The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
ABBVIE INC | COM | 00287Y109 | 1,109 | 24,793 | SH | DFND | 1 | 24,793 | 0 | 0 | |
ACTUANT CORP-A | COM | 00508X203 | 764 | 19,678 | SH | DFND | 1 | 19,568 | 0 | 110 | |
ADOBE SYSTEMS INC | COM | 00724F101 | 902 | 17,360 | SH | DFND | 1 | 17,360 | 0 | 0 | |
ADT CORP/THE | COM | 00101J106 | 1,606 | 39,489 | SH | DFND | 1 | 39,489 | 0 | 0 | |
Advanced Micro Devices, Inc. | COM | 007903907 | 476 | 125,000 | SH | Call | DFND | 1 | 0 | 0 | 0 |
AFFILIATED MANAGERS GROUP | COM | 008252108 | 1,419 | 7,772 | SH | DFND | 1 | 7,772 | 0 | 0 | |
ALCOA INC 5.250% 03/15/14 CVT | BND | 013817AT8 | 12,912 | 10,024,000 | PRN | DFND | 1 | 10,024,000 | 0 | 0 | |
ALERE INC | COM | 01449J105 | 1,696 | 55,490 | SH | DFND | 1 | 55,490 | 0 | 0 | |
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 541 | 4,653 | SH | DFND | 1 | 4,653 | 0 | 0 | |
ALLERGAN INC | COM | 018490102 | 399 | 4,407 | SH | DFND | 1 | 4,407 | 0 | 0 | |
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 5,280 | 24,969 | SH | DFND | 1 | 24,969 | 0 | 0 | |
ALLIANT TECHSYSTEMS INC 3.000% 08/15/24 CVT | BND | 018804AK0 | 6,547 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
ALLOT COMMUNICATIONS LTD | COM | M0854Q105 | 430 | 33,957 | SH | DFND | 1 | 33,776 | 0 | 181 | |
ALLSTATE CORP | COM | 020002101 | 3,151 | 62,340 | SH | DFND | 1 | 62,340 | 0 | 0 | |
ALTISOURCE PORTFOLIO SOL | COM | L0175J104 | 1,283 | 9,165 | SH | DFND | 1 | 9,120 | 0 | 45 | |
ALTRIA GROUP INC | COM | 02209S103 | 624 | 18,151 | SH | DFND | 1 | 18,151 | 0 | 0 | |
AMAZON.COM INC | COM | 023135106 | 2,410 | 7,708 | SH | DFND | 1 | 7,708 | 0 | 0 | |
AMDOCS LTD | COM | G02602103 | 3,841 | 104,807 | SH | DFND | 1 | 104,807 | 0 | 0 | |
AMERICAN EQUITY INVT LIFE HL | COM | 025676206 | 902 | 42,515 | SH | DFND | 1 | 42,279 | 0 | 236 | |
AMERIPRISE FINANCIAL INC | COM | 03076C106 | 3,443 | 37,798 | SH | DFND | 1 | 37,798 | 0 | 0 | |
AMETEK INC | COM | 031100100 | 2,926 | 63,566 | SH | DFND | 1 | 63,566 | 0 | 0 | |
AMGEN INC | COM | 031162100 | 2,628 | 23,477 | SH | DFND | 1 | 23,477 | 0 | 0 | |
AMSURG CORP | COM | 03232P405 | 551 | 13,871 | SH | DFND | 1 | 13,790 | 0 | 81 | |
ANNALY CAPITAL MGMT 5.000% 05/15/15 CVT | BND | 035710AB8 | 3,974 | 3,901,000 | PRN | DFND | 1 | 3,901,000 | 0 | 0 | |
ANSYS INC | COM | 03662Q105 | 349 | 4,030 | SH | DFND | 1 | 4,007 | 0 | 23 | |
APPLE INC | COM | 037833100 | 8,187 | 17,172 | SH | DFND | 1 | 17,172 | 0 | 0 | |
ARCHER DANIELS 0.875% 02/15/14 CVT | BND | 039483AW2 | 10,226 | 10,050,000 | PRN | DFND | 1 | 10,050,000 | 0 | 0 | |
ARGO GROUP INTERNATIONAL | COM | G0464B107 | 529 | 12,331 | SH | DFND | 1 | 12,263 | 0 | 68 | |
ASCENT CAPITAL GROUP INC-A | COM | 043632108 | 742 | 9,198 | SH | DFND | 1 | 9,146 | 0 | 52 | |
AT&T INC | COM | 00206R102 | 1,161 | 34,335 | SH | DFND | 1 | 34,335 | 0 | 0 | |
AUTODESK INC | COM | 052769106 | 664 | 16,128 | SH | DFND | 1 | 16,128 | 0 | 0 | |
AUTONATION INC | COM | 05329W102 | 1,123 | 21,523 | SH | DFND | 1 | 21,523 | 0 | 0 | |
AVAGO TECHNOLOGIES LTD | COM | Y0486S104 | 627 | 14,550 | SH | DFND | 1 | 14,550 | 0 | 0 | |
AXIALL CORP | COM | 05463D100 | 379 | 10,033 | SH | DFND | 1 | 9,976 | 0 | 57 | |
BANK OF AMERICA CORP | COM | 060505104 | 2,434 | 176,438 | SH | DFND | 1 | 176,438 | 0 | 0 | |
BANNER CORPORATION | COM | 06652V208 | 941 | 24,651 | SH | DFND | 1 | 24,512 | 0 | 139 | |
BARNES GROUP INC | COM | 067806109 | 2,171 | 62,186 | SH | DFND | 1 | 62,045 | 0 | 141 | |
BAXTER INTERNATIONAL INC | COM | 071813109 | 5,262 | 80,109 | SH | DFND | 1 | 80,109 | 0 | 0 | |
Baxter International Inc | COM | 07317Q905 | 4,926 | 75,000 | SH | Call | DFND | 1 | 0 | 0 | 0 |
BBCN BANCORP INC | COM | 073295107 | 586 | 42,607 | SH | DFND | 1 | 42,365 | 0 | 242 | |
BE AEROSPACE INC | COM | 073302101 | 1,049 | 14,211 | SH | DFND | 1 | 14,211 | 0 | 0 | |
BEAM INC | COM | 073730103 | 2,614 | 40,434 | SH | DFND | 1 | 40,434 | 0 | 0 | |
BECTON DICKINSON AND CO | COM | 075887109 | 1,790 | 17,902 | SH | OTR | 17,902 | 0 | 0 | 0 | |
BIG 5 SPORTING GOODS CORP | COM | 08915P101 | 283 | 17,567 | SH | DFND | 1 | 17,471 | 0 | 96 | |
BIOGEN IDEC INC | COM | 09062X103 | 1,782 | 7,400 | SH | DFND | 1 | 7,400 | 0 | 0 | |
BioMarin Pharmaceutical | COM | 09061G901 | 540 | 7,500 | SH | Call | DFND | 1 | 0 | 0 | 0 |
BLACKROCK FLOAT RT INCOME ST | COM | 09255X100 | 483 | 32,548 | SH | DFND | 1 | 32,548 | 0 | 0 | |
BOEING CO/THE | COM | 097023105 | 1,608 | 13,685 | SH | DFND | 1 | 13,685 | 0 | 0 | |
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 1,101 | 23,804 | SH | DFND | 1 | 23,804 | 0 | 0 | |
BRISTOW GROUP INC 3.000% 06/15/38 CVT | BND | 110394AC7 | 3,078 | 2,510,000 | PRN | DFND | 1 | 2,510,000 | 0 | 0 | |
BROOKFIELD RESIDENTIAL PROPE | COM | 11283W104 | 1,726 | 74,979 | SH | DFND | 1 | 74,875 | 0 | 104 | |
BRUNSWICK CORP | COM | 117043109 | 588 | 14,721 | SH | DFND | 1 | 14,637 | 0 | 84 | |
CABOT OIL & GAS CORP | COM | 127097103 | 2,580 | 69,135 | SH | DFND | 1 | 69,135 | 0 | 0 | |
CACI INTERNATIONAL INC 2.125% 05/01/14 CVT | BND | 127190AD8 | 12,750 | 10,000,000 | PRN | DFND | 1 | 10,000,000 | 0 | 0 | |
CADENCE DESIGN SYS INC | COM | 127387108 | 4,523 | 334,807 | SH | DFND | 1 | 334,807 | 0 | 0 | |
CAPITAL ONE FINANCIAL CORP | COM | 14040H105 | 638 | 9,284 | SH | DFND | 1 | 9,284 | 0 | 0 | |
CAPITAL SENIOR LIVING CORP | COM | 140475104 | 548 | 25,923 | SH | DFND | 1 | 25,778 | 0 | 145 | |
CARDTRONICS INC | COM | 14161H108 | 492 | 13,262 | SH | DFND | 1 | 13,189 | 0 | 73 | |
CARLISLE COS INC | COM | 142339100 | 875 | 12,439 | SH | DFND | 1 | 12,439 | 0 | 0 | |
CECO ENVIRONMENTAL CORP | COM | 125141101 | 571 | 40,539 | SH | DFND | 1 | 40,326 | 0 | 213 | |
CELGENE CORP | COM | 151020104 | 1,255 | 8,139 | SH | DFND | 1 | 8,139 | 0 | 0 | |
CHARTER COMMUNICATION-A | COM | 16117M305 | 933 | 6,923 | SH | DFND | 1 | 6,923 | 0 | 0 | |
CHECK POINT SOFTWARE TECH | COM | M22465104 | 596 | 10,545 | SH | DFND | 1 | 10,545 | 0 | 0 | |
CHEESECAKE FACTORY INC/THE | COM | 163072101 | 789 | 17,967 | SH | DFND | 1 | 17,864 | 0 | 103 | |
CHESAPEAKE LODGING TRUST | COM | 165240102 | 616 | 26,143 | SH | DFND | 1 | 25,991 | 0 | 152 | |
CHESAPEAKE UTILITIES CORP | COM | 165303108 | 573 | 10,906 | SH | DFND | 1 | 10,846 | 0 | 60 | |
CHEVRON CORP | COM | 166764100 | 2,171 | 17,869 | SH | DFND | 1 | 17,869 | 0 | 0 | |
CHICAGO BRIDGE & IRON CO NV | COM | 167250109 | 531 | 7,840 | SH | DFND | 1 | 7,840 | 0 | 0 | |
CINEMARK HOLDINGS INC | COM | 17243V102 | 1,139 | 35,874 | SH | DFND | 1 | 35,874 | 0 | 0 | |
CISCO SYSTEMS INC | COM | 17275R102 | 4,310 | 183,950 | SH | DFND | 1 | 183,950 | 0 | 0 | |
CITIGROUP INC | COM | 172967424 | 457 | 9,431 | SH | DFND | 1 | 9,431 | 0 | 0 | |
CITIGROUP INC-CW18 | COM | 172967234 | 296 | 3,700,000 | SH | DFND | 1 | 3,700,000 | 0 | 0 | |
CITIGROUP INC-CW19 | COM | 172967226 | 1,269 | 1,696,000 | SH | DFND | 1 | 1,696,000 | 0 | 0 | |
CLEARWATER PAPER CORP | COM | 18538R103 | 411 | 8,614 | SH | DFND | 1 | 8,566 | 0 | 48 | |
COCA-COLA CO/THE | COM | 191216100 | 1,858 | 49,050 | SH | DFND | 1 | 49,050 | 0 | 0 | |
COCA-COLA ENTERPRISES | COM | 19122T109 | 731 | 18,185 | SH | DFND | 1 | 18,185 | 0 | 0 | |
COLGATE-PALMOLIVE CO | COM | 194162103 | 1,368 | 23,068 | SH | DFND | 1 | 23,068 | 0 | 0 | |
COMCAST CORP-CLASS A | COM | 20030N101 | 2,270 | 50,324 | SH | DFND | 1 | 50,324 | 0 | 0 | |
COMMUNITY HEALTH SYSTEMS INC | COM | 203668108 | 523 | 12,600 | SH | DFND | 1 | 12,600 | 0 | 0 | |
COMMVAULT SYSTEMS INC | COM | 204166102 | 367 | 4,180 | SH | DFND | 1 | 4,157 | 0 | 23 | |
COMVERSE INC | COM | 20585P105 | 567 | 17,743 | SH | DFND | 1 | 17,641 | 0 | 102 | |
CONAGRA FOODS INC | COM | 205887102 | 868 | 28,585 | SH | DFND | 1 | 28,585 | 0 | 0 | |
CORRECTIONS CORP OF AMERICA | COM | 22025Y407 | 727 | 21,034 | SH | DFND | 1 | 21,034 | 0 | 0 | |
COSTCO WHOLESALE CORP | COM | 22160K105 | 3,043 | 26,424 | SH | DFND | 1 | 26,424 | 0 | 0 | |
CROSSTEX ENERGY INC | COM | 22765Y104 | 477 | 22,825 | SH | DFND | 1 | 22,699 | 0 | 126 | |
CSG SYSTEMS INTL INC | COM | 126349109 | 505 | 20,147 | SH | DFND | 1 | 20,036 | 0 | 111 | |
CST BRANDS INC | COM | 12646R105 | 590 | 19,808 | SH | DFND | 1 | 19,698 | 0 | 110 | |
CUBIST PHARMACEUTICALS 2.500% 11/01/17 CVT | BND | 229678AD9 | 337 | 150,000 | PRN | DFND | 1 | 150,000 | 0 | 0 | |
CUMULUS MEDIA INC-CL A | COM | 231082108 | 388 | 73,358 | SH | DFND | 1 | 72,951 | 0 | 407 | |
CYRUSONE INC | COM | 23283R100 | 467 | 24,582 | SH | DFND | 1 | 24,448 | 0 | 134 | |
DANAHER CORP | COM | 235851102 | 2,752 | 39,696 | SH | DFND | 1 | 39,696 | 0 | 0 | |
DEAN FOODS CO | COM | 242370203 | 422 | 21,880 | SH | DFND | 1 | 21,772 | 0 | 108 | |
DELPHI AUTOMOTIVE PLC | COM | G27823106 | 3,015 | 51,610 | SH | DFND | 1 | 51,610 | 0 | 0 | |
DEXCOM INC | COM | 252131107 | 966 | 34,251 | SH | DFND | 1 | 34,053 | 0 | 198 | |
DISCOVER FINANCIAL SERVICES | COM | 254709108 | 2,293 | 45,386 | SH | DFND | 1 | 45,386 | 0 | 0 | |
DONALDSON CO INC | COM | 257651109 | 849 | 22,272 | SH | DFND | 1 | 22,272 | 0 | 0 | |
DTE ENERGY COMPANY | COM | 233331107 | 650 | 9,845 | SH | DFND | 1 | 9,845 | 0 | 0 | |
DUNKIN' BRANDS GROUP INC | COM | 265504100 | 787 | 17,392 | SH | DFND | 1 | 17,392 | 0 | 0 | |
EASTMAN CHEMICAL CO | COM | 277432100 | 1,512 | 19,413 | SH | DFND | 1 | 19,413 | 0 | 0 | |
Eaton Vance Floating Rate Income Trust | COM | 278279104 | 5,510 | 353,668 | SH | DFND | 1 | 353,668 | 0 | 0 | |
Eaton Vance Senior Income Trust | COM | 27826S103 | 7,126 | 1,013,600 | SH | DFND | 1 | 1,013,600 | 0 | 0 | |
EBAY INC | COM | 278642103 | 1,854 | 33,230 | SH | DFND | 1 | 33,230 | 0 | 0 | |
EL PASO ELECTRIC CO | COM | 283677854 | 596 | 17,846 | SH | DFND | 1 | 17,746 | 0 | 100 | |
ELECTRONIC ARTS INC 0.750% 07/15/16 CVT | BND | 285512AA7 | 22,971 | 21,159,000 | PRN | DFND | 1 | 21,159,000 | 0 | 0 | |
ELI LILLY & CO | COM | 532457108 | 847 | 16,843 | SH | DFND | 1 | 16,843 | 0 | 0 | |
EMC CORP/MA | COM | 268648102 | 4,128 | 161,509 | SH | DFND | 1 | 161,509 | 0 | 0 | |
ENDO HEALTH SOLUTIONS IN 1.750% 04/15/15 CVT | BND | 29264FAB2 | 31,713 | 20,000,000 | PRN | DFND | 1 | 20,000,000 | 0 | 0 | |
ENERGY XXI BERMUDA | COM | G10082140 | 700 | 23,183 | SH | DFND | 1 | 23,053 | 0 | 130 | |
EOG RESOURCES INC | COM | 26875P101 | 1,691 | 9,992 | SH | DFND | 1 | 9,992 | 0 | 0 | |
EPL OIL & GAS INC | COM | 26883D108 | 2,165 | 58,348 | SH | DFND | 1 | 58,348 | 0 | 0 | |
EQT CORP | COM | 26884L109 | 406 | 4,576 | SH | DFND | 1 | 4,576 | 0 | 0 | |
ERA GROUP INC | COM | 26885G109 | 299 | 11,006 | SH | DFND | 1 | 10,945 | 0 | 61 | |
ETHAN ALLEN INTERIORS INC | COM | 297602104 | 547 | 19,616 | SH | DFND | 1 | 19,505 | 0 | 111 | |
EVEREST RE GROUP LTD | COM | G3223R108 | 529 | 3,634 | SH | DFND | 1 | 3,634 | 0 | 0 | |
EVERTEC INC | COM | 30040P103 | 2,522 | 113,562 | SH | DFND | 1 | 113,328 | 0 | 234 | |
EXPRESS SCRIPTS HOLDING CO | COM | 30219G108 | 1,813 | 29,338 | SH | DFND | 1 | 29,338 | 0 | 0 | |
EXTERRAN HOLDINGS INC 4.250% 06/15/14 CVT | BND | 30225XAA1 | 10,655 | 8,550,000 | PRN | DFND | 1 | 8,550,000 | 0 | 0 | |
EXXON MOBIL CORP | COM | 30231G102 | 2,113 | 24,565 | SH | DFND | 1 | 24,565 | 0 | 0 | |
FACEBOOK INC-A | COM | 30303M102 | 1,081 | 21,529 | SH | DFND | 1 | 21,529 | 0 | 0 | |
FIFTH & PACIFIC COS INC | COM | 316645100 | 456 | 18,168 | SH | DFND | 1 | 18,067 | 0 | 101 | |
FINISAR CORPORATION | COM | 31787A507 | 695 | 30,720 | SH | DFND | 1 | 30,720 | 0 | 0 | |
FINISH LINE/THE - CL A | COM | 317923100 | 587 | 23,598 | SH | DFND | 1 | 23,462 | 0 | 136 | |
FIRST DEFIANCE FINL CORP | COM | 32006W106 | 322 | 13,790 | SH | DFND | 1 | 13,713 | 0 | 77 | |
FOOT LOCKER INC | COM | 344849104 | 1,671 | 49,249 | SH | DFND | 1 | 49,249 | 0 | 0 | |
FORD MOTOR CO | COM | 345370860 | 865 | 51,296 | SH | DFND | 1 | 51,296 | 0 | 0 | |
FORESTAR GROUP INC | COM | 346233109 | 619 | 28,706 | SH | DFND | 1 | 28,544 | 0 | 162 | |
FRANKLIN RESOURCES INC | COM | 354613101 | 1,970 | 38,982 | SH | DFND | 1 | 38,982 | 0 | 0 | |
FUSION-IO INC | COM | 36112J107 | 223 | 16,609 | SH | DFND | 1 | 16,519 | 0 | 90 | |
G & K SERVICES INC -CL A | COM | 361268105 | 1,046 | 17,322 | SH | DFND | 1 | 17,226 | 0 | 96 | |
GAP INC/THE | COM | 364760108 | 1,271 | 31,542 | SH | DFND | 1 | 31,542 | 0 | 0 | |
GARTNER INC | COM | 366651107 | 513 | 8,548 | SH | DFND | 1 | 8,548 | 0 | 0 | |
GENCORP INC | COM | 368682100 | 777 | 48,432 | SH | DFND | 1 | 48,161 | 0 | 271 | |
GENERAC HOLDINGS INC | COM | 368736104 | 1,013 | 23,771 | SH | DFND | 1 | 23,635 | 0 | 136 | |
GENERAL CABLE CORP 0.875% 11/15/13 CVT | BND | 369300AD0 | 23,626 | 23,641,000 | PRN | DFND | 1 | 23,641,000 | 0 | 0 | |
GENERAL DYNAMICS CORP | COM | 369550108 | 1,014 | 11,583 | SH | DFND | 1 | 11,583 | 0 | 0 | |
GENERAL ELECTRIC CO | COM | 369604103 | 1,448 | 60,628 | SH | DFND | 1 | 60,628 | 0 | 0 | |
GENERAL MILLS INC | COM | 370334104 | 2,396 | 49,999 | SH | DFND | 1 | 49,999 | 0 | 0 | |
GENERAL MOTORS CO | COM | 37045V100 | 2,568 | 71,393 | SH | DFND | 1 | 71,393 | 0 | 0 | |
GENESEE & WYOMING INC-CL A | COM | 371559105 | 717 | 7,715 | SH | DFND | 1 | 7,673 | 0 | 42 | |
GILEAD SCIENCES INC | COM | 375558103 | 2,821 | 44,857 | SH | DFND | 1 | 44,857 | 0 | 0 | |
GILEAD SCIENCES INC 1.000% 05/01/14 SR:C CVT | BND | 375558AN3 | 278 | 100,000 | PRN | DFND | 1 | 100,000 | 0 | 0 | |
GOLDCORP INC 2.000% 08/01/14 CVT | BND | 380956AB8 | 20,188 | 20,000,000 | PRN | DFND | 1 | 20,000,000 | 0 | 0 | |
GOOGLE INC-CL A | COM | 38259P508 | 6,897 | 7,875 | SH | DFND | 1 | 7,875 | 0 | 0 | |
H&E EQUIPMENT SERVICES INC | COM | 404030108 | 752 | 28,299 | SH | DFND | 1 | 28,134 | 0 | 165 | |
HALLIBURTON CO | COM | 406216101 | 734 | 15,248 | SH | DFND | 1 | 15,248 | 0 | 0 | |
HANGER ORTHOPEDIC GROUP INC | COM | 41043F208 | 746 | 22,117 | SH | DFND | 1 | 21,990 | 0 | 127 | |
HANOVER INSURANCE GROUP INC/ | COM | 410867105 | 747 | 13,502 | SH | DFND | 1 | 13,502 | 0 | 0 | |
HARLEY-DAVIDSON INC | COM | 412822108 | 531 | 8,251 | SH | DFND | 1 | 8,251 | 0 | 0 | |
HARTFORD FINANCIAL SVCS GRP | COM | 416515104 | 4,519 | 145,199 | SH | DFND | 1 | 145,199 | 0 | 0 | |
HCA HOLDINGS INC | COM | 40412C101 | 2,835 | 66,325 | SH | DFND | 1 | 66,325 | 0 | 0 | |
HEADWATERS INC 8.750% 02/01/16 CVT | BND | 42210PAR3 | 7,334 | 6,825,000 | PRN | DFND | 1 | 6,825,000 | 0 | 0 | |
HERSHEY CO/THE | COM | 427866108 | 2,082 | 22,506 | SH | DFND | 1 | 22,506 | 0 | 0 | |
HILLTOP HOLDINGS INC | COM | 432748101 | 872 | 47,150 | SH | DFND | 1 | 46,885 | 0 | 265 | |
HOLOGIC INC FLT 12/15/43 CVT | BND | 436440AG6 | 14,322 | 13,738,000 | PRN | DFND | 1 | 13,738,000 | 0 | 0 | |
HOME DEPOT INC | COM | 437076102 | 5,737 | 75,640 | SH | DFND | 1 | 75,640 | 0 | 0 | |
HONEYWELL INTERNATIONAL INC | COM | 438516106 | 2,451 | 29,515 | SH | DFND | 1 | 29,515 | 0 | 0 | |
HUNTSMAN CORP | COM | 447011107 | 1,053 | 51,121 | SH | DFND | 1 | 51,121 | 0 | 0 | |
HYSTER-YALE MATERIALS | COM | 449172105 | 558 | 6,222 | SH | DFND | 1 | 6,188 | 0 | 34 | |
ING GROEP N.V.-SPONSORED ADR | ADR | 456837103 | 1,204 | 106,120 | SH | DFND | 1 | 106,120 | 0 | 0 | |
INGERSOLL-RAND PLC | COM | G47791101 | 1,105 | 17,016 | SH | DFND | 1 | 17,016 | 0 | 0 | |
INSULET CORPORATION 3.750% 06/15/16 CVT | BND | 45784PAC5 | 20,412 | 14,114,000 | PRN | DFND | 1 | 14,114,000 | 0 | 0 | |
INTEL CORP | COM | 458140100 | 1,106 | 48,280 | SH | DFND | 1 | 48,280 | 0 | 0 | |
INTERCONTINENTALEXCHANGE INC | COM | 45865V100 | 3,896 | 21,477 | SH | DFND | 1 | 21,477 | 0 | 0 | |
INTERNATIONAL PAPER CO | COM | 460146103 | 2,513 | 56,090 | SH | DFND | 1 | 56,090 | 0 | 0 | |
INTL BUSINESS MACHINES CORP | COM | 459200101 | 1,273 | 6,874 | SH | DFND | 1 | 6,874 | 0 | 0 | |
iShares MSCI Canada | COM | 464286959 | 801 | 28,300 | SH | Put | DFND | 1 | 0 | 0 | 0 |
ISHARES MSCI EAFE INDEX FUND | COM | 464287465 | 288 | 4,509 | SH | DFND | 1 | 4,509 | 0 | 0 | |
ISHARES RUSSELL 1000 GROWTH | COM | 464287614 | 1,125 | 14,390 | SH | DFND | 1 | 14,390 | 0 | 0 | |
ISTAR FINANCIAL INC 3.000% 11/15/16 CVT | BND | 45031UBR1 | 11,844 | 9,499,000 | PRN | DFND | 1 | 9,499,000 | 0 | 0 | |
JARDEN CORP | COM | 471109108 | 2,904 | 60,000 | SH | DFND | 1 | 60,000 | 0 | 0 | |
JAZZ PHARMACEUTICALS PLC | COM | G50871105 | 1,731 | 18,829 | SH | DFND | 1 | 18,795 | 0 | 34 | |
Jazz Pharmaceuticals PLC | COM | G50871905 | 3,218 | 35,000 | SH | Call | DFND | 1 | 0 | 0 | 0 |
JDS UNIPHASE CORP | COM | 46612J507 | 3,744 | 254,900 | SH | DFND | 1 | 254,900 | 0 | 0 | |
JM SMUCKER CO/THE | COM | 832696405 | 1,149 | 10,939 | SH | DFND | 1 | 10,939 | 0 | 0 | |
JOHN BEAN TECHNOLOGIES CORP | COM | 477839104 | 530 | 21,311 | SH | DFND | 1 | 21,193 | 0 | 118 | |
JOHNSON & JOHNSON | COM | 478160104 | 2,174 | 25,075 | SH | DFND | 1 | 25,075 | 0 | 0 | |
JOY GLOBAL INC | COM | 481165108 | 1,073 | 21,018 | SH | DFND | 1 | 21,018 | 0 | 0 | |
KAISER ALUMINUM CORP | COM | 483007704 | 1,766 | 24,786 | SH | DFND | 1 | 24,743 | 0 | 43 | |
KAPSTONE PAPER AND PACKAGING | COM | 48562P103 | 1,767 | 41,296 | SH | DFND | 1 | 41,207 | 0 | 89 | |
KB HOME 1.375% 02/01/19 CVT | BND | 48666KAS8 | 4,525 | 4,455,000 | PRN | DFND | 1 | 4,455,000 | 0 | 0 | |
KIRKLAND'S INC | COM | 497498105 | 325 | 17,662 | SH | DFND | 1 | 17,569 | 0 | 93 | |
KRAFT FOODS GROUP INC | COM | 50076Q106 | 647 | 12,333 | SH | DFND | 1 | 12,333 | 0 | 0 | |
LAM RESEARCH CORP | COM | 512807108 | 3,076 | 60,085 | SH | DFND | 1 | 60,085 | 0 | 0 | |
LEAP WIRELESS INTL INC 4.500% 07/15/14 CVT | BND | 521863AL4 | 13,792 | 13,555,000 | PRN | DFND | 1 | 13,555,000 | 0 | 0 | |
LIBERTY GLOBAL PLC-A | COM | G5480U104 | 445 | 5,613 | SH | DFND | 1 | 5,613 | 0 | 0 | |
LIFEPOINT HOSPITALS INC 3.500% 05/15/14 CVT | BND | 53219LAH2 | 579 | 550,000 | PRN | DFND | 1 | 550,000 | 0 | 0 | |
LINCOLN ELECTRIC HOLDINGS | COM | 533900106 | 1,949 | 29,247 | SH | DFND | 1 | 29,247 | 0 | 0 | |
LINEAR TECHNOLOGY CORP | COM | 535678106 | 761 | 19,188 | SH | DFND | 1 | 19,188 | 0 | 0 | |
LINKEDIN CORP - A | COM | 53578A108 | 922 | 3,746 | SH | DFND | 1 | 3,746 | 0 | 0 | |
LITHIA MOTORS INC-CL A | COM | 536797103 | 1,310 | 17,963 | SH | DFND | 1 | 17,860 | 0 | 103 | |
LOCKHEED MARTIN CORP | COM | 539830109 | 916 | 7,182 | SH | DFND | 1 | 7,182 | 0 | 0 | |
LUMBER LIQUIDATORS HOLDINGS | COM | 55003T107 | 611 | 5,735 | SH | DFND | 1 | 5,702 | 0 | 33 | |
LYONDELLBASELL INDU-CL A | COM | N53745100 | 4,197 | 57,309 | SH | DFND | 1 | 57,309 | 0 | 0 | |
MACY'S INC | COM | 55616P104 | 925 | 21,388 | SH | DFND | 1 | 21,388 | 0 | 0 | |
MANHATTAN ASSOCIATES INC | COM | 562750109 | 1,192 | 12,483 | SH | DFND | 1 | 12,410 | 0 | 73 | |
MANNING & NAPIER INC | COM | 56382Q102 | 522 | 31,318 | SH | DFND | 1 | 31,148 | 0 | 170 | |
MARRIOTT INTERNATIONAL-CL A | COM | 571903202 | 854 | 20,306 | SH | DFND | 1 | 20,306 | 0 | 0 | |
MASTERCARD INC-CLASS A | COM | 57636Q104 | 2,707 | 4,023 | SH | DFND | 1 | 4,023 | 0 | 0 | |
MCKESSON CORP | COM | 58155Q103 | 2,748 | 21,420 | SH | DFND | 1 | 21,420 | 0 | 0 | |
MEADOWBROOK INSURANCE GROUP | COM | 58319P108 | 448 | 68,846 | SH | DFND | 1 | 68,469 | 0 | 377 | |
Medivation, Inc | COM | 58501N901 | 2,997 | 50,000 | SH | Call | DFND | 1 | 0 | 0 | 0 |
MEDTRONIC INC | COM | 585055106 | 819 | 15,392 | SH | DFND | 1 | 15,392 | 0 | 0 | |
MELLANOX TECHNOLOGIES LTD | COM | M51363113 | 764 | 20,120 | SH | DFND | 1 | 20,120 | 0 | 0 | |
MENTOR GRAPHICS CORP | COM | 587200106 | 1,169 | 50,007 | SH | DFND | 1 | 49,736 | 0 | 271 | |
MERCK & CO. INC. | COM | 58933Y105 | 1,285 | 26,983 | SH | DFND | 1 | 26,983 | 0 | 0 | |
MERITOR INC | COM | 59001K100 | 776 | 98,816 | SH | DFND | 1 | 98,250 | 0 | 566 | |
METHANEX CORP | COM | 59151K108 | 1,776 | 34,652 | SH | DFND | 1 | 34,652 | 0 | 0 | |
METLIFE INC | COM | 59156R108 | 602 | 12,824 | SH | DFND | 1 | 12,824 | 0 | 0 | |
MICHAEL KORS HOLDINGS LTD | COM | G60754101 | 1,889 | 25,344 | SH | DFND | 1 | 25,344 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 7,017 | 210,838 | SH | DFND | 1 | 210,838 | 0 | 0 | |
MINERALS TECHNOLOGIES INC | COM | 603158106 | 813 | 16,482 | SH | DFND | 1 | 16,388 | 0 | 94 | |
MOLINA HEALTHCARE INC 3.750% 10/01/14 SR:MOH CVT | BND | 60855RAA8 | 18,988 | 15,500,000 | PRN | DFND | 1 | 15,500,000 | 0 | 0 | |
MONSANTO CO | COM | 61166W101 | 1,104 | 10,583 | SH | DFND | 1 | 10,583 | 0 | 0 | |
MOODY'S CORP | COM | 615369105 | 891 | 12,670 | SH | DFND | 1 | 12,670 | 0 | 0 | |
MORGANS HOTEL GROUP CO 2.375% 10/15/14 CVT | BND | 61748WAB4 | 3,140 | 3,200,000 | PRN | DFND | 1 | 3,200,000 | 0 | 0 | |
MOVADO GROUP INC | COM | 624580106 | 685 | 15,658 | SH | DFND | 1 | 15,568 | 0 | 90 | |
MRC GLOBAL INC | COM | 55345K103 | 703 | 26,228 | SH | DFND | 1 | 26,228 | 0 | 0 | |
MUELLER WATER PRODUCTS INC-A | COM | 624758108 | 611 | 76,424 | SH | DFND | 1 | 75,981 | 0 | 443 | |
NABORS INDUSTRIES LTD | COM | G6359F103 | 450 | 28,000 | SH | DFND | 1 | 28,000 | 0 | 0 | |
NATIONSTAR MORTGAGE HOLDINGS | COM | 63861C109 | 1,054 | 18,736 | SH | DFND | 1 | 18,629 | 0 | 107 | |
NEW RESIDENTIAL INVESTMENT | COM | 64828T102 | 3,592 | 542,630 | SH | DFND | 1 | 541,828 | 0 | 802 | |
NEWELL RUBBERMAID INC | COM | 651229106 | 489 | 17,793 | SH | DFND | 1 | 17,793 | 0 | 0 | |
NEWMONT MINING CORP | COM | 651639106 | 2,474 | 88,050 | SH | DFND | 1 | 88,050 | 0 | 0 | |
NEWMONT MINING CORP 1.250% 07/15/14 SR:A CVT | BND | 651639AH9 | 12,660 | 12,550,000 | PRN | DFND | 1 | 12,550,000 | 0 | 0 | |
NEWPARK RESOURCES INC | COM | 651718504 | 358 | 28,317 | SH | DFND | 1 | 28,160 | 0 | 157 | |
NEWPORT CORP | COM | 651824104 | 356 | 22,813 | SH | DFND | 1 | 22,687 | 0 | 126 | |
NIKE INC -CL B | COM | 654106103 | 1,070 | 14,732 | SH | DFND | 1 | 14,732 | 0 | 0 | |
NOBLE ENERGY INC | COM | 655044105 | 2,686 | 40,089 | SH | DFND | 1 | 40,089 | 0 | 0 | |
NORFOLK SOUTHERN CORP | COM | 655844108 | 874 | 11,294 | SH | DFND | 1 | 11,294 | 0 | 0 | |
OASIS PETROLEUM INC | COM | 674215108 | 837 | 17,048 | SH | DFND | 1 | 16,953 | 0 | 95 | |
OCEANEERING INTL INC | COM | 675232102 | 408 | 5,022 | SH | DFND | 1 | 5,022 | 0 | 0 | |
OCWEN FINANCIAL CORP | COM | 675746309 | 7,222 | 129,496 | SH | DFND | 1 | 129,386 | 0 | 110 | |
OLD REPUBLIC INTL CORP | COM | 680223104 | 924 | 60,023 | SH | DFND | 1 | 60,023 | 0 | 0 | |
OMNICARE INC 3.250% 12/15/35 SR:OCR CVT | BND | 681904AL2 | 602 | 567,000 | PRN | DFND | 1 | 567,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP 2.625% 12/15/26 CVT | BND | 682189AG0 | 13,328 | 13,262,000 | PRN | DFND | 1 | 13,262,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP 2.625% 12/15/26 SR:B CVT | BND | 682189AH8 | 4,217 | 3,902,000 | PRN | DFND | 1 | 3,902,000 | 0 | 0 | |
ORACLE CORP | COM | 68389X105 | 1,682 | 50,697 | SH | DFND | 1 | 50,697 | 0 | 0 | |
O'REILLY AUTOMOTIVE INC | COM | 67103H107 | 2,103 | 16,483 | SH | DFND | 1 | 16,483 | 0 | 0 | |
ORITANI FINANCIAL CORP | COM | 68633D103 | 518 | 31,476 | SH | DFND | 1 | 31,301 | 0 | 175 | |
OWENS & MINOR INC | COM | 690732102 | 434 | 12,544 | SH | DFND | 1 | 12,471 | 0 | 73 | |
OWENS-ILLINOIS INC | COM | 690768403 | 680 | 22,652 | SH | DFND | 1 | 22,652 | 0 | 0 | |
PACWEST BANCORP | COM | 695263103 | 1,139 | 33,226 | SH | DFND | 1 | 33,034 | 0 | 192 | |
PARTNERRE LTD | COM | G6852T105 | 877 | 9,581 | SH | DFND | 1 | 9,581 | 0 | 0 | |
PENNYMAC FINANCIAL SERVICE-A | COM | 70932B101 | 2,238 | 119,116 | SH | DFND | 1 | 118,832 | 0 | 284 | |
PEPSICO INC | COM | 713448108 | 2,356 | 29,635 | SH | DFND | 1 | 29,635 | 0 | 0 | |
PETSMART INC | COM | 716768106 | 688 | 9,025 | SH | DFND | 1 | 9,025 | 0 | 0 | |
PFIZER INC | COM | 717081103 | 851 | 29,629 | SH | DFND | 1 | 29,629 | 0 | 0 | |
PHH CORP 6.000% 06/15/17 CVT | BND | 693320AQ6 | 369 | 182,000 | PRN | DFND | 1 | 182,000 | 0 | 0 | |
PHILIP MORRIS INTERNATIONAL | COM | 718172109 | 3,836 | 44,303 | SH | DFND | 1 | 44,303 | 0 | 0 | |
PHILLIPS 66 | COM | 718546104 | 1,022 | 17,669 | SH | DFND | 1 | 17,669 | 0 | 0 | |
PINNACLE FOODS INC | COM | 72348P104 | 421 | 15,898 | SH | DFND | 1 | 15,898 | 0 | 0 | |
PINNACLE WEST CAPITAL | COM | 723484101 | 589 | 10,764 | SH | DFND | 1 | 10,764 | 0 | 0 | |
PNC FINANCIAL SERVICES GROUP | COM | 693475105 | 1,013 | 13,979 | SH | DFND | 1 | 13,979 | 0 | 0 | |
PORTLAND GENERAL ELECTRIC CO | COM | 736508847 | 634 | 22,427 | SH | DFND | 1 | 22,303 | 0 | 124 | |
POTLATCH CORP | COM | 737630103 | 567 | 14,296 | SH | DFND | 1 | 14,216 | 0 | 80 | |
PPG INDUSTRIES INC | COM | 693506107 | 1,083 | 6,484 | SH | DFND | 1 | 6,484 | 0 | 0 | |
PRESTIGE BRANDS HOLDINGS INC | COM | 74112D101 | 1,076 | 35,743 | SH | DFND | 1 | 35,545 | 0 | 198 | |
PRICELINE.COM INC | COM | 741503403 | 6,091 | 6,025 | SH | DFND | 1 | 6,025 | 0 | 0 | |
PRIMERICA INC | COM | 74164M108 | 972 | 24,108 | SH | DFND | 1 | 23,974 | 0 | 134 | |
PROCTER & GAMBLE CO/THE | COM | 742718109 | 1,121 | 14,829 | SH | DFND | 1 | 14,829 | 0 | 0 | |
PTC INC | COM | 69370C100 | 2,293 | 80,568 | SH | DFND | 1 | 80,416 | 0 | 152 | |
PUBLIC SERVICE ENTERPRISE GP | COM | 744573106 | 1,208 | 36,694 | SH | DFND | 1 | 36,694 | 0 | 0 | |
PUBLIC STORAGE | COM | 74460D109 | 986 | 6,140 | SH | DFND | 1 | 6,140 | 0 | 0 | |
QUALCOMM INC | COM | 747525103 | 1,735 | 25,777 | SH | DFND | 1 | 25,777 | 0 | 0 | |
QUANTA SERVICES INC | COM | 74762E102 | 1,061 | 38,560 | SH | DFND | 1 | 38,560 | 0 | 0 | |
QUIKSILVER INC | COM | 74838C106 | 1,465 | 208,402 | SH | DFND | 1 | 208,205 | 0 | 197 | |
RAMBUS INC 5.000% 06/15/14 CVT | BND | 750917AC0 | 11,211 | 10,918,000 | PRN | DFND | 1 | 10,918,000 | 0 | 0 | |
RAYONIER TRS HOLDINGS IN 4.500% 08/15/15 CVT | BND | 75508AAC0 | 245 | 145,000 | PRN | DFND | 1 | 145,000 | 0 | 0 | |
REGIONS FINANCIAL CORP | COM | 7591EP100 | 2,710 | 292,657 | SH | DFND | 1 | 292,657 | 0 | 0 | |
REGIS CORP 5.000% 07/15/14 CVT | BND | 758932AA5 | 12,767 | 11,600,000 | PRN | DFND | 1 | 11,600,000 | 0 | 0 | |
REYNOLDS AMERICAN INC | COM | 761713106 | 385 | 7,893 | SH | DFND | 1 | 7,893 | 0 | 0 | |
RITE AID CORP | COM | 767754104 | 81 | 17,000 | SH | DFND | 1 | 17,000 | 0 | 0 | |
ROCKWELL AUTOMATION INC | COM | 773903109 | 1,195 | 11,174 | SH | DFND | 1 | 11,174 | 0 | 0 | |
RTI INTERNATIONAL METALS INC | COM | 74973W107 | 3,588 | 112,000 | SH | DFND | 1 | 112,000 | 0 | 0 | |
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 481 | 42,213 | SH | DFND | 1 | 41,967 | 0 | 246 | |
RYLAND GROUP 0.250% 06/01/19 CVT | BND | 783764AS2 | 4,473 | 4,902,000 | PRN | DFND | 1 | 4,902,000 | 0 | 0 | |
RYLAND GROUP 1.625% 05/15/18 CVT | BND | 783764AQ6 | 7,439 | 5,119,000 | PRN | DFND | 1 | 5,119,000 | 0 | 0 | |
SALESFORCE.COM INC | COM | 79466L302 | 793 | 15,281 | SH | DFND | 1 | 15,281 | 0 | 0 | |
SALIX PHARMACEUTICALS LT 2.750% 05/15/15 CVT | BND | 795435AC0 | 19,448 | 12,727,000 | PRN | DFND | 1 | 12,727,000 | 0 | 0 | |
SANDISK CORP 1.500% 08/15/17 CVT | BND | 80004CAD3 | 6,456 | 4,882,000 | PRN | DFND | 1 | 4,882,000 | 0 | 0 | |
SCHLUMBERGER LTD | COM | 806857108 | 1,884 | 21,321 | SH | DFND | 1 | 21,321 | 0 | 0 | |
SCRIPPS NETWORKS INTER-CL A | COM | 811065101 | 1,057 | 13,533 | SH | DFND | 1 | 13,533 | 0 | 0 | |
Sears Holdings Corporation | COM | 812350956 | 833 | 14,000 | SH | Put | DFND | 1 | 0 | 0 | 0 |
SELECT MEDICAL HOLDINGS CORP | COM | 81619Q105 | 903 | 111,865 | SH | DFND | 1 | 111,412 | 0 | 453 | |
SIGNET JEWELERS LTD | COM | G81276100 | 3,440 | 48,011 | SH | DFND | 1 | 48,011 | 0 | 0 | |
SILICON IMAGE INC | COM | 82705T102 | 476 | 89,113 | SH | DFND | 1 | 88,599 | 0 | 514 | |
SIMON PROPERTY GROUP INC | COM | 828806109 | 2,990 | 20,175 | SH | DFND | 1 | 20,175 | 0 | 0 | |
SM ENERGY CO | COM | 78454L100 | 2,621 | 33,958 | SH | DFND | 1 | 33,958 | 0 | 0 | |
SOVRAN SELF STORAGE INC | COM | 84610H108 | 847 | 11,187 | SH | DFND | 1 | 11,122 | 0 | 65 | |
SPANSION INC-CLASS A | COM | 84649R200 | 392 | 38,903 | SH | DFND | 1 | 38,697 | 0 | 206 | |
SPDR S&P 500 | COM | 78462F103 | 6,720 | 40,000 | SH | Put | DFND | 1 | 0 | 0 | 0 |
SPDR S&P Metals & Mining | COM | 78464A755 | 2,584 | 70,500 | SH | Put | DFND | 1 | 0 | 0 | 0 |
STANDARD PACIFIC CORP 1.250% 08/01/32 CVT | BND | 85375CBC4 | 14,133 | 11,455,000 | PRN | DFND | 1 | 11,455,000 | 0 | 0 | |
STANLEY BLACK & DECKER INC | COM | 854502101 | 2,238 | 24,710 | SH | DFND | 1 | 24,710 | 0 | 0 | |
STARBUCKS CORP | COM | 855244109 | 5,513 | 71,625 | SH | DFND | 1 | 71,625 | 0 | 0 | |
STARWOOD PROPERTY TRUST 4.000% 01/15/19 CVT | BND | 85571BAB1 | 15,525 | 15,000,000 | PRN | DFND | 1 | 15,000,000 | 0 | 0 | |
STARZ - A | COM | 85571Q102 | 954 | 33,899 | SH | DFND | 1 | 33,803 | 0 | 96 | |
STEEL DYNAMICS INC 5.125% 06/15/14 CVT | BND | 858119AP5 | 4,965 | 4,530,000 | PRN | DFND | 1 | 4,530,000 | 0 | 0 | |
STERIS CORP | COM | 859152100 | 475 | 11,059 | SH | DFND | 1 | 10,995 | 0 | 64 | |
STONE ENERGY CORP | COM | 861642106 | 757 | 23,339 | SH | DFND | 1 | 23,216 | 0 | 123 | |
SUN HYDRAULICS CORP | COM | 866942105 | 653 | 17,979 | SH | DFND | 1 | 17,879 | 0 | 100 | |
SUNCOKE ENERGY INC | COM | 86722A103 | 306 | 18,035 | SH | DFND | 1 | 17,931 | 0 | 104 | |
SUNPOWER CORP 4.500% 03/15/15 CVT | BND | 867652AE9 | 14,438 | 11,000,000 | PRN | DFND | 1 | 11,000,000 | 0 | 0 | |
SYMANTEC CORP | COM | 871503108 | 574 | 23,185 | SH | DFND | 1 | 23,185 | 0 | 0 | |
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 305 | 8,027 | SH | DFND | 1 | 7,982 | 0 | 45 | |
SYNNEX CORP | COM | 87162W100 | 814 | 13,238 | SH | DFND | 1 | 13,162 | 0 | 76 | |
TAKE-TWO INTERACTIVE SOF 1.000% 07/01/18 CVT | BND | 874054AD1 | 7,348 | 6,665,000 | PRN | DFND | 1 | 6,665,000 | 0 | 0 | |
TAKE-TWO INTERACTIVE SOF 1.750% 12/01/16 CVT | BND | 874054AC3 | 5,931 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
TANGER FACTORY OUTLET CENTER | COM | 875465106 | 770 | 23,584 | SH | DFND | 1 | 23,463 | 0 | 121 | |
TEAM HEALTH HOLDINGS INC | COM | 87817A107 | 719 | 18,963 | SH | DFND | 1 | 18,853 | 0 | 110 | |
TFS FINANCIAL CORP | COM | 87240R107 | 737 | 61,567 | SH | DFND | 1 | 61,567 | 0 | 0 | |
THERAVANCE INC 2.125% 01/15/23 CVT | BND | 88338TAB0 | 16,922 | 10,350,000 | PRN | DFND | 1 | 10,350,000 | 0 | 0 | |
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 714 | 7,747 | SH | DFND | 1 | 7,747 | 0 | 0 | |
TIME WARNER CABLE | COM | 88732J207 | 1,322 | 11,843 | SH | DFND | 1 | 11,843 | 0 | 0 | |
TRANSDIGM GROUP INC | COM | 893641100 | 799 | 5,766 | SH | DFND | 1 | 5,766 | 0 | 0 | |
TREX COMPANY INC | COM | 89531P105 | 570 | 11,496 | SH | DFND | 1 | 11,431 | 0 | 65 | |
UNION PACIFIC CORP | COM | 907818108 | 5,327 | 34,294 | SH | DFND | 1 | 34,294 | 0 | 0 | |
UNITED COMMUNITY BANKS/GA | COM | 90984P303 | 732 | 48,831 | SH | DFND | 1 | 48,559 | 0 | 272 | |
UNITED TECHNOLOGIES CORP | COM | 913017109 | 3,241 | 30,061 | SH | DFND | 1 | 30,061 | 0 | 0 | |
UNITED THERAPEUTICS CORP 1.000% 09/15/16 CVT | BND | 91307CAF9 | 13,091 | 7,712,000 | PRN | DFND | 1 | 7,712,000 | 0 | 0 | |
UNIVERSAL AMERICAN CORP | COM | 91338E101 | 562 | 73,716 | SH | DFND | 1 | 73,304 | 0 | 412 | |
UNIVERSAL CORP/VA | COM | 913456109 | 826 | 16,226 | SH | DFND | 1 | 16,197 | 0 | 29 | |
URBAN OUTFITTERS INC | COM | 917047102 | 1,060 | 28,842 | SH | DFND | 1 | 28,842 | 0 | 0 | |
VALEANT PHARMACEUTICALS INTE | COM | 91911K102 | 2,623 | 25,145 | SH | DFND | 1 | 25,145 | 0 | 0 | |
VANTIV INC - CL A | COM | 92210H105 | 729 | 26,096 | SH | DFND | 1 | 26,096 | 0 | 0 | |
VERIFONE HOLDINGS INC | COM | 92342Y109 | 507 | 22,190 | SH | DFND | 1 | 22,190 | 0 | 0 | |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 3,863 | 82,768 | SH | DFND | 1 | 82,768 | 0 | 0 | |
VIACOM INC-CLASS B | COM | 92553P201 | 2,133 | 25,515 | SH | DFND | 1 | 25,515 | 0 | 0 | |
VIROPHARMA INC 2.000% 03/15/17 CVT | BND | 928241AH1 | 49,721 | 23,200,000 | PRN | DFND | 1 | 23,200,000 | 0 | 0 | |
VISA INC-CLASS A SHARES | COM | 92826C839 | 2,686 | 14,056 | SH | DFND | 1 | 14,056 | 0 | 0 | |
VISHAY PRECISION GROUP | COM | 92835K103 | 334 | 22,980 | SH | DFND | 1 | 22,849 | 0 | 131 | |
VIVUS INC | COM | 928551100 | 345 | 37,051 | SH | DFND | 1 | 36,845 | 0 | 206 | |
WABTEC CORP | COM | 929740108 | 966 | 15,366 | SH | DFND | 1 | 15,366 | 0 | 0 | |
WALT DISNEY CO/THE | COM | 254687106 | 1,886 | 29,251 | SH | DFND | 1 | 29,251 | 0 | 0 | |
WASTE MANAGEMENT INC | COM | 94106L109 | 1,227 | 29,735 | SH | DFND | 1 | 29,735 | 0 | 0 | |
WATSCO INC | COM | 942622200 | 870 | 9,229 | SH | DFND | 1 | 9,178 | 0 | 51 | |
WEB.COM GROUP INC 1.000% 08/15/18 CVT | BND | 94733AAA2 | 7,382 | 6,500,000 | PRN | DFND | 1 | 6,500,000 | 0 | 0 | |
WELLCARE HEALTH PLANS INC | COM | 94946T106 | 947 | 13,572 | SH | DFND | 1 | 13,495 | 0 | 77 | |
WELLPOINT INC | COM | 94973V107 | 11,580 | 138,500 | SH | DFND | 1 | 138,500 | 0 | 0 | |
WELLS FARGO & CO | COM | 949746101 | 3,821 | 92,466 | SH | DFND | 1 | 92,466 | 0 | 0 | |
WESTLAKE CHEMICAL CORP | COM | 960413102 | 1,607 | 15,351 | SH | DFND | 1 | 15,307 | 0 | 44 | |
WEX INC | COM | 96208T104 | 733 | 8,357 | SH | DFND | 1 | 8,311 | 0 | 46 | |
WHIRLPOOL CORP | COM | 963320106 | 974 | 6,653 | SH | DFND | 1 | 6,653 | 0 | 0 | |
WHITEWAVE FOODS CO - CL A | COM | 966244105 | 569 | 28,488 | SH | DFND | 1 | 28,330 | 0 | 158 | |
WILLIAMS-SONOMA INC | COM | 969904101 | 747 | 13,301 | SH | DFND | 1 | 13,301 | 0 | 0 | |
WINNEBAGO INDUSTRIES | COM | 974637100 | 546 | 21,041 | SH | DFND | 1 | 20,920 | 0 | 121 | |
WISCONSIN ENERGY CORP | COM | 976657106 | 458 | 11,351 | SH | DFND | 1 | 11,351 | 0 | 0 | |
WOLVERINE WORLD WIDE INC | COM | 978097103 | 695 | 11,945 | SH | DFND | 1 | 11,880 | 0 | 65 | |
WRIGHT MEDICAL GROUP INC 2.000% 08/15/17 CVT | BND | 98235TAC1 | 12,773 | 10,454,000 | PRN | DFND | 1 | 10,454,000 | 0 | 0 | |
WYNDHAM WORLDWIDE CORP | COM | 98310W108 | 884 | 14,489 | SH | DFND | 1 | 14,489 | 0 | 0 | |
XEROX CORP | COM | 984121103 | 2,755 | 267,740 | SH | DFND | 1 | 267,740 | 0 | 0 | |
XILINX INC | COM | 983919101 | 706 | 15,064 | SH | DFND | 1 | 15,064 | 0 | 0 | |
XL GROUP PLC | COM | G98290102 | 2,072 | 67,215 | SH | DFND | 1 | 67,215 | 0 | 0 | |
ZALE CORP | COM | 988858106 | 288 | 18,932 | SH | DFND | 1 | 18,826 | 0 | 106 |