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 13,582 70,987 SH   DFND 1 18,066 0 52,921
51JOB INC NOTE 3.250% 4/1 316827AC8 1,289 1,200,000 PRN   DFND 1 0 0 1,200,000
ADOBE SYS INC COM 00724F101 12,883 99,000 SH   DFND 1 0 0 99,000
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 10,709 10,800,000 PRN   DFND 1 0 0 10,800,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 21,162 196,257 SH   DFND 1 85,257 0 111,000
ALPHABET INC CAP STK CL A 02079K305 9,326 11,000 SH   DFND 1 0 0 11,000
AMAZON COM INC COM 023135106 64,364 72,602 SH   DFND 1 45,125 0 27,477
AMC NETWORKS INC CL A 00164V103 2,091 35,649 SH   DFND 1 30,358 0 5,291
AMERICAN AIRLS GROUP INC COM 02376R102 30,991 732,634 SH   DFND 1 458,969 0 273,665
AMERICAN INTL GROUP INC COM NEW 026874784 26,133 418,605 SH   DFND 1 262,553 0 156,052
APPLE INC COM 037833100 10,775 75,000 SH   DFND 1 0 0 75,000
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 7,843 7,600,000 PRN   DFND 1 0 0 7,600,000
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 3,879 3,800,000 PRN   DFND 1 0 0 3,800,000
AT&T INC COM 00206R102 1,323 31,843 SH   DFND 1 0 0 31,843
BAKER HUGHES INC COM 057224107 5,287 88,394 SH   DFND 1 49,063 0 39,331
BANK AMER CORP COM 060505104 10,867 460,619 SH   DFND 1 274,886 0 185,733
BERRY PLASTICS GROUP INC COM 08579W103 7,286 150,000 SH   DFND 1 0 0 150,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 6,801 6,000,000 PRN   DFND 1 0 0 6,000,000
BROADCOM LTD SHS Y09827109 13,138 60,000 SH   DFND 1 0 0 60,000
CALATLANTIC GROUP INC COM 128195104 6,449 172,204 SH   DFND 1 108,355 0 63,849
CAVCO INDS INC DEL COM 149568107 11,057 94,998 SH   DFND 1 58,746 0 36,252
CBRE GROUP INC CL A 12504L109 13,681 393,273 SH   DFND 1 252,381 0 140,892
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 13,395 11,450,000 PRN   DFND 1 0 0 11,450,000
CHARTER COMMUNICATIONS INC N CL A 16119P108 23,532 71,892 SH   DFND 1 44,759 0 27,133
CITIGROUP INC COM NEW 172967424 10,559 176,518 SH   DFND 1 109,527 0 66,991
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 24,661 19,600,000 PRN   DFND 1 0 0 19,600,000
CME GROUP INC COM 12572Q105 6,534 55,000 SH   DFND 1 0 0 55,000
COLGATE PALMOLIVE CO COM 194162103 22,938 313,398 SH   DFND 1 105,013 0 208,385
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 4,012 333,235 SH   DFND 1 333,235 0 0
CONSOLIDATED EDISON INC COM 209115104 9,637 124,088 SH   DFND 1 0 0 124,088
CONSTELLATION BRANDS INC CL A 21036P108 10,210 62,250 SH   DFND 1 0 0 62,250
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 11,242 11,000,000 PRN   DFND 1 0 0 11,000,000
COSTCO WHSL CORP NEW COM 22160K105 8,032 47,896 SH   DFND 1 25,372 0 22,524
CSX CORP COM 126408103 38,235 821,362 SH   DFND 1 500,731 0 320,631
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 28,314 25,500,000 PRN   DFND 1 0 0 25,500,000
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 8,012 163,004 SH   DFND 1 163,004 0 0
CVS HEALTH CORP COM 126650100 13,009 165,720 SH   DFND 1 62,665 0 103,055
DOVER CORP COM 260003108 12,091 150,482 SH   DFND 1 42,615 0 107,867
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 5,279 4,500,000 PRN   DFND 1 0 0 4,500,000
EAGLE MATERIALS INC COM 26969P108 22,550 232,142 SH   DFND 1 141,293 0 90,849
EBAY INC COM 278642103 12,364 368,353 SH   DFND 1 84,363 0 283,990
ELDORADO RESORTS INC COM 28470R102 15,573 822,888 SH   DFND 1 0 0 822,888
EMBRAER S A SP ADR REP 4 COM 29082A107 8,832 400,000 SH   DFND 1 0 0 400,000
EMERSON ELEC CO COM 291011104 22,380 373,880 SH   DFND 1 151,356 0 222,524
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 634 500,000 PRN   DFND 1 0 0 500,000
EXPEDIA INC DEL COM NEW 30212P303 247 925 SH Put DFND 1 0 0 925
EXPEDITORS INTL WASH INC COM 302130109 7,712 136,516 SH   DFND 1 84,895 0 51,621
FINISAR CORP NOTE 0.500%12/1 31787AAM3 5,711 5,000,000 PRN   DFND 1 0 0 5,000,000
FLEETCOR TECHNOLOGIES INC COM 339041105 493 1,450 SH Call DFND 1 0 0 1,450
GARTNER INC COM 366651107 18,834 174,405 SH   DFND 1 107,568 0 66,837
GLOBANT S A COM L44385109 1,559 42,838 SH   DFND 1 42,838 0 0
GOLDCORP INC NEW COM 380956409 6,346 462,192 SH   DFND 1 0 0 462,192
HANESBRANDS INC COM 410345102 3,854 185,699 SH   DFND 1 117,226 0 68,473
HD SUPPLY HLDGS INC COM 40416M105 10,306 250,600 SH   DFND 1 0 0 250,600
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 3,072 2,200,000 PRN   DFND 1 0 0 2,200,000
HOLOGIC INC FRNT 12/1 436440AG6 23,057 18,600,000 PRN   DFND 1 0 0 18,600,000
HP INC COM 40434L105 13,459 752,756 SH   DFND 1 752,607 0 149
HUNTINGTON BANCSHARES INC COM 446150104 29,318 2,189,647 SH   DFND 1 1,348,745 0 840,902
ILLUMINA INC NOTE 6/1 452327AF6 2,331 2,300,000 PRN   DFND 1 0 0 2,300,000
INTEL CORP SDCV 12/1 458140AD2 27,550 20,250,000 PRN   DFND 1 0 0 20,250,000
INTERPUBLIC GROUP COS INC COM 460690100 17,611 716,750 SH   DFND 1 444,299 0 272,451
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 7,222 6,750,000 PRN   DFND 1 0 0 6,750,000
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 12,070 10,800,000 PRN   DFND 1 0 0 10,800,000
JOHNSON & JOHNSON COM 478160104 60,587 486,443 SH   DFND 1 340,860 0 145,583
KANSAS CITY SOUTHERN COM NEW 485170302 10,350 120,703 SH   DFND 1 76,007 0 44,696
KAR AUCTION SVCS INC COM 48238T109 9,826 225,000 SH   DFND 1 0 0 225,000
KROGER CO COM 501044101 13,768 466,866 SH   DFND 1 288,926 0 177,940
LAZARD LTD SHS A G54050102 24,334 529,113 SH   DFND 1 325,723 0 203,390
LENNAR CORP CL A 526057104 13,708 267,778 SH   DFND 1 171,769 0 96,009
LIBERTY GLOBAL PLC SHS CL C G5480U120 8,701 248,337 SH   DFND 1 141,363 0 106,974
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 2,528 126,242 SH   DFND 1 75,128 0 51,114
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 4,946 4,400,000 PRN   DFND 1 0 0 4,400,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 9,219 8,100,000 PRN   DFND 1 0 0 8,100,000
LILLY ELI & CO COM 532457108 36,825 437,814 SH   DFND 1 329,682 0 108,132
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 7,641 7,050,000 PRN   DFND 1 0 0 7,050,000
LIVE NATION ENTERTAINMENT IN COM 538034109 7,355 242,164 SH   DFND 1 143,951 0 98,213
LOWES COS INC COM 548661107 6,659 81,000 SH   DFND 1 0 0 81,000
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 5,408 4,800,000 PRN   DFND 1 0 0 4,800,000
MERCK & CO INC COM 58933Y105 41,103 646,874 SH   DFND 1 488,669 0 158,205
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 14,989 10,400,000 PRN   DFND 1 0 0 10,400,000
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 4,562 1,700,000 PRN   DFND 1 0 0 1,700,000
MICROSOFT CORP COM 594918104 58,920 894,632 SH   DFND 1 623,774 0 270,858
MOHAWK INDS INC COM 608190104 11,475 50,000 SH   DFND 1 0 0 50,000
MOLSON COORS BREWING CO CL B 60871R209 331 1,350 SH Call DFND 1 0 0 1,350
MONSANTO CO NEW COM 61166W101 15,394 135,980 SH   DFND 1 84,141 0 51,839
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 852 850,000 PRN   DFND 1 0 0 850,000
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4,102 3,000,000 PRN   DFND 1 0 0 3,000,000
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 6,075 5,250,000 PRN   DFND 1 0 0 5,250,000
OFFICE DEPOT INC COM 676220106 1,146 245,730 SH   DFND 1 76,985 0 168,745
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 11,978 11,000,000 PRN   DFND 1 0 0 11,000,000
PACCAR INC COM 693718108 12,654 188,324 SH   DFND 1 119,654 0 68,670
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 4,864 4,050,000 PRN   DFND 1 0 0 4,050,000
PAYPAL HLDGS INC COM 70450Y103 5,596 130,114 SH   DFND 1 74,437 0 55,677
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6,947 716,911 SH   DFND 1 716,911 0 0
PFIZER INC COM 717081103 43,046 1,258,278 SH   DFND 1 832,838 0 425,440
PHILIP MORRIS INTL INC COM 718172109 12,821 113,557 SH   DFND 1 0 0 113,557
PLANET FITNESS INC CL A 72703H101 12,140 630,000 SH   DFND 1 0 0 630,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 7,841 5,500,000 PRN   DFND 1 0 0 5,500,000
PROCTER AND GAMBLE CO COM 742718109 32,116 357,440 SH   DFND 1 157,656 0 199,784
RED HAT INC NOTE 0.250%10/0 756577AD4 8,197 6,300,000 PRN   DFND 1 0 0 6,300,000
RED ROCK RESORTS INC CL A 75700L108 7,098 320,000 SH   DFND 1 0 0 320,000
REGIONS FINL CORP NEW COM 7591EP100 7,584 521,968 SH   DFND 1 343,276 0 178,692
REYNOLDS AMERICAN INC COM 761713106 12,890 204,542 SH   DFND 1 0 0 204,542
ROGERS COMMUNICATIONS INC CL B 775109200 12,195 207,388 SH   DFND 1 128,362 0 79,026
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 4,936 3,900,000 PRN   DFND 1 0 0 3,900,000
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 11,090 8,600,000 PRN   DFND 1 0 0 8,600,000
SCHWAB CHARLES CORP NEW COM 808513105 7,387 181,000 SH   DFND 1 0 0 181,000
SCOTTS MIRACLE GRO CO CL A 810186106 17,737 189,923 SH   DFND 1 117,671 0 72,252
SERVICENOW INC NOTE 11/0 81762PAB8 6,579 5,100,000 PRN   DFND 1 0 0 5,100,000
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 290 300,000 PRN   DFND 1 0 0 300,000
SOTHEBYS COM 835898107 22,045 484,706 SH   DFND 1 300,138 0 184,568
SOUTHERN CO COM 842587107 9,734 195,540 SH   DFND 1 0 0 195,540
SOUTHWEST AIRLS CO COM 844741108 11,935 222,000 SH   DFND 1 0 0 222,000
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 861 850,000 PRN   DFND 1 0 0 850,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 12,390 350,000 SH   DFND 1 0 0 350,000
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 6,755 6,500,000 PRN   DFND 1 0 0 6,500,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 23,923 23,550,000 PRN   DFND 1 0 0 23,550,000
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 16,947 15,500,000 PRN   DFND 1 0 0 15,500,000
SYNCHRONY FINL COM 87165B103 12,489 364,089 SH   DFND 1 227,356 0 136,733
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 15,541 473,224 SH   DFND 1 295,696 0 177,528
TATA MTRS LTD SPONSORED ADR 876568502 5,082 142,548 SH   DFND 1 142,548 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 15,003 386,057 SH   DFND 1 240,375 0 145,682
TESLA INC NOTE 0.250% 3/0 88160RAB7 15,089 15,100,000 PRN   DFND 1 0 0 15,100,000
TESLA INC NOTE 1.250% 3/0 88160RAC5 5,401 5,500,000 PRN   DFND 1 0 0 5,500,000
TRIPADVISOR INC COM 896945201 1,667 38,630 SH   DFND 1 20,476 0 18,154
TWITTER INC NOTE 1.000% 9/1 90184LAD4 183 200,000 PRN   DFND 1 0 0 200,000
UNITED CONTL HLDGS INC COM 910047109 208 2,000 SH Call DFND 1 0 0 2,000
UNITED STATES STL CORP NEW COM 912909108 9,929 293,701 SH   DFND 1 182,337 0 111,364
VERIZON COMMUNICATIONS INC COM 92343V104 1,602 32,864 SH   DFND 1 0 0 32,864
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 19,737 19,500,000 PRN   DFND 1 0 0 19,500,000
WAL-MART STORES INC COM 931142103 26,847 372,452 SH   DFND 1 306,540 0 65,912
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 15,347 12,000,000 PRN   DFND 1 0 0 12,000,000
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 256 250,000 PRN   DFND 1 0 0 250,000
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 4,782 4,000,000 PRN   DFND 1 0 0 4,000,000
WELBILT INC COM 949090104 2,135 108,760 SH   DFND 1 37,486 0 71,274
WESTLAKE CHEM CORP COM 960413102 4,954 75,000 SH   DFND 1 0 0 75,000
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 6,296 5,460,000 PRN   DFND 1 0 0 5,460,000
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 4,200 3,500,000 PRN   DFND 1 0 0 3,500,000
WYNN RESORTS LTD COM 983134107 10,086 88,000 SH   DFND 1 0 0 88,000