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 20,893 119,307 SH   DFND 1 35,312 0 83,995
51JOB INC NOTE 3.250% 4/1 316827AC8 1,215 1,200,000 PRN   DFND 1 0 0 1,200,000
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 9,852 10,000,000 PRN   DFND 1 0 0 10,000,000
ALBEMARLE CORP COM 012653101 4,809 60,631 SH   DFND 1 0 0 60,631
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 736 9,250 SH   DFND 1 9,250 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 11,054 11,000,000 PRN   DFND 1 0 0 11,000,000
AMAZON COM INC COM 023135106 44,140 61,680 SH   DFND 1 9,590 0 52,090
AMC NETWORKS INC CL A 00164V103 627 10,367 SH   DFND 1 6,334 0 4,033
AMERICAN AIRLS GROUP INC COM 02376R102 5,976 211,086 SH   DFND 1 90,495 0 120,591
AMERICAN INTL GROUP INC COM NEW 026874784 8,068 152,545 SH   DFND 1 61,604 0 90,941
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 14,943 14,400,000 PRN   DFND 1 0 0 14,400,000
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 8,530 8,200,000 PRN   DFND 1 0 0 8,200,000
AT&T INC COM 00206R102 23,195 536,787 SH   DFND 1 148,300 0 388,487
BAKER HUGHES INC COM 057224107 1,341 29,698 SH   DFND 1 11,627 0 18,071
BANK AMER CORP COM 060505104 1,555 117,165 SH   DFND 1 46,768 0 70,397
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 8,322 7,500,000 PRN   DFND 1 0 0 7,500,000
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 28,096 28,500,000 PRN   DFND 1 0 0 28,500,000
CALATLANTIC GROUP INC COM 128195104 1,932 52,640 SH   DFND 1 22,482 0 30,158
CAVCO INDS INC DEL COM 149568107 1,978 21,115 SH   DFND 1 9,203 0 11,912
CBRE GROUP INC CL A 12504L109 3,180 120,099 SH   DFND 1 53,049 0 67,050
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 13,898 13,500,000 PRN   DFND 1 0 0 13,500,000
CEMEX SAB DE CV SPON ADR NEW 151290889 731 118,400 SH   DFND 1 118,400 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 9,905 43,324 SH   DFND 1 6,925 0 36,399
CIENA CORP COM NEW 171779309 6,890 344,178 SH   DFND 1 0 0 344,178
CITIGROUP INC COM NEW 172967424 2,293 54,110 SH   DFND 1 21,734 0 32,376
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 28,279 25,350,000 PRN   DFND 1 0 0 25,350,000
CME GROUP INC COM 12572Q105 19,149 196,597 SH   DFND 1 0 0 196,597
COLGATE PALMOLIVE CO COM 194162103 21,128 288,629 SH   DFND 1 84,633 0 203,996
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 481 40,240 SH   DFND 1 40,240 0 0
CONSOLIDATED EDISON INC COM 209115104 9,982 124,088 SH   DFND 1 0 0 124,088
COSTCO WHSL CORP NEW COM 22160K105 17,229 109,706 SH   DFND 1 7,944 0 101,762
CSX CORP COM 126408103 6,868 263,300 SH   DFND 1 112,789 0 150,511
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 927 22,500 SH   DFND 1 22,500 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 20,079 19,000,000 PRN   DFND 1 0 0 19,000,000
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 7,268 6,000,000 PRN   DFND 1 0 0 6,000,000
CVS HEALTH CORP COM 126650100 13,594 141,988 SH   DFND 1 60,087 0 81,901
CYRUSONE INC COM 23283R100 7,319 131,500 SH   DFND 1 0 0 131,500
DEPOMED INC NOTE 2.500% 9/0 249908AA2 7,827 6,500,000 PRN   DFND 1 0 0 6,500,000
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,752 73,456 SH   DFND 1 31,884 0 41,572
DOLLAR TREE INC COM 256746108 14,775 156,778 SH   DFND 1 0 0 156,778
DOVER CORP COM 260003108 15,706 226,583 SH   DFND 1 63,301 0 163,282
EAGLE MATERIALS INC COM 26969P108 5,784 74,980 SH   DFND 1 32,268 0 42,712
EBAY INC COM 278642103 1,019 43,525 SH   DFND 1 16,014 0 27,511
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 11,797 11,000,000 PRN   DFND 1 0 0 11,000,000
EMERSON ELEC CO COM 291011104 22,089 423,504 SH   DFND 1 209,620 0 213,884
ENERGIZER HLDGS INC NEW COM 29272W109 23,028 447,233 SH   DFND 1 0 0 447,233
EXPEDITORS INTL WASH INC COM 302130109 2,089 42,593 SH   DFND 1 18,268 0 24,325
FINISAR CORP COM NEW 31787A507 6,070 346,639 SH   DFND 1 0 0 346,639
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 7,143 8,000,000 PRN   DFND 1 0 0 8,000,000
GARTNER INC COM 366651107 5,335 54,771 SH   DFND 1 23,594 0 31,177
GENERAL DYNAMICS CORP COM 369550108 14,577 104,692 SH   DFND 1 0 0 104,692
GRUBHUB INC COM 400110102 9,551 307,394 SH   DFND 1 0 0 307,394
HANESBRANDS INC COM 410345102 1,383 55,023 SH   DFND 1 22,484 0 32,539
HOLOGIC INC FRNT 12/1 436440AG6 24,641 20,300,000 PRN   DFND 1 0 0 20,300,000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 5,745 4,500,000 PRN   DFND 1 0 0 4,500,000
HP INC COM 40434L105 9,431 751,445 SH   DFND 1 751,296 0 149
HUNTINGTON BANCSHARES INC COM 446150104 5,980 668,913 SH   DFND 1 274,126 0 394,787
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 13,568 14,000,000 PRN   DFND 1 0 0 14,000,000
INTEL CORP SDCV 12/1 458140AD2 28,468 22,000,000 PRN   DFND 1 0 0 22,000,000
INTERPUBLIC GROUP COS INC COM 460690100 4,242 183,682 SH   DFND 1 78,325 0 105,357
ISHARES TR NASDQ BIOTEC ETF 464287556 296 1,150 SH   DFND 1 0 0 1,150
ISHARES TR PHLX SEMICND ETF 464287523 337 3,600 SH   DFND 1 0 0 3,600
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 11,797 11,000,000 PRN   DFND 1 0 0 11,000,000
JOHNSON & JOHNSON COM 478160104 63,337 522,145 SH   DFND 1 384,564 0 137,581
KANSAS CITY SOUTHERN COM NEW 485170302 3,348 37,160 SH   DFND 1 15,985 0 21,175
KROGER CO COM 501044101 3,401 92,440 SH   DFND 1 34,717 0 57,723
LAZARD LTD SHS A G54050102 4,854 163,015 SH   DFND 1 67,499 0 95,516
LENNAR CORP CL A 526057104 3,775 81,888 SH   DFND 1 37,201 0 44,687
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,214 77,277 SH   DFND 1 28,827 0 48,450
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 918 36,167 SH   DFND 1 12,050 0 24,117
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 21,875 22,000,000 PRN   DFND 1 0 0 22,000,000
LILLY ELI & CO COM 532457108 54,099 686,963 SH   DFND 1 493,170 0 193,793
LIVE NATION ENTERTAINMENT IN COM 538034109 1,885 80,193 SH   DFND 1 36,033 0 44,160
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 8,566 8,500,000 PRN   DFND 1 0 0 8,500,000
MACQUARIE INFRASTRUCTURE COR COM 55608B105 17,414 235,166 SH   DFND 1 0 0 235,166
MANITOWOC FOODSERVICE INC COM 563568104 1,025 58,212 SH   DFND 1 32,030 0 26,182
MERCADOLIBRE INC COM 58733R102 658 4,680 SH   DFND 1 4,680 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 10,110 8,000,000 PRN   DFND 1 0 0 8,000,000
MERCK & CO INC COM 58933Y105 62,911 1,092,034 SH   DFND 1 821,220 0 270,814
MGM GROWTH PPTYS LLC CL A COM 55303A105 7,475 280,158 SH   DFND 1 0 0 280,158
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 21,076 19,000,000 PRN   DFND 1 0 0 19,000,000
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 6,202 4,300,000 PRN   DFND 1 0 0 4,300,000
MICROSOFT CORP COM 594918104 57,187 1,117,577 SH   DFND 1 826,419 0 291,158
MOHAWK INDS INC COM 608190104 16,201 85,376 SH   DFND 1 0 0 85,376
MOLSON COORS BREWING CO CL B 60871R209 18,629 184,204 SH   DFND 1 0 0 184,204
MONSANTO CO NEW COM 61166W101 3,675 35,528 SH   DFND 1 14,928 0 20,600
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 16,094 16,400,000 PRN   DFND 1 0 0 16,400,000
NORTHROP GRUMMAN CORP COM 666807102 7,335 33,000 SH   DFND 1 0 0 33,000
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 2,416 2,500,000 PRN   DFND 1 0 0 2,500,000
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 30,274 27,900,000 PRN   DFND 1 0 0 27,900,000
OFFICE DEPOT INC COM 676220106 457 138,143 SH   DFND 1 75,677 0 62,466
OLIN CORP COM PAR $1 680665205 25,873 1,041,594 SH   DFND 1 0 0 1,041,594
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 18,969 18,350,000 PRN   DFND 1 0 0 18,350,000
PACCAR INC COM 693718108 2,967 57,206 SH   DFND 1 24,492 0 32,714
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 11,172 8,750,000 PRN   DFND 1 0 0 8,750,000
PAYPAL HLDGS INC COM 70450Y103 1,457 39,905 SH   DFND 1 14,810 0 25,095
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,496 208,900 SH   DFND 1 208,900 0 0
PFIZER INC COM 717081103 61,655 1,751,059 SH   DFND 1 1,327,561 0 423,498
PHILIP MORRIS INTL INC COM 718172109 11,551 113,557 SH   DFND 1 0 0 113,557
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 24,591 21,000,000 PRN   DFND 1 0 0 21,000,000
PRICESMART INC COM 741511109 299 3,200 SH   DFND 1 3,200 0 0
PROCTER & GAMBLE CO COM 742718109 39,148 462,356 SH   DFND 1 204,734 0 257,622
QEP RES INC COM 74733V100 8,026 455,238 SH   DFND 1 0 0 455,238
RED HAT INC NOTE 0.250%10/0 756577AD4 12,722 10,500,000 PRN   DFND 1 0 0 10,500,000
RED ROCK RESORTS INC CL A 75700L108 24,943 1,134,811 SH   DFND 1 0 0 1,134,811
REGIONS FINL CORP NEW COM 7591EP100 1,335 156,763 SH   DFND 1 69,180 0 87,583
REYNOLDS AMERICAN INC COM 761713106 11,031 204,542 SH   DFND 1 0 0 204,542
RICE ENERGY INC COM 762760106 5,650 256,356 SH   DFND 1 0 0 256,356
ROGERS COMMUNICATIONS INC CL B 775109200 4,657 89,046 SH   DFND 1 39,278 0 49,768
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 15,736 12,150,000 PRN   DFND 1 0 0 12,150,000
SCOTTS MIRACLE GRO CO CL A 810186106 4,981 71,237 SH   DFND 1 31,195 0 40,042
SERVICENOW INC NOTE 11/0 81762PAB8 13,078 11,750,000 PRN   DFND 1 0 0 11,750,000
SOTHEBYS COM 835898107 4,153 151,563 SH   DFND 1 64,694 0 86,869
SOUFUN HLDGS LTD NOTE 2.000%12/1 836034AB4 591 600,000 PRN   DFND 1 0 0 600,000
SOUTHERN CO COM 842587107 10,487 195,540 SH   DFND 1 0 0 195,540
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 8,049 7,500,000 PRN   DFND 1 0 0 7,500,000
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 13,973 13,000,000 PRN   DFND 1 0 0 13,000,000
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 27,541 26,500,000 PRN   DFND 1 0 0 26,500,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 10,017 9,950,000 PRN   DFND 1 0 0 9,950,000
SYNCHRONY FINL COM 87165B103 2,832 112,057 SH   DFND 1 47,792 0 64,265
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3,848 146,679 SH   DFND 1 63,065 0 83,614
TATA MTRS LTD SPONSORED ADR 876568502 1,464 42,240 SH   DFND 1 42,240 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 3,434 120,593 SH   DFND 1 52,461 0 68,132
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 5,581 3,290,000 PRN   DFND 1 0 0 3,290,000
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 7,850 8,800,000 PRN   DFND 1 0 0 8,800,000
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 392 400,000 PRN   DFND 1 0 0 400,000
TRIPADVISOR INC COM 896945201 965 15,013 SH   DFND 1 7,253 0 7,760
TWITTER INC NOTE 1.000% 9/1 90184LAD4 18,209 20,400,000 PRN   DFND 1 0 0 20,400,000
UNITED STATES STL CORP NEW COM 912909108 2,967 176,004 SH   DFND 1 69,212 0 106,792
VERIZON COMMUNICATIONS INC COM 92343V104 6,593 118,064 SH   DFND 1 0 0 118,064
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 1,382 1,400,000 PRN   DFND 1 0 0 1,400,000
WAL-MART STORES INC COM 931142103 26,781 366,752 SH   DFND 1 300,840 0 65,912
WILLIS TOWERS WATSON PUB LTD SHS G96629103 3,470 27,914 SH   DFND 1 11,510 0 16,404
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 233 200,000 PRN   DFND 1 0 0 200,000
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 4,594 5,000,000 PRN   DFND 1 0 0 5,000,000
YAHOO INC NOTE 12/0 984332AF3 19,359 19,500,000 PRN   DFND 1 0 0 19,500,000
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 420 21,900 SH   DFND 1 21,900 0 0