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
AAL US 01/16 C55.00 COM 02376R102 339 8,000 SH Call DFND 1 8,000 0 0
ABBVIE INC COM 00287Y109 3,892 65,690 SH   DFND 1 65,690 0 0
ADOBE SYSTEMS INC COM 00724F101 1,430 15,230 SH   DFND 1 15,230 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 696 4,622 SH   DFND 1 4,622 0 0
AERCAP HOLDINGS NV COM N00985106 606 14,037 SH   DFND 1 14,037 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 424 27,093 SH   DFND 1 26,988 0 105
AKAMAI TECHNOLOGIES INC COM 00971T101 1,467 27,889 SH   DFND 1 27,889 0 0
ALLERGAN PLC COM G0177J108 7,432 23,785 SH   DFND 1 23,785 0 0
ALLERGAN PLC 5.500% 03/01/18 SR:A CVT BND EP0481507 5,762 5,600 PRN   DFND 1 5,600 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,319 4,770 SH   DFND 1 4,770 0 0
ALLSCRIPTS HEALTHCARE SO 1.250% 07/01/20 CVT BND 01988PAD0 21,658 20,000,000 PRN   DFND 1 20,000,000 0 0
ALPHABET INC-CL A COM 02079K305 15,536 19,968 SH   DFND 1 19,968 0 0
ALTRIA GROUP INC COM 02209S103 1,722 29,593 SH   DFND 1 29,593 0 0
AMAZON.COM INC COM 023135106 7,633 11,293 SH   DFND 1 11,293 0 0
AMDOCS LTD COM G02602103 2,974 54,502 SH   DFND 1 54,502 0 0
AMEREN CORPORATION COM 023608102 556 12,862 SH   DFND 1 12,862 0 0
AMERICAN CAPITAL LTD COM 02503Y103 273 19,815 SH   DFND 1 19,738 0 77
AMERISOURCEBERGEN CORP COM 03073E105 553 5,337 SH   DFND 1 5,337 0 0
AMETEK INC COM 031100100 1,438 26,845 SH   DFND 1 26,845 0 0
AMGEN INC COM 031162100 4,322 26,620 SH   DFND 1 26,620 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 367 11,816 SH   DFND 1 11,770 0 46
ANALOG DEVICES INC COM 032654105 325 5,873 SH   DFND 1 5,873 0 0
ANTHEM INC COM 036752103 1,154 8,276 SH   DFND 1 8,276 0 0
APARTMENT INVT & MGMT CO -A COM 03748R101 813 20,314 SH   DFND 1 20,314 0 0
APPLE INC COM 037833100 9,734 92,476 SH   DFND 1 92,476 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 1,778 29,718 SH   DFND 1 29,672 0 46
ASSURANT INC COM 04621X108 3,193 39,644 SH   DFND 1 39,614 0 30
ASTRAZENECA PLC-SPONS ADR ADR 046353108 658 19,390 SH   DFND 1 19,390 0 0
AT&T INC COM 00206R102 958 27,833 SH   DFND 1 27,833 0 0
AUTOLIV INC COM 052800109 203 1,631 SH   DFND 1 1,631 0 0
AUTOZONE INC COM 053332102 1,201 1,619 SH   DFND 1 1,619 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 3,448 129,372 SH   DFND 1 129,284 0 88
AXCELIS TECHNOLOGIES INC COM 054540109 460 177,676 SH   DFND 1 176,991 0 685
AXIS CAPITAL HOLDINGS LTD COM G0692U109 1,069 19,012 SH   DFND 1 19,012 0 0
BAKER HUGHES INC COM 057224107 1,416 30,677 SH   DFND 1 30,677 0 0
BANK OF AMERICA CORP 7.250% PERP SR:L CVT BND 60505682 305 280 PRN   DFND 1 280 0 0
BANNER CORPORATION COM 06652V208 640 13,956 SH   DFND 1 13,903 0 53
BARCLAYS PLC-SPONS ADR ADR 06738E204 307 23,690 SH   DFND 1 23,690 0 0
BARNES GROUP INC COM 067806109 490 13,854 SH   DFND 1 13,800 0 54
BAXTER INTERNATIONAL INC COM 071813109 606 15,889 SH   DFND 1 15,889 0 0
BERRY PLASTICS GROUP INC COM 08579W103 1,691 46,734 SH   DFND 1 46,670 0 64
BIOGEN IDEC INC COM 09062X103 1,428 4,661 SH   DFND 1 4,661 0 0
BIOMARIN PHARMACEUTICAL 0.750% 10/15/18 CVT BND 09061GAE1 16,754 13,000,000 PRN   DFND 1 13,000,000 0 0
BLACK KNIGHT FINANCIAL-CL A COM 09214X100 605 18,289 SH   DFND 1 18,219 0 70
BLACKHAWK NETWORK HOLDINGS I COM 09238E104 3,599 81,406 SH   DFND 1 81,337 0 69
BOEING CO/THE COM 097023105 4,176 28,878 SH   DFND 1 28,878 0 0
BOSTON BEER COMPANY INC-CL A COM 100557107 496 2,457 SH   DFND 1 2,451 0 6
BP PLC-SPONS ADR ADR 055622104 612 19,567 SH   DFND 1 19,567 0 0
BRIGGS & STRATTON COM 109043109 353 20,384 SH   DFND 1 20,305 0 79
BRISTOL-MYERS SQUIBB CO COM 110122108 1,786 25,969 SH   DFND 1 25,969 0 0
BRITISH AMERICAN TOB-SP ADR ADR 110448107 717 6,493 SH   DFND 1 6,493 0 0
BROADCOM CORP-CL A COM 111320107 3,358 58,078 SH   DFND 1 58,078 0 0
BT GROUP PLC-SPON ADR ADR 05577E101 611 17,654 SH   DFND 1 17,654 0 0
BURLINGTON STORES INC COM 122017106 569 13,249 SH   DFND 1 13,218 0 31
CALATLANTIC GROUP INC 1.250% 08/01/32 CVT BND 85375CBC4 12,377 11,100,000 PRN   DFND 1 11,100,000 0 0
CAPITAL PRODUCT PARTNERS LP COM Y11082107 771 139,751 SH   DFND 1 139,751 0 0
CARDINAL HEALTH INC COM 14149Y108 1,019 11,407 SH   DFND 1 11,407 0 0
CARLISLE COS INC COM 142339100 2,915 32,865 SH   DFND 1 32,865 0 0
CARNIVAL PLC-ADR ADR 14365C103 572 10,049 SH   DFND 1 10,049 0 0
CARTER'S INC COM 146229109 2,745 30,826 SH   DFND 1 30,801 0 25
CASELLA WASTE SYSTEMS INC-A COM 147448104 929 155,379 SH   DFND 1 154,997 0 382
CASEY'S GENERAL STORES INC COM 147528103 607 5,041 SH   DFND 1 5,022 0 19
CBRE GROUP INC - A COM 12504L109 1,297 37,491 SH   DFND 1 37,491 0 0
CELANESE CORP-SERIES A COM 150870103 2,525 37,498 SH   DFND 1 37,498 0 0
CELESTICA INC COM 15101Q108 338 30,686 SH   DFND 1 30,686 0 0
CELGENE CORP COM 151020104 1,412 11,791 SH   DFND 1 11,791 0 0
CHECK POINT SOFTWARE TECH COM M22465104 602 7,400 SH   DFND 1 7,400 0 0
CHEVRON CORP COM 166764100 346 3,851 SH   DFND 1 3,851 0 0
CHINA LODGING GROUP-SPON ADS COM 16949N109 522 16,693 SH   DFND 1 16,693 0 0
CHUBB LTD COM H1467J104 1,277 10,927 SH   DFND 1 10,927 0 0
CHUNGHWA TELECOM LT-SPON ADR ADR 17133Q502 549 18,257 SH   DFND 1 18,257 0 0
CHURCH & DWIGHT CO INC COM 171340102 840 9,894 SH   DFND 1 9,894 0 0
CIA DE MINAS BUENAVENTUR-ADR ADR 204448104 173 40,410 SH   DFND 1 40,410 0 0
CIENA CORP COM 171779309 2,797 135,190 SH   DFND 1 135,190 0 0
CIGNA CORP COM 125509109 877 5,995 SH   DFND 1 5,995 0 0
CINTAS CORP COM 172908105 2,854 31,343 SH   DFND 1 31,343 0 0
CLOROX COMPANY COM 189054109 3,284 25,892 SH   DFND 1 25,892 0 0
CLOVIS ONCOLOGY INC 2.500% 09/15/21 CVT BND 189464AB6 380 442,000 PRN   DFND 1 442,000 0 0
CMS ENERGY CORP COM 125896100 724 20,066 SH   DFND 1 20,066 0 0
COBALT INTL ENERGY INC 2.625% 12/01/19 CVT BND 19075FAA4 15,093 26,450,000 PRN   DFND 1 26,450,000 0 0
COCA-COLA CO/THE COM 191216100 616 14,327 SH   DFND 1 14,327 0 0
COGNIZANT TECH SOLUTIONS-A COM 192446102 2,521 42,002 SH   DFND 1 42,002 0 0
COMCAST CORP-CLASS A COM 20030N101 1,823 32,299 SH   DFND 1 32,299 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 807 30,448 SH   DFND 1 30,448 0 0
CONCHO RESOURCES INC COM 20605P101 254 2,741 SH   DFND 1 2,741 0 0
CONSTELLATION BRANDS INC-A COM 21036P108 2,886 20,260 SH   DFND 1 20,260 0 0
COOPER COS INC/THE COM 216648402 1,110 8,274 SH   DFND 1 8,265 0 9
COOPER TIRE & RUBBER COM 216831107 321 8,470 SH   DFND 1 8,437 0 33
COSTAMARE INC COM Y1771G102 240 23,026 SH   DFND 1 23,026 0 0
COSTCO WHOLESALE CORP COM 22160K105 4,336 26,846 SH   DFND 1 26,846 0 0
COWEN GROUP INC 3.000% 03/15/19 CVT BND 223622AB7 4,683 4,850,000 PRN   DFND 1 4,850,000 0 0
CREDIT SUISSE GROUP-SPON ADR ADR 225401108 396 18,216 SH   DFND 1 18,216 0 0
CROWN CASTLE INTL CORP COM 22822V101 382 4,418 SH   DFND 1 4,418 0 0
CSG SYSTEMS INTL INC COM 126349109 414 11,488 SH   DFND 1 11,444 0 44
CTRIP.COM INTER LTD. 1.250% 10/15/18 CVT BND 22943FAD2 22,568 17,000,000 PRN   DFND 1 17,000,000 0 0
CUBESMART COM 229663109 1,560 50,926 SH   DFND 1 50,847 0 79
Cumulus Media, Inc. Common COM 231082108 6 16,698 SH   DFND 1 16,698 0 0
DANAHER CORP COM 235851102 4,174 44,942 SH   DFND 1 44,942 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 2,199 52,682 SH   DFND 1 52,621 0 61
DELHAIZE GROUP - SPONS ADR ADR 29759W101 600 24,684 SH   DFND 1 24,684 0 0
DENNY'S CORP COM 24869P104 551 56,009 SH   DFND 1 56,009 0 0
DEXCOM INC COM 252131107 300 3,657 SH   DFND 1 3,643 0 14
DHT HOLDINGS INC COM Y2065G121 1,856 229,448 SH   DFND 1 229,448 0 0
DIGITAL REALTY TRUST INC COM 253868103 2,763 36,536 SH   DFND 1 36,536 0 0
DOCTOR REDDY'S LAB-ADR ADR 256135203 294 6,366 SH   DFND 1 6,366 0 0
DOLLAR TREE INC COM 256746108 290 3,760 SH   DFND 1 3,760 0 0
DOMINION RESOURCES INC/VA COM 25746U109 784 11,588 SH   DFND 1 11,588 0 0
DOW CHEMICAL CO/THE COM 260543103 1,214 23,581 SH   DFND 1 23,581 0 0
DTE ENERGY COMPANY COM 233331107 1,717 21,403 SH   DFND 1 21,403 0 0
E*TRADE FINANCIAL CORP COM 269246401 597 20,152 SH   DFND 1 20,152 0 0
EAST WEST BANCORP INC COM 27579R104 978 23,529 SH   DFND 1 23,529 0 0
Eaton Vance Floating Rate Income Trust Common COM 278279104 4,470 353,668 SH   DFND 1 353,668 0 0
Eaton Vance Senior Income Trust Common COM 27826S103 5,589 968,586 SH   DFND 1 968,586 0 0
EBAY INC COM 278642103 428 15,569 SH   DFND 1 15,569 0 0
ECOPETROL SA-SPONSORED ADR ADR 279158109 121 17,316 SH   DFND 1 17,316 0 0
ELECTRONIC ARTS INC COM 285512109 249 3,625 SH   DFND 1 3,625 0 0
ELI LILLY & CO COM 532457108 1,107 13,131 SH   DFND 1 13,131 0 0
EMBOTELLADORA ANDINA-ADR B ADR 29081P303 361 20,767 SH   DFND 1 20,767 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 803 20,070 SH   DFND 1 20,010 0 60
ENDO INTERNATIONAL PLC COM G30401106 1,475 24,093 SH   DFND 1 24,093 0 0
ENDOCHOICE HOLDINGS INC COM 29272U103 234 28,071 SH   DFND 1 28,071 0 0
EOG RESOURCES INC COM 26875P101 911 12,880 SH   DFND 1 12,880 0 0
EQUINIX INC COM 29444U700 4,774 15,788 SH   DFND 1 15,788 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 342 5,131 SH   DFND 1 5,131 0 0
ESSEX PROPERTY TRUST INC COM 297178105 2,475 10,338 SH   DFND 1 10,338 0 0
ETFS PHYSICAL PALLADIUM SHAR COM 26923A106 1,069 19,728 SH   DFND 1 19,728 0 0
EVERTEC INC COM 30040P103 376 22,498 SH   DFND 1 22,409 0 89
EXPEDIA INC COM 30212P303 520 4,187 SH   DFND 1 4,187 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 1,046 11,970 SH   DFND 1 11,970 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,116 12,651 SH   DFND 1 12,651 0 0
EXXON MOBIL CORP COM 30231G102 819 10,508 SH   DFND 1 10,508 0 0
F5 NETWORKS INC COM 315616102 2,228 22,983 SH   DFND 1 22,983 0 0
FACEBOOK INC-A COM 30303M102 5,380 51,401 SH   DFND 1 51,401 0 0
FCB FINANCIAL HOLDINGS-CL A COM 30255G103 989 27,643 SH   DFND 1 27,564 0 79
FIAT CHRYSLER AUTOMOBILES NV COM N31738102 340 24,330 SH   DFND 1 24,330 0 0
FIBRIA CELULOSE SA-SPON ADR ADR 31573A109 364 28,681 SH   DFND 1 28,681 0 0
FIDELITY NATIONAL INFO SERV COM 31620M106 785 12,956 SH   DFND 1 12,956 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 431 11,401 SH   DFND 1 11,357 0 44
FISERV INC COM 337738108 290 3,171 SH   DFND 1 3,171 0 0
FNF GROUP COM 31620R303 1,063 30,653 SH   DFND 1 30,653 0 0
FNFV GROUP COM 31620R402 307 27,348 SH   DFND 1 27,243 0 105
FRANKLIN RESOURCES INC COM 354613101 1,387 37,670 SH   DFND 1 37,670 0 0
FRONTIER COMMUNICATIONS 11.125% 06/29/18 SR:A CVT BND 35906A207 5,855 64,300 PRN   DFND 1 64,300 0 0
FTK US 06/16 P11.00 COM 343389952 114 10,000 SH Put DFND 1 10,000 0 0
FTR US 02/16 C5.00 COM 35906A908 280 60,000 SH Call DFND 1 60,000 0 0
G & K SERVICES INC -CL A COM 361268105 616 9,791 SH   DFND 1 9,753 0 38
GENERAL DYNAMICS CORP COM 369550108 840 6,113 SH   DFND 1 6,113 0 0
GENERAL ELECTRIC CO COM 369604103 4,018 129,001 SH   DFND 1 129,001 0 0
GENERAL MILLS INC COM 370334104 989 17,166 SH   DFND 1 17,166 0 0
GENESEE & WYOMING INC-CL A COM 371559105 564 10,503 SH   DFND 1 10,481 0 22
GENTEX CORP COM 371901109 3,471 216,764 SH   DFND 1 216,654 0 110
GILEAD SCIENCES INC COM 375558103 4,973 49,144 SH   DFND 1 49,144 0 0
GILEAD SCIENCES INC 1.625% 05/01/16 SR:D CVT BND 375558AP8 277 62,000 PRN   DFND 1 62,000 0 0
GREEN DOT CORP-CLASS A COM 39304D102 467 28,424 SH   DFND 1 28,315 0 109
GRUPO AEROPORTUARIO PAC-ADR ADR 400506101 434 4,916 SH   DFND 1 4,916 0 0
GRUPO AEROPORTUARIO SUR-ADR ADR 40051E202 357 2,540 SH   DFND 1 2,540 0 0
HARRIS CORP COM 413875105 3,902 44,898 SH   DFND 1 44,898 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 3,823 87,981 SH   DFND 1 87,981 0 0
HCA HOLDINGS INC COM 40412C101 382 5,649 SH   DFND 1 5,649 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 1,038 34,551 SH   DFND 1 34,551 0 0
HELMERICH & PAYNE COM 423452101 254 4,749 SH   DFND 1 4,749 0 0
HERSHEY CO/THE COM 427866108 1,665 18,653 SH   DFND 1 18,653 0 0
HILL-ROM HOLDINGS INC COM 431475102 549 11,429 SH   DFND 1 11,429 0 0
HOLOGIC INC FLT 03/01/42 SR:2012 CVT BND 436440AC5 25,731 19,220,000 PRN   DFND 1 19,220,000 0 0
HOME DEPOT INC COM 437076102 8,327 62,965 SH   DFND 1 62,965 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 3,559 34,361 SH   DFND 1 34,361 0 0
HOST HOTELS & RESORTS INC COM 44107P104 278 18,130 SH   DFND 1 18,130 0 0
HUANENG POWER INTL-SPONS ADR ADR 443304100 316 9,209 SH   DFND 1 9,209 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 1,522 54,078 SH   DFND 1 54,000 0 78
HUMANA INC COM 444859102 523 2,929 SH   DFND 1 2,929 0 0
HUNTINGTON INGALLS INDUSTRIE COM 446413106 1,343 10,584 SH   DFND 1 10,584 0 0
ICON PLC COM G4705A100 493 6,338 SH   DFND 1 6,338 0 0
INFINERA CORP COM 45667G103 1,784 98,490 SH   DFND 1 98,441 0 49
ING GROEP N.V.-SPONSORED ADR ADR 456837103 1,747 129,850 SH   DFND 1 129,850 0 0
INGERSOLL-RAND PLC COM G47791101 1,063 19,214 SH   DFND 1 19,214 0 0
INSULET CORP COM 45784P101 459 12,141 SH   DFND 1 12,096 0 45
INTEL CORP COM 458140100 1,710 49,639 SH   DFND 1 49,639 0 0
INTEL CORP 3.250% 08/01/39 CVT BND 458140AF7 468 281,000 PRN   DFND 1 281,000 0 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 904 20,734 SH   DFND 1 20,734 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,031 11,829 SH   DFND 1 11,829 0 0
INTUIT INC COM 461202103 313 3,234 SH   DFND 1 3,234 0 0
INVESCO LTD COM G491BT108 574 17,139 SH   DFND 1 17,139 0 0
IONIS PHARMACEUTICALS INC COM 462222100 326 5,259 SH   DFND 1 5,239 0 20
ISHARES IBOXX USD HIGH YIELD COM 464288513 9,146 113,500 SH   DFND 1 113,500 0 0
ISHARES MSCI EAFE ETF COM 464287465 458 7,800 SH   DFND 1 7,800 0 0
ISHARES US REAL ESTATE ETF COM 464287739 955 12,720 SH   DFND 1 12,720 0 0
JANUS CAPITAL GROUP INC 0.750% 07/15/18 SR:JNS CVT BND 47102XAH8 4,168 3,000,000 PRN   DFND 1 3,000,000 0 0
JARDEN CORP 1.500% 06/15/19 CVT BND 471109AL2 257 172,000 PRN   DFND 1 172,000 0 0
JM SMUCKER CO/THE COM 832696405 2,961 24,006 SH   DFND 1 24,006 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,127 22,616 SH   DFND 1 22,552 0 64
JOHNSON & JOHNSON COM 478160104 767 7,469 SH   DFND 1 7,469 0 0
KAR AUCTION SERVICES INC COM 48238T109 331 8,941 SH   DFND 1 8,941 0 0
KCG HOLDINGS INC-CL A COM 48244B100 230 18,668 SH   DFND 1 18,595 0 73
KEYCORP COM 493267108 588 44,544 SH   DFND 1 44,544 0 0
KIMBERLY-CLARK CORP COM 494368103 2,989 23,487 SH   DFND 1 23,487 0 0
KINDRED HEALTHCARE INC COM 494580103 447 37,535 SH   DFND 1 37,535 0 0
KOREA ELEC POWER CORP-SP ADR ADR 500631106 615 29,040 SH   DFND 1 29,040 0 0
KRAFT HEINZ CO/THE COM 500754106 1,693 23,267 SH   DFND 1 23,267 0 0
KROGER CO COM 501044101 2,951 70,563 SH   DFND 1 70,563 0 0
LACLEDE GROUP INC/THE COM 505597104 547 9,208 SH   DFND 1 9,172 0 36
LEAR CORP COM 521865204 345 2,811 SH   DFND 1 2,811 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N308 1,662 30,564 SH   DFND 1 30,564 0 0
LGIH US 02/16 P30.00 COM 50187T956 353 14,500 SH Put DFND 1 14,500 0 0
LIBERTY GLOBAL PLC LILAC - A COM G5480U138 513 12,380 SH   DFND 1 12,349 0 31
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 783 19,208 SH   DFND 1 19,208 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 322 4,384 SH   DFND 1 4,367 0 17
LINKEDIN CORP 0.500% 11/01/19 CVT BND 53578AAB4 6,323 6,000,000 PRN   DFND 1 6,000,000 0 0
LITHIA MOTORS INC-CL A COM 536797103 1,216 11,399 SH   DFND 1 11,377 0 22
LLOYDS BANKING GROUP PLC-ADR ADR 539439109 296 68,065 SH   DFND 1 68,065 0 0
LOCKHEED MARTIN CORP COM 539830109 2,275 10,481 SH   DFND 1 10,481 0 0
LOGITECH INTERNATIONAL-REG COM H50430232 424 28,114 SH   DFND 1 28,114 0 0
LUXOTTICA GROUP SPA-SPON ADR ADR 55068R202 289 4,451 SH   DFND 1 4,451 0 0
LYONDELLBASELL INDU-CL A COM N53745100 1,981 22,806 SH   DFND 1 22,806 0 0
M & T BANK CORP COM 55261F104 961 7,926 SH   DFND 1 7,926 0 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 1,683 41,148 SH   DFND 1 41,103 0 45
MADISON SQUARE GARDEN CO- A COM 55825T103 371 2,293 SH   DFND 1 2,285 0 8
MANHATTAN ASSOCIATES INC COM 562750109 698 10,547 SH   DFND 1 10,506 0 41
MARRIOTT INTERNATIONAL -CL A COM 571903202 255 3,811 SH   DFND 1 3,811 0 0
MARRIOTT VACATIONS WORLD COM 57164Y107 443 7,769 SH   DFND 1 7,739 0 30
MARTIN MARIETTA MATERIALS COM 573284106 1,469 10,758 SH   DFND 1 10,758 0 0
MASCO CORP COM 574599106 559 19,721 SH   DFND 1 19,721 0 0
MASTERCARD INC-CLASS A COM 57636Q104 4,550 46,732 SH   DFND 1 46,732 0 0
MCCORMICK & CO-NON VTG SHRS COM 579780206 319 3,728 SH   DFND 1 3,728 0 0
MCDONALD'S CORP COM 580135101 3,457 29,263 SH   DFND 1 29,263 0 0
MCKESSON CORP COM 58155Q103 3,336 16,916 SH   DFND 1 16,916 0 0
MEDTRONIC PLC COM G5960L103 1,220 15,860 SH   DFND 1 15,860 0 0
MELLANOX TECHNOLOGIES LTD COM M51363113 5,367 127,365 SH   DFND 1 127,310 0 55
MERCK & CO. INC. COM 58933Y105 648 12,278 SH   DFND 1 12,278 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 338 18,164 SH   DFND 1 18,094 0 70
MERITOR INC FLT 03/01/26 CVT BND 043353AF8 250 250,000 PRN   DFND 1 250,000 0 0
METHANEX CORP COM 59151K108 235 7,129 SH   DFND 1 7,101 0 28
MICRON TECHNOLOGY INC 3.000% 11/15/43 SR:G CVT BND 595112AY9 314 375,000 PRN   DFND 1 375,000 0 0
MICRON TECHNOLOGY INC 3.125% 05/01/32 SR:D CVT BND 595112AX1 3,189 2,000,000 PRN   DFND 1 2,000,000 0 0
MICROSOFT CORP COM 594918104 7,089 127,770 SH   DFND 1 127,770 0 0
MITSUBISHI UFJ FINL-SPON ADR ADR 606822104 688 110,618 SH   DFND 1 110,618 0 0
MOHAWK INDUSTRIES INC COM 608190104 1,194 6,303 SH   DFND 1 6,303 0 0
MOLSON COORS BREWING CO -B COM 60871R209 2,978 31,701 SH   DFND 1 31,701 0 0
MONSANTO CO COM 61166W101 685 6,953 SH   DFND 1 6,953 0 0
MOODY'S CORP COM 615369105 1,456 14,508 SH   DFND 1 14,508 0 0
MSCI INC-A COM 55354G100 344 4,767 SH   DFND 1 4,767 0 0
MYLAN NV COM N59465109 2,399 44,379 SH   DFND 1 44,379 0 0
NATIONAL GENERAL HLDGS COM 636220303 1,032 47,190 SH   DFND 1 47,059 0 131
NATIONAL GRID PLC-SP ADR ADR 636274300 310 4,450 SH   DFND 1 4,450 0 0
NET 1 UEPS TECHNOLOGIES INC COM 64107N206 824 60,999 SH   DFND 1 60,838 0 161
NETEASE INC-ADR ADR 64110W102 752 4,149 SH   DFND 1 4,149 0 0
NETSUITE INC 0.250% 06/01/18 CVT BND 64118QAB3 7,920 8,000,000 PRN   DFND 1 8,000,000 0 0
NIKE INC -CL B COM 654106103 2,827 45,232 SH   DFND 1 45,232 0 0
NIPPON TELEGRAPH & TELE-ADR ADR 654624105 555 13,971 SH   DFND 1 13,971 0 0
NOMURA HOLDINGS INC-SPON ADR ADR 65535H208 410 73,970 SH   DFND 1 73,970 0 0
NORTHROP GRUMMAN CORP COM 666807102 330 1,749 SH   DFND 1 1,749 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 125 10,596 SH   DFND 1 10,555 0 41
NOVARTIS AG-SPONSORED ADR ADR 66987V109 249 2,901 SH   DFND 1 2,901 0 0
NOVELLUS SYSTEMS INC 2.625% 05/15/41 CVT BND 670008AD3 236 100,000 PRN   DFND 1 100,000 0 0
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 888 15,294 SH   DFND 1 15,294 0 0
NTT DOCOMO INC-SPON ADR ADR 62942M201 461 22,518 SH   DFND 1 22,518 0 0
NUVASIVE INC COM 670704105 300 5,545 SH   DFND 1 5,523 0 22
NVIDIA CORP 1.000% 12/01/18 CVT BND 67066GAC8 12,709 7,655,000 PRN   DFND 1 7,655,000 0 0
NXP SEMICONDUCTOR NV 1.000% 12/01/19 CVT BND 62952QAB6 20,004 18,175,000 PRN   DFND 1 18,175,000 0 0
OLD REPUBLIC INTL CORP COM 680223104 2,220 119,155 SH   DFND 1 119,155 0 0
ORACLE CORP COM 68389X105 3,212 87,904 SH   DFND 1 87,904 0 0
ORBITAL ATK INC COM 68557N103 696 7,784 SH   DFND 1 7,764 0 20
O'REILLY AUTOMOTIVE INC COM 67103H107 5,268 20,790 SH   DFND 1 20,790 0 0
OREXIGEN THERAPEUTICS IN 2.750% 12/01/20 CVT BND 686164AB0 1,314 2,244,000 PRN   DFND 1 2,244,000 0 0
PACWEST BANCORP COM 695263103 470 10,911 SH   DFND 1 10,869 0 42
PALO ALTO NETWORKS 0.000% 07/01/19 CVT BND 697435AB1 28,714 17,352,000 PRN   DFND 1 17,352,000 0 0
PARAMOUNT GROUP INC COM 69924R108 1,135 62,696 SH   DFND 1 62,696 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 319 8,656 SH   DFND 1 8,622 0 34
PATRIOT NATIONAL INC COM 70338T102 102 15,208 SH   DFND 1 15,150 0 58
PATTERSON-UTI ENERGY INC COM 703481101 214 14,201 SH   DFND 1 14,146 0 55
PAYPAL HOLDINGS INC COM 70450Y103 3,775 104,276 SH   DFND 1 104,276 0 0
PDC ENERGY INC COM 69327R101 470 8,814 SH   DFND 1 8,790 0 24
PENN NATIONAL GAMING INC COM 707569109 811 50,642 SH   DFND 1 50,512 0 130
PEPSICO INC COM 713448108 1,442 14,436 SH   DFND 1 14,436 0 0
PFIZER INC COM 717081103 3,816 118,228 SH   DFND 1 118,228 0 0
PHARMERICA CORP COM 71714F104 345 9,864 SH   DFND 1 9,826 0 38
PHILLIPS 66 COM 718546104 749 9,149 SH   DFND 1 9,149 0 0
PINNACLE WEST CAPITAL COM 723484101 1,675 25,984 SH   DFND 1 25,984 0 0
POOL CORP COM 73278L105 985 12,196 SH   DFND 1 12,165 0 31
POST PROPERTIES INC COM 737464107 477 8,055 SH   DFND 1 8,024 0 31
PPG INDUSTRIES INC COM 693506107 1,322 13,383 SH   DFND 1 13,383 0 0
PPL CORP COM 69351T106 407 11,947 SH   DFND 1 11,947 0 0
PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT BND 741503AQ9 15,216 10,664,000 PRN   DFND 1 10,664,000 0 0
PRIMERICA INC COM 74164M108 412 8,711 SH   DFND 1 8,677 0 34
PRIVATEBANCORP INC COM 742962103 1,846 45,024 SH   DFND 1 44,947 0 77
PROCTER & GAMBLE CO/THE COM 742718109 1,173 14,769 SH   DFND 1 14,769 0 0
PROGENICS PHARMACEUTICALS COM 743187106 287 46,722 SH   DFND 1 46,628 0 94
PROOFPOINT INC 1.250% 12/15/18 CVT BND 743424AB9 22,458 13,000,000 PRN   DFND 1 13,000,000 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 558 6,376 SH   DFND 1 6,351 0 25
PTC INC COM 69370C100 225 6,500 SH   DFND 1 6,500 0 0
QUALCOMM INC COM 747525103 293 5,860 SH   DFND 1 5,860 0 0
RADWARE LTD COM M81873107 303 19,761 SH   DFND 1 19,684 0 77
RAMBUS INC 1.125% 08/15/18 CVT BND 750917AE6 16,129 14,000,000 PRN   DFND 1 14,000,000 0 0
RANGE RESOURCES CORP COM 75281A109 202 8,215 SH   DFND 1 8,215 0 0
RAYTHEON COMPANY COM 755111507 652 5,232 SH   DFND 1 5,232 0 0
RED HAT INC COM 756577102 3,457 41,749 SH   DFND 1 41,749 0 0
REGENERON PHARMACEUTICALS COM 75886F107 766 1,410 SH   DFND 1 1,410 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 1,926 33,244 SH   DFND 1 33,244 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 988 8,727 SH   DFND 1 8,727 0 0
REPUBLIC SERVICES INC COM 760759100 3,890 88,434 SH   DFND 1 88,434 0 0
ROSS STORES INC COM 778296103 3,485 64,776 SH   DFND 1 64,776 0 0
ROYAL BANK OF SCOT-SPON ADR ADR 780097689 367 41,445 SH   DFND 1 41,445 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 531 5,249 SH   DFND 1 5,249 0 0
ROYAL DUTCH SHELL-SPON ADR-A ADR 780259206 605 13,227 SH   DFND 1 13,227 0 0
ROYAL DUTCH SHELL-SPON ADR-B ADR 780259107 463 10,072 SH   DFND 1 10,072 0 0
RYANAIR HOLDINGS PLC-SP ADR ADR 783513203 633 7,323 SH   DFND 1 7,323 0 0
RYLAND GROUP 0.250% 06/01/19 CVT BND 783764AS2 211 235,000 PRN   DFND 1 235,000 0 0
RYLAND GROUP 1.625% 05/15/18 CVT BND 783764AQ6 6,616 5,000,000 PRN   DFND 1 5,000,000 0 0
SALESFORCE.COM INC COM 79466L302 768 9,804 SH   DFND 1 9,804 0 0
SALESFORCE.COM INC 0.250% 04/01/18 CVT BND 79466LAD6 1,933 1,500,000 PRN   DFND 1 1,500,000 0 0
SANDISK CORP COM 80004C101 253 3,322 SH   DFND 1 3,322 0 0
SANDISK CORP 1.500% 08/15/17 CVT BND 80004CAD3 4,263 2,710,000 PRN   DFND 1 2,710,000 0 0
SANOFI-ADR ADR 80105N105 665 15,597 SH   DFND 1 15,597 0 0
SASOL LTD-SPONSORED ADR ADR 803866300 321 11,986 SH   DFND 1 11,986 0 0
SBA COMMUNICATIONS CORP-CL A COM 78388J106 214 2,037 SH   DFND 1 2,037 0 0
SCHLUMBERGER LTD COM 806857108 2,380 34,113 SH   DFND 1 34,113 0 0
SCHWAB (CHARLES) CORP COM 808513105 1,159 35,204 SH   DFND 1 35,204 0 0
SCIENCE APPLICATIONS INTE COM 808625107 230 5,020 SH   DFND 1 5,020 0 0
SCORPIO TANKERS INC COM Y7542C106 570 71,044 SH   DFND 1 71,044 0 0
SEI INVESTMENTS COMPANY COM 784117103 2,693 51,402 SH   DFND 1 51,402 0 0
SEMPRA ENERGY COM 816851109 620 6,601 SH   DFND 1 6,601 0 0
SERVICENOW INC 0.000% 11/01/18 CVT BND 81762PAB8 27,467 21,323,000 PRN   DFND 1 21,323,000 0 0
SERVICESOURCE INTL INC 1.500% 08/01/18 CVT BND 81763UAB6 1,884 2,205,000 PRN   DFND 1 2,205,000 0 0
SGMS US 04/16 P10.00 COM 80874P959 1,256 140,000 SH Put DFND 1 140,000 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 263 1,012 SH   DFND 1 1,012 0 0
SHIRE PLC-ADR ADR 82481R106 548 2,670 SH   DFND 1 2,670 0 0
SIGNATURE BANK COM 82669G104 1,039 6,774 SH   DFND 1 6,774 0 0
SIGNET JEWELERS LTD COM G81276100 2,515 20,335 SH   DFND 1 20,335 0 0
SIMON PROPERTY GROUP INC COM 828806109 1,762 9,062 SH   DFND 1 9,062 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 395 3,608 SH   DFND 1 3,608 0 0
SNYDERS-LANCE INC COM 833551104 481 14,016 SH   DFND 1 13,980 0 36
SONIC CORP COM 835451105 641 19,848 SH   DFND 1 19,771 0 77
SOUTHERN CO/THE COM 842587107 1,079 23,067 SH   DFND 1 23,067 0 0
SOUTHWEST AIRLINES CO COM 844741108 2,289 53,155 SH   DFND 1 53,155 0 0
SPECTRANETICS CORP 2.625% 06/01/34 CVT BND 84760CAA5 8,580 11,327,000 PRN   DFND 1 11,327,000 0 0
SPIRIT AIRLINES INC COM 848577102 1,306 32,761 SH   DFND 1 32,736 0 25
STANLEY BLACK & DECKER INC COM 854502101 459 4,295 SH   DFND 1 4,295 0 0
STARBUCKS CORP COM 855244109 4,170 69,468 SH   DFND 1 69,468 0 0
STARWOOD PROPERTY TRUST 3.750% 10/15/17 CVT BND 85571BAC9 264 267,000 PRN   DFND 1 267,000 0 0
STATOIL ASA-SPON ADR ADR 85771P102 322 23,108 SH   DFND 1 23,108 0 0
STONEGATE BANK COM 861811107 420 12,801 SH   DFND 1 12,753 0 48
SUMITOMO MITSUI-SPONS ADR ADR 86562M209 542 71,374 SH   DFND 1 71,374 0 0
SUN COMMUNITIES INC COM 866674104 1,887 27,540 SH   DFND 1 27,509 0 31
SUN LIFE FINANCIAL INC COM 866796105 576 18,451 SH   DFND 1 18,451 0 0
SUNPOWER CORP 0.750% 06/01/18 CVT BND 867652AG4 1,311 1,000,000 PRN   DFND 1 1,000,000 0 0
SVB FINANCIAL GROUP COM 78486Q101 1,646 13,841 SH   DFND 1 13,841 0 0
SYNAPTICS INC COM 87157D109 648 8,067 SH   DFND 1 8,047 0 20
SYNCHRONY FINANCIAL COM 87165B103 1,961 64,484 SH   DFND 1 64,484 0 0
SYNNEX CORP COM 87162W100 551 6,122 SH   DFND 1 6,099 0 23
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 461 13,222 SH   DFND 1 13,172 0 50
TANDEM DIABETES CARE INC COM 875372104 1,396 118,220 SH   DFND 1 118,028 0 192
TAXI US 05/16 P7.50 COM 583928956 70 10,000 SH Put DFND 1 10,000 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 282 6,419 SH   DFND 1 6,394 0 25
TELEFLEX INC COM 879369106 2,947 22,416 SH   DFND 1 22,398 0 18
TELEKOMUNIK INDONESIA-SP ADR ADR 715684106 615 13,837 SH   DFND 1 13,837 0 0
TESARO INC 3.000% 10/01/21 CVT BND 881569AA5 9,274 5,500,000 PRN   DFND 1 5,500,000 0 0
TESLA MOTORS INC 1.250% 03/01/21 CVT BND 88160RAC5 230 250,000 PRN   DFND 1 250,000 0 0
TITAN MACHINERY INC 3.750% 05/01/19 CVT BND 88830RAB7 6,264 9,500,000 PRN   DFND 1 9,500,000 0 0
TJX COMPANIES INC COM 872540109 4,942 69,704 SH   DFND 1 69,704 0 0
TOTAL SA-SPON ADR ADR 89151E109 1,671 37,173 SH   DFND 1 37,173 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 2,113 42,443 SH   DFND 1 42,443 0 0
TOWER SEMICONDUCTOR LTD COM M87915274 409 29,085 SH   DFND 1 29,085 0 0
TOYOTA MOTOR CORP -SPON ADR ADR 892331307 883 7,177 SH   DFND 1 7,177 0 0
TRANSDIGM GROUP INC COM 893641100 2,762 12,089 SH   DFND 1 12,089 0 0
Tribune Media Company Class A BND 896047503 5,092 5,092,496 PRN   DFND 1 5,092,496 0 0
Tribune Publishing Company Common COM 896082104 347 37,653 SH   DFND 1 37,653 0 0
TRICO BANCSHARES COM 896095106 386 14,048 SH   DFND 1 13,993 0 55
TWENTY-FIRST CENTURY FOX-A COM 90130A101 302 11,109 SH   DFND 1 11,109 0 0
TYSON FOODS INC-CL A COM 902494103 427 8,003 SH   DFND 1 8,003 0 0
UDR INC COM 902653104 1,274 33,898 SH   DFND 1 33,898 0 0
UNIFIRST CORP/MA COM 904708104 419 4,017 SH   DFND 1 4,001 0 16
UNILEVER PLC-SPONSORED ADR ADR 904767704 556 12,897 SH   DFND 1 12,897 0 0
UNION PACIFIC CORP COM 907818108 4,886 62,490 SH   DFND 1 62,490 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 473 27,683 SH   DFND 1 27,577 0 106
UNITED PARCEL SERVICE-CL B COM 911312106 2,867 29,795 SH   DFND 1 29,795 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,403 11,925 SH   DFND 1 11,925 0 0
UNITIL CORP COM 913259107 671 18,696 SH   DFND 1 18,624 0 72
UNIVERSAL AMERICAN CORP COM 91338E101 259 37,121 SH   DFND 1 36,974 0 147
UNIVERSAL HEALTH SERVICES-B COM 913903100 2,969 24,848 SH   DFND 1 24,848 0 0
UTI WORLDWIDE INC 4.500% 03/01/19 CVT BND 90349LAB0 1,983 2,000,000 PRN   DFND 1 2,000,000 0 0
VANGUARD REIT ETF COM 922908553 347 4,350 SH   DFND 1 4,350 0 0
VANTIV INC - CL A COM 92210H105 1,516 31,956 SH   DFND 1 31,956 0 0
VENTAS INC COM 92276F100 316 5,587 SH   DFND 1 5,587 0 0
VERIFONE SYSTEMS INC COM 92342Y109 358 12,767 SH   DFND 1 12,719 0 48
VERISK ANALYTICS INC-CLASS A COM 92345Y106 3,355 43,634 SH   DFND 1 43,634 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,821 104,306 SH   DFND 1 104,306 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,018 8,086 SH   DFND 1 8,086 0 0
VISA INC-CLASS A SHARES COM 92826C839 6,634 85,542 SH   DFND 1 85,542 0 0
VOYA FINANCIAL INC COM 929089100 2,226 60,324 SH   DFND 1 60,324 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,329 50,831 SH   DFND 1 50,831 0 0
WALKER & DUNLOP INC COM 93148P102 1,573 54,582 SH   DFND 1 54,499 0 83
WALT DISNEY CO/THE COM 254687106 3,341 31,800 SH   DFND 1 31,800 0 0
WASTE CONNECTIONS INC COM 941053100 1,778 31,577 SH   DFND 1 31,529 0 48
WASTE MANAGEMENT INC COM 94106L109 2,409 45,145 SH   DFND 1 45,145 0 0
WATSCO INC COM 942622200 1,100 9,393 SH   DFND 1 9,366 0 27
WEC ENERGY GROUP INC COM 92939U106 1,687 32,887 SH   DFND 1 32,887 0 0
WELLS FARGO & CO COM 949746101 2,006 36,903 SH   DFND 1 36,903 0 0
WELLS FARGO & COMPANY 7.500% PERP SR:L CVT BND 949746804 405 350 PRN   DFND 1 350 0 0
WELLTOWER INC COM 95040Q104 337 4,952 SH   DFND 1 4,952 0 0
WELLTOWER INC 6.500% PERP SR:I CVT BND 95040Q203 213 3,496 PRN   DFND 1 3,496 0 0
WESTERN ALLIANCE BANCORP COM 957638109 393 10,953 SH   DFND 1 10,916 0 37
WESTERN DIGITAL CORP COM 958102105 300 5,004 SH   DFND 1 5,004 0 0
WESTLAKE CHEMICAL CORP COM 960413102 276 5,081 SH   DFND 1 5,081 0 0
WEX INC COM 96208T104 2,376 26,872 SH   DFND 1 26,858 0 14
WEYERHAEUSER CO COM 962166104 413 13,800 SH   DFND 1 13,800 0 0
WHITEWAVE FOODS CO - CL A COM 966244105 1,798 46,228 SH   DFND 1 46,228 0 0
WINTRUST FINANCIAL CORP COM 97650W108 1,942 40,035 SH   DFND 1 39,981 0 54
WISDOMTREE INVESTMENTS INC COM 97717P104 1,044 66,530 SH   DFND 1 66,433 0 97
WNS HOLDINGS LTD-ADR ADR 92932M101 926 29,711 SH   DFND 1 29,653 0 58
WORKDAY INC 0.750% 07/15/18 CVT BND 98138HAC5 9,175 8,000,000 PRN   DFND 1 8,000,000 0 0
WR BERKLEY CORP COM 084423102 454 8,291 SH   DFND 1 8,291 0 0
XCERRA CORP COM 98400J108 142 23,493 SH   DFND 1 23,402 0 91
XILINX INC 2.625% 06/15/17 CVT BND 983919AF8 24,526 15,064,000 PRN   DFND 1 15,064,000 0 0
XL GROUP PLC COM G98290102 449 11,457 SH   DFND 1 11,457 0 0
XPO LOGISTICS INC COM 983793100 636 23,345 SH   DFND 1 23,345 0 0
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 226 3,237 SH   DFND 1 3,225 0 12
ZIMMER BIOMET HOLDINGS INC COM 98956P102 347 3,377 SH   DFND 1 3,377 0 0