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 2,218 33,898 SH   DFND 1 33,898 0 0
ACORDA THERAPEUTICS INC 1.750% 06/15/21 CVT BND 00484MAA4 14,695 12,771,000 PRN   DFND 1 12,771,000 0 0
ACTAVIS PLC COM G0083B108 7,262 28,214 SH   DFND 1 28,214 0 0
ACTIVISION BLIZZARD INC COM 00507V109 507 25,157 SH   DFND 1 25,157 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,127 17,900 SH   DFND 1 17,900 0 0
ALCOA INC COM 013817101 390 24,731 SH   DFND 1 24,731 0 0
ALERE INC COM 01449J105 743 19,544 SH   DFND 1 19,544 0 0
ALERE INC 3.000% 05/15/16 CVT BND 01449JAA3 208 200,000 PRN   DFND 1 200,000 0 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 1,309 12,596 SH   DFND 1 12,596 0 0
ALLERGAN INC COM 018490102 1,593 7,493 SH   DFND 1 7,493 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 297 1,039 SH   DFND 1 1,039 0 0
ALLSCRIPTS HEALTHCARE SO 1.250% 07/01/20 CVT BND 01988PAD0 14,775 15,000,000 PRN   DFND 1 15,000,000 0 0
ALTRIA GROUP INC COM 02209S103 428 8,676 SH   DFND 1 8,676 0 0
AMAZON.COM INC COM 023135106 1,157 3,728 SH   DFND 1 3,728 0 0
AMDOCS LTD COM G02602103 271 5,808 SH   DFND 1 5,808 0 0
AMEREN CORPORATION COM 023608102 478 10,359 SH   DFND 1 10,359 0 0
AMERICAN CAPITAL LTD COM 02503Y103 1,466 100,314 SH   DFND 1 100,226 0 88
AMERICAN EXPRESS CO COM 025816109 2,085 22,413 SH   DFND 1 22,413 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 4,442 33,583 SH   DFND 1 33,583 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,624 18,016 SH   DFND 1 18,016 0 0
AMETEK INC COM 031100100 3,017 57,332 SH   DFND 1 57,332 0 0
AMGEN INC COM 031162100 4,434 27,837 SH   DFND 1 27,837 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 241 12,283 SH   DFND 1 12,229 0 54
AMPHENOL CORP-CL A COM 032095101 359 6,668 SH   DFND 1 6,668 0 0
ANNALY CAPITAL MGMT 5.000% 05/15/15 CVT BND 035710AB8 3,921 3,901,000 PRN   DFND 1 3,901,000 0 0
AON PLC COM G0408V102 268 2,826 SH   DFND 1 2,826 0 0
APPLE INC COM 037833100 13,823 125,226 SH   DFND 1 125,226 0 0
APPLIED MATERIALS INC COM 038222105 321 12,871 SH   DFND 1 12,871 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 347 6,674 SH   DFND 1 6,674 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 1,876 33,819 SH   DFND 1 33,775 0 44
ARTHUR J GALLAGHER & CO COM 363576109 4,860 103,228 SH   DFND 1 103,228 0 0
ASPEN TECHNOLOGY INC COM 045327103 203 5,804 SH   DFND 1 5,779 0 25
ASTRAZENECA PLC-SPONS ADR ADR 046353108 227 3,220 SH   DFND 1 3,220 0 0
AUTONATION INC COM 05329W102 413 6,822 SH   DFND 1 6,822 0 0
AUTOZONE INC COM 053332102 507 819 SH   DFND 1 819 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 5,695 56,615 SH   DFND 1 56,615 0 0
AVON PRODUCTS INC COM 54303102 470 50,000 SH Put DFND 1 50,000 0 0
B/E AEROSPACE INC COM 073302101 3,030 52,237 SH   DFND 1 52,237 0 0
BAKER HUGHES INC COM 057224107 741 13,219 SH   DFND 1 13,219 0 0
BANCO BRADESCO-ADR ADR 059460303 198 14,880 SH   DFND 1 14,880 0 0
BANCO SANTANDER SA-SPON ADR ADR 05964H105 916 110,025 SH   DFND 1 110,025 0 0
BANNER CORPORATION COM 06652V208 369 8,575 SH   DFND 1 8,537 0 38
BARNES GROUP INC COM 067806109 2,703 73,039 SH   DFND 1 72,971 0 68
BAXTER INTERNATIONAL INC COM 071813109 3,488 47,593 SH   DFND 1 47,593 0 0
BIOGEN IDEC INC COM 09062X103 1,814 5,343 SH   DFND 1 5,343 0 0
BOEING CO/THE COM 097023105 1,928 14,836 SH   DFND 1 14,836 0 0
BRINKER INTERNATIONAL INC COM 109641100 2,720 46,361 SH   DFND 1 46,361 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,006 17,037 SH   DFND 1 17,037 0 0
BROADCOM CORP-CL A COM 111320107 3,816 88,075 SH   DFND 1 88,075 0 0
BURLINGTON STORES INC COM 122017106 283 5,982 SH   DFND 1 5,955 0 27
CAESARSTONE SDOT-YAM LTD COM M20598104 511 8,554 SH   DFND 1 8,516 0 38
CALUMET SPECIALTY PRODUCTS COM 131476103 604 26,964 SH   DFND 1 26,964 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 2,705 32,767 SH   DFND 1 32,767 0 0
CAPITAL SENIOR LIVING CORP COM 140475104 394 15,837 SH   DFND 1 15,768 0 69
CARDTRONICS INC COM 14161H108 506 13,131 SH   DFND 1 13,073 0 58
CARLISLE COS INC COM 142339100 1,252 13,867 SH   DFND 1 13,867 0 0
CARRIZO OIL & GAS INC COM 144577103 229 5,516 SH   DFND 1 5,484 0 32
CBRE GROUP INC - A COM 12504L109 1,880 54,896 SH   DFND 1 54,896 0 0
CECO ENVIRONMENTAL CORP COM 125141101 420 27,013 SH   DFND 1 26,894 0 119
CELGENE CORP COM 151020104 1,358 12,136 SH   DFND 1 12,136 0 0
CENTURYLINK INC COM 156700106 842 21,274 SH   DFND 1 21,274 0 0
CHARTER COMMUNICATION-A COM 16117M305 416 2,497 SH   DFND 1 2,497 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 400 7,952 SH   DFND 1 7,917 0 35
CHENIERE ENERGY INC COM 16411R208 2,744 38,978 SH   DFND 1 38,978 0 0
CHESAPEAKE LODGING TRUST COM 165240102 566 15,193 SH   DFND 1 15,126 0 67
CHEVRON CORP COM 166764100 306 2,730 SH   DFND 1 2,730 0 0
CIA DE MINAS BUENAVENTUR-ADR ADR 204448104 188 19,597 SH   DFND 1 19,597 0 0
CIGNA CORP COM 125509109 262 2,539 SH   DFND 1 2,539 0 0
CLEARWATER PAPER CORP COM 18538R103 345 5,039 SH   DFND 1 5,017 0 22
CLUBCORP HOLDINGS INC COM 18948M108 1,968 109,770 SH   DFND 1 109,687 0 83
COCA-COLA CO/THE COM 191216100 1,904 45,089 SH   DFND 1 45,089 0 0
COGNIZANT TECH SOLUTIONS-A COM 192446102 569 10,818 SH   DFND 1 10,818 0 0
COLGATE-PALMOLIVE CO COM 194162103 1,251 18,082 SH   DFND 1 18,082 0 0
COMCAST CORP-CLASS A COM 20030N101 5,866 101,129 SH   DFND 1 101,129 0 0
COMMSCOPE HOLDING CO INC COM 20337X109 211 9,242 SH   DFND 1 9,201 0 41
COMMUNITY HEALTH SYSTEMS INC COM 203668108 1,237 22,936 SH   DFND 1 22,936 0 0
COMPASS MINERALS INTERNATION COM 20451N101 1,487 17,129 SH   DFND 1 17,129 0 0
CONSOLIDATED COMMUNICATIONS COM 209034107 478 17,193 SH   DFND 1 17,119 0 74
CONSTELLATION BRANDS INC-A COM 21036P108 1,665 16,967 SH   DFND 1 16,967 0 0
CON-WAY INC COM 205944101 1,180 23,978 SH   DFND 1 23,950 0 28
CORNERSTONE ONDEMAND INC 1.500% 07/01/18 CVT BND 21925YAB9 1,835 1,877,000 PRN   DFND 1 1,877,000 0 0
COSTCO WHOLESALE CORP COM 22160K105 2,655 18,724 SH   DFND 1 18,724 0 0
CROWN CASTLE INTL CORP COM 22822V101 231 2,933 SH   DFND 1 2,933 0 0
CSG SYSTEMS INTL INC COM 126349109 259 10,317 SH   DFND 1 10,272 0 45
CST BRANDS INC COM 12646R105 605 13,859 SH   DFND 1 13,798 0 61
CUMULUS MEDIA INC-CL A COM 231082108 98 23,247 SH   DFND 1 23,247 0 0
DANAHER CORP COM 235851102 5,103 59,541 SH   DFND 1 59,541 0 0
DEAN FOODS CO COM 242370203 303 15,667 SH   DFND 1 15,603 0 64
DELEK US HOLDINGS INC COM 246647101 219 8,054 SH   DFND 1 8,017 0 37
DELPHI AUTOMOTIVE PLC COM G27823106 1,083 14,895 SH   DFND 1 14,895 0 0
DELTA AIR LINES INC COM 247361702 600 12,199 SH   DFND 1 12,199 0 0
DENNY'S CORP COM 24869P104 294 28,541 SH   DFND 1 28,422 0 119
DEXCOM INC COM 252131107 248 4,506 SH   DFND 1 4,487 0 19
DIAMONDROCK HOSPITALITY CO COM 252784301 1,703 114,489 SH   DFND 1 114,323 0 166
DIRECTV COM 25490A309 2,562 29,555 SH   DFND 1 29,555 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 2,853 43,571 SH   DFND 1 43,571 0 0
DOLLAR GENERAL CORP COM 256677105 280 3,960 SH   DFND 1 3,960 0 0
DOMINION RESOURCES INC/VA COM 25746U109 487 6,337 SH   DFND 1 6,337 0 0
DOMINO'S PIZZA INC COM 25754A201 498 5,285 SH   DFND 1 5,285 0 0
DTE ENERGY COMPANY COM 233331107 1,376 15,936 SH   DFND 1 15,936 0 0
DU PONT (E.I.) DE NEMOURS COM 263534109 1,502 20,315 SH   DFND 1 20,315 0 0
DUKE REALTY CORP COM 264411505 386 19,089 SH   DFND 1 19,089 0 0
E*TRADE FINANCIAL CORP COM 269246401 295 12,157 SH   DFND 1 12,157 0 0
Eaton Vance Floating Rate Income Trust COM 278279104 4,912 353,668 SH   DFND 1 353,668 0 0
Eaton Vance Senior Income Trust COM 27826S103 6,044 968,586 SH   DFND 1 968,586 0 0
EBAY INC COM 278642103 2,601 46,348 SH   DFND 1 46,348 0 0
ECOLAB INC COM 278865100 620 5,928 SH   DFND 1 5,928 0 0
ELECTRONIC ARTS INC 0.750% 07/15/16 CVT BND 285512AA7 17,473 11,600,000 PRN   DFND 1 11,600,000 0 0
EMC CORP/MA COM 268648102 2,852 95,905 SH   DFND 1 95,905 0 0
EMERGE ENERGY SERVICES LP COM 29102H108 542 10,031 SH   DFND 1 10,031 0 0
ENERGY TRANSFER EQUITY LP COM 29273V100 621 10,825 SH   DFND 1 10,825 0 0
EOG RESOURCES INC COM 26875P101 1,957 21,246 SH   DFND 1 21,246 0 0
EQT CORP COM 26884L109 674 8,909 SH   DFND 1 8,909 0 0
EQUINIX INC COM 29444U502 2,270 10,012 SH   DFND 1 10,012 0 0
ESSEX PROPERTY TRUST INC COM 297178105 444 2,147 SH   DFND 1 2,147 0 0
ETFS PHYSICAL PALLADIUM SHAR COM 26923A106 1,980 25,549 SH   DFND 1 25,549 0 0
EVERTEC INC COM 30040P103 448 20,259 SH   DFND 1 20,170 0 89
EXPEDIA INC COM 30212P303 418 4,896 SH   DFND 1 4,896 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 1,074 12,673 SH   DFND 1 12,673 0 0
EXXON MOBIL CORP COM 30231G102 559 6,042 SH   DFND 1 6,042 0 0
F5 NETWORKS INC COM 315616102 3,318 25,426 SH   DFND 1 25,426 0 0
FACEBOOK INC-A COM 30303M102 6,476 83,010 SH   DFND 1 83,010 0 0
FCB FINANCIAL HOLDINGS-CL A COM 30255G103 312 12,687 SH   DFND 1 12,632 0 55
FEDEX CORP COM 31428X106 2,479 14,275 SH   DFND 1 14,275 0 0
FIDELITY & GUARANTY LIFE COM 315785105 588 24,235 SH   DFND 1 24,130 0 105
FIDELITY NATIONAL INFORMATIO COM 31620M106 393 6,326 SH   DFND 1 6,326 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 346 10,159 SH   DFND 1 10,114 0 45
FLEETCOR TECHNOLOGIES INC COM 339041105 277 1,859 SH   DFND 1 1,859 0 0
FNFV GROUP COM 31620R402 371 23,541 SH   DFND 1 23,438 0 103
FORTINET INC COM 34959E109 900 29,368 SH   DFND 1 29,368 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 395 8,720 SH   DFND 1 8,720 0 0
FOSSIL GROUP INC COM 34988V106 1,431 12,922 SH   DFND 1 12,922 0 0
G & K SERVICES INC -CL A COM 361268105 622 8,773 SH   DFND 1 8,734 0 39
GENCORP INC COM 368682100 487 26,627 SH   DFND 1 26,510 0 117
GENERAC HOLDINGS INC COM 368736104 1,404 30,022 SH   DFND 1 29,964 0 58
GENERAL DYNAMICS CORP COM 369550108 598 4,345 SH   DFND 1 4,345 0 0
GENERAL MILLS INC COM 370334104 1,019 19,106 SH   DFND 1 19,106 0 0
GENESEE & WYOMING INC-CL A COM 371559105 556 6,180 SH   DFND 1 6,153 0 27
GENTEX CORP COM 371901109 714 19,967 SH   DFND 1 19,967 0 0
GILEAD SCIENCES INC COM 375558103 2,331 24,725 SH   DFND 1 24,725 0 0
GOOGLE INC-CL A COM 38259P508 11,212 21,128 SH   DFND 1 21,128 0 0
GREENBRIER COMPANIES INC COM 393657101 1,042 19,389 SH   DFND 1 19,366 0 23
H&E EQUIPMENT SERVICES INC COM 404030108 228 8,115 SH   DFND 1 8,079 0 36
HANOVER INSURANCE GROUP INC/ COM 410867105 896 12,561 SH   DFND 1 12,561 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 2,998 71,916 SH   DFND 1 71,916 0 0
HCA HOLDINGS INC COM 40412C101 5,470 74,534 SH   DFND 1 74,534 0 0
HEADWATERS INC 8.750% 02/01/16 CVT BND 42210PAR3 8,138 7,825,000 PRN   DFND 1 7,825,000 0 0
HEALTH CARE REIT INC COM 42217K106 489 6,454 SH   DFND 1 6,454 0 0
HEALTHCARE TRUST OF AME-CL A COM 42225P501 407 15,134 SH   DFND 1 15,134 0 0
HEINEKEN NV COM 000000916 205 2,867 SH   DFND 1 2,867 0 0
HELMERICH & PAYNE COM 423452101 253 3,743 SH   DFND 1 3,743 0 0
HERSHEY CO/THE COM 427866108 1,397 13,436 SH   DFND 1 13,436 0 0
HOLOGIC INC FLT 12/15/37 SR:2010 CVT BND 436440AB7 423 339,000 PRN   DFND 1 339,000 0 0
HOLOGIC INC FLT 12/15/43 CVT BND 436440AG6 13,073 11,857,000 PRN   DFND 1 11,857,000 0 0
HOME DEPOT INC COM 437076102 4,848 46,190 SH   DFND 1 46,190 0 0
HOMEAWAY INC COM 43739Q100 353 11,839 SH   DFND 1 11,839 0 0
HOMEAWAY INC COM 43739Q100 298 10,000 SH Call DFND 1 10,000 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 1,994 19,952 SH   DFND 1 19,952 0 0
HORSEHEAD HOLDING CORP COM 440694305 677 42,779 SH   DFND 1 42,779 0 0
HOST HOTELS & RESORTS INC COM 44107P104 405 17,040 SH   DFND 1 17,040 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 1,305 43,403 SH   DFND 1 43,323 0 80
ICON PLC COM G4705A100 227 4,453 SH   DFND 1 4,453 0 0
ICONIX BRAND GROUP INC 2.500% 06/01/16 CVT BND 451055AE7 200 170,000 PRN   DFND 1 170,000 0 0
IDEX CORP COM 45167R104 858 11,029 SH   DFND 1 11,029 0 0
ILLUMINA INC COM 452327109 3,765 20,400 SH   DFND 1 20,400 0 0
ING GROEP N.V.-SPONSORED ADR ADR 456837103 1,743 134,430 SH   DFND 1 134,430 0 0
INGERSOLL-RAND PLC COM G47791101 295 4,648 SH   DFND 1 4,648 0 0
INPHI CORP COM 45772F107 1,292 69,885 SH   DFND 1 69,791 0 94
INSULET CORP COM 45784P101 367 7,962 SH   DFND 1 7,927 0 35
INTEL CORP COM 458140100 1,752 48,268 SH   DFND 1 48,268 0 0
INTEL CORP 3.250% 08/01/39 CVT BND 458140AF7 426 245,000 PRN   DFND 1 245,000 0 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 277 9,506 SH   DFND 1 9,506 0 0
INTERNATIONAL PAPER CO COM 460146103 441 8,222 SH   DFND 1 8,222 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,699 10,590 SH   DFND 1 10,590 0 0
INTUIT INC COM 461202103 413 4,486 SH   DFND 1 4,486 0 0
INVESCO LTD COM G491BT108 361 9,127 SH   DFND 1 9,127 0 0
ISHARES IBOXX HIGH YIELD COR COM 464288513 1,344 15,000 SH Put DFND 1 15,000 0 0
ISHARES MSCI EUROPE FINANCIA COM 464289180 477 21,650 SH   DFND 1 21,650 0 0
ISHARES NASDAQ BIOTECHNOLOGY COM 464287556 303 1,000 SH Put DFND 1 1,000 0 0
ISHARES RUSSELL MID-CAP ETF COM 464287499 1,771 10,599 SH   DFND 1 10,599 0 0
ISTAR FINANCIAL INC COM 45031U101 477 34,908 SH   DFND 1 34,755 0 153
ISTAR FINANCIAL INC 3.000% 11/15/16 CVT BND 45031UBR1 353 279,000 PRN   DFND 1 279,000 0 0
JANUS CAPITAL GROUP INC 0.750% 07/15/18 SR:JNS CVT BND 47102XAH8 11,377 7,500,000 PRN   DFND 1 7,500,000 0 0
JAZZ PHARMACEUTICALS PLC COM G50871105 221 1,354 SH   DFND 1 1,348 0 6
JM SMUCKER CO/THE COM 832696405 444 4,401 SH   DFND 1 4,401 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 355 10,811 SH   DFND 1 10,764 0 47
JOHNSON & JOHNSON COM 478160104 555 5,306 SH   DFND 1 5,306 0 0
KANSAS CITY SOUTHERN COM 485170302 308 2,524 SH   DFND 1 2,524 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 1,616 55,138 SH   DFND 1 55,061 0 77
KATE SPADE & CO COM 485865109 560 17,500 SH Call DFND 1 17,500 0 0
KCG HOLDINGS INC-CL A COM 48244B100 1,211 103,978 SH   DFND 1 103,780 0 198
KEYCORP COM 493267108 358 25,788 SH   DFND 1 25,788 0 0
KIMBERLY-CLARK CORP COM 494368103 1,367 11,824 SH   DFND 1 11,824 0 0
KRAFT FOODS GROUP INC COM 50076Q106 950 15,154 SH   DFND 1 15,154 0 0
LA QUINTA HOLDINGS INC COM 50420D108 803 36,397 SH   DFND 1 36,294 0 103
LASALLE HOTEL PROPERTIES COM 517942108 458 11,330 SH   DFND 1 11,281 0 49
LEVEL 3 COMMUNICATIONS INC COM 52729N308 1,038 21,024 SH   DFND 1 21,024 0 0
LG DISPLAY CO LTD-ADR ADR 50186V102 221 14,617 SH   DFND 1 14,617 0 0
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 376 7,771 SH   DFND 1 7,771 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 3,312 47,928 SH   DFND 1 47,928 0 0
LINEAR TECHNOLOGY CORP COM 535678106 285 6,252 SH   DFND 1 6,252 0 0
LITHIA MOTORS INC-CL A COM 536797103 3,008 34,696 SH   DFND 1 34,671 0 25
LKQ CORP COM 501889208 295 10,464 SH   DFND 1 10,464 0 0
LOCKHEED MARTIN CORP COM 539830109 1,073 5,574 SH   DFND 1 5,574 0 0
LORILLARD INC COM 544147101 609 9,677 SH   DFND 1 9,677 0 0
LYONDELLBASELL INDU-CL A COM N53745100 1,818 22,900 SH   DFND 1 22,900 0 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 420 13,452 SH   DFND 1 13,393 0 59
MADISON SQUARE GAR INC-A COM 55826P100 692 9,204 SH   DFND 1 9,181 0 23
MAGNA INTERNATIONAL INC COM 559222401 214 1,982 SH   DFND 1 1,982 0 0
MANHATTAN ASSOCIATES INC COM 562750109 584 14,362 SH   DFND 1 14,298 0 64
MARIN SOFTWARE INC COM 56804T106 371 43,906 SH   DFND 1 43,906 0 0
MARRIOTT VACATIONS WORLD COM 57164Y107 639 8,575 SH   DFND 1 8,537 0 38
MASTERCARD INC-CLASS A COM 57636Q104 5,464 63,419 SH   DFND 1 63,419 0 0
MCDONALD'S CORP COM 580135101 1,534 16,367 SH   DFND 1 16,367 0 0
MCKESSON CORP COM 58155Q103 3,304 15,918 SH   DFND 1 15,918 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 796 7,916 SH   DFND 1 7,916 0 0
MEDASSETS INC COM 584045108 3,430 173,555 SH   DFND 1 173,439 0 116
MEDIVATION INC 2.625% 04/01/17 CVT BND 58501NAA9 39,951 20,600,000 PRN   DFND 1 20,600,000 0 0
MEDTRONIC INC COM 585055106 841 11,661 SH   DFND 1 11,661 0 0
MERCK & CO. INC. COM 58933Y105 725 12,766 SH   DFND 1 12,766 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 405 23,382 SH   DFND 1 23,280 0 102
MERITOR INC COM 59001K100 468 30,885 SH   DFND 1 30,749 0 136
METHANEX CORP COM 59151K108 997 21,755 SH   DFND 1 21,736 0 19
MICHAEL KORS HOLDINGS LTD COM G60754101 3,114 41,467 SH   DFND 1 41,467 0 0
MICRON TECHNOLOGY INC COM 595112103 532 15,203 SH   DFND 1 15,203 0 0
MICROSOFT CORP COM 594918104 7,857 169,136 SH   DFND 1 169,136 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,731 24,922 SH   DFND 1 24,890 0 32
MONSTER BEVERAGE CORP COM 611740101 325 2,999 SH   DFND 1 2,999 0 0
MOODY'S CORP COM 615369105 1,256 13,110 SH   DFND 1 13,110 0 0
MOVADO GROUP INC COM 624580106 282 9,958 SH   DFND 1 9,914 0 44
MUELLER WATER PRODUCTS INC-A COM 624758108 474 46,308 SH   DFND 1 46,103 0 205
MYLAN INC COM 628530107 1,538 27,294 SH   DFND 1 27,294 0 0
MYLAN INC 3.750% 09/15/15 CVT BND 628530AJ6 528 125,000 PRN   DFND 1 125,000 0 0
NET 1 UEPS TECHNOLOGIES INC COM 64107N206 439 38,512 SH   DFND 1 38,342 0 170
NETSUITE INC 0.250% 06/01/18 CVT BND 64118QAB3 9,744 8,700,000 PRN   DFND 1 8,700,000 0 0
NEWMARKET CORP COM 651587107 463 1,147 SH   DFND 1 1,147 0 0
NEWPORT CORP COM 651824104 425 22,205 SH   DFND 1 22,109 0 96
NIKE INC -CL B COM 654106103 1,906 19,821 SH   DFND 1 19,821 0 0
NMI HOLDINGS INC-CLASS A COM 629209305 773 84,592 SH   DFND 1 84,438 0 154
NOBLE ENERGY INC COM 655044105 870 18,352 SH   DFND 1 18,352 0 0
NORFOLK SOUTHERN CORP COM 655844108 627 5,718 SH   DFND 1 5,718 0 0
NORTHSTAR ASSET MANAGEMENT COM 66705Y104 532 23,596 SH   DFND 1 23,493 0 103
NOVARTIS AG-ADR ADR 66987V109 217 2,341 SH   DFND 1 2,341 0 0
NUCOR CORP COM 670346105 246 5,024 SH   DFND 1 5,024 0 0
OLD DOMINION FREIGHT LINE COM 679580100 1,400 18,023 SH   DFND 1 18,023 0 0
ORACLE CORP COM 68389X105 6,136 136,445 SH   DFND 1 136,445 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 3,527 18,308 SH   DFND 1 18,308 0 0
PACKAGING CORP OF AMERICA COM 695156109 1,872 23,988 SH   DFND 1 23,988 0 0
PACWEST BANCORP COM 695263103 2,915 64,132 SH   DFND 1 64,068 0 64
PAPA MURPHY'S HOLDINGS INC COM 698814100 129 11,089 SH   DFND 1 11,089 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 318 5,051 SH   DFND 1 5,029 0 22
PENN NATIONAL GAMING INC COM 707569109 359 26,142 SH   DFND 1 26,028 0 114
PENN VIRGINIA CORP COM 707882106 151 22,672 SH   DFND 1 22,672 0 0
PENNYMAC FINANCIAL SERVICE-A COM 70932B101 513 29,647 SH   DFND 1 29,647 0 0
PEPSICO INC COM 713448108 2,603 27,524 SH   DFND 1 27,524 0 0
PFIZER INC COM 717081103 4,822 154,798 SH   DFND 1 154,798 0 0
PHARMERICA CORP COM 71714F104 631 30,444 SH   DFND 1 30,389 0 55
PHILIP MORRIS INTERNATIONAL COM 718172109 991 12,170 SH   DFND 1 12,170 0 0
PHILLIPS 66 COM 718546104 3,042 42,426 SH   DFND 1 42,426 0 0
PINNACLE FOODS INC COM 72348P104 257 7,278 SH   DFND 1 7,278 0 0
PINNACLE WEST CAPITAL COM 723484101 1,253 18,342 SH   DFND 1 18,342 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 618 4,146 SH   DFND 1 4,146 0 0
PORTLAND GENERAL ELECTRIC CO COM 736508847 3,019 79,810 SH   DFND 1 79,737 0 73
PPG INDUSTRIES INC COM 693506107 1,727 7,471 SH   DFND 1 7,471 0 0
PPL CORP COM 69351T106 825 22,695 SH   DFND 1 22,695 0 0
PRAXAIR INC COM 74005P104 538 4,153 SH   DFND 1 4,153 0 0
PRICELINE GROUP INC/THE COM 741503403 4,101 3,596 SH   DFND 1 3,596 0 0
PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT BND 741503AQ9 239 180,000 PRN   DFND 1 180,000 0 0
PRIMERICA INC COM 74164M108 666 12,275 SH   DFND 1 12,221 0 54
PRINCIPAL FINANCIAL GROUP COM 74251V102 363 6,993 SH   DFND 1 6,993 0 0
PRIVATEBANCORP INC COM 742962103 929 27,809 SH   DFND 1 27,757 0 52
PROCTER & GAMBLE CO/THE COM 742718109 777 8,532 SH   DFND 1 8,532 0 0
PROLOGIS INC COM 74340W103 286 6,633 SH   DFND 1 6,633 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 446 5,605 SH   DFND 1 5,580 0 25
PTC INC COM 69370C100 5,195 141,757 SH   DFND 1 141,714 0 43
PUBLIC STORAGE COM 74460D109 824 4,457 SH   DFND 1 4,457 0 0
QUALCOMM INC COM 747525103 999 13,441 SH   DFND 1 13,441 0 0
QUANTA SERVICES INC COM 74762E102 1,234 43,456 SH   DFND 1 43,456 0 0
RADIAN GROUP INC 3.000% 11/15/17 CVT BND 750236AK7 382 250,000 PRN   DFND 1 250,000 0 0
RADWARE LTD COM M81873107 387 17,568 SH   DFND 1 17,491 0 77
RAIT FINANCIAL TRUST 4.000% 10/01/33 CVT BND 749227AB0 4,484 5,000,000 PRN   DFND 1 5,000,000 0 0
RAMBUS INC 1.125% 08/15/18 CVT BND 750917AE6 19,006 16,810,000 PRN   DFND 1 16,810,000 0 0
RANGE RESOURCES CORP COM 75281A109 345 6,453 SH   DFND 1 6,453 0 0
RAYTHEON COMPANY COM 755111507 923 8,529 SH   DFND 1 8,529 0 0
REALOGY HOLDINGS CORP COM 75605Y106 339 7,612 SH   DFND 1 7,612 0 0
RED HAT INC COM 756577102 3,671 53,100 SH   DFND 1 53,100 0 0
ROSS STORES INC COM 778296103 3,584 38,022 SH   DFND 1 38,022 0 0
ROYAL CARIBBEAN CRUISES LTD COM 000886286 1,935 23,469 SH   DFND 1 23,469 0 0
RYANAIR HOLDINGS PLC-SP ADR ADR 783513104 236 3,311 SH   DFND 1 3,311 0 0
SAIA INC COM 78709Y105 238 4,299 SH   DFND 1 4,282 0 17
SALESFORCE.COM INC COM 79466L302 1,195 20,148 SH   DFND 1 20,148 0 0
SALIX PHARMACEUTICALS LT 1.500% 03/15/19 CVT BND 795435AE6 7,912 4,340,000 PRN   DFND 1 4,340,000 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 230 2,000 SH Call DFND 1 2,000 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 862 7,500 SH Call DFND 1 7,500 0 0
SANDERSON FARMS INC COM 800013104 262 3,111 SH   DFND 1 3,098 0 13
SANDISK CORP 1.500% 08/15/17 CVT BND 80004CAD3 403 210,000 PRN   DFND 1 210,000 0 0
SANOFI-ADR ADR 80105N105 1,930 42,315 SH   DFND 1 42,315 0 0
SCHLUMBERGER LTD COM 806857108 1,866 21,842 SH   DFND 1 21,842 0 0
SCHWAB (CHARLES) CORP COM 808513105 1,105 36,619 SH   DFND 1 36,619 0 0
SEI INVESTMENTS COMPANY COM 784117103 1,552 38,776 SH   DFND 1 38,776 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 452 31,390 SH   DFND 1 31,252 0 138
SEMGROUP CORP-CLASS A COM 81663A105 546 7,994 SH   DFND 1 7,969 0 25
SEMPRA ENERGY COM 816851109 783 7,034 SH   DFND 1 7,034 0 0
SERVICESOURCE INTL INC 1.500% 08/01/18 CVT BND 81763UAB6 3,355 4,500,000 PRN   DFND 1 4,500,000 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 425 1,613 SH   DFND 1 1,613 0 0
SHUTTERFLY INC 0.250% 05/15/18 CVT BND 82568PAB2 4,734 5,000,000 PRN   DFND 1 5,000,000 0 0
SIGNET JEWELERS LTD COM G81276100 299 2,272 SH   DFND 1 2,272 0 0
SIMON PROPERTY GROUP INC COM 828806109 3,577 19,641 SH   DFND 1 19,641 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 293 3,348 SH   DFND 1 3,348 0 0
SOUTHERN CO/THE COM 842587107 372 7,583 SH   DFND 1 7,583 0 0
SOUTHWEST AIRLINES CO COM 844741108 1,990 47,035 SH   DFND 1 47,035 0 0
SPDR S&P 500 ETF TRUST COM 78462F103 10,071 49,000 SH   DFND 1 49,000 0 0
SPECTRANETICS CORP 2.625% 06/01/34 CVT BND 84760CAA5 27,574 21,500,000 PRN   DFND 1 21,500,000 0 0
STANDARD PACIFIC CORP 1.250% 08/01/32 CVT BND 85375CBC4 11,277 10,000,000 PRN   DFND 1 10,000,000 0 0
STANLEY BLACK & DECKER I 4.750% 11/17/15 CVT BND 854502309 208 1,500 PRN   DFND 1 1,500 0 0
STANLEY BLACK & DECKER INC COM 854502101 621 6,468 SH   DFND 1 6,468 0 0
STARBUCKS CORP COM 855244109 670 8,169 SH   DFND 1 8,169 0 0
STARZ - A COM 85571Q102 595 20,017 SH   DFND 1 19,929 0 88
STEEL DYNAMICS INC COM 858119100 491 24,862 SH   DFND 1 24,862 0 0
SUN COMMUNITIES INC COM 866674104 2,493 41,243 SH   DFND 1 41,212 0 31
SUN HYDRAULICS CORP COM 866942105 444 11,293 SH   DFND 1 11,244 0 49
SUNPOWER CORP 0.750% 06/01/18 CVT BND 867652AG4 20,543 16,830,000 PRN   DFND 1 16,830,000 0 0
SYNNEX CORP COM 87162W100 593 7,585 SH   DFND 1 7,553 0 32
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 218 9,718 SH   DFND 1 9,718 0 0
TAKE-TWO INTERACTIVE SOF 1.750% 12/01/16 CVT BND 874054AC3 31,763 21,000,000 PRN   DFND 1 21,000,000 0 0
TALLGRASS ENERGY PARTNERS LP COM 874697105 911 20,379 SH   DFND 1 20,379 0 0
TARGA RESOURCES CORP COM 87612G101 1,467 13,829 SH   DFND 1 13,819 0 10
TATA MOTORS LTD-SPON ADR ADR 876568502 201 4,769 SH   DFND 1 4,769 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 1,018 28,450 SH   DFND 1 28,450 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 488 8,490 SH   DFND 1 8,454 0 36
TEEKAY CORP COM Y8564W103 500 9,829 SH   DFND 1 9,813 0 16
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 528 9,189 SH   DFND 1 9,189 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 316 5,806 SH   DFND 1 5,781 0 25
TFS FINANCIAL CORP COM 87240R107 433 29,074 SH   DFND 1 29,074 0 0
TIFFANY & CO COM 886547108 364 3,410 SH   DFND 1 3,410 0 0
TIME WARNER CABLE COM 88732J207 1,273 8,369 SH   DFND 1 8,369 0 0
TJX COMPANIES INC COM 872540109 763 11,133 SH   DFND 1 11,133 0 0
T-MOBILE US INC COM 872590104 1,347 50,000 SH Call DFND 1 50,000 0 0
TOLL BROTHERS INC COM 889478103 822 24,000 SH   DFND 1 24,000 0 0
TORCHMARK CORP COM 891027104 396 7,310 SH   DFND 1 7,310 0 0
TRANSDIGM GROUP INC COM 893641100 2,962 15,085 SH   DFND 1 15,085 0 0
TRANSOCEAN LTD COM H8817H100 183 10,000 SH Put DFND 1 10,000 0 0
TRANSOCEAN LTD COM H8817H100 550 30,000 SH Put DFND 1 30,000 0 0
TRANSOCEAN LTD COM H8817H100 642 35,000 SH Put DFND 1 35,000 0 0
TREX COMPANY INC COM 89531P105 319 7,494 SH   DFND 1 7,461 0 33
Tribune Media Company COM 896082104 862 37,653 SH   DFND 1 37,653 0 0
TRICO BANCSHARES COM 896095106 309 12,524 SH   DFND 1 12,468 0 56
TWENTY-FIRST CENTURY FOX-A COM 90130A101 896 23,331 SH   DFND 1 23,331 0 0
TYSON FOODS INC-CL A COM 902494103 1,884 46,990 SH   DFND 1 46,990 0 0
UDR INC COM 902653104 492 15,948 SH   DFND 1 15,948 0 0
UNION PACIFIC CORP COM 907818108 5,532 46,436 SH   DFND 1 46,436 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 1,068 15,964 SH   DFND 1 15,964 0 0
UNITED PARCEL SERVICE-CL B COM 911312106 2,536 22,809 SH   DFND 1 22,809 0 0
UNITED TECHNOLOGIES CORP COM 913017109 669 5,821 SH   DFND 1 5,821 0 0
UNIVERSAL AMERICAN CORP COM 91338E101 312 33,586 SH   DFND 1 33,439 0 147
VALEANT PHARMACEUTICALS INTE COM 91911K102 1,418 9,906 SH   DFND 1 9,906 0 0
VANTIV INC - CL A COM 92210H105 2,354 69,409 SH   DFND 1 69,409 0 0
VENTAS INC COM 92276F100 1,321 18,423 SH   DFND 1 18,423 0 0
VERIFONE SYSTEMS INC COM 92342Y109 321 8,640 SH   DFND 1 8,602 0 38
VERIZON COMMUNICATIONS INC COM 92343V104 2,319 49,556 SH   DFND 1 49,556 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,050 8,841 SH   DFND 1 8,841 0 0
VF CORP COM 918204108 1,843 24,615 SH   DFND 1 24,615 0 0
VIACOM INC-CLASS B COM 92553P201 1,078 14,324 SH   DFND 1 14,324 0 0
VIPSHOP HOLDINGS LTD - ADS COM 92763W103 200 10,200 SH   DFND 1 10,200 0 0
VISA INC-CLASS A SHARES COM 92826C839 1,928 7,352 SH   DFND 1 7,352 0 0
VISHAY PRECISION GROUP COM 92835K103 227 13,200 SH   DFND 1 13,145 0 55
VOYA FINANCIAL INC COM 929089100 3,293 77,700 SH   DFND 1 77,700 0 0
WABCO HOLDINGS INC COM 92927K102 2,945 28,108 SH   DFND 1 28,108 0 0
WABTEC CORP COM 929740108 1,517 17,456 SH   DFND 1 17,456 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,530 33,272 SH   DFND 1 33,272 0 0
WALT DISNEY CO/THE COM 254687106 4,020 42,675 SH   DFND 1 42,675 0 0
WASTE MANAGEMENT INC COM 94106L109 717 13,963 SH   DFND 1 13,963 0 0
WATSCO INC COM 942622200 945 8,830 SH   DFND 1 8,803 0 27
WELLS FARGO & CO COM 949746101 3,425 62,465 SH   DFND 1 62,465 0 0
WESTERN DIGITAL CORP COM 958102105 479 4,324 SH   DFND 1 4,324 0 0
WESTLAKE CHEMICAL CORP COM 960413102 347 5,691 SH   DFND 1 5,691 0 0
WEX INC COM 96208T104 311 3,151 SH   DFND 1 3,137 0 14
WEYERHAEUSER CO COM 962166104 614 17,105 SH   DFND 1 17,105 0 0
WHIRLPOOL CORP COM 963320106 352 1,820 SH   DFND 1 1,820 0 0
WHITEWAVE FOODS CO - CL A COM 966244105 3,057 87,362 SH   DFND 1 87,313 0 49
WILLIAMS COS INC COM 969457100 585 13,033 SH   DFND 1 13,033 0 0
WILLIAMS-SONOMA INC COM 969904101 428 5,650 SH   DFND 1 5,650 0 0
WINDSTREAM HOLDINGS INC COM 97382A101 296 35,946 SH   DFND 1 35,946 0 0
WINTRUST FINANCIAL CORP COM 97650W108 404 8,647 SH   DFND 1 8,608 0 39
WISCONSIN ENERGY CORP COM 976657106 447 8,480 SH   DFND 1 8,480 0 0
WORKDAY INC 0.750% 07/15/18 CVT BND 98138HAC5 17,827 15,036,000 PRN   DFND 1 15,036,000 0 0
WORKDAY INC 1.500% 07/15/20 CVT BND 98138HAD3 6,212 5,100,000 PRN   DFND 1 5,100,000 0 0
WR BERKLEY CORP COM 084423102 478 9,325 SH   DFND 1 9,325 0 0
WRIGHT MEDICAL GROUP INC 2.000% 08/15/17 CVT BND 98235TAC1 10,663 8,835,000 PRN   DFND 1 8,835,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,477 28,889 SH   DFND 1 28,889 0 0
XILINX INC 2.625% 06/15/17 CVT BND 983919AF8 8,243 5,477,000 PRN   DFND 1 5,477,000 0 0
XL GROUP PLC COM G98290102 456 13,277 SH   DFND 1 13,277 0 0
XPO LOGISTICS INC COM 983793100 604 14,775 SH   DFND 1 14,775 0 0
ZIMMER HOLDINGS INC COM 98956P102 637 5,613 SH   DFND 1 5,613 0 0
ZIONS BANCORPORATION COM 989701107 621 21,764 SH   DFND 1 21,764 0 0