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 5,559 82,731 SH   DFND 1 82,731 0 0
ABENGOA SA COM 00289R201 242 15,182 SH   DFND 1 15,182 0 0
ACORDA THERAPEUTICS INC 1.750% 06/15/21 CVT BND 00484MAA4 7,594 7,500,000 PRN   DFND 1 7,500,000 0 0
ADOBE SYSTEMS INC COM 00724F101 808 9,971 SH   DFND 1 9,971 0 0
AERCAP HOLDINGS NV COM N00985106 542 11,847 SH   DFND 1 11,847 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 263 12,775 SH   DFND 1 12,681 0 94
AFFILIATED MANAGERS GROUP COM 008252108 556 2,544 SH   DFND 1 2,544 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,400 34,368 SH   DFND 1 34,368 0 0
ALLERGAN PLC COM G0177J108 7,652 25,216 SH   DFND 1 25,216 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 622 2,129 SH   DFND 1 2,129 0 0
ALLSCRIPTS HEALTHCARE SO 1.250% 07/01/20 CVT BND 01988PAD0 7,191 7,000,000 PRN   DFND 1 7,000,000 0 0
ALTRIA GROUP INC COM 02209S103 1,042 21,310 SH   DFND 1 21,310 0 0
AMAZON.COM INC COM 023135106 3,761 8,664 SH   DFND 1 8,664 0 0
AMDOCS LTD COM G02602103 2,594 47,509 SH   DFND 1 47,509 0 0
AMEREN CORPORATION COM 023608102 352 9,339 SH   DFND 1 9,339 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 1,367 34,239 SH   DFND 1 34,239 0 0
AMERICAN CAPITAL LTD COM 02503Y103 1,828 134,944 SH   DFND 1 134,831 0 113
AMERICAN EXPRESS CO COM 025816109 3,810 49,018 SH   DFND 1 49,018 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,375 12,928 SH   DFND 1 12,928 0 0
AMETEK INC COM 031100100 2,978 54,355 SH   DFND 1 54,355 0 0
AMGEN INC COM 031162100 4,652 30,300 SH   DFND 1 30,300 0 0
AMPHENOL CORP-CL A COM 032095101 643 11,085 SH   DFND 1 11,085 0 0
ANTHEM INC 2.750% 10/15/42 CVT BND 94973VBG1 307 140,000 PRN   DFND 1 140,000 0 0
APPLE INC COM 037833100 15,489 123,495 SH   DFND 1 123,495 0 0
APPLIED MATERIALS INC COM 038222105 820 42,650 SH   DFND 1 42,650 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 1,880 33,757 SH   DFND 1 33,711 0 46
ARTHUR J GALLAGHER & CO COM 363576109 3,605 76,206 SH   DFND 1 76,206 0 0
ASSURANT INC COM 04621X108 1,481 22,101 SH   DFND 1 22,101 0 0
ASTRAZENECA PLC-SPONS ADR ADR 046353108 763 11,975 SH   DFND 1 11,975 0 0
AU OPTRONICS CORP-SPON ADR ADR 002255107 457 102,460 SH   DFND 1 102,460 0 0
AUTOLIV INC COM 052800109 492 4,212 SH   DFND 1 4,212 0 0
AUTONATION INC COM 05329W102 320 5,088 SH   DFND 1 5,088 0 0
AUTOZONE INC COM 053332102 885 1,327 SH   DFND 1 1,327 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 6,695 50,364 SH   DFND 1 50,364 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 1,219 36,856 SH   DFND 1 36,771 0 85
AXCELIS TECHNOLOGIES INC COM 054540109 232 78,474 SH   DFND 1 77,895 0 579
BAKER HUGHES INC COM 057224107 2,226 36,079 SH   DFND 1 36,079 0 0
BANCO SANTANDER SA-SPON ADR ADR 05964H105 356 50,738 SH   DFND 1 50,738 0 0
BANK OF AMERICA CORP 7.250% PERP SR:L CVT BND 060505682 311 280 PRN   DFND 1 280 0 0
BANNER CORPORATION COM 06652V208 305 6,359 SH   DFND 1 6,312 0 47
BARNES GROUP INC COM 067806109 2,693 69,067 SH   DFND 1 69,000 0 67
BAXTER INTERNATIONAL INC COM 071813109 4,231 60,501 SH   DFND 1 60,501 0 0
BERRY PLASTICS GROUP INC COM 08579W103 1,122 34,621 SH   DFND 1 34,570 0 51
BHP BILLITON LTD-SPON ADR ADR 088606108 770 18,918 SH   DFND 1 18,918 0 0
BIOGEN IDEC INC COM 09062X103 2,331 5,772 SH   DFND 1 5,772 0 0
BIOMARIN PHARMACEUTICAL 0.750% 10/15/18 CVT BND 09061GAE1 17,840 11,500,000 PRN   DFND 1 11,500,000 0 0
BJ'S RESTAURANTS INC COM 09180C106 970 20,034 SH   DFND 1 20,009 0 25
BLACK KNIGHT FINANCIAL-CL A COM 09214X100 1,351 43,785 SH   DFND 1 43,708 0 77
BLACKHAWK NETWORK HOLDINGS I COM 09238E104 2,432 59,036 SH   DFND 1 58,967 0 69
BP PLC-SPONS ADR ADR 055622104 966 24,165 SH   DFND 1 24,165 0 0
BRIGGS & STRATTON COM 109043109 205 10,649 SH   DFND 1 10,570 0 79
BRINKER INTERNATIONAL INC COM 109641100 3,258 56,518 SH   DFND 1 56,518 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,819 27,334 SH   DFND 1 27,334 0 0
BROADCOM CORP-CL A COM 111320107 4,836 93,931 SH   DFND 1 93,931 0 0
BRUKER CORP COM 116794108 1,452 71,158 SH   DFND 1 71,158 0 0
BT GROUP PLC-SPON ADR ADR 05577E101 773 10,906 SH   DFND 1 10,906 0 0
BURLINGTON STORES INC COM 122017106 1,313 25,643 SH   DFND 1 25,594 0 49
CAESARSTONE SDOT-YAM LTD COM M20598104 898 13,108 SH   DFND 1 13,072 0 36
CALUMET SPECIALTY PRODUCTS COM 131476103 1,517 59,599 SH   DFND 1 59,599 0 0
CARLISLE COS INC COM 142339100 5,397 53,903 SH   DFND 1 53,903 0 0
CARNIVAL PLC-ADR ADR 14365C103 636 12,414 SH   DFND 1 12,414 0 0
CARTER'S INC COM 146229109 2,253 21,197 SH   DFND 1 21,197 0 0
CASELLA WASTE SYSTEMS INC-A COM 147448104 120 21,424 SH   DFND 1 21,266 0 158
CASEY'S GENERAL STORES INC COM 147528103 249 2,600 SH   DFND 1 2,581 0 19
CATALYST PHARMACEUTICAL PART COM 14888U101 85 20,789 SH   DFND 1 20,634 0 155
CBRE GROUP INC - A COM 12504L109 4,141 111,918 SH   DFND 1 111,918 0 0
CELGENE CORP COM 151020104 1,456 12,575 SH   DFND 1 12,575 0 0
CHECK POINT SOFTWARE TECH COM M22465104 672 8,444 SH   DFND 1 8,444 0 0
CHENIERE ENERGY INC COM 16411R208 231 3,337 SH   DFND 1 3,337 0 0
CHEVRON CORP COM 166764100 335 3,466 SH   DFND 1 3,466 0 0
CHINA MOBILE LTD-SPON ADR ADR 16941M109 543 8,481 SH   DFND 1 8,481 0 0
CHUNGHWA TELECOM LT-SPON ADR ADR 17133Q502 676 21,172 SH   DFND 1 21,172 0 0
CIGNA CORP COM 125509109 373 2,300 SH   DFND 1 2,300 0 0
CINTAS CORP COM 172908105 837 9,900 SH   DFND 1 9,900 0 0
CITRIX SYSTEMS INC 0.500% 04/15/19 CVT BND 177376AD2 4,753 4,500,000 PRN   DFND 1 4,500,000 0 0
CLEARWATER PAPER CORP COM 18538R103 215 3,755 SH   DFND 1 3,727 0 28
CLUBCORP HOLDINGS INC COM 18948M108 2,184 91,486 SH   DFND 1 91,486 0 0
CNOOC LTD-SPON ADR ADR 126132109 469 3,304 SH   DFND 1 3,304 0 0
COBALT INTL ENERGY INC 2.625% 12/01/19 CVT BND 19075FAA4 21,000 28,450,000 PRN   DFND 1 28,450,000 0 0
COGNIZANT TECH SOLUTIONS-A COM 192446102 1,268 20,749 SH   DFND 1 20,749 0 0
COMCAST CORP-CLASS A COM 20030N101 5,755 95,701 SH   DFND 1 95,701 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 1,614 25,638 SH   DFND 1 25,638 0 0
COMPASS MINERALS INTERNATION COM 20451N101 3,239 39,424 SH   DFND 1 39,424 0 0
CONSTELLATION BRANDS INC-A COM 21036P108 1,963 16,923 SH   DFND 1 16,923 0 0
CONSTELLIUM NV- CLASS A COM N22035104 1,099 92,899 SH   DFND 1 92,824 0 75
CORNERSTONE ONDEMAND INC COM 21925Y103 870 25,000 SH   DFND 1 25,000 0 0
COSTCO WHOLESALE CORP COM 22160K105 4,634 34,315 SH   DFND 1 34,315 0 0
COWEN GROUP INC 3.000% 03/15/19 CVT BND 223622AB7 9,139 7,000,000 PRN   DFND 1 7,000,000 0 0
CREDIT SUISSE GROUP-SPON ADR ADR 225401108 284 10,275 SH   DFND 1 10,275 0 0
CROWN CASTLE INTL CORP COM 22822V101 359 4,462 SH   DFND 1 4,462 0 0
CTRIP.COM INTER LTD. 1.250% 10/15/18 CVT BND 22943FAD2 11,413 10,000,000 PRN   DFND 1 10,000,000 0 0
DANAHER CORP COM 235851102 4,032 47,110 SH   DFND 1 47,110 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 1,175 32,570 SH   DFND 1 32,526 0 44
DELHAIZE GROUP - SPONS ADR ADR 29759W101 628 30,474 SH   DFND 1 30,474 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 781 9,176 SH   DFND 1 9,176 0 0
DENNY'S CORP COM 24869P104 953 82,079 SH   DFND 1 82,079 0 0
DEUTSCHE BANK AG-REGISTERED COM D18190898 408 13,537 SH   DFND 1 13,537 0 0
DEXCOM INC COM 252131107 210 2,627 SH   DFND 1 2,608 0 19
DHT HOLDINGS INC COM Y2065G121 1,977 254,458 SH   DFND 1 254,458 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 1,549 120,904 SH   DFND 1 120,904 0 0
DIGITAL REALTY TRUST INC COM 253868103 903 13,537 SH   DFND 1 13,537 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 592 10,272 SH   DFND 1 10,272 0 0
DOLLAR TREE INC COM 256746108 3,950 49,996 SH   DFND 1 49,996 0 0
DTE ENERGY COMPANY COM 233331107 559 7,493 SH   DFND 1 7,493 0 0
E*TRADE FINANCIAL CORP COM 269246401 609 20,345 SH   DFND 1 20,345 0 0
EAST WEST BANCORP INC COM 27579R104 2,171 48,430 SH   DFND 1 48,430 0 0
Eaton Vance Floating Rate Income Trust COM 278279104 4,874 353,668 SH   DFND 1 353,668 0 0
Eaton Vance Senior Income Trust COM 27826S103 6,015 968,586 SH   DFND 1 968,586 0 0
EBAY INC COM 278642103 1,440 23,896 SH   DFND 1 23,896 0 0
ELECTRONIC ARTS INC COM 285512109 244 3,664 SH   DFND 1 3,664 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 468 14,199 SH   DFND 1 14,138 0 61
EOG RESOURCES INC COM 26875P101 1,607 18,355 SH   DFND 1 18,355 0 0
EQUINIX INC COM 29444U700 3,270 12,874 SH   DFND 1 12,874 0 0
ESSENT GROUP LTD COM G3198U102 247 9,035 SH   DFND 1 8,968 0 67
ESSEX PROPERTY TRUST INC COM 297178105 2,087 9,821 SH   DFND 1 9,821 0 0
ETFS PHYSICAL PALLADIUM SHAR COM 26923A106 1,818 27,898 SH   DFND 1 27,898 0 0
EVERTEC INC COM 30040P103 251 11,818 SH   DFND 1 11,729 0 89
EXELIXIS INC 4.250% 08/15/19 CVT BND 30161QAC8 884 1,000,000 PRN   DFND 1 1,000,000 0 0
EXPEDIA INC COM 30212P303 360 3,289 SH   DFND 1 3,289 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 1,167 13,127 SH   DFND 1 13,127 0 0
EXTRA SPACE STORAGE INC COM 30225T102 589 9,034 SH   DFND 1 9,034 0 0
EXXON MOBIL CORP COM 30231G102 787 9,453 SH   DFND 1 9,453 0 0
F5 NETWORKS INC COM 315616102 2,772 23,032 SH   DFND 1 23,032 0 0
FACEBOOK INC-A COM 30303M102 7,952 92,716 SH   DFND 1 92,716 0 0
FAIRPOINT COMMUNICATIONS INC COM 305560302 447 24,539 SH   DFND 1 24,539 0 0
FCB FINANCIAL HOLDINGS-CL A COM 30255G103 340 10,705 SH   DFND 1 10,626 0 79
FEDEX CORP COM 31428X106 4,034 23,669 SH   DFND 1 23,669 0 0
FIBRIA CELULOSE SA-SPON ADR ADR 31573A109 482 35,405 SH   DFND 1 35,405 0 0
FIDELITY & GUARANTY LIFE COM 315785105 1,350 57,124 SH   DFND 1 57,015 0 109
FIDELITY NATIONAL INFO SERV COM 31620M106 353 5,704 SH   DFND 1 5,704 0 0
FIDELITY NATL FINANCIAL 4.250% 08/15/18 CVT BND 31620RAE5 94 46,000 PRN   DFND 1 46,000 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 223 5,926 SH   DFND 1 5,881 0 45
FIRST TRUST NYSE ARCA BIOTEC COM 33733E203 269 2,165 SH   DFND 1 2,149 0 16
FLY LEASING LTD-ADR ADR 34407D109 2,073 132,011 SH   DFND 1 131,856 0 155
FNF GROUP COM 31620R303 2,518 68,081 SH   DFND 1 68,081 0 0
FNFV GROUP COM 31620R402 292 18,972 SH   DFND 1 18,831 0 141
FORTINET INC COM 34959E109 425 10,277 SH   DFND 1 10,277 0 0
FRONTIER COMMUNICATIONS 11.125% 06/29/18 SR:A CVT BND 35906A207 7,209 72,500 PRN   DFND 1 72,500 0 0
G & K SERVICES INC -CL A COM 361268105 352 5,097 SH   DFND 1 5,058 0 39
GAMING AND LEISURE PROPERTIE COM 36467J108 892 24,344 SH   DFND 1 24,344 0 0
GENERAL DYNAMICS CORP COM 369550108 781 5,510 SH   DFND 1 5,510 0 0
GENERAL ELECTRIC CO COM 369604103 1,862 70,090 SH   DFND 1 70,090 0 0
GILEAD SCIENCES INC COM 375558103 4,434 37,879 SH   DFND 1 37,879 0 0
GILEAD SCIENCES INC 1.625% 05/01/16 SR:D CVT BND 375558AP8 222 43,000 PRN   DFND 1 43,000 0 0
GOOGLE INC-CL A COM 38259P508 11,750 21,759 SH   DFND 1 21,759 0 0
GRIFOLS SA-ADR ADR 398438408 499 16,113 SH   DFND 1 16,113 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 276 3,040 SH   DFND 1 3,018 0 22
GRUPO AEROPORTUARIO PAC-ADR ADR 400506101 415 6,063 SH   DFND 1 6,063 0 0
GRUPO FINANCIERO GALICIA-ADR ADR 399909100 522 27,747 SH   DFND 1 27,747 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 3,183 76,571 SH   DFND 1 76,571 0 0
HCA HOLDINGS INC COM 40412C101 3,949 43,525 SH   DFND 1 43,525 0 0
HEALTH CARE REIT INC COM 42217K106 381 5,795 SH   DFND 1 5,795 0 0
HEALTHCARE TRUST OF AME-CL A COM 42225P501 326 13,617 SH   DFND 1 13,617 0 0
HELMERICH & PAYNE COM 423452101 337 4,782 SH   DFND 1 4,782 0 0
HOLOGIC INC FLT 03/01/42 SR:2012 CVT BND 436440AC5 224 170,000 PRN   DFND 1 170,000 0 0
HOLOGIC INC FLT 12/15/43 CVT BND 436440AG6 7,364 6,070,000 PRN   DFND 1 6,070,000 0 0
HOME DEPOT INC COM 437076102 7,559 68,022 SH   DFND 1 68,022 0 0
HOME PROPERTIES INC COM 437306103 434 5,940 SH   DFND 1 5,940 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 6,360 62,370 SH   DFND 1 62,370 0 0
HORSEHEAD HOLDING CORP COM 440694305 700 59,727 SH   DFND 1 59,727 0 0
HOST HOTELS & RESORTS INC COM 44107P104 363 18,310 SH   DFND 1 18,310 0 0
HUANENG POWER INTL-SPONS ADR ADR 443304100 600 11,376 SH   DFND 1 11,376 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 1,614 56,881 SH   DFND 1 56,802 0 79
HUMANA INC COM 444859102 220 1,149 SH   DFND 1 1,149 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 1,684 20,515 SH   DFND 1 20,515 0 0
ICON PLC COM G4705A100 527 7,827 SH   DFND 1 7,827 0 0
ICONIX BRAND GROUP INC 1.500% 03/15/18 CVT BND 451055AF4 5,113 5,000,000 PRN   DFND 1 5,000,000 0 0
ING GROEP N.V.-SPONSORED ADR ADR 456837103 1,343 81,017 SH   DFND 1 81,017 0 0
INGERSOLL-RAND PLC COM G47791101 812 12,045 SH   DFND 1 12,045 0 0
INNOPHOS HOLDINGS INC COM 45774N108 550 10,447 SH   DFND 1 10,447 0 0
INPHI CORP COM 45772F107 816 35,716 SH   DFND 1 35,619 0 97
INTEL CORP COM 458140100 965 31,734 SH   DFND 1 31,734 0 0
INTEL CORP 3.250% 08/01/39 CVT BND 458140AF7 427 281,000 PRN   DFND 1 281,000 0 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 687 16,528 SH   DFND 1 16,528 0 0
INTERCONTINENTAL HOTELS-ADR ADR 45857P509 293 7,228 SH   DFND 1 7,228 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 569 5,207 SH   DFND 1 5,207 0 0
INTUIT INC COM 461202103 329 3,265 SH   DFND 1 3,265 0 0
INVESCO LTD COM G491BT108 676 18,023 SH   DFND 1 18,023 0 0
ISTAR FINANCIAL INC COM 45031U101 164 12,263 SH   DFND 1 12,172 0 91
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 476 43,453 SH   DFND 1 43,453 0 0
IXIA 3.000% 12/15/15 CVT BND 45071RAB5 6,928 6,915,000 PRN   DFND 1 6,915,000 0 0
JANUS CAPITAL GROUP INC 0.750% 07/15/18 SR:JNS CVT BND 47102XAH8 7,567 4,700,000 PRN   DFND 1 4,700,000 0 0
JARDEN CORP COM 471109108 2,179 42,100 SH   DFND 1 42,100 0 0
JARDEN CORP 1.500% 06/15/19 CVT BND 471109AL2 146 105,000 PRN   DFND 1 105,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,478 71,154 SH   DFND 1 71,057 0 97
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,578 41,979 SH   DFND 1 41,915 0 64
JOHNSON & JOHNSON COM 478160104 656 6,729 SH   DFND 1 6,729 0 0
KAR AUCTION SERVICES INC COM 48238T109 337 9,027 SH   DFND 1 9,027 0 0
KCG HOLDINGS INC-CL A COM 48244B100 213 17,322 SH   DFND 1 17,191 0 131
KEYCORP COM 493267108 708 47,122 SH   DFND 1 47,122 0 0
KIMBERLY-CLARK CORP COM 494368103 1,528 14,419 SH   DFND 1 14,419 0 0
KINDRED HEALTHCARE INC COM 494580103 2,218 109,343 SH   DFND 1 109,240 0 103
KOREA ELEC POWER CORP-SP ADR ADR 500631106 671 32,940 SH   DFND 1 32,940 0 0
KRAFT FOODS GROUP INC COM 50076Q106 880 10,337 SH   DFND 1 10,337 0 0
KROGER CO COM 501044101 4,186 57,731 SH   DFND 1 57,731 0 0
LA QUINTA HOLDINGS INC COM 50420D108 316 13,823 SH   DFND 1 13,720 0 103
LASALLE HOTEL PROPERTIES COM 517942108 295 8,318 SH   DFND 1 8,257 0 61
LEAR CORP COM 521865204 460 4,099 SH   DFND 1 4,099 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N308 1,370 26,013 SH   DFND 1 26,013 0 0
LG DISPLAY CO LTD-ADR ADR 50186V102 536 46,279 SH   DFND 1 46,279 0 0
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 684 13,514 SH   DFND 1 13,514 0 0
LIBERTY INTERACTIVE LLC 3.750% 02/15/30 CVT BND 530715AL5 95 155,000 PRN   DFND 1 155,000 0 0
LIBERTY INTERACTIVE LLC 4.000% 11/15/29 CVT BND 530715AG6 103 167,000 PRN   DFND 1 167,000 0 0
LINEAR TECHNOLOGY CORP COM 535678106 351 7,927 SH   DFND 1 7,927 0 0
LITHIA MOTORS INC-CL A COM 536797103 2,320 20,508 SH   DFND 1 20,483 0 25
LOCKHEED MARTIN CORP COM 539830109 1,225 6,592 SH   DFND 1 6,592 0 0
LOGITECH INTERNATIONAL-REG COM H50430232 509 34,719 SH   DFND 1 34,719 0 0
LUXOTTICA GROUP SPA-SPON ADR ADR 55068R202 632 9,518 SH   DFND 1 9,518 0 0
LYONDELLBASELL INDU-CL A COM N53745100 3,334 32,204 SH   DFND 1 32,204 0 0
M & T BANK CORP COM 55261F104 657 5,260 SH   DFND 1 5,260 0 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 416 10,865 SH   DFND 1 10,799 0 66
MACQUARIE INFRASTRUCTURE 2.875% 07/15/19 CVT BND 55608BAA3 183 155,000 PRN   DFND 1 155,000 0 0
MACY'S INC COM 55616P104 307 4,550 SH   DFND 1 4,550 0 0
MADISON SQUARE GARDEN CO-A COM 55826P100 1,087 13,030 SH   DFND 1 13,003 0 27
MANHATTAN ASSOCIATES INC COM 562750109 328 5,494 SH   DFND 1 5,452 0 42
MARRIOTT INTERNATIONAL -CL A COM 571903202 235 3,153 SH   DFND 1 3,153 0 0
MARRIOTT VACATIONS WORLD COM 57164Y107 458 4,989 SH   DFND 1 4,952 0 37
MARTIN MARIETTA MATERIALS COM 573284106 1,881 13,291 SH   DFND 1 13,291 0 0
MASCO CORP COM 574599106 531 19,927 SH   DFND 1 19,927 0 0
MASTERCARD INC-CLASS A COM 57636Q104 3,730 39,903 SH   DFND 1 39,903 0 0
MCDONALD'S CORP COM 580135101 1,832 19,272 SH   DFND 1 19,272 0 0
MCKESSON CORP COM 58155Q103 3,696 16,443 SH   DFND 1 16,443 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,782 30,840 SH   DFND 1 30,840 0 0
MEDASSETS INC COM 584045108 1,655 74,991 SH   DFND 1 74,943 0 48
MEDICINES COMPANY 1.375% 06/01/17 CVT BND 584688AC9 14,280 12,000,000 PRN   DFND 1 12,000,000 0 0
MEDTRONIC PLC COM G5960L103 1,095 14,787 SH   DFND 1 14,787 0 0
MELLANOX TECHNOLOGIES LTD COM M51363113 3,246 66,801 SH   DFND 1 66,755 0 46
MERCK & CO. INC. COM 58933Y105 921 16,186 SH   DFND 1 16,186 0 0
MERITAGE HOMES CORP 1.875% 09/15/32 CVT BND 59001AAR3 2,521 2,380,000 PRN   DFND 1 2,380,000 0 0
MERITOR INC COM 59001K100 183 13,958 SH   DFND 1 13,855 0 103
MERITOR INC FLT 03/01/26 CVT BND 043353AF8 252 250,000 PRN   DFND 1 250,000 0 0
METHANEX CORP COM 59151K108 1,281 23,018 SH   DFND 1 22,995 0 23
MGIC INVESTMENT CORP 2.000% 04/01/20 CVT BND 552848AE3 105 63,000 PRN   DFND 1 63,000 0 0
MICRON TECHNOLOGY INC COM 595112103 1,130 60,000 SH   DFND 1 60,000 0 0
MICROSOFT CORP COM 594918104 4,978 112,747 SH   DFND 1 112,747 0 0
MITSUBISHI UFJ FINL-SPON ADR ADR 606822104 986 136,580 SH   DFND 1 136,580 0 0
MONSANTO CO COM 61166W101 772 7,248 SH   DFND 1 7,248 0 0
MYLAN INC 3.750% 09/15/15 CVT BND 628530AJ6 549 108,000 PRN   DFND 1 108,000 0 0
MYLAN NV COM N59465109 3,002 44,238 SH   DFND 1 44,238 0 0
NET 1 UEPS TECHNOLOGIES INC COM 64107N206 335 18,361 SH   DFND 1 18,225 0 136
NETEASE INC-ADR ADR 64110W102 510 3,519 SH   DFND 1 3,519 0 0
NETFLIX INC COM 64110L106 869 1,322 SH   DFND 1 1,322 0 0
NETSUITE INC 0.250% 06/01/18 CVT BND 64118QAB3 5,206 5,000,000 PRN   DFND 1 5,000,000 0 0
NEWFIELD EXPLORATION CO COM 651290108 317 8,792 SH   DFND 1 8,792 0 0
NEWMARKET CORP COM 651587107 691 1,555 SH   DFND 1 1,555 0 0
NEWPORT CORP COM 651824104 247 13,004 SH   DFND 1 12,908 0 96
NICE SYSTEMS LTD-SPONS ADR ADR 653656108 552 8,672 SH   DFND 1 8,672 0 0
NIKE INC -CL B COM 654106103 2,571 23,803 SH   DFND 1 23,803 0 0
NIPPON TELEGRAPH & TELE-ADR ADR 654624105 626 17,248 SH   DFND 1 17,248 0 0
NOBLE ENERGY INC COM 655044105 222 5,197 SH   DFND 1 5,197 0 0
NOMURA HOLDINGS INC-SPON ADR ADR 65535H208 618 91,338 SH   DFND 1 91,338 0 0
NORTHSTAR ASSET MANAGEMENT COM 66705Y104 1,063 57,470 SH   DFND 1 57,367 0 103
NOVARTIS AG-SPONSORED ADR ADR 66987V109 1,320 13,419 SH   DFND 1 13,419 0 0
NOVELLUS SYSTEMS INC 2.625% 05/15/41 CVT BND 670008AD3 238 100,000 PRN   DFND 1 100,000 0 0
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 1,034 18,883 SH   DFND 1 18,883 0 0
NUCOR CORP COM 670346105 205 4,652 SH   DFND 1 4,652 0 0
NUSTAR GP HOLDINGS LLC COM 67059L102 2,310 60,681 SH   DFND 1 60,661 0 20
NVIDIA CORP 1.000% 12/01/18 CVT BND 67066GAC8 178 155,000 PRN   DFND 1 155,000 0 0
NXP SEMICONDUCTORS NV COM N6596X109 494 5,026 SH   DFND 1 5,026 0 0
OLD REPUBLIC INTL CORP 3.750% 03/15/18 CVT BND 680223AH7 183 155,000 PRN   DFND 1 155,000 0 0
OMNICARE INC 3.500% 02/15/44 CVT BND 681904AQ1 153 107,000 PRN   DFND 1 107,000 0 0
ON SEMICONDUCTOR CORP 2.625% 12/15/26 SR:B CVT BND 682189AH8 6,188 5,000,000 PRN   DFND 1 5,000,000 0 0
ORACLE CORP COM 68389X105 7,334 182,000 SH   DFND 1 182,000 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 3,969 17,563 SH   DFND 1 17,563 0 0
OREXIGEN THERAPEUTICS IN 2.750% 12/01/20 CVT BND 686164AB0 2,792 3,000,000 PRN   DFND 1 3,000,000 0 0
PACWEST BANCORP COM 695263103 663 14,173 SH   DFND 1 14,131 0 42
PALO ALTO NETWORKS INC COM 697435105 1,041 5,959 SH   DFND 1 5,959 0 0
PAPA MURPHY'S HOLDINGS INC COM 698814100 325 15,702 SH   DFND 1 15,702 0 0
PARAMOUNT GROUP INC COM 69924R108 842 49,067 SH   DFND 1 49,067 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 219 4,534 SH   DFND 1 4,500 0 34
PEARSON PLC-SPONSORED ADR ADR 705015105 492 25,921 SH   DFND 1 25,921 0 0
PENN NATIONAL GAMING INC COM 707569109 322 17,539 SH   DFND 1 17,409 0 130
PENNYMAC FINANCIAL SERVICE-A COM 70932B101 337 18,631 SH   DFND 1 18,631 0 0
PEPSICO INC COM 713448108 2,492 26,695 SH   DFND 1 26,695 0 0
PETROLEO BRASILEIRO S.A.-ADR ADR 71654V408 614 67,834 SH   DFND 1 67,834 0 0
PFIZER INC COM 717081103 5,576 166,294 SH   DFND 1 166,294 0 0
PHARMERICA CORP COM 71714F104 327 9,816 SH   DFND 1 9,781 0 35
PHILIP MORRIS INTERNATIONAL COM 718172109 658 8,214 SH   DFND 1 8,214 0 0
PINNACLE WEST CAPITAL COM 723484101 969 17,025 SH   DFND 1 17,025 0 0
POLYONE CORPORATION COM 73179P106 764 19,516 SH   DFND 1 19,516 0 0
PPG INDUSTRIES INC COM 693506107 2,039 17,775 SH   DFND 1 17,775 0 0
PPL CORP COM 69351T106 600 20,369 SH   DFND 1 20,369 0 0
PRAXAIR INC COM 74005P104 716 5,985 SH   DFND 1 5,985 0 0
PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT COM 741503AQ9 218 164,000 SH   DFND 1 164,000 0 0
PRIMERICA INC COM 74164M108 1,085 23,740 SH   DFND 1 23,695 0 45
PRIVATEBANCORP INC COM 742962103 1,493 37,481 SH   DFND 1 37,404 0 77
PROGENICS PHARMACEUTICALS COM 743187106 260 34,833 SH   DFND 1 34,739 0 94
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 439 16,339 SH   DFND 1 16,339 0 0
PROLOGIS INC COM 74340W103 291 7,857 SH   DFND 1 7,857 0 0
PROOFPOINT INC 1.250% 12/15/18 CVT BND 743424AB9 16,906 10,000,000 PRN   DFND 1 10,000,000 0 0
PTC INC COM 69370C100 4,415 107,644 SH   DFND 1 107,602 0 42
PUBLIC STORAGE COM 74460D109 1,138 6,170 SH   DFND 1 6,170 0 0
QIHOO 360 TECHNOLOGY CO-ADR ADR 74734M109 470 6,942 SH   DFND 1 6,942 0 0
QUALCOMM INC COM 747525103 1,068 17,057 SH   DFND 1 17,057 0 0
QUANTA SERVICES INC COM 74762E102 1,253 43,478 SH   DFND 1 43,478 0 0
RADIAN GROUP INC 3.000% 11/15/17 CVT BND 750236AK7 166 100,000 PRN   DFND 1 100,000 0 0
RADWARE LTD COM M81873107 230 10,365 SH   DFND 1 10,288 0 77
RAMBUS INC 1.125% 08/15/18 CVT BND 750917AE6 12,871 9,700,000 PRN   DFND 1 9,700,000 0 0
RANGE RESOURCES CORP COM 75281A109 410 8,292 SH   DFND 1 8,292 0 0
RED HAT INC COM 756577102 2,172 28,600 SH   DFND 1 28,600 0 0
REGENERON PHARMACEUTICALS COM 75886F107 766 1,501 SH   DFND 1 1,501 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 1,016 16,803 SH   DFND 1 16,803 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 509 5,022 SH   DFND 1 5,022 0 0
RITE AID CORP COM 767754104 704 84,388 SH   DFND 1 84,144 0 244
ROSS STORES INC COM 778296103 3,269 67,252 SH   DFND 1 67,252 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 417 5,303 SH   DFND 1 5,303 0 0
ROYAL DUTCH SHELL-SPON ADR-A ADR 780259206 931 16,339 SH   DFND 1 16,339 0 0
ROYAL DUTCH SHELL-SPON ADR-B ADR 780259107 714 12,446 SH   DFND 1 12,446 0 0
RPM INTERNATIONAL INC 2.250% 12/15/20 CVT BND 749685AT0 140 120,000 PRN   DFND 1 120,000 0 0
RYANAIR HOLDINGS PLC-SP ADR ADR 783513104 663 9,302 SH   DFND 1 9,302 0 0
RYLAND GROUP 0.250% 06/01/19 CVT BND 783764AS2 227 235,000 PRN   DFND 1 235,000 0 0
SALESFORCE.COM INC COM 79466L302 1,551 22,276 SH   DFND 1 22,276 0 0
SANDISK CORP 1.500% 08/15/17 CVT BND 80004CAD3 17,729 13,710,000 PRN   DFND 1 13,710,000 0 0
SANOFI-ADR ADR 80105N105 954 19,258 SH   DFND 1 19,258 0 0
SCHLUMBERGER LTD COM 806857108 1,757 20,392 SH   DFND 1 20,392 0 0
SCHWAB (CHARLES) CORP COM 808513105 1,239 37,938 SH   DFND 1 37,938 0 0
SEI INVESTMENTS COMPANY COM 784117103 3,931 80,164 SH   DFND 1 80,164 0 0
SEMGROUP CORP-CLASS A COM 81663A105 642 8,082 SH   DFND 1 8,057 0 25
SEMPRA ENERGY COM 816851109 690 6,979 SH   DFND 1 6,979 0 0
SERVICENOW INC 0.000% 11/01/18 CVT BND 81762PAB8 9,998 8,500,000 PRN   DFND 1 8,500,000 0 0
SERVICESOURCE INTL INC 1.500% 08/01/18 CVT BND 81763UAB6 1,932 2,268,000 PRN   DFND 1 2,268,000 0 0
SHIRE PLC-ADR ADR 82481R106 782 3,238 SH   DFND 1 3,238 0 0
SIGNATURE BANK COM 82669G104 709 4,844 SH   DFND 1 4,844 0 0
SIGNET JEWELERS LTD COM G81276100 694 5,414 SH   DFND 1 5,414 0 0
SIMON PROPERTY GROUP INC COM 828806109 2,045 11,820 SH   DFND 1 11,820 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 366 3,645 SH   DFND 1 3,645 0 0
SONIC CORP COM 835451105 1,075 37,339 SH   DFND 1 37,272 0 67
SOUTHWEST AIRLINES CO COM 844741108 1,348 40,727 SH   DFND 1 40,727 0 0
SPECTRANETICS CORP 2.625% 06/01/34 CVT BND 84760CAA5 10,300 10,000,000 PRN   DFND 1 10,000,000 0 0
STANDARD PACIFIC CORP 1.250% 08/01/32 CVT BND 85375CBC4 13,987 11,500,000 PRN   DFND 1 11,500,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 474 4,506 SH   DFND 1 4,506 0 0
STARBUCKS CORP COM 855244109 1,674 31,225 SH   DFND 1 31,225 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 1,683 20,757 SH   DFND 1 20,757 0 0
STARWOOD PROPERTY TRUST 3.750% 10/15/17 CVT BND 85571BAC9 269 267,000 PRN   DFND 1 267,000 0 0
STARZ - A COM 85571Q102 313 6,994 SH   DFND 1 6,942 0 52
STATOIL ASA-SPON ADR ADR 85771P102 510 28,528 SH   DFND 1 28,528 0 0
SUMITOMO MITSUI-SPONS ADR ADR 86562M209 783 88,130 SH   DFND 1 88,130 0 0
SUN COMMUNITIES INC COM 866674104 2,193 35,477 SH   DFND 1 35,446 0 31
SUN LIFE FINANCIAL INC COM 866796105 529 15,836 SH   DFND 1 15,836 0 0
SUNCOR ENERGY INC COM 867224107 604 21,934 SH   DFND 1 21,934 0 0
SUPERVALU INC COM 868536103 2,109 260,671 SH   DFND 1 260,482 0 189
SVB FINANCIAL GROUP COM 78486Q101 1,959 13,606 SH   DFND 1 13,606 0 0
SYNGENTA AG-ADR ADR 87160A100 426 5,223 SH   DFND 1 5,223 0 0
SYNNEX CORP COM 87162W100 232 3,171 SH   DFND 1 3,148 0 23
TAKE-TWO INTERACTIVE SOF 1.000% 07/01/18 CVT BND 874054AD1 13,158 9,500,000 PRN   DFND 1 9,500,000 0 0
TALLGRASS ENERGY PARTNERS LP COM 874697105 706 14,674 SH   DFND 1 14,674 0 0
TANDEM DIABETES CARE INC COM 875372104 215 19,788 SH   DFND 1 19,788 0 0
TATA MOTORS LTD-SPON ADR ADR 876568502 451 13,099 SH   DFND 1 13,099 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 323 4,948 SH   DFND 1 4,912 0 36
TELEFLEX INC COM 879369106 3,166 23,379 SH   DFND 1 23,361 0 18
TELEKOMUNIK INDONESIA-SP ADR ADR 715684106 511 11,783 SH   DFND 1 11,783 0 0
TESLA MOTORS INC 1.250% 03/01/21 CVT BND 88160RAC5 245 250,000 PRN   DFND 1 250,000 0 0
TESLA MOTORS INC 1.500% 06/01/18 CVT BND 88160RAA9 109 50,000 PRN   DFND 1 50,000 0 0
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 774 13,096 SH   DFND 1 13,096 0 0
TITAN MACHINERY INC 3.750% 05/01/19 CVT BND 88830RAB7 7,796 9,500,000 PRN   DFND 1 9,500,000 0 0
TJX COMPANIES INC COM 872540109 2,618 39,563 SH   DFND 1 39,563 0 0
TOLL BROS FINANCE CORP 0.500% 09/15/32 CVT BND 88947EAM2 83 80,000 PRN   DFND 1 80,000 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 1,827 43,739 SH   DFND 1 43,739 0 0
TOYOTA MOTOR CORP -SPON ADR ADR 892331307 1,185 8,864 SH   DFND 1 8,864 0 0
TRANSDIGM GROUP INC COM 893641100 2,646 11,774 SH   DFND 1 11,774 0 0
Tribune Media Company COM 896082104 585 37,653 SH   DFND 1 37,653 0 0
TWENTY-FIRST CENTURY FOX-A COM 90130A101 786 24,170 SH   DFND 1 24,170 0 0
TYSON FOODS INC-CL A COM 902494103 435 10,213 SH   DFND 1 10,213 0 0
UDR INC COM 902653104 400 12,497 SH   DFND 1 12,497 0 0
UNILEVER N V -NY SHARES COM 904784709 500 11,943 SH   DFND 1 11,943 0 0
UNILEVER PLC-SPONSORED ADR ADR 904767704 684 15,932 SH   DFND 1 15,932 0 0
UNION PACIFIC CORP COM 907818108 4,354 45,655 SH   DFND 1 45,655 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 1,122 21,172 SH   DFND 1 21,172 0 0
UNITED PARCEL SERVICE-CL B COM 911312106 897 9,254 SH   DFND 1 9,254 0 0
UNITED STATES OIL FUND LP COM 91232N108 1,200 60,384 SH   DFND 1 60,384 0 0
UNITED TECHNOLOGIES CORP COM 913017109 819 7,385 SH   DFND 1 7,385 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,253 18,468 SH   DFND 1 18,468 0 0
UNITIL CORP COM 913259107 225 6,832 SH   DFND 1 6,781 0 51
UNIVERSAL AMERICAN CORP COM 91338E101 198 19,577 SH   DFND 1 19,430 0 147
VALEANT PHARMACEUTICALS INTE COM 91911K102 1,917 8,630 SH   DFND 1 8,630 0 0
VANTIV INC - CL A COM 92210H105 2,026 53,050 SH   DFND 1 53,050 0 0
VENTAS INC COM 92276F100 415 6,684 SH   DFND 1 6,684 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 861 18,475 SH   DFND 1 18,475 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,058 8,574 SH   DFND 1 8,574 0 0
VIACOM INC-CLASS B COM 92553P201 840 12,986 SH   DFND 1 12,986 0 0
VIPSHOP HOLDINGS LTD - ADS COM 92763W103 600 26,975 SH   DFND 1 26,975 0 0
VISA INC-CLASS A SHARES COM 92826C839 3,096 46,115 SH   DFND 1 46,115 0 0
VOYA FINANCIAL INC COM 929089100 4,388 94,427 SH   DFND 1 94,427 0 0
WABCO HOLDINGS INC COM 92927K102 3,719 30,062 SH   DFND 1 30,062 0 0
WABTEC CORP COM 929740108 1,813 19,235 SH   DFND 1 19,235 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,694 55,584 SH   DFND 1 55,584 0 0
WALKER & DUNLOP INC COM 93148P102 436 16,315 SH   DFND 1 16,194 0 121
WASTE MANAGEMENT INC COM 94106L109 691 14,917 SH   DFND 1 14,917 0 0
WATSCO INC COM 942622200 423 3,422 SH   DFND 1 3,397 0 25
WEC ENERGY GROUP INC COM 92939U106 483 10,752 SH   DFND 1 10,752 0 0
WELLS FARGO & CO COM 949746101 3,664 65,144 SH   DFND 1 65,144 0 0
WELLS FARGO & COMPANY 7.500% PERP SR:L CVT BND 949746804 411 350 PRN   DFND 1 350 0 0
WESCO INTERNATIONAL INC 6.000% 09/15/29 CVT BND 95082PAH8 109 45,000 PRN   DFND 1 45,000 0 0
WESTERN DIGITAL CORP COM 958102105 289 3,682 SH   DFND 1 3,682 0 0
WESTLAKE CHEMICAL CORP COM 960413102 349 5,087 SH   DFND 1 5,087 0 0
WEYERHAEUSER CO COM 962166104 439 13,941 SH   DFND 1 13,941 0 0
WHITEWAVE FOODS CO - CL A COM 966244105 364 7,439 SH   DFND 1 7,439 0 0
WILLIAMS COS INC COM 969457100 775 13,500 SH   DFND 1 13,500 0 0
WINTRUST FINANCIAL CORP COM 97650W108 351 6,577 SH   DFND 1 6,528 0 49
WORKDAY INC 0.750% 07/15/18 CVT BND 98138HAC5 8,452 7,500,000 PRN   DFND 1 7,500,000 0 0
WPP PLC-SPONSORED ADR ADR 92937A102 647 5,733 SH   DFND 1 5,733 0 0
WR BERKLEY CORP COM 084423102 435 8,372 SH   DFND 1 8,372 0 0
WRIGHT MEDICAL GROUP INC 2.000% 08/15/17 CVT BND 98235TAC1 158 135,000 PRN   DFND 1 135,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 3,677 44,880 SH   DFND 1 44,880 0 0
XCERRA CORP COM 98400J108 94 12,351 SH   DFND 1 12,260 0 91
XILINX INC 2.625% 06/15/17 CVT BND 983919AF8 18,646 12,064,000 PRN   DFND 1 12,064,000 0 0
XL GROUP PLC COM G98290102 430 11,579 SH   DFND 1 11,579 0 0
XPO LOGISTICS INC COM 983793100 1,496 33,122 SH   DFND 1 33,067 0 55
YAHOO INC 0.000% 12/01/18 CVT BND 984332AF3 144 140,000 PRN   DFND 1 140,000 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 1,529 59,441 SH   DFND 1 59,441 0 0
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 267 2,407 SH   DFND 1 2,389 0 18
ZIMMER BIOMET HOLDINGS INC COM 98956P102 373 3,412 SH   DFND 1 3,412 0 0