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
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 8,733 8,500,000 PRN   DFND 1 0 0 8,500,000
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 7,038 7,000,000 PRN   DFND 1 0 0 7,000,000
AMAZON COM INC COM 023135106 67,483 46,625 SH   DFND 1 28,335 0 18,290
AMC NETWORKS INC CL A 00164V103 3,358 64,967 SH   DFND 1 48,142 0 16,825
AMERICAN AIRLS GROUP INC COM 02376R102 78,923 1,518,910 SH   DFND 1 944,935 0 573,975
AMERICAN INTL GROUP INC COM NEW 026874784 30,982 569,315 SH   DFND 1 354,098 0 215,217
ANGI HOMESERVICES INC COM CL A 00183L102 9,846 725,000 SH   DFND 1 0 0 725,000
ANTERO RES CORP COM 03674X106 3,147 158,561 SH   DFND 1 158,561 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 3,500 3,450,000 PRN   DFND 1 0 0 3,450,000
AT&T INC COM 00206R102 1,135 31,843 SH   DFND 1 0 0 31,843
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 5,683 4,750,000 PRN   DFND 1 0 0 4,750,000
BAIDU INC SPON ADR REP A 056752108 32,486 145,554 SH   DFND 1 145,554 0 0
BAKER HUGHES A GE CO CL A 05722G100 4,253 153,152 SH   DFND 1 92,904 0 60,248
BANK AMER CORP COM 060505104 21,549 718,540 SH   DFND 1 449,967 0 268,573
BARRICK GOLD CORP COM 067901108 4,948 397,434 SH   DFND 1 217,834 0 179,600
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 5,397 5,250,000 PRN   DFND 1 0 0 5,250,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 2,431 2,200,000 PRN   DFND 1 0 0 2,200,000
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 3,318 3,000,000 PRN   DFND 1 0 0 3,000,000
BP PLC SPONSORED ADR 055622104 4,013 99,000 SH   DFND 1 0 0 99,000
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 6,207 107,589 SH   DFND 1 0 0 107,589
CAVCO INDS INC DEL COM 149568107 26,283 151,274 SH   DFND 1 94,345 0 56,929
CBRE GROUP INC CL A 12504L109 29,568 626,168 SH   DFND 1 398,352 0 227,816
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 6,692 6,500,000 PRN   DFND 1 0 0 6,500,000
CHARTER COMMUNICATIONS INC N CL A 16119P108 35,836 115,149 SH   DFND 1 71,613 0 43,536
CIENA CORP NOTE 3.750%10/1 171779AJ0 5,424 4,100,000 PRN   DFND 1 0 0 4,100,000
CITIGROUP INC COM NEW 172967424 19,259 285,310 SH   DFND 1 179,462 0 105,848
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 18,126 13,650,000 PRN   DFND 1 0 0 13,650,000
CME GROUP INC COM CL A 12572Q105 5,337 33,000 SH   DFND 1 0 0 33,000
COLGATE PALMOLIVE CO COM 194162103 5,647 78,779 SH   DFND 1 0 0 78,779
CONSOLIDATED EDISON INC COM 209115104 8,136 104,388 SH   DFND 1 0 0 104,388
CONSTELLATION BRANDS INC CL A 21036P108 7,749 34,000 SH   DFND 1 0 0 34,000
COPA HOLDINGS SA CL A P31076105 12,784 99,383 SH   DFND 1 99,383 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 250 250,000 PRN   DFND 1 0 0 250,000
CORPORACION AMER ARPTS S A COM L1995B107 9,356 758,196 SH   DFND 1 758,196 0 0
COSTCO WHSL CORP NEW COM 22160K105 7,542 40,028 SH   DFND 1 24,910 0 15,118
CSX CORP COM 126408103 61,624 1,106,140 SH   DFND 1 688,165 0 417,975
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 25,958 24,050,000 PRN   DFND 1 0 0 24,050,000
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4,641 99,541 SH   DFND 1 99,541 0 0
CVS HEALTH CORP COM 126650100 7,575 121,765 SH   DFND 1 48,709 0 73,056
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 2,809 2,000,000 PRN   DFND 1 0 0 2,000,000
DELTA AIR LINES INC DEL COM NEW 247361702 5,426 99,000 SH   DFND 1 0 0 99,000
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 13,922 14,450,000 PRN   DFND 1 0 0 14,450,000
DOVER CORP COM 260003108 7,711 78,505 SH   DFND 1 32,470 0 46,035
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 5,459 4,300,000 PRN   DFND 1 0 0 4,300,000
E TRADE FINANCIAL CORP COM NEW 269246401 6,926 125,000 SH   DFND 1 0 0 125,000
EAGLE MATERIALS INC COM 26969P108 35,789 347,295 SH   DFND 1 215,931 0 131,364
EBAY INC COM 278642103 9,248 229,820 SH   DFND 1 138,265 0 91,555
ELDORADO RESORTS INC COM 28470R102 21,877 662,945 SH   DFND 1 0 0 662,945
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 7,338 9,100,000 PRN   DFND 1 0 0 9,100,000
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 355 300,000 PRN   DFND 1 0 0 300,000
EXPEDITORS INTL WASH INC COM 302130109 13,775 217,630 SH   DFND 1 136,458 0 81,172
FINISAR CORP NOTE 0.500%12/1 31787AAM3 6,620 6,750,000 PRN   DFND 1 0 0 6,750,000
GARTNER INC COM 366651107 18,537 157,603 SH   DFND 1 97,953 0 59,650
GLOBANT S A COM L44385109 15,119 293,341 SH   DFND 1 293,341 0 0
GOLDCORP INC NEW COM 380956409 6,499 563,492 SH   DFND 1 101,300 0 462,192
HANESBRANDS INC COM 410345102 5,440 295,289 SH   DFND 1 186,757 0 108,532
HP INC COM 40434L105 8,051 367,304 SH   DFND 1 367,155 0 149
HUNTINGTON BANCSHARES INC COM 446150104 54,019 3,577,346 SH   DFND 1 2,219,266 0 1,358,080
ILLUMINA INC NOTE 6/1 452327AF6 2,546 2,300,000 PRN   DFND 1 0 0 2,300,000
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 7,849 7,100,000 PRN   DFND 1 0 0 7,100,000
INTERPUBLIC GROUP COS INC COM 460690100 26,681 1,158,532 SH   DFND 1 719,405 0 439,127
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 12,885 12,300,000 PRN   DFND 1 0 0 12,300,000
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 16,706 16,400,000 PRN   DFND 1 0 0 16,400,000
JOHNSON & JOHNSON COM 478160104 30,645 239,126 SH   DFND 1 141,394 0 97,732
KANSAS CITY SOUTHERN COM NEW 485170302 33,021 300,603 SH   DFND 1 186,645 0 113,958
KROGER CO COM 501044101 48,865 2,041,172 SH   DFND 1 1,270,014 0 771,158
LAM RESEARCH CORP COM 512807108 8,650 42,579 SH   DFND 1 26,468 0 16,111
LAMB WESTON HLDGS INC COM 513272104 12,925 222,000 SH   DFND 1 0 0 222,000
LAZARD LTD SHS A G54050102 44,881 853,887 SH   DFND 1 528,063 0 325,824
LENNAR CORP CL A 526057104 39,686 673,315 SH   DFND 1 420,203 0 253,112
LENNAR CORP CL B 526057302 570 11,959 SH   DFND 1 7,611 0 4,348
LIBERTY GLOBAL PLC SHS CL C G5480U120 11,651 382,857 SH   DFND 1 224,976 0 157,881
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 5,165 205,231 SH   DFND 1 124,485 0 80,746
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 5,572 5,300,000 PRN   DFND 1 0 0 5,300,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 10,593 9,200,000 PRN   DFND 1 0 0 9,200,000
LILLY ELI & CO COM 532457108 19,802 255,925 SH   DFND 1 194,378 0 61,547
LIVE NATION ENTERTAINMENT IN COM 538034109 15,720 373,083 SH   DFND 1 227,934 0 145,149
LOWES COS INC COM 548661107 4,388 50,000 SH   DFND 1 0 0 50,000
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 6,853 5,400,000 PRN   DFND 1 0 0 5,400,000
MERCK & CO INC COM 58933Y105 21,007 385,673 SH   DFND 1 268,541 0 117,132
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 22,492 12,600,000 PRN   DFND 1 0 0 12,600,000
MICROSOFT CORP COM 594918104 29,240 320,363 SH   DFND 1 165,738 0 154,625
MONSANTO CO NEW COM 61166W101 10,002 85,718 SH   DFND 1 55,689 0 30,029
MSCI INC COM 55354G100 4,933 33,000 SH   DFND 1 0 0 33,000
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 3,973 75,000 SH   DFND 1 0 0 75,000
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 9,437 8,600,000 PRN   DFND 1 0 0 8,600,000
OMNICOM GROUP INC COM 681919106 300 3,000 SH Put DFND 1 0 0 3,000
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 14,124 9,900,000 PRN   DFND 1 0 0 9,900,000
PACCAR INC COM 693718108 21,312 322,096 SH   DFND 1 200,176 0 121,920
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 3,144 1,900,000 PRN   DFND 1 0 0 1,900,000
PALO ALTO NETWORKS INC COM 697435105 12,706 70,000 SH   DFND 1 0 0 70,000
PAYPAL HLDGS INC COM 70450Y103 15,034 198,156 SH   DFND 1 116,788 0 81,368
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 44,628 3,156,119 SH   DFND 1 3,156,119 0 0
PFIZER INC COM 717081103 28,726 809,390 SH   DFND 1 456,799 0 352,591
PHILIP MORRIS INTL INC COM 718172109 7,490 75,357 SH   DFND 1 0 0 75,357
PLANET FITNESS INC CL A 72703H101 13,220 350,000 SH   DFND 1 0 0 350,000
PLAYAGS INC COM 72814N104 7,052 303,178 SH   DFND 1 0 0 303,178
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,506 2,800,000 PRN   DFND 1 0 0 2,800,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,754 1,400,000 PRN   DFND 1 0 0 1,400,000
PROCTER AND GAMBLE CO COM 742718109 8,736 110,188 SH   DFND 1 0 0 110,188
REGIONS FINL CORP NEW COM 7591EP100 16,706 899,126 SH   DFND 1 554,302 0 344,824
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 7,894 7,500,000 PRN   DFND 1 0 0 7,500,000
SCIENTIFIC GAMES CORP COM 80874P109 14,560 350,000 SH   DFND 1 0 0 350,000
SCOTTS MIRACLE GRO CO CL A 810186106 25,881 301,812 SH   DFND 1 188,215 0 113,597
SERVICE CORP INTL COM 817565104 9,435 250,000 SH   DFND 1 0 0 250,000
SHERWIN WILLIAMS CO COM 824348106 12,940 33,000 SH   DFND 1 0 0 33,000
SINA CORP NOTE 1.000%12/0 82922RAD5 1,251 1,135,000 PRN   DFND 1 0 0 1,135,000
SIX FLAGS ENTMT CORP NEW COM 83001A102 6,164 99,000 SH   DFND 1 0 0 99,000
SKYWEST INC COM 830879102 16,320 300,000 SH   DFND 1 0 0 300,000
SOTHEBYS COM 835898107 43,922 856,017 SH   DFND 1 532,038 0 323,979
SOUTHERN CO COM 842587107 8,733 195,540 SH   DFND 1 0 0 195,540
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 13,410 250,000 SH   DFND 1 0 0 250,000
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 10,791 10,000,000 PRN   DFND 1 0 0 10,000,000
SYNCHRONY FINL COM 87165B103 19,266 574,611 SH   DFND 1 359,478 0 215,133
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 33,313 761,262 SH   DFND 1 472,140 0 289,122
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7,334 75,000 SH   DFND 1 0 0 75,000
TD AMERITRADE HLDG CORP COM 87236Y108 43,984 742,589 SH   DFND 1 461,824 0 280,765
TERADYNE INC NOTE 1.250%12/1 880770AG7 3,362 2,200,000 PRN   DFND 1 0 0 2,200,000
TESLA INC NOTE 2.375% 3/1 88160RAD3 4,176 4,000,000 PRN   DFND 1 0 0 4,000,000
TESLA INC NOTE 0.250% 3/0 88160RAB7 8,933 8,950,000 PRN   DFND 1 0 0 8,950,000
TRIPADVISOR INC COM 896945201 2,137 52,238 SH   DFND 1 27,845 0 24,393
UNITED STATES STL CORP NEW COM 912909108 16,289 462,858 SH   DFND 1 288,308 0 174,550
VERIZON COMMUNICATIONS INC COM 92343V104 1,572 32,864 SH   DFND 1 0 0 32,864
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 11,426 10,610,000 PRN   DFND 1 0 0 10,610,000
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 374 22,500 SH   DFND 1 0 0 22,500
WALMART INC COM 931142103 10,146 114,042 SH   DFND 1 80,030 0 34,012
WENDYS CO COM 95058W100 12,285 700,000 SH   DFND 1 0 0 700,000
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 300 300,000 PRN   DFND 1 0 0 300,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 7,529 6,625,000 PRN   DFND 1 0 0 6,625,000
XPO LOGISTICS INC COM 983793100 8,959 88,000 SH   DFND 1 0 0 88,000
YAHOO INC NOTE 12/0 984332AF3 14,025 10,050,000 PRN   DFND 1 0 0 10,050,000
YANDEX NV NOTE 1.125%12/1 98474TAB3 7,231 7,090,000 PRN   DFND 1 0 0 7,090,000
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 2,811 2,300,000 PRN   DFND 1 0 0 2,300,000