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 23,226 131,790 SH   DFND 1 37,370 0 94,420
51JOB INC NOTE 3.250% 4/1 316827AC8 1,287 1,200,000 PRN   DFND 1 0 0 1,200,000
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 1,450 52,620 SH   DFND 1 0 0 52,620
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 6,372 5,150,000 PRN   DFND 1 0 0 5,150,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,612 24,692 SH   DFND 1 22,857 0 1,835
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 13,291 13,000,000 PRN   DFND 1 0 0 13,000,000
AMAZON COM INC COM 023135106 59,727 71,332 SH   DFND 1 22,468 0 48,864
AMC NETWORKS INC CL A 00164V103 990 19,093 SH   DFND 1 15,060 0 4,033
AMERICAN AIRLS GROUP INC COM 02376R102 13,285 362,872 SH   DFND 1 234,251 0 128,621
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 9,960 557,645 SH   DFND 1 0 0 557,645
AMERICAN INTL GROUP INC COM NEW 026874784 12,310 207,443 SH   DFND 1 134,179 0 73,264
APPLE INC COM 037833100 6,445 57,011 SH   DFND 1 0 0 57,011
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 11,128 10,700,000 PRN   DFND 1 0 0 10,700,000
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 19,576 18,900,000 PRN   DFND 1 0 0 18,900,000
AT&T INC COM 00206R102 15,462 380,772 SH   DFND 1 91,095 0 289,677
BAKER HUGHES INC COM 057224107 2,306 45,689 SH   DFND 1 27,618 0 18,071
BANK AMER CORP COM 060505104 2,895 185,006 SH   DFND 1 114,609 0 70,397
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 8,462 7,000,000 PRN   DFND 1 0 0 7,000,000
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 30,480 30,700,000 PRN   DFND 1 0 0 30,700,000
CALATLANTIC GROUP INC COM 128195104 2,845 85,092 SH   DFND 1 54,934 0 30,158
CAVCO INDS INC DEL COM 149568107 3,248 32,788 SH   DFND 1 20,876 0 11,912
CBRE GROUP INC CL A 12504L109 5,386 192,483 SH   DFND 1 125,433 0 67,050
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 14,494 12,900,000 PRN   DFND 1 0 0 12,900,000
CEMEX SAB DE CV SPON ADR NEW 151290889 1,304 164,229 SH   DFND 1 164,229 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 18,572 68,796 SH   DFND 1 22,543 0 46,253
CIENA CORP COM NEW 171779309 14,515 654,915 SH   DFND 1 0 0 654,915
CITIGROUP INC COM NEW 172967424 4,064 86,057 SH   DFND 1 53,681 0 32,376
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 23,107 20,450,000 PRN   DFND 1 0 0 20,450,000
CME GROUP INC COM 12572Q105 16,386 156,777 SH   DFND 1 0 0 156,777
COLGATE PALMOLIVE CO COM 194162103 23,618 318,564 SH   DFND 1 89,563 0 229,001
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1,416 102,308 SH   DFND 1 102,308 0 0
CONSOLIDATED EDISON INC COM 209115104 9,344 124,088 SH   DFND 1 0 0 124,088
CONSTELLATION BRANDS INC CL A 21036P108 6,893 41,400 SH   DFND 1 0 0 41,400
CORNING INC COM 219350105 15,616 660,299 SH   DFND 1 0 0 660,299
COSTCO WHSL CORP NEW COM 22160K105 3,718 24,377 SH   DFND 1 14,233 0 10,144
CSX CORP COM 126408103 12,334 404,370 SH   DFND 1 253,859 0 150,511
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 15,129 13,900,000 PRN   DFND 1 0 0 13,900,000
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 3,023 64,920 SH   DFND 1 64,920 0 0
CVS HEALTH CORP COM 126650100 15,185 170,637 SH   DFND 1 63,587 0 107,050
DEPOMED INC NOTE 2.500% 9/0 249908AA2 3,460 2,500,000 PRN   DFND 1 0 0 2,500,000
DEVON ENERGY CORP NEW COM 25179M103 16,745 379,622 SH   DFND 1 0 0 379,622
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2,954 112,287 SH   DFND 1 70,715 0 41,572
DOVER CORP COM 260003108 18,377 249,551 SH   DFND 1 66,989 0 182,562
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 9,896 9,000,000 PRN   DFND 1 0 0 9,000,000
EAGLE MATERIALS INC COM 26969P108 8,904 115,182 SH   DFND 1 72,470 0 42,712
EBAY INC COM 278642103 2,254 68,503 SH   DFND 1 40,992 0 27,511
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 5,366 4,840,000 PRN   DFND 1 0 0 4,840,000
EMERSON ELEC CO COM 291011104 24,760 454,215 SH   DFND 1 214,630 0 239,585
ENERGIZER HLDGS INC NEW COM 29272W109 13,144 263,094 SH   DFND 1 0 0 263,094
EXPEDITORS INTL WASH INC COM 302130109 3,428 66,520 SH   DFND 1 42,195 0 24,325
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 7,955 8,600,000 PRN   DFND 1 0 0 8,600,000
GARTNER INC COM 366651107 7,533 85,167 SH   DFND 1 53,990 0 31,177
GOLDCORP INC NEW COM 380956409 1,996 133,692 SH   DFND 1 0 0 133,692
GRUBHUB INC COM 400110102 13,592 316,163 SH   DFND 1 0 0 316,163
HANESBRANDS INC COM 410345102 2,269 89,883 SH   DFND 1 57,344 0 32,539
HEWLETT PACKARD ENTERPRISE C COM 42824C109 13,048 573,555 SH   DFND 1 0 0 573,555
HOLOGIC INC FRNT 12/1 436440AG6 27,164 22,000,000 PRN   DFND 1 0 0 22,000,000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 3,809 2,800,000 PRN   DFND 1 0 0 2,800,000
HP INC COM 40434L105 11,633 749,085 SH   DFND 1 748,936 0 149
HUNTINGTON BANCSHARES INC COM 446150104 10,458 1,060,612 SH   DFND 1 665,825 0 394,787
ILLUMINA INC NOTE 6/1 452327AF6 2,379 2,300,000 PRN   DFND 1 0 0 2,300,000
INTEL CORP SDCV 12/1 458140AD2 28,321 20,500,000 PRN   DFND 1 0 0 20,500,000
INTERPUBLIC GROUP COS INC COM 460690100 6,508 291,220 SH   DFND 1 185,863 0 105,357
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 6,003 5,000,000 PRN   DFND 1 0 0 5,000,000
ISHARES TR NASDQ BIOTEC ETF 464287556 333 1,150 SH   DFND 1 0 0 1,150
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 11,783 11,600,000 PRN   DFND 1 0 0 11,600,000
JOHNSON & JOHNSON COM 478160104 63,785 539,963 SH   DFND 1 384,828 0 155,135
KANSAS CITY SOUTHERN COM NEW 485170302 5,507 59,020 SH   DFND 1 37,845 0 21,175
KAR AUCTION SVCS INC COM 48238T109 5,410 125,344 SH   DFND 1 0 0 125,344
KROGER CO COM 501044101 4,555 153,432 SH   DFND 1 95,709 0 57,723
LAZARD LTD SHS A G54050102 9,347 257,066 SH   DFND 1 161,550 0 95,516
LENNAR CORP CL A 526057104 5,587 131,966 SH   DFND 1 87,279 0 44,687
LIBERTY GLOBAL PLC SHS CL C G5480U120 3,876 117,322 SH   DFND 1 68,872 0 48,450
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,183 59,135 SH   DFND 1 35,018 0 24,117
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 9,231 8,650,000 PRN   DFND 1 0 0 8,650,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 20,278 19,359,000 PRN   DFND 1 0 0 19,359,000
LILLY ELI & CO COM 532457108 57,176 712,392 SH   DFND 1 493,386 0 219,006
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 9,801 9,050,000 PRN   DFND 1 0 0 9,050,000
LIVE NATION ENTERTAINMENT IN COM 538034109 3,263 118,758 SH   DFND 1 74,598 0 44,160
MACQUARIE INFRASTRUCTURE COR COM 55608B105 10,871 130,601 SH   DFND 1 0 0 130,601
MANITOWOC FOODSERVICE INC COM 563568104 945 58,212 SH   DFND 1 32,030 0 26,182
MERCADOLIBRE INC COM 58733R102 1,417 7,663 SH   DFND 1 7,663 0 0
MERCK & CO INC COM 58933Y105 65,316 1,046,570 SH   DFND 1 743,922 0 302,648
MGM GROWTH PPTYS LLC CL A COM 55303A105 6,093 233,718 SH   DFND 1 0 0 233,718
MGM RESORTS INTERNATIONAL COM 552953101 4,116 158,111 SH   DFND 1 0 0 158,111
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 20,228 15,800,000 PRN   DFND 1 0 0 15,800,000
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 5,122 2,900,000 PRN   DFND 1 0 0 2,900,000
MICROSOFT CORP COM 594918104 66,611 1,156,452 SH   DFND 1 829,452 0 327,000
MOHAWK INDS INC COM 608190104 7,960 39,731 SH   DFND 1 0 0 39,731
MOLSON COORS BREWING CO CL B 60871R209 616 4,400 SH Call DFND 1 0 0 4,400
MONSANTO CO NEW COM 61166W101 5,512 53,934 SH   DFND 1 33,334 0 20,600
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 1,092 1,000,000 PRN   DFND 1 0 0 1,000,000
NORDSTROM INC COM 655664100 13,592 261,990 SH   DFND 1 0 0 261,990
NORFOLK SOUTHERN CORP COM 655844108 5,396 55,596 SH   DFND 1 0 0 55,596
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 25,828 21,750,000 PRN   DFND 1 0 0 21,750,000
OFFICE DEPOT INC COM 676220106 493 138,143 SH   DFND 1 75,677 0 62,466
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 13,091 11,000,000 PRN   DFND 1 0 0 11,000,000
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 7,029 7,000,000 PRN   DFND 1 0 0 7,000,000
PACCAR INC COM 693718108 5,406 91,962 SH   DFND 1 59,248 0 32,714
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 6,893 4,600,000 PRN   DFND 1 0 0 4,600,000
PAYPAL HLDGS INC COM 70450Y103 2,529 61,717 SH   DFND 1 36,622 0 25,095
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,541 272,337 SH   DFND 1 272,337 0 0
PFIZER INC COM 717081103 56,365 1,664,188 SH   DFND 1 1,191,397 0 472,791
PHILIP MORRIS INTL INC COM 718172109 11,040 113,557 SH   DFND 1 0 0 113,557
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 8,977 7,000,000 PRN   DFND 1 0 0 7,000,000
PRICESMART INC COM 741511109 575 6,860 SH   DFND 1 6,860 0 0
PROCTER AND GAMBLE CO COM 742718109 40,978 456,580 SH   DFND 1 191,461 0 265,119
RED HAT INC NOTE 0.250%10/0 756577AD4 11,533 9,100,000 PRN   DFND 1 0 0 9,100,000
RED ROCK RESORTS INC CL A 75700L108 31,359 1,329,315 SH   DFND 1 0 0 1,329,315
REGIONS FINL CORP NEW COM 7591EP100 2,535 256,795 SH   DFND 1 169,212 0 87,583
RESTORATION HARDWARE HLDGS I COM 761283100 7,581 219,221 SH   DFND 1 0 0 219,221
REYNOLDS AMERICAN INC COM 761713106 9,644 204,542 SH   DFND 1 0 0 204,542
ROGERS COMMUNICATIONS INC CL B 775109200 7,982 143,411 SH   DFND 1 93,643 0 49,768
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 16,925 14,150,000 PRN   DFND 1 0 0 14,150,000
SCOTTS MIRACLE GRO CO CL A 810186106 8,813 105,837 SH   DFND 1 65,795 0 40,042
SEAGATE TECHNOLOGY PLC SHS G7945M107 501 3,000 SH Call DFND 1 0 0 3,000
SERVICENOW INC NOTE 11/0 81762PAB8 14,096 11,550,000 PRN   DFND 1 0 0 11,550,000
SHERWIN WILLIAMS CO COM 824348106 8,627 31,184 SH   DFND 1 0 0 31,184
SOTHEBYS COM 835898107 9,070 238,544 SH   DFND 1 151,675 0 86,869
SOUTHERN CO COM 842587107 10,031 195,540 SH   DFND 1 0 0 195,540
SPECTRUM BRANDS HLDGS INC COM 84763R101 6,496 47,181 SH   DFND 1 0 0 47,181
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 14,639 14,000,000 PRN   DFND 1 0 0 14,000,000
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 20,326 18,500,000 PRN   DFND 1 0 0 18,500,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 15,568 15,050,000 PRN   DFND 1 0 0 15,050,000
SWIFT TRANSN CO CL A 87074U101 2,149 100,103 SH   DFND 1 0 0 100,103
SYNCHRONY FINL COM 87165B103 4,965 177,304 SH   DFND 1 113,039 0 64,265
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 7,069 231,074 SH   DFND 1 147,460 0 83,614
TATA MTRS LTD SPONSORED ADR 876568502 3,248 81,253 SH   DFND 1 81,253 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 6,677 189,464 SH   DFND 1 121,332 0 68,132
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 10,033 11,100,000 PRN   DFND 1 0 0 11,100,000
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 393 400,000 PRN   DFND 1 0 0 400,000
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 7,809 6,500,000 PRN   DFND 1 0 0 6,500,000
TRIPADVISOR INC COM 896945201 1,249 19,777 SH   DFND 1 12,017 0 7,760
TWITTER INC NOTE 1.000% 9/1 90184LAD4 18,939 20,100,000 PRN   DFND 1 0 0 20,100,000
UNITED CONTL HLDGS INC COM 910047109 7,747 147,641 SH   DFND 1 0 0 147,641
UNITED STATES STL CORP NEW COM 912909108 2,710 143,691 SH   DFND 1 91,858 0 51,833
VERIZON COMMUNICATIONS INC COM 92343V104 5,440 104,664 SH   DFND 1 0 0 104,664
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 1,508 1,400,000 PRN   DFND 1 0 0 1,400,000
WAL-MART STORES INC COM 931142103 26,896 372,914 SH   DFND 1 307,002 0 65,912
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 10,722 9,500,000 PRN   DFND 1 0 0 9,500,000
WEX INC COM 96208T104 2,150 19,887 SH   DFND 1 0 0 19,887
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,165 38,908 SH   DFND 1 22,504 0 16,404
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 258 200,000 PRN   DFND 1 0 0 200,000
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 6,317 5,900,000 PRN   DFND 1 0 0 5,900,000