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 7,944 51,478 SH   DFND 1 33,665 0 17,813
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 8,103 8,000,000 PRN   DFND 1 0 0 8,000,000
ADOBE SYS INC COM 00724F101 1,297 16,015 SH   DFND 1 0 0 16,015
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 11,487 11,000,000 PRN   DFND 1 0 0 11,000,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,146 13,927 SH   DFND 1 0 0 13,927
ALLERGAN PLC SHS G0177J108 1,833 6,040 SH   DFND 1 0 0 6,040
AMAZON COM INC COM 023135106 37,505 86,400 SH   DFND 1 11,385 0 75,015
AMC NETWORKS INC CL A 00164V103 422 5,158 SH   DFND 1 5,158 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,283 32,117 SH   DFND 1 32,117 0 0
AMERICAN EXPRESS CO COM 025816109 798 10,266 SH   DFND 1 10,266 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,976 48,147 SH   DFND 1 48,147 0 0
ANTHEM INC UNIT 05/01/20188 036752202 10,353 203,000 SH   DFND 1 0 0 203,000
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 38,102 37,400,000 PRN   DFND 1 0 0 37,400,000
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 6,674 6,500,000 PRN   DFND 1 0 0 6,500,000
AT&T INC COM 00206R102 10,818 304,550 SH   DFND 1 187,553 0 116,997
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,497 11,265 SH   DFND 1 0 0 11,265
BAIDU INC SPON ADR REP A 056752108 1,164 5,847 SH   DFND 1 0 0 5,847
BAKER HUGHES INC COM 057224107 607 9,843 SH   DFND 1 9,843 0 0
BANK AMER CORP COM 060505104 598 35,137 SH   DFND 1 34,717 0 420
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 1,541 1,000,000 PRN   DFND 1 0 0 1,000,000
BLOCK H & R INC COM 093671105 454 15,123 SH   DFND 1 0 0 15,123
BOYD GAMING CORP COM 103304101 20,800 1,391,315 SH   DFND 1 0 0 1,391,315
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 927 38,707 SH   DFND 1 38,707 0 0
CAVCO INDS INC DEL COM 149568107 447 5,920 SH   DFND 1 5,920 0 0
CBRE GROUP INC CL A 12504L109 946 25,579 SH   DFND 1 25,579 0 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 36,000 32,000,000 PRN   DFND 1 0 0 32,000,000
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 2,197 12,828 SH   DFND 1 2,406 0 10,422
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 193 200,000 PRN   DFND 1 0 0 200,000
CHURCHILL DOWNS INC COM 171484108 9,620 76,931 SH   DFND 1 0 0 76,931
CITIGROUP INC COM NEW 172967424 897 16,227 SH   DFND 1 16,125 0 102
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 40,871 38,500,000 PRN   DFND 1 0 0 38,500,000
COLGATE PALMOLIVE CO COM 194162103 8,161 124,769 SH   DFND 1 80,691 0 44,078
CONSOLIDATED EDISON INC COM 209115104 4,029 69,601 SH   DFND 1 0 0 69,601
COSTCO WHSL CORP NEW COM 22160K105 584 4,325 SH   DFND 1 4,325 0 0
COTY INC COM CL A 222070203 12,735 398,327 SH   DFND 1 0 0 398,327
CRITEO S A SPONS ADS 226718104 927 19,448 SH   DFND 1 0 0 19,448
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 17,457 15,250,000 PRN   DFND 1 0 0 15,250,000
CVS HEALTH CORP COM 126650100 8,996 85,778 SH   DFND 1 57,288 0 28,490
DELTA AIR LINES INC DEL COM NEW 247361702 304 7,409 SH   DFND 1 7,409 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 638 20,526 SH   DFND 1 20,526 0 0
DOVER CORP COM 260003108 6,859 97,745 SH   DFND 1 60,350 0 37,395
E TRADE FINANCIAL CORP COM NEW 269246401 6,100 203,660 SH   DFND 1 0 0 203,660
EAGLE MATERIALS INC COM 26969P108 883 11,567 SH   DFND 1 11,567 0 0
EBAY INC COM 278642103 720 11,948 SH   DFND 1 11,948 0 0
EMERSON ELEC CO COM 291011104 15,019 270,950 SH   DFND 1 223,206 0 47,744
EPAM SYS INC COM 29414B104 10,912 153,191 SH   DFND 1 0 0 153,191
EXPEDITORS INTL WASH INC COM 302130109 583 12,649 SH   DFND 1 12,649 0 0
FACEBOOK INC CL A 30303M102 1,911 22,283 SH   DFND 1 0 0 22,283
FLEETCOR TECHNOLOGIES INC COM 339041105 12,584 80,635 SH   DFND 1 0 0 80,635
GARTNER INC COM 366651107 1,002 11,677 SH   DFND 1 11,677 0 0
GENERAL ELECTRIC CO COM 369604103 1,077 40,549 SH   DFND 1 40,549 0 0
GOOGLE INC CL A 38259P508 14,422 26,705 SH   DFND 1 0 0 26,705
HANESBRANDS INC COM 410345102 556 16,680 SH   DFND 1 16,680 0 0
HEWLETT PACKARD CO COM 428236103 8,890 296,260 SH   DFND 1 296,111 0 149
HOLOGIC INC FRNT 2.000%12/1 436440AB7 14,242 8,500,000 PRN   DFND 1 0 0 8,500,000
HUNTINGTON BANCSHARES INC COM 446150104 1,473 130,201 SH   DFND 1 130,201 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 22,442 14,750,000 PRN   DFND 1 0 0 14,750,000
INTERPUBLIC GROUP COS INC COM 460690100 1,052 54,608 SH   DFND 1 54,608 0 0
INTUIT COM 461202103 1,217 12,080 SH   DFND 1 0 0 12,080
JARDEN CORP NOTE 1.500% 6/1 471109AL2 11,162 8,000,000 PRN   DFND 1 0 0 8,000,000
JDS UNIPHASE CORP COM PAR $0.001 46612J507 1,793 154,832 SH   DFND 1 0 0 154,832
JOHNSON & JOHNSON COM 478160104 41,081 421,523 SH   DFND 1 393,692 0 27,831
KANSAS CITY SOUTHERN COM NEW 485170302 480 5,267 SH   DFND 1 5,267 0 0
KEYCORP NEW COM 493267108 520 34,619 SH   DFND 1 34,619 0 0
KROGER CO COM 501044101 1,092 15,065 SH   DFND 1 15,065 0 0
LAM RESEARCH CORP COM 512807108 1,206 14,820 SH   DFND 1 0 0 14,820
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 9,310 7,000,000 PRN   DFND 1 0 0 7,000,000
LAZARD LTD SHS A G54050102 1,004 17,858 SH   DFND 1 17,858 0 0
LENDINGTREE INC NEW COM 52603B107 8,809 112,055 SH   DFND 1 0 0 112,055
LENNAR CORP CL A 526057104 1,124 22,028 SH   DFND 1 22,028 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,725 31,908 SH   DFND 1 0 0 31,908
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,400 27,651 SH   DFND 1 27,651 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 310 11,177 SH   DFND 1 11,177 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 208 5,307 SH   DFND 1 5,307 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 17,681 19,000,000 PRN   DFND 1 0 0 19,000,000
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 464 12,918 SH   DFND 1 12,918 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 220 6,097 SH   DFND 1 6,097 0 0
LILLY ELI & CO COM 532457108 49,685 595,120 SH   DFND 1 557,281 0 37,839
LIVE NATION ENTERTAINMENT IN COM 538034109 2,620 95,314 SH   DFND 1 21,125 0 74,189
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 841 21,991 SH   DFND 1 0 0 21,991
MASTERCARD INC CL A 57636Q104 1,802 19,281 SH   DFND 1 0 0 19,281
MERCK & CO INC NEW COM 58933Y105 50,528 887,560 SH   DFND 1 839,266 0 48,294
MICROSOFT CORP COM 594918104 44,394 1,005,515 SH   DFND 1 942,885 0 62,630
MONSANTO CO NEW COM 61166W101 1,183 11,099 SH   DFND 1 11,099 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 14,823 14,200,000 PRN   DFND 1 0 0 14,200,000
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 21,896 19,000,000 PRN   DFND 1 0 0 19,000,000
NXP SEMICONDUCTORS N V COM N6596X109 657 6,691 SH   DFND 1 0 0 6,691
OFFICE DEPOT INC COM 676220106 487 56,194 SH   DFND 1 56,194 0 0
PACCAR INC COM 693718108 327 5,122 SH   DFND 1 5,122 0 0
PENN NATL GAMING INC COM 707569109 8,743 476,467 SH   DFND 1 0 0 476,467
PFIZER INC COM 717081103 50,981 1,520,454 SH   DFND 1 1,421,389 0 99,065
PHILIP MORRIS INTL INC COM 718172109 4,354 54,304 SH   DFND 1 6,647 0 47,657
PPG INDS INC COM 693506107 14,081 122,744 SH   DFND 1 0 0 122,744
PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 17,290 13,000,000 PRN   DFND 1 0 0 13,000,000
PROCTER & GAMBLE CO COM 742718109 8,419 107,603 SH   DFND 1 73,345 0 34,258
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 19,890 20,300,000 PRN   DFND 1 0 0 20,300,000
REALOGY HLDGS CORP COM 75605Y106 21,473 459,616 SH   DFND 1 0 0 459,616
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 483 500,000 PRN   DFND 1 0 0 500,000
REGIONS FINL CORP NEW COM 7591EP100 881 84,994 SH   DFND 1 84,994 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,849 333,000 SH   DFND 1 0 0 333,000
REYNOLDS AMERICAN INC COM 761713106 4,283 57,364 SH   DFND 1 0 0 57,364
ROGERS COMMUNICATIONS INC CL B 775109200 735 16,593 SH   DFND 1 16,593 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 28,510 23,500,000 PRN   DFND 1 0 0 23,500,000
SANDISK CORP NOTE 0.500%10/1 80004CAF8 487 500,000 PRN   DFND 1 0 0 500,000
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 16,756 13,000,000 PRN   DFND 1 0 0 13,000,000
SBA COMMUNICATIONS CORP COM 78388J106 14,750 128,290 SH   DFND 1 0 0 128,290
SCOTTS MIRACLE GRO CO CL A 810186106 905 15,282 SH   DFND 1 15,282 0 0
SEALED AIR CORP NEW COM 81211K100 10,172 197,981 SH   DFND 1 0 0 197,981
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 229 3,000 SH   DFND 1 0 0 3,000
SERVICENOW INC NOTE 11/0 81762PAB8 14,308 12,200,000 PRN   DFND 1 0 0 12,200,000
SOTHEBYS COM 835898107 1,466 32,412 SH   DFND 1 32,412 0 0
SOUFUN HLDGS LTD NOTE 2.000%12/1 836034AB4 570 600,000 PRN   DFND 1 0 0 600,000
SOUTHERN CO COM 842587107 3,806 90,840 SH   DFND 1 0 0 90,840
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 233 250,000 PRN   DFND 1 0 0 250,000
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 18,807 20,000,000 PRN   DFND 1 0 0 20,000,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 12,786 204,569 SH   DFND 1 0 0 204,569
STANDARD PAC CORP NEW COM 85375C101 622 69,803 SH   DFND 1 69,803 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 16,931 16,000,000 PRN   DFND 1 0 0 16,000,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 303 300,000 PRN   DFND 1 0 0 300,000
SWIFT TRANSN CO CL A 87074U101 8,448 354,523 SH Call DFND 1 0 0 354,523
TABLEAU SOFTWARE INC CL A 87336U105 565 4,901 SH   DFND 1 0 0 4,901
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 974 42,905 SH   DFND 1 42,905 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 597 400,000 PRN   DFND 1 0 0 400,000
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 8,313 6,000,000 PRN   DFND 1 0 0 6,000,000
TD AMERITRADE HLDG CORP COM 87236Y108 758 20,584 SH   DFND 1 20,584 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 32,613 33,200,000 PRN   DFND 1 0 0 33,200,000
TIME WARNER CABLE INC COM 88732J207 805 4,520 SH   DFND 1 4,520 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 14,174 13,600,000 PRN   DFND 1 0 0 13,600,000
TOWERS WATSON & CO CL A 891894107 1,020 8,106 SH   DFND 1 8,106 0 0
TRIPADVISOR INC COM 896945201 405 4,649 SH   DFND 1 4,649 0 0
UNITED STATES STL CORP NEW COM 912909108 766 37,147 SH   DFND 1 37,147 0 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 8,275 7,500,000 PRN   DFND 1 0 0 7,500,000
VERIZON COMMUNICATIONS INC COM 92343V104 9,322 199,993 SH   DFND 1 117,294 0 82,699
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 770 610,000 PRN   DFND 1 0 0 610,000
VISA INC COM CL A 92826C839 1,743 25,964 SH   DFND 1 0 0 25,964
VISTEON CORP COM NEW 92839U206 10,844 103,299 SH   DFND 1 0 0 103,299
WAL-MART STORES INC COM 931142103 30,683 432,591 SH   DFND 1 395,621 0 36,970
WEIGHT WATCHERS INTL INC NEW COM 948626106 122 25,222 SH   DFND 1 25,222 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 235 200,000 PRN   DFND 1 0 0 200,000
XILINX INC NOTE 2.625% 6/1 983919AF8 10,838 7,000,000 PRN   DFND 1 0 0 7,000,000
YAHOO INC NOTE 12/0 984332AF3 35,801 34,800,000 PRN   DFND 1 0 0 34,800,000
YUM BRANDS INC COM 988498101 20,579 228,453 SH   DFND 1 0 0 228,453