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 1,956 33,851 SH   DFND 1 33,851 0 0
ABERCROMBIE & FITCH CO-CL A COM 002896207 1,565 43,059 SH   DFND 1 43,059 0 0
ACORDA THERAPEUTICS INC 1.750% 06/15/21 CVT BND 00484MAA4 8,128 7,834,000 PRN   DFND 1 7,834,000 0 0
ACTAVIS PLC COM G0083B108 7,929 32,864 SH   DFND 1 32,864 0 0
ACTIVISION BLIZZARD INC COM 00507V109 270 13,001 SH   DFND 1 13,001 0 0
The ADT Corporation COM 00101J106 709 20,000 SH Put DFND 1 0 0 0
AFFILIATED MANAGERS GROUP COM 008252108 2,082 10,394 SH   DFND 1 10,394 0 0
AK STEEL CORP 5.000% 11/15/19 CVT BND 001546AP5 7,280 4,300,000 PRN   DFND 1 4,300,000 0 0
ALCOA INC COM 013817101 167 10,385 SH   DFND 1 10,385 0 0
ALERE INC COM 01449J105 589 15,198 SH   DFND 1 15,198 0 0
ALERE INC 3.000% 05/15/16 CVT BND 01449JAA3 212 200,000 PRN   DFND 1 200,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,183 7,136 SH   DFND 1 7,136 0 0
ALLERGAN INC COM 018490102 1,322 7,420 SH   DFND 1 7,420 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 257 1,039 SH   DFND 1 1,039 0 0
ALLSCRIPTS HEALTHCARE SO 1.250% 07/01/20 CVT BND 01988PAD0 11,150 11,019,000 PRN   DFND 1 11,019,000 0 0
ALTISOURCE PORTFOLIO SOL COM L0175J104 472 4,686 SH   DFND 1 4,670 0 16
ALTRIA GROUP INC COM 02209S103 414 9,013 SH   DFND 1 9,013 0 0
AMAZON.COM INC COM 023135106 1,299 4,028 SH   DFND 1 4,028 0 0
AMDOCS LTD COM G02602103 267 5,808 SH   DFND 1 5,808 0 0
AMEREN CORPORATION COM 023608102 397 10,359 SH   DFND 1 10,359 0 0
AMERICAN CAPITAL LTD COM 02503Y103 1,324 93,453 SH   DFND 1 93,352 0 101
AMERICAN EQUITY INVT LIFE HL COM 025676206 383 16,767 SH   DFND 1 16,661 0 106
AMERICAN REALTY CAP PROP 3.000% 08/01/18 CVT BND 02917TAA2 248 250,000 PRN   DFND 1 250,000 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 6,008 48,693 SH   DFND 1 48,693 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,418 18,353 SH   DFND 1 18,353 0 0
AMETEK INC COM 031100100 3,775 75,194 SH   DFND 1 75,194 0 0
AMGEN INC COM 031162100 3,022 21,518 SH   DFND 1 21,518 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,768 112,649 SH   DFND 1 112,506 0 143
AMPHENOL CORP-CL A COM 032095101 519 5,196 SH   DFND 1 5,196 0 0
ANNALY CAPITAL MGMT 5.000% 05/15/15 CVT BND 035710AB8 3,940 3,901,000 PRN   DFND 1 3,901,000 0 0
AON PLC COM G0408V102 247 2,826 SH   DFND 1 2,826 0 0
APPLE INC COM 037833100 13,069 129,721 SH   DFND 1 129,721 0 0
APPLIED MATERIALS INC COM 038222105 386 17,854 SH   DFND 1 17,854 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 638 12,481 SH   DFND 1 12,481 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 1,232 24,494 SH   DFND 1 24,443 0 51
ARTHUR J GALLAGHER & CO COM 363576109 4,438 97,857 SH   DFND 1 97,857 0 0
ASCENT CAPITAL GROUP INC-A COM 043632108 222 3,687 SH   DFND 1 3,664 0 23
ASPEN TECHNOLOGY INC COM 045327103 1,058 28,045 SH   DFND 1 28,009 0 36
ASTRAZENECA PLC-SPONS ADR ADR 046353108 230 3,220 SH   DFND 1 3,220 0 0
AUTOZONE INC COM 053332102 674 1,322 SH   DFND 1 1,322 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 6,627 76,172 SH   DFND 1 76,172 0 0
AVNET INC COM 053807103 352 8,483 SH   DFND 1 8,483 0 0
Avon Products Inc. COM 054303102 630 50,000 SH Put DFND 1 0 0 0
B/E AEROSPACE INC COM 073302101 3,316 39,509 SH   DFND 1 39,509 0 0
BANCO SANTANDER SA-SPON ADR ADR 05964H105 974 102,512 SH   DFND 1 102,512 0 0
BANK OF AMERICA CORP COM 060505104 220 12,930 SH   DFND 1 12,930 0 0
BANNER CORPORATION COM 06652V208 221 5,753 SH   DFND 1 5,716 0 37
BARNES GROUP INC COM 067806109 2,244 73,945 SH   DFND 1 73,867 0 78
BAXTER INTERNATIONAL INC COM 071813109 4,174 58,157 SH   DFND 1 58,157 0 0
Bed Bath & Beyond Inc COM 075896100 1,481 22,500 SH Put DFND 1 0 0 0
BIOGEN IDEC INC COM 09062X103 2,115 6,391 SH   DFND 1 6,391 0 0
BIOSCRIP INC COM 09069N108 132 19,004 SH   DFND 1 18,883 0 121
BOEING CO/THE COM 097023105 2,026 15,905 SH   DFND 1 15,905 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,076 21,024 SH   DFND 1 21,024 0 0
BROADCOM CORP-CL A COM 111320107 3,679 91,035 SH   DFND 1 91,035 0 0
BROOKFIELD RESIDENTIAL PROPE COM 11283W104 252 13,366 SH   DFND 1 13,288 0 78
CAESARSTONE SDOT-YAM LTD COM M20598104 1,820 35,225 SH   DFND 1 35,193 0 32
CAMDEN PROPERTY TRUST COM 133131102 1,473 21,485 SH   DFND 1 21,485 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 3,949 48,375 SH   DFND 1 48,375 0 0
CAPITAL SENIOR LIVING CORP COM 140475104 219 10,309 SH   DFND 1 10,243 0 66
CARDINAL HEALTH INC COM 14149Y108 212 2,836 SH   DFND 1 2,836 0 0
CARDTRONICS INC COM 14161H108 447 12,696 SH   DFND 1 12,614 0 82
CAREFUSION CORP COM 14170T101 962 21,254 SH   DFND 1 21,254 0 0
CARLISLE COS INC COM 142339100 1,104 13,731 SH   DFND 1 13,731 0 0
CARRIZO OIL & GAS INC COM 144577103 311 5,784 SH   DFND 1 5,747 0 37
CBRE GROUP INC - A COM 12504L109 1,640 55,131 SH   DFND 1 55,131 0 0
CBS OUTDOOR AMERICAS INC COM 14987J106 976 32,588 SH   DFND 1 32,526 0 62
CECO ENVIRONMENTAL CORP COM 125141101 288 21,442 SH   DFND 1 21,305 0 137
CELGENE CORP COM 151020104 1,397 14,739 SH   DFND 1 14,739 0 0
CENTERPOINT ENERGY INC COM 15189T107 635 25,973 SH   DFND 1 25,973 0 0
CENTURYLINK INC COM 156700106 662 16,178 SH   DFND 1 16,178 0 0
CHECK POINT SOFTWARE TECH COM M22465104 1,435 20,715 SH   DFND 1 20,715 0 0
CHENIERE ENERGY INC COM 16411R208 1,295 16,184 SH   DFND 1 16,184 0 0
CHESAPEAKE LODGING TRUST COM 165240102 350 12,013 SH   DFND 1 11,936 0 77
CHEVRON CORP COM 166764100 476 3,990 SH   DFND 1 3,990 0 0
CIENA CORP COM 171779309 1,475 88,196 SH   DFND 1 88,196 0 0
CIENA CORP 0.875% 06/15/17 CVT BND 171779AE1 294 300,000 PRN   DFND 1 300,000 0 0
CIGNA CORP COM 125509109 230 2,539 SH   DFND 1 2,539 0 0
CLEAN HARBORS INC COM 184496107 422 7,815 SH   DFND 1 7,815 0 0
CLEARWATER PAPER CORP COM 18538R103 208 3,469 SH   DFND 1 3,447 0 22
CLUBCORP HOLDINGS INC COM 18948M108 2,111 106,426 SH   DFND 1 106,346 0 80
COCA-COLA ENTERPRISES COM 19122T109 1,218 27,471 SH   DFND 1 27,471 0 0
COGNIZANT TECH SOLUTIONS-A COM 192446102 1,158 25,856 SH   DFND 1 25,856 0 0
COLGATE-PALMOLIVE CO COM 194162103 1,250 19,163 SH   DFND 1 19,163 0 0
COMCAST CORP-CLASS A COM 20030N101 7,118 132,349 SH   DFND 1 132,349 0 0
COMMSCOPE HOLDING CO INC COM 20337X109 1,041 43,528 SH   DFND 1 43,395 0 133
COMMUNITY HEALTH SYSTEMS INC COM 203668108 1,922 35,087 SH   DFND 1 35,087 0 0
CONCUR TECHNOLOGIES INC 0.500% 06/15/18 CVT BND 206708AC3 25,305 19,391,000 PRN   DFND 1 19,391,000 0 0
CONSOLIDATED COMMUNICATIONS COM 209034107 807 32,235 SH   DFND 1 32,165 0 70
CONSTELLATION BRANDS INC-A COM 21036P108 1,574 18,054 SH   DFND 1 18,054 0 0
COSTCO WHOLESALE CORP COM 22160K105 2,420 19,314 SH   DFND 1 19,314 0 0
COVIDIEN PLC COM G2554F113 941 10,874 SH   DFND 1 10,874 0 0
CROWN CASTLE INTL CORP COM 228227104 236 2,933 SH   DFND 1 2,933 0 0
CSG SYSTEMS INTL INC COM 126349109 214 8,141 SH   DFND 1 8,089 0 52
CST BRANDS INC COM 12646R105 396 11,011 SH   DFND 1 10,941 0 70
CUBIST PHARMACEUTICALS 2.500% 11/01/17 CVT BND 229678AD9 443 190,000 PRN   DFND 1 190,000 0 0
CUMMINS INC COM 231021106 661 5,011 SH   DFND 1 5,011 0 0
CUMULUS MEDIA INC-CL A COM 231082108 354 87,820 SH   DFND 1 87,443 0 377
DANAHER CORP COM 235851102 3,487 45,892 SH   DFND 1 45,892 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 380 5,195 SH   DFND 1 5,195 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 1,138 18,539 SH   DFND 1 18,539 0 0
DELTA AIR LINES INC COM 247361702 486 13,424 SH   DFND 1 13,424 0 0
DEPOMED INC 2.500% 09/01/21 CVT BND 249908AA2 9,078 8,600,000 PRN   DFND 1 8,600,000 0 0
DEXCOM INC COM 252131107 246 6,167 SH   DFND 1 6,128 0 39
DHT HOLDINGS INC COM Y2065G121 135 21,940 SH   DFND 1 21,800 0 140
DIAMONDROCK HOSPITALITY CO COM 252784301 380 29,907 SH   DFND 1 29,716 0 191
DISCOVER FINANCIAL SERVICES COM 254709108 2,477 38,472 SH   DFND 1 38,472 0 0
DISH NETWORK CORP-A COM 25470M109 227 3,513 SH   DFND 1 3,513 0 0
DONALDSON CO INC COM 257651109 605 14,885 SH   DFND 1 14,885 0 0
DR HORTON INC COM 23331A109 264 12,903 SH   DFND 1 12,903 0 0
DRYSHIPS INC 5.000% 12/01/14 CVT BND 262498AB4 22,226 22,479,000 PRN   DFND 1 22,479,000 0 0
DTE ENERGY COMPANY COM 233331107 1,014 13,334 SH   DFND 1 13,334 0 0
DUKE REALTY CORP COM 264411505 341 19,837 SH   DFND 1 19,837 0 0
E*TRADE FINANCIAL CORP COM 269246401 275 12,157 SH   DFND 1 12,157 0 0
EASTGROUP PROPERTIES INC COM 277276101 259 4,286 SH   DFND 1 4,258 0 28
Eaton Vance Floating Rate Income Trust COM 278279104 5,153 353,668 SH   DFND 1 353,668 0 0
Eaton Vance Senior Income Trust COM 27826S103 6,664 968,586 SH   DFND 1 968,586 0 0
EBAY INC COM 278642103 2,116 37,361 SH   DFND 1 37,361 0 0
ELECTRONIC ARTS INC 0.750% 07/15/16 CVT BND 285512AA7 21,580 17,500,000 PRN   DFND 1 17,500,000 0 0
EMC CORP/MA COM 268648102 389 13,317 SH   DFND 1 13,317 0 0
EMERGE ENERGY SERVICES LP COM 29102H108 675 5,854 SH   DFND 1 5,854 0 0
EMERSON ELECTRIC CO COM 291011104 255 4,067 SH   DFND 1 4,067 0 0
ENLINK MIDSTREAM LLC COM 29336T100 1,403 33,940 SH   DFND 1 33,875 0 65
EOG RESOURCES INC COM 26875P101 1,610 16,265 SH   DFND 1 16,265 0 0
EQT CORP COM 26884L109 1,144 12,498 SH   DFND 1 12,498 0 0
EQUINIX INC COM 29444U502 545 2,566 SH   DFND 1 2,566 0 0
ETFS PHYSICAL PALLADIUM SHAR COM 26923A106 1,722 22,910 SH   DFND 1 22,910 0 0
EVERTEC INC COM 30040P103 358 16,025 SH   DFND 1 15,923 0 102
EXPEDIA INC COM 30212P303 418 4,773 SH   DFND 1 4,773 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 887 12,549 SH   DFND 1 12,549 0 0
F5 NETWORKS INC COM 315616102 3,801 32,018 SH   DFND 1 32,018 0 0
FACEBOOK INC-A COM 30303M102 7,413 93,787 SH   DFND 1 93,787 0 0
FAIRPOINT COMMUNICATIONS INC COM 305560302 1,341 88,356 SH   DFND 1 88,259 0 97
FEDEX CORP COM 31428X106 533 3,304 SH   DFND 1 3,304 0 0
FIDELITY & GUARANTY LIFE COM 315785105 379 17,729 SH   DFND 1 17,615 0 114
FIRST DEFIANCE FINL CORP COM 32006W106 217 8,028 SH   DFND 1 7,976 0 52
FLEETCOR TECHNOLOGIES INC COM 339041105 1,391 9,785 SH   DFND 1 9,785 0 0
FNFV GROUP COM 31620R402 255 18,573 SH   DFND 1 18,454 0 119
FORTUNE BRANDS HOME & SECURI COM 34964C106 358 8,720 SH   DFND 1 8,720 0 0
FRESENIUS MEDICAL CARE-ADR ADR 358029106 231 6,638 SH   DFND 1 6,638 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 556 85,335 SH   DFND 1 85,335 0 0
G & K SERVICES INC -CL A COM 361268105 384 6,940 SH   DFND 1 6,895 0 45
GAP INC/THE COM 364760108 956 22,940 SH   DFND 1 22,940 0 0
GENCORP INC COM 368682100 336 21,029 SH   DFND 1 20,894 0 135
GENERAC HOLDINGS INC COM 368736104 422 10,389 SH   DFND 1 10,322 0 67
GENERAL DYNAMICS CORP COM 369550108 838 6,596 SH   DFND 1 6,596 0 0
GENERAL MILLS INC COM 370334104 1,469 29,116 SH   DFND 1 29,116 0 0
GENESEE & WYOMING INC-CL A COM 371559105 372 3,903 SH   DFND 1 3,878 0 25
GENTEX CORP COM 371901109 524 19,559 SH   DFND 1 19,559 0 0
GILEAD SCIENCES INC COM 375558103 3,730 35,037 SH   DFND 1 35,037 0 0
GOOGLE INC-CL A COM 38259P508 11,917 20,253 SH   DFND 1 20,253 0 0
GRIFOLS SA-ADR ADR 398438408 976 27,781 SH   DFND 1 27,781 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 502 12,466 SH   DFND 1 12,387 0 79
HALLIBURTON CO COM 406216101 2,753 42,686 SH   DFND 1 42,686 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 764 12,438 SH   DFND 1 12,438 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 3,333 89,474 SH   DFND 1 89,474 0 0
HCA HOLDINGS INC COM 40412C101 5,022 71,214 SH   DFND 1 71,214 0 0
HEADWATERS INC 8.750% 02/01/16 CVT BND 42210PAR3 8,451 7,825,000 PRN   DFND 1 7,825,000 0 0
HEALTH CARE REIT INC COM 42217K106 402 6,454 SH   DFND 1 6,454 0 0
HEALTHCARE TRUST OF AME-CL A COM 42225P105 424 36,585 SH   DFND 1 36,585 0 0
HELMERICH & PAYNE COM 423452101 2,435 24,879 SH   DFND 1 24,879 0 0
HERSHEY CO/THE COM 427866108 1,554 16,289 SH   DFND 1 16,289 0 0
HILLTOP HOLDINGS INC COM 432748101 403 20,068 SH   DFND 1 19,940 0 128
HOLOGIC INC FLT 12/15/37 SR:2010 CVT BND 436440AB7 403 339,000 PRN   DFND 1 339,000 0 0
HOLOGIC INC FLT 12/15/43 CVT BND 436440AG6 13,322 12,307,000 PRN   DFND 1 12,307,000 0 0
HOME DEPOT INC COM 437076102 4,129 45,008 SH   DFND 1 45,008 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 1,868 20,068 SH   DFND 1 20,068 0 0
HOST HOTELS & RESORTS INC COM 44107P104 314 14,692 SH   DFND 1 14,692 0 0
HUNTSMAN CORP COM 447011107 382 14,691 SH   DFND 1 14,691 0 0
HURON CONSULTING GROUP INC COM 447462102 1,644 26,965 SH   DFND 1 26,965 0 0
iShares iBoxx $ High Yield Corporate Bd COM 464288513 1,149 12,500 SH Put DFND 1 0 0 0
ICON PLC COM G4705A100 254 4,453 SH   DFND 1 4,453 0 0
ICONIX BRAND GROUP INC 2.500% 06/01/16 CVT BND 451055AE7 214 170,000 PRN   DFND 1 170,000 0 0
IDEX CORP COM 45167R104 791 10,921 SH   DFND 1 10,921 0 0
ILLUMINA INC COM 452327109 3,098 18,900 SH   DFND 1 18,900 0 0
ING GROEP N.V.-SPONSORED ADR ADR 456837103 1,969 138,757 SH   DFND 1 138,757 0 0
INGERSOLL-RAND PLC COM G47791101 261 4,648 SH   DFND 1 4,648 0 0
INPHI CORP COM 45772F107 546 37,922 SH   DFND 1 37,845 0 77
INSULET CORP COM 45784P101 232 6,279 SH   DFND 1 6,239 0 40
INTEL CORP COM 458140100 2,105 60,443 SH   DFND 1 60,443 0 0
INTEL CORP 3.250% 08/01/39 CVT BND 458140AF7 411 245,000 PRN   DFND 1 245,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,300 6,664 SH   DFND 1 6,664 0 0
INTUITIVE SURGICAL INC COM 46120E602 745 1,614 SH   DFND 1 1,614 0 0
INVESCO LTD COM G491BT108 548 13,895 SH   DFND 1 13,895 0 0
ISHARES MSCI EUROPE FINANCIA COM 464289180 511 21,650 SH   DFND 1 21,650 0 0
ISHARES RUSSELL 1000 GROWTH COM 464287614 337 3,680 SH   DFND 1 3,680 0 0
ISTAR FINANCIAL INC COM 45031U101 326 24,110 SH   DFND 1 23,956 0 154
ISTAR FINANCIAL INC 3.000% 11/15/16 CVT BND 45031UBR1 352 279,000 PRN   DFND 1 279,000 0 0
iShares US Real Estate COM 464287739 1,384 20,000 SH Put DFND 1 0 0 0
JANUS CAPITAL GROUP INC 0.750% 07/15/18 SR:JNS CVT BND 47102XAH8 3,525 2,500,000 PRN   DFND 1 2,500,000 0 0
JAZZ PHARMACEUTICALS PLC COM G50871105 4,066 25,321 SH   DFND 1 25,314 0 7
JOHN BEAN TECHNOLOGIES CORP COM 477839104 241 8,579 SH   DFND 1 8,525 0 54
JOHNSON & JOHNSON COM 478160104 588 5,512 SH   DFND 1 5,512 0 0
KANSAS CITY SOUTHERN COM 485170302 2,583 21,312 SH   DFND 1 21,312 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 1,516 54,190 SH   DFND 1 54,101 0 89
Kate Spade & Company COM 485865109 459 17,500 SH Call DFND 1 0 0 0
KEYCORP COM 493267108 568 42,645 SH   DFND 1 42,645 0 0
KIMBERLY-CLARK CORP COM 494368103 1,214 11,292 SH   DFND 1 11,292 0 0
KINDRED HEALTHCARE INC COM 494580103 1,611 83,025 SH   DFND 1 83,025 0 0
KIRBY CORP COM 497266106 691 5,862 SH   DFND 1 5,862 0 0
KRAFT FOODS GROUP INC COM 50076Q106 555 9,847 SH   DFND 1 9,847 0 0
KROGER CO COM 501044101 234 4,514 SH   DFND 1 4,514 0 0
LG DISPLAY CO LTD-ADR ADR 50186V102 208 13,230 SH   DFND 1 13,230 0 0
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 407 9,916 SH   DFND 1 9,916 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 2,110 30,524 SH   DFND 1 30,524 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2,743 61,802 SH   DFND 1 61,802 0 0
LITHIA MOTORS INC-CL A COM 536797103 1,268 16,761 SH   DFND 1 16,725 0 36
LORILLARD INC COM 544147101 576 9,613 SH   DFND 1 9,613 0 0
LYONDELLBASELL INDU-CL A COM N53745100 5,432 49,987 SH   DFND 1 49,987 0 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 230 10,570 SH   DFND 1 10,503 0 67
MACQUARIE INFRASTRUCTURE CO COM 55608B105 534 8,000 SH   DFND 1 8,000 0 0
MACY'S INC COM 55616P104 3,191 54,840 SH   DFND 1 54,840 0 0
MADISON SQUARE GAR INC-A COM 55826P100 548 8,293 SH   DFND 1 8,267 0 26
MANHATTAN ASSOCIATES INC COM 562750109 436 13,055 SH   DFND 1 12,972 0 83
MANNING & NAPIER INC COM 56382Q102 244 14,480 SH   DFND 1 14,388 0 92
MARIN SOFTWARE INC COM 56804T106 463 53,828 SH   DFND 1 53,828 0 0
MARRIOTT VACATIONS WORLD COM 57164Y107 385 6,071 SH   DFND 1 6,033 0 38
MASTERCARD INC-CLASS A COM 57636Q104 5,179 70,054 SH   DFND 1 70,054 0 0
MCKESSON CORP COM 58155Q103 3,109 15,973 SH   DFND 1 15,973 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 760 7,905 SH   DFND 1 7,905 0 0
MEDASSETS INC COM 584045108 2,804 135,319 SH   DFND 1 135,234 0 85
MEDIVATION INC 2.625% 04/01/17 CVT BND 58501NAA9 48,750 25,000,000 PRN   DFND 1 25,000,000 0 0
MEDTRONIC INC COM 585055106 674 10,881 SH   DFND 1 10,881 0 0
MELLANOX TECHNOLOGIES LTD COM M51363113 1,176 26,211 SH   DFND 1 26,211 0 0
MERCK & CO. INC. COM 58933Y105 786 13,264 SH   DFND 1 13,264 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 156 13,113 SH   DFND 1 13,029 0 84
MERITOR INC COM 59001K100 419 38,587 SH   DFND 1 38,430 0 157
METHANEX CORP COM 59151K108 4,748 71,078 SH   DFND 1 71,038 0 40
MGM RESORTS INTERNATIONAL COM 552953101 677 29,709 SH   DFND 1 29,709 0 0
MICHAEL KORS HOLDINGS LTD COM G60754101 1,076 15,071 SH   DFND 1 15,071 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,568 33,212 SH   DFND 1 33,212 0 0
MICRON TECHNOLOGY INC 3.000% 11/15/43 SR:G CVT BND 595112AY9 10,191 7,750,000 PRN   DFND 1 7,750,000 0 0
MICROSOFT CORP COM 594918104 9,220 198,860 SH   DFND 1 198,860 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,539 24,937 SH   DFND 1 24,900 0 37
MONSANTO CO COM 61166W101 400 3,553 SH   DFND 1 3,553 0 0
MONSTER BEVERAGE CORP COM 611740101 394 4,296 SH   DFND 1 4,296 0 0
MOODY'S CORP COM 615369105 1,226 12,982 SH   DFND 1 12,982 0 0
MOVADO GROUP INC COM 624580106 232 7,020 SH   DFND 1 6,975 0 45
MUELLER WATER PRODUCTS INC-A COM 624758108 304 36,669 SH   DFND 1 36,433 0 236
MYLAN INC COM 628530107 244 5,376 SH   DFND 1 5,376 0 0
MYLAN INC 3.750% 09/15/15 CVT BND 628530AJ6 427 125,000 PRN   DFND 1 125,000 0 0
NET 1 UEPS TECHNOLOGIES INC COM 64107N206 317 26,305 SH   DFND 1 26,138 0 167
NETFLIX INC COM 64110L106 213 472 SH   DFND 1 472 0 0
NETSUITE INC 0.250% 06/01/18 CVT BND 64118QAB3 1,727 1,660,000 PRN   DFND 1 1,660,000 0 0
NEWMONT MINING CORP COM 651639106 715 31,000 SH   DFND 1 31,000 0 0
NEWPORT CORP COM 651824104 917 51,734 SH   DFND 1 51,632 0 102
NEXT PLC COM 003208986 216 2,018 SH   DFND 1 2,018 0 0
NIKE INC -CL B COM 654106103 1,568 17,579 SH   DFND 1 17,579 0 0
NMI HOLDINGS INC-CLASS A COM 629209305 172 19,935 SH   DFND 1 19,808 0 127
NOBLE ENERGY INC COM 655044105 220 3,221 SH   DFND 1 3,221 0 0
NORFOLK SOUTHERN CORP COM 655844108 608 5,443 SH   DFND 1 5,443 0 0
NOVARTIS AG-ADR ADR 66987V109 202 2,141 SH   DFND 1 2,141 0 0
NUSTAR GP HOLDINGS LLC COM 67059L102 2,468 56,734 SH   DFND 1 56,675 0 59
NXP SEMICONDUCTORS NV COM N6596X109 246 3,608 SH   DFND 1 3,608 0 0
ORACLE CORP COM 68389X105 2,776 72,512 SH   DFND 1 72,512 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 2,704 17,983 SH   DFND 1 17,983 0 0
PACCAR INC COM 693718108 438 7,705 SH   DFND 1 7,705 0 0
PACKAGING CORP OF AMERICA COM 695156109 1,531 23,994 SH   DFND 1 23,994 0 0
PACWEST BANCORP COM 695263103 2,693 65,320 SH   DFND 1 65,236 0 84
PARKER HANNIFIN CORP COM 701094104 287 2,513 SH   DFND 1 2,513 0 0
PENN NATIONAL GAMING INC COM 707569109 174 15,567 SH   DFND 1 15,468 0 99
PENN VIRGINIA CORP COM 707882106 1,241 97,667 SH   DFND 1 97,594 0 73
PEPSICO INC COM 713448108 2,616 28,105 SH   DFND 1 28,105 0 0
PERKINELMER INC COM 714046109 313 7,180 SH   DFND 1 7,180 0 0
PFIZER INC COM 717081103 2,797 94,573 SH   DFND 1 94,573 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 604 7,241 SH   DFND 1 7,241 0 0
PHILLIPS 66 COM 718546104 3,017 37,101 SH   DFND 1 37,101 0 0
PINNACLE FOODS INC COM 72348P104 355 10,856 SH   DFND 1 10,856 0 0
PINNACLE WEST CAPITAL COM 723484101 673 12,319 SH   DFND 1 12,319 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 168 11,965 SH   DFND 1 11,888 0 77
PIONEER NATURAL RESOURCES CO COM 723787107 809 4,105 SH   DFND 1 4,105 0 0
PORTLAND GENERAL ELECTRIC CO COM 736508847 2,263 70,445 SH   DFND 1 70,361 0 84
POWERSHARES DB US DOL IND BU COM 73936D107 229 10,000 SH   DFND 1 10,000 0 0
PPG INDUSTRIES INC COM 693506107 2,069 10,520 SH   DFND 1 10,520 0 0
PPL CORP COM 69351T106 535 16,305 SH   DFND 1 16,305 0 0
PRICELINE GROUP INC/THE COM 741503403 5,264 4,544 SH   DFND 1 4,544 0 0
PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT BND 741503AQ9 242 180,000 PRN   DFND 1 180,000 0 0
PRIMERICA INC COM 74164M108 465 9,654 SH   DFND 1 9,592 0 62
PRINCIPAL FINANCIAL GROUP COM 74251V102 367 6,993 SH   DFND 1 6,993 0 0
PROCTER & GAMBLE CO/THE COM 742718109 601 7,174 SH   DFND 1 7,174 0 0
PROLOGIS INC COM 74340W103 250 6,633 SH   DFND 1 6,633 0 0
PRUDENTIAL PLC-ADR ADR 74435K204 200 4,485 SH   DFND 1 4,485 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 295 3,865 SH   DFND 1 3,840 0 25
PTC INC COM 69370C100 5,644 152,952 SH   DFND 1 152,885 0 67
QUALCOMM INC COM 747525103 2,075 27,754 SH   DFND 1 27,754 0 0
QUANTA SERVICES INC COM 74762E102 3,720 102,507 SH   DFND 1 102,507 0 0
RADIAN GROUP INC 3.000% 11/15/17 CVT BND 750236AK7 345 250,000 PRN   DFND 1 250,000 0 0
RAIT FINANCIAL TRUST 4.000% 10/01/33 CVT BND 749227AB0 6,563 7,000,000 PRN   DFND 1 7,000,000 0 0
RAMBUS INC 1.125% 08/15/18 CVT BND 750917AE6 27,692 22,710,000 PRN   DFND 1 22,710,000 0 0
RANGE RESOURCES CORP COM 75281A109 243 3,586 SH   DFND 1 3,586 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 744 13,892 SH   DFND 1 13,892 0 0
RAYTHEON COMPANY COM 755111507 528 5,196 SH   DFND 1 5,196 0 0
RCS CAPITAL CORP-CLASS A COM 74937W102 2,125 94,383 SH   DFND 1 94,257 0 126
RENAISSANCERE HOLDINGS LTD COM G7496G103 534 5,343 SH   DFND 1 5,343 0 0
RESOURCE CAPITAL CORP COM 76120W302 227 46,599 SH   DFND 1 46,302 0 297
Transocean Ltd. COM H8817H100 2,078 65,000 SH Put DFND 1 0 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,157 10,528 SH   DFND 1 10,528 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,553 23,080 SH   DFND 1 23,080 0 0
RPC INC COM 749660106 883 40,215 SH   DFND 1 40,215 0 0
RYANAIR HOLDINGS PLC-SP ADR ADR 783513104 251 4,437 SH   DFND 1 4,437 0 0
RYLAND GROUP INC/THE COM 783764103 1,119 33,665 SH   DFND 1 33,665 0 0
SALESFORCE.COM INC COM 79466L302 878 15,265 SH   DFND 1 15,265 0 0
SALIX PHARMACEUTICALS LT 1.500% 03/15/19 CVT BND 795435AE6 36,741 15,190,000 PRN   DFND 1 15,190,000 0 0
SALIX PHARMACEUTICALS LT 2.750% 05/15/15 CVT BND 795435AC0 39,469 11,727,000 PRN   DFND 1 11,727,000 0 0
SANDISK CORP COM 80004C101 871 8,885 SH   DFND 1 8,885 0 0
SANDISK CORP 1.500% 08/15/17 CVT BND 80004CAD3 404 210,000 PRN   DFND 1 210,000 0 0
SANOFI-ADR ADR 80105N105 230 4,065 SH   DFND 1 4,065 0 0
SCHLUMBERGER LTD COM 806857108 2,579 25,363 SH   DFND 1 25,363 0 0
SCHWAB (CHARLES) CORP COM 808513105 1,066 36,261 SH   DFND 1 36,261 0 0
SCRIPPS NETWORKS INTER-CL A COM 811065101 1,070 13,704 SH   DFND 1 13,704 0 0
SEI INVESTMENTS COMPANY COM 784117103 832 22,999 SH   DFND 1 22,999 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 299 24,841 SH   DFND 1 24,682 0 159
SEMGROUP CORP-CLASS A COM 81663A105 4,559 54,747 SH   DFND 1 54,699 0 48
SEMPRA ENERGY COM 816851109 553 5,250 SH   DFND 1 5,250 0 0
SENSATA TECHNOLOGIES HOLDING COM N7902X106 223 4,996 SH   DFND 1 4,996 0 0
SERVICESOURCE INTL INC 1.500% 08/01/18 CVT BND 81763UAB6 3,398 4,500,000 PRN   DFND 1 4,500,000 0 0
SHUTTERFLY INC 0.250% 05/15/18 CVT BND 82568PAB2 9,791 9,500,000 PRN   DFND 1 9,500,000 0 0
SIGNET JEWELERS LTD COM G81276100 790 6,932 SH   DFND 1 6,932 0 0
SIMON PROPERTY GROUP INC COM 828806109 2,727 16,586 SH   DFND 1 16,586 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 407 5,313 SH   DFND 1 5,313 0 0
Salix Pharmaceuticals Ltd. COM 795435106 312 2,000 SH Call DFND 1 0 0 0
Salix Pharmaceuticals Ltd. COM 795435106 2,344 15,000 SH Call DFND 1 0 0 0
SM ENERGY CO COM 78454L100 3,007 38,552 SH   DFND 1 38,552 0 0
SOUTHCROSS ENERGY PARTNERS L COM 84130C100 234 10,959 SH   DFND 1 10,959 0 0
SOUTHWEST AIRLINES CO COM 844741108 1,280 37,881 SH   DFND 1 37,881 0 0
SPDR S&P 500 ETF TRUST COM 78462F103 6,654 33,775 SH   DFND 1 33,775 0 0
SPECTRANETICS CORP 2.625% 06/01/34 CVT BND 84760CAA5 27,570 24,561,000 PRN   DFND 1 24,561,000 0 0
SPIRIT REALTY CAPITAL IN 3.750% 05/15/21 CVT BND 84860WAB8 2,912 3,000,000 PRN   DFND 1 3,000,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 574 6,468 SH   DFND 1 6,468 0 0
STARBUCKS CORP COM 855244109 1,186 15,712 SH   DFND 1 15,712 0 0
STARZ - A COM 85571Q102 525 15,867 SH   DFND 1 15,766 0 101
SUN COMMUNITIES INC COM 866674104 2,094 41,476 SH   DFND 1 41,476 0 0
SUN HYDRAULICS CORP COM 866942105 337 8,953 SH   DFND 1 8,896 0 57
SUNPOWER CORP 0.750% 06/01/18 CVT BND 867652AG4 32,519 22,000,000 PRN   DFND 1 22,000,000 0 0
SUNTRUST BANKS INC COM 867914103 408 10,741 SH   DFND 1 10,741 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 371 11,285 SH   DFND 1 11,285 0 0
SYNNEX CORP COM 87162W100 342 5,285 SH   DFND 1 5,251 0 34
T ROWE PRICE GROUP INC COM 74144T108 379 4,837 SH   DFND 1 4,837 0 0
TAKE-TWO INTERACTIVE SOF 1.000% 07/01/18 CVT BND 874054AD1 6,169 5,000,000 PRN   DFND 1 5,000,000 0 0
TAKE-TWO INTERACTIVE SOF 1.750% 12/01/16 CVT BND 874054AC3 26,575 20,000,000 PRN   DFND 1 20,000,000 0 0
TALLGRASS ENERGY PARTNERS LP COM 874697105 1,004 22,162 SH   DFND 1 22,162 0 0
TARGA RESOURCES CORP COM 87612G101 3,042 22,339 SH   DFND 1 22,318 0 21
TATA MOTORS LTD-SPON ADR ADR 876568502 209 4,769 SH   DFND 1 4,769 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 753 22,556 SH   DFND 1 22,556 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 387 6,685 SH   DFND 1 6,643 0 42
TEEKAY CORP COM Y8564W103 3,326 50,118 SH   DFND 1 50,091 0 27
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 506 9,421 SH   DFND 1 9,421 0 0
TFS FINANCIAL CORP COM 87240R107 433 30,208 SH   DFND 1 30,208 0 0
THERMON GROUP HOLDINGS INC COM 88362T103 292 11,936 SH   DFND 1 11,859 0 77
TIFFANY & CO COM 886547108 317 3,296 SH   DFND 1 3,296 0 0
TIME WARNER CABLE COM 88732J207 1,189 8,287 SH   DFND 1 8,287 0 0
TJX COMPANIES INC COM 872540109 548 9,267 SH   DFND 1 9,267 0 0
T-MOBILE US INC COM 872590104 1,243 43,073 SH   DFND 1 43,073 0 0
T-Mobile US, Inc. COM 872590104 1,444 50,000 SH Call DFND 1 0 0 0
TOLL BROTHERS INC COM 889478103 2,445 78,450 SH   DFND 1 78,450 0 0
TORCHMARK CORP COM 891027104 383 7,310 SH   DFND 1 7,310 0 0
TRANSDIGM GROUP INC COM 893641100 2,120 11,498 SH   DFND 1 11,498 0 0
TREX COMPANY INC COM 89531P105 275 7,972 SH   DFND 1 7,924 0 48
TRICO BANCSHARES COM 896095106 226 9,948 SH   DFND 1 9,884 0 64
TWENTY-FIRST CENTURY FOX-A COM 90130A101 843 24,590 SH   DFND 1 24,590 0 0
TYSON FOODS INC-CL A COM 902494103 525 13,344 SH   DFND 1 13,344 0 0
UDR INC COM 902653104 434 15,948 SH   DFND 1 15,948 0 0
UNION PACIFIC CORP COM 907818108 7,987 73,669 SH   DFND 1 73,669 0 0
UNITED PARCEL SERVICE-CL B COM 911312106 1,017 10,347 SH   DFND 1 10,347 0 0
UNITED TECHNOLOGIES CORP COM 913017109 529 5,014 SH   DFND 1 5,014 0 0
UNIVERSAL AMERICAN CORP COM 91338E101 220 27,333 SH   DFND 1 27,163 0 170
VALEANT PHARMACEUTICALS INTE COM 91911K102 1,515 11,545 SH   DFND 1 11,545 0 0
VANTIV INC - CL A COM 92210H105 3,232 104,622 SH   DFND 1 104,622 0 0
VENTAS INC COM 92276F100 433 6,989 SH   DFND 1 6,989 0 0
VERACYTE INC COM 92337F107 142 14,630 SH   DFND 1 14,537 0 93
VERIFONE SYSTEMS INC COM 92342Y109 344 9,999 SH   DFND 1 9,936 0 63
VERIZON COMMUNICATIONS INC COM 92343V104 3,993 79,874 SH   DFND 1 79,874 0 0
VERTEX ENERGY INC COM 92534K107 142 20,459 SH   DFND 1 20,329 0 130
VERTEX PHARMACEUTICALS INC COM 92532F100 1,421 12,654 SH   DFND 1 12,654 0 0
VF CORP COM 918204108 1,631 24,694 SH   DFND 1 24,694 0 0
VIACOM INC-CLASS B COM 92553P201 1,196 15,544 SH   DFND 1 15,544 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 278 1,596 SH   DFND 1 1,586 0 10
VISA INC-CLASS A SHARES COM 92826C839 1,571 7,360 SH   DFND 1 7,360 0 0
VOYA FINANCIAL INC COM 929089100 2,830 72,385 SH   DFND 1 72,385 0 0
WABCO HOLDINGS INC COM 92927K102 1,031 11,336 SH   DFND 1 11,336 0 0
WABTEC CORP COM 929740108 1,432 17,669 SH   DFND 1 17,669 0 0
WALGREEN CO COM 931422109 767 12,950 SH   DFND 1 12,950 0 0
WALT DISNEY CO/THE COM 254687106 4,390 49,314 SH   DFND 1 49,314 0 0
WASTE MANAGEMENT INC COM 94106L109 689 14,508 SH   DFND 1 14,508 0 0
WATSCO INC COM 942622200 422 4,896 SH   DFND 1 4,865 0 31
WEB.COM GROUP INC 1.000% 08/15/18 CVT BND 94733AAA2 9,019 9,870,000 PRN   DFND 1 9,870,000 0 0
WELLS FARGO & CO COM 949746101 1,160 22,377 SH   DFND 1 22,377 0 0
WESTERN DIGITAL CORP COM 958102105 622 6,395 SH   DFND 1 6,395 0 0
WESTLAKE CHEMICAL CORP COM 960413102 2,872 33,162 SH   DFND 1 33,131 0 31
WEX INC COM 96208T104 345 3,123 SH   DFND 1 3,103 0 20
WEYERHAEUSER CO COM 962166104 463 14,525 SH   DFND 1 14,525 0 0
WHIRLPOOL CORP COM 963320106 441 3,033 SH   DFND 1 3,033 0 0
WHITEWAVE FOODS CO - CL A COM 966244105 1,793 49,349 SH   DFND 1 49,293 0 56
WINDSTREAM HOLDINGS INC COM 97382A101 403 37,335 SH   DFND 1 37,335 0 0
WINNEBAGO INDUSTRIES COM 974637100 288 13,203 SH   DFND 1 13,121 0 82
WINTRUST FINANCIAL CORP COM 97650W108 245 5,483 SH   DFND 1 5,448 0 35
WISCONSIN ENERGY CORP COM 976657106 379 8,813 SH   DFND 1 8,813 0 0
WORKDAY INC 1.500% 07/15/20 CVT BND 98138HAD3 31,708 25,580,000 PRN   DFND 1 25,580,000 0 0
WR BERKLEY CORP COM 084423102 445 9,325 SH   DFND 1 9,325 0 0
WRIGHT MEDICAL GROUP INC 2.000% 08/15/17 CVT BND 98235TAC1 11,405 8,535,000 PRN   DFND 1 8,535,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 3,967 48,816 SH   DFND 1 48,816 0 0
XL GROUP PLC COM G98290102 489 14,734 SH   DFND 1 14,734 0 0
ZIMMER HOLDINGS INC COM 98956P102 564 5,613 SH   DFND 1 5,613 0 0
ZIONS BANCORPORATION COM 989701107 1,420 48,858 SH   DFND 1 48,858 0 0