The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 12,134 80,555 SH   DFND 1 33,665 0 46,890
51JOB INC NOTE 3.250% 4/1 316827AC8 596 600,000 PRN   DFND 1 0 0 600,000
ADOBE SYS INC COM 00724F101 2,519 26,815 SH   DFND 1 0 0 26,815
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 10,533 11,000,000 PRN   DFND 1 0 0 11,000,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,964 24,164 SH   DFND 1 4,100 0 20,064
ALLERGAN PLC SHS G0177J108 825 2,639 SH   DFND 1 0 0 2,639
ALPHABET INC CAP STK CL A 02079K305 39,628 50,934 SH   DFND 1 0 0 50,934
AMAZON COM INC COM 023135106 40,955 60,594 SH   DFND 1 7,023 0 53,571
AMC NETWORKS INC CL A 00164V103 377 5,051 SH   DFND 1 5,051 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,481 82,198 SH   DFND 1 38,888 0 43,310
AMERICAN EXPRESS CO COM 025816109 1,202 17,281 SH   DFND 1 5,895 0 11,386
AMERICAN INTL GROUP INC COM NEW 026874784 6,339 102,296 SH   DFND 1 49,124 0 53,172
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 9,001 9,000,000 PRN   DFND 1 0 0 9,000,000
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 7,965 8,000,000 PRN   DFND 1 0 0 8,000,000
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 14,508 14,200,000 PRN   DFND 1 0 0 14,200,000
AT&T INC COM 00206R102 12,318 357,953 SH   DFND 1 141,392 0 216,561
BAKER HUGHES INC COM 057224107 1,034 22,395 SH   DFND 1 11,627 0 10,768
BANK AMER CORP COM 060505104 1,325 78,720 SH   DFND 1 37,293 0 41,427
BERRY PLASTICS GROUP INC COM 08579W103 21,393 591,283 SH   DFND 1 0 0 591,283
BOYD GAMING CORP COM 103304101 29,840 1,501,780 SH   DFND 1 0 0 1,501,780
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,034 63,755 SH   DFND 1 38,261 0 25,494
CALATLANTIC GROUP INC COM 128195104 1,224 32,265 SH   DFND 1 14,974 0 17,291
CAVCO INDS INC DEL COM 149568107 1,114 13,380 SH   DFND 1 6,259 0 7,121
CBRE GROUP INC CL A 12504L109 2,594 75,013 SH   DFND 1 38,338 0 36,675
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 398 400,000 PRN   DFND 1 0 0 400,000
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 17,034 18,400,000 PRN   DFND 1 0 0 18,400,000
CEMEX SAB DE CV SPON ADR NEW 151290889 387 69,500 SH   DFND 1 69,500 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,746 9,540 SH   DFND 1 2,585 0 6,955
CITIGROUP INC COM NEW 172967424 1,868 36,105 SH   DFND 1 17,331 0 18,774
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 39,807 36,150,000 PRN   DFND 1 0 0 36,150,000
COLGATE PALMOLIVE CO COM 194162103 12,959 194,519 SH   DFND 1 80,691 0 113,828
CONSOLIDATED EDISON INC COM 209115104 4,473 69,601 SH   DFND 1 0 0 69,601
CONSTELLATION BRANDS INC CL A 21036P108 20,540 144,199 SH   DFND 1 0 0 144,199
COSTCO WHSL CORP NEW COM 22160K105 2,389 14,793 SH   DFND 1 6,335 0 8,458
CSRA INC COM 12650T104 5,976 199,199 SH   DFND 1 0 0 199,199
CSX CORP COM 126408103 3,484 134,235 SH   DFND 1 65,068 0 69,167
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,178 25,442 SH   DFND 1 5,600 0 19,842
CVS HEALTH CORP COM 126650100 13,140 134,402 SH   DFND 1 57,288 0 77,114
DELTA AIR LINES INC DEL COM NEW 247361702 18,773 370,341 SH   DFND 1 0 0 370,341
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,178 46,703 SH   DFND 1 22,017 0 24,686
DOVER CORP COM 260003108 9,293 151,576 SH   DFND 1 60,350 0 91,226
E TRADE FINANCIAL CORP COM NEW 269246401 14,829 500,315 SH   DFND 1 0 0 500,315
EAGLE MATERIALS INC COM 26969P108 2,896 47,917 SH   DFND 1 23,676 0 24,241
EBAY INC COM 278642103 794 28,880 SH   DFND 1 12,770 0 16,110
ELECTRONIC ARTS INC COM 285512109 9,162 133,318 SH   DFND 1 0 0 133,318
EMERSON ELEC CO COM 291011104 15,958 333,637 SH   DFND 1 214,258 0 119,379
EPAM SYS INC COM 29414B104 7,303 92,895 SH   DFND 1 0 0 92,895
EXPEDITORS INTL WASH INC COM 302130109 1,241 27,508 SH   DFND 1 13,502 0 14,006
FACEBOOK INC CL A 30303M102 2,756 26,333 SH   DFND 1 0 0 26,333
FLEETCOR TECHNOLOGIES INC COM 339041105 7,468 52,247 SH   DFND 1 0 0 52,247
GARTNER INC COM 366651107 3,531 38,933 SH   DFND 1 18,814 0 20,119
GENERAL ELECTRIC CO COM 369604103 1,076 34,537 SH   DFND 1 0 0 34,537
HANESBRANDS INC COM 410345102 1,074 36,470 SH   DFND 1 17,929 0 18,541
HARRIS CORP DEL COM 413875105 16,110 185,387 SH   DFND 1 0 0 185,387
HOLOGIC INC FRNT 12/1 436440AG6 20,811 16,300,000 PRN   DFND 1 0 0 16,300,000
HP INC COM 40434L105 8,702 734,882 SH   DFND 1 734,733 0 149
HUNTINGTON BANCSHARES INC COM 446150104 3,133 283,225 SH   DFND 1 139,316 0 143,909
INTEL CORP SDCV 3.250% 8/0 458140AF7 16,240 9,750,000 PRN   DFND 1 0 0 9,750,000
INTEL CORP SDCV 12/1 458140AD2 19,958 15,500,000 PRN   DFND 1 0 0 15,500,000
INTERPUBLIC GROUP COS INC COM 460690100 2,767 118,866 SH   DFND 1 58,375 0 60,491
ISHARES TR PHLX SEMICND ETF 464287523 323 3,600 SH   DFND 1 0 0 3,600
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 7,495 7,000,000 PRN   DFND 1 0 0 7,000,000
JARDEN CORP NOTE 1.500% 6/1 471109AL2 13,327 9,000,000 PRN   DFND 1 0 0 9,000,000
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 10,538 10,000,000 PRN   DFND 1 0 0 10,000,000
JOHNSON & JOHNSON COM 478160104 47,303 460,503 SH   DFND 1 383,675 0 76,828
KANSAS CITY SOUTHERN COM NEW 485170302 1,765 23,642 SH   DFND 1 11,625 0 12,017
KEYCORP NEW COM 493267108 2,065 156,554 SH   DFND 1 79,886 0 76,668
KONA GRILL INC COM 50047H201 5,784 364,660 SH   DFND 1 0 0 364,660
KROGER CO COM 501044101 2,744 65,588 SH   DFND 1 32,316 0 33,272
LAM RESEARCH CORP COM 512807108 859 10,820 SH   DFND 1 0 0 10,820
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 13,063 10,000,000 PRN   DFND 1 0 0 10,000,000
LAZARD LTD SHS A G54050102 1,758 39,055 SH   DFND 1 19,142 0 19,913
LENNAR CORP CL A 526057104 2,445 50,003 SH   DFND 1 23,660 0 26,343
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,186 53,623 SH   DFND 1 22,987 0 30,636
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,861 43,925 SH   DFND 1 0 0 43,925
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 705 25,802 SH   DFND 1 12,050 0 13,752
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 542 14,236 SH   DFND 1 0 0 14,236
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 18,905 19,000,000 PRN   DFND 1 0 0 19,000,000
LILLY ELI & CO COM 532457108 52,783 626,447 SH   DFND 1 514,832 0 111,615
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 40,349 38,300,000 PRN   DFND 1 0 0 38,300,000
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 5,098 5,000,000 PRN   DFND 1 0 0 5,000,000
LIVE NATION ENTERTAINMENT IN COM 538034109 1,195 48,624 SH   DFND 1 20,881 0 27,743
MASCO CORP COM 574599106 24,838 877,672 SH   DFND 1 0 0 877,672
MASTERCARD INC CL A 57636Q104 2,822 28,981 SH   DFND 1 0 0 28,981
MERCK & CO INC NEW COM 58933Y105 49,979 946,223 SH   DFND 1 795,015 0 151,208
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 2,765 1,900,000 PRN   DFND 1 0 0 1,900,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 12,214 14,650,000 PRN   DFND 1 0 0 14,650,000
MICROSOFT CORP COM 594918104 58,444 1,053,419 SH   DFND 1 853,823 0 199,596
MOLSON COORS BREWING CO CL B 60871R209 30,962 329,659 SH   DFND 1 0 0 329,659
MONSANTO CO NEW COM 61166W101 2,450 24,869 SH   DFND 1 11,904 0 12,965
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 16,174 16,200,000 PRN   DFND 1 0 0 16,200,000
NEWELL RUBBERMAID INC COM 651229106 19,239 436,449 SH   DFND 1 0 0 436,449
NIKE INC CL B 654106103 1,429 22,870 SH   DFND 1 0 0 22,870
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 26,388 23,700,000 PRN   DFND 1 0 0 23,700,000
OFFICE DEPOT INC COM 676220106 692 122,812 SH   DFND 1 60,346 0 62,466
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 12,400 11,000,000 PRN   DFND 1 0 0 11,000,000
PACCAR INC COM 693718108 1,754 37,013 SH   DFND 1 18,913 0 18,100
PAYPAL HLDGS INC COM 70450Y103 1,011 27,920 SH   DFND 1 11,810 0 16,110
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 335 78,000 SH   DFND 1 78,000 0 0
PFIZER INC COM 717081103 49,247 1,525,611 SH   DFND 1 1,284,847 0 240,764
PHILIP MORRIS INTL INC COM 718172109 4,817 54,792 SH   DFND 1 7,135 0 47,657
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 6,422 4,500,000 PRN   DFND 1 0 0 4,500,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 23,145 19,500,000 PRN   DFND 1 0 0 19,500,000
PROCTER & GAMBLE CO COM 742718109 27,354 344,463 SH   DFND 1 196,092 0 148,371
QIHOO 360 TECHNOLOGY CO LTD NOTE 1.750% 8/1 74734MAF6 13,995 14,500,000 PRN   DFND 1 0 0 14,500,000
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 296 300,000 PRN   DFND 1 0 0 300,000
QIHOO 360 TECHNOLOGY CO LTD NOTE 0.500% 8/1 74734MAE9 290 300,000 PRN   DFND 1 0 0 300,000
RED HAT INC NOTE 0.250%10/0 756577AD4 16,965 13,000,000 PRN   DFND 1 0 0 13,000,000
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 469 500,000 PRN   DFND 1 0 0 500,000
REGIONS FINL CORP NEW COM 7591EP100 958 99,780 SH   DFND 1 55,165 0 44,615
REYNOLDS AMERICAN INC COM 761713106 5,295 114,728 SH   DFND 1 0 0 114,728
ROGERS COMMUNICATIONS INC CL B 775109200 2,664 55,834 SH   DFND 1 28,645 0 27,189
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 25,863 20,040,000 PRN   DFND 1 0 0 20,040,000
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 17,515 11,160,000 PRN   DFND 1 0 0 11,160,000
SCOTTS MIRACLE GRO CO CL A 810186106 2,906 45,050 SH   DFND 1 22,855 0 22,195
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 234 3,000 SH   DFND 1 0 0 3,000
SERVICENOW INC NOTE 11/0 81762PAB8 11,869 9,200,000 PRN   DFND 1 0 0 9,200,000
SOTHEBYS COM 835898107 2,387 92,660 SH   DFND 1 43,008 0 49,652
SOUFUN HLDGS LTD NOTE 2.000%12/1 836034AB4 569 600,000 PRN   DFND 1 0 0 600,000
SOUTHERN CO COM 842587107 4,250 90,840 SH   DFND 1 0 0 90,840
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 19,139 20,000,000 PRN   DFND 1 0 0 20,000,000
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 237 250,000 PRN   DFND 1 0 0 250,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 14,932 218,721 SH   DFND 1 0 0 218,721
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 34,595 34,000,000 PRN   DFND 1 0 0 34,000,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 8,711 8,800,000 PRN   DFND 1 0 0 8,800,000
SYNCHRONY FINL COM 87165B103 1,804 59,308 SH   DFND 1 31,205 0 28,103
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,131 93,698 SH   DFND 1 46,175 0 47,523
TATA MTRS LTD SPONSORED ADR 876568502 418 14,200 SH   DFND 1 14,200 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,905 54,893 SH   DFND 1 28,853 0 26,040
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 646 700,000 PRN   DFND 1 0 0 700,000
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 35,706 38,000,000 PRN   DFND 1 0 0 38,000,000
TIME WARNER CABLE INC COM 88732J207 2,186 11,779 SH   DFND 1 5,705 0 6,074
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 14,020 13,850,000 PRN   DFND 1 0 0 13,850,000
TOWERS WATSON & CO CL A 891894107 2,320 18,059 SH   DFND 1 8,355 0 9,704
TRIPADVISOR INC COM 896945201 9,112 106,883 SH   DFND 1 1,912 0 104,971
TWITTER INC NOTE 1.000% 9/1 90184LAD4 26,897 32,200,000 PRN   DFND 1 0 0 32,200,000
UNITED STATES STL CORP NEW COM 912909108 1,202 150,606 SH   DFND 1 72,917 0 77,689
VERIZON COMMUNICATIONS INC COM 92343V104 3,046 65,899 SH   DFND 1 0 0 65,899
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 11,544 10,900,000 PRN   DFND 1 0 0 10,900,000
VISA INC COM CL A 92826C839 2,782 35,870 SH   DFND 1 0 0 35,870
WAL-MART STORES INC COM 931142103 20,173 329,103 SH   DFND 1 292,133 0 36,970
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 240 200,000 PRN   DFND 1 0 0 200,000
XILINX INC NOTE 2.625% 6/1 983919AF8 4,900 3,000,000 PRN   DFND 1 0 0 3,000,000