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
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 5,555 5,900,000 PRN   DFND 1 0 0 5,900,000
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 10,602 10,650,000 PRN   DFND 1 0 0 10,650,000
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 9,752 9,200,000 PRN   DFND 1 0 0 9,200,000
AMAZON COM INC COM 023135106 132,527 66,165 SH   DFND 1 34,775 0 31,390
AMC NETWORKS INC CL A 00164V103 5,320 80,177 SH   DFND 1 63,352 0 16,825
AMERICAN AIRLS GROUP INC COM 02376R102 96,765 2,341,296 SH   DFND 1 1,457,291 0 884,005
AMERICAN INTL GROUP INC COM NEW 026874784 37,499 704,352 SH   DFND 1 437,735 0 266,617
AMERISOURCEBERGEN CORP COM 03073E105 1,605 17,400 SH   DFND 1 17,400 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 19,250 819,828 SH   DFND 1 0 0 819,828
ANTERO RES CORP COM 03674X106 2,453 138,483 SH   DFND 1 138,483 0 0
APERGY CORP COM 03755L104 624 14,335 SH   DFND 1 14,335 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 8,082 8,050,000 PRN   DFND 1 0 0 8,050,000
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 18,248 18,000,000 PRN   DFND 1 0 0 18,000,000
BAIDU INC SPON ADR REP A 056752108 17,048 74,550 SH   DFND 1 74,550 0 0
BAKER HUGHES A GE CO CL A 05722G100 6,391 188,960 SH   DFND 1 117,012 0 71,948
BANCO MACRO SA SPON ADR B 05961W105 4,829 116,742 SH   DFND 1 72,427 0 44,315
BANK AMER CORP COM 060505104 27,636 938,127 SH   DFND 1 602,854 0 335,273
BARRICK GOLD CORP COM 067901108 2,699 243,550 SH   DFND 1 243,550 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 8,749 7,300,000 PRN   DFND 1 0 0 7,300,000
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 5,017 107,589 SH   DFND 1 0 0 107,589
CAVCO INDS INC DEL COM 149568107 21,263 84,045 SH   DFND 1 51,980 0 32,065
CBRE GROUP INC CL A 12504L109 34,923 791,888 SH   DFND 1 490,372 0 301,516
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 9,796 9,650,000 PRN   DFND 1 0 0 9,650,000
CHARTER COMMUNICATIONS INC N CL A 16119P108 46,369 142,286 SH   DFND 1 88,350 0 53,936
CITIGROUP INC COM NEW 172967424 26,575 370,456 SH   DFND 1 234,808 0 135,648
CME GROUP INC COM CL A 12572Q105 14,978 88,000 SH   DFND 1 0 0 88,000
COLGATE PALMOLIVE CO COM 194162103 5,274 78,779 SH   DFND 1 0 0 78,779
CONSOLIDATED EDISON INC COM 209115104 7,953 104,388 SH   DFND 1 0 0 104,388
CONSTELLATION BRANDS INC CL A 21036P108 7,115 33,000 SH   DFND 1 0 0 33,000
COPA HOLDINGS SA CL A P31076105 19,305 241,798 SH   DFND 1 241,798 0 0
CORPORACION AMER ARPTS S A COM L1995B107 13,890 1,626,528 SH   DFND 1 1,339,404 0 287,124
COSTCO WHSL CORP NEW COM 22160K105 11,619 49,468 SH   DFND 1 30,550 0 18,918
CSX CORP COM 126408103 101,158 1,366,079 SH   DFND 1 848,404 0 517,675
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 23,418 23,750,000 PRN   DFND 1 0 0 23,750,000
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 8,791 236,508 SH   DFND 1 236,508 0 0
CVS HEALTH CORP COM 126650100 3,716 47,208 SH   DFND 1 47,208 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 4,764 5,000,000 PRN   DFND 1 0 0 5,000,000
DOVER CORP COM 260003108 2,786 31,469 SH   DFND 1 31,469 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 6,101 5,500,000 PRN   DFND 1 0 0 5,500,000
EAGLE MATERIALS INC COM 26969P108 36,565 428,952 SH   DFND 1 266,188 0 162,764
EBAY INC COM 278642103 9,771 295,901 SH   DFND 1 182,546 0 113,355
ELDORADO RESORTS INC COM 28470R102 33,919 697,931 SH   DFND 1 0 0 697,931
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 12,405 12,400,000 PRN   DFND 1 0 0 12,400,000
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 418 300,000 PRN   DFND 1 0 0 300,000
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 6,497 5,250,000 PRN   DFND 1 0 0 5,250,000
EXPEDITORS INTL WASH INC COM 302130109 20,006 272,080 SH   DFND 1 169,008 0 103,072
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 11,966 120,910 SH   DFND 1 120,910 0 0
GARTNER INC COM 366651107 30,883 194,846 SH   DFND 1 120,996 0 73,850
GOLDCORP INC NEW COM 380956409 2,328 228,264 SH   DFND 1 228,072 0 192
GRAN TIERRA ENERGY INC COM 38500T101 594 120,741 SH   DFND 1 0 0 120,741
GRANA Y MONTERO S A A SPONSORED ADS 38500P208 247 91,368 SH   DFND 1 0 0 91,368
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 8,659 340,500 SH   DFND 1 249,224 0 91,276
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 7,046 918,671 SH   DFND 1 752,322 0 166,349
HANESBRANDS INC COM 410345102 6,987 379,089 SH   DFND 1 235,957 0 143,132
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 194 200,000 PRN   DFND 1 0 0 200,000
HP INC COM 40434L105 7,922 307,398 SH   DFND 1 307,249 0 149
HUNTINGTON BANCSHARES INC COM 446150104 65,675 4,401,742 SH   DFND 1 2,731,562 0 1,670,180
ILLUMINA INC NOTE 6/1 452327AF6 9,063 6,250,000 PRN   DFND 1 0 0 6,250,000
INTERPUBLIC GROUP COS INC COM 460690100 32,637 1,427,033 SH   DFND 1 885,006 0 542,027
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 14,929 13,900,000 PRN   DFND 1 0 0 13,900,000
JOHNSON & JOHNSON COM 478160104 22,865 165,479 SH   DFND 1 115,861 0 49,618
KANSAS CITY SOUTHERN COM NEW 485170302 42,276 373,195 SH   DFND 1 232,337 0 140,858
KROGER CO COM 501044101 72,825 2,501,690 SH   DFND 1 1,547,032 0 954,658
LAM RESEARCH CORP COM 512807108 12,684 83,609 SH   DFND 1 51,960 0 31,649
LAZARD LTD SHS A G54050102 50,717 1,053,758 SH   DFND 1 652,334 0 401,424
LENNAR CORP CL B 526057302 460 11,959 SH   DFND 1 7,611 0 4,348
LENNAR CORP CL A 526057104 38,939 833,995 SH   DFND 1 517,883 0 316,112
LIBERTY GLOBAL PLC SHS CL C G5480U120 12,709 451,319 SH   DFND 1 277,538 0 173,781
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 14,949 724,601 SH   DFND 1 724,601 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 7,617 6,600,000 PRN   DFND 1 0 0 6,600,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 8,941 7,300,000 PRN   DFND 1 0 0 7,300,000
LILLY ELI & CO COM 532457108 16,865 157,153 SH   DFND 1 157,153 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 23,568 432,656 SH   DFND 1 268,907 0 163,749
LOWES COS INC COM 548661107 27,184 236,755 SH   DFND 1 0 0 236,755
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 5,001 4,150,000 PRN   DFND 1 0 0 4,150,000
MCKESSON CORP COM 58155Q103 1,472 11,100 SH   DFND 1 11,100 0 0
MERCADOLIBRE INC COM 58733R102 2,955 8,678 SH   DFND 1 8,678 0 0
MERCK & CO INC COM 58933Y105 19,670 277,280 SH   DFND 1 242,706 0 34,574
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 17,786 16,700,000 PRN   DFND 1 0 0 16,700,000
MICROSOFT CORP COM 594918104 32,389 283,194 SH   DFND 1 69,684 0 213,510
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 9,759 131,857 SH   DFND 1 131,857 0 0
NORFOLK SOUTHERN CORP COM 655844108 21,841 121,000 SH   DFND 1 0 0 121,000
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 8,051 6,300,000 PRN   DFND 1 0 0 6,300,000
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 22,293 21,400,000 PRN   DFND 1 0 0 21,400,000
OMNICOM GROUP INC COM 681919106 354 3,000 SH Put DFND 1 0 0 3,000
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 3,922 3,400,000 PRN   DFND 1 0 0 3,400,000
PACCAR INC COM 693718108 34,503 505,994 SH   DFND 1 314,937 0 191,057
PALO ALTO NETWORKS INC COM 697435105 17,345 77,000 SH   DFND 1 0 0 77,000
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 5,490 176,793 SH   DFND 1 116,253 0 60,540
PAYPAL HLDGS INC COM 70450Y103 36,986 421,062 SH   DFND 1 146,171 0 274,891
PENN NATL GAMING INC COM 707569109 17,271 524,629 SH   DFND 1 0 0 524,629
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 15,832 1,311,660 SH   DFND 1 1,311,660 0 0
PFIZER INC COM 717081103 26,185 594,165 SH   DFND 1 374,448 0 219,717
PHILIP MORRIS INTL INC COM 718172109 6,145 75,357 SH   DFND 1 0 0 75,357
PLANET FITNESS INC CL A 72703H101 5,997 111,000 SH   DFND 1 0 0 111,000
PLAYAGS INC COM 72814N104 8,034 272,600 SH   DFND 1 0 0 272,600
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 12,861 10,800,000 PRN   DFND 1 0 0 10,800,000
PROCTER AND GAMBLE CO COM 742718109 9,171 110,188 SH   DFND 1 0 0 110,188
QURATE RETAIL INC COM SER A 74915M100 6,081 273,751 SH   DFND 1 169,505 0 104,246
REGIONS FINL CORP NEW COM 7591EP100 20,643 1,124,884 SH   DFND 1 697,960 0 426,924
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 9,294 9,050,000 PRN   DFND 1 0 0 9,050,000
SCOTTS MIRACLE GRO CO CL A 810186106 29,592 375,863 SH   DFND 1 232,866 0 142,997
SERVICE CORP INTL COM 817565104 23,810 538,677 SH   DFND 1 0 0 538,677
SHERWIN WILLIAMS CO COM 824348106 21,201 46,574 SH   DFND 1 0 0 46,574
SINA CORP NOTE 1.000%12/0 82922RAD5 880 885,000 PRN   DFND 1 0 0 885,000
SKYWEST INC COM 830879102 23,560 400,000 SH   DFND 1 0 0 400,000
SOTHEBYS COM 835898107 51,943 1,055,960 SH   DFND 1 654,881 0 401,079
SOUTHERN CO COM 842587107 8,526 195,540 SH   DFND 1 0 0 195,540
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 24,892 438,000 SH   DFND 1 0 0 438,000
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 502 500,000 PRN   DFND 1 0 0 500,000
SYMANTEC CORP COM 871503108 590 10,000 SH Call DFND 1 0 0 10,000
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 8,986 9,350,000 PRN   DFND 1 0 0 9,350,000
SYNCHRONY FINL COM 87165B103 22,281 716,938 SH   DFND 1 444,505 0 272,433
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 41,567 941,272 SH   DFND 1 583,650 0 357,622
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 11,865 85,987 SH   DFND 1 0 0 85,987
TD AMERITRADE HLDG CORP COM 87236Y108 48,527 918,561 SH   DFND 1 570,796 0 347,765
TELECOM ARGENTINA S A SPON ADR REP B 879273209 795 45,662 SH   DFND 1 0 0 45,662
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 7,941 5,300,000 PRN   DFND 1 0 0 5,300,000
UNITED STATES STL CORP NEW COM 912909108 17,828 584,856 SH   DFND 1 366,106 0 218,750
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 324 300,000 PRN   DFND 1 0 0 300,000
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 12,417 12,610,000 PRN   DFND 1 0 0 12,610,000
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 140 22,500 SH   DFND 1 0 0 22,500
WALMART INC COM 931142103 2,374 25,272 SH   DFND 1 25,272 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 329 300,000 PRN   DFND 1 0 0 300,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 3,371 2,325,000 PRN   DFND 1 0 0 2,325,000
YAHOO INC NOTE 12/0 984332AF3 637 500,000 PRN   DFND 1 0 0 500,000