| 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 |
| AFFILIATED MANAGERS GROUP | COM | 008252108 | 2,682 | 13,057 | SH | | DFND | 1 | 13,057 | 0 | 0 |
| AGL RESOURCES INC | COM | 001204106 | 578 | 10,500 | SH | | DFND | 1 | 10,500 | 0 | 0 |
| AK STEEL CORP 5.000% 11/15/19 CVT | BND | 001546AP5 | 9,140 | 5,500,000 | PRN | | DFND | 1 | 5,500,000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 3,190 | 52,250 | SH | | DFND | 1 | 52,250 | 0 | 0 |
| ALERE INC | COM | 01449J105 | 1,393 | 37,228 | SH | | DFND | 1 | 37,228 | 0 | 0 |
| ALERE INC 3.000% 05/15/16 CVT | BND | 01449JAA3 | 221 | 200,000 | PRN | | DFND | 1 | 200,000 | 0 | 0 |
| ALEXION PHARMACEUTICALS INC | COM | 015351109 | 1,409 | 9,017 | SH | | DFND | 1 | 9,017 | 0 | 0 |
| ALLEGION PLC | COM | G0176J109 | 1,203 | 21,226 | SH | | DFND | 1 | 21,226 | 0 | 0 |
| ALLERGAN INC | COM | 018490102 | 1,813 | 10,712 | SH | | DFND | 1 | 10,712 | 0 | 0 |
| ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 424 | 1,507 | SH | | DFND | 1 | 1,507 | 0 | 0 |
| ALTISOURCE PORTFOLIO SOL | COM | L0175J104 | 1,118 | 9,750 | SH | | DFND | 1 | 9,717 | 0 | 33 |
| ALTRIA GROUP INC | COM | 02209S103 | 381 | 9,103 | SH | | DFND | 1 | 9,103 | 0 | 0 |
| AMAZON.COM INC | COM | 023135106 | 2,352 | 7,240 | SH | | DFND | 1 | 7,240 | 0 | 0 |
| AMDOCS LTD | COM | G02602103 | 267 | 5,753 | SH | | DFND | 1 | 5,753 | 0 | 0 |
| AMEREN CORPORATION | COM | 023608102 | 921 | 22,543 | SH | | DFND | 1 | 22,543 | 0 | 0 |
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 3,058 | 200,000 | SH | | DFND | 1 | 199,667 | 0 | 333 |
| AMERICAN EQUITY INVT LIFE HL | COM | 025676206 | 1,228 | 49,908 | SH | | DFND | 1 | 49,684 | 0 | 224 |
| AMERICAN REALTY CAP PROP 3.000% 08/01/18 CVT | BND | 02917TAA2 | 254 | 250,000 | PRN | | DFND | 1 | 250,000 | 0 | 0 |
| AMERIPRISE FINANCIAL INC | COM | 03076C106 | 5,446 | 45,384 | SH | | DFND | 1 | 45,384 | 0 | 0 |
| AMERISOURCEBERGEN CORP | COM | 03073E105 | 2,382 | 32,781 | SH | | DFND | 1 | 32,781 | 0 | 0 |
| AMETEK INC | COM | 031100100 | 4,896 | 93,662 | SH | | DFND | 1 | 93,662 | 0 | 0 |
| AMGEN INC | COM | 031162100 | 3,432 | 28,993 | SH | | DFND | 1 | 28,993 | 0 | 0 |
| AMN HEALTHCARE SERVICES INC | COM | 001744101 | 709 | 57,667 | SH | | DFND | 1 | 57,667 | 0 | 0 |
| AMPHENOL CORP-CL A | COM | 032095101 | 496 | 5,147 | SH | | DFND | 1 | 5,147 | 0 | 0 |
| ANNALY CAPITAL MGMT 5.000% 05/15/15 CVT | BND | 035710AB8 | 3,989 | 3,901,000 | PRN | | DFND | 1 | 3,901,000 | 0 | 0 |
| AON PLC | COM | G0408V102 | 252 | 2,799 | SH | | DFND | 1 | 2,799 | 0 | 0 |
| APPLE INC | COM | 037833100 | 13,776 | 148,251 | SH | | DFND | 1 | 148,251 | 0 | 0 |
| APPLIED MATERIALS INC | COM | 038222105 | 446 | 19,772 | SH | | DFND | 1 | 19,772 | 0 | 0 |
| ARCHER-DANIELS-MIDLAND CO | COM | 039483102 | 436 | 9,878 | SH | | DFND | 1 | 9,878 | 0 | 0 |
| ARGO GROUP INTERNATIONAL | COM | G0464B107 | 1,042 | 20,374 | SH | | DFND | 1 | 20,281 | 0 | 93 |
| ARTHUR J GALLAGHER & CO | COM | 363576109 | 1,531 | 32,848 | SH | | DFND | 1 | 32,848 | 0 | 0 |
| ASCENT CAPITAL GROUP INC-A | COM | 043632108 | 730 | 11,050 | SH | | DFND | 1 | 11,000 | 0 | 50 |
| ASML HOLDING NV-NY REG SHS | COM | N07059210 | 243 | 2,602 | SH | | DFND | 1 | 2,602 | 0 | 0 |
| ASPEN TECHNOLOGY INC | COM | 045327103 | 774 | 16,676 | SH | | DFND | 1 | 16,600 | 0 | 76 |
| ASSURED GUARANTY LTD | COM | G0585R106 | 382 | 15,613 | SH | | DFND | 1 | 15,613 | 0 | 0 |
| ASTRAZENECA PLC-SPONS ADR | ADR | 046353108 | 239 | 3,220 | SH | | DFND | 1 | 3,220 | 0 | 0 |
| AUTOZONE INC | COM | 053332102 | 324 | 603 | SH | | DFND | 1 | 603 | 0 | 0 |
| Avago Technologies Limited | COM | Y0486S104 | 721 | 10,000 | SH | Call | DFND | 1 | 10,000 | 0 | 0 |
| AVAGO TECHNOLOGIES LTD | COM | Y0486S104 | 3,543 | 49,158 | SH | | DFND | 1 | 49,158 | 0 | 0 |
| AVNET INC | COM | 053807103 | 372 | 8,405 | SH | | DFND | 1 | 8,405 | 0 | 0 |
| B/E AEROSPACE INC | COM | 073302101 | 2,736 | 29,574 | SH | | DFND | 1 | 29,574 | 0 | 0 |
| BANCO BRADESCO-ADR | ADR | 059460303 | 676 | 46,550 | SH | | DFND | 1 | 46,550 | 0 | 0 |
| BANK OF AMERICA CORP | COM | 060505104 | 261 | 16,959 | SH | | DFND | 1 | 16,959 | 0 | 0 |
| BANNER CORPORATION | COM | 06652V208 | 680 | 17,157 | SH | | DFND | 1 | 17,079 | 0 | 78 |
| BARNES GROUP INC | COM | 067806109 | 3,495 | 90,701 | SH | | DFND | 1 | 90,534 | 0 | 167 |
| BAXTER INTERNATIONAL INC | COM | 071813109 | 4,625 | 63,972 | SH | | DFND | 1 | 63,972 | 0 | 0 |
| BBCN BANCORP INC | COM | 073295107 | 842 | 52,765 | SH | | DFND | 1 | 52,527 | 0 | 238 |
| BIOGEN IDEC INC | COM | 09062X103 | 3,134 | 9,939 | SH | | DFND | 1 | 9,939 | 0 | 0 |
| BIOSCRIP INC | COM | 09069N108 | 469 | 56,274 | SH | | DFND | 1 | 56,020 | 0 | 254 |
| BOEING CO/THE | COM | 097023105 | 2,667 | 20,964 | SH | | DFND | 1 | 20,964 | 0 | 0 |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 1,986 | 40,940 | SH | | DFND | 1 | 40,940 | 0 | 0 |
| BRISTOW GROUP INC 3.000% 06/15/38 CVT | BND | 110394AC7 | 6,828 | 5,422,000 | PRN | | DFND | 1 | 5,422,000 | 0 | 0 |
| BROADCOM CORP-CL A | COM | 111320107 | 701 | 18,880 | SH | | DFND | 1 | 18,880 | 0 | 0 |
| BROOKFIELD RESIDENTIAL PROPE | COM | 11283W104 | 893 | 43,053 | SH | | DFND | 1 | 42,889 | 0 | 164 |
| CADENCE DESIGN SYS INC | COM | 127387108 | 4,007 | 229,114 | SH | | DFND | 1 | 229,114 | 0 | 0 |
| CAESARSTONE SDOT-YAM LTD | COM | M20598104 | 3,279 | 66,816 | SH | | DFND | 1 | 66,816 | 0 | 0 |
| CAI INTERNATIONAL INC | COM | 12477X106 | 648 | 29,424 | SH | | DFND | 1 | 29,291 | 0 | 133 |
| CAPITAL ONE FINANCIAL CORP | COM | 14040H105 | 4,220 | 51,085 | SH | | DFND | 1 | 51,085 | 0 | 0 |
| CAPITAL SENIOR LIVING CORP | COM | 140475104 | 728 | 30,574 | SH | | DFND | 1 | 30,437 | 0 | 137 |
| CARDTRONICS INC | COM | 14161H108 | 906 | 26,591 | SH | | DFND | 1 | 26,469 | 0 | 122 |
| CAREFUSION CORP | COM | 14170T101 | 1,056 | 23,800 | SH | | DFND | 1 | 23,800 | 0 | 0 |
| CARLISLE COS INC | COM | 142339100 | 1,716 | 19,809 | SH | | DFND | 1 | 19,809 | 0 | 0 |
| CARRIZO OIL & GAS INC | COM | 144577103 | 1,202 | 17,355 | SH | | DFND | 1 | 17,277 | 0 | 78 |
| CBRE GROUP INC - A | COM | 12504L109 | 1,924 | 60,036 | SH | | DFND | 1 | 60,036 | 0 | 0 |
| CBS CORP-CLASS B NON VOTING | COM | 124857202 | 1,257 | 20,226 | SH | | DFND | 1 | 20,226 | 0 | 0 |
| CBS OUTDOOR AMERICAS INC | COM | 14987J106 | 1,036 | 31,713 | SH | | DFND | 1 | 31,607 | 0 | 106 |
| CECO ENVIRONMENTAL CORP | COM | 125141101 | 993 | 63,720 | SH | | DFND | 1 | 63,432 | 0 | 288 |
| CELGENE CORP | COM | 151020104 | 1,819 | 21,177 | SH | | DFND | 1 | 21,177 | 0 | 0 |
| CENTERPOINT ENERGY INC | COM | 15189T107 | 669 | 26,172 | SH | | DFND | 1 | 26,172 | 0 | 0 |
| CHECK POINT SOFTWARE TECH | COM | M22465104 | 1,582 | 23,600 | SH | | DFND | 1 | 23,600 | 0 | 0 |
| CHENIERE ENERGY INC | COM | 16411R208 | 914 | 12,754 | SH | | DFND | 1 | 12,754 | 0 | 0 |
| CHESAPEAKE LODGING TRUST | COM | 165240102 | 1,084 | 35,860 | SH | | DFND | 1 | 35,702 | 0 | 158 |
| CHEVRON CORP | COM | 166764100 | 661 | 5,065 | SH | | DFND | 1 | 5,065 | 0 | 0 |
| CIENA CORP | COM | 171779309 | 542 | 25,000 | SH | Call | DFND | 1 | 25,000 | 0 | 0 |
| CIENA CORP | COM | 171779309 | 3,106 | 143,394 | SH | | DFND | 1 | 143,394 | 0 | 0 |
| CIENA CORP 0.875% 06/15/17 CVT | BND | 171779AE1 | 297 | 300,000 | PRN | | DFND | 1 | 300,000 | 0 | 0 |
| CIGNA CORP | COM | 125509109 | 231 | 2,515 | SH | | DFND | 1 | 2,515 | 0 | 0 |
| CITRIX SYSTEMS INC | COM | 177376100 | 1,113 | 17,800 | SH | | DFND | 1 | 17,800 | 0 | 0 |
| CLEAN HARBORS INC | COM | 184496107 | 394 | 6,136 | SH | | DFND | 1 | 6,136 | 0 | 0 |
| CLEARWATER PAPER CORP | COM | 18538R103 | 642 | 10,394 | SH | | DFND | 1 | 10,347 | 0 | 47 |
| CLUBCORP HOLDINGS INC | COM | 18948M108 | 4,152 | 223,920 | SH | | DFND | 1 | 223,754 | 0 | 166 |
| COCA-COLA CO/THE | COM | 191216100 | 602 | 14,192 | SH | | DFND | 1 | 14,192 | 0 | 0 |
| COCA-COLA ENTERPRISES | COM | 19122T109 | 1,705 | 35,685 | SH | | DFND | 1 | 35,685 | 0 | 0 |
| COGNIZANT TECH SOLUTIONS-A | COM | 192446102 | 1,575 | 32,204 | SH | | DFND | 1 | 32,204 | 0 | 0 |
| COLGATE-PALMOLIVE CO | COM | 194162103 | 2,855 | 41,866 | SH | | DFND | 1 | 41,866 | 0 | 0 |
| COMCAST CORP-CLASS A | COM | 20030N101 | 7,006 | 130,522 | SH | | DFND | 1 | 130,522 | 0 | 0 |
| COMMSCOPE HOLDING CO INC | COM | 20337X109 | 5,196 | 224,637 | SH | | DFND | 1 | 224,358 | 0 | 279 |
| COMMUNITY HEALTH SYSTEMS INC | COM | 203668108 | 1,670 | 36,803 | SH | | DFND | 1 | 36,803 | 0 | 0 |
| CONCUR TECHNOLOGIES INC 0.500% 06/15/18 CVT | BND | 206708AC3 | 15,663 | 14,032,000 | PRN | | DFND | 1 | 14,032,000 | 0 | 0 |
| CONSTELLATION BRANDS INC-A | COM | 21036P108 | 1,796 | 20,372 | SH | | DFND | 1 | 20,372 | 0 | 0 |
| COSTCO WHOLESALE CORP | COM | 22160K105 | 2,897 | 25,158 | SH | | DFND | 1 | 25,158 | 0 | 0 |
| COVIDIEN PLC | COM | G2554F113 | 804 | 8,910 | SH | | DFND | 1 | 8,910 | 0 | 0 |
| CSG SYSTEMS INTL INC | COM | 126349109 | 635 | 24,322 | SH | | DFND | 1 | 24,213 | 0 | 109 |
| CST BRANDS INC | COM | 12646R105 | 960 | 27,837 | SH | | DFND | 1 | 27,712 | 0 | 125 |
| CUBIST PHARMACEUTICALS 2.500% 11/01/17 CVT | BND | 229678AD9 | 466 | 190,000 | PRN | | DFND | 1 | 190,000 | 0 | 0 |
| CUMMINS INC | COM | 231021106 | 741 | 4,801 | SH | | DFND | 1 | 4,801 | 0 | 0 |
| CUMULUS MEDIA INC-CL A | COM | 231082108 | 1,209 | 183,433 | SH | | DFND | 1 | 182,747 | 0 | 686 |
| DANAHER CORP | COM | 235851102 | 3,730 | 47,373 | SH | | DFND | 1 | 47,373 | 0 | 0 |
| DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 372 | 5,146 | SH | | DFND | 1 | 5,146 | 0 | 0 |
| DEALERTRACK TECHNOLOGIES 1.500% 03/15/17 CVT | BND | 242309AB8 | 11,379 | 8,500,000 | PRN | | DFND | 1 | 8,500,000 | 0 | 0 |
| DEAN FOODS CO | COM | 242370203 | 703 | 39,967 | SH | | DFND | 1 | 39,787 | 0 | 180 |
| DELPHI AUTOMOTIVE PLC | COM | G27823106 | 2,959 | 43,048 | SH | | DFND | 1 | 43,048 | 0 | 0 |
| DELTA AIR LINES INC | COM | 247361702 | 524 | 13,531 | SH | | DFND | 1 | 13,531 | 0 | 0 |
| DERMA SCIENCES INC | COM | 249827502 | 416 | 35,983 | SH | | DFND | 1 | 35,820 | 0 | 163 |
| DEXCOM INC | COM | 252131107 | 992 | 25,003 | SH | | DFND | 1 | 24,889 | 0 | 114 |
| DHT HOLDINGS INC | COM | Y2065G121 | 469 | 65,069 | SH | | DFND | 1 | 64,776 | 0 | 293 |
| DIAMONDROCK HOSPITALITY CO | COM | 252784301 | 1,140 | 88,913 | SH | | DFND | 1 | 88,513 | 0 | 400 |
| DISCOVER FINANCIAL SERVICES | COM | 254709108 | 3,281 | 52,927 | SH | | DFND | 1 | 52,927 | 0 | 0 |
| DONALDSON CO INC | COM | 257651109 | 1,394 | 32,952 | SH | | DFND | 1 | 32,952 | 0 | 0 |
| DR HORTON INC | COM | 23331A109 | 457 | 18,594 | SH | | DFND | 1 | 18,594 | 0 | 0 |
| DRYSHIPS INC 5.000% 12/01/14 CVT | BND | 262498AB4 | 20,717 | 20,979,000 | PRN | | DFND | 1 | 20,979,000 | 0 | 0 |
| DTE ENERGY COMPANY | COM | 233331107 | 1,051 | 13,497 | SH | | DFND | 1 | 13,497 | 0 | 0 |
| DUKE REALTY CORP | COM | 264411505 | 373 | 20,555 | SH | | DFND | 1 | 20,555 | 0 | 0 |
| EASTGROUP PROPERTIES INC | COM | 277276101 | 819 | 12,756 | SH | | DFND | 1 | 12,698 | 0 | 58 |
| EATON CORP PLC | COM | G29183103 | 2,310 | 29,921 | SH | | DFND | 1 | 29,921 | 0 | 0 |
| Eaton Vance Floating Rate Income Trust | COM | 278279104 | 5,337 | 353,668 | SH | | DFND | 1 | 353,668 | 0 | 0 |
| Eaton Vance Senior Income Trust | COM | 27826S103 | 6,664 | 968,586 | SH | | DFND | 1 | 968,586 | 0 | 0 |
| EL PASO ELECTRIC CO | COM | 283677854 | 1,038 | 25,814 | SH | | DFND | 1 | 25,699 | 0 | 115 |
| ELECTRONIC ARTS INC 0.750% 07/15/16 CVT | BND | 285512AA7 | 14,351 | 11,350,000 | PRN | | DFND | 1 | 11,350,000 | 0 | 0 |
| EMC CORP/MA | BND | 268648102 | 504 | 19,146 | PRN | | DFND | 1 | 19,146 | 0 | 0 |
| ENLINK MIDSTREAM LLC | COM | 29336T100 | 781 | 18,744 | SH | | DFND | 1 | 18,660 | 0 | 84 |
| EOG RESOURCES INC | COM | 26875P101 | 2,033 | 17,401 | SH | | DFND | 1 | 17,401 | 0 | 0 |
| EPLUS INC | COM | 294268107 | 243 | 4,168 | SH | | DFND | 1 | 4,168 | 0 | 0 |
| EQT CORP | COM | 26884L109 | 1,744 | 16,318 | SH | | DFND | 1 | 16,318 | 0 | 0 |
| EQUINIX INC | COM | 29444U502 | 3,748 | 17,840 | SH | | DFND | 1 | 17,840 | 0 | 0 |
| ERA GROUP INC | COM | 26885G109 | 807 | 28,123 | SH | | DFND | 1 | 28,008 | 0 | 115 |
| EVERTEC INC | COM | 30040P103 | 2,738 | 112,946 | SH | | DFND | 1 | 112,730 | 0 | 216 |
| EXPRESS SCRIPTS HOLDING CO | COM | 30219G108 | 1,250 | 18,038 | SH | | DFND | 1 | 18,038 | 0 | 0 |
| F5 NETWORKS INC | COM | 315616102 | 4,496 | 40,343 | SH | | DFND | 1 | 40,343 | 0 | 0 |
| FACEBOOK INC-A | COM | 30303M102 | 6,927 | 102,944 | SH | | DFND | 1 | 102,944 | 0 | 0 |
| FAIRPOINT COMMUNICATIONS INC | COM | 305560302 | 517 | 37,000 | SH | | DFND | 1 | 37,000 | 0 | 0 |
| FIDELITY & GUARANTY LIFE | COM | 315785105 | 1,266 | 52,881 | SH | | DFND | 1 | 52,642 | 0 | 239 |
| FINISAR CORPORATION | COM | 31787A507 | 3,841 | 194,526 | SH | | DFND | 1 | 194,448 | 0 | 78 |
| FIRST DEFIANCE FINL CORP | COM | 32006W106 | 680 | 23,678 | SH | | DFND | 1 | 23,569 | 0 | 109 |
| FLEETCOR TECHNOLOGIES INC | COM | 339041105 | 3,619 | 27,455 | SH | | DFND | 1 | 27,455 | 0 | 0 |
| FLUIDIGM CORP 2.750% 02/01/34 CVT | BND | 34385PAA6 | 1,896 | 2,000,000 | PRN | | DFND | 1 | 2,000,000 | 0 | 0 |
| FREESCALE SEMICONDUCTOR LTD | COM | G3727Q101 | 774 | 32,924 | SH | | DFND | 1 | 32,924 | 0 | 0 |
| FRESENIUS MEDICAL CARE-ADR | ADR | 358029106 | 223 | 6,638 | SH | | DFND | 1 | 6,638 | 0 | 0 |
| FRESH MARKET INC/THE | COM | 35804H106 | 1,715 | 51,250 | SH | | DFND | 1 | 51,250 | 0 | 0 |
| G & K SERVICES INC -CL A | COM | 361268105 | 1,083 | 20,797 | SH | | DFND | 1 | 20,704 | 0 | 93 |
| GAP INC/THE | COM | 364760108 | 2,364 | 56,880 | SH | | DFND | 1 | 56,880 | 0 | 0 |
| GENCORP INC | COM | 368682100 | 1,200 | 62,839 | SH | | DFND | 1 | 62,556 | 0 | 283 |
| GENERAC HOLDINGS INC | COM | 368736104 | 1,351 | 27,709 | SH | | DFND | 1 | 27,584 | 0 | 125 |
| GENERAL DYNAMICS CORP | COM | 369550108 | 796 | 6,833 | SH | | DFND | 1 | 6,833 | 0 | 0 |
| GENERAL MILLS INC | COM | 370334104 | 2,004 | 38,153 | SH | | DFND | 1 | 38,153 | 0 | 0 |
| GENESEE & WYOMING INC-CL A | COM | 371559105 | 979 | 9,316 | SH | | DFND | 1 | 9,275 | 0 | 41 |
| GENTEX CORP | COM | 371901109 | 821 | 28,242 | SH | | DFND | 1 | 28,242 | 0 | 0 |
| GIANT INTERACTIVE GROUP-ADR | ADR | 374511103 | 172 | 14,540 | SH | | DFND | 1 | 14,540 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 | 3,906 | 47,110 | SH | | DFND | 1 | 47,110 | 0 | 0 |
| Global X Social Media Index | COM | 37950E416 | 1,469 | 75,000 | SH | Put | DFND | 1 | 75,000 | 0 | 0 |
| GOOGLE INC-CL A | COM | 38259P508 | 14,304 | 24,465 | SH | | DFND | 1 | 24,465 | 0 | 0 |
| GOOGLE INC-CL C | COM | 38259P706 | 593 | 1,032 | SH | | DFND | 1 | 1,032 | 0 | 0 |
| H&E EQUIPMENT SERVICES INC | COM | 404030108 | 1,240 | 34,132 | SH | | DFND | 1 | 33,986 | 0 | 146 |
| HALLIBURTON CO | COM | 406216101 | 2,281 | 32,114 | SH | | DFND | 1 | 32,114 | 0 | 0 |
| HANOVER INSURANCE GROUP INC/ | COM | 410867105 | 1,885 | 29,858 | SH | | DFND | 1 | 29,858 | 0 | 0 |
| HARTFORD FINANCIAL SVCS GRP | COM | 416515104 | 3,093 | 86,374 | SH | | DFND | 1 | 86,374 | 0 | 0 |
| HCA HOLDINGS INC | COM | 40412C101 | 4,352 | 77,186 | SH | | DFND | 1 | 77,186 | 0 | 0 |
| HEADWATERS INC 8.750% 02/01/16 CVT | BND | 42210PAR3 | 8,456 | 7,825,000 | PRN | | DFND | 1 | 7,825,000 | 0 | 0 |
| HEALTH CARE REIT INC | COM | 42217K106 | 416 | 6,643 | SH | | DFND | 1 | 6,643 | 0 | 0 |
| HEALTHCARE TRUST OF AME-CL A | COM | 42225P105 | 456 | 37,838 | SH | | DFND | 1 | 37,838 | 0 | 0 |
| HEALTHWAYS INC 1.500% 07/01/18 CVT | BND | 422245AB6 | 8,623 | 7,875,000 | PRN | | DFND | 1 | 7,875,000 | 0 | 0 |
| HELMERICH & PAYNE | COM | 423452101 | 2,372 | 20,434 | SH | | DFND | 1 | 20,434 | 0 | 0 |
| HERBALIFE LTD | COM | G4412G101 | 566 | 8,767 | SH | | DFND | 1 | 8,767 | 0 | 0 |
| HERSHEY CO/THE | COM | 427866108 | 2,045 | 21,005 | SH | | DFND | 1 | 21,005 | 0 | 0 |
| HILLTOP HOLDINGS INC | COM | 432748101 | 1,659 | 78,032 | SH | | DFND | 1 | 77,763 | 0 | 269 |
| HOLOGIC INC FLT 12/15/37 SR:2010 CVT | BND | 436440AB7 | 425 | 339,000 | PRN | | DFND | 1 | 339,000 | 0 | 0 |
| HOLOGIC INC FLT 12/15/43 CVT | BND | 436440AG6 | 15,110 | 13,807,000 | PRN | | DFND | 1 | 13,807,000 | 0 | 0 |
| HOME DEPOT INC | COM | 437076102 | 7,728 | 95,452 | SH | | DFND | 1 | 95,452 | 0 | 0 |
| HONEYWELL INTERNATIONAL INC | COM | 438516106 | 2,435 | 26,203 | SH | | DFND | 1 | 26,203 | 0 | 0 |
| HOST HOTELS & RESORTS INC | COM | 44107P104 | 330 | 15,005 | SH | | DFND | 1 | 15,005 | 0 | 0 |
| HUNTSMAN CORP | COM | 447011107 | 421 | 14,988 | SH | | DFND | 1 | 14,988 | 0 | 0 |
| ICONIX BRAND GROUP INC 2.500% 06/01/16 CVT | BND | 451055AE7 | 246 | 170,000 | PRN | | DFND | 1 | 170,000 | 0 | 0 |
| IDEX CORP | COM | 45167R104 | 1,146 | 14,188 | SH | | DFND | 1 | 14,188 | 0 | 0 |
| ING GROEP N.V.-SPONSORED ADR | ADR | 456837103 | 1,913 | 136,434 | SH | | DFND | 1 | 136,434 | 0 | 0 |
| INGERSOLL-RAND PLC | COM | G47791101 | 288 | 4,604 | SH | | DFND | 1 | 4,604 | 0 | 0 |
| INPHI CORP | COM | 45772F107 | 715 | 48,731 | SH | | DFND | 1 | 48,600 | 0 | 131 |
| INSULET CORP | COM | 45784P101 | 743 | 18,723 | SH | | DFND | 1 | 18,639 | 0 | 84 |
| INTEL CORP | COM | 458140100 | 2,548 | 82,469 | SH | | DFND | 1 | 82,469 | 0 | 0 |
| INTEL CORP 3.250% 08/01/39 CVT | BND | 458140AF7 | 378 | 245,000 | PRN | | DFND | 1 | 245,000 | 0 | 0 |
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 1,673 | 8,856 | SH | | DFND | 1 | 8,856 | 0 | 0 |
| INTL BUSINESS MACHINES CORP | COM | 459200101 | 543 | 2,995 | SH | | DFND | 1 | 2,995 | 0 | 0 |
| INTUITIVE SURGICAL INC | COM | 46120E602 | 1,304 | 3,165 | SH | | DFND | 1 | 3,165 | 0 | 0 |
| INVESCO LTD | COM | G491BT108 | 438 | 11,612 | SH | | DFND | 1 | 11,612 | 0 | 0 |
| iShares China Large-Cap | COM | 464287184 | 741 | 20,000 | SH | Put | DFND | 1 | 20,000 | 0 | 0 |
| iShares iBoxx $ High Yield Corporate Bd | COM | 464288513 | 2,856 | 30,000 | SH | Put | DFND | 1 | 30,000 | 0 | 0 |
| ISHARES MSCI EUROPE FINANCIA | COM | 464289180 | 382 | 15,500 | SH | | DFND | 1 | 15,500 | 0 | 0 |
| ISIS PHARMACEUTICALS INC | COM | 464330109 | 470 | 13,650 | SH | | DFND | 1 | 13,588 | 0 | 62 |
| ISTAR FINANCIAL INC | COM | 45031U101 | 1,075 | 71,759 | SH | | DFND | 1 | 71,436 | 0 | 323 |
| ISTAR FINANCIAL INC 3.000% 11/15/16 CVT | BND | 45031UBR1 | 395 | 279,000 | PRN | | DFND | 1 | 279,000 | 0 | 0 |
| J2 GLOBAL COMMUNICATIONS 3.250% 06/15/29 CVT | BND | 48123VAC6 | 4,058 | 4,000,000 | PRN | | DFND | 1 | 4,000,000 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | COM | G50871105 | 895 | 6,085 | SH | | DFND | 1 | 6,071 | 0 | 14 |
| JDS UNIPHASE CORP | COM | 46612J507 | 691 | 55,400 | SH | | DFND | 1 | 55,400 | 0 | 0 |
| JOHN BEAN TECHNOLOGIES CORP | COM | 477839104 | 792 | 25,563 | SH | | DFND | 1 | 25,448 | 0 | 115 |
| JOHNSON & JOHNSON | COM | 478160104 | 487 | 4,655 | SH | | DFND | 1 | 4,655 | 0 | 0 |
| KANSAS CITY SOUTHERN | COM | 485170302 | 3,702 | 34,433 | SH | | DFND | 1 | 34,433 | 0 | 0 |
| KAPSTONE PAPER AND PACKAGING | COM | 48562P103 | 3,274 | 98,825 | SH | | DFND | 1 | 98,639 | 0 | 186 |
| KATE SPADE & CO | COM | 485865109 | 3,653 | 95,788 | SH | | DFND | 1 | 95,721 | 0 | 67 |
| KEYCORP | COM | 493267108 | 658 | 45,964 | SH | | DFND | 1 | 45,964 | 0 | 0 |
| KIMBERLY-CLARK CORP | COM | 494368103 | 1,306 | 11,745 | SH | | DFND | 1 | 11,745 | 0 | 0 |
| KIRBY CORP | COM | 497266106 | 995 | 8,488 | SH | | DFND | 1 | 8,488 | 0 | 0 |
| KRAFT FOODS GROUP INC | COM | 50076Q106 | 3,722 | 62,090 | SH | | DFND | 1 | 62,090 | 0 | 0 |
| LAM RESEARCH CORP | COM | 512807108 | 1,183 | 17,500 | SH | | DFND | 1 | 17,500 | 0 | 0 |
| LAS VEGAS SANDS CORP | COM | 517834107 | 1,801 | 23,620 | SH | | DFND | 1 | 23,620 | 0 | 0 |
| LENNAR CORP-A | COM | 526057104 | 1,068 | 25,449 | SH | | DFND | 1 | 25,449 | 0 | 0 |
| LIBERTY GLOBAL PLC-SERIES C | COM | G5480U120 | 435 | 10,268 | SH | | DFND | 1 | 10,268 | 0 | 0 |
| LINCOLN ELECTRIC HOLDINGS | COM | 533900106 | 803 | 11,496 | SH | | DFND | 1 | 11,496 | 0 | 0 |
| LINEAR TECHNOLOGY CORP | COM | 535678106 | 2,808 | 59,668 | SH | | DFND | 1 | 59,668 | 0 | 0 |
| LITHIA MOTORS INC-CL A | COM | 536797103 | 3,153 | 33,521 | SH | | DFND | 1 | 33,445 | 0 | 76 |
| LORILLARD INC | COM | 544147101 | 1,255 | 20,586 | SH | | DFND | 1 | 20,586 | 0 | 0 |
| LYONDELLBASELL INDU-CL A | COM | N53745100 | 5,354 | 54,829 | SH | | DFND | 1 | 54,829 | 0 | 0 |
| MA-COM TECHNOLOGY SOLUTIONS | COM | 55405Y100 | 692 | 30,753 | SH | | DFND | 1 | 30,606 | 0 | 147 |
| MACY'S INC | COM | 55616P104 | 602 | 10,372 | SH | | DFND | 1 | 10,372 | 0 | 0 |
| MADISON SQUARE GAR INC-A | COM | 55826P100 | 1,043 | 16,710 | SH | | DFND | 1 | 16,652 | 0 | 58 |
| MANHATTAN ASSOCIATES INC | COM | 562750109 | 1,343 | 39,001 | SH | | DFND | 1 | 38,826 | 0 | 175 |
| MANNING & NAPIER INC | COM | 56382Q102 | 744 | 43,127 | SH | | DFND | 1 | 42,933 | 0 | 194 |
| MARIN SOFTWARE INC | COM | 56804T106 | 394 | 33,478 | SH | | DFND | 1 | 33,478 | 0 | 0 |
| MARRIOTT VACATIONS WORLD | COM | 57164Y107 | 913 | 15,566 | SH | | DFND | 1 | 15,496 | 0 | 70 |
| MASTERCARD INC-CLASS A | COM | 57636Q104 | 5,631 | 76,642 | SH | | DFND | 1 | 76,642 | 0 | 0 |
| MATRIX SERVICE CO | COM | 576853105 | 556 | 16,947 | SH | | DFND | 1 | 16,871 | 0 | 76 |
| MCKESSON CORP | COM | 58155Q103 | 4,381 | 23,529 | SH | | DFND | 1 | 23,529 | 0 | 0 |
| MEAD JOHNSON NUTRITION CO | COM | 582839106 | 1,059 | 11,364 | SH | | DFND | 1 | 11,364 | 0 | 0 |
| MEDASSETS INC | COM | 584045108 | 2,468 | 108,031 | SH | | DFND | 1 | 107,883 | 0 | 148 |
| MEDIVATION INC 2.625% 04/01/17 CVT | BND | 58501NAA9 | 35,859 | 22,500,000 | PRN | | DFND | 1 | 22,500,000 | 0 | 0 |
| MEDTRONIC INC | COM | 585055106 | 718 | 11,269 | SH | | DFND | 1 | 11,269 | 0 | 0 |
| MELLANOX TECHNOLOGIES LTD | COM | M51363113 | 1,785 | 51,209 | SH | | DFND | 1 | 51,209 | 0 | 0 |
| MENTOR GRAPHICS CORP | COM | 587200106 | 589 | 27,326 | SH | | DFND | 1 | 27,204 | 0 | 122 |
| MERCADOLIBRE INC | COM | 58733R102 | 1,889 | 19,800 | SH | | DFND | 1 | 19,800 | 0 | 0 |
| MERCK & CO. INC. | COM | 58933Y105 | 796 | 13,757 | SH | | DFND | 1 | 13,757 | 0 | 0 |
| MERIT MEDICAL SYSTEMS INC | COM | 589889104 | 589 | 39,037 | SH | | DFND | 1 | 38,862 | 0 | 175 |
| MERITOR INC | COM | 59001K100 | 1,132 | 86,759 | SH | | DFND | 1 | 86,431 | 0 | 328 |
| METHANEX CORP | COM | 59151K108 | 5,320 | 86,105 | SH | | DFND | 1 | 86,018 | 0 | 87 |
| MICHAEL KORS HOLDINGS LTD | COM | G60754101 | 3,184 | 35,916 | SH | | DFND | 1 | 35,916 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC | COM | 595017104 | 1,683 | 34,469 | SH | | DFND | 1 | 34,469 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 | 10,495 | 251,696 | SH | | DFND | 1 | 251,696 | 0 | 0 |
| MINERALS TECHNOLOGIES INC | COM | 603158106 | 869 | 13,245 | SH | | DFND | 1 | 13,185 | 0 | 60 |
| Molycorp, Inc | COM | 608753109 | 118 | 45,900 | SH | Put | DFND | 1 | 45,900 | 0 | 0 |
| MONSANTO CO | COM | 61166W101 | 920 | 7,377 | SH | | DFND | 1 | 7,377 | 0 | 0 |
| MONSTER BEVERAGE CORP | COM | 611740101 | 477 | 6,715 | SH | | DFND | 1 | 6,715 | 0 | 0 |
| MOODY'S CORP | COM | 615369105 | 1,890 | 21,559 | SH | | DFND | 1 | 21,559 | 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 | 872 | 20,927 | SH | | DFND | 1 | 20,833 | 0 | 94 |
| MUELLER WATER PRODUCTS INC-A | COM | 624758108 | 794 | 91,895 | SH | | DFND | 1 | 91,515 | 0 | 380 |
| MYERS INDUSTRIES INC | COM | 628464109 | 583 | 29,057 | SH | | DFND | 1 | 28,926 | 0 | 131 |
| MYLAN INC | COM | 628530107 | 934 | 18,128 | SH | | DFND | 1 | 18,128 | 0 | 0 |
| MYLAN INC 3.750% 09/15/15 CVT | BND | 628530AJ6 | 485 | 125,000 | PRN | | DFND | 1 | 125,000 | 0 | 0 |
| NETFLIX INC | COM | 64110L106 | 206 | 468 | SH | | DFND | 1 | 468 | 0 | 0 |
| NEWMONT MINING CORP | COM | 651639106 | 605 | 23,800 | SH | | DFND | 1 | 23,800 | 0 | 0 |
| NEWPORT CORP | COM | 651824104 | 1,010 | 54,578 | SH | | DFND | 1 | 54,410 | 0 | 168 |
| NIKE INC -CL B | COM | 654106103 | 1,960 | 25,269 | SH | | DFND | 1 | 25,269 | 0 | 0 |
| NMI HOLDINGS INC-CLASS A | COM | 629209305 | 620 | 59,061 | SH | | DFND | 1 | 58,796 | 0 | 265 |
| NORFOLK SOUTHERN CORP | COM | 655844108 | 582 | 5,644 | SH | | DFND | 1 | 5,644 | 0 | 0 |
| NUSTAR GP HOLDINGS LLC | COM | 67059L102 | 1,863 | 47,619 | SH | | DFND | 1 | 47,498 | 0 | 121 |
| NXP SEMICONDUCTORS NV | COM | N6596X109 | 338 | 5,105 | SH | | DFND | 1 | 5,105 | 0 | 0 |
| OASIS PETROLEUM INC | COM | 674215108 | 882 | 15,785 | SH | | DFND | 1 | 15,714 | 0 | 71 |
| OCEANEERING INTL INC | COM | 675232102 | 909 | 11,639 | SH | | DFND | 1 | 11,639 | 0 | 0 |
| OCWEN FINANCIAL CORP | COM | 675746309 | 2,129 | 57,374 | SH | | DFND | 1 | 57,374 | 0 | 0 |
| ON SEMICONDUCTOR CORPORATION | COM | 682189105 | 824 | 90,100 | SH | | DFND | 1 | 90,100 | 0 | 0 |
| ORACLE CORP | COM | 68389X105 | 4,168 | 102,837 | SH | | DFND | 1 | 102,837 | 0 | 0 |
| O'REILLY AUTOMOTIVE INC | COM | 67103H107 | 3,311 | 21,982 | SH | | DFND | 1 | 21,982 | 0 | 0 |
| OWENS-ILLINOIS INC | COM | 690768403 | 1,109 | 32,025 | SH | | DFND | 1 | 32,025 | 0 | 0 |
| PACCAR INC | COM | 693718108 | 495 | 7,881 | SH | | DFND | 1 | 7,881 | 0 | 0 |
| PACKAGING CORP OF AMERICA | COM | 695156109 | 3,199 | 44,744 | SH | | DFND | 1 | 44,744 | 0 | 0 |
| PACWEST BANCORP | COM | 695263103 | 3,598 | 83,331 | SH | | DFND | 1 | 83,162 | 0 | 169 |
| PALO ALTO NETWORKS INC | COM | 697435105 | 541 | 6,450 | SH | | DFND | 1 | 6,450 | 0 | 0 |
| PENN NATIONAL GAMING INC | COM | 707569109 | 562 | 46,289 | SH | | DFND | 1 | 46,081 | 0 | 208 |
| PEPSICO INC | COM | 713448108 | 3,624 | 40,562 | SH | | DFND | 1 | 40,562 | 0 | 0 |
| PERKINELMER INC | COM | 714046109 | 567 | 12,109 | SH | | DFND | 1 | 12,109 | 0 | 0 |
| PFIZER INC | COM | 717081103 | 1,127 | 37,955 | SH | | DFND | 1 | 37,955 | 0 | 0 |
| PHILLIPS 66 | COM | 718546104 | 1,676 | 20,830 | SH | | DFND | 1 | 20,830 | 0 | 0 |
| PINNACLE FOODS INC | COM | 72348P104 | 2,717 | 82,559 | SH | | DFND | 1 | 82,559 | 0 | 0 |
| PINNACLE WEST CAPITAL | COM | 723484101 | 795 | 13,739 | SH | | DFND | 1 | 13,739 | 0 | 0 |
| PIONEER ENERGY SERVICES CORP | COM | 723664108 | 414 | 23,612 | SH | | DFND | 1 | 23,506 | 0 | 106 |
| PIONEER NATURAL RESOURCES CO | COM | 723787107 | 1,807 | 7,862 | SH | | DFND | 1 | 7,862 | 0 | 0 |
| PNC FINANCIAL SERVICES GROUP | COM | 693475105 | 407 | 4,581 | SH | | DFND | 1 | 4,581 | 0 | 0 |
| PORTLAND GENERAL ELECTRIC CO | COM | 736508847 | 3,953 | 114,011 | SH | | DFND | 1 | 113,836 | 0 | 175 |
| POST HOLDINGS INC | COM | 737446104 | 789 | 15,505 | SH | | DFND | 1 | 15,436 | 0 | 69 |
| PPG INDUSTRIES INC | COM | 693506107 | 2,913 | 13,859 | SH | | DFND | 1 | 13,859 | 0 | 0 |
| PPL CORPORATION | COM | 69351T106 | 592 | 16,666 | SH | | DFND | 1 | 16,666 | 0 | 0 |
| PRICELINE GROUP INC/THE | COM | 741503403 | 11,183 | 9,296 | SH | | DFND | 1 | 9,296 | 0 | 0 |
| PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT | BND | 741503AQ9 | 255 | 180,000 | PRN | | DFND | 1 | 180,000 | 0 | 0 |
| PRIMERICA INC | COM | 74164M108 | 1,391 | 29,076 | SH | | DFND | 1 | 28,946 | 0 | 130 |
| PROCTER & GAMBLE CO/THE | COM | 742718109 | 584 | 7,443 | SH | | DFND | 1 | 7,443 | 0 | 0 |
| PROGENICS PHARMACEUTICALS | COM | 743187106 | 253 | 58,691 | SH | | DFND | 1 | 58,402 | 0 | 289 |
| Progenics Pharmaceuticals, Inc. | COM | 743187106 | 366 | 85,000 | SH | Call | DFND | 1 | 85,000 | 0 | 0 |
| PRUDENTIAL PLC-ADR | ADR | 74435K204 | 205 | 4,485 | SH | | DFND | 1 | 4,485 | 0 | 0 |
| PS BUSINESS PARKS INC/CA | COM | 69360J107 | 1,360 | 16,289 | SH | | DFND | 1 | 16,237 | 0 | 52 |
| PTC INC | COM | 69370C100 | 6,032 | 155,451 | SH | | DFND | 1 | 155,314 | 0 | 137 |
| PUBLIC SERVICE ENTERPRISE GP | COM | 744573106 | 278 | 6,814 | SH | | DFND | 1 | 6,814 | 0 | 0 |
| QUALCOMM INC | COM | 747525103 | 3,847 | 48,562 | SH | | DFND | 1 | 48,562 | 0 | 0 |
| QUANTA SERVICES INC | COM | 74762E102 | 2,187 | 63,245 | SH | | DFND | 1 | 63,245 | 0 | 0 |
| RADIAN GROUP INC 3.000% 11/15/17 CVT | BND | 750236AK7 | 362 | 250,000 | PRN | | DFND | 1 | 250,000 | 0 | 0 |
| RAIT FINANCIAL TRUST 4.000% 10/01/33 CVT | BND | 749227AB0 | 6,816 | 7,000,000 | PRN | | DFND | 1 | 7,000,000 | 0 | 0 |
| RANGE RESOURCES CORP | COM | 75281A109 | 552 | 6,352 | SH | | DFND | 1 | 6,352 | 0 | 0 |
| RCS CAPITAL CORP-CLASS A | COM | 74937W102 | 1,645 | 77,498 | SH | | DFND | 1 | 77,351 | 0 | 147 |
| REGIONS FINANCIAL CORP | COM | 7591EP100 | 673 | 63,345 | SH | | DFND | 1 | 63,345 | 0 | 0 |
| REGIS CORP 5.000% 07/15/14 CVT | BND | 758932AA5 | 7,004 | 7,000,000 | PRN | | DFND | 1 | 7,000,000 | 0 | 0 |
| RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 592 | 5,532 | SH | | DFND | 1 | 5,532 | 0 | 0 |
| RESOURCE CAPITAL CORP | COM | 76120W302 | 779 | 138,298 | SH | | DFND | 1 | 137,676 | 0 | 622 |
| RESTORATION HARDWARE HOLDING | COM | 761283100 | 5,418 | 58,232 | SH | | DFND | 1 | 58,200 | 0 | 32 |
| ROCKWELL AUTOMATION INC | COM | 773903109 | 2,608 | 20,840 | SH | | DFND | 1 | 20,840 | 0 | 0 |
| ROYAL CARIBBEAN CRUISES LTD | COM | V7780T103 | 2,175 | 39,114 | SH | | DFND | 1 | 39,114 | 0 | 0 |
| RPC INC | COM | 749660106 | 901 | 38,358 | SH | | DFND | 1 | 38,358 | 0 | 0 |
| RYANAIR HOLDINGS PLC-SP ADR | ADR | 783513104 | 248 | 4,437 | SH | | DFND | 1 | 4,437 | 0 | 0 |
| RYLAND GROUP 1.625% 05/15/18 CVT | BND | 783764AQ6 | 7,645 | 5,500,000 | PRN | | DFND | 1 | 5,500,000 | 0 | 0 |
| SALESFORCE.COM INC | COM | 79466L302 | 4,917 | 84,652 | SH | | DFND | 1 | 84,652 | 0 | 0 |
| SALIX PHARMACEUTICALS LT 1.500% 03/15/19 CVT | BND | 795435AE6 | 38,948 | 19,840,000 | PRN | | DFND | 1 | 19,840,000 | 0 | 0 |
| SALIX PHARMACEUTICALS LT 2.750% 05/15/15 CVT | BND | 795435AC0 | 31,333 | 11,727,000 | PRN | | DFND | 1 | 11,727,000 | 0 | 0 |
| SANDISK CORP 1.500% 08/15/17 CVT | BND | 80004CAD3 | 427 | 210,000 | PRN | | DFND | 1 | 210,000 | 0 | 0 |
| SANOFI-ADR | ADR | 80105N105 | 216 | 4,065 | SH | | DFND | 1 | 4,065 | 0 | 0 |
| SCHLUMBERGER LTD | COM | 806857108 | 4,326 | 36,679 | SH | | DFND | 1 | 36,679 | 0 | 0 |
| SCHWAB (CHARLES) CORP | COM | 808513105 | 1,411 | 52,382 | SH | | DFND | 1 | 52,382 | 0 | 0 |
| SCRIPPS NETWORKS INTER-CL A | COM | 811065101 | 1,604 | 19,772 | SH | | DFND | 1 | 19,772 | 0 | 0 |
| Sears Holdings Corporation | COM | 812350106 | 300 | 7,500 | SH | Put | DFND | 1 | 7,500 | 0 | 0 |
| SEI INVESTMENTS COMPANY | COM | 784117103 | 324 | 9,873 | SH | | DFND | 1 | 9,873 | 0 | 0 |
| SELECT INCOME REIT | COM | 81618T100 | 2,311 | 77,985 | SH | | DFND | 1 | 77,829 | 0 | 156 |
| SELECT MEDICAL HOLDINGS CORP | COM | 81619Q105 | 1,845 | 118,311 | SH | | DFND | 1 | 118,032 | 0 | 279 |
| SEMGROUP CORP-CLASS A | COM | 81663A105 | 5,285 | 67,022 | SH | | DFND | 1 | 66,919 | 0 | 103 |
| SENSATA TECHNOLOGIES HOLDING | COM | N7902X106 | 1,307 | 27,956 | SH | | DFND | 1 | 27,956 | 0 | 0 |
| SHUTTERFLY INC 0.250% 05/15/18 CVT | BND | 82568PAB2 | 5,524 | 5,500,000 | PRN | | DFND | 1 | 5,500,000 | 0 | 0 |
| SIGNET JEWELERS LTD | COM | G81276100 | 777 | 7,021 | SH | | DFND | 1 | 7,021 | 0 | 0 |
| SIMON PROPERTY GROUP INC | COM | 828806109 | 2,440 | 14,674 | SH | | DFND | 1 | 14,674 | 0 | 0 |
| SIRONA DENTAL SYSTEMS INC | COM | 82966C103 | 434 | 5,263 | SH | | DFND | 1 | 5,263 | 0 | 0 |
| SM ENERGY CO | COM | 78454L100 | 3,401 | 40,431 | SH | | DFND | 1 | 40,431 | 0 | 0 |
| SOUTHWEST AIRLINES CO | COM | 844741108 | 1,107 | 41,186 | SH | | DFND | 1 | 41,186 | 0 | 0 |
| SPANSION INC-CLASS A | COM | 84649R200 | 1,419 | 67,343 | SH | | DFND | 1 | 67,040 | 0 | 303 |
| SPECTRANETICS CORP 2.625% 06/01/34 CVT | BND | 84760CAA5 | 14,032 | 13,500,000 | PRN | | DFND | 1 | 13,500,000 | 0 | 0 |
| SPIRIT REALTY CAPITAL IN 3.750% 05/15/21 CVT | BND | 84860WAB8 | 5,022 | 5,000,000 | PRN | | DFND | 1 | 5,000,000 | 0 | 0 |
| STANLEY BLACK & DECKER INC | COM | 854502101 | 399 | 4,542 | SH | | DFND | 1 | 4,542 | 0 | 0 |
| STARBUCKS CORP | COM | 855244109 | 1,657 | 21,415 | SH | | DFND | 1 | 21,415 | 0 | 0 |
| STARWOOD HOTELS & RESORTS | COM | 85590A401 | 274 | 3,381 | SH | | DFND | 1 | 3,381 | 0 | 0 |
| STARWOOD WAYPOINT RESIDE | COM | 85571W109 | 399 | 15,235 | SH | | DFND | 1 | 15,235 | 0 | 0 |
| STARZ - A | COM | 85571Q102 | 1,216 | 40,805 | SH | | DFND | 1 | 40,625 | 0 | 180 |
| SUN HYDRAULICS CORP | COM | 866942105 | 1,082 | 26,649 | SH | | DFND | 1 | 26,528 | 0 | 121 |
| SUNTRUST BANKS INC | COM | 867914103 | 428 | 10,682 | SH | | DFND | 1 | 10,682 | 0 | 0 |
| SUPERIOR ENERGY SERVICES INC | COM | 868157108 | 301 | 8,313 | SH | | DFND | 1 | 8,313 | 0 | 0 |
| SURGICAL CARE AFFILIATES INC | COM | 86881L106 | 862 | 29,646 | SH | | DFND | 1 | 29,505 | 0 | 141 |
| SYNNEX CORP | COM | 87162W100 | 1,162 | 15,957 | SH | | DFND | 1 | 15,889 | 0 | 68 |
| T ROWE PRICE GROUP INC | COM | 74144T108 | 2,759 | 32,685 | SH | | DFND | 1 | 32,685 | 0 | 0 |
| TAKE-TWO INTERACTIVE SOF 1.750% 12/01/16 CVT | BND | 874054AC3 | 16,359 | 12,500,000 | PRN | | DFND | 1 | 12,500,000 | 0 | 0 |
| TAL EDUCATION GROUP- ADR | ADR | 874080104 | 3,801 | 138,234 | SH | | DFND | 1 | 138,234 | 0 | 0 |
| TANGER FACTORY OUTLET CENTER | COM | 875465106 | 444 | 12,700 | SH | | DFND | 1 | 12,700 | 0 | 0 |
| TARGA RESOURCES CORP | COM | 87612G101 | 2,940 | 21,067 | SH | | DFND | 1 | 21,022 | 0 | 45 |
| TEEKAY CORP | COM | Y8564W103 | 3,497 | 56,186 | SH | | DFND | 1 | 56,129 | 0 | 57 |
| TEVA PHARMACEUTICAL-SP ADR | ADR | 881624209 | 506 | 9,647 | SH | | DFND | 1 | 9,647 | 0 | 0 |
| TFS FINANCIAL CORP | COM | 87240R107 | 447 | 31,330 | SH | | DFND | 1 | 31,330 | 0 | 0 |
| THERMON GROUP HOLDINGS INC | COM | 88362T103 | 934 | 35,474 | SH | | DFND | 1 | 35,314 | 0 | 160 |
| TIFFANY & CO | COM | 886547108 | 458 | 4,565 | SH | | DFND | 1 | 4,565 | 0 | 0 |
| TIME WARNER CABLE | COM | 88732J207 | 1,754 | 11,910 | SH | | DFND | 1 | 11,910 | 0 | 0 |
| TOLL BROTHERS INC | COM | 889478103 | 4,100 | 111,100 | SH | | DFND | 1 | 111,100 | 0 | 0 |
| TORCHMARK CORP | COM | 891027104 | 460 | 5,623 | SH | | DFND | 1 | 5,623 | 0 | 0 |
| TRANSDIGM GROUP INC | COM | 893641100 | 1,678 | 10,028 | SH | | DFND | 1 | 10,028 | 0 | 0 |
| TREX COMPANY INC | COM | 89531P105 | 553 | 19,174 | SH | | DFND | 1 | 19,084 | 0 | 90 |
| TRICO BANCSHARES | COM | 896095106 | 686 | 29,641 | SH | | DFND | 1 | 29,506 | 0 | 135 |
| TYSON FOODS INC-CL A | COM | 902494103 | 431 | 11,491 | SH | | DFND | 1 | 11,491 | 0 | 0 |
| UDR INC | COM | 902653104 | 353 | 12,335 | SH | | DFND | 1 | 12,335 | 0 | 0 |
| UNION PACIFIC CORP | COM | 907818108 | 8,286 | 83,061 | SH | | DFND | 1 | 83,061 | 0 | 0 |
| UNITED PARCEL SERVICE-CL B | COM | 911312106 | 2,328 | 22,679 | SH | | DFND | 1 | 22,679 | 0 | 0 |
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 3,203 | 27,746 | SH | | DFND | 1 | 27,746 | 0 | 0 |
| UNIVERSAL AMERICAN CORP | COM | 91338E101 | 670 | 80,414 | SH | | DFND | 1 | 80,058 | 0 | 356 |
| VALEANT PHARMACEUTICALS INTE | COM | 91911K102 | 1,642 | 13,016 | SH | | DFND | 1 | 13,016 | 0 | 0 |
| VALERO ENERGY CORP | COM | 91913Y100 | 257 | 5,131 | SH | | DFND | 1 | 5,131 | 0 | 0 |
| VANTIV INC - CL A | COM | 92210H105 | 610 | 18,142 | SH | | DFND | 1 | 18,142 | 0 | 0 |
| VENTAS INC | COM | 92276F100 | 459 | 7,154 | SH | | DFND | 1 | 7,154 | 0 | 0 |
| VERACYTE INC | COM | 92337F107 | 746 | 43,560 | SH | | DFND | 1 | 43,366 | 0 | 194 |
| VERIFONE SYSTEMS INC | COM | 92342Y109 | 833 | 22,670 | SH | | DFND | 1 | 22,568 | 0 | 102 |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 7,059 | 144,276 | SH | | DFND | 1 | 144,276 | 0 | 0 |
| VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 895 | 9,460 | SH | | DFND | 1 | 9,460 | 0 | 0 |
| VF CORP | COM | 918204108 | 1,663 | 26,394 | SH | | DFND | 1 | 26,394 | 0 | 0 |
| VIACOM INC-CLASS B | COM | 92553P201 | 4,715 | 54,361 | SH | | DFND | 1 | 54,361 | 0 | 0 |
| VIPSHOP HOLDINGS LTD - ADS | COM | 92763W103 | 2,656 | 14,151 | SH | | DFND | 1 | 14,151 | 0 | 0 |
| VIRTUS INVESTMENT PARTNERS | COM | 92828Q109 | 1,037 | 4,895 | SH | | DFND | 1 | 4,874 | 0 | 21 |
| VISA INC-CLASS A SHARES | COM | 92826C839 | 2,806 | 13,314 | SH | | DFND | 1 | 13,314 | 0 | 0 |
| VISHAY PRECISION GROUP | COM | 92835K103 | 457 | 27,758 | SH | | DFND | 1 | 27,632 | 0 | 126 |
| VOYA FINANCIAL INC | COM | 929089100 | 1,558 | 42,862 | SH | | DFND | 1 | 42,862 | 0 | 0 |
| WABCO HOLDINGS INC | COM | 92927K102 | 1,372 | 12,849 | SH | | DFND | 1 | 12,849 | 0 | 0 |
| WABTEC CORP | COM | 929740108 | 2,271 | 27,493 | SH | | DFND | 1 | 27,493 | 0 | 0 |
| WALGREEN CO | COM | 931422109 | 1,387 | 18,706 | SH | | DFND | 1 | 18,706 | 0 | 0 |
| WALT DISNEY CO/THE | COM | 254687106 | 3,469 | 40,459 | SH | | DFND | 1 | 40,459 | 0 | 0 |
| WASTE MANAGEMENT INC | COM | 94106L109 | 673 | 15,046 | SH | | DFND | 1 | 15,046 | 0 | 0 |
| WATSCO INC | COM | 942622200 | 1,328 | 12,927 | SH | | DFND | 1 | 12,868 | 0 | 59 |
| WEB.COM GROUP INC 1.000% 08/15/18 CVT | BND | 94733AAA2 | 3,627 | 3,380,000 | PRN | | DFND | 1 | 3,380,000 | 0 | 0 |
| WELLCARE HEALTH PLANS INC | COM | 94946T106 | 756 | 10,136 | SH | | DFND | 1 | 10,090 | 0 | 46 |
| WELLPOINT INC 2.750% 10/15/42 CVT | BND | 94973VBG1 | 15,418 | 10,065,000 | PRN | | DFND | 1 | 10,065,000 | 0 | 0 |
| WELLS FARGO & CO | COM | 949746101 | 1,068 | 20,333 | SH | | DFND | 1 | 20,333 | 0 | 0 |
| WESCO INTERNATIONAL INC | COM | 95082P105 | 322 | 3,731 | SH | | DFND | 1 | 3,731 | 0 | 0 |
| WESTERN DIGITAL CORP | COM | 958102105 | 1,712 | 18,550 | SH | | DFND | 1 | 18,550 | 0 | 0 |
| WESTLAKE CHEMICAL CORP | COM | 960413102 | 3,761 | 44,904 | SH | | DFND | 1 | 44,852 | 0 | 52 |
| WEX INC | COM | 96208T104 | 1,154 | 10,992 | SH | | DFND | 1 | 10,943 | 0 | 49 |
| WEYERHAEUSER CO | COM | 962166104 | 354 | 10,694 | SH | | DFND | 1 | 10,694 | 0 | 0 |
| WHIRLPOOL CORP | COM | 963320106 | 494 | 3,547 | SH | | DFND | 1 | 3,547 | 0 | 0 |
| WHITEWAVE FOODS CO - CL A | COM | 966244105 | 1,415 | 43,701 | SH | | DFND | 1 | 43,584 | 0 | 117 |
| WILLIS GROUP HOLDINGS PLC | COM | G96666105 | 928 | 21,430 | SH | | DFND | 1 | 21,430 | 0 | 0 |
| WINNEBAGO INDUSTRIES | COM | 974637100 | 3,963 | 157,403 | SH | | DFND | 1 | 157,255 | 0 | 148 |
| WINTRUST FINANCIAL CORP | COM | 97650W108 | 752 | 16,344 | SH | | DFND | 1 | 16,269 | 0 | 75 |
| WISCONSIN ENERGY CORP | COM | 976657106 | 429 | 9,140 | SH | | DFND | 1 | 9,140 | 0 | 0 |
| WOLVERINE WORLD WIDE INC | COM | 978097103 | 1,656 | 63,528 | SH | | DFND | 1 | 63,528 | 0 | 0 |
| WORLD FUEL SERVICES CORP | COM | 981475106 | 320 | 6,496 | SH | | DFND | 1 | 6,496 | 0 | 0 |
| WR BERKLEY CORP | COM | 084423102 | 445 | 9,624 | SH | | DFND | 1 | 9,624 | 0 | 0 |
| WRIGHT MEDICAL GROUP INC 2.000% 08/15/17 CVT | BND | 98235TAC1 | 3,476 | 2,535,000 | PRN | | DFND | 1 | 2,535,000 | 0 | 0 |
| WYNDHAM WORLDWIDE CORP | COM | 98310W108 | 2,037 | 26,911 | SH | | DFND | 1 | 26,911 | 0 | 0 |
| WYNN RESORTS LTD | COM | 983134107 | 237 | 1,143 | SH | | DFND | 1 | 1,143 | 0 | 0 |
| XL GROUP PLC | COM | G98290102 | 499 | 15,230 | SH | | DFND | 1 | 15,230 | 0 | 0 |
