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 7,985 48,409 SH   DFND 1 30,596 0 17,813
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 8,184 8,000,000 PRN   DFND 1 0 0 8,000,000
ACTAVIS PLC PFD CONV SER A G0083B116 11,233 11,100 SH   DFND 1 0 0 11,100
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 11,857 11,000,000 PRN   DFND 1 0 0 11,000,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,109 13,327 SH   DFND 1 0 0 13,327
AMAZON COM INC COM 023135106 24,036 64,597 SH   DFND 1 11,385 0 53,212
AMC NETWORKS INC CL A 00164V103 984 12,847 SH   DFND 1 5,158 0 7,689
AMERICAN AIRLS GROUP INC COM 02376R102 1,128 21,371 SH   DFND 1 21,371 0 0
AMERICAN EXPRESS CO COM 025816109 361 4,615 SH   DFND 1 4,615 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,638 48,147 SH   DFND 1 48,147 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 201 200,000 PRN   DFND 1 0 0 200,000
AOL INC COM 00184X105 663 16,748 SH   DFND 1 16,748 0 0
APPLE INC COM 037833100 7,034 56,525 SH   DFND 1 0 0 56,525
ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 13,020 12,500,000 PRN   DFND 1 0 0 12,500,000
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 2,089 2,000,000 PRN   DFND 1 0 0 2,000,000
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 45,323 43,800,000 PRN   DFND 1 0 0 43,800,000
AT&T INC COM 00206R102 8,895 272,419 SH   DFND 1 155,422 0 116,997
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,126 8,865 SH   DFND 1 0 0 8,865
BAIDU INC SPON ADR REP A 056752108 1,990 9,547 SH   DFND 1 0 0 9,547
BAKER HUGHES INC COM 057224107 626 9,843 SH   DFND 1 9,843 0 0
BANK AMER CORP COM 060505104 511 33,247 SH   DFND 1 32,827 0 420
BERRY PLASTICS GROUP INC COM 08579W103 9,805 270,931 SH   DFND 1 0 0 270,931
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 4,427 3,000,000 PRN   DFND 1 0 0 3,000,000
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 4,589 117,988 SH   DFND 1 0 0 117,988
BLOCK H & R INC COM 093671105 244 12,123 SH   DFND 1 0 0 12,123
BOYD GAMING CORP COM 103304101 14,497 1,020,885 SH   DFND 1 0 0 1,020,885
BUNGE LIMITED COM G16962105 9,126 110,805 SH   DFND 1 0 0 110,805
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,161 63,439 SH   DFND 1 63,439 0 0
CAVCO INDS INC DEL COM 149568107 420 5,598 SH   DFND 1 5,598 0 0
CBRE GROUP INC CL A 12504L109 896 23,154 SH   DFND 1 23,154 0 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 33,723 30,000,000 PRN   DFND 1 0 0 30,000,000
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,602 8,297 SH   DFND 1 2,275 0 6,022
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 192 200,000 PRN   DFND 1 0 0 200,000
CITIGROUP INC COM NEW 172967424 789 15,326 SH   DFND 1 15,224 0 102
CME GROUP INC COM 12572Q105 7,077 74,728 SH   DFND 1 0 0 74,728
COLGATE PALMOLIVE CO COM 194162103 7,332 105,742 SH   DFND 1 61,664 0 44,078
COLONY FINL INC NOTE 3.875% 1/1 19624RAB2 8,639 8,150,000 PRN   DFND 1 0 0 8,150,000
CONSOLIDATED EDISON INC COM 209115104 4,246 69,601 SH   DFND 1 0 0 69,601
CONSTELLATION BRANDS INC CL A 21036P108 9,008 77,515 SH   DFND 1 0 0 77,515
COSTCO WHSL CORP NEW COM 22160K105 655 4,325 SH   DFND 1 4,325 0 0
CRITEO S A SPONS ADS 226718104 1,519 38,448 SH   DFND 1 0 0 38,448
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 723 12,339 SH   DFND 1 0 0 12,339
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 15,978 15,250,000 PRN   DFND 1 0 0 15,250,000
CVS HEALTH CORP COM 126650100 8,987 87,076 SH   DFND 1 52,086 0 34,990
D R HORTON INC COM 23331A109 12,902 453,032 SH   DFND 1 0 0 453,032
DELTA AIR LINES INC DEL COM NEW 247361702 294 6,532 SH   DFND 1 6,532 0 0
DEVON ENERGY CORP NEW COM 25179M103 564 9,356 SH   DFND 1 9,356 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 418 14,196 SH   DFND 1 14,196 0 0
DOLLAR TREE INC COM 256746108 11,687 144,029 SH   DFND 1 0 0 144,029
DOVER CORP COM 260003108 6,378 92,265 SH   DFND 1 54,870 0 37,395
EAGLE MATERIALS INC COM 26969P108 811 9,700 SH   DFND 1 9,700 0 0
EBAY INC COM 278642103 650 11,277 SH   DFND 1 11,277 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 926 500,000 PRN   DFND 1 0 0 500,000
EMERSON ELEC CO COM 291011104 14,917 263,467 SH   DFND 1 215,723 0 47,744
EXPEDITORS INTL WASH INC COM 302130109 576 11,960 SH   DFND 1 11,960 0 0
FACEBOOK INC CL A 30303M102 5,308 64,552 SH   DFND 1 0 0 64,552
FIRST REP BK SAN FRANCISCO C COM 33616C100 318 5,562 SH   DFND 1 5,562 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 5,501 36,448 SH   DFND 1 0 0 36,448
GARTNER INC COM 366651107 843 10,057 SH   DFND 1 10,057 0 0
GENERAL ELECTRIC CO COM 369604103 864 34,827 SH   DFND 1 34,827 0 0
GOOGLE INC CL A 38259P508 2,017 3,636 SH   DFND 1 0 0 3,636
HANESBRANDS INC COM 410345102 559 16,680 SH   DFND 1 16,680 0 0
HEWLETT PACKARD CO COM 428236103 9,617 308,630 SH   DFND 1 308,481 0 149
HOLOGIC INC FRNT 12/1 436440AG6 10,572 9,000,000 PRN   DFND 1 0 0 9,000,000
HOLOGIC INC FRNT 2.000%12/1 436440AB7 7,372 5,000,000 PRN   DFND 1 0 0 5,000,000
HUNTINGTON BANCSHARES INC COM 446150104 1,360 123,113 SH   DFND 1 123,113 0 0
INTEL CORP SDCV 12/1 458140AD2 33,085 26,500,000 PRN   DFND 1 0 0 26,500,000
INTERPUBLIC GROUP COS INC COM 460690100 1,152 52,057 SH   DFND 1 52,057 0 0
INTUIT COM 461202103 880 9,080 SH   DFND 1 0 0 9,080
JARDEN CORP NOTE 1.500% 6/1 471109AL2 15,688 11,000,000 PRN   DFND 1 0 0 11,000,000
JOHNSON & JOHNSON COM 478160104 43,278 430,209 SH   DFND 1 402,378 0 27,831
KANSAS CITY SOUTHERN COM NEW 485170302 508 4,980 SH   DFND 1 4,980 0 0
KAR AUCTION SVCS INC COM 48238T109 8,341 219,904 SH   DFND 1 0 0 219,904
KROGER CO COM 501044101 1,654 21,572 SH   DFND 1 21,572 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 8,427 7,000,000 PRN   DFND 1 0 0 7,000,000
LAM RESEARCH CORP COM 512807108 789 11,239 SH   DFND 1 0 0 11,239
LAZARD LTD SHS A G54050102 939 17,858 SH   DFND 1 17,858 0 0
LENDINGTREE INC NEW COM 52603B107 8,402 150,000 SH   DFND 1 0 0 150,000
LENNAR CORP CL A 526057104 1,077 20,785 SH   DFND 1 20,785 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,404 100,366 SH   DFND 1 0 0 100,366
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,302 26,146 SH   DFND 1 26,146 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 10,464 203,310 SH   DFND 1 0 0 203,310
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 223 5,307 SH   DFND 1 5,307 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 291 9,962 SH   DFND 1 9,962 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 467 12,215 SH   DFND 1 12,215 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 20,798 21,000,000 PRN   DFND 1 0 0 21,000,000
LIBERTY MEDIA CORP DELAWARE CL A 531229102 235 6,097 SH   DFND 1 6,097 0 0
LILLY ELI & CO COM 532457108 53,232 732,721 SH   DFND 1 694,882 0 37,839
LIVE NATION ENTERTAINMENT IN COM 538034109 504 19,975 SH   DFND 1 19,975 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 13,382 162,618 SH   DFND 1 0 0 162,618
MASTERCARD INC CL A 57636Q104 1,885 21,822 SH   DFND 1 0 0 21,822
MCGRAW HILL FINL INC COM 580645109 1,171 11,328 SH   DFND 1 0 0 11,328
MERCK & CO INC NEW COM 58933Y105 52,461 912,686 SH   DFND 1 864,392 0 48,294
MICROSOFT CORP COM 594918104 41,878 1,030,105 SH   DFND 1 967,475 0 62,630
MOLSON COORS BREWING CO CL B 60871R209 858 2,200 SH Call DFND 1 0 0 2,200
MONSANTO CO NEW COM 61166W101 1,249 11,099 SH   DFND 1 11,099 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 13,047 12,500,000 PRN   DFND 1 0 0 12,500,000
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 27,415 23,250,000 PRN   DFND 1 0 0 23,250,000
NXP SEMICONDUCTORS N V COM N6596X109 822 8,191 SH   DFND 1 0 0 8,191
OFFICE DEPOT INC COM 676220106 517 56,194 SH   DFND 1 56,194 0 0
PALO ALTO NETWORKS INC COM 697435105 864 5,917 SH   DFND 1 0 0 5,917
PFIZER INC COM 717081103 54,872 1,577,259 SH   DFND 1 1,478,194 0 99,065
PHILIP MORRIS INTL INC COM 718172109 4,091 54,304 SH   DFND 1 6,647 0 47,657
PPG INDS INC COM 693506107 12,130 53,780 SH   DFND 1 0 0 53,780
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 29,686 26,000,000 PRN   DFND 1 0 0 26,000,000
PRICELINE GRP INC COM NEW 741503403 1,483 1,274 SH   DFND 1 0 0 1,274
PROCTER & GAMBLE CO COM 742718109 7,771 94,843 SH   DFND 1 60,585 0 34,258
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 19,888 20,900,000 PRN   DFND 1 0 0 20,900,000
QUALCOMM INC COM 747525103 872 12,572 SH   DFND 1 0 0 12,572
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 499 500,000 PRN   DFND 1 0 0 500,000
REGIONS FINL CORP NEW COM 7591EP100 284 30,005 SH   DFND 1 30,005 0 0
REYNOLDS AMERICAN INC COM 761713106 3,953 57,364 SH   DFND 1 0 0 57,364
ROGERS COMMUNICATIONS INC CL B 775109200 658 15,518 SH   DFND 1 15,518 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 6,343 4,000,000 PRN   DFND 1 0 0 4,000,000
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 33,516 28,000,000 PRN   DFND 1 0 0 28,000,000
SANDISK CORP NOTE 0.500%10/1 80004CAF8 35,628 35,500,000 PRN   DFND 1 0 0 35,500,000
SCOTTS MIRACLE GRO CO CL A 810186106 901 13,418 SH   DFND 1 13,418 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 226 3,000 SH   DFND 1 0 0 3,000
SERVICENOW INC NOTE 11/0 81762PAB8 14,759 12,000,000 PRN   DFND 1 0 0 12,000,000
SOTHEBYS COM 835898107 1,370 32,412 SH   DFND 1 32,412 0 0
SOUFUN HLDGS LTD NOTE 2.000%12/1 836034AB4 537 600,000 PRN   DFND 1 0 0 600,000
SOUTHERN CO COM 842587107 4,022 90,840 SH   DFND 1 0 0 90,840
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 19,987 20,000,000 PRN   DFND 1 0 0 20,000,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 5,413 86,888 SH   DFND 1 0 0 86,888
STANDARD PAC CORP NEW COM 85375C101 9,689 1,076,593 SH   DFND 1 66,003 0 1,010,590
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 13,743 12,500,000 PRN   DFND 1 0 0 12,500,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 23,270 22,300,000 PRN   DFND 1 0 0 22,300,000
SWIFT TRANSN CO CL A 87074U101 10,874 417,915 SH   DFND 1 0 0 417,915
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 951 40,503 SH   DFND 1 40,503 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 561 400,000 PRN   DFND 1 0 0 400,000
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 6,559 5,000,000 PRN   DFND 1 0 0 5,000,000
TD AMERITRADE HLDG CORP COM 87236Y108 725 19,463 SH   DFND 1 19,463 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 12,574 14,900,000 PRN   DFND 1 0 0 14,900,000
TIME WARNER CABLE INC COM 88732J207 677 4,520 SH   DFND 1 4,520 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 14,367 13,600,000 PRN   DFND 1 0 0 13,600,000
TOWERS WATSON & CO CL A 891894107 1,013 7,665 SH   DFND 1 7,665 0 0
TRIPADVISOR INC COM 896945201 1,173 14,107 SH   DFND 1 14,107 0 0
TWITTER INC COM 90184L102 10,725 214,159 SH   DFND 1 0 0 214,159
UNITED STATES STL CORP NEW COM 912909108 906 37,132 SH   DFND 1 37,132 0 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 9,127 7,500,000 PRN   DFND 1 0 0 7,500,000
VERIZON COMMUNICATIONS INC COM 92343V104 9,726 199,993 SH   DFND 1 117,294 0 82,699
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 10,631 6,810,000 PRN   DFND 1 0 0 6,810,000
VISA INC COM CL A 92826C839 1,232 18,836 SH   DFND 1 0 0 18,836
WAL-MART STORES INC COM 931142103 36,133 439,294 SH   DFND 1 402,324 0 36,970
WEIGHT WATCHERS INTL INC NEW COM 948626106 168 24,076 SH   DFND 1 24,076 0 0
WESTERN DIGITAL CORP COM 958102105 755 8,297 SH   DFND 1 0 0 8,297
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 248 200,000 PRN   DFND 1 0 0 200,000
YAHOO INC NOTE 12/0 984332AF3 35,861 33,000,000 PRN   DFND 1 0 0 33,000,000