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 4,884 89,762 SH   DFND 1 89,762 0 0
ADOBE SYSTEMS INC COM 00724F101 1,642 19,978 SH   DFND 1 19,978 0 0
AERCAP HOLDINGS NV COM N00985106 699 18,289 SH   DFND 1 18,289 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 475 29,354 SH   DFND 1 29,273 0 81
AFFILIATED MANAGERS GROUP COM 008252108 414 2,424 SH   DFND 1 2,424 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,182 31,590 SH   DFND 1 31,590 0 0
ALLERGAN PLC COM G0177J108 6,154 22,641 SH   DFND 1 22,641 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 548 2,117 SH   DFND 1 2,117 0 0
ALLSCRIPTS HEALTHCARE SO 1.250% 07/01/20 CVT BND 01988PAD0 13,382 13,500,000 PRN   DFND 1 13,500,000 0 0
ALTRIA GROUP INC COM 02209S103 1,444 26,539 SH   DFND 1 26,539 0 0
AMAZON.COM INC COM 023135106 5,634 11,006 SH   DFND 1 11,006 0 0
AMDOCS LTD COM G02602103 2,662 46,812 SH   DFND 1 46,812 0 0
AMEREN CORPORATION COM 023608102 393 9,292 SH   DFND 1 9,292 0 0
AMERICAN CAPITAL LTD COM 02503Y103 1,315 108,125 SH   DFND 1 107,983 0 142
AMERICAN EXPRESS CO COM 025816109 3,458 46,652 SH   DFND 1 46,652 0 0
AMERISOURCEBERGEN CORP COM 03073E105 509 5,364 SH   DFND 1 5,364 0 0
AMETEK INC COM 031100100 1,663 31,785 SH   DFND 1 31,785 0 0
AMGEN INC COM 031162100 4,446 32,140 SH   DFND 1 32,140 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 455 15,174 SH   DFND 1 15,132 0 42
AMPHENOL CORP-CL A COM 032095101 562 11,025 SH   DFND 1 11,025 0 0
ANALOG DEVICES INC COM 032654105 333 5,900 SH   DFND 1 5,900 0 0
ANTHEM INC 2.750% 10/15/42 CVT BND 94973VBG1 264 140,000 PRN   DFND 1 140,000 0 0
APPLE INC COM 037833100 11,479 104,071 SH   DFND 1 104,071 0 0
APPLIED MATERIALS INC COM 038222105 169 11,534 SH   DFND 1 11,534 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 2,043 36,106 SH   DFND 1 36,060 0 46
ARTHUR J GALLAGHER & CO COM 363576109 1,873 45,368 SH   DFND 1 45,368 0 0
ASSURANT INC COM 04621X108 3,316 41,969 SH   DFND 1 41,939 0 30
ASTRAZENECA PLC-SPONS ADR ADR 046353108 914 28,722 SH   DFND 1 28,722 0 0
AUTONATION INC COM 05329W102 294 5,062 SH   DFND 1 5,062 0 0
AUTOZONE INC COM 053332102 835 1,154 SH   DFND 1 1,154 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 5,664 45,309 SH   DFND 1 45,309 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 1,434 56,596 SH   DFND 1 56,508 0 88
AXCELIS TECHNOLOGIES INC COM 054540109 659 246,635 SH   DFND 1 245,950 0 685
AXIS CAPITAL HOLDINGS LTD COM G0692U109 842 15,681 SH   DFND 1 15,681 0 0
B/E AEROSPACE INC COM 073302101 279 6,362 SH   DFND 1 6,362 0 0
BAKER HUGHES INC COM 057224107 1,596 30,677 SH   DFND 1 30,677 0 0
BANK OF AMERICA CORP 7.250% PERP SR:L CVT BND 060505682 301 280 PRN   DFND 1 280 0 0
BANK OF NOVA SCOTIA COM 064149107 331 7,499 SH   DFND 1 7,499 0 0
BANNER CORPORATION COM 06652V208 926 19,380 SH   DFND 1 19,326 0 54
BARCLAYS PLC-SPONS ADR ADR 06738E204 519 35,092 SH   DFND 1 35,092 0 0
BARNES GROUP INC COM 067806109 866 24,042 SH   DFND 1 23,975 0 67
BAXALTA INC COM 07177M103 635 20,154 SH   DFND 1 20,154 0 0
BAXTER INTERNATIONAL INC COM 071813109 641 19,490 SH   DFND 1 19,490 0 0
BERRY PLASTICS GROUP INC COM 08579W103 1,600 53,208 SH   DFND 1 53,144 0 64
BHP BILLITON LTD-SPON ADR ADR 088606108 684 21,626 SH   DFND 1 21,626 0 0
BIOGEN IDEC INC COM 09062X103 1,384 4,744 SH   DFND 1 4,744 0 0
BIOMARIN PHARMACEUTICAL 0.750% 10/15/18 CVT BND 09061GAE1 16,859 13,000,000 PRN   DFND 1 13,000,000 0 0
BJ'S RESTAURANTS INC COM 09180C106 726 16,865 SH   DFND 1 16,840 0 25
BLACK KNIGHT FINANCIAL-CL A COM 09214X100 1,859 57,091 SH   DFND 1 57,002 0 89
BLACKHAWK NETWORK HOLDINGS I COM 09238E104 3,303 77,904 SH   DFND 1 77,835 0 69
BOEING CO/THE COM 097023105 3,545 27,076 SH   DFND 1 27,076 0 0
BP PLC-SPONS ADR ADR 055622104 886 28,985 SH   DFND 1 28,985 0 0
BRIGGS & STRATTON COM 109043109 547 28,295 SH   DFND 1 28,216 0 79
BRINKER INTERNATIONAL INC COM 109641100 1,893 35,937 SH   DFND 1 35,937 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,571 26,549 SH   DFND 1 26,549 0 0
BRITISH AMERICAN TOB-SP ADR ADR 110448107 1,058 9,613 SH   DFND 1 9,613 0 0
BROADCOM CORP-CL A COM 111320107 3,758 73,073 SH   DFND 1 73,073 0 0
BT GROUP PLC-SPON ADR ADR 05577E101 834 13,083 SH   DFND 1 13,083 0 0
BURLINGTON STORES INC COM 122017106 1,321 25,877 SH   DFND 1 25,828 0 49
CALATLANTIC GROUP INC 1.250% 08/01/32 CVT BND 85375CBC4 10,573 9,100,000 PRN   DFND 1 9,100,000 0 0
CAPITAL PRODUCT PARTNERS LP COM Y11082107 1,016 164,835 SH   DFND 1 164,835 0 0
CARDINAL HEALTH INC COM 14149Y108 847 11,029 SH   DFND 1 11,029 0 0
CARLISLE COS INC COM 142339100 3,595 41,132 SH   DFND 1 41,132 0 0
CARNIVAL PLC-ADR ADR 14365C103 770 14,891 SH   DFND 1 14,891 0 0
CARRIZO OIL & GAS INC COM 144577103 269 8,803 SH   DFND 1 8,780 0 23
CARTER'S INC COM 146229109 3,401 37,522 SH   DFND 1 37,497 0 25
CASELLA WASTE SYSTEMS INC-A COM 147448104 918 158,320 SH   DFND 1 158,009 0 311
CASEY'S GENERAL STORES INC COM 147528103 857 8,331 SH   DFND 1 8,308 0 23
CATALYST PHARMACEUTICAL PART COM 14888U101 165 55,126 SH   DFND 1 54,971 0 155
CBRE GROUP INC - A COM 12504L109 1,721 53,771 SH   DFND 1 53,771 0 0
CELANESE CORP-SERIES A COM 150870103 953 16,105 SH   DFND 1 16,105 0 0
CELESTICA INC COM 15101Q108 586 45,454 SH   DFND 1 45,454 0 0
CELGENE CORP COM 151020104 1,320 12,211 SH   DFND 1 12,211 0 0
CHECK POINT SOFTWARE TECH COM M22465104 780 9,832 SH   DFND 1 9,832 0 0
CHEVRON CORP COM 166764100 293 3,723 SH   DFND 1 3,723 0 0
CHINA LODGING GROUP-SPON ADS COM 16949N109 602 24,726 SH   DFND 1 24,726 0 0
CHUNGHWA TELECOM LT-SPON ADR ADR 17133Q502 733 24,233 SH   DFND 1 24,233 0 0
CIA DE MINAS BUENAVENTUR-ADR ADR 204448104 356 59,851 SH   DFND 1 59,851 0 0
CIENA CORP COM 171779309 1,594 76,929 SH   DFND 1 76,929 0 0
CIGNA CORP COM 125509109 822 6,084 SH   DFND 1 6,084 0 0
CINTAS CORP COM 172908105 1,692 19,739 SH   DFND 1 19,739 0 0
CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 476 66,794 SH   DFND 1 66,794 0 0
CLEARWATER PAPER CORP COM 18538R103 474 10,030 SH   DFND 1 10,002 0 28
CLOROX COMPANY COM 189054109 1,888 16,338 SH   DFND 1 16,338 0 0
CLOVIS ONCOLOGY INC 2.500% 09/15/21 CVT BND 189464AB6 14,358 8,575,000 PRN   DFND 1 8,575,000 0 0
CLUBCORP HOLDINGS INC COM 18948M108 1,257 58,573 SH   DFND 1 58,573 0 0
CNOOC LTD-SPON ADR ADR 126132109 431 4,186 SH   DFND 1 4,186 0 0
COBALT INTL ENERGY INC 2.625% 12/01/19 CVT BND 19075FAA4 20,271 28,450,000 PRN   DFND 1 28,450,000 0 0
COCA-COLA CO/THE COM 191216100 2,252 56,125 SH   DFND 1 56,125 0 0
COGNIZANT TECH SOLUTIONS-A COM 192446102 2,225 35,539 SH   DFND 1 35,539 0 0
COMCAST CORP-CLASS A COM 20030N101 5,008 88,042 SH   DFND 1 88,042 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 1,296 30,296 SH   DFND 1 30,296 0 0
COMPASS MINERALS INTERNATION COM 20451N101 945 12,059 SH   DFND 1 12,059 0 0
CONCHO RESOURCES INC COM 20605P101 307 3,125 SH   DFND 1 3,125 0 0
CONSTELLATION BRANDS INC-A COM 21036P108 2,494 19,920 SH   DFND 1 19,920 0 0
COSTCO WHOLESALE CORP COM 22160K105 4,903 33,913 SH   DFND 1 33,913 0 0
COVANTA HOLDING CORP COM 22282E102 477 27,377 SH   DFND 1 27,307 0 70
COWEN GROUP INC 3.000% 03/15/19 CVT BND 223622AB7 5,789 5,500,000 PRN   DFND 1 5,500,000 0 0
CREDIT SUISSE GROUP-SPON ADR ADR 225401108 648 26,986 SH   DFND 1 26,986 0 0
CROWN CASTLE INTL CORP COM 22822V101 350 4,440 SH   DFND 1 4,440 0 0
CSG SYSTEMS INTL INC COM 126349109 493 16,007 SH   DFND 1 15,962 0 45
CUBESMART COM 229663109 1,431 52,609 SH   DFND 1 52,529 0 80
CUMULUS MEDIA INC-CL A COM 231082108 15 20,612 SH   DFND 1 20,612 0 0
CURRENCYSHARES SWISS FRANC COM 23129V109 298 3,000 SH   DFND 1 3,000 0 0
DANAHER CORP COM 235851102 3,277 38,456 SH   DFND 1 38,456 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 1,587 41,965 SH   DFND 1 41,889 0 76
DELHAIZE GROUP - SPONS ADR ADR 29759W101 809 36,557 SH   DFND 1 36,557 0 0
DENNY'S CORP COM 24869P104 618 56,009 SH   DFND 1 56,009 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 554 10,957 SH   DFND 1 10,957 0 0
DEUTSCHE BANK AG-REGISTERED COM D18190898 438 16,249 SH   DFND 1 16,249 0 0
DEXCOM INC COM 252131107 434 5,056 SH   DFND 1 5,042 0 14
DHT HOLDINGS INC COM Y2065G121 1,687 227,292 SH   DFND 1 227,292 0 0
DIGITAL REALTY TRUST INC COM 253868103 2,406 36,826 SH   DFND 1 36,826 0 0
DOCTOR REDDY'S LAB-ADR ADR 256135203 602 9,423 SH   DFND 1 9,423 0 0
DOLLAR TREE INC COM 256746108 2,855 42,831 SH   DFND 1 42,831 0 0
DOMINION RESOURCES INC/VA COM 25746U109 788 11,204 SH   DFND 1 11,204 0 0
DTE ENERGY COMPANY COM 233331107 599 7,451 SH   DFND 1 7,451 0 0
E*TRADE FINANCIAL CORP COM 269246401 533 20,250 SH   DFND 1 20,250 0 0
EAST WEST BANCORP INC COM 27579R104 874 22,749 SH   DFND 1 22,749 0 0
Eaton Vance Floating Rate Income Trust Common COM 278279104 4,683 353,668 SH   DFND 1 353,668 0 0
Eaton Vance Senior Income Trust Common COM 27826S103 5,686 968,586 SH   DFND 1 968,586 0 0
EBAY INC COM 278642103 368 15,054 SH   DFND 1 15,054 0 0
ELECTRONIC ARTS INC COM 285512109 247 3,643 SH   DFND 1 3,643 0 0
ELI LILLY & CO COM 532457108 753 9,005 SH   DFND 1 9,005 0 0
EMBOTELLADORA ANDINA-ADR B ADR 29081P303 638 30,752 SH   DFND 1 30,752 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 760 26,664 SH   DFND 1 26,603 0 61
ENANTA PHARMACEUTICALS INC COM 29251M106 315 8,713 SH   DFND 1 8,689 0 24
EOG RESOURCES INC COM 26875P101 823 11,307 SH   DFND 1 11,307 0 0
EQUINIX INC COM 29444U700 3,843 14,056 SH   DFND 1 14,056 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 301 5,131 SH   DFND 1 5,131 0 0
ESSENT GROUP LTD COM G3198U102 1,274 51,282 SH   DFND 1 51,198 0 84
ESSEX PROPERTY TRUST INC COM 297178105 2,259 10,112 SH   DFND 1 10,112 0 0
ETFS PHYSICAL PALLADIUM SHAR COM 26923A106 1,242 19,728 SH   DFND 1 19,728 0 0
EVERTEC INC COM 30040P103 565 31,277 SH   DFND 1 31,188 0 89
EXPEDIA INC COM 30212P303 385 3,272 SH   DFND 1 3,272 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 1,032 12,752 SH   DFND 1 12,752 0 0
EXTRA SPACE STORAGE INC COM 30225T102 749 9,705 SH   DFND 1 9,705 0 0
EXXON MOBIL CORP COM 30231G102 755 10,162 SH   DFND 1 10,162 0 0
F5 NETWORKS INC COM 315616102 2,634 22,746 SH   DFND 1 22,746 0 0
FACEBOOK INC-A COM 30303M102 5,526 61,474 SH   DFND 1 61,474 0 0
FCB FINANCIAL HOLDINGS-CL A COM 30255G103 935 28,668 SH   DFND 1 28,589 0 79
FIAT CHRYSLER AUTOMOBILES NV COM N31738102 476 36,031 SH   DFND 1 36,031 0 0
FIBRIA CELULOSE SA-SPON ADR ADR 31573A109 576 42,478 SH   DFND 1 42,478 0 0
FIDELITY NATIONAL INFO SERV COM 31620M106 408 6,091 SH   DFND 1 6,091 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 580 15,876 SH   DFND 1 15,831 0 45
FIRST TRUST NYSE ARCA BIOTEC COM 33733E203 443 4,369 SH   DFND 1 4,357 0 12
FLY LEASING LTD-ADR ADR 34407D109 1,214 91,998 SH   DFND 1 91,827 0 171
FNF GROUP COM 31620R303 1,051 29,637 SH   DFND 1 29,637 0 0
FNFV GROUP COM 31620R402 445 37,933 SH   DFND 1 37,828 0 105
FRONTIER COMMUNICATIONS 11.125% 06/29/18 SR:A CVT BND 35906A207 6,032 64,300 PRN   DFND 1 64,300 0 0
G & K SERVICES INC -CL A COM 361268105 907 13,620 SH   DFND 1 13,581 0 39
GENERAL DYNAMICS CORP COM 369550108 815 5,910 SH   DFND 1 5,910 0 0
GENERAL ELECTRIC CO COM 369604103 1,651 65,478 SH   DFND 1 65,478 0 0
GENERAL MILLS INC COM 370334104 652 11,601 SH   DFND 1 11,601 0 0
GILEAD SCIENCES INC COM 375558103 4,643 47,289 SH   DFND 1 47,289 0 0
GILEAD SCIENCES INC 1.625% 05/01/16 SR:D CVT BND 375558AP8 266 62,000 PRN   DFND 1 62,000 0 0
GREEN DOT CORP-CLASS A COM 39304D102 501 28,424 SH   DFND 1 28,349 0 75
GRIFOLS SA-ADR ADR 398438408 588 19,340 SH   DFND 1 19,340 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 698 8,200 SH   DFND 1 8,178 0 22
GRUPO AEROPORTUARIO PAC-ADR ADR 400506101 632 7,277 SH   DFND 1 7,277 0 0
GRUPO AEROPORTUARIO SUR-ADR ADR 40051E202 574 3,768 SH   DFND 1 3,768 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 3,395 74,160 SH   DFND 1 74,160 0 0
HCA HOLDINGS INC COM 40412C101 2,396 30,973 SH   DFND 1 30,973 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 328 11,461 SH   DFND 1 11,461 0 0
HEALTHCARE TRUST OF AME-CL A COM 42225P501 332 13,550 SH   DFND 1 13,550 0 0
HELMERICH & PAYNE COM 423452101 225 4,756 SH   DFND 1 4,756 0 0
HERSHEY CO/THE COM 427866108 1,727 18,796 SH   DFND 1 18,796 0 0
HOLOGIC INC FLT 03/01/42 SR:2012 CVT BND 436440AC5 230 170,000 PRN   DFND 1 170,000 0 0
HOLOGIC INC FLT 12/15/43 CVT BND 436440AG6 4,430 3,500,000 PRN   DFND 1 3,500,000 0 0
HOME DEPOT INC COM 437076102 7,602 65,817 SH   DFND 1 65,817 0 0
HOME PROPERTIES INC COM 437306103 442 5,906 SH   DFND 1 5,906 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 4,314 45,556 SH   DFND 1 45,556 0 0
HOST HOTELS & RESORTS INC COM 44107P104 288 18,218 SH   DFND 1 18,218 0 0
HUANENG POWER INTL-SPONS ADR ADR 443304100 577 13,641 SH   DFND 1 13,641 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 1,732 60,136 SH   DFND 1 60,057 0 79
HUMANA INC COM 444859102 205 1,144 SH   DFND 1 1,144 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 1,233 17,263 SH   DFND 1 17,263 0 0
ICON PLC COM G4705A100 666 9,381 SH   DFND 1 9,381 0 0
INFINERA CORP COM 45667G103 527 26,963 SH   DFND 1 26,963 0 0
ING GROEP N.V.-SPONSORED ADR ADR 456837103 1,082 76,541 SH   DFND 1 76,541 0 0
INGERSOLL-RAND PLC COM G47791101 956 18,829 SH   DFND 1 18,829 0 0
INPHI CORP COM 45772F107 1,653 68,743 SH   DFND 1 68,646 0 97
INSULET CORP COM 45784P101 437 16,851 SH   DFND 1 16,805 0 46
INTEL CORP COM 458140100 1,028 34,109 SH   DFND 1 34,109 0 0
INTEL CORP 3.250% 08/01/39 CVT BND 458140AF7 424 281,000 PRN   DFND 1 281,000 0 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 382 9,656 SH   DFND 1 9,656 0 0
INTERXION HOLDING NV COM N47279109 584 21,565 SH   DFND 1 21,565 0 0
INTUIT INC COM 461202103 288 3,250 SH   DFND 1 3,250 0 0
INVESCO LTD COM G491BT108 538 17,222 SH   DFND 1 17,222 0 0
ISHARES IBOXX HIGH YIELD COR COM 464288513 9,453 113,500 SH   DFND 1 113,500 0 0
ISHARES MSCI EAFE ETF COM 464287465 447 7,800 SH   DFND 1 7,800 0 0
ISIS PHARMACEUTICALS INC COM 464330109 296 7,305 SH   DFND 1 7,285 0 20
IXIA 3.000% 12/15/15 CVT BND 45071RAB5 6,950 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 4,001 3,000,000 PRN   DFND 1 3,000,000 0 0
JARDEN CORP COM 471109108 3,602 73,700 SH   DFND 1 73,700 0 0
JARDEN CORP 1.500% 06/15/19 CVT BND 471109AL2 232 172,000 PRN   DFND 1 172,000 0 0
JAZZ PHARMACEUTICALS PLC COM G50871105 248 1,869 SH   DFND 1 1,863 0 6
JM SMUCKER CO/THE COM 832696405 927 8,120 SH   DFND 1 8,120 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,464 38,285 SH   DFND 1 38,206 0 79
JOHNSON & JOHNSON COM 478160104 1,176 12,597 SH   DFND 1 12,597 0 0
KAR AUCTION SERVICES INC COM 48238T109 319 8,984 SH   DFND 1 8,984 0 0
KCG HOLDINGS INC-CL A COM 48244B100 483 44,038 SH   DFND 1 43,907 0 131
KELLOGG CO COM 487836108 566 8,502 SH   DFND 1 8,502 0 0
KEYCORP COM 493267108 583 44,762 SH   DFND 1 44,762 0 0
KIMBERLY-CLARK CORP COM 494368103 2,581 23,666 SH   DFND 1 23,666 0 0
KINDRED HEALTHCARE INC COM 494580103 1,104 70,079 SH   DFND 1 69,976 0 103
KOREA ELEC POWER CORP-SP ADR ADR 500631106 792 38,631 SH   DFND 1 38,631 0 0
KRAFT HEINZ CO/THE COM 500754106 1,949 27,625 SH   DFND 1 27,625 0 0
KROGER CO COM 501044101 4,274 118,499 SH   DFND 1 118,499 0 0
LA QUINTA HOLDINGS INC COM 50420D108 450 28,521 SH   DFND 1 28,442 0 79
LACLEDE GROUP INC/THE COM 505597104 535 9,806 SH   DFND 1 9,779 0 27
LEAR CORP COM 521865204 528 4,852 SH   DFND 1 4,852 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N308 1,063 24,336 SH   DFND 1 24,336 0 0
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 762 18,570 SH   DFND 1 18,570 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 683 9,642 SH   DFND 1 9,615 0 27
LITHIA MOTORS INC-CL A COM 536797103 1,332 12,320 SH   DFND 1 12,298 0 22
LLOYDS BANKING GROUP PLC-ADR ADR 539439109 221 48,052 SH   DFND 1 48,052 0 0
LOCKHEED MARTIN CORP COM 539830109 2,060 9,939 SH   DFND 1 9,939 0 0
LOGITECH INTERNATIONAL-REG COM H50430232 546 41,647 SH   DFND 1 41,647 0 0
LUXOTTICA GROUP SPA-SPON ADR ADR 55068R202 791 11,421 SH   DFND 1 11,421 0 0
LYONDELLBASELL INDU-CL A COM N53745100 2,624 31,479 SH   DFND 1 31,479 0 0
M & T BANK CORP COM 55261F104 940 7,711 SH   DFND 1 7,711 0 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 1,371 47,312 SH   DFND 1 47,246 0 66
MACY'S INC COM 55616P104 232 4,525 SH   DFND 1 4,525 0 0
MADISON SQUARE GARDEN INC CL A COM 55826P100 221 3,066 SH   DFND 1 3,039 0 27
MANHATTAN ASSOCIATES INC COM 562750109 913 14,662 SH   DFND 1 14,620 0 42
MARRIOTT INTERNATIONAL -CL A COM 571903202 214 3,137 SH   DFND 1 3,137 0 0
MARRIOTT VACATIONS WORLD COM 57164Y107 737 10,808 SH   DFND 1 10,778 0 30
MARTIN MARIETTA MATERIALS COM 573284106 1,506 9,914 SH   DFND 1 9,914 0 0
MASCO CORP COM 574599106 499 19,816 SH   DFND 1 19,816 0 0
MASTERCARD INC-CLASS A COM 57636Q104 3,590 39,828 SH   DFND 1 39,828 0 0
MCDONALD'S CORP COM 580135101 2,658 26,974 SH   DFND 1 26,974 0 0
MCKESSON CORP COM 58155Q103 3,803 20,553 SH   DFND 1 20,553 0 0
MEDASSETS INC COM 584045108 1,207 60,140 SH   DFND 1 60,073 0 67
MEDTRONIC PLC COM G5960L103 1,062 15,863 SH   DFND 1 15,863 0 0
MELLANOX TECHNOLOGIES LTD COM M51363113 4,749 125,674 SH   DFND 1 125,619 0 55
MEN'S WEARHOUSE INC/THE COM 587118100 439 10,317 SH   DFND 1 10,317 0 0
MERCK & CO. INC. COM 58933Y105 586 11,872 SH   DFND 1 11,872 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 441 18,461 SH   DFND 1 18,410 0 51
MERITAGE HOMES CORP 1.875% 09/15/32 CVT BND 59001AAR3 9,931 9,900,000 PRN   DFND 1 9,900,000 0 0
MERITOR INC FLT 03/01/26 CVT BND 043353AF8 249 250,000 PRN   DFND 1 250,000 0 0
METHANEX CORP COM 59151K108 797 24,021 SH   DFND 1 23,993 0 28
MICRON TECHNOLOGY INC 3.000% 11/15/43 SR:G CVT BND 595112AY9 317 375,000 PRN   DFND 1 375,000 0 0
MICRON TECHNOLOGY INC 3.125% 05/01/32 SR:D CVT BND 595112AX1 1,664 1,000,000 PRN   DFND 1 1,000,000 0 0
MICROSOFT CORP COM 594918104 3,322 75,057 SH   DFND 1 75,057 0 0
MITSUBISHI UFJ FINL-SPON ADR ADR 606822104 997 163,843 SH   DFND 1 163,843 0 0
MONSANTO CO COM 61166W101 608 7,118 SH   DFND 1 7,118 0 0
MOODY'S CORP COM 615369105 842 8,578 SH   DFND 1 8,578 0 0
MSG NETWORKS INC COM 553573106 1,206 16,718 SH   DFND 1 16,718 0 0
MYLAN NV COM N59465109 2,098 52,116 SH   DFND 1 52,116 0 0
NATIONAL GENERAL HLDGS COM 636220303 1,430 74,118 SH   DFND 1 74,006 0 112
NET 1 UEPS TECHNOLOGIES INC COM 64107N206 851 50,802 SH   DFND 1 50,666 0 136
NETEASE INC-ADR ADR 64110W102 663 5,521 SH   DFND 1 5,521 0 0
NETSUITE INC 0.250% 06/01/18 CVT BND 64118QAB3 3,537 3,500,000 PRN   DFND 1 3,500,000 0 0
NIKE INC -CL B COM 654106103 2,843 23,119 SH   DFND 1 23,119 0 0
NIPPON TELEGRAPH & TELE-ADR ADR 654624105 730 20,697 SH   DFND 1 20,697 0 0
NOMURA HOLDINGS INC-SPON ADR ADR 65535H208 638 109,565 SH   DFND 1 109,565 0 0
NORTHSTAR REALTY FINANCE COM 66704R704 405 32,771 SH   DFND 1 32,679 0 92
NOVARTIS AG-SPONSORED ADR ADR 66987V109 395 4,301 SH   DFND 1 4,301 0 0
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 1,229 22,654 SH   DFND 1 22,654 0 0
NTT DOCOMO INC-SPON ADR ADR 62942M201 563 33,359 SH   DFND 1 33,359 0 0
NUSTAR GP HOLDINGS LLC COM 67059L102 1,508 56,429 SH   DFND 1 56,409 0 20
NVIDIA CORP 1.000% 12/01/18 CVT BND 67066GAC8 205 155,000 PRN   DFND 1 155,000 0 0
NXP SEMICONDUCTOR NV 1.000% 12/01/19 SR:144A CVT BND 62952QAA8 20,801 18,750,000 PRN   DFND 1 18,750,000 0 0
OLD REPUBLIC INTL CORP COM 680223104 856 54,751 SH   DFND 1 54,751 0 0
ON SEMICONDUCTOR CORP COM 682189105 549 58,400 SH   DFND 1 58,400 0 0
ORACLE CORP COM 68389X105 5,738 158,878 SH   DFND 1 158,878 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 4,070 16,278 SH   DFND 1 16,278 0 0
OREXIGEN THERAPEUTICS IN 2.750% 12/01/20 CVT BND 686164AB0 1,555 2,244,000 PRN   DFND 1 2,244,000 0 0
ORION ENGINEERED CARBONS SA COM L72967109 330 22,821 SH   DFND 1 22,821 0 0
PACWEST BANCORP COM 695263103 1,044 24,366 SH   DFND 1 24,324 0 42
PALO ALTO NETWORKS 0.000% 07/01/19 CVT BND 697435AB1 21,223 13,000,000 PRN   DFND 1 13,000,000 0 0
PARAMOUNT GROUP INC COM 69924R108 1,072 63,829 SH   DFND 1 63,829 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 350 12,135 SH   DFND 1 12,101 0 34
PATRIOT NATIONAL INC COM 70338T102 1,177 74,339 SH   DFND 1 74,185 0 154
PAYPAL HOLDINGS INC COM 70450Y103 1,706 54,983 SH   DFND 1 54,983 0 0
PDC ENERGY INC COM 69327R101 792 14,946 SH   DFND 1 14,924 0 22
PENN NATIONAL GAMING INC COM 707569109 787 46,934 SH   DFND 1 46,804 0 130
PEPSICO INC COM 713448108 1,528 16,196 SH   DFND 1 16,196 0 0
PFIZER INC COM 717081103 5,285 168,271 SH   DFND 1 168,271 0 0
PHARMERICA CORP COM 71714F104 476 16,709 SH   DFND 1 16,674 0 35
PHILIP MORRIS INTERNATIONAL COM 718172109 529 6,671 SH   DFND 1 6,671 0 0
PHILLIPS 66 COM 718546104 315 4,107 SH   DFND 1 4,107 0 0
PINNACLE WEST CAPITAL COM 723484101 1,409 21,965 SH   DFND 1 21,965 0 0
POOL CORP COM 73278L105 966 13,359 SH   DFND 1 13,335 0 24
POST PROPERTIES INC COM 737464107 648 11,115 SH   DFND 1 11,084 0 31
PPG INDUSTRIES INC COM 693506107 1,222 13,941 SH   DFND 1 13,941 0 0
PPL CORP COM 69351T106 667 20,277 SH   DFND 1 20,277 0 0
PRICELINE GROUP INC/THE COM 741503403 5,859 4,737 SH   DFND 1 4,737 0 0
PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT BND 741503AQ9 231 164,000 PRN   DFND 1 164,000 0 0
PRIMERICA INC COM 74164M108 546 12,114 SH   DFND 1 12,080 0 34
PRIVATEBANCORP INC COM 742962103 1,796 46,852 SH   DFND 1 46,775 0 77
PROCTER & GAMBLE CO/THE COM 742718109 1,027 14,282 SH   DFND 1 14,282 0 0
PROGENICS PHARMACEUTICALS COM 743187106 295 51,572 SH   DFND 1 51,478 0 94
PROLOGIS INC COM 74340W103 304 7,815 SH   DFND 1 7,815 0 0
PROOFPOINT INC 1.250% 12/15/18 CVT BND 743424AB9 26,230 16,000,000 PRN   DFND 1 16,000,000 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 707 8,899 SH   DFND 1 8,874 0 25
PTC INC COM 69370C100 482 15,194 SH   DFND 1 15,194 0 0
PUBLIC STORAGE COM 74460D109 519 2,453 SH   DFND 1 2,453 0 0
QIHOO 360 TECHNOLOGY CO-ADR ADR 74734M109 399 8,329 SH   DFND 1 8,329 0 0
RADWARE LTD COM M81873107 449 27,584 SH   DFND 1 27,507 0 77
RAMBUS INC 1.125% 08/15/18 CVT BND 750917AE6 11,127 9,500,000 PRN   DFND 1 9,500,000 0 0
RANGE RESOURCES CORP COM 75281A109 265 8,255 SH   DFND 1 8,255 0 0
RED HAT INC COM 756577102 1,646 22,900 SH   DFND 1 22,900 0 0
REGENERON PHARMACEUTICALS COM 75886F107 677 1,457 SH   DFND 1 1,457 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 855 15,821 SH   DFND 1 15,821 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 897 8,438 SH   DFND 1 8,438 0 0
REPUBLIC SERVICES INC COM 760759100 4,209 102,166 SH   DFND 1 102,166 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 543 20,992 SH   DFND 1 20,992 0 0
RITE AID CORP COM 767754104 312 51,280 SH   DFND 1 51,280 0 0
ROSS STORES INC COM 778296103 2,992 61,725 SH   DFND 1 61,725 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 470 5,275 SH   DFND 1 5,275 0 0
ROYAL DUTCH SHELL-SPON ADR-A ADR 780259206 929 19,603 SH   DFND 1 19,603 0 0
ROYAL DUTCH SHELL-SPON ADR-B ADR 780259107 709 14,923 SH   DFND 1 14,923 0 0
RYANAIR HOLDINGS PLC-SP ADR ADR 783513104 874 11,159 SH   DFND 1 11,159 0 0
RYLAND GROUP 0.250% 06/01/19 CVT BND 783764AS2 217 235,000 PRN   DFND 1 235,000 0 0
SALESFORCE.COM INC COM 79466L302 1,502 21,636 SH   DFND 1 21,636 0 0
SANDISK CORP 1.500% 08/15/17 CVT BND 80004CAD3 25,187 20,210,000 PRN   DFND 1 20,210,000 0 0
SANOFI-ADR ADR 80105N105 1,097 23,106 SH   DFND 1 23,106 0 0
SASOL LTD-SPONSORED ADR ADR 803866300 494 17,753 SH   DFND 1 17,753 0 0
SCHLUMBERGER LTD COM 806857108 1,648 23,899 SH   DFND 1 23,899 0 0
SCHWAB (CHARLES) CORP COM 808513105 1,052 36,844 SH   DFND 1 36,844 0 0
SEI INVESTMENTS COMPANY COM 784117103 2,486 51,536 SH   DFND 1 51,536 0 0
SEMGROUP CORP-CLASS A COM 81663A105 377 8,722 SH   DFND 1 8,697 0 25
SEMPRA ENERGY COM 816851109 880 9,091 SH   DFND 1 9,091 0 0
SERVICENOW INC 0.000% 11/01/18 CVT BND 81762PAB8 11,306 10,000,000 PRN   DFND 1 10,000,000 0 0
SERVICESOURCE INTL INC 1.500% 08/01/18 CVT BND 81763UAB6 1,894 2,268,000 PRN   DFND 1 2,268,000 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 227 1,017 SH   DFND 1 1,017 0 0
SHIRE PLC-ADR ADR 82481R106 812 3,954 SH   DFND 1 3,954 0 0
SIGNATURE BANK COM 82669G104 663 4,817 SH   DFND 1 4,817 0 0
SIGNET JEWELERS LTD COM G81276100 1,606 11,799 SH   DFND 1 11,799 0 0
SIMON PROPERTY GROUP INC COM 828806109 2,371 12,906 SH   DFND 1 12,906 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 339 3,626 SH   DFND 1 3,626 0 0
SONIC CORP COM 835451105 1,127 49,110 SH   DFND 1 49,033 0 77
SOUTHERN CO/THE COM 842587107 997 22,300 SH   DFND 1 22,300 0 0
SOUTHWEST AIRLINES CO COM 844741108 2,484 65,306 SH   DFND 1 65,306 0 0
SPECTRANETICS CORP 2.625% 06/01/34 CVT BND 84760CAA5 8,594 11,327,000 PRN   DFND 1 11,327,000 0 0
STANLEY BLACK & DECKER I 4.750% 11/17/15 CVT BND 854502309 201 1,500 PRN   DFND 1 1,500 0 0
STANLEY BLACK & DECKER INC COM 854502101 418 4,317 SH   DFND 1 4,317 0 0
STARBUCKS CORP COM 855244109 2,945 51,814 SH   DFND 1 51,814 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 955 14,365 SH   DFND 1 14,365 0 0
STARWOOD PROPERTY TRUST 3.750% 10/15/17 CVT BND 85571BAC9 266 267,000 PRN   DFND 1 267,000 0 0
STATOIL ASA-SPON ADR ADR 85771P102 498 34,222 SH   DFND 1 34,222 0 0
STONEGATE BANK COM 861811107 498 15,651 SH   DFND 1 15,607 0 44
SUMITOMO MITSUI-SPONS ADR ADR 86562M209 806 105,727 SH   DFND 1 105,727 0 0
SUN COMMUNITIES INC COM 866674104 2,512 37,065 SH   DFND 1 37,034 0 31
SUN LIFE FINANCIAL INC COM 866796105 794 24,623 SH   DFND 1 24,623 0 0
SUNCOR ENERGY INC COM 867224107 672 25,121 SH   DFND 1 25,121 0 0
SUPERVALU INC COM 868536103 379 52,797 SH   DFND 1 52,651 0 146
SVB FINANCIAL GROUP COM 78486Q101 1,435 12,421 SH   DFND 1 12,421 0 0
SYNAPTICS INC COM 87157D109 353 4,275 SH   DFND 1 4,266 0 9
SYNNEX CORP COM 87162W100 725 8,528 SH   DFND 1 8,505 0 23
TAKE-TWO INTERACTIVE SOF 1.000% 07/01/18 CVT BND 874054AD1 7,122 5,000,000 PRN   DFND 1 5,000,000 0 0
TANDEM DIABETES CARE INC COM 875372104 944 107,243 SH   DFND 1 107,080 0 163
TEAM HEALTH HOLDINGS INC COM 87817A107 704 13,039 SH   DFND 1 13,003 0 36
TELEFLEX INC COM 879369106 3,003 24,175 SH   DFND 1 24,157 0 18
TELEKOMUNIK INDONESIA-SP ADR ADR 715684106 657 18,428 SH   DFND 1 18,428 0 0
TESARO INC 3.000% 10/01/21 CVT BND 881569AA5 5,573 4,000,000 PRN   DFND 1 4,000,000 0 0
TESLA MOTORS INC 1.250% 03/01/21 CVT BND 88160RAC5 237 250,000 PRN   DFND 1 250,000 0 0
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 798 14,133 SH   DFND 1 14,133 0 0
TITAN MACHINERY INC 3.750% 05/01/19 CVT BND 88830RAB7 7,196 9,500,000 PRN   DFND 1 9,500,000 0 0
TJX COMPANIES INC COM 872540109 3,487 48,833 SH   DFND 1 48,833 0 0
TOTAL SA-SPON ADR ADR 89151E109 995 22,274 SH   DFND 1 22,274 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 2,167 47,695 SH   DFND 1 47,695 0 0
TOWER SEMICONDUCTOR LTD COM M87915274 555 43,076 SH   DFND 1 43,076 0 0
TOYOTA MOTOR CORP -SPON ADR ADR 892331307 1,247 10,633 SH   DFND 1 10,633 0 0
TRANSDIGM GROUP INC COM 893641100 2,662 12,532 SH   DFND 1 12,532 0 0
Tribune Media Company Class A COM 896047503 5,362 150,621 SH   DFND 1 5,362,108 0 0
Tribune Publishing Company Common COM 896082104 295 37,653 SH   DFND 1 37,653 0 0
TRICO BANCSHARES COM 896095106 480 19,537 SH   DFND 1 19,481 0 56
TWITTER INC COM 90184L102 226 8,391 SH   DFND 1 8,391 0 0
TYSON FOODS INC-CL A COM 902494103 587 13,610 SH   DFND 1 13,610 0 0
UDR INC COM 902653104 880 25,540 SH   DFND 1 25,540 0 0
UNIFIRST CORP/MA COM 904708104 1,121 10,495 SH   DFND 1 10,479 0 16
UNILEVER PLC-SPONSORED ADR ADR 904767704 780 19,109 SH   DFND 1 19,109 0 0
UNION PACIFIC CORP COM 907818108 4,505 50,964 SH   DFND 1 50,964 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 1,075 20,279 SH   DFND 1 20,279 0 0
UNITED PARCEL SERVICE-CL B COM 911312106 981 9,942 SH   DFND 1 9,942 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,337 20,149 SH   DFND 1 20,149 0 0
UNITIL CORP COM 913259107 832 22,556 SH   DFND 1 22,493 0 63
UNIVERSAL AMERICAN CORP COM 91338E101 354 51,748 SH   DFND 1 51,601 0 147
UNIVERSAL HEALTH SERVICES-B COM 913903100 2,902 23,257 SH   DFND 1 23,257 0 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 1,227 6,883 SH   DFND 1 6,883 0 0
VANTIV INC - CL A COM 92210H105 2,268 50,483 SH   DFND 1 50,483 0 0
VENTAS INC COM 92276F100 373 6,650 SH   DFND 1 6,650 0 0
VERIFONE SYSTEMS INC COM 92342Y109 485 17,469 SH   DFND 1 17,421 0 48
VERIZON COMMUNICATIONS INC COM 92343V104 4,510 103,660 SH   DFND 1 103,660 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 871 8,365 SH   DFND 1 8,365 0 0
VISA INC-CLASS A SHARES COM 92826C839 3,707 53,212 SH   DFND 1 53,212 0 0
VOYA FINANCIAL INC COM 929089100 3,193 82,338 SH   DFND 1 82,338 0 0
WABCO HOLDINGS INC COM 92927K102 1,385 13,214 SH   DFND 1 13,214 0 0
WABTEC CORP COM 929740108 1,654 18,783 SH   DFND 1 18,783 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,182 38,290 SH   DFND 1 38,290 0 0
WALKER & DUNLOP INC COM 93148P102 2,180 83,566 SH   DFND 1 83,445 0 121
WALT DISNEY CO/THE COM 254687106 4,689 45,876 SH   DFND 1 45,876 0 0
WASTE MANAGEMENT INC COM 94106L109 3,064 61,519 SH   DFND 1 61,519 0 0
WATSCO INC COM 942622200 1,260 10,635 SH   DFND 1 10,610 0 25
WEC ENERGY GROUP INC COM 92939U106 1,103 21,119 SH   DFND 1 21,119 0 0
WELLS FARGO & CO COM 949746101 2,968 57,784 SH   DFND 1 57,784 0 0
WELLS FARGO & COMPANY 7.500% PERP SR:L CVT BND 949746804 409 350 PRN   DFND 1 350 0 0
WELLTOWER INC COM 95040Q104 390 5,768 SH   DFND 1 5,768 0 0
WELLTOWER INC 6.500% PERP SR:I CVT BND 95040Q203 212 3,496 PRN   DFND 1 3,496 0 0
WESTERN ALLIANCE BANCORP COM 957638109 468 15,248 SH   DFND 1 15,211 0 37
WESTERN DIGITAL CORP COM 958102105 291 3,665 SH   DFND 1 3,665 0 0
WEX INC COM 96208T104 1,916 22,065 SH   DFND 1 22,051 0 14
WEYERHAEUSER CO COM 962166104 379 13,868 SH   DFND 1 13,868 0 0
WHITEWAVE FOODS CO - CL A COM 966244105 297 7,398 SH   DFND 1 7,398 0 0
WILLIAMS COS INC COM 969457100 626 16,984 SH   DFND 1 16,984 0 0
WINNEBAGO INDUSTRIES COM 974637100 323 16,876 SH   DFND 1 16,828 0 48
WINTRUST FINANCIAL CORP COM 97650W108 2,222 41,583 SH   DFND 1 41,529 0 54
WNS HOLDINGS LTD-ADR ADR 92932M101 601 21,486 SH   DFND 1 21,486 0 0
WORKDAY INC 0.750% 07/15/18 CVT BND 98138HAC5 7,578 7,000,000 PRN   DFND 1 7,000,000 0 0
WR BERKLEY CORP COM 084423102 453 8,331 SH   DFND 1 8,331 0 0
WRIGHT MEDICAL GROUP INC COM 98235T107 309 14,656 SH   DFND 1 14,615 0 41
WYNDHAM WORLDWIDE CORP COM 98310W108 1,996 27,767 SH   DFND 1 27,767 0 0
XCERRA CORP COM 98400J108 206 32,785 SH   DFND 1 32,694 0 91
XILINX INC 2.625% 06/15/17 CVT BND 983919AF8 22,521 15,064,000 PRN   DFND 1 15,064,000 0 0
XL GROUP PLC COM G98290102 418 11,513 SH   DFND 1 11,513 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 1,089 42,951 SH   DFND 1 42,951 0 0
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 348 4,546 SH   DFND 1 4,534 0 12
ZIMMER BIOMET HOLDINGS INC COM 98956P102 319 3,394 SH   DFND 1 3,394 0 0