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 15,825 94,967 SH   DFND 1 33,665 0 61,302
51JOB INC NOTE 3.250% 4/1 316827AC8 1,221 1,200,000 PRN   DFND 1 0 0 1,200,000
ADOBE SYS INC COM 00724F101 8,087 86,220 SH   DFND 1 0 0 86,220
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 15,632 16,000,000 PRN   DFND 1 0 0 16,000,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 373 4,722 SH   DFND 1 4,722 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 9,183 9,000,000 PRN   DFND 1 0 0 9,000,000
ALPHABET INC CAP STK CL A 02079K305 29,813 39,078 SH   DFND 1 0 0 39,078
AMAZON COM INC COM 023135106 10,155 17,106 SH   DFND 1 8,807 0 8,299
AMC NETWORKS INC CL A 00164V103 411 6,334 SH   DFND 1 6,334 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 4,189 102,136 SH   DFND 1 56,198 0 45,938
AMERICAN EXPRESS CO COM 025816109 1,061 17,281 SH   DFND 1 5,895 0 11,386
AMERICAN INTL GROUP INC COM NEW 026874784 6,204 114,776 SH   DFND 1 61,604 0 53,172
APPLE INC COM 037833100 20,074 184,185 SH   DFND 1 0 0 184,185
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 14,473 14,200,000 PRN   DFND 1 0 0 14,200,000
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 8,136 8,000,000 PRN   DFND 1 0 0 8,000,000
AT&T INC COM 00206R102 16,396 418,601 SH   DFND 1 141,392 0 277,209
BAKER HUGHES INC COM 057224107 982 22,395 SH   DFND 1 11,627 0 10,768
BANK AMER CORP COM 060505104 1,193 88,195 SH   DFND 1 46,768 0 41,427
BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 358 350,000 PRN   DFND 1 0 0 350,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 8,681 7,500,000 PRN   DFND 1 0 0 7,500,000
BOYD GAMING CORP COM 103304101 30,105 1,457,187 SH   DFND 1 0 0 1,457,187
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 14,404 14,500,000 PRN   DFND 1 0 0 14,500,000
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,424 73,475 SH   DFND 1 47,981 0 25,494
CALATLANTIC GROUP INC COM 128195104 1,206 36,069 SH   DFND 1 18,778 0 17,291
CAVCO INDS INC DEL COM 149568107 1,400 14,970 SH   DFND 1 7,849 0 7,121
CBRE GROUP INC CL A 12504L109 2,443 84,753 SH   DFND 1 48,078 0 36,675
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 14,100 13,500,000 PRN   DFND 1 0 0 13,500,000
CEMEX SAB DE CV SPON ADR NEW 151290889 644 88,500 SH   DFND 1 88,500 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,189 5,875 SH   DFND 1 3,242 0 2,633
CITIGROUP INC COM NEW 172967424 1,691 40,508 SH   DFND 1 21,734 0 18,774
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 36,540 32,650,000 PRN   DFND 1 0 0 32,650,000
COLGATE PALMOLIVE CO COM 194162103 16,179 229,004 SH   DFND 1 80,691 0 148,313
CONSOLIDATED EDISON INC COM 209115104 5,333 69,601 SH   DFND 1 0 0 69,601
COSTCO WHSL CORP NEW COM 22160K105 2,270 14,402 SH   DFND 1 7,944 0 6,458
CSX CORP COM 126408103 3,882 150,766 SH   DFND 1 81,599 0 69,167
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 9,728 7,500,000 PRN   DFND 1 0 0 7,500,000
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 505 11,400 SH   DFND 1 11,400 0 0
CVS HEALTH CORP COM 126650100 16,080 155,023 SH   DFND 1 57,288 0 97,735
DIAMONDBACK ENERGY INC COM 25278X109 7,398 95,858 SH   DFND 1 0 0 95,858
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,412 52,297 SH   DFND 1 27,611 0 24,686
DOLLAR TREE INC COM 256746108 19,046 230,974 SH   DFND 1 0 0 230,974
DOVER CORP COM 260003108 11,462 178,174 SH   DFND 1 60,350 0 117,824
EAGLE MATERIALS INC COM 26969P108 3,782 53,932 SH   DFND 1 29,691 0 24,241
EBAY INC COM 278642103 766 32,124 SH   DFND 1 16,014 0 16,110
EMERSON ELEC CO COM 291011104 19,606 360,547 SH   DFND 1 205,613 0 154,934
EXPEDITORS INTL WASH INC COM 302130109 1,510 30,938 SH   DFND 1 16,932 0 14,006
FACEBOOK INC CL A 30303M102 711 6,229 SH   DFND 1 0 0 6,229
GARTNER INC COM 366651107 3,906 43,713 SH   DFND 1 23,594 0 20,119
GENERAL ELECTRIC CO COM 369604103 1,098 34,537 SH   DFND 1 0 0 34,537
HANESBRANDS INC COM 410345102 1,162 41,025 SH   DFND 1 22,484 0 18,541
HEWLETT PACKARD ENTERPRISE C COM 42824C109 19,029 1,073,239 SH   DFND 1 0 0 1,073,239
HOLOGIC INC FRNT 12/1 436440AG6 11,556 9,300,000 PRN   DFND 1 0 0 9,300,000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 6,788 5,250,000 PRN   DFND 1 0 0 5,250,000
HP INC COM 40434L105 9,033 733,221 SH   DFND 1 733,072 0 149
HUNTINGTON BANCSHARES INC COM 446150104 3,839 402,416 SH   DFND 1 218,680 0 183,736
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 13,101 14,000,000 PRN   DFND 1 0 0 14,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 7,561 4,750,000 PRN   DFND 1 0 0 4,750,000
INTEL CORP SDCV 12/1 458140AD2 33,724 26,500,000 PRN   DFND 1 0 0 26,500,000
INTERPUBLIC GROUP COS INC COM 460690100 3,068 133,697 SH   DFND 1 73,206 0 60,491
ISHARES TR PHLX SEMICND ETF 464287523 330 3,600 SH   DFND 1 0 0 3,600
JARDEN CORP NOTE 1.500% 6/1 471109AL2 5,375 3,500,000 PRN   DFND 1 0 0 3,500,000
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 9,226 9,000,000 PRN   DFND 1 0 0 9,000,000
JOHNSON & JOHNSON COM 478160104 51,467 475,662 SH   DFND 1 374,605 0 101,057
KANSAS CITY SOUTHERN COM NEW 485170302 2,277 26,647 SH   DFND 1 14,630 0 12,017
KEYCORP NEW COM 493267108 1,952 176,850 SH   DFND 1 100,182 0 76,668
KROGER CO COM 501044101 2,823 73,798 SH   DFND 1 40,526 0 33,272
LAZARD LTD SHS A G54050102 1,704 43,918 SH   DFND 1 24,005 0 19,913
LENNAR CORP CL A 526057104 2,709 56,014 SH   DFND 1 29,671 0 26,343
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,234 59,463 SH   DFND 1 28,827 0 30,636
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 651 25,802 SH   DFND 1 12,050 0 13,752
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 21,833 22,000,000 PRN   DFND 1 0 0 22,000,000
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 542 14,236 SH   DFND 1 0 0 14,236
LILLY ELI & CO COM 532457108 44,769 621,709 SH   DFND 1 478,702 0 143,007
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 13,768 15,200,000 PRN   DFND 1 0 0 15,200,000
LIVE NATION ENTERTAINMENT IN COM 538034109 1,203 53,929 SH   DFND 1 26,186 0 27,743
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 8,421 8,500,000 PRN   DFND 1 0 0 8,500,000
MANITOWOC FOODSERVICE INC COM 563568104 858 58,212 SH   DFND 1 32,030 0 26,182
MASTERCARD INC CL A 57636Q104 662 7,009 SH   DFND 1 0 0 7,009
MERCADOLIBRE INC COM 58733R102 359 3,047 SH   DFND 1 3,047 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 9,069 8,000,000 PRN   DFND 1 0 0 8,000,000
MERCK & CO INC NEW COM 58933Y105 52,591 993,980 SH   DFND 1 798,964 0 195,016
MGM RESORTS INTERNATIONAL COM 552953101 1,595 11,000 SH Call DFND 1 0 0 11,000
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 26,601 26,000,000 PRN   DFND 1 0 0 26,000,000
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 8,925 7,440,000 PRN   DFND 1 0 0 7,440,000
MICROSOFT CORP COM 594918104 56,703 1,026,664 SH   DFND 1 802,456 0 224,208
MOHAWK INDS INC COM 608190104 11,234 58,847 SH   DFND 1 0 0 58,847
MOLSON COORS BREWING CO CL B 60871R209 19,470 202,436 SH   DFND 1 0 0 202,436
MONSANTO CO NEW COM 61166W101 2,448 27,893 SH   DFND 1 14,928 0 12,965
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 15,515 16,200,000 PRN   DFND 1 0 0 16,200,000
NIKE INC CL B 654106103 745 12,127 SH   DFND 1 0 0 12,127
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 35,815 32,400,000 PRN   DFND 1 0 0 32,400,000
OFFICE DEPOT INC COM 676220106 981 138,143 SH   DFND 1 75,677 0 62,466
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 17,273 16,000,000 PRN   DFND 1 0 0 16,000,000
PACCAR INC COM 693718108 2,287 41,818 SH   DFND 1 23,718 0 18,100
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 8,953 5,750,000 PRN   DFND 1 0 0 5,750,000
PAYPAL HLDGS INC COM 70450Y103 1,194 30,920 SH   DFND 1 14,810 0 16,110
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 749 128,229 SH   DFND 1 128,229 0 0
PFIZER INC COM 717081103 47,266 1,594,682 SH   DFND 1 1,290,080 0 304,602
PHILIP MORRIS INTL INC COM 718172109 5,554 56,605 SH   DFND 1 8,948 0 47,657
POLARIS INDS INC COM 731068102 11,262 114,356 SH   DFND 1 0 0 114,356
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 32,541 27,000,000 PRN   DFND 1 0 0 27,000,000
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 431 300,000 PRN   DFND 1 0 0 300,000
PROCTER & GAMBLE CO COM 742718109 31,252 379,685 SH   DFND 1 198,062 0 181,623
QIHOO 360 TECHNOLOGY CO LTD NOTE 0.500% 8/1 74734MAE9 296 300,000 PRN   DFND 1 0 0 300,000
RED HAT INC NOTE 0.250%10/0 756577AD4 16,755 13,500,000 PRN   DFND 1 0 0 13,500,000
REGIONS FINL CORP NEW COM 7591EP100 893 113,795 SH   DFND 1 69,180 0 44,615
REYNOLDS AMERICAN INC COM 761713106 5,772 114,728 SH   DFND 1 0 0 114,728
ROGERS COMMUNICATIONS INC CL B 775109200 3,282 63,111 SH   DFND 1 35,922 0 27,189
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 26,168 21,150,000 PRN   DFND 1 0 0 21,150,000
SCOTTS MIRACLE GRO CO CL A 810186106 16,006 219,954 SH   DFND 1 28,661 0 191,293
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 237 3,000 SH   DFND 1 0 0 3,000
SERVICENOW INC NOTE 11/0 81762PAB8 17,925 16,540,000 PRN   DFND 1 0 0 16,540,000
SHERWIN WILLIAMS CO COM 824348106 20,027 70,352 SH   DFND 1 0 0 70,352
SOTHEBYS COM 835898107 2,477 92,660 SH   DFND 1 43,008 0 49,652
SOUFUN HLDGS LTD NOTE 2.000%12/1 836034AB4 583 600,000 PRN   DFND 1 0 0 600,000
SOUTHERN CO COM 842587107 4,699 90,840 SH   DFND 1 0 0 90,840
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 252 250,000 PRN   DFND 1 0 0 250,000
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 20,056 20,000,000 PRN   DFND 1 0 0 20,000,000
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 13,755 13,000,000 PRN   DFND 1 0 0 13,000,000
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 25,120 25,000,000 PRN   DFND 1 0 0 25,000,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 7,195 7,300,000 PRN   DFND 1 0 0 7,300,000
SYNCHRONY FINL COM 87165B103 1,927 67,236 SH   DFND 1 39,133 0 28,103
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,762 105,429 SH   DFND 1 57,906 0 47,523
TATA MTRS LTD SPONSORED ADR 876568502 619 21,300 SH   DFND 1 21,300 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,962 62,223 SH   DFND 1 36,183 0 26,040
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 15,453 17,000,000 PRN   DFND 1 0 0 17,000,000
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 13,337 15,500,000 PRN   DFND 1 0 0 15,500,000
TESORO CORP COM 881609101 5,021 58,374 SH   DFND 1 0 0 58,374
TIME WARNER CABLE INC COM 88732J207 17,731 86,652 SH   DFND 1 7,154 0 79,498
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 391 400,000 PRN   DFND 1 0 0 400,000
TRIPADVISOR INC COM 896945201 306 4,605 SH   DFND 1 2,398 0 2,207
TWITTER INC NOTE 1.000% 9/1 90184LAD4 12,922 15,400,000 PRN   DFND 1 0 0 15,400,000
UNITED STATES STL CORP NEW COM 912909108 2,715 169,131 SH   DFND 1 91,442 0 77,689
VERIZON COMMUNICATIONS INC COM 92343V104 3,564 65,899 SH   DFND 1 0 0 65,899
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 1,407 1,400,000 PRN   DFND 1 0 0 1,400,000
VISA INC COM CL A 92826C839 672 8,788 SH   DFND 1 0 0 8,788
WAL-MART STORES INC COM 931142103 22,535 329,018 SH   DFND 1 292,048 0 36,970
WILLIS TOWERS WATSON PUB LTD SHS G96629103 2,394 20,182 SH   DFND 1 10,478 0 9,704
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 235 200,000 PRN   DFND 1 0 0 200,000
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 9,976 11,100,000 PRN   DFND 1 0 0 11,100,000
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 451 25,234 SH   DFND 1 25,234 0 0