DFND | 39,225,000 | 0 | 0 | ||
COCA COLA EUROPEAN PARTNERS | SHS | G25839104 | 3,888 | 103,162 | SH | DFND | 103,162 | 0 | 0 | ||
COHERENT INC | COM | 192479103 | 238 | 1,155 | SH | DFND | 1,155 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COM | 194162103 | 3,290 | 44,957 | SH | DFND | 44,957 | 0 | 0 | ||
COLONY NORTHSTAR INC | CL A COM | 19625W104 | 2,562 | 198,413 | SH | DFND | 198,413 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 14,501 | 385,766 | SH | DFND | 385,766 | 0 | 0 | ||
COMMERCIAL VEH GROUP INC | COM | 202608105 | 138 | 20,395 | SH | DFND | 20,395 | 0 | 0 | ||
COMMSCOPE HLDG CO INC | COM | 20337X109 | 706 | 16,933 | SH | DFND | 16,933 | 0 | 0 | ||
COMMUNITY BANKERS TR CORP | COM | 203612106 | 104 | 13,041 | SH | DFND | 13,041 | 0 | 0 | ||
CONCORDIA INTERNATIONAL CORP | COM | 20653P102 | 211 | 129,317 | SH | DFND | 129,317 | 0 | 0 | ||
CONSTELLIUM NV | CL A | N22035104 | 1,646 | 253,232 | SH | DFND | 253,232 | 0 | 0 | ||
CONTINENTAL RESOURCES INC | COM | 212015101 | 1,459 | 32,133 | SH | DFND | 32,133 | 0 | 0 | ||
CORBUS PHARMACEUTICALS HLDGS | COM | 21833P103 | 226 | 27,387 | SH | DFND | 27,387 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 16,126 | 96,164 | SH | DFND | 96,164 | 0 | 0 | ||
COTY INC | COM CL A | 222070203 | 6,648 | 366,698 | SH | DFND | 366,698 | 0 | 0 | ||
CRITEO S A | SPONS ADS | 226718104 | 33,792 | 675,966 | SH | DFND | 675,966 | 0 | 0 | ||
CSX CORP | COM | 126408103 | 1,379 | 29,615 | SH | DFND | 29,615 | 0 | 0 | ||
CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 4,861 | 98,902 | SH | DFND | 98,902 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 10,400 | 9,390,000 | PRN | DFND | 9,390,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 26,426 | 20,150,000 | PRN | DFND | 20,150,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 1,021 | 74,200 | SH | DFND | 74,200 | 0 | 0 | ||
DASEKE INC | *W EXP 03/31/202 | 23753F115 | 140 | 125,000 | SH | DFND | 125,000 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 4,103 | 68,690 | SH | DFND | 68,690 | 0 | 0 | ||
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 15,888 | 247,941 | SH | DFND | 247,941 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | SHS | G27823106 | 7,181 | 89,213 | SH | DFND | 89,213 | 0 | 0 | ||
DELTA TECHNOLOGY HLDGS LTD | *W EXP 12/18/201 | G8477B113 | 12 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 951 | 55,400 | SH | Call | DFND | 55,400 | 0 | 0 | |
DEVON ENERGY CORP NEW | COM | 25179M103 | 795 | 19,056 | SH | DFND | 19,056 | 0 | 0 | ||
DHT HOLDINGS INC | SHS NEW | Y2065G121 | 779 | 174,193 | SH | DFND | 174,193 | 0 | 0 | ||
DIAMONDBACK ENERGY INC | COM | 25278X109 | 1,930 | 18,606 | SH | DFND | 18,606 | 0 | 0 | ||
DICKS SPORTING GOODS INC | COM | 253393102 | 27 | 557 | SH | DFND | 557 | 0 | 0 | ||
DOMINION DIAMOND CORP | COM | 257287102 | 4,801 | 380,693 | SH | DFND | 380,693 | 0 | 0 | ||
DOUBLE EAGLE ACQUISITION COR | *W EXP 09/16/202 | G28195116 | 280 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
DOUBLE EAGLE ACQUISITION COR | COM | G28195124 | 5,000 | 500,000 | SH | DFND | 500,000 | 0 | 0 | ||
DOVER CORP | COM | 260003108 | 1,607 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
DRIL-QUIP INC | COM | 262037104 | 5,481 | 100,482 | SH | DFND | 100,482 | 0 | 0 | ||
DRIVE SHACK INC | COM | 262077100 | 139 | 33,548 | SH | DFND | 33,548 | 0 | 0 | ||
DYCOM INDS INC | COM | 267475101 | 944 | 10,151 | SH | DFND | 10,151 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 6,726 | 5,750,000 | PRN | DFND | 5,750,000 | 0 | 0 | ||
EAGLE MATERIALS INC | COM | 26969P108 | 926 | 9,538 | SH | DFND | 9,538 | 0 | 0 | ||
EAST WEST BANCORP INC | COM | 27579R104 | 727 | 14,091 | SH | DFND | 14,091 | 0 | 0 | ||
EDGEWELL PERS CARE CO | COM | 28035Q102 | 3,860 | 52,775 | SH | DFND | 52,775 | 0 | 0 | ||
ELDORADO GOLD CORP NEW | COM | 284902103 | 688 | 201,817 | SH | DFND | 201,817 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 1,017 | 1,135,000 | PRN | DFND | 1,135,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 7,144 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
ENERGEN CORP | COM | 29265N108 | 3,427 | 62,949 | SH | DFND | 62,949 | 0 | 0 | ||
ENERGY FUELS INC | COM NEW | 292671708 | 71 | 32,893 | SH | DFND | 32,893 | 0 | 0 | ||
ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 4,708 | 128,914 | SH | DFND | 128,914 | 0 | 0 | ||
ENERGY XXI GULF COAST INC | COM | 29276K101 | 6,495 | 216,716 | SH | DFND | 216,716 | 0 | 0 | ||
ENERNOC INC | DBCV 2.250% 8/1 | 292764AB3 | 6,331 | 7,330,000 | PRN | DFND | 7,330,000 | 0 | 0 | ||
ENSCO PLC | SHS CLASS A | G3157S106 | 1,547 | 172,835 | SH | DFND | 172,835 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 6,041 | 4,775,000 | PRN | DFND | 4,775,000 | 0 | 0 | ||
EVERI HLDGS INC | COM | 30034T103 | 184 | 38,332 | SH | DFND | 38,332 | 0 | 0 | ||
EXELIXIS INC | COM | 30161Q104 | 255 | 11,780 | SH | DFND | 11,780 | 0 | 0 | ||
EXETER RES CORP | COM | 301835104 | 610 | 353,700 | SH | DFND | 353,700 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 1,886 | 23,000 | SH | DFND | 23,000 | 0 | 0 | ||
EZCORP INC | NOTE 2.625% 6/1 | 302301AB2 | 3,785 | 4,075,000 | PRN | DFND | 4,075,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 15,077 | 106,139 | SH | DFND | 106,139 | 0 | 0 | ||
FAIRMOUNT SANTROL HLDGS INC | COM | 30555Q108 | 2,454 | 334,776 | SH | DFND | 334,776 | 0 | 0 | ||
FARMLAND PARTNERS INC | COM | 31154R109 | 2,973 | 266,164 | SH | DFND | 266,164 | 0 | 0 | ||
FATE THERAPEUTICS INC | COM | 31189P102 | 94 | 20,754 | SH | DFND | 20,754 | 0 | 0 | ||
FINISAR CORP | COM NEW | 31787A507 | 923 | 33,767 | SH | DFND | 33,767 | 0 | 0 | ||
FLOTEK INDS INC DEL | COM | 343389102 | 1,708 | 133,554 | SH | DFND | 133,554 | 0 | 0 | ||
FNB CORP PA | COM | 302520101 | 318 | 21,415 | SH | DFND | 21,415 | 0 | 0 | ||
FOMENTO ECONOMICO MEXICANO S | SPON ADR UNITS | 344419106 | 2,744 | 31,000 | SH | DFND | 31,000 | 0 | 0 | ||
FOOT LOCKER INC | COM | 344849104 | 988 | 13,208 | SH | DFND | 13,208 | 0 | 0 | ||
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 435 | 37,314 | SH | DFND | 37,314 | 0 | 0 | ||
FORTRESS INVESTMENT GROUP LL | CL A | 34958B106 | 2,385 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
FRANKLIN RES INC | COM | 354613101 | 2,655 | 63,000 | SH | DFND | 63,000 | 0 | 0 | ||
FRANKS INTL N V | COM | N33462107 | 2,082 | 196,977 | SH | DFND | 196,977 | 0 | 0 | ||
FREEPORT-MCMORAN INC | CL B | 35671D857 | 6,890 | 515,696 | SH | DFND | 515,696 | 0 | 0 | ||
FREEPORT-MCMORAN INC | CL B | 35671D857 | 10,802 | 808,500 | SH | Call | DFND | 808,500 | 0 | 0 | |
FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 235 | 4,750 | SH | DFND | 4,750 | 0 | 0 | ||
GAP INC DEL | COM | 364760108 | 2,357 | 97,027 | SH | DFND | 97,027 | 0 | 0 | ||
GAP INC DEL | COM | 364760108 | 729 | 30,000 | SH | Call | DFND | 30,000 | 0 | 0 | |
GASTAR EXPL INC NEW | COM | 36729W202 | 707 | 458,889 | SH | DFND | 458,889 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | COM | 369300108 | 5,205 | 289,998 | SH | DFND | 289,998 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 5,123 | 6,600,000 | PRN | DFND | 6,600,000 | 0 | 0 | ||
GENOCEA BIOSCIENCES INC | COM | 372427104 | 94 | 15,361 | SH | DFND | 15,361 | 0 | 0 | ||
GIGPEAK INC | COM | 37518Q109 | 1,007 | 326,797 | SH | DFND | 326,797 | 0 | 0 | ||
GNC HLDGS INC | NOTE 1.500% 8/1 | 36191GAB3 | 4,288 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
GOLDCORP INC NEW | COM | 380956409 | 1,090 | 74,721 | SH | DFND | 74,721 | 0 | 0 | ||
GOLDEN STAR RES LTD CDA | COM | 38119T104 | 506 | 597,187 | SH | DFND | 597,187 | 0 | 0 | ||
GOLDFIELD CORP | COM | 381370105 | 109 | 19,025 | SH | DFND | 19,025 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,608 | 7,000 | SH | DFND | 7,000 | 0 | 0 | ||
GORES HLDGS II INC | UNIT 99/99/9999 | 382867208 | 1,548 | 150,394 | SH | DFND | 150,394 | 0 | 0 | ||
GRUPO FINANCIERO SANTANDER M | SPON ADR SHS B | 40053C105 | 5,030 | 557,008 | SH | DFND | 557,008 | 0 | 0 | ||
HALCON RES CORP | COM PAR NEW | 40537Q605 | 402 | 52,184 | SH | DFND | 52,184 | 0 | 0 | ||
HALLADOR ENERGY COMPANY | COM | 40609P105 | 122 | 15,187 | SH | DFND | 15,187 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 22 | 455 | SH | DFND | 455 | 0 | 0 | ||
HARLEY DAVIDSON INC | COM | 412822108 | 4,562 | 75,405 | SH | DFND | 75,405 | 0 | 0 | ||
HD SUPPLY HLDGS INC | COM | 40416M105 | 541 | 13,165 | SH | DFND | 13,165 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 7,145 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
HI-CRUSH PARTNERS LP | COM UNIT LTD | 428337109 | 849 | 48,960 | SH | DFND | 48,960 | 0 | 0 | ||
HOLLYSYS AUTOMATION TECHNOLO | SHS | G45667105 | 5,684 | 335,755 | SH | DFND | 335,755 | 0 | 0 | ||
HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 5,632 | 4,035,000 | PRN | DFND | 4,035,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 23,958 | 163,171 | SH | DFND | 163,171 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 2,622 | 21,000 | SH | DFND | 21,000 | 0 | 0 | ||
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 705 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
HOSTESS BRANDS INC | CL A | 44109J106 | 627 | 39,522 | SH | DFND | 39,522 | 0 | 0 | ||
HUDBAY MINERALS INC | *W EXP 07/20/201 | 443628136 | 92 | 231,138 | SH | DFND | 231,138 | 0 | 0 | ||
HUDBAY MINERALS INC | COM | 443628102 | 3,102 | 473,359 | SH | DFND | 473,359 | 0 | 0 | ||
HUDSON TECHNOLOGIES INC | COM | 444144109 | 144 | 21,753 | SH | DFND | 21,753 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 4,497 | 21,817 | SH | DFND | 21,817 | 0 | 0 | ||
HUNTINGTON INGALLS INDS INC | COM | 446413106 | 574 | 2,869 | SH | DFND | 2,869 | 0 | 0 | ||
HUTTIG BLDG PRODS INC | COM | 448451104 | 112 | 13,818 | SH | DFND | 13,818 | 0 | 0 | ||
ICICI BK LTD | ADR | 45104G104 | 4,010 | 466,315 | SH | DFND | 466,315 | 0 | 0 | ||
II VI INC | COM | 902104108 | 456 | 12,654 | SH | DFND | 12,654 | 0 | 0 | ||
IKANG HEALTHCARE GROUP INC | SPONSORED ADR | 45174L108 | 22,185 | 1,519,514 | SH | DFND | 1,519,514 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 13,997 | 13,880,000 | PRN | DFND | 13,880,000 | 0 | 0 | ||
IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 6,326 | 7,750,000 | PRN | DFND | 7,750,000 | 0 | 0 | ||
INCYTE CORP | COM | 45337C102 | 641 | 4,793 | SH | DFND | 4,793 | 0 | 0 | ||
INDEPENDENCE CONTRACT DRIL I | COM | 453415309 | 2,594 | 470,822 | SH | DFND | 470,822 | 0 | 0 | ||
INSEEGO CORP | COM | 45782B104 | 33 | 15,897 | SH | DFND | 15,897 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 1,221 | 900,000 | PRN | DFND | 900,000 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 11,000 | 6,290,000 | PRN | DFND | 6,290,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 5,124 | 5,500,000 | PRN | DFND | 5,500,000 | 0 | 0 | ||
INTERNAP CORP | COM PAR $.001 | 45885A300 | 191 | 51,294 | SH | DFND | 51,294 | 0 | 0 | ||
INTEVAC INC | COM | 461148108 | 151 | 12,097 | SH | DFND | 12,097 | 0 | 0 | ||
INTREPID POTASH INC | COM | 46121Y102 | 87 | 50,556 | SH | DFND | 50,556 | 0 | 0 | ||
INTUIT | COM | 461202103 | 25,199 | 217,257 | SH | DFND | 217,257 | 0 | 0 | ||
INVENSENSE INC | COM | 46123D205 | 1,263 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 186 | 12,963 | SH | DFND | 12,963 | 0 | 0 | ||
ISHARES TR | MSCI EAFE ETF | 464287465 | 653 | 10,479 | SH | DFND | 10,479 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 6,272 | 6,500,000 | PRN | DFND | 6,500,000 | 0 | 0 | ||
ITERIS INC | COM | 46564T107 | 125 | 22,938 | SH | DFND | 22,938 | 0 | 0 | ||
JAGGED PEAK ENERGY INC | COM | 47009K107 | 246 | 18,828 | SH | DFND | 18,828 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 7,949 | 7,425,000 | PRN | DFND | 7,425,000 | 0 | 0 | ||
JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 7,796 | 7,000,000 | PRN | DFND | 7,000,000 | 0 | 0 | ||
JELD-WEN HLDG INC | COM | 47580P103 | 537 | 16,355 | SH | DFND | 16,355 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 1,436 | 69,697 | SH | DFND | 69,697 | 0 | 0 | ||
JUMEI INTL HLDG LTD | SPONSORED ADR | 48138L107 | 1,417 | 384,065 | SH | DFND | 384,065 | 0 | 0 | ||
KAPSTONE PAPER & PACKAGING C | COM | 48562P103 | 2,140 | 92,639 | SH | DFND | 92,639 | 0 | 0 | ||
KAR AUCTION SVCS INC | COM | 48238T109 | 4,235 | 96,966 | SH | DFND | 96,966 | 0 | 0 | ||
KATE SPADE & CO | COM | 485865109 | 9,772 | 420,691 | SH | DFND | 420,691 | 0 | 0 | ||
KEANE GROUP INC | COM | 48669A108 | 312 | 21,848 | SH | DFND | 21,848 | 0 | 0 | ||
KEMET CORP | COM NEW | 488360207 | 227 | 18,940 | SH | DFND | 18,940 | 0 | 0 | ||
KEY ENERGY SVCS INC DEL | COM | 49309J103 | 1,245 | 53,616 | SH | DFND | 53,616 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 658 | 5,000 | SH | DFND | 5,000 | 0 | 0 | ||
KOHLS CORP | COM | 500255104 | 597 | 15,000 | SH | Call | DFND | 15,000 | 0 | 0 | |
KONGZHONG CORP | SPONSORED ADR | 50047P104 | 1,482 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 15 | 165 | SH | DFND | 165 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 5,548 | 188,132 | SH | DFND | 188,132 | 0 | 0 | ||
L BRANDS INC | COM | 501797104 | 6,315 | 134,090 | SH | DFND | 134,090 | 0 | 0 | ||
L3 TECHNOLOGIES INC | COM | 502413107 | 413 | 2,500 | SH | DFND | 2,500 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 17,420 | 135,713 | SH | DFND | 135,713 | 0 | 0 | ||
LANTHEUS HLDGS INC | COM | 516544103 | 200 | 15,983 | SH | DFND | 15,983 | 0 | 0 | ||
LAUDER ESTEE COS INC | CL A | 518439104 | 2,120 | 25,000 | SH | DFND | 25,000 | 0 | 0 | ||
LAUREATE EDUCATION INC | CL A | 518613203 | 167 | 11,710 | SH | DFND | 11,710 | 0 | 0 | ||
LEAR CORP | COM NEW | 521865204 | 2,718 | 19,196 | SH | DFND | 19,196 | 0 | 0 | ||
LEE ENTERPRISES INC | COM | 523768109 | 67 | 25,882 | SH | DFND | 25,882 | 0 | 0 | ||
LEIDOS HLDGS INC | COM | 525327102 | 645 | 12,604 | SH | DFND | 12,604 | 0 | 0 | ||
LIBERTY INTERACTIVE CORP | QVC GP COM SER A | 53071M104 | 75 | 3,760 | SH | DFND | 3,760 | 0 | 0 | ||
LIBERTY INTERACTIVE LLC | DEB 1.750% 9/3 | 530610AD6 | 8,440 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 21,750 | 40,000,000 | PRN | DFND | 40,000,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 13,795 | 12,320,000 | PRN | DFND | 12,320,000 | 0 | 0 | ||
LINDBLAD EXPEDITIONS HLDGS I | *W EXP 07/08/202 | 535219117 | 295 | 155,356 | SH | DFND | 155,356 | 0 | 0 | ||
LOGMEIN INC | COM | 54142L109 | 235 | 2,415 | SH | DFND | 2,415 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 17,516 | 213,071 | SH | DFND | 213,071 | 0 | 0 | ||
LUMENTUM HLDGS INC | COM | 55024U109 | 266 | 4,978 | SH | DFND | 4,978 | 0 | 0 | ||
LUMOS NETWORKS CORP | COM | 550283105 | 1,289 | 72,800 | SH | DFND | 72,800 | 0 | 0 | ||
MACYS INC | COM | 55616P104 | 604 | 20,387 | SH | DFND | 20,387 | 0 | 0 | ||
MADDEN STEVEN LTD | COM | 556269108 | 10,748 | 278,811 | SH | DFND | 278,811 | 0 | 0 | ||
MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 952 | 62,365 | SH | DFND | 62,365 | 0 | 0 | ||
MASIMO CORP | COM | 574795100 | 148 | 1,585 | SH | DFND | 1,585 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 32,100 | 285,408 | SH | DFND | 285,408 | 0 | 0 | ||
MATADOR RES CO | COM | 576485205 | 1,360 | 57,167 | SH | DFND | 57,167 | 0 | 0 | ||
MATINAS BIOPHARMA HLDGS INC | COM | 576810105 | 97 | 34,960 | SH | DFND | 34,960 | 0 | 0 | ||
MATTEL INC | COM | 577081102 | 4,157 | 162,325 | SH | DFND | 162,325 | 0 | 0 | ||
MEAD JOHNSON NUTRITION CO | COM | 582839106 | 12,933 | 145,184 | SH | DFND | 145,184 | 0 | 0 | ||
MICHAEL KORS HLDGS LTD | SHS | G60754101 | 4,527 | 118,794 | SH | DFND | 118,794 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 14,338 | 10,000,000 | PRN | DFND | 10,000,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 722 | 25,000 | SH | DFND | 25,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 13,807 | 12,360,000 | PRN | DFND | 12,360,000 | 0 | 0 | ||
MICROSEMI CORP | COM | 595137100 | 256 | 4,975 | SH | DFND | 4,975 | 0 | 0 | ||
MICROVISION INC DEL | COM NEW | 594960304 | 68 | 27,140 | SH | DFND | 27,140 | 0 | 0 | ||
MIDSTATES PETE CO INC | COM PAR | 59804T407 | 7,309 | 396,146 | SH | DFND | 396,146 | 0 | 0 | ||
MOBILEYE N V AMSTELVEEN | ORD SHS | N51488117 | 15,325 | 249,600 | SH | DFND | 249,600 | 0 | 0 | ||
MOHAWK INDS INC | COM | 608190104 | 8,244 | 35,923 | SH | DFND | 35,923 | 0 | 0 | ||
MOMO INC | ADR | 60879B107 | 2,737 | 80,347 | SH | DFND | 80,347 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 21 | 497 | SH | DFND | 497 | 0 | 0 | ||
MONSANTO CO NEW | COM | 61166W101 | 14,379 | 127,027 | SH | DFND | 127,027 | 0 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 6,202 | 474,543 | SH | DFND | 474,543 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 1,119 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC | COM | 637071101 | 13,931 | 347,488 | SH | DFND | 347,488 | 0 | 0 | ||
NAVIOS MARITIME HOLDINGS INC | COM | Y62196103 | 130 | 69,261 | SH | DFND | 69,261 | 0 | 0 | ||
NAVIOS MARITIME PARTNERS L P | UNIT LPI | Y62267102 | 2,070 | 1,000,200 | SH | DFND | 1,000,200 | 0 | 0 | ||
NETEASE INC | SPONSORED ADR | 64110W102 | 4,022 | 14,162 | SH | DFND | 14,162 | 0 | 0 | ||
NEUSTAR INC | CL A | 64126X201 | 5,288 | 159,500 | SH | DFND | 159,500 | 0 | 0 | ||
NEVSUN RES LTD | COM | 64156L101 | 346 | 135,095 | SH | DFND | 135,095 | 0 | 0 | ||
NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 226 | 13,315 | SH | DFND | 13,315 | 0 | 0 | ||
NEWS CORP NEW | CL A | 65249B109 | 238 | 18,270 | SH | DFND | 18,270 | 0 | 0 | ||
NEXEO SOLUTIONS INC | *W EXP 06/09/202 | 65342H110 | 720 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
NEXEO SOLUTIONS INC | COM SHS | 65342H102 | 171 | 19,283 | SH | DFND | 19,283 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 1,136 | 20,369 | SH | DFND | 20,369 | 0 | 0 | ||
NOBLE CORP PLC | SHS USD | G65431101 | 2,512 | 405,845 | SH | DFND | 405,845 | 0 | 0 | ||
NORDSTROM INC | COM | 655664100 | 2,892 | 62,098 | SH | DFND | 62,098 | 0 | 0 | ||
NORDSTROM INC | COM | 655664100 | 699 | 15,000 | SH | Call | DFND | 15,000 | 0 | 0 | |
NORTHROP GRUMMAN CORP | COM | 666807102 | 435 | 1,828 | SH | DFND | 1,828 | 0 | 0 | ||
NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 2,827 | 243,905 | SH | DFND | 243,905 | 0 | 0 | ||
NORWEGIAN CRUISE LINE HLDGS | SHS | G66721104 | 3,911 | 77,105 | SH | DFND | 77,105 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 8,092 | 8,500,000 | PRN | DFND | 8,500,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 5,334 | 3,900,000 | PRN | DFND | 3,900,000 | 0 | 0 | ||
NVIDIA CORP | COM | 67066G104 | 4,628 | 42,486 | SH | DFND | 42,486 | 0 | 0 | ||
NVR INC | COM | 62944T105 | 432 | 205 | SH | DFND | 205 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 14,447 | 139,583 | SH | DFND | 139,583 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 16,786 | 14,490,000 | PRN | DFND | 14,490,000 | 0 | 0 | ||
NYMOX PHARMACEUTICAL CORP | COM | P73398102 | 49 | 13,472 | SH | DFND | 13,472 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 14,566 | 53,981 | SH | DFND | 53,981 | 0 | 0 | ||
OASIS PETE INC NEW | COM | 674215108 | 3,695 | 259,107 | SH | DFND | 259,107 | 0 | 0 | ||
OLD DOMINION FGHT LINES INC | COM | 679580100 | 518 | 6,055 | SH | DFND | 6,055 | 0 | 0 | ||
OLIN CORP | COM PAR $1 | 680665205 | 241 | 7,320 | SH | DFND | 7,320 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 10,142 | 9,265,000 | PRN | DFND | 9,265,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 2,231 | 50,000 | SH | Call | DFND | 50,000 | 0 | 0 | |
PARSLEY ENERGY INC | CL A | 701877102 | 1,708 | 52,540 | SH | DFND | 52,540 | 0 | 0 | ||
PATTERSON UTI ENERGY INC | COM | 703481101 | 24 | 987 | SH | DFND | 987 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 2,581 | 60,000 | SH | DFND | 60,000 | 0 | 0 | ||
PENN VA CORP NEW | COM | 70788V102 | 424 | 9,366 | SH | DFND | 9,366 | 0 | 0 | ||
PENNEY J C INC | COM | 708160106 | 742 | 120,429 | SH | DFND | 120,429 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 2,018 | 59,000 | SH | DFND | 59,000 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 23,085 | 204,469 | SH | DFND | 204,469 | 0 | 0 | ||
PIONEER ENERGY SVCS CORP | COM | 723664108 | 660 | 165,027 | SH | DFND | 165,027 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 4,181 | 22,451 | SH | DFND | 22,451 | 0 | 0 | ||
PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 17,122 | 541,651 | SH | DFND | 541,651 | 0 | 0 | ||
PLAYA HOTELS & RESORTS NV | *W EXP 03/10/202 | N70544114 | 230 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
PLAYA HOTELS & RESORTS NV | SHS | N70544106 | 2,625 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
POTASH CORP SASK INC | COM | 73755L107 | 3,578 | 209,450 | SH | DFND | 209,450 | 0 | 0 | ||
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 34,578 | 261,200 | SH | Put | DFND | 261,200 | 0 | 0 | |
PRAXAIR INC | COM | 74005P104 | 5,948 | 50,148 | SH | DFND | 50,148 | 0 | 0 | ||
PRECISION DRILLING CORP | COM 2010 | 74022D308 | 5,865 | 1,242,563 | SH | DFND | 1,242,563 | 0 | 0 | ||
PRGX GLOBAL INC | COM NEW | 69357C503 | 71 | 11,082 | SH | DFND | 11,082 | 0 | 0 | ||
PRICELINE GRP INC | COM NEW | 741503403 | 2,670 | 1,500 | SH | DFND | 1,500 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 7,122 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 6,443 | 5,735,000 | PRN | DFND | 5,735,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 12,458 | 6,595,000 | PRN | DFND | 6,595,000 | 0 | 0 | ||
PRIVATEBANCORP INC | COM | 742962103 | 312 | 5,260 | SH | DFND | 5,260 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 18,190 | 18,420,000 | PRN | DFND | 18,420,000 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 324 | 4,645 | SH | DFND | 4,645 | 0 | 0 | ||
PVH CORP | COM | 693656100 | 6,503 | 62,853 | SH | DFND | 62,853 | 0 | 0 | ||
R1 RCM INC | COM | 749397105 | 89 | 28,706 | SH | DFND | 28,706 | 0 | 0 | ||
RAMACO RES INC | COM | 75134P303 | 488 | 50,428 | SH | DFND | 50,428 | 0 | 0 | ||
RANGE RES CORP | COM | 75281A109 | 3,188 | 109,554 | SH | DFND | 109,554 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 247 | 1,620 | SH | DFND | 1,620 | 0 | 0 | ||
RECRO PHARMA INC | COM | 75629F109 | 116 | 13,284 | SH | DFND | 13,284 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 14,273 | 10,985,000 | PRN | DFND | 10,985,000 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | COM NEW | 75972A301 | 128 | 12,267 | SH | DFND | 12,267 | 0 | 0 | ||
REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 3,818 | 3,000,000 | PRN | DFND | 3,000,000 | 0 | 0 | ||
RESOLUTE ENERGY CORP | COM NEW | 76116A306 | 430 | 10,654 | SH | DFND | 10,654 | 0 | 0 | ||
REV GROUP INC | COM | 749527107 | 211 | 7,656 | SH | DFND | 7,656 | 0 | 0 | ||
REYNOLDS AMERICAN INC | COM | 761713106 | 43,623 | 692,199 | SH | DFND | 692,199 | 0 | 0 | ||
RITE AID CORP | COM | 767754104 | 2,047 | 481,567 | SH | DFND | 481,567 | 0 | 0 | ||
RIVERVIEW BANCORP INC | COM | 769397100 | 104 | 14,568 | SH | DFND | 14,568 | 0 | 0 | ||
ROCKWELL AUTOMATION INC | COM | 773903109 | 2,024 | 13,000 | SH | DFND | 13,000 | 0 | 0 | ||
ROLLINS INC | COM | 775711104 | 349 | 9,402 | SH | DFND | 9,402 | 0 | 0 | ||
ROSS STORES INC | COM | 778296103 | 6,552 | 99,477 | SH | DFND | 99,477 | 0 | 0 | ||
ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 1,828 | 117,337 | SH | DFND | 117,337 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD | COM | V7780T103 | 8,439 | 86,008 | SH | DFND | 86,008 | 0 | 0 | ||
RSP PERMIAN INC | COM | 74978Q105 | 1,593 | 38,461 | SH | DFND | 38,461 | 0 | 0 | ||
RYANAIR HLDGS PLC | SPONSORED ADR NE | 783513203 | 6,753 | 81,385 | SH | DFND | 81,385 | 0 | 0 | ||
SAEXPLORATION HLDGS INC | COM NEW | 78636X204 | 747 | 125,273 | SH | DFND | 125,273 | 0 | 0 | ||
SAFE BULKERS INC | COM | Y7388L103 | 83 | 37,530 | SH | DFND | 37,530 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 18,514 | 14,360,000 | PRN | DFND | 14,360,000 | 0 | 0 | ||
SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 333 | 18,021 | SH | DFND | 18,021 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 10,440 | 133,674 | SH | DFND | 133,674 | 0 | 0 | ||
SCICLONE PHARMACEUTICALS INC | COM | 80862K104 | 3,559 | 363,188 | SH | DFND | 363,188 | 0 | 0 | ||
SCORPIO BULKERS INC | COM | Y7546A122 | 3,220 | 350,000 | SH | DFND | 350,000 | 0 | 0 | ||
SEAGATE TECHNOLOGY PLC | SHS | G7945M107 | 7,827 | 170,397 | SH | DFND | 170,397 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 12,429 | 191,039 | SH | DFND | 191,039 | 0 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 9,252 | 7,155,000 | PRN | DFND | 7,155,000 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 5,978 | 19,273 | SH | DFND | 19,273 | 0 | 0 | ||
SHIRE PLC | SPONSORED ADR | 82481R106 | 1,712 | 9,826 | SH | DFND | 9,826 | 0 | 0 | ||
SHOPIFY INC | CL A | 82509L107 | 2,247 | 33,005 | SH | DFND | 33,005 | 0 | 0 | ||
SIGNET JEWELERS LIMITED | SHS | G81276100 | 4,539 | 65,522 | SH | DFND | 65,522 | 0 | 0 | ||
SILICON LABORATORIES INC | COM | 826919102 | 1,289 | 17,528 | SH | DFND | 17,528 | 0 | 0 | ||
SILVER STD RES INC | COM | 82823L106 | 175 | 16,500 | SH | DFND | 16,500 | 0 | 0 | ||
SINOVAC BIOTECH LTD | SHS | P8696W104 | 661 | 115,446 | SH | DFND | 115,446 | 0 | 0 | ||
SKECHERS U S A INC | CL A | 830566105 | 808 | 29,435 | SH | DFND | 29,435 | 0 | 0 | ||
SNAP INC | CL A | 83304A106 | 338 | 15,000 | SH | Call | DFND | 15,000 | 0 | 0 | |
SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 1,788 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 1,002 | 18,633 | SH | DFND | 18,633 | 0 | 0 | ||
SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 | 8,170 | 224,753 | SH | DFND | 224,753 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 6,129 | 26,000 | SH | Put | DFND | 26,000 | 0 | 0 | |
SPDR SERIES TRUST | S&P METALS MNG | 78464A755 | 15,797 | 519,307 | SH | DFND | 519,307 | 0 | 0 | ||
SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 6,380 | 170,407 | SH | DFND | 170,407 | 0 | 0 | ||
SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 11,232 | 300,000 | SH | Call | DFND | 300,000 | 0 | 0 | |
SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 720 | 12,428 | SH | DFND | 12,428 | 0 | 0 | ||
SPIRIT AIRLS INC | COM | 848577102 | 224 | 4,225 | SH | DFND | 4,225 | 0 | 0 | ||
STAMPS COM INC | COM NEW | 852857200 | 1,753 | 14,808 | SH | DFND | 14,808 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 4,671 | 80,000 | SH | Call | DFND | 80,000 | 0 | 0 | |
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 4,872 | 4,800,000 | PRN | DFND | 4,800,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 7,466 | 6,540,000 | PRN | DFND | 6,540,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 5,837 | 5,350,000 | PRN | DFND | 5,350,000 | 0 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 494 | 14,203 | SH | DFND | 14,203 | 0 | 0 | ||
STERLING CONSTRUCTION CO INC | COM | 859241101 | 131 | 14,133 | SH | DFND | 14,133 | 0 | 0 | ||
STILLWATER MNG CO | COM | 86074Q102 | 3,585 | 207,604 | SH | DFND | 207,604 | 0 | 0 | ||
STMICROELECTRONICS N V | NY REGISTRY | 861012102 | 308 | 19,938 | SH | DFND | 19,938 | 0 | 0 | ||
STONE ENERGY CORP | COM PAR | 861642403 | 262 | 11,977 | SH | DFND | 11,977 | 0 | 0 | ||
SUNCOKE ENERGY PARTNERS L P | COMUNIT REP LT | 86722Y101 | 6,885 | 448,520 | SH | DFND | 448,520 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 5,102 | 6,500,000 | PRN | DFND | 6,500,000 | 0 | 0 | ||
SVB FINL GROUP | COM | 78486Q101 | 683 | 3,668 | SH | DFND | 3,668 | 0 | 0 | ||
SYNAPTICS INC | COM | 87157D109 | 4,370 | 88,258 | SH | DFND | 88,258 | 0 | 0 | ||
SYNGENTA AG | SPONSORED ADR | 87160A100 | 5,209 | 58,857 | SH | DFND | 58,857 | 0 | 0 | ||
SYNNEX CORP | COM | 87162W100 | 141 | 1,264 | SH | DFND | 1,264 | 0 | 0 | ||
SYNUTRA INTL INC | COM | 87164C102 | 3,040 | 510,921 | SH | DFND | 510,921 | 0 | 0 | ||
T MOBILE US INC | COM | 872590104 | 644 | 9,969 | SH | DFND | 9,969 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 213 | 3,601 | SH | DFND | 3,601 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 2,754 | 1,000,000 | PRN | DFND | 1,000,000 | 0 | 0 | ||
TAL ED GROUP | ADS REPSTG COM | 874080104 | 3,584 | 33,626 | SH | DFND | 33,626 | 0 | 0 | ||
TECHNIPFMC PLC | COM | G87110105 | 202 | 6,208 | SH | DFND | 6,208 | 0 | 0 | ||
TECK RESOURCES LTD | CL B | 878742204 | 3,513 | 160,421 | SH | DFND | 160,421 | 0 | 0 | ||
TEEKAY LNG PARTNERS L P | PRTNRSP UNITS | Y8564M105 | 4,511 | 257,018 | SH | DFND | 257,018 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 251 | 1,985 | SH | DFND | 1,985 | 0 | 0 | ||
TELLURIAN INC NEW | COM | 87968A104 | 471 | 40,222 | SH | DFND | 40,222 | 0 | 0 | ||
TENARIS S A | SPONSORED ADR | 88031M109 | 2,816 | 82,490 | SH | DFND | 82,490 | 0 | 0 | ||
TESARO INC | COM | 881569107 | 686 | 4,457 | SH | DFND | 4,457 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 1,058 | 3,800 | SH | DFND | 3,800 | 0 | 0 | ||
TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 2,500 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 30,987 | 31,645,000 | PRN | DFND | 31,645,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 5,212 | 5,000,000 | PRN | DFND | 5,000,000 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 3,820 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
THOR INDS INC | COM | 885160101 | 2,398 | 24,949 | SH | DFND | 24,949 | 0 | 0 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 7,375 | 6,035,000 | PRN | DFND | 6,035,000 | 0 | 0 | ||
TRIPADVISOR INC | COM | 896945201 | 402 | 9,310 | SH | DFND | 9,310 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 3,207 | 99,000 | SH | DFND | 99,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 24,017 | 26,320,000 | PRN | DFND | 26,320,000 | 0 | 0 | ||
U S SILICA HLDGS INC | COM | 90346E103 | 4,304 | 89,693 | SH | DFND | 89,693 | 0 | 0 | ||
ULTA BEAUTY INC | COM | 90384S303 | 4,977 | 17,450 | SH | DFND | 17,450 | 0 | 0 | ||
UNDER ARMOUR INC | CL A | 904311107 | 1,346 | 68,030 | SH | DFND | 68,030 | 0 | 0 | ||
UNITED STATES STL CORP NEW | COM | 912909108 | 2,536 | 75,000 | SH | Call | DFND | 75,000 | 0 | 0 | |
URANIUM ENERGY CORP | COM | 916896103 | 118 | 83,280 | SH | DFND | 83,280 | 0 | 0 | ||
URBAN OUTFITTERS INC | COM | 917047102 | 59 | 2,480 | SH | DFND | 2,480 | 0 | 0 | ||
VAIL RESORTS INC | COM | 91879Q109 | 3,410 | 17,769 | SH | DFND | 17,769 | 0 | 0 | ||
VALE S A | ADR | 91912E105 | 4,332 | 455,971 | SH | DFND | 455,971 | 0 | 0 | ||
VALE S A | ADR | 91912E105 | 44,538 | 4,688,200 | SH | Call | DFND | 4,688,200 | 0 | 0 | |
VALSPAR CORP | COM | 920355104 | 34,496 | 310,942 | SH | DFND | 310,942 | 0 | 0 | ||
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 1,653 | 72,470 | SH | DFND | 72,470 | 0 | 0 | ||
VBI VACCINES INC | COM NEW | 91822J103 | 80 | 14,512 | SH | DFND | 14,512 | 0 | 0 | ||
VCA INC | COM | 918194101 | 3,464 | 37,855 | SH | DFND | 37,855 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 1 | 13 | SH | DFND | 13 | 0 | 0 | ||
VERSO CORP | CL A | 92531L207 | 122 | 20,395 | SH | DFND | 20,395 | 0 | 0 | ||
VIAVI SOLUTIONS INC | COM | 925550105 | 268 | 25,020 | SH | DFND | 25,020 | 0 | 0 | ||
VIDEOCON D2H LTD | ADR | 92657J101 | 2,202 | 191,443 | SH | DFND | 191,443 | 0 | 0 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 9,474 | 9,370,000 | PRN | DFND | 9,370,000 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 25,873 | 291,143 | SH | DFND | 291,143 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 15,108 | 170,000 | SH | Call | DFND | 170,000 | 0 | 0 | |
VTTI ENERGY PARTNERS LP | COM UNIT RP LT | Y9384M101 | 2,350 | 123,700 | SH | DFND | 123,700 | 0 | 0 | ||
WABCO HLDGS INC | COM | 92927K102 | 388 | 3,303 | SH | DFND | 3,303 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 16,094 | 12,500,000 | PRN | DFND | 12,500,000 | 0 | 0 | ||
WEATHERFORD INTL PLC | ORD SHS | G48833100 | 12,701 | 1,909,901 | SH | DFND | 1,909,901 | 0 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 313 | 6,255 | SH | DFND | 6,255 | 0 | 0 | ||
WELBILT INC | COM | 949090104 | 1,060 | 53,976 | SH | DFND | 53,976 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 2,429 | 29,429 | SH | DFND | 29,429 | 0 | 0 | ||
WHITEWAVE FOODS CO | COM | 966244105 | 12,818 | 228,286 | SH | DFND | 228,286 | 0 | 0 | ||
WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 12,302 | 14,000,000 | PRN | DFND | 14,000,000 | 0 | 0 | ||
WHOLE FOODS MKT INC | COM | 966837106 | 7,291 | 245,332 | SH | DFND | 245,332 | 0 | 0 | ||
WILDHORSE RESOURCE DEV CORP | COM | 96812T102 | 163 | 13,133 | SH | DFND | 13,133 | 0 | 0 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 1,955 | 66,067 | SH | DFND | 66,067 | 0 | 0 | ||
WILLIAMS SONOMA INC | COM | 969904101 | 4,647 | 86,665 | SH | DFND | 86,665 | 0 | 0 | ||
WILLIAMS SONOMA INC | COM | 969904101 | 1,609 | 30,000 | SH | Call | DFND | 30,000 | 0 | 0 | |
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 8,942 | 7,500,000 | PRN | DFND | 7,500,000 | 0 | 0 | ||
YAHOO INC | COM | 984332106 | 3,728 | 80,320 | SH | DFND | 80,320 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 21,795 | 21,035,000 | PRN | DFND | 21,035,000 | 0 | 0 | ||
YUM CHINA HLDGS INC | COM | 98850P109 | 3,092 | 113,662 | SH | DFND | 113,662 | 0 | 0 | ||
ZHAOPIN LTD | SPONSORED ADR | 98954L103 | 2,203 | 127,849 | SH | DFND | 127,849 | 0 | 0 | ||
ZIONS BANCORPORATION | COM | 989701107 | 558 | 13,283 | SH | DFND | 13,283 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 2,829 | 53,000 | SH | DFND | 53,000 | 0 | 0 |