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 7,172 34,452 SH   DFND 1 12,677 0 21,775
51JOB INC NOTE 3.250% 4/1 316827AC8 1,412 1,200,000 PRN   DFND 1 0 0 1,200,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 16,072 114,066 SH   DFND 1 114,066 0 0
ALPHABET INC CAP STK CL A 02079K305 7,437 8,000 SH   DFND 1 0 0 8,000
AMAZON COM INC COM 023135106 74,618 77,084 SH   DFND 1 49,607 0 27,477
AMC NETWORKS INC CL A 00164V103 2,207 41,311 SH   DFND 1 36,020 0 5,291
AMERICAN AIRLS GROUP INC COM 02376R102 40,791 810,608 SH   DFND 1 536,943 0 273,665
AMERICAN INTL GROUP INC COM NEW 026874784 28,954 463,120 SH   DFND 1 307,068 0 156,052
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 3,197 3,100,000 PRN   DFND 1 0 0 3,100,000
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 3,043 3,000,000 PRN   DFND 1 0 0 3,000,000
AT&T INC COM 00206R102 1,201 31,843 SH   DFND 1 0 0 31,843
BAKER HUGHES INC COM 057224107 5,230 95,932 SH   DFND 1 56,601 0 39,331
BANK AMER CORP COM 060505104 12,524 516,251 SH   DFND 1 330,518 0 185,733
BERRY GLOBAL GROUP INC COM 08579W103 11,402 200,000 SH   DFND 1 0 0 200,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 7,879 7,100,000 PRN   DFND 1 0 0 7,100,000
BLACKHAWK NETWORK HLDGS INC COM 09238E104 705 16,180 SH   DFND 1 0 0 16,180
CAESARS ENTMT CORP COM 127686103 18,000 1,500,000 SH   DFND 1 0 0 1,500,000
CALATLANTIC GROUP INC COM 128195104 6,743 190,748 SH   DFND 1 126,899 0 63,849
CAVCO INDS INC DEL COM 149568107 13,642 105,220 SH   DFND 1 68,968 0 36,252
CBRE GROUP INC CL A 12504L109 15,927 437,537 SH   DFND 1 296,645 0 140,892
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 5,374 4,500,000 PRN   DFND 1 0 0 4,500,000
CHARTER COMMUNICATIONS INC N CL A 16119P108 26,821 79,625 SH   DFND 1 52,492 0 27,133
CITIGROUP INC COM NEW 172967424 13,109 196,012 SH   DFND 1 129,021 0 66,991
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 23,670 19,600,000 PRN   DFND 1 0 0 19,600,000
CME GROUP INC COM 12572Q105 6,888 55,000 SH   DFND 1 0 0 55,000
COLGATE PALMOLIVE CO COM 194162103 17,954 242,185 SH   DFND 1 81,890 0 160,295
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 5,363 466,324 SH   DFND 1 466,324 0 0
CONSOLIDATED EDISON INC COM 209115104 10,029 124,088 SH   DFND 1 0 0 124,088
CONSTELLATION BRANDS INC CL A 21036P108 17,048 88,000 SH   DFND 1 0 0 88,000
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 5,780 5,750,000 PRN   DFND 1 0 0 5,750,000
COSTCO WHSL CORP NEW COM 22160K105 4,482 28,024 SH   DFND 1 18,369 0 9,655
CSX CORP COM 126408103 41,787 765,879 SH   DFND 1 502,002 0 263,877
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 2,832 2,000,000 PRN   DFND 1 0 0 2,000,000
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 13,666 253,725 SH   DFND 1 253,725 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 11,001 9,550,000 PRN   DFND 1 0 0 9,550,000
CVS HEALTH CORP COM 126650100 10,512 130,654 SH   DFND 1 55,312 0 75,342
DOVER CORP COM 260003108 8,445 105,276 SH   DFND 1 37,341 0 67,935
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 5,863 5,000,000 PRN   DFND 1 0 0 5,000,000
E TRADE FINANCIAL CORP COM NEW 269246401 12,664 333,000 SH   DFND 1 0 0 333,000
EAGLE MATERIALS INC COM 26969P108 23,664 256,044 SH   DFND 1 165,195 0 90,849
EBAY INC COM 278642103 24,770 709,353 SH   DFND 1 100,363 0 608,990
ELDORADO RESORTS INC COM 28470R102 23,000 1,150,000 SH   DFND 1 0 0 1,150,000
EMERSON ELEC CO COM 291011104 19,536 327,666 SH   DFND 1 139,440 0 188,226
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 640 500,000 PRN   DFND 1 0 0 500,000
EXPEDITORS INTL WASH INC COM 302130109 8,553 151,431 SH   DFND 1 99,810 0 51,621
F M C CORP COM NEW 302491303 6,613 90,528 SH   DFND 1 0 0 90,528
FEDEX CORP COM 31428X106 4,107 18,899 SH   DFND 1 0 0 18,899
FINISAR CORP NOTE 0.500%12/1 31787AAM3 10,220 9,100,000 PRN   DFND 1 0 0 9,100,000
GARTNER INC COM 366651107 23,846 193,073 SH   DFND 1 126,236 0 66,837
GLOBANT S A COM L44385109 2,605 59,966 SH   DFND 1 59,966 0 0
GOLDCORP INC NEW COM 380956409 5,223 462,192 SH   DFND 1 0 0 462,192
HANESBRANDS INC COM 410345102 4,785 206,593 SH   DFND 1 138,120 0 68,473
HOLOGIC INC FRNT 12/1 436440AG6 23,486 18,600,000 PRN   DFND 1 0 0 18,600,000
HOME DEPOT INC COM 437076102 13,499 88,000 SH   DFND 1 0 0 88,000
HP INC COM 40434L105 12,323 704,932 SH   DFND 1 704,783 0 149
HUNTINGTON BANCSHARES INC COM 446150104 32,825 2,427,863 SH   DFND 1 1,586,961 0 840,902
ILLUMINA INC NOTE 6/1 452327AF6 2,337 2,300,000 PRN   DFND 1 0 0 2,300,000
INPHI CORP NOTE 1.125%12/0 45772FAB3 5,040 4,500,000 PRN   DFND 1 0 0 4,500,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 11,643 7,050,000 PRN   DFND 1 0 0 7,050,000
INTEL CORP SDCV 12/1 458140AD2 2,612 2,000,000 PRN   DFND 1 0 0 2,000,000
INTERPUBLIC GROUP COS INC COM 460690100 19,524 793,651 SH   DFND 1 521,200 0 272,451
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 7,154 6,500,000 PRN   DFND 1 0 0 6,500,000
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 10,278 9,300,000 PRN   DFND 1 0 0 9,300,000
JOHNSON & JOHNSON COM 478160104 55,116 416,635 SH   DFND 1 306,053 0 110,582
KANSAS CITY SOUTHERN COM NEW 485170302 14,024 134,005 SH   DFND 1 89,309 0 44,696
KROGER CO COM 501044101 18,314 785,316 SH   DFND 1 514,718 0 270,598
LAZARD LTD SHS A G54050102 27,165 586,358 SH   DFND 1 382,968 0 203,390
LENNAR CORP CL A 526057104 15,843 297,132 SH   DFND 1 201,123 0 96,009
LIBERTY GLOBAL PLC SHS CL C G5480U120 8,535 273,688 SH   DFND 1 166,714 0 106,974
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 3,460 140,929 SH   DFND 1 89,815 0 51,114
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 6,160 5,400,000 PRN   DFND 1 0 0 5,400,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 11,776 10,000,000 PRN   DFND 1 0 0 10,000,000
LILLY ELI & CO COM 532457108 31,116 378,073 SH   DFND 1 298,851 0 79,222
LIVE NATION ENTERTAINMENT IN COM 538034109 9,279 266,269 SH   DFND 1 168,056 0 98,213
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 6,285 5,500,000 PRN   DFND 1 0 0 5,500,000
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 5,318 4,800,000 PRN   DFND 1 0 0 4,800,000
MASCO CORP COM 574599106 7,642 200,000 SH   DFND 1 0 0 200,000
MERCK & CO INC COM 58933Y105 34,260 534,582 SH   DFND 1 417,384 0 117,198
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 17,092 11,400,000 PRN   DFND 1 0 0 11,400,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 6,838 6,100,000 PRN   DFND 1 0 0 6,100,000
MICROSOFT CORP COM 594918104 54,065 784,372 SH   DFND 1 544,570 0 239,802
MOHAWK INDS INC COM 608190104 26,828 111,000 SH   DFND 1 0 0 111,000
MONSANTO CO NEW COM 61166W101 12,773 107,909 SH   DFND 1 70,730 0 37,179
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 852 850,000 PRN   DFND 1 0 0 850,000
NORFOLK SOUTHERN CORP COM 655844108 2,462 20,226 SH   DFND 1 0 0 20,226
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 7,422 5,350,000 PRN   DFND 1 0 0 5,350,000
OFFICE DEPOT INC COM 676220106 1,403 248,756 SH   DFND 1 80,011 0 168,745
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 13,727 13,100,000 PRN   DFND 1 0 0 13,100,000
ORACLE CORP COM 68389X105 10,028 200,000 SH   DFND 1 0 0 200,000
PACCAR INC COM 693718108 13,828 209,390 SH   DFND 1 140,720 0 68,670
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 9,652 7,350,000 PRN   DFND 1 0 0 7,350,000
PAYPAL HLDGS INC COM 70450Y103 7,691 143,306 SH   DFND 1 87,629 0 55,677
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 8,314 1,040,528 SH   DFND 1 1,040,528 0 0
PFIZER INC COM 717081103 37,845 1,126,667 SH   DFND 1 755,827 0 370,840
PHILIP MORRIS INTL INC COM 718172109 13,337 113,557 SH   DFND 1 0 0 113,557
PLANET FITNESS INC CL A 72703H101 23,340 1,000,000 SH   DFND 1 0 0 1,000,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 3,234 2,200,000 PRN   DFND 1 0 0 2,200,000
PROCTER AND GAMBLE CO COM 742718109 28,083 322,233 SH   DFND 1 144,553 0 177,680
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 4,360 3,500,000 PRN   DFND 1 0 0 3,500,000
RED HAT INC NOTE 0.250%10/0 756577AD4 7,381 5,300,000 PRN   DFND 1 0 0 5,300,000
REGIONS FINL CORP NEW COM 7591EP100 8,530 582,676 SH   DFND 1 403,984 0 178,692
REYNOLDS AMERICAN INC COM 761713106 13,303 204,542 SH   DFND 1 0 0 204,542
ROGERS COMMUNICATIONS INC CL B 775109200 6,663 108,783 SH   DFND 1 71,440 0 37,343
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 5,526 4,700,000 PRN   DFND 1 0 0 4,700,000
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 11,560 8,720,000 PRN   DFND 1 0 0 8,720,000
SCOTTS MIRACLE GRO CO CL A 810186106 18,827 210,445 SH   DFND 1 138,193 0 72,252
SERVICENOW INC NOTE 11/0 81762PAB8 3,369 2,300,000 PRN   DFND 1 0 0 2,300,000
SINA CORP NOTE 1.000%12/0 82922RAD5 1,192 1,135,000 PRN   DFND 1 0 0 1,135,000
SKYWEST INC COM 830879102 5,784 164,789 SH   DFND 1 0 0 164,789
SKYWORKS SOLUTIONS INC COM 83088M102 262 1,400 SH Put DFND 1 0 0 1,400
SOTHEBYS COM 835898107 28,798 536,601 SH   DFND 1 352,033 0 184,568
SOUTHERN CO COM 842587107 9,362 195,540 SH   DFND 1 0 0 195,540
SOUTHWEST AIRLS CO COM 844741108 12,428 200,000 SH   DFND 1 0 0 200,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 10,563 275,000 SH   DFND 1 0 0 275,000
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 501 500,000 PRN   DFND 1 0 0 500,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 5,278 5,250,000 PRN   DFND 1 0 0 5,250,000
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 23,759 21,850,000 PRN   DFND 1 0 0 21,850,000
SUNOPTA INC COM 8676EP108 7,329 718,505 SH   DFND 1 0 0 718,505
SYNCHRONY FINL COM 87165B103 12,047 403,946 SH   DFND 1 267,213 0 136,733
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 18,350 524,898 SH   DFND 1 347,370 0 177,528
TD AMERITRADE HLDG CORP COM 87236Y108 18,378 427,481 SH   DFND 1 281,799 0 145,682
TESLA INC NOTE 0.250% 3/0 88160RAB7 26,832 23,450,000 PRN   DFND 1 0 0 23,450,000
TRIPADVISOR INC COM 896945201 1,558 40,764 SH   DFND 1 22,610 0 18,154
TWITTER INC NOTE 1.000% 9/1 90184LAD4 183 200,000 PRN   DFND 1 0 0 200,000
UNITED STATES STL CORP NEW COM 912909108 7,200 325,205 SH   DFND 1 213,841 0 111,364
VERIZON COMMUNICATIONS INC COM 92343V104 1,468 32,864 SH   DFND 1 0 0 32,864
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 21,436 21,650,000 PRN   DFND 1 0 0 21,650,000
WAL-MART STORES INC COM 931142103 25,879 341,943 SH   DFND 1 276,031 0 65,912
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 6,819 6,750,000 PRN   DFND 1 0 0 6,750,000
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 6,054 4,765,000 PRN   DFND 1 0 0 4,765,000
WELBILT INC COM 949090104 2,078 110,234 SH   DFND 1 38,960 0 71,274
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 321 260,000 PRN   DFND 1 0 0 260,000
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 223 200,000 PRN   DFND 1 0 0 200,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 5,666 4,000,000 PRN   DFND 1 0 0 4,000,000
YAHOO INC NOTE 12/0 984332AF3 26,937 23,750,000 PRN   DFND 1 0 0 23,750,000