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
ABBVIE INC COM 00287Y109 2,704 52,624 SH   DFND 1 52,624 0 0
ACTAVIS PLC COM G0083B108 10,037 48,758 SH   DFND 1 48,758 0 0
ACTIVISION BLIZZARD INC COM 00507V109 327 16,000 SH   DFND 1 16,000 0 0
ACTUANT CORP-A COM 00508X203 758 22,207 SH   DFND 1 22,075 0 132
AFFILIATED MANAGERS GROUP COM 008252108 2,990 14,945 SH   DFND 1 14,945 0 0
AGL RESOURCES INC COM 001204106 368 7,523 SH   DFND 1 7,523 0 0
AK STEEL CORP 5.000% 11/15/19 CVT BND 001546AP5 8,369 5,500,000 PRN   DFND 1 5,500,000 0 0
ALERE INC COM 01449J105 1,600 46,588 SH   DFND 1 46,588 0 0
ALERE INC 3.000% 05/15/16 CVT BND 01449JAA3 220 200,000 PRN   DFND 1 200,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,355 8,907 SH   DFND 1 8,907 0 0
ALLEGION PLC COM G0176J109 1,098 21,049 SH   DFND 1 21,049 0 0
ALLERGAN INC COM 018490102 4,272 34,420 SH   DFND 1 34,420 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 353 1,296 SH   DFND 1 1,296 0 0
ALLOT COMMUNICATIONS LTD COM M0854Q105 290 21,543 SH   DFND 1 21,414 0 129
ALTRIA GROUP INC COM 02209S103 441 11,772 SH   DFND 1 11,772 0 0
AMAZON.COM INC COM 023135106 7,724 22,962 SH   DFND 1 22,962 0 0
AMDOCS LTD COM G02602103 4,452 95,819 SH   DFND 1 95,819 0 0
AMEREN CORPORATION COM 023608102 269 6,518 SH   DFND 1 6,518 0 0
AMERICAN CAPITAL LTD COM 02503Y103 372 23,547 SH   DFND 1 23,547 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 801 65,425 SH   DFND 1 65,425 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 2,313 97,926 SH   DFND 1 97,640 0 286
AMERICAN REALTY CAP PROP 3.000% 08/01/18 CVT BND 02917TAA2 11,435 10,750,000 PRN   DFND 1 10,750,000 0 0
AMERICAN REALTY CAP PROP 3.750% 12/15/20 CVT BND 02917TAB0 8,700 8,000,000 PRN   DFND 1 8,000,000 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 4,834 43,919 SH   DFND 1 43,919 0 0
AMERISOURCEBERGEN CORP COM 03073E105 382 5,821 SH   DFND 1 5,821 0 0
AMETEK INC COM 031100100 5,728 111,253 SH   DFND 1 111,253 0 0
AMGEN INC COM 031162100 4,095 33,198 SH   DFND 1 33,198 0 0
AMPHENOL CORP-CL A COM 032095101 422 4,605 SH   DFND 1 4,605 0 0
ANIXTER INTERNATIONAL INC COM 035290105 350 3,451 SH   DFND 1 3,431 0 20
ANNALY CAPITAL MGMT 5.000% 05/15/15 CVT BND 035710AB8 3,994 3,901,000 PRN   DFND 1 3,901,000 0 0
APPLE INC COM 037833100 12,974 24,172 SH   DFND 1 24,172 0 0
APPLIED MATERIALS INC COM 038222105 349 17,084 SH   DFND 1 17,084 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 707 15,412 SH   DFND 1 15,319 0 93
ASCENT CAPITAL GROUP INC-A COM 043632108 634 8,381 SH   DFND 1 8,331 0 50
ASPEN TECHNOLOGY INC COM 045327103 533 12,582 SH   DFND 1 12,506 0 76
AT&T INC COM 00206R102 355 10,112 SH   DFND 1 10,112 0 0
AUTOZONE INC COM 053332102 2,345 4,367 SH   DFND 1 4,367 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 3,555 55,189 SH   DFND 1 55,189 0 0
AVNET INC COM 053807103 337 7,253 SH   DFND 1 7,253 0 0
Avon Products Inc. COM 054303102 549 37,500 SH Call DFND 1 0 0 0
Avon Products Inc. COM 054303102 549 37,500 SH Put DFND 1 0 0 0
BANK OF AMERICA CORP COM 060505104 1,242 72,172 SH   DFND 1 72,172 0 0
BANNER CORPORATION COM 06652V208 926 22,452 SH   DFND 1 22,318 0 134
BARNES GROUP INC COM 067806109 4,118 107,053 SH   DFND 1 106,886 0 167
BAXTER INTERNATIONAL INC COM 071813109 6,050 82,219 SH   DFND 1 82,219 0 0
BBCN BANCORP INC COM 073295107 683 39,860 SH   DFND 1 39,622 0 238
BE AEROSPACE INC COM 073302101 2,342 26,979 SH   DFND 1 26,979 0 0
BECTON DICKINSON AND CO COM 075887109 1,486 12,697 SH   DFND 1 12,697 0 0
BIOGEN IDEC INC COM 09062X103 3,483 11,388 SH   DFND 1 11,388 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 301 4,414 SH   DFND 1 4,414 0 0
BIOSCRIP INC COM 09069N108 297 42,562 SH   DFND 1 42,308 0 254
BOEING CO/THE COM 097023105 2,558 20,384 SH   DFND 1 20,384 0 0
BORGWARNER INC COM 099724106 379 6,177 SH   DFND 1 6,177 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 2,041 39,282 SH   DFND 1 39,282 0 0
BRISTOW GROUP INC 3.000% 06/15/38 CVT BND 110394AC7 6,404 5,172,000 PRN   DFND 1 5,172,000 0 0
BROOKFIELD RESIDENTIAL PROPE COM 11283W104 554 26,408 SH   DFND 1 26,275 0 133
BRUNSWICK CORP COM 117043109 354 7,812 SH   DFND 1 7,766 0 46
BUNGE LTD COM G16962105 527 6,627 SH   DFND 1 6,627 0 0
CADENCE DESIGN SYS INC COM 127387108 5,857 376,905 SH   DFND 1 376,905 0 0
CAESARSTONE SDOT-YAM LTD COM M20598104 2,271 41,767 SH   DFND 1 41,767 0 0
CAI INTERNATIONAL INC COM 12477X106 549 22,246 SH   DFND 1 22,113 0 133
CAPITAL ONE FINANCIAL CORP COM 14040H105 2,192 28,408 SH   DFND 1 28,408 0 0
CAPITAL SENIOR LIVING CORP COM 140475104 373 14,338 SH   DFND 1 14,251 0 87
CARDTRONICS INC COM 14161H108 781 20,105 SH   DFND 1 19,983 0 122
CARLISLE COS INC COM 142339100 1,629 20,524 SH   DFND 1 20,524 0 0
CARRIZO OIL & GAS INC COM 144577103 701 13,113 SH   DFND 1 13,035 0 78
CBRE GROUP INC - A COM 12504L109 1,141 41,584 SH   DFND 1 41,584 0 0
CECO ENVIRONMENTAL CORP COM 125141101 799 48,184 SH   DFND 1 47,896 0 288
CELGENE CORP COM 151020104 1,648 11,809 SH   DFND 1 11,809 0 0
CENTERPOINT ENERGY INC COM 15189T107 209 8,830 SH   DFND 1 8,830 0 0
CHECK POINT SOFTWARE TECH COM M22465104 1,607 23,769 SH   DFND 1 23,769 0 0
CHENIERE ENERGY INC COM 16411R208 706 12,754 SH   DFND 1 12,754 0 0
CHESAPEAKE LODGING TRUST COM 165240102 697 27,101 SH   DFND 1 26,943 0 158
CHEVRON CORP COM 166764100 776 6,521 SH   DFND 1 6,521 0 0
CHICAGO BRIDGE & IRON CO NV COM 167250109 218 2,510 SH   DFND 1 2,510 0 0
CHIQUITA BRANDS INTL COM 170032809 1,883 151,244 SH   DFND 1 151,244 0 0
CIENA CORP COM 171779309 2,317 101,903 SH   DFND 1 101,903 0 0
CIENA CORP 0.875% 06/15/17 CVT BND 171779AE1 305 300,000 PRN   DFND 1 300,000 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,200 41,380 SH   DFND 1 41,380 0 0
CITIGROUP INC-CW18 COM 172967234 183 3,700,000 SH   DFND 1 3,700,000 0 0
CITIGROUP INC-CW19 COM 172967226 900 1,401,250 SH   DFND 1 1,401,250 0 0
CLEAN HARBORS INC COM 184496107 1,618 29,538 SH   DFND 1 29,538 0 0
CLEARWATER PAPER CORP COM 18538R103 493 7,865 SH   DFND 1 7,818 0 47
CLUBCORP HOLDINGS INC COM 18948M108 3,316 175,471 SH   DFND 1 175,338 0 133
Coach, Inc COM 189754104 546 11,000 SH Put DFND 1 0 0 0
COCA-COLA CO/THE COM 191216100 725 18,749 SH   DFND 1 18,749 0 0
COCA-COLA ENTERPRISES COM 19122T109 2,706 56,658 SH   DFND 1 56,658 0 0
COGNIZANT TECH SOLUTIONS-A COM 192446102 1,477 29,189 SH   DFND 1 29,189 0 0
COLGATE-PALMOLIVE CO COM 194162103 3,031 46,716 SH   DFND 1 46,716 0 0
COMCAST CORP-CLASS A COM 20030N101 5,477 109,438 SH   DFND 1 109,438 0 0
COMMSCOPE HOLDING CO INC COM 20337X109 3,173 128,557 SH   DFND 1 128,332 0 225
COMMUNITY HEALTH SYSTEMS INC COM 203668108 2,679 68,403 SH   DFND 1 68,403 0 0
COMVERSE INC COM 20585P105 559 16,160 SH   DFND 1 16,061 0 99
COSTCO WHOLESALE CORP COM 22160K105 4,070 36,448 SH   DFND 1 36,448 0 0
CSG SYSTEMS INTL INC COM 126349109 479 18,399 SH   DFND 1 18,290 0 109
CST BRANDS INC COM 12646R105 658 21,068 SH   DFND 1 20,943 0 125
CUBIST PHARMACEUTICALS 2.500% 11/01/17 CVT BND 229678AD9 485 190,000 PRN   DFND 1 190,000 0 0
CUMMINS INC COM 231021106 1,019 6,842 SH   DFND 1 6,842 0 0
CUMULUS MEDIA INC-CL A COM 231082108 800 115,604 SH   DFND 1 114,918 0 686
DANAHER CORP COM 235851102 3,482 46,423 SH   DFND 1 46,423 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 306 4,446 SH   DFND 1 4,446 0 0
DEALERTRACK TECHNOLOGIES 1.500% 03/15/17 CVT BND 242309AB8 24,119 17,000,000 PRN   DFND 1 17,000,000 0 0
DEAN FOODS CO COM 242370203 466 30,131 SH   DFND 1 29,951 0 180
DELPHI AUTOMOTIVE PLC COM G27823106 2,513 37,023 SH   DFND 1 37,023 0 0
DELTA AIR LINES INC COM 247361702 494 14,253 SH   DFND 1 14,253 0 0
DEUTSCHE BANK AG-REGISTERED COM D18190898 1,214 27,090 SH   DFND 1 27,090 0 0
DEXCOM INC COM 252131107 783 18,919 SH   DFND 1 18,805 0 114
DHT HOLDINGS INC COM Y2065G121 383 49,282 SH   DFND 1 48,989 0 293
DIAMONDROCK HOSPITALITY CO COM 252784301 791 67,362 SH   DFND 1 66,962 0 400
DIRECTV COM 25490A309 1,008 13,193 SH   DFND 1 13,193 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 6,147 105,643 SH   DFND 1 105,643 0 0
DOLLAR GENERAL CORP COM 256677105 225 4,066 SH   DFND 1 4,066 0 0
DONALDSON CO INC COM 257651109 1,558 36,754 SH   DFND 1 36,754 0 0
DR HORTON INC COM 23331A109 343 15,834 SH   DFND 1 15,834 0 0
DRYSHIPS INC 5.000% 12/01/14 CVT BND 262498AB4 21,089 21,329,000 PRN   DFND 1 21,329,000 0 0
DTE ENERGY COMPANY COM 233331107 956 12,872 SH   DFND 1 12,872 0 0
DUKE REALTY CORP COM 264411505 348 20,606 SH   DFND 1 20,606 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 1,787 35,609 SH   DFND 1 35,609 0 0
EASTGROUP PROPERTIES INC COM 277276101 233 3,699 SH   DFND 1 3,699 0 0
EATON CORP PLC COM G29183103 3,299 43,922 SH   DFND 1 43,922 0 0
Eaton Vance Floating Rate Income Trust COM 278279104 5,553 353,668 SH   DFND 1 353,668 0 0
Eaton Vance Senior Income Trust COM 27826S103 6,819 968,586 SH   DFND 1 968,586 0 0
EL PASO ELECTRIC CO COM 283677854 580 16,227 SH   DFND 1 16,130 0 97
EMC CORP/MA COM 268648102 676 24,652 SH   DFND 1 24,652 0 0
ENLINK MIDSTREAM LLC COM 29336T100 478 14,096 SH   DFND 1 14,012 0 84
EOG RESOURCES INC COM 26875P101 1,998 10,247 SH   DFND 1 10,247 0 0
EQT CORP COM 26884L109 1,675 17,271 SH   DFND 1 17,271 0 0
EQUINIX INC COM 29444U502 4,376 23,674 SH   DFND 1 23,674 0 0
ERA GROUP INC COM 26885G109 423 14,452 SH   DFND 1 14,367 0 85
EVEREST RE GROUP LTD COM G3223R108 371 2,419 SH   DFND 1 2,419 0 0
EVERTEC INC COM 30040P103 2,754 111,508 SH   DFND 1 111,292 0 216
EXPRESS SCRIPTS HOLDING CO COM 30219G108 2,242 29,846 SH   DFND 1 29,846 0 0
F5 NETWORKS INC COM 315616102 3,665 34,369 SH   DFND 1 34,369 0 0
FACEBOOK INC-A COM 30303M102 4,648 77,164 SH   DFND 1 77,164 0 0
FAIRPOINT COMMUNICATIONS INC COM 305560302 503 37,000 SH   DFND 1 37,000 0 0
FIDELITY & GUARANTY LIFE COM 315785105 941 39,867 SH   DFND 1 39,628 0 239
FINISAR CORPORATION COM 31787A507 4,277 161,327 SH   DFND 1 161,265 0 62
FIRST DEFIANCE FINL CORP COM 32006W106 492 18,133 SH   DFND 1 18,024 0 109
FLEETCOR TECHNOLOGIES INC COM 339041105 3,728 32,388 SH   DFND 1 32,388 0 0
FLUIDIGM CORP 2.750% 02/01/34 CVT BND 34385PAA6 7,214 6,325,000 PRN   DFND 1 6,325,000 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 208 4,952 SH   DFND 1 4,952 0 0
G & K SERVICES INC -CL A COM 361268105 961 15,713 SH   DFND 1 15,620 0 93
GENCORP INC COM 368682100 868 47,489 SH   DFND 1 47,206 0 283
GENERAC HOLDINGS INC COM 368736104 1,097 18,603 SH   DFND 1 18,492 0 111
GENERAL DYNAMICS CORP COM 369550108 817 7,501 SH   DFND 1 7,501 0 0
GENERAL ELECTRIC CO COM 369604103 281 10,876 SH   DFND 1 10,876 0 0
GENERAL MILLS INC COM 370334104 2,290 44,201 SH   DFND 1 44,201 0 0
GENERAL MOTORS CO COM 37045V100 1,840 53,478 SH   DFND 1 53,478 0 0
GENESEE & WYOMING INC-CL A COM 371559105 686 7,047 SH   DFND 1 7,006 0 41
GILEAD SCIENCES INC COM 375558103 3,826 53,984 SH   DFND 1 53,984 0 0
GILEAD SCIENCES INC 1.000% 05/01/14 SR:C CVT BND 375558AN3 313 100,000 PRN   DFND 1 100,000 0 0
GOODRICH PETROLEUM CORP 5.000% 10/01/32 CVT BND 382410AG3 5,409 5,258,000 PRN   DFND 1 5,258,000 0 0
GOOGLE INC-CL A COM 38259P508 14,542 13,048 SH   DFND 1 13,048 0 0
GREENHILL & CO INC COM 395259104 556 10,703 SH   DFND 1 10,639 0 64
H&E EQUIPMENT SERVICES INC COM 404030108 1,043 25,776 SH   DFND 1 25,615 0 161
HALLIBURTON CO COM 406216101 1,826 31,006 SH   DFND 1 31,006 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 2,046 33,301 SH   DFND 1 33,301 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 3,651 103,515 SH   DFND 1 103,515 0 0
HCA HOLDINGS INC COM 40412C101 4,863 92,628 SH   DFND 1 92,628 0 0
HEADWATERS INC 8.750% 02/01/16 CVT BND 42210PAR3 8,461 7,825,000 PRN   DFND 1 7,825,000 0 0
HEALTH CARE REIT INC COM 42217K106 241 4,037 SH   DFND 1 4,037 0 0
HEALTHCARE TRUST OF AME-CL A COM 42225P105 441 38,721 SH   DFND 1 38,721 0 0
HEALTHWAYS INC 1.500% 07/01/18 CVT BND 422245AB6 8,461 7,875,000 PRN   DFND 1 7,875,000 0 0
HELMERICH & PAYNE COM 423452101 2,225 20,687 SH   DFND 1 20,687 0 0
HERSHEY CO/THE COM 427866108 3,268 31,303 SH   DFND 1 31,303 0 0
HILLTOP HOLDINGS INC COM 432748101 3,231 135,824 SH   DFND 1 135,555 0 269
HOLOGIC INC FLT 12/15/37 SR:2010 CVT BND 436440AB7 388 339,000 PRN   DFND 1 339,000 0 0
HOLOGIC INC FLT 12/15/43 CVT BND 436440AG6 14,670 13,807,000 PRN   DFND 1 13,807,000 0 0
HOME DEPOT INC COM 437076102 7,333 92,674 SH   DFND 1 92,674 0 0
HOMEAWAY INC COM 43739Q100 1,740 46,200 SH   DFND 1 46,200 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 2,820 30,402 SH   DFND 1 30,402 0 0
HOWARD HUGHES CORP/THE COM 44267D107 465 3,258 SH   DFND 1 3,258 0 0
HUNTSMAN CORP COM 447011107 1,580 64,694 SH   DFND 1 64,694 0 0
IAC/INTERACTIVECORP COM 44919P508 296 4,147 SH   DFND 1 4,147 0 0
ICONIX BRAND GROUP INC 2.500% 06/01/16 CVT BND 451055AE7 231 170,000 PRN   DFND 1 170,000 0 0
IDEX CORP COM 45167R104 1,053 14,446 SH   DFND 1 14,446 0 0
ING GROEP N.V.-SPONSORED ADR ADR 456837103 975 68,436 SH   DFND 1 68,436 0 0
INGERSOLL-RAND PLC COM G47791101 381 6,647 SH   DFND 1 6,647 0 0
INSULET CORP COM 45784P101 517 10,914 SH   DFND 1 10,848 0 66
INTEL CORP COM 458140100 2,367 91,707 SH   DFND 1 91,707 0 0
INTEL CORP 3.250% 08/01/39 CVT BND 458140AF7 343 245,000 PRN   DFND 1 245,000 0 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 4,731 23,914 SH   DFND 1 23,914 0 0
INTERMUNE INC 2.500% 09/15/18 CVT BND 45884XAE3 8,999 7,000,000 PRN   DFND 1 7,000,000 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,299 6,748 SH   DFND 1 6,748 0 0
INVESCO LTD COM G491BT108 230 6,216 SH   DFND 1 6,216 0 0
ISHARES MSCI EAFE ETF COM 464287465 323 4,805 SH   DFND 1 4,805 0 0
ISHARES RUSSELL 1000 GROWTH COM 464287614 756 8,731 SH   DFND 1 8,731 0 0
ISIS PHARMACEUTICALS INC COM 464330109 250 5,790 SH   DFND 1 5,756 0 34
ISTAR FINANCIAL INC COM 45031U101 802 54,348 SH   DFND 1 54,025 0 323
ISTAR FINANCIAL INC 3.000% 11/15/16 CVT BND 45031UBR1 394 279,000 PRN   DFND 1 279,000 0 0
JAZZ PHARMACEUTICALS PLC COM G50871105 733 5,288 SH   DFND 1 5,274 0 14
JOHN BEAN TECHNOLOGIES CORP COM 477839104 577 18,684 SH   DFND 1 18,569 0 115
JOHNSON & JOHNSON COM 478160104 589 5,993 SH   DFND 1 5,993 0 0
JOY GLOBAL INC COM 481165108 1,164 20,071 SH   DFND 1 20,071 0 0
KANSAS CITY SOUTHERN COM 485170302 3,176 31,122 SH   DFND 1 31,122 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 2,838 98,401 SH   DFND 1 98,215 0 186
KATE SPADE & CO COM 485865109 606 16,350 SH   DFND 1 16,252 0 98
KB HOME COM 48666K109 2,287 134,600 SH   DFND 1 134,600 0 0
KEYCORP COM 493267108 568 39,850 SH   DFND 1 39,850 0 0
KRAFT FOODS GROUP INC COM 50076Q106 3,106 55,368 SH   DFND 1 55,368 0 0
LAM RESEARCH CORP COM 512807108 3,358 61,050 SH   DFND 1 61,050 0 0
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 315 7,722 SH   DFND 1 7,722 0 0
LIFEPOINT HOSPITALS INC 3.500% 05/15/14 CVT BND 53219LAH2 584 550,000 PRN   DFND 1 550,000 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 1,626 22,585 SH   DFND 1 22,585 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2,797 57,448 SH   DFND 1 57,448 0 0
LINEAR TECHNOLOGY CORP 3.000% 05/01/27 SR:A CVT BND 535678AC0 578 484,000 PRN   DFND 1 484,000 0 0
LINKEDIN CORP - A COM 53578A108 1,638 8,859 SH   DFND 1 8,859 0 0
LITHIA MOTORS INC-CL A COM 536797103 3,320 49,953 SH   DFND 1 49,853 0 100
LYONDELLBASELL INDU-CL A COM N53745100 6,300 70,835 SH   DFND 1 70,835 0 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 474 23,054 SH   DFND 1 22,907 0 147
MACY'S INC COM 55616P104 2,367 39,913 SH   DFND 1 39,913 0 0
MALLINCKRODT PLC COM G5785G107 587 9,261 SH   DFND 1 9,205 0 56
MANHATTAN ASSOCIATES INC COM 562750109 1,173 33,481 SH   DFND 1 33,281 0 200
MANNING & NAPIER INC COM 56382Q102 477 28,426 SH   DFND 1 28,257 0 169
MARIN SOFTWARE INC COM 56804T106 501 47,351 SH   DFND 1 47,351 0 0
MARRIOTT INTERNATIONAL -CL A COM 571903202 1,877 33,514 SH   DFND 1 33,514 0 0
MARRIOTT VACATIONS WORLD COM 57164Y107 591 10,571 SH   DFND 1 10,508 0 63
MASTERCARD INC-CLASS A COM 57636Q104 7,257 97,145 SH   DFND 1 97,145 0 0
MCKESSON CORP COM 58155Q103 4,989 28,256 SH   DFND 1 28,256 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,054 12,676 SH   DFND 1 12,676 0 0
MEDASSETS INC COM 584045108 1,707 69,062 SH   DFND 1 69,062 0 0
MEDICINES COMPANY 1.375% 06/01/17 CVT BND 584688AC9 30,950 25,330,000 PRN   DFND 1 25,330,000 0 0
MEDIVATION INC 2.625% 04/01/17 CVT BND 58501NAA9 16,395 11,500,000 PRN   DFND 1 11,500,000 0 0
MEDTRONIC INC COM 585055106 322 5,225 SH   DFND 1 5,225 0 0
MELLANOX TECHNOLOGIES LTD COM M51363113 2,882 73,659 SH   DFND 1 73,659 0 0
MENTOR GRAPHICS CORP COM 587200106 456 20,682 SH   DFND 1 20,560 0 122
MERCK & CO. INC. COM 58933Y105 1,006 17,709 SH   DFND 1 17,709 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 404 28,258 SH   DFND 1 28,083 0 175
MERITOR INC COM 59001K100 673 54,984 SH   DFND 1 54,656 0 328
METHANEX CORP COM 59151K108 4,438 69,407 SH   DFND 1 69,348 0 59
MICHAEL KORS HOLDINGS LTD COM G60754101 2,704 28,986 SH   DFND 1 28,986 0 0
MICRON TECHNOLOGY INC COM 595112103 3,564 150,637 SH   DFND 1 150,637 0 0
MICROSOFT CORP COM 594918104 10,684 260,636 SH   DFND 1 260,636 0 0
MINERALS TECHNOLOGIES INC COM 603158106 970 15,017 SH   DFND 1 14,924 0 93
MOLINA HEALTHCARE INC 3.750% 10/01/14 SR:MOH CVT BND 60855RAA8 7,418 6,000,000 PRN   DFND 1 6,000,000 0 0
MONSANTO CO COM 61166W101 1,234 10,849 SH   DFND 1 10,849 0 0
MONSTER BEVERAGE CORP COM 611740101 243 3,486 SH   DFND 1 3,486 0 0
MOODY'S CORP COM 615369105 1,907 24,043 SH   DFND 1 24,043 0 0
MORGANS HOTEL GROUP CO 2.375% 10/15/14 CVT BND 61748WAB4 8,631 8,718,000 PRN   DFND 1 8,718,000 0 0
MOVADO GROUP INC COM 624580106 719 15,792 SH   DFND 1 15,698 0 94
MUELLER WATER PRODUCTS INC-A COM 624758108 661 69,530 SH   DFND 1 69,099 0 431
MYERS INDUSTRIES INC COM 628464109 447 22,457 SH   DFND 1 22,326 0 131
MYLAN INC COM 628530107 204 4,195 SH   DFND 1 4,195 0 0
MYLAN INC 3.750% 09/15/15 CVT BND 628530AJ6 459 125,000 PRN   DFND 1 125,000 0 0
NETAPP INC COM 64110D104 255 6,890 SH   DFND 1 6,890 0 0
NEWMONT MINING CORP COM 651639106 1,690 72,100 SH   DFND 1 72,100 0 0
NEWPORT CORP COM 651824104 809 39,116 SH   DFND 1 38,948 0 168
NIKE INC -CL B COM 654106103 2,082 28,184 SH   DFND 1 28,184 0 0
NORFOLK SOUTHERN CORP COM 655844108 706 7,267 SH   DFND 1 7,267 0 0
NUCOR CORP COM 670346105 242 4,784 SH   DFND 1 4,784 0 0
OASIS PETROLEUM INC COM 674215108 479 11,479 SH   DFND 1 11,408 0 71
OCEANEERING INTL INC COM 675232102 933 12,986 SH   DFND 1 12,986 0 0
OLD REPUBLIC INTL CORP COM 680223104 392 23,892 SH   DFND 1 23,892 0 0
OMNICARE INC 3.250% 12/15/35 SR:OCR CVT BND 681904AL2 605 567,000 PRN   DFND 1 567,000 0 0
ON SEMICONDUCTOR CORPORATION COM 682189105 985 104,800 SH   DFND 1 104,800 0 0
ORACLE CORP COM 68389X105 6,998 171,057 SH   DFND 1 171,057 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 3,245 21,871 SH   DFND 1 21,871 0 0
ORITANI FINANCIAL CORP COM 68633D103 453 28,667 SH   DFND 1 28,498 0 169
OWENS & MINOR INC COM 690732102 400 11,422 SH   DFND 1 11,352 0 70
OWENS-ILLINOIS INC COM 690768403 1,443 42,635 SH   DFND 1 42,635 0 0
PACCAR INC COM 693718108 407 6,037 SH   DFND 1 6,037 0 0
PACKAGING CORP OF AMERICA COM 695156109 3,284 46,677 SH   DFND 1 46,677 0 0
PACWEST BANCORP COM 695263103 4,121 95,801 SH   DFND 1 95,617 0 184
PARTNERRE LTD COM G6852T105 638 6,164 SH   DFND 1 6,164 0 0
PENN NATIONAL GAMING INC COM 707569109 431 34,982 SH   DFND 1 34,774 0 208
PENNYMAC FINANCIAL SERVICE-A COM 70932B101 535 32,167 SH   DFND 1 31,974 0 193
PEPSICO INC COM 713448108 3,202 38,350 SH   DFND 1 38,350 0 0
PERKINELMER INC COM 714046109 471 10,463 SH   DFND 1 10,463 0 0
Petroleo Brasileiro SA COM 71654V408 559 42,500 SH Put DFND 1 0 0 0
PFIZER INC COM 717081103 837 26,054 SH   DFND 1 26,054 0 0
PHILLIPS 66 COM 718546104 1,758 22,815 SH   DFND 1 22,815 0 0
PINNACLE WEST CAPITAL COM 723484101 606 11,093 SH   DFND 1 11,093 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 228 17,624 SH   DFND 1 17,518 0 106
PIONEER NATURAL RESOURCES CO COM 723787107 1,573 8,409 SH   DFND 1 8,409 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 787 9,043 SH   DFND 1 9,043 0 0
PORTLAND GENERAL ELECTRIC CO COM 736508847 2,130 65,852 SH   DFND 1 65,690 0 162
POST HOLDINGS INC COM 737446104 559 10,141 SH   DFND 1 10,080 0 61
PPG INDUSTRIES INC COM 693506107 2,803 14,490 SH   DFND 1 14,490 0 0
PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT BND 741503AQ9 13,618 9,620,000 PRN   DFND 1 9,620,000 0 0
PRIMERICA INC COM 74164M108 1,035 21,981 SH   DFND 1 21,851 0 130
PROCTER & GAMBLE CO/THE COM 742718109 773 9,580 SH   DFND 1 9,580 0 0
Progenics Pharmaceuticals, Inc. COM 743187106 123 30,000 SH Call DFND 1 0 0 0
Progenics Pharmaceuticals, Inc. COM 743187106 225 55,000 SH Call DFND 1 0 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 1,445 17,064 SH   DFND 1 17,064 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 1,151 13,763 SH   DFND 1 13,711 0 52
PTC INC COM 69370C100 4,610 130,148 SH   DFND 1 129,999 0 149
QUALCOMM INC COM 747525103 3,694 46,835 SH   DFND 1 46,835 0 0
QUIKSILVER INC COM 74838C106 1,409 187,658 SH   DFND 1 187,658 0 0
RADIAN GROUP INC 3.000% 11/15/17 CVT BND 750236AK7 371 250,000 PRN   DFND 1 250,000 0 0
RAIT FINANCIAL TRUST 4.000% 10/01/33 CVT BND 749227AB0 6,825 7,000,000 PRN   DFND 1 7,000,000 0 0
RALPH LAUREN CORP COM 751212101 1,313 8,155 SH   DFND 1 8,155 0 0
RAMBUS INC 5.000% 06/15/14 CVT BND 750917AC0 12,429 12,321,000 PRN   DFND 1 12,321,000 0 0
RANGE RESOURCES CORP COM 75281A109 455 5,489 SH   DFND 1 5,489 0 0
RAYONIER TRS HOLDINGS IN 4.500% 08/15/15 CVT BND 75508AAC0 211 145,000 PRN   DFND 1 145,000 0 0
RCS CAPITAL CORP-CLASS A COM 74937W102 617 15,848 SH   DFND 1 15,753 0 95
REGIONS FINANCIAL CORP COM 7591EP100 1,116 100,442 SH   DFND 1 100,442 0 0
REGIS CORP 5.000% 07/15/14 CVT BND 758932AA5 16,096 15,800,000 PRN   DFND 1 15,800,000 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 602 6,165 SH   DFND 1 6,165 0 0
RESTORATION HARDWARE HOLDING COM 761283100 1,835 24,928 SH   DFND 1 24,896 0 32
Rite Aid Corporation COM 767754104 627 100,000 SH Call DFND 1 0 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,738 21,984 SH   DFND 1 21,984 0 0
RPC INC COM 749660106 874 42,782 SH   DFND 1 42,782 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 438 38,386 SH   DFND 1 38,150 0 236
RYLAND GROUP 1.625% 05/15/18 CVT BND 783764AQ6 32,169 22,500,000 PRN   DFND 1 22,500,000 0 0
SAFEWAY INC COM 786514208 997 27,000 SH   DFND 1 27,000 0 0
SALESFORCE.COM INC COM 79466L302 2,735 47,920 SH   DFND 1 47,920 0 0
SALIX PHARMACEUTICALS LT 1.500% 03/15/19 CVT BND 795435AE6 32,697 19,340,000 PRN   DFND 1 19,340,000 0 0
SALIX PHARMACEUTICALS LT 2.750% 05/15/15 CVT BND 795435AC0 26,290 11,727,000 PRN   DFND 1 11,727,000 0 0
SANDISK CORP 1.500% 08/15/17 CVT BND 80004CAD3 14,323 8,710,000 PRN   DFND 1 8,710,000 0 0
SCHLUMBERGER LTD COM 806857108 3,974 40,757 SH   DFND 1 40,757 0 0
SCHWAB (CHARLES) CORP COM 808513105 2,527 92,475 SH   DFND 1 92,475 0 0
SCRIPPS NETWORKS INTER-CL A COM 811065101 1,391 18,335 SH   DFND 1 18,335 0 0
Sears Holdings Corporation COM 812350106 597 12,500 SH Put DFND 1 0 0 0
SEI INVESTMENTS COMPANY COM 784117103 289 8,596 SH   DFND 1 8,596 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 2,280 183,098 SH   DFND 1 182,589 0 509
SEMGROUP CORP-CLASS A COM 81663A105 4,561 69,444 SH   DFND 1 69,349 0 95
SIGNET JEWELERS LTD COM G81276100 800 7,564 SH   DFND 1 7,564 0 0
SIMON PROPERTY GROUP INC COM 828806109 1,029 6,273 SH   DFND 1 6,273 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 1,364 18,271 SH   DFND 1 18,271 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 414 11,023 SH   DFND 1 11,023 0 0
SM ENERGY CO COM 78454L100 3,188 44,725 SH   DFND 1 44,725 0 0
SPANSION INC-CLASS A COM 84649R200 889 50,982 SH   DFND 1 50,679 0 303
SPDR S&P 500 COM 78462F103 4,488 24,000 SH Put DFND 1 0 0 0
STANLEY BLACK & DECKER INC COM 854502101 215 2,657 SH   DFND 1 2,657 0 0
STARBUCKS CORP COM 855244109 4,997 68,106 SH   DFND 1 68,106 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 1,502 18,860 SH   DFND 1 18,860 0 0
STARZ - A COM 85571Q102 965 29,882 SH   DFND 1 29,792 0 90
SUN HYDRAULICS CORP COM 866942105 836 19,300 SH   DFND 1 19,179 0 121
SUNCOKE ENERGY INC COM 86722A103 2,698 118,105 SH   DFND 1 117,903 0 202
SUPERIOR ENERGY SERVICES INC COM 868157108 355 11,568 SH   DFND 1 11,568 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 712 23,143 SH   DFND 1 23,002 0 141
SYNNEX CORP COM 87162W100 723 11,928 SH   DFND 1 11,854 0 74
T ROWE PRICE GROUP INC COM 74144T108 3,228 39,199 SH   DFND 1 39,199 0 0
TAKE-TWO INTERACTIVE SOF 1.000% 07/01/18 CVT BND 874054AD1 12,250 10,000,000 PRN   DFND 1 10,000,000 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 325 9,293 SH   DFND 1 9,293 0 0
TARGA RESOURCES CORP COM 87612G101 2,700 27,203 SH   DFND 1 27,144 0 59
TD AMERITRADE HOLDING CORP COM 87236Y108 952 28,029 SH   DFND 1 28,029 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 775 17,325 SH   DFND 1 17,218 0 107
TEEKAY CORP COM Y8564W103 1,781 31,661 SH   DFND 1 31,661 0 0
TESLA MOTORS INC 1.250% 03/01/21 CVT BND 88160RAC5 17,195 19,000,000 PRN   DFND 1 19,000,000 0 0
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 527 9,979 SH   DFND 1 9,979 0 0
TFS FINANCIAL CORP COM 87240R107 501 40,333 SH   DFND 1 40,333 0 0
THERAVANCE INC 2.125% 01/15/23 CVT BND 88338TAB0 387 300,000 PRN   DFND 1 300,000 0 0
THERMON GROUP HOLDINGS INC COM 88362T103 623 26,881 SH   DFND 1 26,721 0 160
TIFFANY & CO COM 886547108 506 5,879 SH   DFND 1 5,879 0 0
TIME WARNER CABLE COM 88732J207 1,822 13,284 SH   DFND 1 13,284 0 0
TOLL BROTHERS INC COM 889478103 2,010 56,000 SH   DFND 1 56,000 0 0
TORCHMARK CORP COM 891027104 511 6,495 SH   DFND 1 6,495 0 0
TRANSDIGM GROUP INC COM 893641100 2,044 11,036 SH   DFND 1 11,036 0 0
TREX COMPANY INC COM 89531P105 771 10,541 SH   DFND 1 10,478 0 63
TRICO BANCSHARES COM 896095106 579 22,347 SH   DFND 1 22,212 0 135
TYSON FOODS INC-CL A COM 902494103 501 11,399 SH   DFND 1 11,399 0 0
UNION PACIFIC CORP COM 907818108 8,826 47,037 SH   DFND 1 47,037 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 868 44,729 SH   DFND 1 44,462 0 267
UNITED PARCEL SERVICE-CL B COM 911312106 423 4,339 SH   DFND 1 4,339 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4,201 35,953 SH   DFND 1 35,953 0 0
UNIVERSAL AMERICAN CORP COM 91338E101 407 57,478 SH   DFND 1 57,122 0 356
Vale S.A. COM 91912E105 415 30,000 SH Put DFND 1 0 0 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 2,497 18,945 SH   DFND 1 18,945 0 0
VALERO ENERGY CORP COM 91913Y100 272 5,131 SH   DFND 1 5,131 0 0
Vanguard European Stock Index ETF COM 922042874 2,594 44,000 SH Call DFND 1 0 0 0
VANTIV INC - CL A COM 92210H105 538 17,797 SH   DFND 1 17,797 0 0
VERACYTE INC COM 92337F107 438 25,582 SH   DFND 1 25,428 0 154
VERIFONE SYSTEMS INC COM 92342Y109 582 17,219 SH   DFND 1 17,117 0 102
VERIZON COMMUNICATIONS INC COM 92343V104 3,285 69,060 SH   DFND 1 69,060 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 702 9,924 SH   DFND 1 9,924 0 0
VF CORP COM 918204108 1,821 29,439 SH   DFND 1 29,439 0 0
VIACOM INC-CLASS B COM 92553P201 5,138 60,454 SH   DFND 1 60,454 0 0
VIPSHOP HOLDING LTD 1.500% 03/15/19 CVT BND 92763WAA1 6,090 6,000,000 PRN   DFND 1 6,000,000 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 636 3,674 SH   DFND 1 3,653 0 21
VISA INC-CLASS A SHARES COM 92826C839 3,500 16,217 SH   DFND 1 16,217 0 0
VISHAY PRECISION GROUP COM 92835K103 353 20,295 SH   DFND 1 20,169 0 126
VMWARE INC-CLASS A COM 928563402 789 7,304 SH   DFND 1 7,304 0 0
VODAFONE GROUP PLC-SP ADR ADR 92857W308 739 20,064 SH   DFND 1 20,064 0 0
VOYA FINANCIAL INC COM 929089100 646 17,816 SH   DFND 1 17,816 0 0
WABCO HOLDINGS INC COM 92927K102 1,085 10,280 SH   DFND 1 10,280 0 0
WABTEC CORP COM 929740108 2,264 29,202 SH   DFND 1 29,202 0 0
WALGREEN CO COM 931422109 1,222 18,515 SH   DFND 1 18,515 0 0
WALT DISNEY CO/THE COM 254687106 3,724 46,509 SH   DFND 1 46,509 0 0
WASTE MANAGEMENT INC COM 94106L109 815 19,369 SH   DFND 1 19,369 0 0
WATSCO INC COM 942622200 838 8,385 SH   DFND 1 8,337 0 48
WEB.COM GROUP INC 1.000% 08/15/18 CVT BND 94733AAA2 19,042 16,180,000 PRN   DFND 1 16,180,000 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 633 9,978 SH   DFND 1 9,918 0 60
WELLPOINT INC COM 94973V107 3,036 30,500 SH   DFND 1 30,500 0 0
WELLS FARGO & CO COM 949746101 1,302 26,180 SH   DFND 1 26,180 0 0
WESCO INTERNATIONAL INC COM 95082P105 368 4,431 SH   DFND 1 4,431 0 0
WESTERN DIGITAL CORP COM 958102105 589 6,420 SH   DFND 1 6,420 0 0
WESTLAKE CHEMICAL CORP COM 960413102 2,906 43,903 SH   DFND 1 43,851 0 52
WEX INC COM 96208T104 1,952 20,544 SH   DFND 1 20,503 0 41
WHIRLPOOL CORP COM 963320106 7,187 48,091 SH   DFND 1 48,091 0 0
WHITEWAVE FOODS CO - CL A COM 966244105 5,153 180,524 SH   DFND 1 180,315 0 209
WHOLE FOODS MARKET INC COM 966837106 4,321 85,219 SH   DFND 1 85,219 0 0
WINNEBAGO INDUSTRIES COM 974637100 481 17,570 SH   DFND 1 17,464 0 106
WINTRUST FINANCIAL CORP COM 97650W108 600 12,337 SH   DFND 1 12,262 0 75
WISCONSIN ENERGY CORP COM 976657106 548 11,765 SH   DFND 1 11,765 0 0
WISDOMTREE CHINESE YUAN STRA COM 97717W182 375 15,000 SH   DFND 1 15,000 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,943 68,050 SH   DFND 1 67,920 0 130
WORLD FUEL SERVICES CORP COM 981475106 369 8,364 SH   DFND 1 8,364 0 0
WR BERKLEY CORP COM 084423102 345 8,296 SH   DFND 1 8,296 0 0
WR GRACE & CO COM 38388F108 2,745 27,684 SH   DFND 1 27,684 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,113 28,852 SH   DFND 1 28,852 0 0
XEROX CORP COM 984121103 252 22,312 SH   DFND 1 22,312 0 0
XILINX INC COM 983919101 1,633 30,094 SH   DFND 1 30,094 0 0
XL GROUP PLC COM G98290102 372 11,905 SH   DFND 1 11,905 0 0
YANDEX NV-A COM N97284108 1,072 35,520 SH   DFND 1 35,520 0 0
ZIMMER HOLDINGS INC COM 98956P102 396 4,183 SH   DFND 1 4,183 0 0