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
ABB LTD-SPON ADR ADR 000375204 787 29,642 SH   DFND 1 29,642 0 0
ABBVIE INC COM 00287Y109 2,593 49,091 SH   DFND 1 49,091 0 0
ACTAVIS PLC COM G0083B108 7,788 46,358 SH   DFND 1 46,358 0 0
ACTIVISION BLIZZARD INC COM 00507V109 308 17,313 SH   DFND 1 17,313 0 0
ACTUANT CORP-A COM 00508X203 332 9,077 SH   DFND 1 8,967 0 110
ADOBE SYSTEMS INC COM 00724F101 827 13,810 SH   DFND 1 13,810 0 0
ADT CORP/THE COM 00101J106 2,363 58,395 SH   DFND 1 58,395 0 0
AFFILIATED MANAGERS GROUP COM 008252108 2,952 13,611 SH   DFND 1 13,611 0 0
AGL RESOURCES INC COM 001204106 324 6,864 SH   DFND 1 6,864 0 0
ALERE INC COM 01449J105 1,726 47,690 SH   DFND 1 47,690 0 0
ALERE INC 3.000% 05/15/16 CVT BND 01449JAA3 225 200,000 PRN   DFND 1 200,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,196 9,001 SH   DFND 1 9,001 0 0
ALLEGION PLC COM G0176J109 1,103 24,972 SH   DFND 1 24,972 0 0
ALLERGAN INC COM 018490102 3,902 35,121 SH   DFND 1 35,121 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 6,963 26,480 SH   DFND 1 26,480 0 0
ALLOT COMMUNICATIONS LTD COM M0854Q105 237 15,674 SH   DFND 1 15,483 0 191
ALLSTATE CORP COM 020002101 3,434 62,973 SH   DFND 1 62,973 0 0
ALPHA NATURAL RESOURCES 4.875% 12/15/20 CVT BND 02076XAF9 3,236 3,000,000 PRN   DFND 1 3,000,000 0 0
ALTISOURCE PORTFOLIO SOL COM L0175J104 1,077 6,787 SH   DFND 1 6,765 0 22
ALTRIA GROUP INC COM 02209S103 488 12,705 SH   DFND 1 12,705 0 0
AMAZON.COM INC COM 023135106 5,247 13,156 SH   DFND 1 13,156 0 0
AMDOCS LTD COM G02602103 3,687 89,408 SH   DFND 1 89,408 0 0
AMEREN CORPORATION COM 023608102 215 5,947 SH   DFND 1 5,947 0 0
AMERICAN CAPITAL LTD COM 02503Y103 337 21,497 SH   DFND 1 21,497 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 641 24,294 SH   DFND 1 24,001 0 293
AMERICAN REALTY CAP PROP 3.000% 08/01/18 CVT BND 02917TAA2 12,242 12,250,000 PRN   DFND 1 12,250,000 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 4,199 36,493 SH   DFND 1 36,493 0 0
AMERISOURCEBERGEN CORP COM 03073E105 374 5,311 SH   DFND 1 5,311 0 0
AMETEK INC COM 031100100 5,439 103,257 SH   DFND 1 103,257 0 0
AMGEN INC COM 031162100 3,555 31,161 SH   DFND 1 31,161 0 0
AMPHENOL CORP-CL A COM 032095101 376 4,216 SH   DFND 1 4,216 0 0
AMSURG CORP COM 03232P405 243 5,292 SH   DFND 1 5,228 0 64
ANNALY CAPITAL MGMT 5.000% 05/15/15 CVT BND 035710AB8 3,947 3,901,000 PRN   DFND 1 3,901,000 0 0
APPLE INC COM 037833100 14,612 26,046 SH   DFND 1 26,046 0 0
APPLIED MATERIALS INC COM 038222105 276 15,600 SH   DFND 1 15,600 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 363 7,809 SH   DFND 1 7,714 0 95
ASCENT CAPITAL GROUP INC-A COM 043632108 364 4,259 SH   DFND 1 4,207 0 52
ASML HOLDING NV-NY REG SHS COM N07059210 769 8,210 SH   DFND 1 8,210 0 0
ASTRAZENECA PLC-SPONS ADR ADR 046353108 520 8,751 SH   DFND 1 8,751 0 0
AT&T INC COM 00206R102 530 15,070 SH   DFND 1 15,070 0 0
AUTONATION INC COM 05329W102 1,319 26,543 SH   DFND 1 26,543 0 0
AUTOZONE INC COM 053332102 1,382 2,892 SH   DFND 1 2,892 0 0
AUXILIUM PHARMACEUTICALS 1.500% 07/15/18 CVT BND 05334DAA5 11,063 10,000,000 PRN   DFND 1 10,000,000 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 2,610 49,352 SH   DFND 1 49,352 0 0
AVNET INC COM 053807103 292 6,619 SH   DFND 1 6,619 0 0
BANK OF AMERICA CORP COM 060505104 359 23,055 SH   DFND 1 23,055 0 0
BANK OF MONTREAL COM 063671101 322 4,830 SH   DFND 1 4,830 0 0
BANNER CORPORATION COM 06652V208 510 11,380 SH   DFND 1 11,242 0 138
BARNES GROUP INC COM 067806109 3,600 93,971 SH   DFND 1 93,799 0 172
Baxter International Inc COM 071813109 5,216 75,000 SH Call DFND 1 0 0 0
BAXTER INTERNATIONAL INC COM 071813109 6,210 89,281 SH   DFND 1 89,281 0 0
BBCN BANCORP INC COM 073295107 334 20,125 SH   DFND 1 19,881 0 244
BE AEROSPACE INC COM 073302101 2,022 23,229 SH   DFND 1 23,229 0 0
BEAM INC COM 073730103 3,226 47,391 SH   DFND 1 47,391 0 0
BECTON DICKINSON AND CO COM 075887109 2,252 20,379 SH   DFND 1 20,379 0 0
Best Buy Co., Inc. COM 086516101 997 25,000 SH Put DFND 1 0 0 0
BHP BILLITON LTD-SPON ADR ADR 088606108 378 5,540 SH   DFND 1 5,540 0 0
BIOGEN IDEC INC COM 09062X103 2,474 8,847 SH   DFND 1 8,847 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 283 4,029 SH   DFND 1 4,029 0 0
BioMarin Pharmaceutical Inc. COM 09061G101 704 10,000 SH Call DFND 1 0 0 0
BIOSCRIP INC COM 09069N108 168 22,781 SH   DFND 1 22,542 0 239
BOEING CO/THE COM 097023105 2,806 20,555 SH   DFND 1 20,555 0 0
Bon-Ton Stores Inc. COM 09776J101 457 28,300 SH Put DFND 1 0 0 0
Bon-Ton Stores Inc. COM 09776J101 2,682 165,900 SH Put DFND 1 0 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,900 35,754 SH   DFND 1 35,754 0 0
BRISTOW GROUP INC 3.000% 06/15/38 CVT BND 110394AC7 6,342 5,172,000 PRN   DFND 1 5,172,000 0 0
BRITISH AMERICAN TOB-SP ADR ADR 110448107 405 3,773 SH   DFND 1 3,773 0 0
BROOKDALE SENIOR LIVING INC COM 112463104 282 10,363 SH   DFND 1 10,363 0 0
BROOKFIELD RESIDENTIAL PROPE COM 11283W104 1,394 57,631 SH   DFND 1 57,494 0 137
BT GROUP PLC-SPON ADR ADR 05577E101 499 7,900 SH   DFND 1 7,900 0 0
BUNGE LTD COM G16962105 464 5,652 SH   DFND 1 5,652 0 0
CABOT OIL & GAS CORP COM 127097103 1,771 45,698 SH   DFND 1 45,698 0 0
CACI INTERNATIONAL INC 2.125% 05/01/14 CVT BND 127190AD8 10,983 8,200,000 PRN   DFND 1 8,200,000 0 0
CADENCE DESIGN SYS INC COM 127387108 5,614 400,419 SH   DFND 1 400,419 0 0
CAI INTERNATIONAL INC COM 12477X106 266 11,272 SH   DFND 1 11,136 0 136
CAPITAL SENIOR LIVING CORP COM 140475104 287 11,969 SH   DFND 1 11,823 0 146
CARDTRONICS INC COM 14161H108 2,675 61,547 SH   DFND 1 61,422 0 125
CARLISLE COS INC COM 142339100 1,484 18,689 SH   DFND 1 18,689 0 0
CARRIZO OIL & GAS INC COM 144577103 234 5,238 SH   DFND 1 5,174 0 64
CBL & ASSOCIATES PROPERTIES COM 124830100 256 14,225 SH   DFND 1 14,225 0 0
CECO ENVIRONMENTAL CORP COM 125141101 415 25,713 SH   DFND 1 25,417 0 296
CELGENE CORP COM 151020104 1,817 10,749 SH   DFND 1 10,749 0 0
CHARTER COMMUNICATION-A COM 16117M305 947 6,923 SH   DFND 1 6,923 0 0
CHECK POINT SOFTWARE TECH COM M22465104 876 13,596 SH   DFND 1 13,596 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 402 8,310 SH   DFND 1 8,207 0 103
CHESAPEAKE LODGING TRUST COM 165240102 305 12,075 SH   DFND 1 11,922 0 153
CHEVRON CORP COM 166764100 1,088 8,706 SH   DFND 1 8,706 0 0
CHICAGO BRIDGE & IRON CO NV COM 167250109 255 3,061 SH   DFND 1 3,061 0 0
CIENA CORP COM 171779309 2,258 94,363 SH   DFND 1 94,363 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,631 48,935 SH   DFND 1 48,935 0 0
CITIGROUP INC-CW18 COM 172967424 192,770 3,700,000 SH   DFND 1 3,700,000 0 0
CITIGROUP INC-CW19 COM 172967424 88,362 1,696,000 SH   DFND 1 1,696,000 0 0
CLEAN HARBORS INC COM 184496107 2,941 49,054 SH   DFND 1 49,054 0 0
CLEARWATER PAPER CORP COM 18538R103 209 3,979 SH   DFND 1 3,931 0 48
COBALT INTERNATIONAL ENERGY COM 19075F106 234 14,200 SH   DFND 1 14,200 0 0
COCA-COLA ENTERPRISES COM 19122T109 1,990 45,103 SH   DFND 1 45,103 0 0
COCA-COLA FEMSA SAB-SP ADR ADR 191241108 217 1,782 SH   DFND 1 1,782 0 0
COLGATE-PALMOLIVE CO COM 194162103 2,542 38,978 SH   DFND 1 38,978 0 0
COMCAST CORP-CLASS A COM 20030N101 3,825 73,612 SH   DFND 1 73,612 0 0
COMMSCOPE HOLDING CO INC COM 20337X109 552 29,197 SH   DFND 1 29,013 0 184
COMMUNITY HEALTH SYSTEMS INC COM 203668108 2,991 76,158 SH   DFND 1 76,158 0 0
COMVERSE INC COM 20585P105 316 8,152 SH   DFND 1 8,050 0 102
CORRECTIONS CORP OF AMERICA COM 22025Y407 1,013 31,594 SH   DFND 1 31,594 0 0
COSTCO WHOLESALE CORP COM 22160K105 3,864 32,464 SH   DFND 1 32,464 0 0
CREDIT SUISSE GROUP-SPON ADR ADR 225401108 211 6,800 SH   DFND 1 6,800 0 0
CROSSTEX ENERGY INC COM 22765Y104 378 10,451 SH   DFND 1 10,324 0 127
CSG SYSTEMS INTL INC COM 126349109 273 9,285 SH   DFND 1 9,173 0 112
CST BRANDS INC COM 12646R105 392 10,689 SH   DFND 1 10,561 0 128
CUBIST PHARMACEUTICALS 2.500% 11/01/17 CVT BND 229678AD9 462 190,000 PRN   DFND 1 190,000 0 0
CUMMINS INC COM 231021106 361 2,557 SH   DFND 1 2,557 0 0
CUMULUS MEDIA INC-CL A COM 231082108 384 49,585 SH   DFND 1 48,984 0 601
CYRUSONE INC COM 23283R100 254 11,388 SH   DFND 1 11,253 0 135
DANAHER CORP COM 235851102 3,076 39,842 SH   DFND 1 39,842 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 257 4,057 SH   DFND 1 4,057 0 0
DEAN FOODS CO COM 242370203 202 11,736 SH   DFND 1 11,594 0 142
DELPHI AUTOMOTIVE PLC COM G27823106 1,138 18,927 SH   DFND 1 18,927 0 0
DELTA AIR LINES INC COM 247361702 358 13,012 SH   DFND 1 13,012 0 0
DEUTSCHE BANK AG-REGISTERED COM D18190898 1,389 28,800 SH   DFND 1 28,800 0 0
DEXCOM INC COM 252131107 340 9,597 SH   DFND 1 9,480 0 117
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 377 2,850 SH   DFND 1 2,850 0 0
DIRECTV COM 25490A309 828 11,998 SH   DFND 1 11,998 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 5,808 103,802 SH   DFND 1 103,802 0 0
DOLLAR GENERAL CORP COM 256677105 224 3,710 SH   DFND 1 3,710 0 0
DONALDSON CO INC COM 257651109 1,454 33,452 SH   DFND 1 33,452 0 0
DRYSHIPS INC 5.000% 12/01/14 CVT BND 262498AB4 5,912 5,850,000 PRN   DFND 1 5,850,000 0 0
DTE ENERGY COMPANY COM 233331107 859 12,934 SH   DFND 1 12,934 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 1,564 32,444 SH   DFND 1 32,444 0 0
EASTMAN CHEMICAL CO COM 277432100 1,141 14,139 SH   DFND 1 14,139 0 0
EATON CORP PLC COM G29183103 280 3,685 SH   DFND 1 3,685 0 0
EATON VANCE CORP COM 278265103 1,144 26,756 SH   DFND 1 26,756 0 0
Eaton Vance Floating Rate Income Trust COM 278279104 5,401 353,668 SH   DFND 1 353,668 0 0
Eaton Vance Senior Income Trust COM 27826S103 6,693 968,586 SH   DFND 1 968,586 0 0
EL PASO ELECTRIC CO COM 283677854 290 8,267 SH   DFND 1 8,167 0 100
EMC CORP/MA COM 268648102 682 27,093 SH   DFND 1 27,093 0 0
ENDO HEALTH SOLUTIONS IN 1.750% 04/15/15 CVT BND 29264FAB2 34,753 15,000,000 PRN   DFND 1 15,000,000 0 0
EOG RESOURCES INC COM 26875P101 1,652 9,845 SH   DFND 1 9,845 0 0
EPL OIL & GAS INC COM 26883D108 1,663 58,348 SH   DFND 1 58,348 0 0
EQT CORP COM 26884L109 985 10,972 SH   DFND 1 10,972 0 0
EQUINIX INC COM 29444U502 1,651 9,305 SH   DFND 1 9,305 0 0
ERA GROUP INC COM 26885G109 226 7,337 SH   DFND 1 7,250 0 87
EVEREST RE GROUP LTD COM G3223R108 399 2,558 SH   DFND 1 2,558 0 0
EVERTEC INC COM 30040P103 2,422 98,231 SH   DFND 1 98,009 0 222
EXPRESS SCRIPTS HOLDING CO COM 30219G108 2,008 28,576 SH   DFND 1 28,576 0 0
FACEBOOK INC-A COM 30303M102 3,022 55,281 SH   DFND 1 55,281 0 0
FIDELITY & GUARANTY LIFE COM 315785105 216 11,402 SH   DFND 1 11,262 0 140
FIFTH & PACIFIC COS INC COM 316645100 270 8,399 SH   DFND 1 8,299 0 100
FINISAR CORPORATION COM 31787A507 1,340 56,000 SH   DFND 1 56,000 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 237 9,138 SH   DFND 1 9,026 0 112
FIRST MIDWEST BANCORP INC/IL COM 320867104 296 16,922 SH   DFND 1 16,717 0 205
FORESTAR GROUP INC COM 346233109 282 13,254 SH   DFND 1 13,093 0 161
FORTUNE BRANDS HOME & SECURI COM 34964C106 2,446 53,517 SH   DFND 1 53,517 0 0
FRESENIUS MEDICAL CARE-ADR ADR 358029106 571 16,042 SH   DFND 1 16,042 0 0
G & K SERVICES INC -CL A COM 361268105 497 7,997 SH   DFND 1 7,901 0 96
GARTNER INC COM 366651107 912 12,838 SH   DFND 1 12,838 0 0
GENCORP INC COM 368682100 433 23,993 SH   DFND 1 23,702 0 291
GENERAC HOLDINGS INC COM 368736104 532 9,408 SH   DFND 1 9,295 0 113
GENERAL CABLE CORP COM 369300108 2,168 73,700 SH   DFND 1 73,700 0 0
GENERAL DYNAMICS CORP COM 369550108 757 7,922 SH   DFND 1 7,922 0 0
GENERAL ELECTRIC CO COM 369604103 904 32,266 SH   DFND 1 32,266 0 0
GENERAL GROWTH PROPERTIES COM 370023103 315 15,702 SH   DFND 1 15,702 0 0
GENERAL MILLS INC COM 370334104 1,786 35,792 SH   DFND 1 35,792 0 0
GENERAL MOTORS CO COM 37045V100 5,961 145,851 SH   DFND 1 145,851 0 0
GENESEE & WYOMING INC-CL A COM 371559105 342 3,567 SH   DFND 1 3,525 0 42
GIANT INTERACTIVE GROUP-ADR ADR 374511103 471 41,920 SH   DFND 1 41,920 0 0
GILEAD SCIENCES INC COM 375558103 3,867 51,483 SH   DFND 1 51,483 0 0
GILEAD SCIENCES INC 1.000% 05/01/14 SR:C CVT BND 375558AN3 332 100,000 PRN   DFND 1 100,000 0 0
GOODRICH PETROLEUM CORP 5.000% 10/01/29 CVT BND 382410AC2 843 830,000 PRN   DFND 1 830,000 0 0
GOODRICH PETROLEUM CORP 5.000% 10/01/32 CVT BND 382410AG3 6,431 6,258,000 PRN   DFND 1 6,258,000 0 0
GOOGLE INC-CL A COM 38259P508 12,746 11,373 SH   DFND 1 11,373 0 0
GREENHILL & CO INC COM 395259104 315 5,434 SH   DFND 1 5,369 0 65
H&E EQUIPMENT SERVICES INC COM 404030108 386 13,040 SH   DFND 1 12,874 0 166
HALLIBURTON CO COM 406216101 1,163 22,908 SH   DFND 1 22,908 0 0
HANGER INC COM 41043F208 401 10,183 SH   DFND 1 10,056 0 127
HANOVER INSURANCE GROUP INC/ COM 410867105 1,809 30,308 SH   DFND 1 30,308 0 0
HARLEY-DAVIDSON INC COM 412822108 387 5,579 SH   DFND 1 5,579 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 4,328 119,478 SH   DFND 1 119,478 0 0
HCA HOLDINGS INC COM 40412C101 4,010 84,033 SH   DFND 1 84,033 0 0
HEADWATERS INC 2.500% 02/01/14 CVT BND 42210PAD4 1,191 1,200,000 PRN   DFND 1 1,200,000 0 0
HEADWATERS INC 8.750% 02/01/16 CVT BND 42210PAR3 8,490 7,825,000 PRN   DFND 1 7,825,000 0 0
HERSHEY CO/THE COM 427866108 2,646 27,208 SH   DFND 1 27,208 0 0
HILLTOP HOLDINGS INC COM 432748101 432 18,662 SH   DFND 1 18,436 0 226
HOLOGIC INC COM 436440101 281 12,572 SH   DFND 1 12,572 0 0
HOLOGIC INC FLT 12/15/37 SR:2010 CVT BND 436440AB7 395 339,000 PRN   DFND 1 339,000 0 0
HOLOGIC INC FLT 12/15/43 CVT BND 436440AG6 14,425 13,738,000 PRN   DFND 1 13,738,000 0 0
HOME DEPOT INC COM 437076102 8,413 102,172 SH   DFND 1 102,172 0 0
HONDA MOTOR CO LTD-SPONS ADR ADR 438128308 827 20,015 SH   DFND 1 20,015 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 2,646 28,955 SH   DFND 1 28,955 0 0
HOWARD HUGHES CORP/THE COM 44267D107 357 2,972 SH   DFND 1 2,972 0 0
HSBC HOLDINGS PLC-SPONS ADR ADR 404280406 472 8,560 SH   DFND 1 8,560 0 0
HUNTSMAN CORP COM 447011107 1,399 56,877 SH   DFND 1 56,877 0 0
IAC/INTERACTIVECORP COM 44919P508 260 3,786 SH   DFND 1 3,786 0 0
ICONIX BRAND GROUP INC 2.500% 06/01/16 CVT BND 451055AE7 234 170,000 PRN   DFND 1 170,000 0 0
IDEX CORP COM 45167R104 716 9,694 SH   DFND 1 9,694 0 0
ING GROEP N.V.-SPONSORED ADR ADR 456837103 2,696 192,450 SH   DFND 1 192,450 0 0
INGERSOLL-RAND PLC COM G47791101 1,529 24,824 SH   DFND 1 24,824 0 0
INSULET CORPORATION 3.750% 06/15/16 CVT BND 45784PAC5 26,680 18,165,000 PRN   DFND 1 18,165,000 0 0
INTEL CORP COM 458140100 2,051 79,014 SH   DFND 1 79,014 0 0
INTEL CORP 3.250% 08/01/39 CVT BND 458140AF7 333 245,000 PRN   DFND 1 245,000 0 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 6,013 26,737 SH   DFND 1 26,737 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,201 6,398 SH   DFND 1 6,398 0 0
INTUIT INC COM 461202103 275 3,602 SH   DFND 1 3,602 0 0
INVESCO LTD COM G491BT108 286 7,866 SH   DFND 1 7,866 0 0
ISHARES MSCI EAFE ETF COM 464287465 322 4,805 SH   DFND 1 4,805 0 0
iShares Nasdaq Biotechnology COM 464287556 2,952 13,000 SH Put DFND 1 0 0 0
ISHARES RUSSELL 1000 ETF COM 464287622 701 6,799 SH   DFND 1 6,799 0 0
iShares Russell 2000 COM 464287655 4,038 35,000 SH Put DFND 1 0 0 0
ISTAR FINANCIAL INC COM 45031U101 296 20,719 SH   DFND 1 20,467 0 252
ISTAR FINANCIAL INC 3.000% 11/15/16 CVT BND 45031UBR1 381 279,000 PRN   DFND 1 279,000 0 0
ITAU UNIBANCO HLDNG-PREF ADR ADR 465562106 246 18,110 SH   DFND 1 18,110 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 245 7,296 SH   DFND 1 7,296 0 0
JARDEN CORP COM 471109108 3,681 60,000 SH   DFND 1 60,000 0 0
JAZZ PHARMACEUTICALS PLC COM G50871105 1,279 10,105 SH   DFND 1 10,079 0 26
JINKOSOLAR HOLDING CO LT 4.000% 05/15/16 SR:144A CVT BND 47759TAA8 9,597 9,000,000 PRN   DFND 1 9,000,000 0 0
JM SMUCKER CO/THE COM 832696405 550 5,317 SH   DFND 1 5,317 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 289 9,827 SH   DFND 1 9,708 0 119
JOHNSON & JOHNSON COM 478160104 580 6,326 SH   DFND 1 6,326 0 0
JOY GLOBAL INC COM 481165108 1,624 27,760 SH   DFND 1 27,760 0 0
KAISER ALUMINUM CORP COM 483007704 241 3,431 SH   DFND 1 3,389 0 42
KANSAS CITY SOUTHERN COM 485170302 346 2,793 SH   DFND 1 2,793 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 1,995 35,717 SH   DFND 1 35,621 0 96
KB HOME 1.375% 02/01/19 CVT BND 48666KAS8 6,952 7,000,000 PRN   DFND 1 7,000,000 0 0
KEYCORP COM 493267108 621 46,253 SH   DFND 1 46,253 0 0
KRAFT FOODS GROUP INC COM 50076Q106 998 18,523 SH   DFND 1 18,523 0 0
LAM RESEARCH CORP COM 512807108 3,460 63,548 SH   DFND 1 63,548 0 0
LEAP WIRELESS INTL INC 4.500% 07/15/14 CVT BND 521863AL4 13,521 13,338,000 PRN   DFND 1 13,338,000 0 0
LEAR CORP COM 521865204 296 3,658 SH   DFND 1 3,658 0 0
LIBERTY GLOBAL PLC-A COM G5480U104 669 7,520 SH   DFND 1 7,520 0 0
LIFEPOINT HOSPITALS INC 3.500% 05/15/14 CVT BND 53219LAH2 598 550,000 PRN   DFND 1 550,000 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 1,467 20,557 SH   DFND 1 20,557 0 0
LINEAR TECHNOLOGY CORP COM 535678106 798 17,518 SH   DFND 1 17,518 0 0
LINEAR TECHNOLOGY CORP 3.000% 05/01/27 SR:A CVT BND 535678AC0 502 440,000 PRN   DFND 1 440,000 0 0
LINKEDIN CORP - A COM 53578A108 1,441 6,643 SH   DFND 1 6,643 0 0
LITHIA MOTORS INC-CL A COM 536797103 1,888 27,193 SH   DFND 1 27,091 0 102
LYONDELLBASELL INDU-CL A COM N53745100 5,520 68,749 SH   DFND 1 68,749 0 0
MACY'S INC COM 55616P104 1,903 35,632 SH   DFND 1 35,632 0 0
Macy's, Inc. COM 55616P104 2,242 42,000 SH Call DFND 1 0 0 0
Macy's, Inc. COM 55616P104 2,243 42,000 SH Put DFND 1 0 0 0
MANHATTAN ASSOCIATES INC COM 562750109 679 5,783 SH   DFND 1 5,711 0 72
MANNING & NAPIER INC COM 56382Q102 254 14,410 SH   DFND 1 14,236 0 174
MARRIOTT INTERNATIONAL -CL A COM 571903202 1,505 30,506 SH   DFND 1 30,506 0 0
MASTERCARD INC-CLASS A COM 57636Q104 4,328 5,180 SH   DFND 1 5,180 0 0
MCKESSON CORP COM 58155Q103 4,295 26,616 SH   DFND 1 26,616 0 0
MEDASSETS INC COM 584045108 559 28,200 SH   DFND 1 28,200 0 0
MEDICINES COMPANY 1.375% 06/01/17 CVT BND 584688AC9 19,953 13,330,000 PRN   DFND 1 13,330,000 0 0
MEDTRONIC INC COM 585055106 605 10,526 SH   DFND 1 10,526 0 0
MELLANOX TECHNOLOGIES LTD COM M51363113 1,830 45,795 SH   DFND 1 45,795 0 0
MENTOR GRAPHICS CORP COM 587200106 253 10,514 SH   DFND 1 10,388 0 126
MERCK & CO. INC. COM 58933Y105 936 18,698 SH   DFND 1 18,698 0 0
MERITOR INC COM 59001K100 476 45,701 SH   DFND 1 45,130 0 571
METHANEX CORP COM 59151K108 2,522 42,567 SH   DFND 1 42,567 0 0
METLIFE INC COM 59156R108 476 8,833 SH   DFND 1 8,833 0 0
MICHAEL KORS HOLDINGS LTD COM G60754101 4,327 53,294 SH   DFND 1 53,294 0 0
MICROSOFT CORP COM 594918104 9,547 255,191 SH   DFND 1 255,191 0 0
MINERALS TECHNOLOGIES INC COM 603158106 456 7,595 SH   DFND 1 7,499 0 96
MITSUBISHI UFJ FINL GRP-ADR ADR 606822104 261 39,070 SH   DFND 1 39,070 0 0
MIZUHO FINANCIAL GROUP-ADR ADR 60687Y109 138 31,610 SH   DFND 1 31,610 0 0
MOLINA HEALTHCARE INC 3.750% 10/01/14 SR:MOH CVT BND 60855RAA8 11,862 10,000,000 PRN   DFND 1 10,000,000 0 0
MONSANTO CO COM 61166W101 1,151 9,875 SH   DFND 1 9,875 0 0
MOODY'S CORP COM 615369105 1,718 21,894 SH   DFND 1 21,894 0 0
MORGANS HOTEL GROUP CO 2.375% 10/15/14 CVT BND 61748WAB4 5,546 5,718,000 PRN   DFND 1 5,718,000 0 0
MOVADO GROUP INC COM 624580106 319 7,228 SH   DFND 1 7,138 0 90
MRC GLOBAL INC COM 55345K103 1,271 39,398 SH   DFND 1 39,398 0 0
MUELLER WATER PRODUCTS INC-A COM 624758108 331 35,411 SH   DFND 1 34,968 0 443
MYERS INDUSTRIES INC COM 628464109 251 11,905 SH   DFND 1 11,771 0 134
MYLAN INC 3.750% 09/15/15 CVT BND 628530AJ6 410 125,000 PRN   DFND 1 125,000 0 0
NABORS INDUSTRIES LTD COM G6359F103 476 28,000 SH   DFND 1 28,000 0 0
Nabors Industries Ltd. COM G6359F103 680 40,000 SH Call DFND 1 0 0 0
NETAPP INC COM 64110D104 259 6,287 SH   DFND 1 6,287 0 0
NETSUITE INC COM 64118Q107 3,142 30,500 SH   DFND 1 30,500 0 0
NEW RESIDENTIAL INVESTMENT COM 64828T102 1,539 230,509 SH   DFND 1 229,748 0 761
NEWMONT MINING CORP COM 651639106 3,008 130,600 SH   DFND 1 130,600 0 0
NEWMONT MINING CORP 1.250% 07/15/14 SR:A CVT BND 651639AH9 15,540 15,550,000 PRN   DFND 1 15,550,000 0 0
Newmont Mining Corporation COM 651639106 1,267 55,000 SH Call DFND 1 0 0 0
Newmont Mining Corporation COM 651639106 1,267 55,000 SH Put DFND 1 0 0 0
NEWPORT CORP COM 651824104 189 10,507 SH   DFND 1 10,380 0 127
NIDEC CORPORATION-ADR ADR 654090109 572 23,164 SH   DFND 1 23,164 0 0
NIKE INC -CL B COM 654106103 2,016 25,638 SH   DFND 1 25,638 0 0
NOBLE ENERGY INC COM 655044105 2,352 34,526 SH   DFND 1 34,526 0 0
NORFOLK SOUTHERN CORP COM 655844108 712 7,671 SH   DFND 1 7,671 0 0
NOVARTIS AG-ADR ADR 66987V109 601 7,480 SH   DFND 1 7,480 0 0
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 461 2,498 SH   DFND 1 2,498 0 0
NQ Mobile Inc. COM 64118U108 515 35,000 SH Put DFND 1 0 0 0
NTT DOCOMO INC-SPON ADR ADR 62942M201 167 10,100 SH   DFND 1 10,100 0 0
NUCOR CORP COM 670346105 233 4,366 SH   DFND 1 4,366 0 0
NXP SEMICONDUCTORS NV COM N6596X109 516 11,250 SH   DFND 1 11,250 0 0
OASIS PETROLEUM INC COM 674215108 370 7,872 SH   DFND 1 7,777 0 95
OCEAN RIG UDW INC COM Y64354205 1,023 53,118 SH   DFND 1 53,118 0 0
OCEANEERING INTL INC COM 675232102 796 10,093 SH   DFND 1 10,093 0 0
OCWEN FINANCIAL CORP COM 675746309 6,318 113,942 SH   DFND 1 113,831 0 111
OLD REPUBLIC INTL CORP COM 680223104 2,059 119,204 SH   DFND 1 119,204 0 0
OMNICARE INC 3.250% 12/15/35 SR:OCR CVT BND 681904AL2 606 567,000 PRN   DFND 1 567,000 0 0
ON SEMICONDUCTOR CORP 2.625% 12/15/26 SR:B CVT BND 682189AH8 4,290 3,902,000 PRN   DFND 1 3,902,000 0 0
ORACLE CORP COM 68389X105 3,624 94,729 SH   DFND 1 94,729 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 2,516 19,548 SH   DFND 1 19,548 0 0
ORITANI FINANCIAL CORP COM 68633D103 233 14,516 SH   DFND 1 14,342 0 174
OWENS & MINOR INC COM 690732102 212 5,791 SH   DFND 1 5,719 0 72
OWENS-ILLINOIS INC COM 690768403 1,389 38,829 SH   DFND 1 38,829 0 0
PACCAR INC COM 693718108 255 4,312 SH   DFND 1 4,312 0 0
PACKAGING CORP OF AMERICA COM 695156109 2,407 38,045 SH   DFND 1 38,045 0 0
PACWEST BANCORP COM 695263103 3,369 79,791 SH   DFND 1 79,600 0 191
PARTNERRE LTD COM G6852T105 686 6,508 SH   DFND 1 6,508 0 0
PENN NATIONAL GAMING INC COM 707569109 254 17,690 SH   DFND 1 17,476 0 214
PENNYMAC FINANCIAL SERVICE-A COM 70932B101 413 23,558 SH   DFND 1 23,272 0 286
PEPSICO INC COM 713448108 3,134 37,791 SH   DFND 1 37,791 0 0
PERKINELMER INC COM 714046109 394 9,549 SH   DFND 1 9,549 0 0
PETSMART INC COM 716768106 643 8,832 SH   DFND 1 8,832 0 0
PFIZER INC COM 717081103 497 16,231 SH   DFND 1 16,231 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 4,796 55,040 SH   DFND 1 55,040 0 0
PHILLIPS 66 COM 718546104 612 7,928 SH   DFND 1 7,928 0 0
PINNACLE WEST CAPITAL COM 723484101 584 11,040 SH   DFND 1 11,040 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 1,408 7,651 SH   DFND 1 7,651 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 741 9,549 SH   DFND 1 9,549 0 0
PORTLAND GENERAL ELECTRIC CO COM 736508847 418 13,830 SH   DFND 1 13,663 0 167
PPG INDUSTRIES INC COM 693506107 2,560 13,499 SH   DFND 1 13,499 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 589 16,456 SH   DFND 1 16,257 0 199
PRICELINE.COM INC COM 741503403 11,868 10,210 SH   DFND 1 10,210 0 0
PRIMERICA INC COM 74164M108 476 11,100 SH   DFND 1 10,966 0 134
PRINCIPAL FINANCIAL GROUP COM 74251V102 1,746 35,414 SH   DFND 1 35,414 0 0
PROCTER & GAMBLE CO/THE COM 742718109 824 10,115 SH   DFND 1 10,115 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 1,433 15,530 SH   DFND 1 15,530 0 0
PRUDENTIAL PLC-ADR ADR 74435K204 813 18,055 SH   DFND 1 18,055 0 0
PTC INC COM 69370C100 3,069 86,702 SH   DFND 1 86,549 0 153
QUALCOMM INC COM 747525103 3,224 43,412 SH   DFND 1 43,412 0 0
QUANTA SERVICES INC COM 74762E102 988 31,290 SH   DFND 1 31,290 0 0
Quiksilver Inc. COM 74838C106 228 26,000 SH Call DFND 1 0 0 0
RADIAN GROUP INC 3.000% 11/15/17 CVT BND 750236AK7 355 250,000 PRN   DFND 1 250,000 0 0
RAIT FINANCIAL TRUST 4.000% 10/01/33 CVT BND 749227AB0 6,930 7,000,000 PRN   DFND 1 7,000,000 0 0
RALPH LAUREN CORP COM 751212101 1,136 6,436 SH   DFND 1 6,436 0 0
RAMBUS INC 5.000% 06/15/14 CVT BND 750917AC0 11,607 11,421,000 PRN   DFND 1 11,421,000 0 0
RANGE RESOURCES CORP COM 75281A109 344 4,074 SH   DFND 1 4,074 0 0
REGIONS FINANCIAL CORP COM 7591EP100 978 98,843 SH   DFND 1 98,843 0 0
REGIS CORP 5.000% 07/15/14 CVT BND 758932AA5 17,170 16,000,000 PRN   DFND 1 16,000,000 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 634 6,509 SH   DFND 1 6,509 0 0
RESTORATION HARDWARE HOLDING COM 761283100 2,492 37,021 SH   DFND 1 37,021 0 0
REYNOLDS AMERICAN INC COM 761713106 267 5,345 SH   DFND 1 5,345 0 0
RIO TINTO PLC-SPON ADR ADR 767204100 458 8,120 SH   DFND 1 8,120 0 0
Rite Aid Corporation COM 767754104 87 17,200 SH Call DFND 1 0 0 0
Rite Aid Corporation COM 767754104 810 160,000 SH Call DFND 1 0 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,252 19,060 SH   DFND 1 19,060 0 0
ROYAL DUTCH SHELL PLC-ADR ADR 780259107 659 8,780 SH   DFND 1 8,780 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 228 19,413 SH   DFND 1 19,170 0 243
RYANAIR HOLDINGS PLC-SP ADR ADR 783513104 764 16,288 SH   DFND 1 16,288 0 0
RYLAND GROUP 0.250% 06/01/19 CVT BND 783764AS2 10,264 11,000,000 PRN   DFND 1 11,000,000 0 0
RYLAND GROUP 1.625% 05/15/18 CVT BND 783764AQ6 35,061 23,000,000 PRN   DFND 1 23,000,000 0 0
SAFEWAY INC COM 786514208 228 7,000 SH   DFND 1 7,000 0 0
Safeway Inc. COM 786514208 489 15,000 SH Call DFND 1 0 0 0
SALIX PHARMACEUTICALS LT 1.500% 03/15/19 CVT BND 795435AE6 507 340,000 PRN   DFND 1 340,000 0 0
SALIX PHARMACEUTICALS LT 2.750% 05/15/15 CVT BND 795435AC0 25,040 12,727,000 PRN   DFND 1 12,727,000 0 0
SANDISK CORP 1.500% 08/15/17 CVT BND 80004CAD3 27,205 18,460,000 PRN   DFND 1 18,460,000 0 0
SANOFI-ADR ADR 80105N105 679 12,651 SH   DFND 1 12,651 0 0
SCHLUMBERGER LTD COM 806857108 2,886 32,031 SH   DFND 1 32,031 0 0
SCRIPPS NETWORKS INTER-CL A COM 811065101 1,442 16,683 SH   DFND 1 16,683 0 0
Sears Holdings Corporation COM 812350106 490 10,000 SH Put DFND 1 0 0 0
SEI INVESTMENTS COMPANY COM 784117103 272 7,846 SH   DFND 1 7,846 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 436 37,560 SH   DFND 1 37,105 0 455
SEMGROUP CORP-CLASS A COM 81663A105 1,662 25,478 SH   DFND 1 25,401 0 77
SENSATA TECHNOLOGIES HOLDING COM N7902X106 723 18,655 SH   DFND 1 18,655 0 0
SESA STERLITE LTD-ADR ADR 78413F103 159 12,114 SH   DFND 1 12,114 0 0
SHIRE PLC-ADR ADR 82481R106 402 2,850 SH   DFND 1 2,850 0 0
SIGNET JEWELERS LTD COM G81276100 2,697 34,269 SH   DFND 1 34,269 0 0
SILICON IMAGE INC COM 82705T102 251 40,760 SH   DFND 1 40,251 0 509
SIMON PROPERTY GROUP INC COM 828806109 691 4,543 SH   DFND 1 4,543 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 1,224 17,440 SH   DFND 1 17,440 0 0
SM ENERGY CO COM 78454L100 2,982 35,881 SH   DFND 1 35,881 0 0
SPANSION INC-CLASS A COM 84649R200 359 25,846 SH   DFND 1 25,534 0 312
SPDR S&P 500 COM 78462F103 10,158 55,000 SH Put DFND 1 0 0 0
STANDARD PACIFIC CORP 1.250% 08/01/32 CVT BND 85375CBC4 3,309 2,500,000 PRN   DFND 1 2,500,000 0 0
Staples, Inc. COM 855030102 318 20,000 SH Put DFND 1 0 0 0
Staples, Inc. COM 855030102 795 50,000 SH Put DFND 1 0 0 0
STARBUCKS CORP COM 855244109 3,717 47,420 SH   DFND 1 47,420 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 438 5,519 SH   DFND 1 5,519 0 0
STARWOOD PROPERTY TRUST 4.000% 01/15/19 CVT BND 85571BAB1 18,806 17,000,000 PRN   DFND 1 17,000,000 0 0
STARZ - A COM 85571Q102 456 15,580 SH   DFND 1 15,483 0 97
STATOIL ASA-SPON ADR ADR 85771P102 226 9,382 SH   DFND 1 9,382 0 0
STERIS CORP COM 859152100 243 5,063 SH   DFND 1 4,999 0 64
SUMITOMO MITSUI-SPONS ADR ADR 86562M209 528 50,370 SH   DFND 1 50,370 0 0
SUN HYDRAULICS CORP COM 866942105 338 8,287 SH   DFND 1 8,187 0 100
SUNCOKE ENERGY INC COM 86722A103 1,239 54,294 SH   DFND 1 54,156 0 138
SUNPOWER CORP 4.500% 03/15/15 CVT BND 867652AE9 9,804 7,000,000 PRN   DFND 1 7,000,000 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 281 10,559 SH   DFND 1 10,559 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 398 11,440 SH   DFND 1 11,295 0 145
SYNGENTA AG-ADR ADR 87160A100 299 3,730 SH   DFND 1 3,730 0 0
SYNNEX CORP COM 87162W100 412 6,112 SH   DFND 1 6,035 0 77
T ROWE PRICE GROUP INC COM 74144T108 3,226 38,511 SH   DFND 1 38,511 0 0
TAKE-TWO INTERACTIVE SOF 1.000% 07/01/18 CVT BND 874054AD1 11,218 10,515,000 PRN   DFND 1 10,515,000 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 518 16,207 SH   DFND 1 16,114 0 93
TEAM HEALTH HOLDINGS INC COM 87817A107 400 8,789 SH   DFND 1 8,679 0 110
TEEKAY CORP COM Y8564W103 633 13,186 SH   DFND 1 13,186 0 0
TESLA MOTORS INC 1.500% 06/01/18 CVT BND 88160RAA9 12,800 9,250,000 PRN   DFND 1 9,250,000 0 0
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 643 16,028 SH   DFND 1 16,028 0 0
TFS FINANCIAL CORP COM 87240R107 516 42,575 SH   DFND 1 42,575 0 0
THERAVANCE INC 2.125% 01/15/23 CVT BND 88338TAB0 15,482 10,650,000 PRN   DFND 1 10,650,000 0 0
TIBCO SOFTWARE INC COM 88632Q103 2,232 99,288 SH   DFND 1 99,288 0 0
TIFFANY & CO COM 886547108 576 6,205 SH   DFND 1 6,205 0 0
TIME WARNER CABLE COM 88732J207 2,424 17,891 SH   DFND 1 17,891 0 0
T-MOBILE US INC COM 872590104 290 8,619 SH   DFND 1 8,619 0 0
TORCHMARK CORP COM 891027104 464 5,927 SH   DFND 1 5,927 0 0
TORONTO-DOMINION BANK COM 891160509 209 2,212 SH   DFND 1 2,212 0 0
TOTAL SA-SPON ADR ADR 89151E109 482 7,870 SH   DFND 1 7,870 0 0
TOYOTA MOTOR CORP -SPON ADR ADR 892331307 771 6,326 SH   DFND 1 6,326 0 0
TRANSDIGM GROUP INC COM 893641100 1,704 10,579 SH   DFND 1 10,579 0 0
TREX COMPANY INC COM 89531P105 424 5,332 SH   DFND 1 5,267 0 65
TYSON FOODS INC-CL A COM 902494103 348 10,403 SH   DFND 1 10,403 0 0
UBS AG-REG COM 002489948 294 15,290 SH   DFND 1 15,290 0 0
UNILEVER PLC-SPONSORED ADR ADR 904767704 625 15,170 SH   DFND 1 15,170 0 0
UNION PACIFIC CORP COM 907818108 7,768 46,237 SH   DFND 1 46,237 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 402 22,642 SH   DFND 1 22,368 0 274
UNITED PARCEL SERVICE-CL B COM 911312106 605 5,758 SH   DFND 1 5,758 0 0
UNITED TECHNOLOGIES CORP COM 913017109 3,350 29,436 SH   DFND 1 29,436 0 0
UNIVERSAL AMERICAN CORP COM 91338E101 329 45,055 SH   DFND 1 44,495 0 560
UNIVERSAL CORP/VA COM 913456109 406 7,429 SH   DFND 1 7,397 0 32
VALEANT PHARMACEUTICALS INTE COM 91911K102 2,459 20,945 SH   DFND 1 20,945 0 0
VANTIV INC - CL A COM 92210H105 1,891 57,986 SH   DFND 1 57,986 0 0
VERIFONE SYSTEMS INC COM 92342Y109 333 12,410 SH   DFND 1 12,255 0 155
VERIZON COMMUNICATIONS INC COM 92343V104 3,268 66,508 SH   DFND 1 66,508 0 0
VF CORP COM 918204108 3,089 49,552 SH   DFND 1 49,552 0 0
VIACOM INC-CLASS B COM 92553P201 3,282 37,574 SH   DFND 1 37,574 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 334 1,670 SH   DFND 1 1,650 0 20
VISA INC-CLASS A SHARES COM 92826C839 3,672 16,492 SH   DFND 1 16,492 0 0
VISHAY PRECISION GROUP COM 92835K103 158 10,604 SH   DFND 1 10,474 0 130
VMWARE INC-CLASS A COM 928563402 1,004 11,196 SH   DFND 1 11,196 0 0
VODAFONE GROUP PLC-SP ADR ADR 92857W209 379 9,660 SH   DFND 1 9,660 0 0
WABCO HOLDINGS INC COM 92927K102 1,447 15,492 SH   DFND 1 15,492 0 0
WABTEC CORP COM 929740108 1,975 26,593 SH   DFND 1 26,593 0 0
WALGREEN CO COM 931422109 968 16,850 SH   DFND 1 16,850 0 0
WALT DISNEY CO/THE COM 254687106 3,210 42,014 SH   DFND 1 42,014 0 0
WASTE MANAGEMENT INC COM 94106L109 918 20,450 SH   DFND 1 20,450 0 0
WATSCO INC COM 942622200 409 4,254 SH   DFND 1 4,204 0 50
WEB.COM GROUP INC 1.000% 08/15/18 CVT BND 94733AAA2 21,828 19,380,000 PRN   DFND 1 19,380,000 0 0
Weight Watchers International, Inc. COM 948626106 2,223 67,500 SH Put DFND 1 0 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 442 6,271 SH   DFND 1 6,194 0 77
WELLPOINT INC 2.750% 10/15/42 CVT BND 94973VBG1 13,538 10,000,000 PRN   DFND 1 10,000,000 0 0
WELLS FARGO & CO COM 949746101 1,254 27,637 SH   DFND 1 27,637 0 0
WESCO INTERNATIONAL INC COM 95082P105 368 4,043 SH   DFND 1 4,043 0 0
WESTERN DIGITAL CORP COM 958102105 492 5,859 SH   DFND 1 5,859 0 0
WESTLAKE CHEMICAL CORP COM 960413102 2,391 19,586 SH   DFND 1 19,542 0 44
WEX INC COM 96208T104 383 3,864 SH   DFND 1 3,817 0 47
WHIRLPOOL CORP COM 963320106 6,023 38,395 SH   DFND 1 38,395 0 0
WHITEWAVE FOODS CO - CL A COM 966244105 2,290 99,811 SH   DFND 1 99,596 0 215
WHOLE FOODS MARKET INC COM 966837106 1,741 30,098 SH   DFND 1 30,098 0 0
WINTRUST FINANCIAL CORP COM 97650W108 264 5,732 SH   DFND 1 5,662 0 70
WISCONSIN ENERGY CORP COM 976657106 513 12,416 SH   DFND 1 12,416 0 0
WOLVERINE WORLD WIDE INC COM 978097103 374 11,008 SH   DFND 1 10,877 0 131
WORLD FUEL SERVICES CORP COM 981475106 382 8,833 SH   DFND 1 8,833 0 0
WPP PLC-SPONSORED ADR ADR 92937A102 874 7,612 SH   DFND 1 7,612 0 0
WR BERKLEY CORP COM 084423102 329 7,570 SH   DFND 1 7,570 0 0
WR GRACE & CO COM 38388F108 2,074 20,985 SH   DFND 1 20,985 0 0
WUXI PHARMATECH INC-ADR ADR 929352102 398 10,364 SH   DFND 1 10,364 0 0
WW GRAINGER INC COM 384802104 305 1,196 SH   DFND 1 1,196 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,922 26,082 SH   DFND 1 26,082 0 0
XEROX CORP COM 984121103 248 20,371 SH   DFND 1 20,371 0 0
XILINX INC COM 983919101 1,257 27,384 SH   DFND 1 27,384 0 0
XL GROUP PLC COM G98290102 787 24,717 SH   DFND 1 24,717 0 0
YANDEX NV-A COM N97284108 246 5,710 SH   DFND 1 5,710 0 0
ZALE CORP COM 988858106 242 15,370 SH   DFND 1 15,183 0 187
ZIMMER HOLDINGS INC COM 98956P102 356 3,817 SH   DFND 1 3,817 0 0