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
AAC HLDG COM 000307108 340,000 11,000 SH   DFND   11,000 0 0
AGCO COR COM 001084102 10,170,000 225,000 SH   DFND   225,000 0 0
AGL RES COM 001204106 689,000 12,632 SH   DFND   12,632 0 0
AES CORP COM 00130H105 267,000 19,381 SH   DFND   19,381 0 0
AK STL C NOTE5 001546AP5 34,712,000 26,003,000 PRN   DFND   26,003,000 0 0
AK STL H COM 001547108 21,000 151,200 SH Put DFND   151,200 0 0
ANI PHAR COM 00182C103 2,638,000 46,773 SH   DFND   46,773 0 0
ANI PHAR NOTE3 00182CAA1 6,268,000 6,000,000 PRN   DFND   6,000,000 0 0
AT&T INC COM 00206R102 6,662,000 198,344 SH   DFND   198,344 0 0
A10 NETW COM 002121101 665,000 152,586 SH   DFND   152,586 0 0
ABAXIS I COM 002567105 231,000 4,065 SH   DFND   4,065 0 0
ABERCROM CLA 002896207 347,000 12,126 SH   DFND   12,126 0 0
ACTIVISI COM 00507V109 5,561,000 275,997 SH   DFND   275,997 0 0
ADOBE SY COM 00724F101 10,869,000 149,507 SH   DFND   149,507 0 0
AETNA IN COM 00817Y108 359,000 4,044 SH   DFND   4,044 0 0
AKAMAI T COM 00971T101 4,359,000 69,234 SH   DFND   69,234 0 0
ALIBABA SPONS 01609W102 17,410,000 167,500 SH   DFND   167,500 0 0
ALLIANCE COM 018581108 54,513,000 190,571 SH   DFND   190,571 0 0
ALLISON COM 01973R101 399,000 11,780 SH   DFND   11,780 0 0
ALON USA COM 020520102 296,000 23,401 SH   DFND   23,401 0 0
ALTRIA G COM 02209S103 241,000 150,800 SH Put DFND   150,800 0 0
ALTRIA G COM 02209S103 1,232,000 25,000 SH   DFND   25,000 0 0
AMERICAN COM 02376R102 74,783,000 1,394,431 SH   DFND   1,394,431 0 0
AMERICAN COM 024835100 472,000 11,416 SH   DFND   11,416 0 0
AMERICAN COM 02503X105 549,000 25,156 SH   DFND   25,156 0 0
AMERICAN COM 02504A104 389,000 20,636 SH   DFND   20,636 0 0
AMERICAN COM 025537101 9,433,000 155,355 SH   DFND   155,355 0 0
AMERICAN COM 025932104 382,000 6,284 SH   DFND   6,284 0 0
AMERICAN COMNE 026874784 224,000 4,003 SH   DFND   4,003 0 0
AMERICAN NOTE3 02917TAA2 924,000 1,000,000 PRN   DFND   1,000,000 0 0
AMICUS T COM 03152W109 1,305,000 156,884 SH   DFND   156,884 0 0
AMTRUST COM 032359309 335,000 5,948 SH   DFND   5,948 0 0
ANADARKO COM 032511107 96,000 160,800 SH Call DFND   160,800 0 0
ANADARKO COM 032511107 3,597,000 43,600 SH   DFND   43,600 0 0
ANDERSON COM 034164103 355,000 6,688 SH   DFND   6,688 0 0
ANIXTER COM 035290105 13,946,000 157,655 SH   DFND   157,655 0 0
APOLLO E CLA 037604105 19,944,000 584,695 SH   DFND   584,695 0 0
APPLE IN COM 037833100 21,672,000 196,343 SH   DFND   196,343 0 0
APPLIED COM 038222105 343,000 13,777 SH   DFND   13,777 0 0
ARATANA COM 03874P101 535,000 30,000 SH   DFND   30,000 0 0
ARROW EL COM 042735100 324,000 5,590 SH   DFND   5,590 0 0
ARUBA NE COM 043176106 4,268,000 234,756 SH   DFND   234,756 0 0
ASCENA R COM 04351G101 460,000 36,661 SH   DFND   36,661 0 0
ASHLAND COM 044209104 82,311,000 687,297 SH   DFND   687,297 0 0
ASSOCIAT COM 045604105 402,000 17,332 SH   DFND   17,332 0 0
ASTRAZEN SPONS 046353108 6,221,000 88,398 SH   DFND   88,398 0 0
ATRICURE COM 04963C209 1,198,000 60,000 SH   DFND   60,000 0 0
AUTODESK COM 052769106 333,000 5,543 SH   DFND   5,543 0 0
AUXILIUM COM 05334D107 18,478,000 537,388 SH   DFND   537,388 0 0
AUXILIUM NOTE1 05334DAA5 38,132,000 25,700,000 PRN   DFND   25,700,000 0 0
AVALONBA COM 053484101 2,070,000 12,670 SH   DFND   12,670 0 0
AVANIR P CLANE 05348P401 25,118,000 1,481,900 SH   DFND   1,481,900 0 0
AVERY DE COM 053611109 7,353,000 141,722 SH   DFND   141,722 0 0
AVIV REI COM 05381L101 390,000 11,313 SH   DFND   11,313 0 0
BB&T COR COM 054937107 437,000 11,237 SH   DFND   11,237 0 0
BHP BILL SPONS 05545E209 3,870,000 90,000 SH   DFND   90,000 0 0
BAIDU IN SPONA 056752108 3,524,000 15,457 SH   DFND   15,457 0 0
BAKER HU COM 057224107 10,779,000 192,249 SH   DFND   192,249 0 0
BANCORPS COM 059692103 1,856,000 82,431 SH   DFND   82,431 0 0
BANK AME COM 060505104 5,553,000 310,373 SH   DFND   310,373 0 0
BAXTER I COM 071813109 624,000 8,518 SH   DFND   8,518 0 0
BELLICUM COM 079481107 1,042,000 45,240 SH   DFND   45,240 0 0
BENCHMAR COM 08160H101 275,000 10,791 SH   DFND   10,791 0 0
BERKSHIR CLBNE 084670702 491,000 3,267 SH   DFND   3,267 0 0
BHP BILL SPONS 088606108 7,098,000 150,000 SH   DFND   150,000 0 0
BIO-REFE COM$. 09057G602 253,000 7,883 SH   DFND   7,883 0 0
BIOMED R COM 09063H107 311,000 14,459 SH   DFND   14,459 0 0
BLOUNT I COM 095180105 432,000 24,576 SH   DFND   24,576 0 0
BOEING C COM 097023105 473,000 3,642 SH   DFND   3,642 0 0
BOISE CA COM 09739D100 395,000 10,622 SH   DFND   10,622 0 0
BONANZA COM 097793103 2,302,000 95,901 SH   DFND   95,901 0 0
BOSTON S COM 101137107 322,000 24,302 SH   DFND   24,302 0 0
BRIGGS & COM 109043109 454,000 22,240 SH   DFND   22,240 0 0
BRINKER COM 109641100 372,000 6,335 SH   DFND   6,335 0 0
BRISTOW COM 110394103 1,632,000 24,800 SH   DFND   24,800 0 0
BROADCOM CLA 111320107 312,000 7,210 SH   DFND   7,210 0 0
BROCADE COMNE 111621306 292,000 24,627 SH   DFND   24,627 0 0
BROOKFIE COM 11283W104 13,178,000 547,695 SH   DFND   547,695 0 0
BROWN & COM 115236101 226,000 6,872 SH   DFND   6,872 0 0
BROWN SH COM 115736100 369,000 11,473 SH   DFND   11,473 0 0
C&J ENER COM 12467B304 1,235,000 93,501 SH   DFND   93,501 0 0
CBS CORP CLB 124857202 12,853,000 232,253 SH   DFND   232,253 0 0
CBRE GRO CLA 12504L109 251,000 7,341 SH   DFND   7,341 0 0
CDK GLOB COM 12508E101 10,054,000 246,660 SH   DFND   246,660 0 0
CIGNA CO COM 125509109 361,000 3,506 SH   DFND   3,506 0 0
CMS ENER COM 125896100 4,107,000 118,186 SH   DFND   118,186 0 0
CSG SYS COM 126349109 410,000 16,365 SH   DFND   16,365 0 0
CABOT CO COM 127055101 254,000 5,799 SH   DFND   5,799 0 0
CABOT OI COM 127097103 3,310,000 111,800 SH   DFND   111,800 0 0
CADENCE COM 127387108 21,368,000 1,126,400 SH   DFND   1,126,400 0 0
CAL MAIN COMNE 128030202 396,000 10,145 SH   DFND   10,145 0 0
CAMDEN P SHBEN 133131102 1,301,000 17,618 SH   DFND   17,618 0 0
CANADIAN COM 136375102 7,194,000 104,400 SH   DFND   104,400 0 0
CAPITAL COM 14040H105 375,000 4,545 SH   DFND   4,545 0 0
CAPSTONE COM 14067D102 148,000 200,000 SH   DFND   200,000 0 0
CARDTRON COM 14161H108 459,000 11,901 SH   DFND   11,901 0 0
CAREDX I COM 14167L103 181,000 25,000 SH   DFND   25,000 0 0
CARRIZO COM 144577103 1,548,000 37,200 SH   DFND   37,200 0 0
CATERPIL COM 149123101 366,000 4,000 SH   DFND   4,000 0 0
CEMEX SA SPONA 151290889 1,401,000 137,500 SH   DFND   137,500 0 0
CHARLES COM 159864107 219,000 3,440 SH   DFND   3,440 0 0
CHESAPEA NOTE2 165167BW6 33,381,000 33,271,000 PRN   DFND   33,271,000 0 0
CHESAPEA NOTE2 165167BZ9 1,946,000 2,000,000 PRN   DFND   2,000,000 0 0
CHESAPEA NOTE2 165167CA3 45,449,000 46,700,000 PRN   DFND   46,700,000 0 0
CHESAPEA SHBEN 165240102 1,401,000 37,661 SH   DFND   37,661 0 0
CHIPOTLE COM 169656105 534,000 780 SH   DFND   780 0 0
CHURCH & COM 171340102 946,000 12,000 SH   DFND   12,000 0 0
CIENA CO DEBT4 171779AK7 11,182,000 9,000,000 SH   DFND   9,000,000 0 0
CINCINNA COM 171871106 142,000 44,644 SH   DFND   44,644 0 0
CINEDIGM COM 172406100 227,000 140,000 SH   DFND   140,000 0 0
CISCO SY COM 17275R102 23,792,000 855,374 SH   DFND   855,374 0 0
CITRIX S COM 177376100 18,776,000 294,293 SH   DFND   294,293 0 0
CITY NAT COM 178566105 4,261,000 52,734 SH   DFND   52,734 0 0
CIVITAS COM 17887R102 1,533,000 90,000 SH   DFND   90,000 0 0
CLAYMORE GUGGE 18383Q739 5,797,000 170,000 SH   DFND   170,000 0 0
CLEARWAT COM 18538R103 551,000 8,038 SH   DFND   8,038 0 0
CLOROX C COM 189054109 938,000 9,000 SH   DFND   9,000 0 0
CLOUD PE COM 18911Q102 156,000 16,955 SH   DFND   16,955 0 0
COBALT I COM 19075F106 202,000 385,700 SH Call DFND   385,700 0 0
COBALT I COM 19075F106 5,862,000 659,410 SH   DFND   659,410 0 0
COBALT I NOTE2 19075FAA4 25,620,000 40,250,000 PRN   DFND   40,250,000 0 0
COBALT I NOTE3 19075FAB2 661,000 1,000,000 PRN   DFND   1,000,000 0 0
COCA COL COM 191216100 205,000 1,123,300 SH Call DFND   1,123,300 0 0
COCA COL COM 191216100 32,446,000 768,500 SH   DFND   768,500 0 0
COCA COL COM 19122T109 835,000 402,200 SH Call DFND   402,200 0 0
COCA COL COM 19122T109 36,310,000 821,130 SH   DFND   821,130 0 0
COLGATE COM 194162103 36,001,000 520,316 SH   DFND   520,316 0 0
COMERICA COM 200340107 12,556,000 268,063 SH   DFND   268,063 0 0
COMMERCI COM 201723103 2,303,000 141,402 SH   DFND   141,402 0 0
COMMUNIT COM 203668108 237,000 4,394 SH   DFND   4,394 0 0
COMMUNIT RIGHT 203668116 138,000 5,006,300 SH   DFND   5,006,300 0 0
COMPANHI SPNAD 20440T201 2,585,000 70,175 SH   DFND   70,175 0 0
COMPUTER COM 205363104 547,000 8,678 SH   DFND   8,678 0 0
CONAGRA COM 205887102 22,881,000 630,681 SH   DFND   630,681 0 0
CONCHO R COM 20605P101 3,551,000 35,600 SH   DFND   35,600 0 0
CONOCOPH COM 20825C104 1,968,000 28,500 SH   DFND   28,500 0 0
CONSOLID COM 209115104 871,000 13,199 SH   DFND   13,199 0 0
CONVERGY COM 212485106 357,000 17,536 SH   DFND   17,536 0 0
COOPER T COM 216831107 6,280,000 181,246 SH   DFND   181,246 0 0
CORNERST NOTE1 21925YAB9 1,472,000 1,500,000 PRN   DFND   1,500,000 0 0
CORPORAT SHBEN 22002T108 247,000 8,695 SH   DFND   8,695 0 0
COVISINT COM 22357R103 1,605,000 605,669 SH   DFND   605,669 0 0
CRANE CO COM 224399105 5,163,000 87,962 SH   DFND   87,962 0 0
CROWN CA COM 22822V101 3,979,000 50,564 SH   DFND   50,564 0 0
CROWN HO COM 228368106 468,000 9,198 SH   DFND   9,198 0 0
CTRIP CO NOTE1 22943FAD2 978,000 1,000,000 PRN   DFND   1,000,000 0 0
CUBESMAR COM 229663109 1,618,000 73,328 SH   DFND   73,328 0 0
CUBIST P COM 229678107 59,658,000 592,729 SH   DFND   592,729 0 0
CUBIST P NOTE1 229678AF4 23,144,000 17,500,000 PRN   DFND   17,500,000 0 0
CUBIST P NOTE1 229678AH0 25,160,000 18,500,000 PRN   DFND   18,500,000 0 0
CUMMINS COM 231021106 491,000 3,406 SH   DFND   3,406 0 0
CYRUSONE COM 23283R100 411,000 14,905 SH   DFND   14,905 0 0
DCT INDU COMNE 233153204 1,187,000 33,285 SH   DFND   33,285 0 0
DDR CORP COM 23317H102 2,680,000 145,994 SH   DFND   145,994 0 0
DST SYS COM 233326107 420,000 4,459 SH   DFND   4,459 0 0
DARLING COM 237266101 18,056,000 994,299 SH   DFND   994,299 0 0
DECKERS COM 243537107 17,617,000 193,512 SH   DFND   193,512 0 0
DERMIRA COM 24983L104 1,284,000 70,900 SH   DFND   70,900 0 0
DEVELOPE NOTE1 251591AX1 28,040,000 22,680,000 PRN   DFND   22,680,000 0 0
DEVON EN COM 25179M103 1,285,000 21,000 SH   DFND   21,000 0 0
DIAMOND COM 252603105 3,096,000 109,653 SH   DFND   109,653 0 0
DIAMONDB COM 25278X109 3,855,000 64,494 SH   DFND   64,494 0 0
DISCOVER COM 254709108 417,000 6,362 SH   DFND   6,362 0 0
DISCOVER COMSE 25470F302 13,426,000 398,151 SH   DFND   398,151 0 0
DISH NET CLA 25470M109 2,025,000 27,783 SH   DFND   27,783 0 0
DOLLAR G COM 256677105 716,000 10,123 SH   DFND   10,123 0 0
DOLLAR T COM 256746108 569,000 8,087 SH   DFND   8,087 0 0
DOMINION COM 25746U109 5,952,000 77,405 SH   DFND   77,405 0 0
DOMTAR C COMNE 257559203 12,495,000 310,665 SH   DFND   310,665 0 0
DONNELLE COM 257867101 413,000 24,585 SH   DFND   24,585 0 0
DOVER CO COM 260003108 383,000 5,343 SH   DFND   5,343 0 0
DOW CHEM COM 260543103 3,430,000 75,195 SH   DFND   75,195 0 0
DR PEPPE COM 26138E109 8,270,000 115,369 SH   DFND   115,369 0 0
DUKE REA COMNE 264411505 1,697,000 84,020 SH   DFND   84,020 0 0
EP ENERG CLA 268785102 207,000 19,800 SH   DFND   19,800 0 0
EQT CORP COM 26884L109 13,426,000 177,362 SH   DFND   177,362 0 0
EAST WES COM 27579R104 5,550,000 143,384 SH   DFND   143,384 0 0
EBAY INC COM 278642103 79,412,000 1,415,031 SH   DFND   1,415,031 0 0
EDISON I COM 281020107 613,000 9,360 SH   DFND   9,360 0 0
EDUCATIO COMNE 28140H203 880,000 24,054 SH   DFND   24,054 0 0
EMERALD COMNE 29101U209 309,000 257,129 SH   DFND   257,129 0 0
EMULEX C NOTE1 292475AF7 6,340,000 7,000,000 PRN   DFND   7,000,000 0 0
ENCORE C COM 292554102 481,000 10,831 SH   DFND   10,831 0 0
ENERGIZE COM 29266R108 11,483,000 89,318 SH   DFND   89,318 0 0
ENDOLOGI NOTE2 29266SAA4 982,000 1,000,000 PRN   DFND   1,000,000 0 0
ENGILITY COM 29285W104 232,000 5,426 SH   DFND   5,426 0 0
EQUINIX COMNE 29444U502 17,367,000 76,596 SH   DFND   76,596 0 0
EQUITY R SHBEN 29476L107 1,988,000 27,678 SH   DFND   27,678 0 0
EVERTEC COM 30040P103 498,000 22,488 SH   DFND   22,488 0 0
EXACT SC COM 30063P105 1,372,000 50,000 SH   DFND   50,000 0 0
EXELON C COM 30161N101 20,793,000 560,750 SH   DFND   560,750 0 0
EXELIXIS NOTE4 30161QAC8 11,253,000 20,000,000 PRN   DFND   20,000,000 0 0
EXELIS I COM 30162A108 293,000 16,732 SH   DFND   16,732 0 0
EXTRA SP COM 30225T102 377,000 6,425 SH   DFND   6,425 0 0
FXCM INC NOTE2 302693AB2 15,137,000 14,500,000 PRN   DFND   14,500,000 0 0
FACEBOOK CLA 30303M102 2,220,000 28,451 SH   DFND   28,451 0 0
FEDEX CO COM 31428X106 12,163,000 70,039 SH   DFND   70,039 0 0
FIFTH TH COM 316773100 14,882,000 730,416 SH   DFND   730,416 0 0
FINISH L CLA 317923100 4,245,000 174,621 SH   DFND   174,621 0 0
FIRST CA COM 31942D107 1,755,000 31,525 SH   DFND   31,525 0 0
FIRST HO COM 320517105 206,000 15,191 SH   DFND   15,191 0 0
FIRST MI COM 320867104 373,000 21,824 SH   DFND   21,824 0 0
FIRST SO COM 336433107 12,041,000 270,000 SH   DFND   270,000 0 0
FIRSTENE COM 337932107 6,817,000 174,840 SH   DFND   174,840 0 0
FLEXION COM 33938J106 692,000 34,250 SH   DFND   34,250 0 0
FOMENTO SPONA 344419106 550,000 6,250 SH   DFND   6,250 0 0
FOOT LOC COM 344849104 27,768,000 494,274 SH   DFND   494,274 0 0
FORTINET COM 34959E109 766,000 25,000 SH   DFND   25,000 0 0
FREEPORT COM 35671D857 48,000 302,300 SH Call DFND   302,300 0 0
FREEPORT CLB 35671D857 13,583,000 581,459 SH   DFND   581,459 0 0
FRESHPET COM 358039105 2,889,000 169,371 SH   DFND   169,371 0 0
GEO GROU COM 36162J106 797,000 19,738 SH   DFND   19,738 0 0
GSV CAP NOTE5 36191JAB7 6,011,000 6,500,000 PRN   DFND   6,500,000 0 0
GTT COMM COM 362393100 2,454,000 185,500 SH   DFND   185,500 0 0
GANNETT COM 364730101 369,000 11,562 SH   DFND   11,562 0 0
GAP INC COM 364760108 14,924,000 354,409 SH   DFND   354,409 0 0
GENERAL COM 369604103 15,394,000 609,185 SH   DFND   609,185 0 0
GENERAL COM 370023103 2,783,000 98,947 SH   DFND   98,947 0 0
GENERAL COM 37045V100 1,669,000 979,454 SH Call DFND   979,454 0 0
GENERAL COM 37045V100 42,819,000 1,226,566 SH   DFND   1,226,566 0 0
GENESCO COM 371532102 387,000 5,053 SH   DFND   5,053 0 0
GLIMCHER SHBEN 379302102 12,932,000 941,199 SH   DFND   941,199 0 0
GOODRICH COMNE 382410405 1,625,000 366,030 SH   DFND   366,030 0 0
GOODRICH NOTE5 382410AG3 3,240,000 6,000,000 PRN   DFND   6,000,000 0 0
GOOGLE I CLA 38259P508 16,740,000 31,546 SH   DFND   31,546 0 0
GRACE W COM 38388F108 12,591,000 132,000 SH   DFND   132,000 0 0
GRAND CA COM 38526M106 335,000 7,180 SH   DFND   7,180 0 0
GRAPHIC COM 388689101 468,000 34,393 SH   DFND   34,393 0 0
GRUPO TE SPONA 40049J206 852,000 25,000 SH   DFND   25,000 0 0
GRUPO FI SPONA 40053C105 1,865,000 180,000 SH   DFND   180,000 0 0
GUESS IN COM 401617105 205,000 9,729 SH   DFND   9,729 0 0
GULF COA ROYAL 40222T104 637,000 501,346 SH   DFND   501,346 0 0
HCA HOLD COM 40412C101 380,000 5,180 SH   DFND   5,180 0 0
HCP INC COM 40414L109 2,997,000 68,059 SH   DFND   68,059 0 0
HALLIBUR COM 406216101 7,805,000 198,446 SH   DFND   198,446 0 0
HANESBRA COM 410345102 27,632,000 247,550 SH   DFND   247,550 0 0
HANMI FI COMNE 410495204 3,302,000 151,392 SH   DFND   151,392 0 0
HANOVER COM 410867105 257,000 3,599 SH   DFND   3,599 0 0
HATTERAS COM 41902R103 257,000 13,937 SH   DFND   13,937 0 0
HEALTHSO COMNE 421924309 277,000 7,208 SH   DFND   7,208 0 0
HEALTHCA COM 421946104 665,000 24,352 SH   DFND   24,352 0 0
HEALTH C COM 42217K106 2,079,000 27,481 SH   DFND   27,481 0 0
HEALTH C PFDPE 42217K601 497,000 7,500 SH   DFND   7,500 0 0
HEALTHCA CLANE 42225P501 1,234,000 45,792 SH   DFND   45,792 0 0
HEARTLAN COM 422347104 4,030,000 149,212 SH   DFND   149,212 0 0
HELMERIC COM 423452101 654,000 9,700 SH   DFND   9,700 0 0
HERITAGE COM 42726M106 444,000 35,985 SH   DFND   35,985 0 0
HERSHA H SHBEN 427825104 257,000 36,564 SH   DFND   36,564 0 0
HERTZ GL COM 42805T105 3,118,000 125,000 SH   DFND   125,000 0 0
HESS COR COM 42809H107 1,380,000 18,700 SH   DFND   18,700 0 0
HEWLETT COM 428236103 378,000 9,428 SH   DFND   9,428 0 0
HIGHWOOD COM 431284108 463,000 10,466 SH   DFND   10,466 0 0
HILLENBR COM 431571108 467,000 13,523 SH   DFND   13,523 0 0
HISTOGEN COM 43358V109 275,000 25,000 SH   DFND   25,000 0 0
HOLLYFRO COM 436106108 414,000 11,049 SH   DFND   11,049 0 0
HOME DEP COM 437076102 15,872,000 151,204 SH   DFND   151,204 0 0
HOMEAWAY COM 43739Q100 8,583,000 288,206 SH   DFND   288,206 0 0
HORNBECK COM 440543106 1,443,000 57,800 SH   DFND   57,800 0 0
HOSPIRA COM 441060100 55,114,000 899,819 SH   DFND   899,819 0 0
HOSPITAL COMSH 44106M102 534,000 17,228 SH   DFND   17,228 0 0
HOST HOT COM 44107P104 432,000 18,188 SH   DFND   18,188 0 0
HUB GROU CLA 443320106 882,000 23,151 SH   DFND   23,151 0 0
HUMANA I COM 444859102 109,401,000 761,688 SH   DFND   761,688 0 0
HUNTINGT COM 446413106 450,000 3,999 SH   DFND   3,999 0 0
HUNTSMAN COM 447011107 3,638,000 159,687 SH   DFND   159,687 0 0
HYSTER Y CLA 449172105 3,367,000 46,000 SH   DFND   46,000 0 0
IAC INTE COMPA 44919P508 416,000 6,837 SH   DFND   6,837 0 0
ITT CORP COMNE 450911201 21,931,000 542,048 SH   DFND   542,048 0 0
ICONIX B COM 451055107 409,000 12,114 SH   DFND   12,114 0 0
IDERA PH COMNE 45168K306 220,000 50,000 SH   DFND   50,000 0 0
INFORMAT COM 45666Q102 308,000 8,069 SH   DFND   8,069 0 0
INGREDIO COM 457187102 781,000 9,201 SH   DFND   9,201 0 0
INSMED I COMPA 457669307 464,000 30,000 SH   DFND   30,000 0 0
INNOCOLL SPONS 45780Q103 424,000 72,000 SH   DFND   72,000 0 0
INTEGRAT COM 458118106 13,465,000 686,975 SH   DFND   686,975 0 0
INTEL CO SDCV2 458140AD2 9,208,000 7,000,000 SH   DFND   7,000,000 0 0
INTERPUB COM 460690100 467,000 22,498 SH   DFND   22,498 0 0
INTERSEC COM 46071F103 1,127,000 60,759 SH   DFND   60,759 0 0
INTUIT COM 461202103 1,973,000 21,400 SH   DFND   21,400 0 0
INVENSEN COM 46123D205 325,000 20,000 SH   DFND   20,000 0 0
ISHARES MSCIT 464286731 755,000 50,000 SH   DFND   50,000 0 0
ISHARES MSCIM 464286822 1,485,000 25,000 SH   DFND   25,000 0 0
ISHARES CORES 464287200 3,806,000 18,400 SH   DFND   18,400 0 0
ISHARES IBOXX 464287242 2,388,000 20,000 SH   DFND   20,000 0 0
ISHARES RUSSE 464287655 3,645,000 30,475 SH   DFND   30,475 0 0
ISHARES COM 464288513 71,000 145,000 SH Call DFND   145,000 0 0
ISHARES IBOXX 464288513 10,438,000 116,500 SH   DFND   116,500 0 0
ISHARES MSCII 46429B309 823,000 30,000 SH   DFND   30,000 0 0
ISHARES MSCIP 46429B408 1,194,000 31,250 SH   DFND   31,250 0 0
JPMORGAN COM 46625H100 339,000 5,418 SH   DFND   5,418 0 0
JABIL CI COM 466313103 237,000 10,834 SH   DFND   10,834 0 0
JACOBS E COM 469814107 407,000 9,110 SH   DFND   9,110 0 0
JONES LA COM 48020Q107 455,000 3,034 SH   DFND   3,034 0 0
KBR INC COM 48242W106 357,000 21,046 SH   DFND   21,046 0 0
KENNAMET COM 489170100 488,000 13,649 SH   DFND   13,649 0 0
KEYCORP COM 493267108 11,982,000 862,048 SH   DFND   862,048 0 0
KEYW HLD COM 493723100 5,344,000 514,816 SH   DFND   514,816 0 0
KEYW HLD NOTE2 493723AA8 8,085,000 9,000,000 PRN   DFND   9,000,000 0 0
KIMBERLY COM 494368103 50,000 251,400 SH Put DFND   251,400 0 0
KINROSS COM 496902404 4,000 16,200 SH Call DFND   16,200 0 0
KIRBY CO COM 497266106 2,389,000 29,594 SH   DFND   29,594 0 0
KITE PHA COM 49803L109 1,064,000 18,445 SH   DFND   18,445 0 0
KROGER C COM 501044101 226,000 3,524 SH   DFND   3,524 0 0
LCNB COR COM 50181P100 452,000 30,000 SH   DFND   30,000 0 0
LDR HLDG COM 50185U105 328,000 10,000 SH   DFND   10,000 0 0
LAM RESE COM 512807108 408,000 5,146 SH   DFND   5,146 0 0
LAMAR AD CLA 512816109 4,860,000 90,600 SH   DFND   90,600 0 0
LANDSTAR COM 515098101 343,000 4,734 SH   DFND   4,734 0 0
LAUDER E CLA 518439104 22,614,000 296,776 SH   DFND   296,776 0 0
LEAR COR COMNE 521865204 11,170,000 113,887 SH   DFND   113,887 0 0
LENNOX I COM 526107107 1,395,000 14,675 SH   DFND   14,675 0 0
LEVEL 3 COMNE 52729N308 10,634,000 215,343 SH   DFND   215,343 0 0
LEXINGTO COM 529043101 150,000 13,625 SH   DFND   13,625 0 0
LEXMARK CLA 529771107 273,000 6,617 SH   DFND   6,617 0 0
LIBERTY LBTVE 53071M880 4,057,000 107,557 SH   DFND   107,557 0 0
LIBERTY CLA 531229102 17,219,000 488,217 SH   DFND   488,217 0 0
LIBERTY COMSE 531229300 1,545,000 44,105 SH   DFND   44,105 0 0
LIBERTY NOTE1 531229AB8 991,000 1,000,000 PRN   DFND   1,000,000 0 0
LIBERTY COMSE 531465102 3,284,000 122,083 SH   DFND   122,083 0 0
LIFEPOIN COM 53219L109 453,000 6,297 SH   DFND   6,297 0 0
LINCOLN COM 533900106 365,000 5,288 SH   DFND   5,288 0 0
LINKEDIN COMCL 53578A108 1,469,000 6,394 SH   DFND   6,394 0 0
LOCKHEED COM 539830109 310,000 1,610 SH   DFND   1,610 0 0
LUMBER L COM 55003T107 32,712,000 493,320 SH   DFND   493,320 0 0
MEI PHAR COMNE 55279B202 287,000 67,100 SH   DFND   67,100 0 0
MGM RESO NOTE4 55303QAE0 17,677,000 15,000,000 PRN   DFND   15,000,000 0 0
MRC GLOB COM 55345K103 462,000 30,476 SH   DFND   30,476 0 0
MACERICH COM 554382101 323,000 3,868 SH   DFND   3,868 0 0
MADDEN S COM 556269108 326,000 10,255 SH   DFND   10,255 0 0
MANPOWER COM 56418H100 363,000 5,320 SH   DFND   5,320 0 0
MARATHON COM 565849106 3,513,000 124,179 SH   DFND   124,179 0 0
MARATHON COM 56585A102 422,000 4,672 SH   DFND   4,672 0 0
MARINUS COM 56854Q101 524,000 49,700 SH   DFND   49,700 0 0
MARRIOTT CLA 571903202 388,000 4,969 SH   DFND   4,969 0 0
MASCO CO COM 574599106 420,000 16,679 SH   DFND   16,679 0 0
MASTERCA CLA 57636Q104 4,200,000 48,750 SH   DFND   48,750 0 0
MATTEL I COM 577081102 449,000 14,523 SH   DFND   14,523 0 0
MAXIMUS COM 577933104 309,000 5,637 SH   DFND   5,637 0 0
MCCORMIC COMNO 579780206 2,374,000 31,958 SH   DFND   31,958 0 0
MEAD JOH COM 582839106 1,086,000 10,801 SH   DFND   10,801 0 0
MEMORIAL COM 58605Q109 2,082,000 115,487 SH   DFND   115,487 0 0
MENTOR G COM 587200106 365,000 16,634 SH   DFND   16,634 0 0
MENTOR G SDCV4 587200AK2 7,715,000 6,500,000 SH   DFND   6,500,000 0 0
METHANEX COM 59151K108 5,445,000 118,800 SH   DFND   118,800 0 0
MICROSOF COM 594918104 35,097,000 755,588 SH   DFND   755,588 0 0
MICRON T COM 595112103 85,058,000 2,429,532 SH   DFND   2,429,532 0 0
MICRON T NOTE2 595112AW3 123,791,000 34,000,000 PRN   DFND   34,000,000 0 0
MOBILEIR COMNE 60739U204 3,076,000 308,845 SH   DFND   308,845 0 0
MONDELEZ CLA 609207105 27,480,000 756,494 SH   DFND   756,494 0 0
MONSANTO COM 61166W101 28,165,000 235,750 SH   DFND   235,750 0 0
MORGAN S COMNE 617446448 4,224,000 108,874 SH   DFND   108,874 0 0
MURPHY U COM 626755102 587,000 8,529 SH   DFND   8,529 0 0
NRG YIEL COMCL 62942X108 8,973,000 190,352 SH   DFND   190,352 0 0
NASDAQ O COM 631103108 370,000 7,707 SH   DFND   7,707 0 0
NATIONAL COM 636180101 263,000 3,776 SH   DFND   3,776 0 0
NATIONAL COM 637071101 28,361,000 432,792 SH   DFND   432,792 0 0
NATIONAL COM 637417106 671,000 17,034 SH   DFND   17,034 0 0
NAVISTAR COM 63934E108 20,000 100,000 SH Put DFND   100,000 0 0
NEOTHETI COM 64066G101 1,044,000 139,600 SH   DFND   139,600 0 0
NETSUITE NOTE0 64118QAB3 10,759,000 9,590,000 PRN   DFND   9,590,000 0 0
NEUSTAR CLA 64126X201 491,000 17,665 SH   DFND   17,665 0 0
NEWFIELD COM 651290108 2,018,000 74,400 SH   DFND   74,400 0 0
NEWPARK COMPA 651718504 1,613,000 169,095 SH   DFND   169,095 0 0
NEWS COR CLB 65249B208 5,421,000 359,510 SH   DFND   359,510 0 0
NEXTERA COM 65339F101 4,106,000 38,628 SH   DFND   38,628 0 0
NIKE INC CLB 654106103 14,941,000 155,394 SH   DFND   155,394 0 0
NORFOLK COM 655844108 21,045,000 192,000 SH   DFND   192,000 0 0
NORTHWES COMNE 668074305 4,357,000 77,006 SH   DFND   77,006 0 0
NOVAVAX COM 670002104 139,000 23,397 SH   DFND   23,397 0 0
NUANCE C NOTE2 67020YAF7 1,002,000 1,000,000 PRN   DFND   1,000,000 0 0
NUCOR CO COM 670346105 28,393,000 578,856 SH   DFND   578,856 0 0
NVIDIA C COM 67066G104 6,466,000 322,497 SH   DFND   322,497 0 0
NVIDIA C NOTE1 67066GAC8 1,154,000 1,000,000 PRN   DFND   1,000,000 0 0
OGE ENER COM 670837103 266,000 7,509 SH   DFND   7,509 0 0
OFG BANC COM 67103X102 454,000 27,252 SH   DFND   27,252 0 0
OCEANEER COM 675232102 14,695,000 249,864 SH   DFND   249,864 0 0
OLD DOMI COM 679580100 405,000 5,221 SH   DFND   5,221 0 0
OLIN COR COMPA 680665205 490,000 21,538 SH   DFND   21,538 0 0
OLYMPIC COM 68162K106 1,605,000 90,259 SH   DFND   90,259 0 0
OMEGA HE COM 681936100 3,955,000 101,231 SH   DFND   101,231 0 0
OMNIVISI COM 682128103 385,000 14,790 SH   DFND   14,790 0 0
ON SEMIC COM 682189105 287,000 28,307 SH   DFND   28,307 0 0
OPUS BK COM 684000102 2,573,000 90,704 SH   DFND   90,704 0 0
ORBCOMM COM 68555P100 1,144,000 175,000 SH   DFND   175,000 0 0
OREXIGEN NOTE2 686164AB0 9,579,000 9,500,000 PRN   DFND   9,500,000 0 0
OTTER TA COM 689648103 213,000 6,865 SH   DFND   6,865 0 0
OWENS IL COMNE 690768403 4,709,000 174,471 SH   DFND   174,471 0 0
OXFORD I COM 691497309 347,000 6,285 SH   DFND   6,285 0 0
PG&E COR COM 69331C108 613,000 11,517 SH   DFND   11,517 0 0
PNM RES COM 69349H107 5,581,000 188,368 SH   DFND   188,368 0 0
PPG INDS COM 693506107 16,643,000 72,000 SH   DFND   72,000 0 0
PPL CORP COM 69351T106 349,000 9,603 SH   DFND   9,603 0 0
PVH CORP COM 693656100 12,817,000 100,000 SH   DFND   100,000 0 0
PACCAR I COM 693718108 3,264,000 48,000 SH   DFND   48,000 0 0
PACIFIC COMPA 69423U305 2,376,000 230,000 SH   DFND   230,000 0 0
PACKAGIN COM 695156109 14,049,000 180,000 SH   DFND   180,000 0 0
PARSLEY CLA 701877102 2,977,000 186,500 SH   DFND   186,500 0 0
PENN VA COM 707882106 110,000 400,000 SH Call DFND   400,000 0 0
PENN VA COM 707882106 1,624,000 243,100 SH   DFND   243,100 0 0
PEPSICO COM 713448108 51,983,000 549,731 SH   DFND   549,731 0 0
PERKINEL COM 714046109 235,000 5,377 SH   DFND   5,377 0 0
PETROLEO SPADR 71654V101 1,137,000 150,000 SH   DFND   150,000 0 0
PFIZER I COM 717081103 365,000 11,729 SH   DFND   11,729 0 0
PHILLIPS COM 718546104 1,936,000 26,998 SH   DFND   26,998 0 0
PINNACLE COM 723456109 39,154,000 1,759,735 SH   DFND   1,759,735 0 0
PINNACLE COM 723484101 5,777,000 84,567 SH   DFND   84,567 0 0
PINNACLE COM 72348P104 27,869,000 789,495 SH   DFND   789,495 0 0
PIONEER COM 723787107 2,411,000 16,200 SH   DFND   16,200 0 0
PITNEY B COM 724479100 350,000 14,375 SH   DFND   14,375 0 0
PLUG POW COMNE 72919P202 1,276,000 425,200 SH   DFND   425,200 0 0
POLYCOM COM 73172K104 331,000 24,513 SH   DFND   24,513 0 0
PORTLAND COMNE 736508847 3,993,000 105,549 SH   DFND   105,549 0 0
POST HLD COM 737446104 20,016,000 477,824 SH   DFND   477,824 0 0
POWERSHA S&P50 73937B779 2,278,000 60,000 SH   DFND   60,000 0 0
PRAXAIR COM 74005P104 22,247,000 171,714 SH   DFND   171,714 0 0
PROOFPOI NOTE1 743424AB9 10,286,000 7,500,000 PRN   DFND   7,500,000 0 0
PROTALIX NOTE4 74365AAB7 8,635,000 11,000,000 PRN   DFND   11,000,000 0 0
PROTECTI COM 743674103 134,897,000 1,936,786 SH   DFND   1,936,786 0 0
PULTE GR COM 745867101 407,000 18,979 SH   DFND   18,979 0 0
QUAD / G COMCL 747301109 357,000 15,542 SH   DFND   15,542 0 0
QEP RES COM 74733V100 352,000 17,399 SH   DFND   17,399 0 0
QUALCOMM COM 747525103 251,000 3,372 SH   DFND   3,372 0 0
QUANTA S COM 74762E102 11,228,000 395,499 SH   DFND   395,499 0 0
QUANTUM NOTE4 747906AJ4 5,569,000 4,500,000 PRN   DFND   4,500,000 0 0
QUIDEL C NOTE3 74838JAA9 11,180,000 10,000,000 PRN   DFND   10,000,000 0 0
RLJ LODG COM 74965L101 361,000 10,781 SH   DFND   10,781 0 0
RPC INC COM 749660106 1,527,000 117,100 SH   DFND   117,100 0 0
RPX CORP COM 74972G103 312,000 22,645 SH   DFND   22,645 0 0
RAMBUS I NOTE1 750917AE6 1,136,000 1,000,000 PRN   DFND   1,000,000 0 0
RANGE RE COM 75281A109 363,000 6,794 SH   DFND   6,794 0 0
RAYTHEON COMNE 755111507 306,000 2,826 SH   DFND   2,826 0 0
REALTY I COM 756109104 3,799,000 79,634 SH   DFND   79,634 0 0
REDWOOD COM 758075402 20,153,000 1,022,999 SH   DFND   1,022,999 0 0
REGULUS COM 75915K101 1,283,000 80,000 SH   DFND   80,000 0 0
REGIONS COM 7591EP100 9,121,000 863,700 SH   DFND   863,700 0 0
REINSURA COMNE 759351604 413,000 4,715 SH   DFND   4,715 0 0
REPUBLIC COM 760759100 25,835,000 641,875 SH   DFND   641,875 0 0
RESTAURA COM 76131D103 22,591,000 578,661 SH   DFND   578,661 0 0
RETAIL P CLA 76131V202 1,588,000 95,171 SH   DFND   95,171 0 0
REX ENER COM 761565100 1,580,000 309,800 SH   DFND   309,800 0 0
REYNOLDS COM 761713106 566,000 8,807 SH   DFND   8,807 0 0
RICE ENE COM 762760106 1,771,000 84,434 SH   DFND   84,434 0 0
RIO TINT SPONS 767204100 8,291,000 180,000 SH   DFND   180,000 0 0
ROCK-TEN CLA 772739207 661,000 10,847 SH   DFND   10,847 0 0
ROCKWELL COM 774374102 2,262,000 220,000 SH   DFND   220,000 0 0
ROCKWOOD COM 774415103 56,964,000 722,890 SH   DFND   722,890 0 0
ROYAL DU SPONS 780259206 2,470,000 36,900 SH   DFND   36,900 0 0
RYERSON COM 783754104 2,756,000 277,577 SH   DFND   277,577 0 0
RYLAND G NOTE1 783764AQ6 10,816,000 8,000,000 PRN   DFND   8,000,000 0 0
SPDR S&P COM 78462F103 2,198,000 800,000 SH Call DFND   800,000 0 0
SPDR S&P COM 78462F103 2,000 300,000 SH Put DFND   300,000 0 0
SPDR S&P TRUNI 78462F103 693,000 3,370 SH   DFND   3,370 0 0
SPDR S&P UTSER 78467Y107 3,795,000 14,375 SH   DFND   14,375 0 0
SVB FINL COM 78486Q101 2,140,000 18,438 SH   DFND   18,438 0 0
SAFEWAY COMNE 786514208 14,926,000 425,000 SH   DFND   425,000 0 0
ST JUDE COM 790849103 280,000 4,306 SH   DFND   4,306 0 0
SALESFOR COM 79466L302 1,241,000 20,923 SH   DFND   20,923 0 0
SALESFOR NOTE0 79466LAD6 1,142,000 1,000,000 PRN   DFND   1,000,000 0 0
SALLY BE COM 79546E104 520,000 16,919 SH   DFND   16,919 0 0
SANCHEZ COM 79970Y105 1,954,000 210,300 SH   DFND   210,300 0 0
SANDISK COM 80004C101 12,720,000 129,822 SH   DFND   129,822 0 0
SANGAMO COM 800677106 1,217,000 80,000 SH   DFND   80,000 0 0
SANOFI RIGHT 80105N113 944,000 1,203,178 SH   DFND   1,203,178 0 0
SAPIENT COM 803062108 8,900,000 357,723 SH   DFND   357,723 0 0
SCHLUMBE COM 806857108 2,716,000 31,800 SH   DFND   31,800 0 0
SCHWAB C COM 808513105 94,280,000 3,122,872 SH   DFND   3,122,872 0 0
SCRIPPS CLACO 811065101 401,000 5,321 SH   DFND   5,321 0 0
SEQUENOM COM 817337405 3,000 50,000 SH Call DFND   50,000 0 0
SEQUENOM NOTE5 817337AB4 12,343,000 12,000,000 PRN   DFND   12,000,000 0 0
SERVICE COM 817565104 3,405,000 150,000 SH   DFND   150,000 0 0
SHIRE PL SPONS 82481R106 11,556,000 54,371 SH   DFND   54,371 0 0
SHUTTERF NOTE0 82568PAB2 952,000 1,000,000 PRN   DFND   1,000,000 0 0
SIENTRA COM 82621J105 1,276,000 76,000 SH   DFND   76,000 0 0
SILGAN H COM 827048109 12,864,000 240,000 SH   DFND   240,000 0 0
SIMON PP COM 828806109 763,000 4,191 SH   DFND   4,191 0 0
SINCLAIR CLA 829226109 341,000 12,451 SH   DFND   12,451 0 0
SIRIUS X COM 82968B103 7,076,000 2,021,667 SH   DFND   2,021,667 0 0
SKECHERS CLA 830566105 15,176,000 274,685 SH   DFND   274,685 0 0
SMUCKER COMNE 832696405 23,972,000 237,398 SH   DFND   237,398 0 0
SNYDERS- COM 833551104 5,349,000 175,090 SH   DFND   175,090 0 0
SOLAZYME NOTE5 83415TAC5 1,830,000 4,000,000 PRN   DFND   4,000,000 0 0
SOLERA H COM 83421A104 455,000 8,885 SH   DFND   8,885 0 0
SONOCO P COM 835495102 7,079,000 162,000 SH   DFND   162,000 0 0
SOUTHERN COM 84265V105 1,386,000 49,140 SH   DFND   49,140 0 0
SOUTHWES COM 844741108 390,000 9,219 SH   DFND   9,219 0 0
SOUTHWES COM 844895102 428,000 6,930 SH   DFND   6,930 0 0
SPARTANN COM 847215100 533,000 20,377 SH   DFND   20,377 0 0
SPECTRUM COM 84763R101 663,000 6,929 SH   DFND   6,929 0 0
SPLUNK I COM 848637104 884,000 15,000 SH   DFND   15,000 0 0
STANDARD COM 85375C101 274,000 37,625 SH   DFND   37,625 0 0
STANDEX COM 854231107 453,000 5,867 SH   DFND   5,867 0 0
STANLEY COM 854502101 33,966,000 353,522 SH   DFND   353,522 0 0
STEEL DY COM 858119100 27,738,000 1,405,149 SH   DFND   1,405,149 0 0
STEPAN C COM 858586100 414,000 10,329 SH   DFND   10,329 0 0
STRATEGI COM 86272T106 157,000 11,860 SH   DFND   11,860 0 0
SUNEDISO COM 86732Y109 8,194,000 420,000 SH   DFND   420,000 0 0
SUPERIOR COM 868157108 2,003,000 99,400 SH   DFND   99,400 0 0
SYMANTEC COM 871503108 744,000 28,981 SH   DFND   28,981 0 0
SYNOPSYS COM 871607107 360,000 8,293 SH   DFND   8,293 0 0
SYNTA PH COM 87162T206 1,000 25,000 SH Call DFND   25,000 0 0
SYNERGY COM 87164P103 2,233,000 178,100 SH   DFND   178,100 0 0
SYSCO CO COM 871829107 9,922,000 250,000 SH   DFND   250,000 0 0
TCF FINL COM 872275102 248,000 15,602 SH   DFND   15,602 0 0
TJX COS COM 872540109 21,429,000 312,461 SH   DFND   312,461 0 0
T MOBILE COM 872590104 2,020,000 75,000 SH   DFND   75,000 0 0
TAIWAN S SPONS 874039100 3,371,000 150,620 SH   DFND   150,620 0 0
TAKE-TWO COM 874054109 475,000 16,949 SH   DFND   16,949 0 0
TAKE-TWO NOTE1 874054AD1 19,553,000 14,000,000 PRN   DFND   14,000,000 0 0
TARGET C COM 87612E106 40,000 100,800 SH Put DFND   100,800 0 0
TARGA RE COM 87612G101 299,000 2,823 SH   DFND   2,823 0 0
TEAM HEA COM 87817A107 264,000 4,588 SH   DFND   4,588 0 0
TEMPUR S COM 88023U101 351,000 6,400 SH   DFND   6,400 0 0
TEREX CO COM 880779103 6,971,000 250,043 SH   DFND   250,043 0 0
TESORO C COM 881609101 1,306,000 17,572 SH   DFND   17,572 0 0
TESLA MT COM 88160R101 2,287,000 10,283 SH   DFND   10,283 0 0
TESLA MT NOTE1 88160RAA9 51,084,000 27,500,000 PRN   DFND   27,500,000 0 0
THERAPEU COM 88338N107 1,112,000 250,000 SH   DFND   250,000 0 0
THERAVAN NOTE2 88338TAB0 11,141,000 14,050,000 PRN   DFND   14,050,000 0 0
TRIUMPH COM 896818101 560,000 8,328 SH   DFND   8,328 0 0
TUPPERWA COM 899896104 263,000 4,174 SH   DFND   4,174 0 0
TWENTY F CLA 90130A101 1,995,000 51,954 SH   DFND   51,954 0 0
TWO HBRS COM 90187B101 114,000 11,410 SH   DFND   11,410 0 0
TYSON FO UNIT9 902494301 37,682,000 745,500 SH   DFND   745,500 0 0
UDR INC COM 902653104 3,141,000 101,927 SH   DFND   101,927 0 0
U S SILI COM 90346E103 1,164,000 45,312 SH   DFND   45,312 0 0
UBIQUITI COM 90347A100 29,471,000 994,300 SH   DFND   994,300 0 0
ULTRAGEN COM 90400D108 1,097,000 25,000 SH   DFND   25,000 0 0
UMPQUA H COM 904214103 2,833,000 166,567 SH   DFND   166,567 0 0
UNDER AR CLA 904311107 6,395,000 94,176 SH   DFND   94,176 0 0
UNITED S UNITS 91232N108 3,665,000 180,000 SH   DFND   180,000 0 0
UNITED T COM 913017109 27,775,000 241,522 SH   DFND   241,522 0 0
UNITEDHE COM 91324P102 255,000 2,527 SH   DFND   2,527 0 0
UNIVERSA CLB 913903100 256,000 2,300 SH   DFND   2,300 0 0
UNUM GRO COM 91529Y106 310,000 8,881 SH   DFND   8,881 0 0
V F CORP COM 918204108 565,000 7,544 SH   DFND   7,544 0 0
VAIL RES COM 91879Q109 499,000 5,480 SH   DFND   5,480 0 0
VALE S A ADR 91912E105 1,399,000 171,000 SH   DFND   171,000 0 0
VALE S A ADRRE 91912E204 2,178,000 300,000 SH   DFND   300,000 0 0
VALERO E COM 91913Y100 395,000 7,974 SH   DFND   7,974 0 0
VECTREN COM 92240G101 524,000 11,341 SH   DFND   11,341 0 0
VENTAS I COM 92276F100 3,665,000 51,121 SH   DFND   51,121 0 0
VERIZON COM 92343V104 19,583,000 418,613 SH   DFND   418,613 0 0
VIACOM I CLB 92553P201 276,000 3,663 SH   DFND   3,663 0 0
VIPSHOP SPONS 92763W103 3,398,000 173,880 SH   DFND   173,880 0 0
VISHAY I COM 928298108 362,000 25,606 SH   DFND   25,606 0 0
VITAL TH COM 92847R104 249,000 10,000 SH   DFND   10,000 0 0
VMWARE I CLACO 928563402 336,000 4,066 SH   DFND   4,066 0 0
VONAGE H COM 92886T201 344,000 90,183 SH   DFND   90,183 0 0
VOYA FIN COM 929089100 336,000 7,922 SH   DFND   7,922 0 0
WAL-MART COM 931142103 45,276,000 527,201 SH   DFND   527,201 0 0
WALGREEN COM 931427108 19,000 126,000 SH Put DFND   126,000 0 0
WASHINGT COM 939647103 1,376,000 79,917 SH   DFND   79,917 0 0
WASTE CO COM 941053100 597,000 13,563 SH   DFND   13,563 0 0
WASTE MG COM 94106L109 203,000 3,953 SH   DFND   3,953 0 0
WEB COM NOTE1 94733AAA2 19,707,000 21,500,000 PRN   DFND   21,500,000 0 0
WELLS FA COM 949746101 20,813,000 379,662 SH   DFND   379,662 0 0
WERNER E COM 950755108 9,906,000 318,000 SH   DFND   318,000 0 0
WESCO IN COM 95082P105 16,392,000 215,091 SH   DFND   215,091 0 0
WESCO IN DBCV6 95082PAH8 55,153,000 20,500,000 SH   DFND   20,500,000 0 0
WEST COR COM 952355204 360,000 10,901 SH   DFND   10,901 0 0
WESTAR E COM 95709T100 5,580,000 135,299 SH   DFND   135,299 0 0
WESTERN COM 958102105 3,366,000 30,405 SH   DFND   30,405 0 0
WEYERHAE COM 962166104 9,144,000 254,789 SH   DFND   254,789 0 0
WHITEWAV COM 966244105 279,000 100,600 SH Call DFND   100,600 0 0
WHITEWAV COM 966244105 32,545,000 930,135 SH   DFND   930,135 0 0
WHITING COM 966387102 1,112,000 33,700 SH   DFND   33,700 0 0
WILLIAMS COM 969904101 9,460,000 125,000 SH   DFND   125,000 0 0
WISDOMTR INDIA 97717W422 6,891,000 312,500 SH   DFND   312,500 0 0
WORKDAY NOTE0 98138HAC5 8,888,000 7,500,000 PRN   DFND   7,500,000 0 0
WORKDAY NOTE1 98138HAD3 18,301,000 15,000,000 PRN   DFND   15,000,000 0 0
WYNDHAM COM 98310W108 3,748,000 43,700 SH   DFND   43,700 0 0
XEROX CO COM 984121103 386,000 27,820 SH   DFND   27,820 0 0
YAHOO IN NOTE1 984332AF3 12,413,000 11,000,000 PRN   DFND   11,000,000 0 0
YELP INC CLA 985817105 10,942,000 199,919 SH   DFND   199,919 0 0
ZILLOW I CLA 98954A107 6,564,000 61,985 SH   DFND   61,985 0 0
ZS PHARM COM 98979G105 520,000 12,500 SH   DFND   12,500 0 0
ZUMIEZ I COM 989817101 497,000 12,864 SH   DFND   12,864 0 0
AXIS CAP SHS G0692U109 434,000 8,499 SH   DFND   8,499 0 0
AXALTA C COM G0750C108 1,717,000 66,000 SH   DFND   66,000 0 0
BUNGE LI COM G16962105 770,000 8,475 SH   DFND   8,475 0 0
COVIDIEN SHS G2554F113 142,271,000 1,391,000 SH   DFND   1,391,000 0 0
EATON CO SHS G29183103 10,339,000 152,128 SH   DFND   152,128 0 0
EVEREST COM G3223R108 293,000 1,722 SH   DFND   1,722 0 0
FRESH DE ORD G36738105 466,000 13,902 SH   DFND   13,902 0 0
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INVESCO SHS G491BT108 265,000 6,704 SH   DFND   6,704 0 0
KOSMOS E SHS G5315B107 516,000 61,448 SH   DFND   61,448 0 0
LIBERTY SHSCL G5480U120 3,056,000 63,265 SH   DFND   63,265 0 0
MAIDEN H SHS G5753U112 154,000 12,057 SH   DFND   12,057 0 0
MARVELL ORD G5876H105 447,000 30,804 SH   DFND   30,804 0 0
MICHAEL COM G60754101 184,000 100,800 SH Call DFND   100,800 0 0
MICHAEL SHS G60754101 10,890,000 145,000 SH   DFND   145,000 0 0
HOME LN ORDSH G6648D109 705,000 36,108 SH   DFND   36,108 0 0
SEAGATE SHS G7945M107 358,000 5,376 SH   DFND   5,376 0 0
TYCO INT COM G91442106 8,000 75,600 SH Put DFND   75,600 0 0
TYCO INT SHS G91442106 11,878,000 270,826 SH   DFND   270,826 0 0
XL GROUP SHS G98290102 370,000 10,778 SH   DFND   10,778 0 0
CHECK PO ORD M22465104 393,000 5,000 SH   DFND   5,000 0 0
RADWARE ORD M81873107 4,439,000 201,591 SH   DFND   201,591 0 0
VASCULAR COM M96883109 277,000 46,822 SH   DFND   46,822 0 0
CIMPRESS SHSEU N20146101 45,042,000 601,839 SH   DFND   601,839 0 0
LYONDELL SHS-A N53745100 433,000 5,451 SH   DFND   5,451 0 0
NIELSEN COM N63218106 157,808,000 3,528,014 SH   DFND   3,528,014 0 0
YANDEX N SHSCL N97284108 763,000 42,500 SH   DFND   42,500 0 0
PARNELL SHS Q73622104 509,000 122,900 SH   DFND   122,900 0 0
ARDMORE COM Y0207T100 479,000 40,000 SH   DFND   40,000 0 0
NAVIOS M COMUN Y62134104 1,739,000 143,162 SH   DFND   143,162 0 0
OCEAN RI COM Y64354205 22,000 100,000 SH Put DFND   100,000 0 0
INTERNAT COM 459902102 6,144,000 356,148 SH   DFND   356,148 0 0
INTERNAT COM 460254105 21,945,000 550,000 SH   DFND   550,000 0 0