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 2,574 17,973 SH   DFND 1 17,973 0 0
ABERCROMBIE & FITCH CO CL A 002896207 11,702 270,564 SH   DFND 1 0 0 270,564
ADOBE SYS INC COM 00724F101 1,348 18,631 SH   DFND 1 0 0 18,631
AMAZON COM INC COM 023135106 4,916 15,134 SH   DFND 1 9,818 0 5,316
AMC NETWORKS INC CL A 00164V103 337 5,475 SH   DFND 1 5,475 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 17,513 407,670 SH   DFND 1 11,555 0 396,115
AMERICAN EXPRESS CO COM 025816109 1,133 11,951 SH   DFND 1 4,051 0 7,900
AMERICAN INTL GROUP INC COM NEW 026874784 2,112 38,694 SH   DFND 1 38,694 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 16,936 16,250,000 PRN   DFND 1 0 0 16,250,000
AOL INC COM 00184X105 584 14,676 SH   DFND 1 14,676 0 0
APPLE INC COM 037833100 1,059 11,400 SH   DFND 1 0 0 11,400
APPLIED MATLS INC COM 038222105 6,701 297,143 SH   DFND 1 0 0 297,143
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 46,391 43,380,000 PRN   DFND 1 0 0 43,380,000
ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 13,425 12,500,000 PRN   DFND 1 0 0 12,500,000
AT&T INC COM 00206R102 3,664 103,613 SH   DFND 1 103,613 0 0
BAKER HUGHES INC COM 057224107 642 8,625 SH   DFND 1 8,625 0 0
BANK OF AMERICA CORPORATION COM 060505104 561 36,530 SH   DFND 1 28,765 0 7,765
BLACKBERRY LTD COM 09228F103 1,981 20,113 SH   DFND 1 0 0 20,113
BLOCK H & R INC COM 093671105 15,106 450,650 SH   DFND 1 0 0 450,650
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 10,893 8,000,000 PRN   DFND 1 0 0 8,000,000
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 8,219 128,841 SH   DFND 1 0 0 128,841
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,067 60,444 SH   DFND 1 60,444 0 0
CAVCO INDS INC DEL COM 149568107 294 3,452 SH   DFND 1 3,452 0 0
CBRE GROUP INC CL A 12504L109 595 18,555 SH   DFND 1 18,555 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 12,563 10,000,000 PRN   DFND 1 0 0 10,000,000
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 2,668 16,845 SH   DFND 1 1,833 0 15,012
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 2,626 2,500,000 PRN   DFND 1 0 0 2,500,000
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 21,644 20,200,000 PRN   DFND 1 0 0 20,200,000
CITIGROUP INC COM NEW 172967424 725 15,388 SH   DFND 1 13,340 0 2,048
COLGATE PALMOLIVE CO COM 194162103 2,718 39,869 SH   DFND 1 39,869 0 0
COLONY FINL INC NOTE 3.875% 1/1 19624RAB2 11,912 11,650,000 PRN   DFND 1 0 0 11,650,000
CONSTELLIUM NV CL A N22035104 2,334 72,814 SH   DFND 1 0 0 72,814
COSTCO WHSL CORP NEW COM 22160K105 980 8,514 SH   DFND 1 8,514 0 0
CVS CAREMARK CORPORATION COM 126650100 2,725 36,153 SH   DFND 1 36,153 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 754 19,477 SH   DFND 1 19,477 0 0
DEVON ENERGY CORP NEW COM 25179M103 651 8,198 SH   DFND 1 8,198 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 452 6,220 SH   DFND 1 6,220 0 0
DOVER CORP COM 260003108 2,531 27,830 SH   DFND 1 27,830 0 0
EAGLE MATERIALS INC COM 26969P108 10,003 106,092 SH   DFND 1 4,749 0 101,343
EBAY INC COM 278642103 1,846 36,875 SH   DFND 1 9,074 0 27,801
ELECTRONIC ARTS INC COM 285512109 7,906 220,411 SH   DFND 1 0 0 220,411
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 27,198 21,500,000 PRN   DFND 1 0 0 21,500,000
EMERSON ELEC CO COM 291011104 2,637 39,743 SH   DFND 1 38,803 0 940
EXPEDITORS INTL WASH INC COM 302130109 463 10,480 SH   DFND 1 10,480 0 0
EXTERRAN HLDGS INC COM 30225X103 8,594 191,013 SH   DFND 1 0 0 191,013
FACEBOOK INC CL A 30303M102 2,297 34,132 SH   DFND 1 0 0 34,132
FIRST REP BK SAN FRANCISCO C COM 33616C100 519 9,441 SH   DFND 1 9,441 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 8,214 62,320 SH   DFND 1 0 0 62,320
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 11,023 5,500,000 PRN   DFND 1 0 0 5,500,000
FORTUNE BRANDS HOME & SEC IN COM 34964C106 14,468 362,334 SH   DFND 1 0 0 362,334
GARTNER INC COM 366651107 621 8,813 SH   DFND 1 8,813 0 0
GENERAL ELECTRIC CO COM 369604103 812 30,901 SH   DFND 1 27,917 0 2,984
GOOGLE INC CL A 38259P508 2,184 3,736 SH   DFND 1 0 0 3,736
GOOGLE INC CL C 38259P706 4,839 8,411 SH   DFND 1 0 0 8,411
HANESBRANDS INC COM 410345102 360 3,660 SH   DFND 1 3,660 0 0
HEWLETT PACKARD CO COM 428236103 15,450 458,709 SH   DFND 1 458,560 0 149
HOLOGIC INC FRNT 2.000%12/1 436440AB7 19,103 15,250,000 PRN   DFND 1 0 0 15,250,000
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 13,915 11,500,000 PRN   DFND 1 0 0 11,500,000
HUNTINGTON BANCSHARES INC COM 446150104 946 99,147 SH   DFND 1 99,147 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 41,106 33,000,000 PRN   DFND 1 0 0 33,000,000
INTERPUBLIC GROUP COS INC COM 460690100 817 41,867 SH   DFND 1 41,867 0 0
JOHNSON & JOHNSON COM 478160104 38,586 368,828 SH   DFND 1 368,828 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 423 3,935 SH   DFND 1 3,935 0 0
KAR AUCTION SVCS INC COM 48238T109 8,821 276,794 SH   DFND 1 0 0 276,794
KROGER CO COM 501044101 934 18,903 SH   DFND 1 18,903 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 18,675 15,000,000 PRN   DFND 1 0 0 15,000,000
LAM RESEARCH CORP COM 512807108 746 11,034 SH   DFND 1 0 0 11,034
LAZARD LTD SHS A G54050102 807 15,648 SH   DFND 1 15,648 0 0
LEE ENTERPRISES INC COM 523768109 764 171,775 SH   DFND 1 0 0 171,775
LENNAR CORP CL A 526057104 11,061 263,479 SH   DFND 1 13,128 0 250,351
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,500 35,460 SH   DFND 1 35,460 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 257 8,744 SH   DFND 1 8,744 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 305 4,130 SH   DFND 1 4,130 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 24,210 18,000,000 PRN   DFND 1 0 0 18,000,000
LIBERTY MEDIA CORP DELAWARE CL A 531229102 732 5,352 SH   DFND 1 5,352 0 0
LILLY ELI & CO COM 532457108 45,691 734,934 SH   DFND 1 734,934 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 433 17,533 SH   DFND 1 17,533 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 9,682 155,239 SH   DFND 1 0 0 155,239
MARTIN MARIETTA MATLS INC COM 573284106 5,466 41,397 SH   DFND 1 0 0 41,397
MASTERCARD INC CL A 57636Q104 2,502 34,060 SH   DFND 1 0 0 34,060
MERCK & CO INC NEW COM 58933Y105 46,566 804,935 SH   DFND 1 804,935 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 11,090 7,500,000 PRN   DFND 1 0 0 7,500,000
MICRON TECHNOLOGY INC COM 595112103 371 11,250 SH   DFND 1 0 0 11,250
MICROSOFT CORP COM 594918104 41,706 1,000,171 SH   DFND 1 852,927 0 147,244
MOLSON COORS BREWING CO CL B 60871R209 13,315 179,543 SH   DFND 1 0 0 179,543
MONSANTO CO NEW COM 61166W101 1,076 8,622 SH   DFND 1 8,622 0 0
NETSUITE INC COM 64118Q107 743 8,550 SH   DFND 1 0 0 8,550
NRG ENERGY INC COM NEW 629377508 10,272 276,142 SH   DFND 1 0 0 276,142
NXP SEMICONDUCTORS N V COM N6596X109 10,663 161,132 SH   DFND 1 0 0 161,132
OFFICE DEPOT INC COM 676220106 281 49,324 SH   DFND 1 49,324 0 0
PFIZER INC COM 717081103 43,743 1,473,829 SH   DFND 1 1,473,829 0 0
PHH CORP NOTE 4.000% 9/0 693320AN3 13,125 13,000,000 PRN   DFND 1 0 0 13,000,000
PHILIP MORRIS INTL INC COM 718172109 491 5,825 SH   DFND 1 5,825 0 0
PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 23,406 16,500,000 PRN   DFND 1 0 0 16,500,000
PRICELINE GRP INC COM NEW 741503403 1,773 1,474 SH   DFND 1 0 0 1,474
PROCTER & GAMBLE CO COM 742718109 3,304 42,044 SH   DFND 1 42,044 0 0
PROLOGIS NOTE 3.250% 3/1 74340XAT8 6,713 6,000,000 PRN   DFND 1 0 0 6,000,000
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 14,408 13,842,000 PRN   DFND 1 0 0 13,842,000
REGIONS FINL CORP NEW COM 7591EP100 241 22,729 SH   DFND 1 22,729 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 4,345 378,838 SH   DFND 1 0 0 378,838
ROGERS COMMUNICATIONS INC CL B 775109200 573 13,336 SH   DFND 1 13,336 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 11,219 8,000,000 PRN   DFND 1 0 0 8,000,000
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 183 200,000 PRN   DFND 1 0 0 200,000
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 41,817 36,500,000 PRN   DFND 1 0 0 36,500,000
SANDISK CORP COM 80004C101 1,233 11,811 SH   DFND 1 0 0 11,811
SCOTTS MIRACLE GRO CO CL A 810186106 337 5,932 SH   DFND 1 5,932 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 10,449 183,888 SH   DFND 1 0 0 183,888
SL GREEN RLTY CORP COM 78440X101 239 2,180 SH   DFND 1 2,180 0 0
SOTHEBYS COM 835898107 614 14,630 SH   DFND 1 14,630 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 22,359 22,300,000 PRN   DFND 1 0 0 22,300,000
STANDARD PAC CORP NEW COM 85375C101 497 57,836 SH   DFND 1 57,836 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 34,006 30,180,000 PRN   DFND 1 0 0 30,180,000
SWIFT TRANSN CO CL A 87074U101 5,257 208,356 SH   DFND 1 0 0 208,356
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 592 27,659 SH   DFND 1 27,659 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 12,233 10,000,000 PRN   DFND 1 0 0 10,000,000
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 6,561 5,000,000 PRN   DFND 1 0 0 5,000,000
TD AMERITRADE HLDG CORP COM 87236Y108 462 14,722 SH   DFND 1 14,722 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,394 22,544 SH   DFND 1 0 0 22,544
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 4,374 4,500,000 PRN   DFND 1 0 0 4,500,000
TIME WARNER CABLE INC COM 88732J207 536 3,637 SH   DFND 1 3,637 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 14,427 13,600,000 PRN   DFND 1 0 0 13,600,000
TOWERS WATSON & CO CL A 891894107 388 3,721 SH   DFND 1 3,721 0 0
TREE COM INC COM 894675107 6,539 224,406 SH   DFND 1 0 0 224,406
TRIPADVISOR INC COM 896945201 3,246 29,875 SH   DFND 1 16,662 0 13,213
UNITED RENTALS INC COM 911363109 3,024 28,874 SH   DFND 1 0 0 28,874
UNITED STATES STL CORP NEW COM 912909108 478 18,339 SH   DFND 1 18,339 0 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 15,651 12,500,000 PRN   DFND 1 0 0 12,500,000
VEEVA SYS INC CL A COM 922475108 560 22,000 SH   DFND 1 0 0 22,000
VERIZON COMMUNICATIONS INC COM 92343V104 6,448 131,597 SH   DFND 1 131,597 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 16,562 14,000,000 PRN   DFND 1 0 0 14,000,000
VISA INC COM CL A 92826C839 2,242 10,639 SH   DFND 1 0 0 10,639
VULCAN MATLS CO COM 929160109 8,706 136,562 SH   DFND 1 0 0 136,562
WAL-MART STORES INC COM 931142103 29,196 388,919 SH   DFND 1 388,919 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 9,628 7,000,000 PRN   DFND 1 0 0 7,000,000
ZIONS BANCORPORATION COM 989701107 648 21,979 SH   DFND 1 21,979 0 0