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 7,889 48,009 SH   DFND 1 27,396 0 20,613
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,497 14,400 SH   DFND 1 0 0 14,400
AMAZON COM INC COM 023135106 5,486 17,677 SH   DFND 1 12,461 0 5,216
AMC NETWORKS INC CL A 00164V103 1,400 21,947 SH   DFND 1 5,158 0 16,789
AMERICAN AIRLS GROUP INC COM 02376R102 2,572 47,967 SH   DFND 1 16,882 0 31,085
AMERICAN EXPRESS CO COM 025816109 429 4,615 SH   DFND 1 4,615 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,697 48,147 SH   DFND 1 48,147 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 10,285 10,200,000 PRN   DFND 1 0 0 10,200,000
AOL INC COM 00184X105 773 16,748 SH   DFND 1 16,748 0 0
APPLE INC COM 037833100 8,078 73,175 SH   DFND 1 0 0 73,175
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 45,166 43,800,000 PRN   DFND 1 0 0 43,800,000
ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 12,881 12,500,000 PRN   DFND 1 0 0 12,500,000
AT&T INC COM 00206R102 9,151 272,419 SH   DFND 1 155,422 0 116,997
BAIDU INC SPON ADR REP A 056752108 7,787 34,162 SH   DFND 1 0 0 34,162
BAKER HUGHES INC COM 057224107 552 9,843 SH   DFND 1 9,843 0 0
BANK AMER CORP COM 060505104 595 33,247 SH   DFND 1 32,827 0 420
BED BATH & BEYOND INC COM 075896100 7,845 102,997 SH   DFND 1 0 0 102,997
BLOCK H & R INC COM 093671105 16,667 494,882 SH   DFND 1 0 0 494,882
BOYD GAMING CORP COM 103304101 19,340 1,446,424 SH   DFND 1 0 0 1,446,424
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 8,156 6,000,000 PRN   DFND 1 0 0 6,000,000
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,309 63,439 SH   DFND 1 63,439 0 0
CAVCO INDS INC DEL COM 149568107 444 5,598 SH   DFND 1 5,598 0 0
CBRE GROUP INC CL A 12504L109 793 23,154 SH   DFND 1 23,154 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 17,506 16,920,000 PRN   DFND 1 0 0 16,920,000
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 379 2,275 SH   DFND 1 2,275 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 195 200,000 PRN   DFND 1 0 0 200,000
CITIGROUP INC COM NEW 172967424 830 15,326 SH   DFND 1 15,224 0 102
CME GROUP INC COM 12572Q105 12,488 140,873 SH   DFND 1 0 0 140,873
COLGATE PALMOLIVE CO COM 194162103 7,317 105,742 SH   DFND 1 61,664 0 44,078
COLONY FINL INC NOTE 3.875% 1/1 19624RAB2 11,592 11,650,000 PRN   DFND 1 0 0 11,650,000
CONSOLIDATED EDISON INC COM 209115104 4,594 69,601 SH   DFND 1 0 0 69,601
CONSTELLATION BRANDS INC CL A 21036P108 4,888 49,794 SH   DFND 1 0 0 49,794
COSTCO WHSL CORP NEW COM 22160K105 613 4,325 SH   DFND 1 4,325 0 0
CRITEO S A SPONS ADS 226718104 964 23,848 SH   DFND 1 0 0 23,848
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 12,004 12,250,000 PRN   DFND 1 0 0 12,250,000
CUBIST PHARMACEUTICALS INC NOTE 1.875% 9/0 229678AH0 3,400 2,500,000 PRN   DFND 1 0 0 2,500,000
CVS HEALTH CORP COM 126650100 8,386 87,076 SH   DFND 1 52,086 0 34,990
DELTA AIR LINES INC DEL COM NEW 247361702 321 6,532 SH   DFND 1 6,532 0 0
DEVON ENERGY CORP NEW COM 25179M103 573 9,356 SH   DFND 1 9,356 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 479 14,196 SH   DFND 1 14,196 0 0
DOVER CORP COM 260003108 6,036 84,165 SH   DFND 1 46,770 0 37,395
EAGLE MATERIALS INC COM 26969P108 471 6,200 SH   DFND 1 6,200 0 0
EBAY INC COM 278642103 633 11,277 SH   DFND 1 11,277 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 9,800 6,500,000 PRN   DFND 1 0 0 6,500,000
EMERSON ELEC CO COM 291011104 6,911 111,967 SH   DFND 1 64,223 0 47,744
ENERGIZER HLDGS INC COM 29266R108 12,155 94,548 SH   DFND 1 0 0 94,548
EXPEDITORS INTL WASH INC COM 302130109 534 11,960 SH   DFND 1 11,960 0 0
FACEBOOK INC CL A 30303M102 1,856 23,791 SH   DFND 1 0 0 23,791
FIRST REP BK SAN FRANCISCO C COM 33616C100 741 14,221 SH   DFND 1 14,221 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,923 33,102 SH   DFND 1 0 0 33,102
GARTNER INC COM 366651107 847 10,057 SH   DFND 1 10,057 0 0
GENERAL ELECTRIC CO COM 369604103 880 34,827 SH   DFND 1 34,827 0 0
GOOGLE INC CL A 38259P508 1,399 2,636 SH   DFND 1 0 0 2,636
HANESBRANDS INC COM 410345102 465 4,170 SH   DFND 1 4,170 0 0
HEWLETT PACKARD CO COM 428236103 17,557 437,501 SH   DFND 1 301,694 0 135,807
HOLOGIC INC FRNT 2.000%12/1 436440AB7 12,029 9,500,000 PRN   DFND 1 0 0 9,500,000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 3,364 3,000,000 PRN   DFND 1 0 0 3,000,000
HUNTINGTON BANCSHARES INC COM 446150104 1,295 123,113 SH   DFND 1 123,113 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 16,483 12,500,000 PRN   DFND 1 0 0 12,500,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 8,716 5,000,000 PRN   DFND 1 0 0 5,000,000
INTERPUBLIC GROUP COS INC COM 460690100 1,081 52,057 SH   DFND 1 52,057 0 0
INTUIT COM 461202103 6,282 68,141 SH   DFND 1 0 0 68,141
JARDEN CORP NOTE 1.500% 6/1 471109AL2 17,950 13,500,000 PRN   DFND 1 0 0 13,500,000
JOHNSON & JOHNSON COM 478160104 41,518 397,035 SH   DFND 1 369,204 0 27,831
KANSAS CITY SOUTHERN COM NEW 485170302 608 4,980 SH   DFND 1 4,980 0 0
KAR AUCTION SVCS INC COM 48238T109 12,366 356,878 SH   DFND 1 0 0 356,878
KB HOME COM 48666K109 6,477 391,379 SH   DFND 1 0 0 391,379
KROGER CO COM 501044101 1,385 21,572 SH   DFND 1 21,572 0 0
LAM RESEARCH CORP COM 512807108 1,594 20,089 SH   DFND 1 0 0 20,089
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 12,635 9,500,000 PRN   DFND 1 0 0 9,500,000
LAZARD LTD SHS A G54050102 893 17,858 SH   DFND 1 17,858 0 0
LENNAR CORP CL A 526057104 731 16,319 SH   DFND 1 16,319 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 623 12,408 SH   DFND 1 0 0 12,408
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,263 26,146 SH   DFND 1 26,146 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 200 5,307 SH   DFND 1 5,307 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 6,605 224,511 SH   DFND 1 9,962 0 214,549
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 17,938 12,500,000 PRN   DFND 1 0 0 12,500,000
LIBERTY MEDIA CORP DELAWARE CL A 531229102 215 6,097 SH   DFND 1 6,097 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 428 12,215 SH   DFND 1 12,215 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 22,275 22,500,000 PRN   DFND 1 0 0 22,500,000
LILLY ELI & CO COM 532457108 52,583 762,177 SH   DFND 1 717,538 0 44,639
LINKEDIN CORP COM CL A 53578A108 3,132 13,634 SH   DFND 1 0 0 13,634
LIVE NATION ENTERTAINMENT IN COM 538034109 7,070 270,753 SH   DFND 1 19,975 0 250,778
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 10,235 143,967 SH   DFND 1 0 0 143,967
MASTERCARD INC CL A 57636Q104 2,311 26,822 SH   DFND 1 0 0 26,822
MCGRAW HILL FINL INC COM 580645109 608 6,828 SH   DFND 1 0 0 6,828
MERCK & CO INC NEW COM 58933Y105 48,585 855,510 SH   DFND 1 807,216 0 48,294
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 15,348 13,000,000 PRN   DFND 1 0 0 13,000,000
MICRON TECHNOLOGY INC COM 595112103 658 18,795 SH   DFND 1 0 0 18,795
MICROSOFT CORP COM 594918104 42,005 904,289 SH   DFND 1 841,659 0 62,630
MOLSON COORS BREWING CO CL B 60871R209 12,593 168,982 SH   DFND 1 0 0 168,982
MONSANTO CO NEW COM 61166W101 2,819 23,600 SH   DFND 1 11,099 0 12,501
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 11,760 10,500,000 PRN   DFND 1 0 0 10,500,000
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 36,880 32,000,000 PRN   DFND 1 0 0 32,000,000
NXP SEMICONDUCTORS N V COM N6596X109 1,000 13,091 SH   DFND 1 0 0 13,091
OFFICE DEPOT INC COM 676220106 10,749 1,253,565 SH   DFND 1 56,194 0 1,197,371
PALO ALTO NETWORKS INC COM 697435105 1,350 11,017 SH   DFND 1 0 0 11,017
PFIZER INC COM 717081103 48,955 1,571,590 SH   DFND 1 1,472,525 0 99,065
PHILIP MORRIS INTL INC COM 718172109 4,423 54,304 SH   DFND 1 6,647 0 47,657
PRICELINE GRP INC COM NEW 741503403 1,909 1,674 SH   DFND 1 0 0 1,674
PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 19,680 14,850,000 PRN   DFND 1 0 0 14,850,000
PROCTER & GAMBLE CO COM 742718109 8,640 94,843 SH   DFND 1 60,585 0 34,258
PROLOGIS NOTE 3.250% 3/1 74340XAT8 6,683 6,000,000 PRN   DFND 1 0 0 6,000,000
PULTE GROUP INC COM 745867101 11,181 520,995 SH   DFND 1 0 0 520,995
RALPH LAUREN CORP CL A 751212101 4,897 26,446 SH   DFND 1 0 0 26,446
REALOGY HLDGS CORP COM 75605Y106 18,699 420,289 SH   DFND 1 0 0 420,289
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 12,448 12,574,000 PRN   DFND 1 0 0 12,574,000
REGIONS FINL CORP NEW COM 7591EP100 317 30,005 SH   DFND 1 30,005 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 500 51,513 SH   DFND 1 0 0 51,513
REYNOLDS AMERICAN INC COM 761713106 4,387 68,264 SH   DFND 1 0 0 68,264
ROBERT HALF INTL INC COM 770323103 5,601 95,942 SH   DFND 1 0 0 95,942
ROGERS COMMUNICATIONS INC CL B 775109200 694 15,363 SH   DFND 1 15,363 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 186 200,000 PRN   DFND 1 0 0 200,000
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 13,542 10,000,000 PRN   DFND 1 0 0 10,000,000
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 41,465 36,400,000 PRN   DFND 1 0 0 36,400,000
SANDISK CORP NOTE 0.500%10/1 80004CAF8 30,015 25,000,000 PRN   DFND 1 0 0 25,000,000
SCOTTS MIRACLE GRO CO CL A 810186106 624 10,012 SH   DFND 1 10,012 0 0
SEALED AIR CORP NEW COM 81211K100 12,170 286,828 SH   DFND 1 0 0 286,828
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 216 3,000 SH   DFND 1 0 0 3,000
SERVICENOW INC NOTE 11/0 81762PAB8 13,635 12,000,000 PRN   DFND 1 0 0 12,000,000
SOTHEBYS COM 835898107 1,400 32,412 SH   DFND 1 32,412 0 0
SOUFUN HLDGS LTD NOTE 2.000%12/1 836034AB4 534 600,000 PRN   DFND 1 0 0 600,000
SOUTHERN CO COM 842587107 4,461 90,840 SH   DFND 1 0 0 90,840
SOUTHWEST AIRLS CO COM 844741108 6,314 149,203 SH   DFND 1 0 0 149,203
SPECTRUM BRANDS HLDGS INC COM 84763R101 4,894 51,150 SH   DFND 1 0 0 51,150
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 19,301 20,000,000 PRN   DFND 1 0 0 20,000,000
STANDARD PAC CORP NEW COM 85375C101 481 66,003 SH   DFND 1 66,003 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 31,077 29,180,000 PRN   DFND 1 0 0 29,180,000
SWIFT TRANSN CO CL A 87074U101 9,359 326,898 SH   DFND 1 0 0 326,898
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 906 40,503 SH   DFND 1 40,503 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 6,688 4,400,000 PRN   DFND 1 0 0 4,400,000
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 8,450 6,000,000 PRN   DFND 1 0 0 6,000,000
TD AMERITRADE HLDG CORP COM 87236Y108 696 19,463 SH   DFND 1 19,463 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 13,483 14,900,000 PRN   DFND 1 0 0 14,900,000
TIME WARNER CABLE INC COM 88732J207 687 4,520 SH   DFND 1 4,520 0 0
TOWERS WATSON & CO CL A 891894107 739 6,532 SH   DFND 1 6,532 0 0
TREE COM INC COM 894675107 6,516 134,805 SH   DFND 1 0 0 134,805
TRI POINTE HOMES INC COM 87265H109 7,886 517,104 SH   DFND 1 0 0 517,104
TRIPADVISOR INC COM 896945201 1,053 14,107 SH   DFND 1 14,107 0 0
TWITTER INC COM 90184L102 6,346 176,916 SH   DFND 1 0 0 176,916
UNITED RENTALS INC COM 911363109 1,241 12,169 SH   DFND 1 0 0 12,169
UNITED STATES STL CORP NEW COM 912909108 703 26,287 SH   DFND 1 26,287 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 9,506 155,000 SH   DFND 1 0 0 155,000
VEEVA SYS INC CL A COM 922475108 856 32,416 SH   DFND 1 0 0 32,416
VERIZON COMMUNICATIONS INC COM 92343V104 9,033 193,080 SH   DFND 1 110,381 0 82,699
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 13,273 11,100,000 PRN   DFND 1 0 0 11,100,000
VISA INC COM CL A 92826C839 1,857 7,084 SH   DFND 1 0 0 7,084
WAL-MART STORES INC COM 931142103 36,444 424,350 SH   DFND 1 387,380 0 36,970
WEIGHT WATCHERS INTL INC NEW COM 948626106 598 24,076 SH   DFND 1 24,076 0 0
WESTERN DIGITAL CORP COM 958102105 1,714 15,485 SH   DFND 1 0 0 15,485
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 247 200,000 PRN   DFND 1 0 0 200,000
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 10,474 8,500,000 PRN   DFND 1 0 0 8,500,000
YAHOO INC NOTE 12/0 984332AF3 40,160 35,500,000 PRN   DFND 1 0 0 35,500,000
ZIONS BANCORPORATION COM 989701107 715 25,083 SH   DFND 1 25,083 0 0