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 445 300,000 PRN   DFND 1 0 0 300,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13,687 79,379 SH   DFND 1 79,379 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 8,632 8,050,000 PRN   DFND 1 0 0 8,050,000
AMAZON COM INC COM 023135106 87,338 74,682 SH   DFND 1 41,956 0 32,726
AMC NETWORKS INC CL A 00164V103 3,357 62,067 SH   DFND 1 45,242 0 16,825
AMERICAN AIRLS GROUP INC COM 02376R102 75,231 1,445,910 SH   DFND 1 871,935 0 573,975
AMERICAN INTL GROUP INC COM NEW 026874784 32,282 541,815 SH   DFND 1 326,598 0 215,217
ANTERO RES CORP COM 03674X106 5,132 270,131 SH   DFND 1 270,131 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 3,529 3,450,000 PRN   DFND 1 0 0 3,450,000
AT&T INC COM 00206R102 1,238 31,843 SH   DFND 1 0 0 31,843
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 5,052 4,250,000 PRN   DFND 1 0 0 4,250,000
BAIDU INC SPON ADR REP A 056752108 20,629 88,077 SH   DFND 1 88,077 0 0
BAKER HUGHES A GE CO CL A 05722G100 4,115 130,076 SH   DFND 1 69,828 0 60,248
BANK AMER CORP COM 060505104 19,564 662,740 SH   DFND 1 394,167 0 268,573
BERRY GLOBAL GROUP INC COM 08579W103 8,801 150,000 SH   DFND 1 0 0 150,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 10,296 9,450,000 PRN   DFND 1 0 0 9,450,000
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 7,303 7,100,000 PRN   DFND 1 0 0 7,100,000
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 7,207 107,589 SH   DFND 1 0 0 107,589
CAESARS ENTMT CORP COM 127686103 11,233 888,011 SH   DFND 1 0 0 888,011
CALATLANTIC GROUP INC COM 128195104 14,552 258,016 SH   DFND 1 157,409 0 100,607
CAVCO INDS INC DEL COM 149568107 21,895 143,474 SH   DFND 1 86,545 0 56,929
CBRE GROUP INC CL A 12504L109 25,755 594,668 SH   DFND 1 366,852 0 227,816
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 24,410 24,025,000 PRN   DFND 1 0 0 24,025,000
CHARTER COMMUNICATIONS INC N CL A 16119P108 36,464 108,537 SH   DFND 1 65,913 0 42,624
CHURCHILL DOWNS INC COM 171484108 9,308 40,000 SH   DFND 1 0 0 40,000
CIENA CORP NOTE 3.750%10/1 171779AJ0 5,449 4,650,000 PRN   DFND 1 0 0 4,650,000
CITIGROUP INC COM NEW 172967424 20,136 270,610 SH   DFND 1 164,762 0 105,848
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 23,503 18,100,000 PRN   DFND 1 0 0 18,100,000
COLGATE PALMOLIVE CO COM 194162103 8,154 108,074 SH   DFND 1 15,199 0 92,875
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 3,169 225,045 SH   DFND 1 225,045 0 0
CONSOLIDATED EDISON INC COM 209115104 8,868 104,388 SH   DFND 1 0 0 104,388
CONSTELLATION BRANDS INC CL A 21036P108 17,600 77,000 SH   DFND 1 0 0 77,000
COPA HOLDINGS SA CL A P31076105 1,749 13,043 SH   DFND 1 13,043 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 249 250,000 PRN   DFND 1 0 0 250,000
COSTCO WHSL CORP NEW COM 22160K105 7,078 38,028 SH   DFND 1 22,910 0 15,118
CSX CORP COM 126408103 57,453 1,044,415 SH   DFND 1 631,930 0 412,485
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 3,585 3,000,000 PRN   DFND 1 0 0 3,000,000
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 16,447 15,700,000 PRN   DFND 1 0 0 15,700,000
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 3,314 75,148 SH   DFND 1 75,148 0 0
CVS HEALTH CORP COM 126650100 9,206 126,975 SH   DFND 1 53,919 0 73,056
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 5,291 4,000,000 PRN   DFND 1 0 0 4,000,000
DELTA AIR LINES INC DEL COM NEW 247361702 9,240 165,000 SH   DFND 1 0 0 165,000
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 30,413 27,850,000 PRN   DFND 1 0 0 27,850,000
DOVER CORP COM 260003108 8,957 88,686 SH   DFND 1 35,951 0 52,735
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 5,363 4,050,000 PRN   DFND 1 0 0 4,050,000
E TRADE FINANCIAL CORP COM NEW 269246401 284 3,300 SH Call DFND 1 0 0 3,300
EAGLE MATERIALS INC COM 26969P108 39,717 350,536 SH   DFND 1 206,818 0 143,718
EBAY INC COM 278642103 8,220 217,820 SH   DFND 1 126,265 0 91,555
ELDORADO RESORTS INC COM 28470R102 26,520 800,000 SH   DFND 1 0 0 800,000
EMERSON ELEC CO COM 291011104 2,722 39,066 SH   DFND 1 19,372 0 19,694
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 8,165 9,100,000 PRN   DFND 1 0 0 9,100,000
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 370 300,000 PRN   DFND 1 0 0 300,000
EXPEDITORS INTL WASH INC COM 302130109 13,321 205,930 SH   DFND 1 124,758 0 81,172
FINISAR CORP NOTE 0.500%12/1 31787AAM3 24,381 24,350,000 PRN   DFND 1 0 0 24,350,000
GARTNER INC COM 366651107 22,167 180,002 SH   DFND 1 108,457 0 71,545
GLOBANT S A COM L44385109 6,409 137,941 SH   DFND 1 137,941 0 0
GOLDCORP INC NEW COM 380956409 4,860 462,192 SH   DFND 1 0 0 462,192
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 2,155 73,491 SH   DFND 1 73,491 0 0
HANESBRANDS INC COM 410345102 5,864 280,389 SH   DFND 1 171,857 0 108,532
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 4,899 3,475,000 PRN   DFND 1 0 0 3,475,000
HP INC COM 40434L105 12,150 578,289 SH   DFND 1 578,140 0 149
HUNTINGTON BANCSHARES INC COM 446150104 48,893 3,358,013 SH   DFND 1 2,037,066 0 1,320,947
ILLUMINA INC NOTE 6/1 452327AF6 2,503 2,300,000 PRN   DFND 1 0 0 2,300,000
INTERPUBLIC GROUP COS INC COM 460690100 21,901 1,086,406 SH   DFND 1 658,006 0 428,400
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 1,888 1,500,000 PRN   DFND 1 0 0 1,500,000
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 10,453 10,400,000 PRN   DFND 1 0 0 10,400,000
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 15,902 15,400,000 PRN   DFND 1 0 0 15,400,000
JOHNSON & JOHNSON COM 478160104 40,670 291,079 SH   DFND 1 192,347 0 98,732
KANSAS CITY SOUTHERN COM NEW 485170302 19,102 181,536 SH   DFND 1 110,643 0 70,893
KAR AUCTION SVCS INC COM 48238T109 11,365 225,000 SH   DFND 1 0 0 225,000
KROGER CO COM 501044101 53,329 1,942,772 SH   DFND 1 1,171,614 0 771,158
LAMB WESTON HLDGS INC COM 513272104 7,056 125,000 SH   DFND 1 0 0 125,000
LAZARD LTD SHS A G54050102 41,991 799,814 SH   DFND 1 479,533 0 320,281
LENNAR CORP CL B 526057302 380 7,369 SH   DFND 1 4,801 0 2,568
LENNAR CORP CL A 526057104 25,104 396,989 SH   DFND 1 248,535 0 148,454
LIBERTY GLOBAL PLC SHS CL C G5480U120 12,310 363,757 SH   DFND 1 205,876 0 157,881
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 4,736 193,931 SH   DFND 1 113,185 0 80,746
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 4,386 3,800,000 PRN   DFND 1 0 0 3,800,000
LILLY ELI & CO COM 532457108 26,206 310,291 SH   DFND 1 248,744 0 61,547
LIVE NATION ENTERTAINMENT IN COM 538034109 15,074 354,083 SH   DFND 1 208,934 0 145,149
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 567 550,000 PRN   DFND 1 0 0 550,000
MATCH GROUP INC COM 57665R106 11,741 375,000 SH   DFND 1 0 0 375,000
MERCK & CO INC COM 58933Y105 26,080 463,503 SH   DFND 1 346,371 0 117,132
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 21,657 12,600,000 PRN   DFND 1 0 0 12,600,000
MICROSOFT CORP COM 594918104 53,206 621,995 SH   DFND 1 394,193 0 227,802
MONSANTO CO NEW COM 61166W101 9,554 81,818 SH   DFND 1 51,789 0 30,029
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 7,675 6,500,000 PRN   DFND 1 0 0 6,500,000
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 6,075 5,000,000 PRN   DFND 1 0 0 5,000,000
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 12,697 9,900,000 PRN   DFND 1 0 0 9,900,000
PACCAR INC COM 693718108 20,350 286,314 SH   DFND 1 175,897 0 110,417
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 8,423 6,150,000 PRN   DFND 1 0 0 6,150,000
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 3,589 53,337 SH   DFND 1 53,337 0 0
PAYPAL HLDGS INC COM 70450Y103 13,925 189,156 SH   DFND 1 107,788 0 81,368
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 26,611 2,586,125 SH   DFND 1 2,586,125 0 0
PFIZER INC COM 717081103 35,583 982,424 SH   DFND 1 609,833 0 372,591
PHILIP MORRIS INTL INC COM 718172109 7,961 75,357 SH   DFND 1 0 0 75,357
PLANET FITNESS INC CL A 72703H101 20,778 600,000 SH   DFND 1 0 0 600,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,631 1,400,000 PRN   DFND 1 0 0 1,400,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 2,487 1,800,000 PRN   DFND 1 0 0 1,800,000
PROCTER AND GAMBLE CO COM 742718109 10,124 110,188 SH   DFND 1 0 0 110,188
PROGRESS SOFTWARE CORP COM 743312100 10,855 255,000 SH   DFND 1 0 0 255,000
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 3,764 3,000,000 PRN   DFND 1 0 0 3,000,000
REGIONS FINL CORP NEW COM 7591EP100 14,742 853,026 SH   DFND 1 508,202 0 344,824
RESTAURANT BRANDS INTL INC COM 76131D103 12,296 200,000 SH   DFND 1 0 0 200,000
SCOTTS MIRACLE GRO CO CL A 810186106 30,654 286,512 SH   DFND 1 172,915 0 113,597
SEA LTD ADR 81141R100 3,227 242,100 SH   DFND 1 242,100 0 0
SHERWIN WILLIAMS CO COM 824348106 18,042 44,000 SH   DFND 1 0 0 44,000
SINA CORP NOTE 1.000%12/0 82922RAD5 1,265 1,135,000 PRN   DFND 1 0 0 1,135,000
SIX FLAGS ENTMT CORP NEW COM 83001A102 4,993 75,000 SH   DFND 1 0 0 75,000
SKYWEST INC COM 830879102 15,134 285,000 SH   DFND 1 0 0 285,000
SOTHEBYS COM 835898107 38,071 737,828 SH   DFND 1 446,834 0 290,994
SOUTHERN CO COM 842587107 9,404 195,540 SH   DFND 1 0 0 195,540
SOUTHWEST AIRLS CO COM 844741108 14,530 222,000 SH   DFND 1 0 0 222,000
SPIRIT AIRLS INC COM 848577102 10,316 230,000 SH   DFND 1 0 0 230,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 11,011 272,000 SH   DFND 1 0 0 272,000
SYNCHRONY FINL COM 87165B103 21,081 546,011 SH   DFND 1 330,878 0 215,133
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 27,850 702,380 SH   DFND 1 421,618 0 280,762
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 8,453 77,000 SH   DFND 1 0 0 77,000
TD AMERITRADE HLDG CORP COM 87236Y108 36,139 706,789 SH   DFND 1 426,024 0 280,765
TERADYNE INC NOTE 1.250%12/1 880770AG7 3,469 2,400,000 PRN   DFND 1 0 0 2,400,000
TESLA INC NOTE 0.250% 3/0 88160RAB7 25,313 23,950,000 PRN   DFND 1 0 0 23,950,000
TRIPADVISOR INC COM 896945201 1,751 50,838 SH   DFND 1 26,445 0 24,393
UNITED STATES STL CORP NEW COM 912909108 15,483 439,958 SH   DFND 1 265,408 0 174,550
VERIZON COMMUNICATIONS INC COM 92343V104 1,739 32,864 SH   DFND 1 0 0 32,864
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 352 30,000 SH   DFND 1 0 0 30,000
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 199 200,000 PRN   DFND 1 0 0 200,000
VMWARE INC CL A COM 928563402 6,266 50,000 SH   DFND 1 0 0 50,000
WAL-MART STORES INC COM 931142103 28,243 286,004 SH   DFND 1 220,092 0 65,912
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 3,772 3,000,000 PRN   DFND 1 0 0 3,000,000
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 308 300,000 PRN   DFND 1 0 0 300,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 6,253 5,125,000 PRN   DFND 1 0 0 5,125,000
XPO LOGISTICS INC COM 983793100 4,218 45,500 SH Call DFND 1 0 0 45,500
YAHOO INC NOTE 12/0 984332AF3 14,812 11,000,000 PRN   DFND 1 0 0 11,000,000
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 5,373 4,900,000 PRN   DFND 1 0 0 4,900,000