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
51JOB INC NOTE 3.250% 4/1 316827AC8 1,034 700,000 PRN   DFND 1 0 0 700,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 12,207 70,681 SH   DFND 1 70,681 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 8,453 7,950,000 PRN   DFND 1 0 0 7,950,000
AMAZON COM INC COM 023135106 60,348 62,775 SH   DFND 1 38,849 0 23,926
AMC NETWORKS INC CL A 00164V103 3,171 54,224 SH   DFND 1 41,799 0 12,425
AMERICAN AIRLS GROUP INC COM 02376R102 50,204 1,057,145 SH   DFND 1 619,488 0 437,657
AMERICAN INTL GROUP INC COM NEW 026874784 29,962 488,065 SH   DFND 1 302,048 0 186,017
ANGIES LIST INC COM 034754101 6,230 500,000 SH   DFND 1 0 0 500,000
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 3,201 3,100,000 PRN   DFND 1 0 0 3,100,000
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 2,013 2,000,000 PRN   DFND 1 0 0 2,000,000
AT&T INC COM 00206R102 1,248 31,843 SH   DFND 1 0 0 31,843
BAIDU INC SPON ADR REP A 056752108 14,360 57,977 SH   DFND 1 57,977 0 0
BAKER HUGHES A GE CO CL A 05722G100 4,370 119,360 SH   DFND 1 67,112 0 52,248
BANK AMER CORP COM 060505104 15,521 612,550 SH   DFND 1 375,577 0 236,973
BERRY GLOBAL GROUP INC COM 08579W103 8,498 150,000 SH   DFND 1 0 0 150,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 10,569 9,450,000 PRN   DFND 1 0 0 9,450,000
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 6,849 6,100,000 PRN   DFND 1 0 0 6,100,000
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 6,719 107,589 SH   DFND 1 0 0 107,589
CAESARS ENTMT CORP COM 127686103 2,175 15,000 SH Call DFND 1 0 0 15,000
CALATLANTIC GROUP INC COM 128195104 8,530 232,900 SH   DFND 1 146,293 0 86,607
CAVCO INDS INC DEL COM 149568107 19,011 128,836 SH   DFND 1 79,807 0 49,029
CBRE GROUP INC CL A 12504L109 20,354 537,321 SH   DFND 1 342,705 0 194,616
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 7,596 6,650,000 PRN   DFND 1 0 0 6,650,000
CHARTER COMMUNICATIONS INC N CL A 16119P108 35,389 97,378 SH   DFND 1 60,654 0 36,724
CIENA CORP NOTE 3.750%10/1 171779AJ0 304 250,000 PRN   DFND 1 0 0 250,000
CITIGROUP INC COM NEW 172967424 17,481 240,314 SH   DFND 1 149,266 0 91,048
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 17,843 15,350,000 PRN   DFND 1 0 0 15,350,000
CME GROUP INC COM CL A 12572Q105 7,462 55,000 SH   DFND 1 0 0 55,000
COLGATE PALMOLIVE CO COM 194162103 12,355 169,589 SH   DFND 1 45,894 0 123,695
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 7,758 606,554 SH   DFND 1 606,554 0 0
CONSOLIDATED EDISON INC COM 209115104 8,422 104,388 SH   DFND 1 0 0 104,388
CONSTELLATION BRANDS INC CL A 21036P108 9,973 50,000 SH   DFND 1 0 0 50,000
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 253 250,000 PRN   DFND 1 0 0 250,000
COSTCO WHSL CORP NEW COM 22160K105 5,623 34,231 SH   DFND 1 21,213 0 13,018
CSX CORP COM 126408103 50,815 936,500 SH   DFND 1 580,715 0 355,785
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 16,758 14,700,000 PRN   DFND 1 0 0 14,700,000
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 17,840 338,264 SH   DFND 1 338,264 0 0
CVS HEALTH CORP COM 126650100 10,846 133,375 SH   DFND 1 53,919 0 79,456
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 4,577 3,500,000 PRN   DFND 1 0 0 3,500,000
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 31,160 27,850,000 PRN   DFND 1 0 0 27,850,000
DOVER CORP COM 260003108 8,800 96,286 SH   DFND 1 35,951 0 60,335
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 7,950 7,000,000 PRN   DFND 1 0 0 7,000,000
E TRADE FINANCIAL CORP COM NEW 269246401 700 10,000 SH Call DFND 1 0 0 10,000
EAGLE MATERIALS INC COM 26969P108 33,720 316,030 SH   DFND 1 192,512 0 123,518
EBAY INC COM 278642103 17,142 445,685 SH   DFND 1 116,530 0 329,155
ELDORADO RESORTS INC COM 28470R102 28,215 1,100,000 SH   DFND 1 0 0 1,100,000
EMERSON ELEC CO COM 291011104 19,706 313,600 SH   DFND 1 136,974 0 176,626
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 407 300,000 PRN   DFND 1 0 0 300,000
EXPEDITORS INTL WASH INC COM 302130109 11,082 185,114 SH   DFND 1 115,242 0 69,872
FINISAR CORP NOTE 0.500%12/1 31787AAM3 23,989 23,011,000 PRN   DFND 1 0 0 23,011,000
GARTNER INC COM 366651107 29,258 235,166 SH   DFND 1 145,603 0 89,563
GLOBANT S A COM L44385109 3,007 75,035 SH   DFND 1 75,035 0 0
GOLDCORP INC NEW COM 380956409 5,056 462,192 SH   DFND 1 0 0 462,192
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 3,166 128,221 SH   DFND 1 128,221 0 0
HANESBRANDS INC COM 410345102 6,214 252,155 SH   DFND 1 158,923 0 93,232
HOLOGIC INC FRNT 12/1 436440AG6 24,089 19,900,000 PRN   DFND 1 0 0 19,900,000
HOME DEPOT INC COM 437076102 12,594 77,000 SH   DFND 1 0 0 77,000
HP INC COM 40434L105 14,049 703,835 SH   DFND 1 703,686 0 149
HUNTINGTON BANCSHARES INC COM 446150104 41,516 2,973,996 SH   DFND 1 1,836,249 0 1,137,747
IAC INTERACTIVECORP COM 44919P508 9,501 80,808 SH   DFND 1 0 0 80,808
ILLUMINA INC NOTE 6/1 452327AF6 2,436 2,300,000 PRN   DFND 1 0 0 2,300,000
INPHI CORP NOTE 1.125%12/0 45772FAB3 5,480 4,500,000 PRN   DFND 1 0 0 4,500,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 11,867 6,450,000 PRN   DFND 1 0 0 6,450,000
INTEL CORP SDCV 2.950%12/1 458140AD2 2,845 2,000,000 PRN   DFND 1 0 0 2,000,000
INTERPUBLIC GROUP COS INC COM 460690100 20,206 971,907 SH   DFND 1 603,007 0 368,900
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 7,924 7,500,000 PRN   DFND 1 0 0 7,500,000
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 13,167 12,500,000 PRN   DFND 1 0 0 12,500,000
JOHNSON & JOHNSON COM 478160104 43,788 336,806 SH   DFND 1 236,074 0 100,732
KANSAS CITY SOUTHERN COM NEW 485170302 17,809 163,875 SH   DFND 1 102,982 0 60,893
KAR AUCTION SVCS INC COM 48238T109 10,598 222,000 SH   DFND 1 0 0 222,000
KROGER CO COM 501044101 28,171 1,404,343 SH   DFND 1 870,497 0 533,846
LAZARD LTD SHS A G54050102 32,517 719,072 SH   DFND 1 443,391 0 275,681
LENNAR CORP CL A 526057104 18,919 358,295 SH   DFND 1 229,841 0 128,454
LIBERTY GLOBAL PLC SHS CL C G5480U120 10,844 331,638 SH   DFND 1 193,157 0 138,481
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 4,094 173,679 SH   DFND 1 104,233 0 69,446
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 6,464 5,400,000 PRN   DFND 1 0 0 5,400,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 4,622 3,800,000 PRN   DFND 1 0 0 3,800,000
LILLY ELI & CO COM 532457108 30,518 356,765 SH   DFND 1 295,218 0 61,547
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 354 270,000 PRN   DFND 1 0 0 270,000
LIVE NATION ENTERTAINMENT IN COM 538034109 13,975 320,920 SH   DFND 1 193,671 0 127,249
MATCH GROUP INC COM 57665R106 3,479 150,000 SH   DFND 1 0 0 150,000
MERCK & CO INC COM 58933Y105 34,154 533,390 SH   DFND 1 411,658 0 121,732
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 20,736 11,900,000 PRN   DFND 1 0 0 11,900,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 1,244 900,000 PRN   DFND 1 0 0 900,000
MICROSOFT CORP COM 594918104 55,454 744,446 SH   DFND 1 504,644 0 239,802
MONSANTO CO NEW COM 61166W101 9,441 78,791 SH   DFND 1 48,762 0 30,029
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4,959 4,350,000 PRN   DFND 1 0 0 4,350,000
OFFICE DEPOT INC COM 676220106 1,165 256,576 SH   DFND 1 87,831 0 168,745
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 13,218 11,100,000 PRN   DFND 1 0 0 11,100,000
PACCAR INC COM 693718108 18,602 257,121 SH   DFND 1 162,604 0 94,517
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 9,290 6,750,000 PRN   DFND 1 0 0 6,750,000
PAYPAL HLDGS INC COM 70450Y103 11,048 172,540 SH   DFND 1 100,972 0 71,568
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 20,699 2,061,686 SH   DFND 1 2,061,686 0 0
PFIZER INC COM 717081103 40,074 1,122,522 SH   DFND 1 743,431 0 379,091
PHILIP MORRIS INTL INC COM 718172109 8,365 75,357 SH   DFND 1 0 0 75,357
PLANET FITNESS INC CL A 72703H101 10,792 400,000 SH   DFND 1 0 0 400,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 5,761 5,000,000 PRN   DFND 1 0 0 5,000,000
PRICESMART INC COM 741511109 1,194 13,382 SH   DFND 1 13,382 0 0
PROCTER AND GAMBLE CO COM 742718109 25,938 285,090 SH   DFND 1 131,535 0 153,555
PROGRESS SOFTWARE CORP COM 743312100 11,451 300,000 SH   DFND 1 0 0 300,000
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 4,397 3,500,000 PRN   DFND 1 0 0 3,500,000
REGIONS FINL CORP NEW COM 7591EP100 11,658 765,481 SH   DFND 1 467,557 0 297,924
RESTAURANT BRANDS INTL INC COM 76131D103 9,582 150,000 SH   DFND 1 0 0 150,000
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 5,615 4,700,000 PRN   DFND 1 0 0 4,700,000
SCOTTS MIRACLE GRO CO CL A 810186106 25,083 257,677 SH   DFND 1 159,880 0 97,797
SINA CORP NOTE 1.000%12/0 82922RAD5 1,325 1,135,000 PRN   DFND 1 0 0 1,135,000
SIX FLAGS ENTMT CORP NEW COM 83001A102 7,618 125,000 SH   DFND 1 0 0 125,000
SKYWEST INC COM 830879102 13,170 300,000 SH   DFND 1 0 0 300,000
SOTHEBYS COM 835898107 30,306 657,256 SH   DFND 1 406,862 0 250,394
SOUTHERN CO COM 842587107 9,609 195,540 SH   DFND 1 0 0 195,540
SOUTHWEST AIRLS CO COM 844741108 4,926 88,000 SH   DFND 1 0 0 88,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 10,038 250,000 SH   DFND 1 0 0 250,000
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 24,103 22,850,000 PRN   DFND 1 0 0 22,850,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 750 750,000 PRN   DFND 1 0 0 750,000
SYNCHRONY FINL COM 87165B103 15,327 493,601 SH   DFND 1 308,368 0 185,233
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 24,148 643,105 SH   DFND 1 401,743 0 241,362
TD AMERITRADE HLDG CORP COM 87236Y108 31,071 636,693 SH   DFND 1 394,028 0 242,665
TESLA INC NOTE 0.250% 3/0 88160RAB7 25,226 22,950,000 PRN   DFND 1 0 0 22,950,000
TRIPADVISOR INC COM 896945201 1,948 48,068 SH   DFND 1 26,075 0 21,993
UNITED STATES STL CORP NEW COM 912909108 10,156 395,782 SH   DFND 1 245,332 0 150,450
VERIZON COMMUNICATIONS INC COM 92343V104 1,626 32,864 SH   DFND 1 0 0 32,864
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 185 21,000 SH   DFND 1 0 0 21,000
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 18,820 19,050,000 PRN   DFND 1 0 0 19,050,000
WAL-MART STORES INC COM 931142103 26,415 338,056 SH   DFND 1 272,144 0 65,912
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 7,912 7,250,000 PRN   DFND 1 0 0 7,250,000
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 338 260,000 PRN   DFND 1 0 0 260,000
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 219 200,000 PRN   DFND 1 0 0 200,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 5,564 4,125,000 PRN   DFND 1 0 0 4,125,000
YAHOO INC NOTE 12/0 984332AF3 16,445 12,650,000 PRN   DFND 1 0 0 12,650,000