| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 |
| | | VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ABBVIE INC | COM | 00287Y109 | 2,704 | 52,624 | SH | | DFND | 1 | 52,624 | 0 | 0 |
| ACTAVIS PLC | COM | G0083B108 | 10,037 | 48,758 | SH | | DFND | 1 | 48,758 | 0 | 0 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 | 327 | 16,000 | SH | | DFND | 1 | 16,000 | 0 | 0 |
| ACTUANT CORP-A | COM | 00508X203 | 758 | 22,207 | SH | | DFND | 1 | 22,075 | 0 | 132 |
| AFFILIATED MANAGERS GROUP | COM | 008252108 | 2,990 | 14,945 | SH | | DFND | 1 | 14,945 | 0 | 0 |
| AGL RESOURCES INC | COM | 001204106 | 368 | 7,523 | SH | | DFND | 1 | 7,523 | 0 | 0 |
| AK STEEL CORP 5.000% 11/15/19 CVT | BND | 001546AP5 | 8,369 | 5,500,000 | PRN | | DFND | 1 | 5,500,000 | 0 | 0 |
| ALERE INC | COM | 01449J105 | 1,600 | 46,588 | SH | | DFND | 1 | 46,588 | 0 | 0 |
| ALERE INC 3.000% 05/15/16 CVT | BND | 01449JAA3 | 220 | 200,000 | PRN | | DFND | 1 | 200,000 | 0 | 0 |
| ALEXION PHARMACEUTICALS INC | COM | 015351109 | 1,355 | 8,907 | SH | | DFND | 1 | 8,907 | 0 | 0 |
| ALLEGION PLC | COM | G0176J109 | 1,098 | 21,049 | SH | | DFND | 1 | 21,049 | 0 | 0 |
| ALLERGAN INC | COM | 018490102 | 4,272 | 34,420 | SH | | DFND | 1 | 34,420 | 0 | 0 |
| ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 353 | 1,296 | SH | | DFND | 1 | 1,296 | 0 | 0 |
| ALLOT COMMUNICATIONS LTD | COM | M0854Q105 | 290 | 21,543 | SH | | DFND | 1 | 21,414 | 0 | 129 |
| ALTRIA GROUP INC | COM | 02209S103 | 441 | 11,772 | SH | | DFND | 1 | 11,772 | 0 | 0 |
| AMAZON.COM INC | COM | 023135106 | 7,724 | 22,962 | SH | | DFND | 1 | 22,962 | 0 | 0 |
| AMDOCS LTD | COM | G02602103 | 4,452 | 95,819 | SH | | DFND | 1 | 95,819 | 0 | 0 |
| AMEREN CORPORATION | COM | 023608102 | 269 | 6,518 | SH | | DFND | 1 | 6,518 | 0 | 0 |
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 372 | 23,547 | SH | | DFND | 1 | 23,547 | 0 | 0 |
| AMERICAN EAGLE OUTFITTERS | COM | 02553E106 | 801 | 65,425 | SH | | DFND | 1 | 65,425 | 0 | 0 |
| AMERICAN EQUITY INVT LIFE HL | COM | 025676206 | 2,313 | 97,926 | SH | | DFND | 1 | 97,640 | 0 | 286 |
| AMERICAN REALTY CAP PROP 3.000% 08/01/18 CVT | BND | 02917TAA2 | 11,435 | 10,750,000 | PRN | | DFND | 1 | 10,750,000 | 0 | 0 |
| AMERICAN REALTY CAP PROP 3.750% 12/15/20 CVT | BND | 02917TAB0 | 8,700 | 8,000,000 | PRN | | DFND | 1 | 8,000,000 | 0 | 0 |
| AMERIPRISE FINANCIAL INC | COM | 03076C106 | 4,834 | 43,919 | SH | | DFND | 1 | 43,919 | 0 | 0 |
| AMERISOURCEBERGEN CORP | COM | 03073E105 | 382 | 5,821 | SH | | DFND | 1 | 5,821 | 0 | 0 |
| AMETEK INC | COM | 031100100 | 5,728 | 111,253 | SH | | DFND | 1 | 111,253 | 0 | 0 |
| AMGEN INC | COM | 031162100 | 4,095 | 33,198 | SH | | DFND | 1 | 33,198 | 0 | 0 |
| AMPHENOL CORP-CL A | COM | 032095101 | 422 | 4,605 | SH | | DFND | 1 | 4,605 | 0 | 0 |
| ANIXTER INTERNATIONAL INC | COM | 035290105 | 350 | 3,451 | SH | | DFND | 1 | 3,431 | 0 | 20 |
| ANNALY CAPITAL MGMT 5.000% 05/15/15 CVT | BND | 035710AB8 | 3,994 | 3,901,000 | PRN | | DFND | 1 | 3,901,000 | 0 | 0 |
| APPLE INC | COM | 037833100 | 12,974 | 24,172 | SH | | DFND | 1 | 24,172 | 0 | 0 |
| APPLIED MATERIALS INC | COM | 038222105 | 349 | 17,084 | SH | | DFND | 1 | 17,084 | 0 | 0 |
| ARGO GROUP INTERNATIONAL | COM | G0464B107 | 707 | 15,412 | SH | | DFND | 1 | 15,319 | 0 | 93 |
| ASCENT CAPITAL GROUP INC-A | COM | 043632108 | 634 | 8,381 | SH | | DFND | 1 | 8,331 | 0 | 50 |
| ASPEN TECHNOLOGY INC | COM | 045327103 | 533 | 12,582 | SH | | DFND | 1 | 12,506 | 0 | 76 |
| AT&T INC | COM | 00206R102 | 355 | 10,112 | SH | | DFND | 1 | 10,112 | 0 | 0 |
| AUTOZONE INC | COM | 053332102 | 2,345 | 4,367 | SH | | DFND | 1 | 4,367 | 0 | 0 |
| AVAGO TECHNOLOGIES LTD | COM | Y0486S104 | 3,555 | 55,189 | SH | | DFND | 1 | 55,189 | 0 | 0 |
| AVNET INC | COM | 053807103 | 337 | 7,253 | SH | | DFND | 1 | 7,253 | 0 | 0 |
| Avon Products Inc. | COM | 054303102 | 549 | 37,500 | SH | Call | DFND | 1 | 0 | 0 | 0 |
| Avon Products Inc. | COM | 054303102 | 549 | 37,500 | SH | Put | DFND | 1 | 0 | 0 | 0 |
| BANK OF AMERICA CORP | COM | 060505104 | 1,242 | 72,172 | SH | | DFND | 1 | 72,172 | 0 | 0 |
| BANNER CORPORATION | COM | 06652V208 | 926 | 22,452 | SH | | DFND | 1 | 22,318 | 0 | 134 |
| BARNES GROUP INC | COM | 067806109 | 4,118 | 107,053 | SH | | DFND | 1 | 106,886 | 0 | 167 |
| BAXTER INTERNATIONAL INC | COM | 071813109 | 6,050 | 82,219 | SH | | DFND | 1 | 82,219 | 0 | 0 |
| BBCN BANCORP INC | COM | 073295107 | 683 | 39,860 | SH | | DFND | 1 | 39,622 | 0 | 238 |
| BE AEROSPACE INC | COM | 073302101 | 2,342 | 26,979 | SH | | DFND | 1 | 26,979 | 0 | 0 |
| BECTON DICKINSON AND CO | COM | 075887109 | 1,486 | 12,697 | SH | | DFND | 1 | 12,697 | 0 | 0 |
| BIOGEN IDEC INC | COM | 09062X103 | 3,483 | 11,388 | SH | | DFND | 1 | 11,388 | 0 | 0 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 301 | 4,414 | SH | | DFND | 1 | 4,414 | 0 | 0 |
| BIOSCRIP INC | COM | 09069N108 | 297 | 42,562 | SH | | DFND | 1 | 42,308 | 0 | 254 |
| BOEING CO/THE | COM | 097023105 | 2,558 | 20,384 | SH | | DFND | 1 | 20,384 | 0 | 0 |
| BORGWARNER INC | COM | 099724106 | 379 | 6,177 | SH | | DFND | 1 | 6,177 | 0 | 0 |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 2,041 | 39,282 | SH | | DFND | 1 | 39,282 | 0 | 0 |
| BRISTOW GROUP INC 3.000% 06/15/38 CVT | BND | 110394AC7 | 6,404 | 5,172,000 | PRN | | DFND | 1 | 5,172,000 | 0 | 0 |
| BROOKFIELD RESIDENTIAL PROPE | COM | 11283W104 | 554 | 26,408 | SH | | DFND | 1 | 26,275 | 0 | 133 |
| BRUNSWICK CORP | COM | 117043109 | 354 | 7,812 | SH | | DFND | 1 | 7,766 | 0 | 46 |
| BUNGE LTD | COM | G16962105 | 527 | 6,627 | SH | | DFND | 1 | 6,627 | 0 | 0 |
| CADENCE DESIGN SYS INC | COM | 127387108 | 5,857 | 376,905 | SH | | DFND | 1 | 376,905 | 0 | 0 |
| CAESARSTONE SDOT-YAM LTD | COM | M20598104 | 2,271 | 41,767 | SH | | DFND | 1 | 41,767 | 0 | 0 |
| CAI INTERNATIONAL INC | COM | 12477X106 | 549 | 22,246 | SH | | DFND | 1 | 22,113 | 0 | 133 |
| CAPITAL ONE FINANCIAL CORP | COM | 14040H105 | 2,192 | 28,408 | SH | | DFND | 1 | 28,408 | 0 | 0 |
| CAPITAL SENIOR LIVING CORP | COM | 140475104 | 373 | 14,338 | SH | | DFND | 1 | 14,251 | 0 | 87 |
| CARDTRONICS INC | COM | 14161H108 | 781 | 20,105 | SH | | DFND | 1 | 19,983 | 0 | 122 |
| CARLISLE COS INC | COM | 142339100 | 1,629 | 20,524 | SH | | DFND | 1 | 20,524 | 0 | 0 |
| CARRIZO OIL & GAS INC | COM | 144577103 | 701 | 13,113 | SH | | DFND | 1 | 13,035 | 0 | 78 |
| CBRE GROUP INC - A | COM | 12504L109 | 1,141 | 41,584 | SH | | DFND | 1 | 41,584 | 0 | 0 |
| CECO ENVIRONMENTAL CORP | COM | 125141101 | 799 | 48,184 | SH | | DFND | 1 | 47,896 | 0 | 288 |
| CELGENE CORP | COM | 151020104 | 1,648 | 11,809 | SH | | DFND | 1 | 11,809 | 0 | 0 |
| CENTERPOINT ENERGY INC | COM | 15189T107 | 209 | 8,830 | SH | | DFND | 1 | 8,830 | 0 | 0 |
| CHECK POINT SOFTWARE TECH | COM | M22465104 | 1,607 | 23,769 | SH | | DFND | 1 | 23,769 | 0 | 0 |
| CHENIERE ENERGY INC | COM | 16411R208 | 706 | 12,754 | SH | | DFND | 1 | 12,754 | 0 | 0 |
| CHESAPEAKE LODGING TRUST | COM | 165240102 | 697 | 27,101 | SH | | DFND | 1 | 26,943 | 0 | 158 |
| CHEVRON CORP | COM | 166764100 | 776 | 6,521 | SH | | DFND | 1 | 6,521 | 0 | 0 |
| CHICAGO BRIDGE & IRON CO NV | COM | 167250109 | 218 | 2,510 | SH | | DFND | 1 | 2,510 | 0 | 0 |
| CHIQUITA BRANDS INTL | COM | 170032809 | 1,883 | 151,244 | SH | | DFND | 1 | 151,244 | 0 | 0 |
| CIENA CORP | COM | 171779309 | 2,317 | 101,903 | SH | | DFND | 1 | 101,903 | 0 | 0 |
| CIENA CORP 0.875% 06/15/17 CVT | BND | 171779AE1 | 305 | 300,000 | PRN | | DFND | 1 | 300,000 | 0 | 0 |
| CINEMARK HOLDINGS INC | COM | 17243V102 | 1,200 | 41,380 | SH | | DFND | 1 | 41,380 | 0 | 0 |
| CITIGROUP INC-CW18 | COM | 172967234 | 183 | 3,700,000 | SH | | DFND | 1 | 3,700,000 | 0 | 0 |
| CITIGROUP INC-CW19 | COM | 172967226 | 900 | 1,401,250 | SH | | DFND | 1 | 1,401,250 | 0 | 0 |
| CLEAN HARBORS INC | COM | 184496107 | 1,618 | 29,538 | SH | | DFND | 1 | 29,538 | 0 | 0 |
| CLEARWATER PAPER CORP | COM | 18538R103 | 493 | 7,865 | SH | | DFND | 1 | 7,818 | 0 | 47 |
| CLUBCORP HOLDINGS INC | COM | 18948M108 | 3,316 | 175,471 | SH | | DFND | 1 | 175,338 | 0 | 133 |
| Coach, Inc | COM | 189754104 | 546 | 11,000 | SH | Put | DFND | 1 | 0 | 0 | 0 |
| COCA-COLA CO/THE | COM | 191216100 | 725 | 18,749 | SH | | DFND | 1 | 18,749 | 0 | 0 |
| COCA-COLA ENTERPRISES | COM | 19122T109 | 2,706 | 56,658 | SH | | DFND | 1 | 56,658 | 0 | 0 |
| COGNIZANT TECH SOLUTIONS-A | COM | 192446102 | 1,477 | 29,189 | SH | | DFND | 1 | 29,189 | 0 | 0 |
| COLGATE-PALMOLIVE CO | COM | 194162103 | 3,031 | 46,716 | SH | | DFND | 1 | 46,716 | 0 | 0 |
| COMCAST CORP-CLASS A | COM | 20030N101 | 5,477 | 109,438 | SH | | DFND | 1 | 109,438 | 0 | 0 |
| COMMSCOPE HOLDING CO INC | COM | 20337X109 | 3,173 | 128,557 | SH | | DFND | 1 | 128,332 | 0 | 225 |
| COMMUNITY HEALTH SYSTEMS INC | COM | 203668108 | 2,679 | 68,403 | SH | | DFND | 1 | 68,403 | 0 | 0 |
| COMVERSE INC | COM | 20585P105 | 559 | 16,160 | SH | | DFND | 1 | 16,061 | 0 | 99 |
| COSTCO WHOLESALE CORP | COM | 22160K105 | 4,070 | 36,448 | SH | | DFND | 1 | 36,448 | 0 | 0 |
| CSG SYSTEMS INTL INC | COM | 126349109 | 479 | 18,399 | SH | | DFND | 1 | 18,290 | 0 | 109 |
| CST BRANDS INC | COM | 12646R105 | 658 | 21,068 | SH | | DFND | 1 | 20,943 | 0 | 125 |
| CUBIST PHARMACEUTICALS 2.500% 11/01/17 CVT | BND | 229678AD9 | 485 | 190,000 | PRN | | DFND | 1 | 190,000 | 0 | 0 |
| CUMMINS INC | COM | 231021106 | 1,019 | 6,842 | SH | | DFND | 1 | 6,842 | 0 | 0 |
| CUMULUS MEDIA INC-CL A | COM | 231082108 | 800 | 115,604 | SH | | DFND | 1 | 114,918 | 0 | 686 |
| DANAHER CORP | COM | 235851102 | 3,482 | 46,423 | SH | | DFND | 1 | 46,423 | 0 | 0 |
| DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 306 | 4,446 | SH | | DFND | 1 | 4,446 | 0 | 0 |
| DEALERTRACK TECHNOLOGIES 1.500% 03/15/17 CVT | BND | 242309AB8 | 24,119 | 17,000,000 | PRN | | DFND | 1 | 17,000,000 | 0 | 0 |
| DEAN FOODS CO | COM | 242370203 | 466 | 30,131 | SH | | DFND | 1 | 29,951 | 0 | 180 |
| DELPHI AUTOMOTIVE PLC | COM | G27823106 | 2,513 | 37,023 | SH | | DFND | 1 | 37,023 | 0 | 0 |
| DELTA AIR LINES INC | COM | 247361702 | 494 | 14,253 | SH | | DFND | 1 | 14,253 | 0 | 0 |
| DEUTSCHE BANK AG-REGISTERED | COM | D18190898 | 1,214 | 27,090 | SH | | DFND | 1 | 27,090 | 0 | 0 |
| DEXCOM INC | COM | 252131107 | 783 | 18,919 | SH | | DFND | 1 | 18,805 | 0 | 114 |
| DHT HOLDINGS INC | COM | Y2065G121 | 383 | 49,282 | SH | | DFND | 1 | 48,989 | 0 | 293 |
| DIAMONDROCK HOSPITALITY CO | COM | 252784301 | 791 | 67,362 | SH | | DFND | 1 | 66,962 | 0 | 400 |
| DIRECTV | COM | 25490A309 | 1,008 | 13,193 | SH | | DFND | 1 | 13,193 | 0 | 0 |
| DISCOVER FINANCIAL SERVICES | COM | 254709108 | 6,147 | 105,643 | SH | | DFND | 1 | 105,643 | 0 | 0 |
| DOLLAR GENERAL CORP | COM | 256677105 | 225 | 4,066 | SH | | DFND | 1 | 4,066 | 0 | 0 |
| DONALDSON CO INC | COM | 257651109 | 1,558 | 36,754 | SH | | DFND | 1 | 36,754 | 0 | 0 |
| DR HORTON INC | COM | 23331A109 | 343 | 15,834 | SH | | DFND | 1 | 15,834 | 0 | 0 |
| DRYSHIPS INC 5.000% 12/01/14 CVT | BND | 262498AB4 | 21,089 | 21,329,000 | PRN | | DFND | 1 | 21,329,000 | 0 | 0 |
| DTE ENERGY COMPANY | COM | 233331107 | 956 | 12,872 | SH | | DFND | 1 | 12,872 | 0 | 0 |
| DUKE REALTY CORP | COM | 264411505 | 348 | 20,606 | SH | | DFND | 1 | 20,606 | 0 | 0 |
| DUNKIN' BRANDS GROUP INC | COM | 265504100 | 1,787 | 35,609 | SH | | DFND | 1 | 35,609 | 0 | 0 |
| EASTGROUP PROPERTIES INC | COM | 277276101 | 233 | 3,699 | SH | | DFND | 1 | 3,699 | 0 | 0 |
| EATON CORP PLC | COM | G29183103 | 3,299 | 43,922 | SH | | DFND | 1 | 43,922 | 0 | 0 |
| Eaton Vance Floating Rate Income Trust | COM | 278279104 | 5,553 | 353,668 | SH | | DFND | 1 | 353,668 | 0 | 0 |
| Eaton Vance Senior Income Trust | COM | 27826S103 | 6,819 | 968,586 | SH | | DFND | 1 | 968,586 | 0 | 0 |
| EL PASO ELECTRIC CO | COM | 283677854 | 580 | 16,227 | SH | | DFND | 1 | 16,130 | 0 | 97 |
| EMC CORP/MA | COM | 268648102 | 676 | 24,652 | SH | | DFND | 1 | 24,652 | 0 | 0 |
| ENLINK MIDSTREAM LLC | COM | 29336T100 | 478 | 14,096 | SH | | DFND | 1 | 14,012 | 0 | 84 |
| EOG RESOURCES INC | COM | 26875P101 | 1,998 | 10,247 | SH | | DFND | 1 | 10,247 | 0 | 0 |
| EQT CORP | COM | 26884L109 | 1,675 | 17,271 | SH | | DFND | 1 | 17,271 | 0 | 0 |
| EQUINIX INC | COM | 29444U502 | 4,376 | 23,674 | SH | | DFND | 1 | 23,674 | 0 | 0 |
| ERA GROUP INC | COM | 26885G109 | 423 | 14,452 | SH | | DFND | 1 | 14,367 | 0 | 85 |
| EVEREST RE GROUP LTD | COM | G3223R108 | 371 | 2,419 | SH | | DFND | 1 | 2,419 | 0 | 0 |
| EVERTEC INC | COM | 30040P103 | 2,754 | 111,508 | SH | | DFND | 1 | 111,292 | 0 | 216 |
| EXPRESS SCRIPTS HOLDING CO | COM | 30219G108 | 2,242 | 29,846 | SH | | DFND | 1 | 29,846 | 0 | 0 |
| F5 NETWORKS INC | COM | 315616102 | 3,665 | 34,369 | SH | | DFND | 1 | 34,369 | 0 | 0 |
| FACEBOOK INC-A | COM | 30303M102 | 4,648 | 77,164 | SH | | DFND | 1 | 77,164 | 0 | 0 |
| FAIRPOINT COMMUNICATIONS INC | COM | 305560302 | 503 | 37,000 | SH | | DFND | 1 | 37,000 | 0 | 0 |
| FIDELITY & GUARANTY LIFE | COM | 315785105 | 941 | 39,867 | SH | | DFND | 1 | 39,628 | 0 | 239 |
| FINISAR CORPORATION | COM | 31787A507 | 4,277 | 161,327 | SH | | DFND | 1 | 161,265 | 0 | 62 |
| FIRST DEFIANCE FINL CORP | COM | 32006W106 | 492 | 18,133 | SH | | DFND | 1 | 18,024 | 0 | 109 |
| FLEETCOR TECHNOLOGIES INC | COM | 339041105 | 3,728 | 32,388 | SH | | DFND | 1 | 32,388 | 0 | 0 |
| FLUIDIGM CORP 2.750% 02/01/34 CVT | BND | 34385PAA6 | 7,214 | 6,325,000 | PRN | | DFND | 1 | 6,325,000 | 0 | 0 |
| FORTUNE BRANDS HOME & SECURI | COM | 34964C106 | 208 | 4,952 | SH | | DFND | 1 | 4,952 | 0 | 0 |
| G & K SERVICES INC -CL A | COM | 361268105 | 961 | 15,713 | SH | | DFND | 1 | 15,620 | 0 | 93 |
| GENCORP INC | COM | 368682100 | 868 | 47,489 | SH | | DFND | 1 | 47,206 | 0 | 283 |
| GENERAC HOLDINGS INC | COM | 368736104 | 1,097 | 18,603 | SH | | DFND | 1 | 18,492 | 0 | 111 |
| GENERAL DYNAMICS CORP | COM | 369550108 | 817 | 7,501 | SH | | DFND | 1 | 7,501 | 0 | 0 |
| GENERAL ELECTRIC CO | COM | 369604103 | 281 | 10,876 | SH | | DFND | 1 | 10,876 | 0 | 0 |
| GENERAL MILLS INC | COM | 370334104 | 2,290 | 44,201 | SH | | DFND | 1 | 44,201 | 0 | 0 |
| GENERAL MOTORS CO | COM | 37045V100 | 1,840 | 53,478 | SH | | DFND | 1 | 53,478 | 0 | 0 |
| GENESEE & WYOMING INC-CL A | COM | 371559105 | 686 | 7,047 | SH | | DFND | 1 | 7,006 | 0 | 41 |
| GILEAD SCIENCES INC | COM | 375558103 | 3,826 | 53,984 | SH | | DFND | 1 | 53,984 | 0 | 0 |
| GILEAD SCIENCES INC 1.000% 05/01/14 SR:C CVT | BND | 375558AN3 | 313 | 100,000 | PRN | | DFND | 1 | 100,000 | 0 | 0 |
| GOODRICH PETROLEUM CORP 5.000% 10/01/32 CVT | BND | 382410AG3 | 5,409 | 5,258,000 | PRN | | DFND | 1 | 5,258,000 | 0 | 0 |
| GOOGLE INC-CL A | COM | 38259P508 | 14,542 | 13,048 | SH | | DFND | 1 | 13,048 | 0 | 0 |
| GREENHILL & CO INC | COM | 395259104 | 556 | 10,703 | SH | | DFND | 1 | 10,639 | 0 | 64 |
| H&E EQUIPMENT SERVICES INC | COM | 404030108 | 1,043 | 25,776 | SH | | DFND | 1 | 25,615 | 0 | 161 |
| HALLIBURTON CO | COM | 406216101 | 1,826 | 31,006 | SH | | DFND | 1 | 31,006 | 0 | 0 |
| HANOVER INSURANCE GROUP INC/ | COM | 410867105 | 2,046 | 33,301 | SH | | DFND | 1 | 33,301 | 0 | 0 |
| HARTFORD FINANCIAL SVCS GRP | COM | 416515104 | 3,651 | 103,515 | SH | | DFND | 1 | 103,515 | 0 | 0 |
| HCA HOLDINGS INC | COM | 40412C101 | 4,863 | 92,628 | SH | | DFND | 1 | 92,628 | 0 | 0 |
| HEADWATERS INC 8.750% 02/01/16 CVT | BND | 42210PAR3 | 8,461 | 7,825,000 | PRN | | DFND | 1 | 7,825,000 | 0 | 0 |
| HEALTH CARE REIT INC | COM | 42217K106 | 241 | 4,037 | SH | | DFND | 1 | 4,037 | 0 | 0 |
| HEALTHCARE TRUST OF AME-CL A | COM | 42225P105 | 441 | 38,721 | SH | | DFND | 1 | 38,721 | 0 | 0 |
| HEALTHWAYS INC 1.500% 07/01/18 CVT | BND | 422245AB6 | 8,461 | 7,875,000 | PRN | | DFND | 1 | 7,875,000 | 0 | 0 |
| HELMERICH & PAYNE | COM | 423452101 | 2,225 | 20,687 | SH | | DFND | 1 | 20,687 | 0 | 0 |
| HERSHEY CO/THE | COM | 427866108 | 3,268 | 31,303 | SH | | DFND | 1 | 31,303 | 0 | 0 |
| HILLTOP HOLDINGS INC | COM | 432748101 | 3,231 | 135,824 | SH | | DFND | 1 | 135,555 | 0 | 269 |
| HOLOGIC INC FLT 12/15/37 SR:2010 CVT | BND | 436440AB7 | 388 | 339,000 | PRN | | DFND | 1 | 339,000 | 0 | 0 |
| HOLOGIC INC FLT 12/15/43 CVT | BND | 436440AG6 | 14,670 | 13,807,000 | PRN | | DFND | 1 | 13,807,000 | 0 | 0 |
| HOME DEPOT INC | COM | 437076102 | 7,333 | 92,674 | SH | | DFND | 1 | 92,674 | 0 | 0 |
| HOMEAWAY INC | COM | 43739Q100 | 1,740 | 46,200 | SH | | DFND | 1 | 46,200 | 0 | 0 |
| HONEYWELL INTERNATIONAL INC | COM | 438516106 | 2,820 | 30,402 | SH | | DFND | 1 | 30,402 | 0 | 0 |
| HOWARD HUGHES CORP/THE | COM | 44267D107 | 465 | 3,258 | SH | | DFND | 1 | 3,258 | 0 | 0 |
| HUNTSMAN CORP | COM | 447011107 | 1,580 | 64,694 | SH | | DFND | 1 | 64,694 | 0 | 0 |
| IAC/INTERACTIVECORP | COM | 44919P508 | 296 | 4,147 | SH | | DFND | 1 | 4,147 | 0 | 0 |
| ICONIX BRAND GROUP INC 2.500% 06/01/16 CVT | BND | 451055AE7 | 231 | 170,000 | PRN | | DFND | 1 | 170,000 | 0 | 0 |
| IDEX CORP | COM | 45167R104 | 1,053 | 14,446 | SH | | DFND | 1 | 14,446 | 0 | 0 |
| ING GROEP N.V.-SPONSORED ADR | ADR | 456837103 | 975 | 68,436 | SH | | DFND | 1 | 68,436 | 0 | 0 |
| INGERSOLL-RAND PLC | COM | G47791101 | 381 | 6,647 | SH | | DFND | 1 | 6,647 | 0 | 0 |
| INSULET CORP | COM | 45784P101 | 517 | 10,914 | SH | | DFND | 1 | 10,848 | 0 | 66 |
| INTEL CORP | COM | 458140100 | 2,367 | 91,707 | SH | | DFND | 1 | 91,707 | 0 | 0 |
| INTEL CORP 3.250% 08/01/39 CVT | BND | 458140AF7 | 343 | 245,000 | PRN | | DFND | 1 | 245,000 | 0 | 0 |
| INTERCONTINENTALEXCHANGE GRO | COM | 45866F104 | 4,731 | 23,914 | SH | | DFND | 1 | 23,914 | 0 | 0 |
| INTERMUNE INC 2.500% 09/15/18 CVT | BND | 45884XAE3 | 8,999 | 7,000,000 | PRN | | DFND | 1 | 7,000,000 | 0 | 0 |
| INTL BUSINESS MACHINES CORP | COM | 459200101 | 1,299 | 6,748 | SH | | DFND | 1 | 6,748 | 0 | 0 |
| INVESCO LTD | COM | G491BT108 | 230 | 6,216 | SH | | DFND | 1 | 6,216 | 0 | 0 |
| ISHARES MSCI EAFE ETF | COM | 464287465 | 323 | 4,805 | SH | | DFND | 1 | 4,805 | 0 | 0 |
| ISHARES RUSSELL 1000 GROWTH | COM | 464287614 | 756 | 8,731 | SH | | DFND | 1 | 8,731 | 0 | 0 |
| ISIS PHARMACEUTICALS INC | COM | 464330109 | 250 | 5,790 | SH | | DFND | 1 | 5,756 | 0 | 34 |
| ISTAR FINANCIAL INC | COM | 45031U101 | 802 | 54,348 | SH | | DFND | 1 | 54,025 | 0 | 323 |
| ISTAR FINANCIAL INC 3.000% 11/15/16 CVT | BND | 45031UBR1 | 394 | 279,000 | PRN | | DFND | 1 | 279,000 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | COM | G50871105 | 733 | 5,288 | SH | | DFND | 1 | 5,274 | 0 | 14 |
| JOHN BEAN TECHNOLOGIES CORP | COM | 477839104 | 577 | 18,684 | SH | | DFND | 1 | 18,569 | 0 | 115 |
| JOHNSON & JOHNSON | COM | 478160104 | 589 | 5,993 | SH | | DFND | 1 | 5,993 | 0 | 0 |
| JOY GLOBAL INC | COM | 481165108 | 1,164 | 20,071 | SH | | DFND | 1 | 20,071 | 0 | 0 |
| KANSAS CITY SOUTHERN | COM | 485170302 | 3,176 | 31,122 | SH | | DFND | 1 | 31,122 | 0 | 0 |
| KAPSTONE PAPER AND PACKAGING | COM | 48562P103 | 2,838 | 98,401 | SH | | DFND | 1 | 98,215 | 0 | 186 |
| KATE SPADE & CO | COM | 485865109 | 606 | 16,350 | SH | | DFND | 1 | 16,252 | 0 | 98 |
| KB HOME | COM | 48666K109 | 2,287 | 134,600 | SH | | DFND | 1 | 134,600 | 0 | 0 |
| KEYCORP | COM | 493267108 | 568 | 39,850 | SH | | DFND | 1 | 39,850 | 0 | 0 |
| KRAFT FOODS GROUP INC | COM | 50076Q106 | 3,106 | 55,368 | SH | | DFND | 1 | 55,368 | 0 | 0 |
| LAM RESEARCH CORP | COM | 512807108 | 3,358 | 61,050 | SH | | DFND | 1 | 61,050 | 0 | 0 |
| LIBERTY GLOBAL PLC-SERIES C | COM | G5480U120 | 315 | 7,722 | SH | | DFND | 1 | 7,722 | 0 | 0 |
| LIFEPOINT HOSPITALS INC 3.500% 05/15/14 CVT | BND | 53219LAH2 | 584 | 550,000 | PRN | | DFND | 1 | 550,000 | 0 | 0 |
| LINCOLN ELECTRIC HOLDINGS | COM | 533900106 | 1,626 | 22,585 | SH | | DFND | 1 | 22,585 | 0 | 0 |
| LINEAR TECHNOLOGY CORP | COM | 535678106 | 2,797 | 57,448 | SH | | DFND | 1 | 57,448 | 0 | 0 |
| LINEAR TECHNOLOGY CORP 3.000% 05/01/27 SR:A CVT | BND | 535678AC0 | 578 | 484,000 | PRN | | DFND | 1 | 484,000 | 0 | 0 |
| LINKEDIN CORP - A | COM | 53578A108 | 1,638 | 8,859 | SH | | DFND | 1 | 8,859 | 0 | 0 |
| LITHIA MOTORS INC-CL A | COM | 536797103 | 3,320 | 49,953 | SH | | DFND | 1 | 49,853 | 0 | 100 |
| LYONDELLBASELL INDU-CL A | COM | N53745100 | 6,300 | 70,835 | SH | | DFND | 1 | 70,835 | 0 | 0 |
| MA-COM TECHNOLOGY SOLUTIONS | COM | 55405Y100 | 474 | 23,054 | SH | | DFND | 1 | 22,907 | 0 | 147 |
| MACY'S INC | COM | 55616P104 | 2,367 | 39,913 | SH | | DFND | 1 | 39,913 | 0 | 0 |
| MALLINCKRODT PLC | COM | G5785G107 | 587 | 9,261 | SH | | DFND | 1 | 9,205 | 0 | 56 |
| MANHATTAN ASSOCIATES INC | COM | 562750109 | 1,173 | 33,481 | SH | | DFND | 1 | 33,281 | 0 | 200 |
| MANNING & NAPIER INC | COM | 56382Q102 | 477 | 28,426 | SH | | DFND | 1 | 28,257 | 0 | 169 |
| MARIN SOFTWARE INC | COM | 56804T106 | 501 | 47,351 | SH | | DFND | 1 | 47,351 | 0 | 0 |
| MARRIOTT INTERNATIONAL -CL A | COM | 571903202 | 1,877 | 33,514 | SH | | DFND | 1 | 33,514 | 0 | 0 |
| MARRIOTT VACATIONS WORLD | COM | 57164Y107 | 591 | 10,571 | SH | | DFND | 1 | 10,508 | 0 | 63 |
| MASTERCARD INC-CLASS A | COM | 57636Q104 | 7,257 | 97,145 | SH | | DFND | 1 | 97,145 | 0 | 0 |
| MCKESSON CORP | COM | 58155Q103 | 4,989 | 28,256 | SH | | DFND | 1 | 28,256 | 0 | 0 |
| MEAD JOHNSON NUTRITION CO | COM | 582839106 | 1,054 | 12,676 | SH | | DFND | 1 | 12,676 | 0 | 0 |
| MEDASSETS INC | COM | 584045108 | 1,707 | 69,062 | SH | | DFND | 1 | 69,062 | 0 | 0 |
| MEDICINES COMPANY 1.375% 06/01/17 CVT | BND | 584688AC9 | 30,950 | 25,330,000 | PRN | | DFND | 1 | 25,330,000 | 0 | 0 |
| MEDIVATION INC 2.625% 04/01/17 CVT | BND | 58501NAA9 | 16,395 | 11,500,000 | PRN | | DFND | 1 | 11,500,000 | 0 | 0 |
| MEDTRONIC INC | COM | 585055106 | 322 | 5,225 | SH | | DFND | 1 | 5,225 | 0 | 0 |
| MELLANOX TECHNOLOGIES LTD | COM | M51363113 | 2,882 | 73,659 | SH | | DFND | 1 | 73,659 | 0 | 0 |
| MENTOR GRAPHICS CORP | COM | 587200106 | 456 | 20,682 | SH | | DFND | 1 | 20,560 | 0 | 122 |
| MERCK & CO. INC. | COM | 58933Y105 | 1,006 | 17,709 | SH | | DFND | 1 | 17,709 | 0 | 0 |
| MERIT MEDICAL SYSTEMS INC | COM | 589889104 | 404 | 28,258 | SH | | DFND | 1 | 28,083 | 0 | 175 |
| MERITOR INC | COM | 59001K100 | 673 | 54,984 | SH | | DFND | 1 | 54,656 | 0 | 328 |
| METHANEX CORP | COM | 59151K108 | 4,438 | 69,407 | SH | | DFND | 1 | 69,348 | 0 | 59 |
| MICHAEL KORS HOLDINGS LTD | COM | G60754101 | 2,704 | 28,986 | SH | | DFND | 1 | 28,986 | 0 | 0 |
| MICRON TECHNOLOGY INC | COM | 595112103 | 3,564 | 150,637 | SH | | DFND | 1 | 150,637 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 | 10,684 | 260,636 | SH | | DFND | 1 | 260,636 | 0 | 0 |
| MINERALS TECHNOLOGIES INC | COM | 603158106 | 970 | 15,017 | SH | | DFND | 1 | 14,924 | 0 | 93 |
| MOLINA HEALTHCARE INC 3.750% 10/01/14 SR:MOH CVT | BND | 60855RAA8 | 7,418 | 6,000,000 | PRN | | DFND | 1 | 6,000,000 | 0 | 0 |
| MONSANTO CO | COM | 61166W101 | 1,234 | 10,849 | SH | | DFND | 1 | 10,849 | 0 | 0 |
| MONSTER BEVERAGE CORP | COM | 611740101 | 243 | 3,486 | SH | | DFND | 1 | 3,486 | 0 | 0 |
| MOODY'S CORP | COM | 615369105 | 1,907 | 24,043 | SH | | DFND | 1 | 24,043 | 0 | 0 |
| MORGANS HOTEL GROUP CO 2.375% 10/15/14 CVT | BND | 61748WAB4 | 8,631 | 8,718,000 | PRN | | DFND | 1 | 8,718,000 | 0 | 0 |
| MOVADO GROUP INC | COM | 624580106 | 719 | 15,792 | SH | | DFND | 1 | 15,698 | 0 | 94 |
| MUELLER WATER PRODUCTS INC-A | COM | 624758108 | 661 | 69,530 | SH | | DFND | 1 | 69,099 | 0 | 431 |
| MYERS INDUSTRIES INC | COM | 628464109 | 447 | 22,457 | SH | | DFND | 1 | 22,326 | 0 | 131 |
| MYLAN INC | COM | 628530107 | 204 | 4,195 | SH | | DFND | 1 | 4,195 | 0 | 0 |
| MYLAN INC 3.750% 09/15/15 CVT | BND | 628530AJ6 | 459 | 125,000 | PRN | | DFND | 1 | 125,000 | 0 | 0 |
| NETAPP INC | COM | 64110D104 | 255 | 6,890 | SH | | DFND | 1 | 6,890 | 0 | 0 |
| NEWMONT MINING CORP | COM | 651639106 | 1,690 | 72,100 | SH | | DFND | 1 | 72,100 | 0 | 0 |
| NEWPORT CORP | COM | 651824104 | 809 | 39,116 | SH | | DFND | 1 | 38,948 | 0 | 168 |
| NIKE INC -CL B | COM | 654106103 | 2,082 | 28,184 | SH | | DFND | 1 | 28,184 | 0 | 0 |
| NORFOLK SOUTHERN CORP | COM | 655844108 | 706 | 7,267 | SH | | DFND | 1 | 7,267 | 0 | 0 |
| NUCOR CORP | COM | 670346105 | 242 | 4,784 | SH | | DFND | 1 | 4,784 | 0 | 0 |
| OASIS PETROLEUM INC | COM | 674215108 | 479 | 11,479 | SH | | DFND | 1 | 11,408 | 0 | 71 |
| OCEANEERING INTL INC | COM | 675232102 | 933 | 12,986 | SH | | DFND | 1 | 12,986 | 0 | 0 |
| OLD REPUBLIC INTL CORP | COM | 680223104 | 392 | 23,892 | SH | | DFND | 1 | 23,892 | 0 | 0 |
| OMNICARE INC 3.250% 12/15/35 SR:OCR CVT | BND | 681904AL2 | 605 | 567,000 | PRN | | DFND | 1 | 567,000 | 0 | 0 |
| ON SEMICONDUCTOR CORPORATION | COM | 682189105 | 985 | 104,800 | SH | | DFND | 1 | 104,800 | 0 | 0 |
| ORACLE CORP | COM | 68389X105 | 6,998 | 171,057 | SH | | DFND | 1 | 171,057 | 0 | 0 |
| O'REILLY AUTOMOTIVE INC | COM | 67103H107 | 3,245 | 21,871 | SH | | DFND | 1 | 21,871 | 0 | 0 |
| ORITANI FINANCIAL CORP | COM | 68633D103 | 453 | 28,667 | SH | | DFND | 1 | 28,498 | 0 | 169 |
| OWENS & MINOR INC | COM | 690732102 | 400 | 11,422 | SH | | DFND | 1 | 11,352 | 0 | 70 |
| OWENS-ILLINOIS INC | COM | 690768403 | 1,443 | 42,635 | SH | | DFND | 1 | 42,635 | 0 | 0 |
| PACCAR INC | COM | 693718108 | 407 | 6,037 | SH | | DFND | 1 | 6,037 | 0 | 0 |
| PACKAGING CORP OF AMERICA | COM | 695156109 | 3,284 | 46,677 | SH | | DFND | 1 | 46,677 | 0 | 0 |
| PACWEST BANCORP | COM | 695263103 | 4,121 | 95,801 | SH | | DFND | 1 | 95,617 | 0 | 184 |
| PARTNERRE LTD | COM | G6852T105 | 638 | 6,164 | SH | | DFND | 1 | 6,164 | 0 | 0 |
| PENN NATIONAL GAMING INC | COM | 707569109 | 431 | 34,982 | SH | | DFND | 1 | 34,774 | 0 | 208 |
| PENNYMAC FINANCIAL SERVICE-A | COM | 70932B101 | 535 | 32,167 | SH | | DFND | 1 | 31,974 | 0 | 193 |
| PEPSICO INC | COM | 713448108 | 3,202 | 38,350 | SH | | DFND | 1 | 38,350 | 0 | 0 |
| PERKINELMER INC | COM | 714046109 | 471 | 10,463 | SH | | DFND | 1 | 10,463 | 0 | 0 |
| Petroleo Brasileiro SA | COM | 71654V408 | 559 | 42,500 | SH | Put | DFND | 1 | 0 | 0 | 0 |
| PFIZER INC | COM | 717081103 | 837 | 26,054 | SH | | DFND | 1 | 26,054 | 0 | 0 |
| PHILLIPS 66 | COM | 718546104 | 1,758 | 22,815 | SH | | DFND | 1 | 22,815 | 0 | 0 |
| PINNACLE WEST CAPITAL | COM | 723484101 | 606 | 11,093 | SH | | DFND | 1 | 11,093 | 0 | 0 |
| PIONEER ENERGY SERVICES CORP | COM | 723664108 | 228 | 17,624 | SH | | DFND | 1 | 17,518 | 0 | 106 |
| PIONEER NATURAL RESOURCES CO | COM | 723787107 | 1,573 | 8,409 | SH | | DFND | 1 | 8,409 | 0 | 0 |
| PNC FINANCIAL SERVICES GROUP | COM | 693475105 | 787 | 9,043 | SH | | DFND | 1 | 9,043 | 0 | 0 |
| PORTLAND GENERAL ELECTRIC CO | COM | 736508847 | 2,130 | 65,852 | SH | | DFND | 1 | 65,690 | 0 | 162 |
| POST HOLDINGS INC | COM | 737446104 | 559 | 10,141 | SH | | DFND | 1 | 10,080 | 0 | 61 |
| PPG INDUSTRIES INC | COM | 693506107 | 2,803 | 14,490 | SH | | DFND | 1 | 14,490 | 0 | 0 |
| PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT | BND | 741503AQ9 | 13,618 | 9,620,000 | PRN | | DFND | 1 | 9,620,000 | 0 | 0 |
| PRIMERICA INC | COM | 74164M108 | 1,035 | 21,981 | SH | | DFND | 1 | 21,851 | 0 | 130 |
| PROCTER & GAMBLE CO/THE | COM | 742718109 | 773 | 9,580 | SH | | DFND | 1 | 9,580 | 0 | 0 |
| Progenics Pharmaceuticals, Inc. | COM | 743187106 | 123 | 30,000 | SH | Call | DFND | 1 | 0 | 0 | 0 |
| Progenics Pharmaceuticals, Inc. | COM | 743187106 | 225 | 55,000 | SH | Call | DFND | 1 | 0 | 0 | 0 |
| PRUDENTIAL FINANCIAL INC | COM | 744320102 | 1,445 | 17,064 | SH | | DFND | 1 | 17,064 | 0 | 0 |
| PS BUSINESS PARKS INC/CA | COM | 69360J107 | 1,151 | 13,763 | SH | | DFND | 1 | 13,711 | 0 | 52 |
| PTC INC | COM | 69370C100 | 4,610 | 130,148 | SH | | DFND | 1 | 129,999 | 0 | 149 |
| QUALCOMM INC | COM | 747525103 | 3,694 | 46,835 | SH | | DFND | 1 | 46,835 | 0 | 0 |
| QUIKSILVER INC | COM | 74838C106 | 1,409 | 187,658 | SH | | DFND | 1 | 187,658 | 0 | 0 |
| RADIAN GROUP INC 3.000% 11/15/17 CVT | BND | 750236AK7 | 371 | 250,000 | PRN | | DFND | 1 | 250,000 | 0 | 0 |
| RAIT FINANCIAL TRUST 4.000% 10/01/33 CVT | BND | 749227AB0 | 6,825 | 7,000,000 | PRN | | DFND | 1 | 7,000,000 | 0 | 0 |
| RALPH LAUREN CORP | COM | 751212101 | 1,313 | 8,155 | SH | | DFND | 1 | 8,155 | 0 | 0 |
| RAMBUS INC 5.000% 06/15/14 CVT | BND | 750917AC0 | 12,429 | 12,321,000 | PRN | | DFND | 1 | 12,321,000 | 0 | 0 |
| RANGE RESOURCES CORP | COM | 75281A109 | 455 | 5,489 | SH | | DFND | 1 | 5,489 | 0 | 0 |
| RAYONIER TRS HOLDINGS IN 4.500% 08/15/15 CVT | BND | 75508AAC0 | 211 | 145,000 | PRN | | DFND | 1 | 145,000 | 0 | 0 |
| RCS CAPITAL CORP-CLASS A | COM | 74937W102 | 617 | 15,848 | SH | | DFND | 1 | 15,753 | 0 | 95 |
| REGIONS FINANCIAL CORP | COM | 7591EP100 | 1,116 | 100,442 | SH | | DFND | 1 | 100,442 | 0 | 0 |
| REGIS CORP 5.000% 07/15/14 CVT | BND | 758932AA5 | 16,096 | 15,800,000 | PRN | | DFND | 1 | 15,800,000 | 0 | 0 |
| RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 602 | 6,165 | SH | | DFND | 1 | 6,165 | 0 | 0 |
| RESTORATION HARDWARE HOLDING | COM | 761283100 | 1,835 | 24,928 | SH | | DFND | 1 | 24,896 | 0 | 32 |
| Rite Aid Corporation | COM | 767754104 | 627 | 100,000 | SH | Call | DFND | 1 | 0 | 0 | 0 |
| ROCKWELL AUTOMATION INC | COM | 773903109 | 2,738 | 21,984 | SH | | DFND | 1 | 21,984 | 0 | 0 |
| RPC INC | COM | 749660106 | 874 | 42,782 | SH | | DFND | 1 | 42,782 | 0 | 0 |
| RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 438 | 38,386 | SH | | DFND | 1 | 38,150 | 0 | 236 |
| RYLAND GROUP 1.625% 05/15/18 CVT | BND | 783764AQ6 | 32,169 | 22,500,000 | PRN | | DFND | 1 | 22,500,000 | 0 | 0 |
| SAFEWAY INC | COM | 786514208 | 997 | 27,000 | SH | | DFND | 1 | 27,000 | 0 | 0 |
| SALESFORCE.COM INC | COM | 79466L302 | 2,735 | 47,920 | SH | | DFND | 1 | 47,920 | 0 | 0 |
| SALIX PHARMACEUTICALS LT 1.500% 03/15/19 CVT | BND | 795435AE6 | 32,697 | 19,340,000 | PRN | | DFND | 1 | 19,340,000 | 0 | 0 |
| SALIX PHARMACEUTICALS LT 2.750% 05/15/15 CVT | BND | 795435AC0 | 26,290 | 11,727,000 | PRN | | DFND | 1 | 11,727,000 | 0 | 0 |
| SANDISK CORP 1.500% 08/15/17 CVT | BND | 80004CAD3 | 14,323 | 8,710,000 | PRN | | DFND | 1 | 8,710,000 | 0 | 0 |
| SCHLUMBERGER LTD | COM | 806857108 | 3,974 | 40,757 | SH | | DFND | 1 | 40,757 | 0 | 0 |
| SCHWAB (CHARLES) CORP | COM | 808513105 | 2,527 | 92,475 | SH | | DFND | 1 | 92,475 | 0 | 0 |
| SCRIPPS NETWORKS INTER-CL A | COM | 811065101 | 1,391 | 18,335 | SH | | DFND | 1 | 18,335 | 0 | 0 |
| Sears Holdings Corporation | COM | 812350106 | 597 | 12,500 | SH | Put | DFND | 1 | 0 | 0 | 0 |
| SEI INVESTMENTS COMPANY | COM | 784117103 | 289 | 8,596 | SH | | DFND | 1 | 8,596 | 0 | 0 |
| SELECT MEDICAL HOLDINGS CORP | COM | 81619Q105 | 2,280 | 183,098 | SH | | DFND | 1 | 182,589 | 0 | 509 |
| SEMGROUP CORP-CLASS A | COM | 81663A105 | 4,561 | 69,444 | SH | | DFND | 1 | 69,349 | 0 | 95 |
| SIGNET JEWELERS LTD | COM | G81276100 | 800 | 7,564 | SH | | DFND | 1 | 7,564 | 0 | 0 |
| SIMON PROPERTY GROUP INC | COM | 828806109 | 1,029 | 6,273 | SH | | DFND | 1 | 6,273 | 0 | 0 |
| SIRONA DENTAL SYSTEMS INC | COM | 82966C103 | 1,364 | 18,271 | SH | | DFND | 1 | 18,271 | 0 | 0 |
| SKYWORKS SOLUTIONS INC | COM | 83088M102 | 414 | 11,023 | SH | | DFND | 1 | 11,023 | 0 | 0 |
| SM ENERGY CO | COM | 78454L100 | 3,188 | 44,725 | SH | | DFND | 1 | 44,725 | 0 | 0 |
| SPANSION INC-CLASS A | COM | 84649R200 | 889 | 50,982 | SH | | DFND | 1 | 50,679 | 0 | 303 |
| SPDR S&P 500 | COM | 78462F103 | 4,488 | 24,000 | SH | Put | DFND | 1 | 0 | 0 | 0 |
| STANLEY BLACK & DECKER INC | COM | 854502101 | 215 | 2,657 | SH | | DFND | 1 | 2,657 | 0 | 0 |
| STARBUCKS CORP | COM | 855244109 | 4,997 | 68,106 | SH | | DFND | 1 | 68,106 | 0 | 0 |
| STARWOOD HOTELS & RESORTS | COM | 85590A401 | 1,502 | 18,860 | SH | | DFND | 1 | 18,860 | 0 | 0 |
| STARZ - A | COM | 85571Q102 | 965 | 29,882 | SH | | DFND | 1 | 29,792 | 0 | 90 |
| SUN HYDRAULICS CORP | COM | 866942105 | 836 | 19,300 | SH | | DFND | 1 | 19,179 | 0 | 121 |
| SUNCOKE ENERGY INC | COM | 86722A103 | 2,698 | 118,105 | SH | | DFND | 1 | 117,903 | 0 | 202 |
| SUPERIOR ENERGY SERVICES INC | COM | 868157108 | 355 | 11,568 | SH | | DFND | 1 | 11,568 | 0 | 0 |
| SURGICAL CARE AFFILIATES INC | COM | 86881L106 | 712 | 23,143 | SH | | DFND | 1 | 23,002 | 0 | 141 |
| SYNNEX CORP | COM | 87162W100 | 723 | 11,928 | SH | | DFND | 1 | 11,854 | 0 | 74 |
| T ROWE PRICE GROUP INC | COM | 74144T108 | 3,228 | 39,199 | SH | | DFND | 1 | 39,199 | 0 | 0 |
| TAKE-TWO INTERACTIVE SOF 1.000% 07/01/18 CVT | BND | 874054AD1 | 12,250 | 10,000,000 | PRN | | DFND | 1 | 10,000,000 | 0 | 0 |
| TANGER FACTORY OUTLET CENTER | COM | 875465106 | 325 | 9,293 | SH | | DFND | 1 | 9,293 | 0 | 0 |
| TARGA RESOURCES CORP | COM | 87612G101 | 2,700 | 27,203 | SH | | DFND | 1 | 27,144 | 0 | 59 |
| TD AMERITRADE HOLDING CORP | COM | 87236Y108 | 952 | 28,029 | SH | | DFND | 1 | 28,029 | 0 | 0 |
| TEAM HEALTH HOLDINGS INC | COM | 87817A107 | 775 | 17,325 | SH | | DFND | 1 | 17,218 | 0 | 107 |
| TEEKAY CORP | COM | Y8564W103 | 1,781 | 31,661 | SH | | DFND | 1 | 31,661 | 0 | 0 |
| TESLA MOTORS INC 1.250% 03/01/21 CVT | BND | 88160RAC5 | 17,195 | 19,000,000 | PRN | | DFND | 1 | 19,000,000 | 0 | 0 |
| TEVA PHARMACEUTICAL-SP ADR | ADR | 881624209 | 527 | 9,979 | SH | | DFND | 1 | 9,979 | 0 | 0 |
| TFS FINANCIAL CORP | COM | 87240R107 | 501 | 40,333 | SH | | DFND | 1 | 40,333 | 0 | 0 |
| THERAVANCE INC 2.125% 01/15/23 CVT | BND | 88338TAB0 | 387 | 300,000 | PRN | | DFND | 1 | 300,000 | 0 | 0 |
| THERMON GROUP HOLDINGS INC | COM | 88362T103 | 623 | 26,881 | SH | | DFND | 1 | 26,721 | 0 | 160 |
| TIFFANY & CO | COM | 886547108 | 506 | 5,879 | SH | | DFND | 1 | 5,879 | 0 | 0 |
| TIME WARNER CABLE | COM | 88732J207 | 1,822 | 13,284 | SH | | DFND | 1 | 13,284 | 0 | 0 |
| TOLL BROTHERS INC | COM | 889478103 | 2,010 | 56,000 | SH | | DFND | 1 | 56,000 | 0 | 0 |
| TORCHMARK CORP | COM | 891027104 | 511 | 6,495 | SH | | DFND | 1 | 6,495 | 0 | 0 |
| TRANSDIGM GROUP INC | COM | 893641100 | 2,044 | 11,036 | SH | | DFND | 1 | 11,036 | 0 | 0 |
| TREX COMPANY INC | COM | 89531P105 | 771 | 10,541 | SH | | DFND | 1 | 10,478 | 0 | 63 |
| TRICO BANCSHARES | COM | 896095106 | 579 | 22,347 | SH | | DFND | 1 | 22,212 | 0 | 135 |
| TYSON FOODS INC-CL A | COM | 902494103 | 501 | 11,399 | SH | | DFND | 1 | 11,399 | 0 | 0 |
| UNION PACIFIC CORP | COM | 907818108 | 8,826 | 47,037 | SH | | DFND | 1 | 47,037 | 0 | 0 |
| UNITED COMMUNITY BANKS/GA | COM | 90984P303 | 868 | 44,729 | SH | | DFND | 1 | 44,462 | 0 | 267 |
| UNITED PARCEL SERVICE-CL B | COM | 911312106 | 423 | 4,339 | SH | | DFND | 1 | 4,339 | 0 | 0 |
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 4,201 | 35,953 | SH | | DFND | 1 | 35,953 | 0 | 0 |
| UNIVERSAL AMERICAN CORP | COM | 91338E101 | 407 | 57,478 | SH | | DFND | 1 | 57,122 | 0 | 356 |
| Vale S.A. | COM | 91912E105 | 415 | 30,000 | SH | Put | DFND | 1 | 0 | 0 | 0 |
| VALEANT PHARMACEUTICALS INTE | COM | 91911K102 | 2,497 | 18,945 | SH | | DFND | 1 | 18,945 | 0 | 0 |
| VALERO ENERGY CORP | COM | 91913Y100 | 272 | 5,131 | SH | | DFND | 1 | 5,131 | 0 | 0 |
| Vanguard European Stock Index ETF | COM | 922042874 | 2,594 | 44,000 | SH | Call | DFND | 1 | 0 | 0 | 0 |
| VANTIV INC - CL A | COM | 92210H105 | 538 | 17,797 | SH | | DFND | 1 | 17,797 | 0 | 0 |
| VERACYTE INC | COM | 92337F107 | 438 | 25,582 | SH | | DFND | 1 | 25,428 | 0 | 154 |
| VERIFONE SYSTEMS INC | COM | 92342Y109 | 582 | 17,219 | SH | | DFND | 1 | 17,117 | 0 | 102 |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 3,285 | 69,060 | SH | | DFND | 1 | 69,060 | 0 | 0 |
| VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 702 | 9,924 | SH | | DFND | 1 | 9,924 | 0 | 0 |
| VF CORP | COM | 918204108 | 1,821 | 29,439 | SH | | DFND | 1 | 29,439 | 0 | 0 |
| VIACOM INC-CLASS B | COM | 92553P201 | 5,138 | 60,454 | SH | | DFND | 1 | 60,454 | 0 | 0 |
| VIPSHOP HOLDING LTD 1.500% 03/15/19 CVT | BND | 92763WAA1 | 6,090 | 6,000,000 | PRN | | DFND | 1 | 6,000,000 | 0 | 0 |
| VIRTUS INVESTMENT PARTNERS | COM | 92828Q109 | 636 | 3,674 | SH | | DFND | 1 | 3,653 | 0 | 21 |
| VISA INC-CLASS A SHARES | COM | 92826C839 | 3,500 | 16,217 | SH | | DFND | 1 | 16,217 | 0 | 0 |
| VISHAY PRECISION GROUP | COM | 92835K103 | 353 | 20,295 | SH | | DFND | 1 | 20,169 | 0 | 126 |
| VMWARE INC-CLASS A | COM | 928563402 | 789 | 7,304 | SH | | DFND | 1 | 7,304 | 0 | 0 |
| VODAFONE GROUP PLC-SP ADR | ADR | 92857W308 | 739 | 20,064 | SH | | DFND | 1 | 20,064 | 0 | 0 |
| VOYA FINANCIAL INC | COM | 929089100 | 646 | 17,816 | SH | | DFND | 1 | 17,816 | 0 | 0 |
| WABCO HOLDINGS INC | COM | 92927K102 | 1,085 | 10,280 | SH | | DFND | 1 | 10,280 | 0 | 0 |
| WABTEC CORP | COM | 929740108 | 2,264 | 29,202 | SH | | DFND | 1 | 29,202 | 0 | 0 |
| WALGREEN CO | COM | 931422109 | 1,222 | 18,515 | SH | | DFND | 1 | 18,515 | 0 | 0 |
| WALT DISNEY CO/THE | COM | 254687106 | 3,724 | 46,509 | SH | | DFND | 1 | 46,509 | 0 | 0 |
| WASTE MANAGEMENT INC | COM | 94106L109 | 815 | 19,369 | SH | | DFND | 1 | 19,369 | 0 | 0 |
| WATSCO INC | COM | 942622200 | 838 | 8,385 | SH | | DFND | 1 | 8,337 | 0 | 48 |
| WEB.COM GROUP INC 1.000% 08/15/18 CVT | BND | 94733AAA2 | 19,042 | 16,180,000 | PRN | | DFND | 1 | 16,180,000 | 0 | 0 |
| WELLCARE HEALTH PLANS INC | COM | 94946T106 | 633 | 9,978 | SH | | DFND | 1 | 9,918 | 0 | 60 |
| WELLPOINT INC | COM | 94973V107 | 3,036 | 30,500 | SH | | DFND | 1 | 30,500 | 0 | 0 |
| WELLS FARGO & CO | COM | 949746101 | 1,302 | 26,180 | SH | | DFND | 1 | 26,180 | 0 | 0 |
| WESCO INTERNATIONAL INC | COM | 95082P105 | 368 | 4,431 | SH | | DFND | 1 | 4,431 | 0 | 0 |
| WESTERN DIGITAL CORP | COM | 958102105 | 589 | 6,420 | SH | | DFND | 1 | 6,420 | 0 | 0 |
| WESTLAKE CHEMICAL CORP | COM | 960413102 | 2,906 | 43,903 | SH | | DFND | 1 | 43,851 | 0 | 52 |
| WEX INC | COM | 96208T104 | 1,952 | 20,544 | SH | | DFND | 1 | 20,503 | 0 | 41 |
| WHIRLPOOL CORP | COM | 963320106 | 7,187 | 48,091 | SH | | DFND | 1 | 48,091 | 0 | 0 |
| WHITEWAVE FOODS CO - CL A | COM | 966244105 | 5,153 | 180,524 | SH | | DFND | 1 | 180,315 | 0 | 209 |
| WHOLE FOODS MARKET INC | COM | 966837106 | 4,321 | 85,219 | SH | | DFND | 1 | 85,219 | 0 | 0 |
| WINNEBAGO INDUSTRIES | COM | 974637100 | 481 | 17,570 | SH | | DFND | 1 | 17,464 | 0 | 106 |
| WINTRUST FINANCIAL CORP | COM | 97650W108 | 600 | 12,337 | SH | | DFND | 1 | 12,262 | 0 | 75 |
| WISCONSIN ENERGY CORP | COM | 976657106 | 548 | 11,765 | SH | | DFND | 1 | 11,765 | 0 | 0 |
| WISDOMTREE CHINESE YUAN STRA | COM | 97717W182 | 375 | 15,000 | SH | | DFND | 1 | 15,000 | 0 | 0 |
| WOLVERINE WORLD WIDE INC | COM | 978097103 | 1,943 | 68,050 | SH | | DFND | 1 | 67,920 | 0 | 130 |
| WORLD FUEL SERVICES CORP | COM | 981475106 | 369 | 8,364 | SH | | DFND | 1 | 8,364 | 0 | 0 |
| WR BERKLEY CORP | COM | 084423102 | 345 | 8,296 | SH | | DFND | 1 | 8,296 | 0 | 0 |
| WR GRACE & CO | COM | 38388F108 | 2,745 | 27,684 | SH | | DFND | 1 | 27,684 | 0 | 0 |
| WYNDHAM WORLDWIDE CORP | COM | 98310W108 | 2,113 | 28,852 | SH | | DFND | 1 | 28,852 | 0 | 0 |
| XEROX CORP | COM | 984121103 | 252 | 22,312 | SH | | DFND | 1 | 22,312 | 0 | 0 |
| XILINX INC | COM | 983919101 | 1,633 | 30,094 | SH | | DFND | 1 | 30,094 | 0 | 0 |
| XL GROUP PLC | COM | G98290102 | 372 | 11,905 | SH | | DFND | 1 | 11,905 | 0 | 0 |
| YANDEX NV-A | COM | N97284108 | 1,072 | 35,520 | SH | | DFND | 1 | 35,520 | 0 | 0 |
| ZIMMER HOLDINGS INC | COM | 98956P102 | 396 | 4,183 | SH | | DFND | 1 | 4,183 | 0 | 0 |
