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 7,298 51,478 SH   DFND 1 33,665 0 17,813
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3,658 4,000,000 PRN   DFND 1 0 0 4,000,000
ACTIVISION BLIZZARD INC COM 00507V109 14,050 454,826 SH   DFND 1 0 0 454,826
ADOBE SYS INC COM 00724F101 2,764 33,615 SH   DFND 1 0 0 33,615
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 12,619 12,000,000 PRN   DFND 1 0 0 12,000,000
ALLERGAN PLC SHS G0177J108 1,791 6,590 SH   DFND 1 0 0 6,590
AMAZON COM INC COM 023135106 43,383 84,751 SH   DFND 1 6,637 0 78,114
AMC NETWORKS INC CL A 00164V103 345 4,711 SH   DFND 1 4,711 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,915 75,057 SH   DFND 1 31,747 0 43,310
AMERICAN EXPRESS CO COM 025816109 1,281 17,281 SH   DFND 1 5,895 0 11,386
AMERICAN INTL GROUP INC COM NEW 026874784 5,725 100,763 SH   DFND 1 47,591 0 53,172
ANTHEM INC UNIT 05/01/20188 036752202 11,022 228,000 SH   DFND 1 0 0 228,000
APPLE INC COM 037833100 2,660 24,107 SH Call DFND 1 0 0 24,107
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 14,592 14,200,000 PRN   DFND 1 0 0 14,200,000
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 34,677 34,400,000 PRN   DFND 1 0 0 34,400,000
AT&T INC COM 00206R102 7,667 235,321 SH   DFND 1 141,392 0 93,929
BAKER HUGHES INC COM 057224107 1,114 21,420 SH   DFND 1 10,652 0 10,768
BANK AMER CORP COM 060505104 1,142 73,244 SH   DFND 1 34,317 0 38,927
BLOCK H & R INC COM 093671105 14,523 401,213 SH   DFND 1 0 0 401,213
BOYD GAMING CORP COM 103304101 30,854 1,892,854 SH   DFND 1 0 0 1,892,854
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,070 63,755 SH   DFND 1 38,261 0 25,494
CAVCO INDS INC DEL COM 149568107 883 12,973 SH   DFND 1 5,852 0 7,121
CBRE GROUP INC CL A 12504L109 2,307 72,083 SH   DFND 1 35,408 0 36,675
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 406 400,000 PRN   DFND 1 0 0 400,000
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 12,497 12,100,000 PRN   DFND 1 0 0 12,100,000
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 3,312 18,833 SH   DFND 1 2,378 0 16,455
CHURCHILL DOWNS INC COM 171484108 5,888 44,000 SH   DFND 1 0 0 44,000
CITIGROUP INC COM NEW 172967424 1,683 33,923 SH   DFND 1 15,939 0 17,984
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 40,674 38,650,000 PRN   DFND 1 0 0 38,650,000
CME GROUP INC COM 12572Q105 10,664 114,985 SH   DFND 1 0 0 114,985
COLGATE PALMOLIVE CO COM 194162103 7,918 124,769 SH   DFND 1 80,691 0 44,078
CONSOLIDATED EDISON INC COM 209115104 4,653 69,601 SH   DFND 1 0 0 69,601
CONSTELLATION BRANDS INC CL A 21036P108 5,854 46,755 SH   DFND 1 0 0 46,755
COSTCO WHSL CORP NEW COM 22160K105 2,139 14,793 SH   DFND 1 6,335 0 8,458
CSX CORP COM 126408103 2,627 97,652 SH   DFND 1 46,309 0 51,343
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 12,128 11,250,000 PRN   DFND 1 0 0 11,250,000
CVS HEALTH CORP COM 126650100 8,276 85,778 SH   DFND 1 57,288 0 28,490
D R HORTON INC COM 23331A109 7,080 241,139 SH   DFND 1 0 0 241,139
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,093 44,975 SH   DFND 1 20,289 0 24,686
DISNEY WALT CO COM DISNEY 254687106 1,479 14,470 SH   DFND 1 0 0 14,470
DOVER CORP COM 260003108 5,589 97,745 SH   DFND 1 60,350 0 37,395
EAGLE MATERIALS INC COM 26969P108 3,155 46,105 SH   DFND 1 21,864 0 24,241
EBAY INC COM 278642103 683 27,920 SH   DFND 1 11,810 0 16,110
ELECTRONIC ARTS INC COM 285512109 701 10,354 SH   DFND 1 0 0 10,354
EMERSON ELEC CO COM 291011104 11,647 263,681 SH   DFND 1 215,937 0 47,744
EPAM SYS INC COM 29414B104 1,297 17,408 SH   DFND 1 0 0 17,408
EXPEDITORS INTL WASH INC COM 302130109 1,247 26,509 SH   DFND 1 12,503 0 14,006
FACEBOOK INC CL A 30303M102 3,118 34,683 SH   DFND 1 0 0 34,683
FLEETCOR TECHNOLOGIES INC COM 339041105 6,974 50,678 SH   DFND 1 0 0 50,678
GARTNER INC COM 366651107 2,958 35,238 SH   DFND 1 17,342 0 17,896
GENERAL ELECTRIC CO COM 369604103 1,268 50,263 SH   DFND 1 0 0 50,263
GOOGLE INC CL A 38259P508 17,898 28,038 SH   DFND 1 0 0 28,038
HANESBRANDS INC COM 410345102 1,014 35,029 SH   DFND 1 16,488 0 18,541
HEWLETT PACKARD CO COM 428236103 7,397 288,835 SH   DFND 1 288,686 0 149
HOLOGIC INC FRNT 12/1 436440AG6 17,142 13,500,000 PRN   DFND 1 0 0 13,500,000
HUNTINGTON BANCSHARES INC COM 446150104 2,889 272,609 SH   DFND 1 128,700 0 143,909
INTEL CORP SDCV 3.250% 8/0 458140AF7 22,280 14,750,000 PRN   DFND 1 0 0 14,750,000
INTERPUBLIC GROUP COS INC COM 460690100 2,190 114,470 SH   DFND 1 53,979 0 60,491
ISHARES TR PHLX SEMICND ETF 464287523 293 3,600 SH   DFND 1 0 0 3,600
JARDEN CORP NOTE 1.500% 6/1 471109AL2 12,810 9,500,000 PRN   DFND 1 0 0 9,500,000
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 14,539 14,500,000 PRN   DFND 1 0 0 14,500,000
JOHNSON & JOHNSON COM 478160104 40,283 431,527 SH   DFND 1 403,696 0 27,831
KANSAS CITY SOUTHERN COM NEW 485170302 2,077 22,856 SH   DFND 1 10,839 0 12,017
KAR AUCTION SVCS INC COM 48238T109 18,863 531,351 SH   DFND 1 0 0 531,351
KEYCORP NEW COM 493267108 1,951 150,013 SH   DFND 1 73,345 0 76,668
KONA GRILL INC COM 50047H201 7,137 453,139 SH   DFND 1 0 0 453,139
KROGER CO COM 501044101 2,274 63,055 SH   DFND 1 29,783 0 33,272
LAM RESEARCH CORP COM 512807108 1,275 19,520 SH   DFND 1 0 0 19,520
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 10,203 9,000,000 PRN   DFND 1 0 0 9,000,000
LAZARD LTD SHS A G54050102 1,626 37,565 SH   DFND 1 17,652 0 19,913
LENDINGTREE INC NEW COM 52603B107 4,650 49,984 SH   DFND 1 0 0 49,984
LENNAR CORP CL A 526057104 2,316 48,117 SH   DFND 1 21,774 0 26,343
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,344 31,308 SH   DFND 1 0 0 31,308
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,141 52,175 SH   DFND 1 21,539 0 30,636
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 651 24,800 SH   DFND 1 11,048 0 13,752
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 18,240 19,000,000 PRN   DFND 1 0 0 19,000,000
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 491 14,236 SH   DFND 1 0 0 14,236
LILLY ELI & CO COM 532457108 47,502 567,594 SH   DFND 1 529,755 0 37,839
LIVE NATION ENTERTAINMENT IN COM 538034109 1,169 48,624 SH   DFND 1 20,881 0 27,743
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 614 21,191 SH   DFND 1 0 0 21,191
MASCO CORP COM 574599106 23,419 930,073 SH   DFND 1 0 0 930,073
MASTERCARD INC CL A 57636Q104 2,612 28,981 SH   DFND 1 0 0 28,981
MERCK & CO INC NEW COM 58933Y105 42,967 869,964 SH   DFND 1 807,270 0 62,694
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 15,666 18,650,000 PRN   DFND 1 0 0 18,650,000
MICROSOFT CORP COM 594918104 43,507 982,985 SH   DFND 1 920,355 0 62,630
MOLSON COORS BREWING CO CL B 60871R209 2,494 5,800 SH Call DFND 1 0 0 5,800
MONSANTO CO NEW COM 61166W101 2,042 23,936 SH   DFND 1 10,971 0 12,965
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 14,311 14,200,000 PRN   DFND 1 0 0 14,200,000
NIELSEN HLDGS PLC SHS EUR G6518L108 1,097 24,676 SH   DFND 1 0 0 24,676
NIKE INC CL B 654106103 1,160 9,435 SH   DFND 1 0 0 9,435
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 14,496 11,000,000 PRN   DFND 1 0 0 11,000,000
OFFICE DEPOT INC COM 676220106 758 118,012 SH   DFND 1 55,546 0 62,466
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 9,109 8,200,000 PRN   DFND 1 0 0 8,200,000
PACCAR INC COM 693718108 1,858 35,624 SH   DFND 1 17,524 0 18,100
PAYPAL HLDGS INC COM 70450Y103 867 27,920 SH   DFND 1 11,810 0 16,110
PFIZER INC COM 717081103 46,766 1,488,889 SH   DFND 1 1,389,824 0 99,065
PHILIP MORRIS INTL INC COM 718172109 4,302 54,227 SH   DFND 1 6,570 0 47,657
PRICELINE GRP INC COM NEW 741503403 1,322 1,069 SH   DFND 1 0 0 1,069
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 22,492 16,000,000 PRN   DFND 1 0 0 16,000,000
PROCTER & GAMBLE CO COM 742718109 18,977 263,803 SH   DFND 1 196,745 0 67,058
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 479 500,000 PRN   DFND 1 0 0 500,000
REALOGY HLDGS CORP COM 75605Y106 25,599 680,283 SH   DFND 1 0 0 680,283
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 476 500,000 PRN   DFND 1 0 0 500,000
REGIONS FINL CORP NEW COM 7591EP100 857 95,098 SH   DFND 1 50,483 0 44,615
REYNOLDS AMERICAN INC COM 761713106 5,079 114,728 SH   DFND 1 0 0 114,728
ROGERS COMMUNICATIONS INC CL B 775109200 2,464 53,581 SH   DFND 1 26,392 0 27,189
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 28,737 23,500,000 PRN   DFND 1 0 0 23,500,000
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 32,302 26,000,000 PRN   DFND 1 0 0 26,000,000
SANDISK CORP NOTE 0.500%10/1 80004CAF8 483 500,000 PRN   DFND 1 0 0 500,000
SCOTTS MIRACLE GRO CO CL A 810186106 2,638 43,374 SH   DFND 1 21,179 0 22,195
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 223 3,000 SH   DFND 1 0 0 3,000
SERVICENOW INC NOTE 11/0 81762PAB8 13,721 12,200,000 PRN   DFND 1 0 0 12,200,000
SOTHEBYS COM 835898107 2,341 73,198 SH   DFND 1 35,076 0 38,122
SOUFUN HLDGS LTD NOTE 2.000%12/1 836034AB4 571 600,000 PRN   DFND 1 0 0 600,000
SOUTHERN CO COM 842587107 4,061 90,840 SH   DFND 1 0 0 90,840
SOUTHWEST AIRLS CO COM 844741108 10,818 284,390 SH   DFND 1 0 0 284,390
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 18,673 20,000,000 PRN   DFND 1 0 0 20,000,000
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 228 250,000 PRN   DFND 1 0 0 250,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 21,030 300,259 SH   DFND 1 0 0 300,259
STANDARD PAC CORP NEW COM 85375C101 1,244 155,456 SH   DFND 1 68,998 0 86,458
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 34,716 34,000,000 PRN   DFND 1 0 0 34,000,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 299 300,000 PRN   DFND 1 0 0 300,000
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,866 89,934 SH   DFND 1 42,411 0 47,523
TD AMERITRADE HLDG CORP COM 87236Y108 1,538 48,316 SH   DFND 1 22,276 0 26,040
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 36,773 38,000,000 PRN   DFND 1 0 0 38,000,000
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 662 700,000 PRN   DFND 1 0 0 700,000
TIME WARNER CABLE INC COM 88732J207 1,774 9,892 SH   DFND 1 4,468 0 5,424
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 14,194 13,850,000 PRN   DFND 1 0 0 13,850,000
TOWERS WATSON & CO CL A 891894107 2,079 17,716 SH   DFND 1 8,012 0 9,704
TRIPADVISOR INC COM 896945201 618 9,797 SH   DFND 1 4,595 0 5,202
UNITED STATES STL CORP NEW COM 912909108 810 77,721 SH   DFND 1 36,718 0 41,003
VERIZON COMMUNICATIONS INC COM 92343V104 2,867 65,899 SH   DFND 1 0 0 65,899
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 9,592 8,610,000 PRN   DFND 1 0 0 8,610,000
VISA INC COM CL A 92826C839 2,398 34,420 SH   DFND 1 0 0 34,420
VULCAN MATLS CO COM 929160109 18,388 206,148 SH   DFND 1 0 0 206,148
WAL-MART STORES INC COM 931142103 27,372 422,154 SH   DFND 1 385,184 0 36,970
WEIGHT WATCHERS INTL INC NEW COM 948626106 147 23,038 SH   DFND 1 23,038 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 222 200,000 PRN   DFND 1 0 0 200,000
XILINX INC NOTE 2.625% 6/1 983919AF8 10,460 7,000,000 PRN   DFND 1 0 0 7,000,000
YAHOO INC NOTE 12/0 984332AF3 10,615 11,000,000 PRN   DFND 1 0 0 11,000,000