0001140361-17-031922.txt : 20170814
0001140361-17-031922.hdr.sgml : 20170814
20170814154028
ACCESSION NUMBER: 0001140361-17-031922
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170814
DATE AS OF CHANGE: 20170814
EFFECTIVENESS DATE: 20170814
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Lombard Odier Asset Management (Europe) Ltd
CENTRAL INDEX KEY: 0001535784
IRS NUMBER: 000000000
STATE OF INCORPORATION: X0
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-16246
FILM NUMBER: 171029804
BUSINESS ADDRESS:
STREET 1: QUEENSBERRY HOUSE 3 OLD BURLINGTON ST
STREET 2: LONDON W1S 3AB
CITY: LONDON
STATE: X0
ZIP: W1S 3AB
BUSINESS PHONE: 212-295-6145
MAIL ADDRESS:
STREET 1: QUEENSBERRY HOUSE 3 OLD BURLINGTON ST
STREET 2: LONDON W1S 3AB
CITY: LONDON
STATE: X0
ZIP: W1S 3AB
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001535784
XXXXXXXX
06-30-2017
06-30-2017
Lombard Odier Asset Management (Europe) Ltd
QUEENSBERRY HOUSE 3 OLD BURLINGTON ST
LONDON W1S 3AB
LONDON
X0
W1S 3AB
13F HOLDINGS REPORT
028-16246
N
Laura Keeler
Authorized Signatory
212-295-6145
/s/ Laura Keeler
New York
NY
08-14-2017
1
433
1765959
false
1
0001615423
028-16235
Compagnie Lombard Odier SCmA
INFORMATION TABLE
2
form13fInfoTable.xml
3M CO
COM
88579Y101
1446
6946
SH
DFND
6946
0
0
ABBOTT LABS
COM
002824100
1048
21566
SH
DFND
21566
0
0
ABBVIE INC
COM
00287Y109
1405
19377
SH
DFND
19377
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
898
7263
SH
DFND
7263
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
421
7319
SH
DFND
7319
0
0
ADOBE SYS INC
COM
00724F101
824
5825
SH
DFND
5825
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
152
12152
SH
DFND
12152
0
0
ADVANTAGE OIL & GAS LTD
COM
00765F101
748
85312
SH
DFND
85312
0
0
AES CORP
COM
00130H105
114
10243
SH
DFND
10243
0
0
AETNA INC NEW
COM
00817Y108
643
4234
SH
DFND
4234
0
0
AFLAC INC
COM
001055102
415
5342
SH
DFND
5342
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
304
5118
SH
DFND
5118
0
0
AIR PRODS & CHEMS INC
COM
009158106
368
2569
SH
DFND
2569
0
0
AKAMAI TECHNOLOGIES INC
DBCV 2/1
00971TAG6
15108
15410000
PRN
DFND
15410000
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
340
2794
SH
DFND
2794
0
0
ALLERGAN PLC
SHS
G0177J108
983
4045
SH
DFND
4045
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
212
826
SH
DFND
826
0
0
ALLSTATE CORP
COM
020002101
410
4637
SH
DFND
4637
0
0
ALPHABET INC
CAP STK CL A
02079K305
3005
3232
SH
DFND
3232
0
0
ALPHABET INC
CAP STK CL C
02079K107
3082
3392
SH
DFND
3392
0
0
ALTRIA GROUP INC
COM
02209S103
1619
21736
SH
DFND
21736
0
0
AMAZON COM INC
COM
023135106
4265
4406
SH
DFND
4406
0
0
AMAZON COM INC
CALL
023135106
38042
393
SH
Call
DFND
393
0
0
AMERICAN ELEC PWR INC
COM
025537101
412
5932
SH
DFND
5932
0
0
AMERICAN EXPRESS CO
COM
025816109
778
9236
SH
DFND
9236
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
800
12803
SH
DFND
12803
0
0
AMERICAN INTL GROUP INC
CALL
026874784
1813
290
SH
Call
DFND
290
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.000% 8/0
02917TAA2
5564
5460000
PRN
DFND
5460000
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.750%12/1
02917TAB0
6873
6650000
PRN
DFND
6650000
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
673
5085
SH
DFND
5085
0
0
AMERIPRISE FINL INC
COM
03076C106
291
2290
SH
DFND
2290
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
244
2586
SH
DFND
2586
0
0
AMETEK INC NEW
COM
031100100
203
3345
SH
DFND
3345
0
0
AMGEN INC
COM
031162100
1527
8867
SH
DFND
8867
0
0
AMGEN INC
CALL
031162100
2325
135
SH
Call
DFND
135
0
0
AMPHENOL CORP NEW
CL A
032095101
303
4101
SH
DFND
4101
0
0
ANADARKO PETE CORP
COM
032511107
984
21704
SH
DFND
21704
0
0
ANALOG DEVICES INC
COM
032654105
346
4441
SH
DFND
4441
0
0
ANNALY CAP MGMT INC
COM
035710409
192
15937
SH
DFND
15937
0
0
ANTHEM INC
COM
036752103
640
3403
SH
DFND
3403
0
0
AON PLC
SHS CL A
G0408V102
447
3362
SH
DFND
3362
0
0
APACHE CORP
COM
037411105
232
4849
SH
DFND
4849
0
0
APPLE INC
COM
037833100
8298
57618
SH
DFND
57618
0
0
APPLIED MATLS INC
COM
038222105
537
13008
SH
DFND
13008
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
302
7296
SH
DFND
7296
0
0
ARES CAP CORP
NOTE 4.375% 1/1
04010LAM5
25562
24300000
PRN
DFND
24300000
0
0
ARES CAP CORP
NOTE 4.750% 1/1
04010LAJ2
31810
30700000
PRN
DFND
30700000
0
0
ARVINMERITOR INC
FRNT 4.000% 2/1
043353AH4
2279
2150000
PRN
DFND
2150000
0
0
AT&T INC
COM
00206R102
2531
67093
SH
DFND
67093
0
0
AUTODESK INC
COM
052769106
268
2663
SH
DFND
2663
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
578
5641
SH
DFND
5641
0
0
AUTOZONE INC
COM
053332102
216
379
SH
DFND
379
0
0
AVALONBAY CMNTYS INC
COM
053484101
346
1799
SH
DFND
1799
0
0
B2GOLD CORP
COM
11777Q209
70
19129
SH
DFND
19129
0
0
BAKER HUGHES INC
COM
057224107
636
11673
SH
DFND
11673
0
0
BALL CORP
COM
058498106
200
4741
SH
DFND
4741
0
0
BANK MONTREAL QUE
COM
063671101
709
7450
SH
DFND
7450
0
0
BANK N S HALIFAX
COM
064149107
1055
13528
SH
DFND
13528
0
0
BANK NEW YORK MELLON CORP
COM
064058100
662
12973
SH
DFND
12973
0
0
BANK OF NOVA SCOTIA
NOTE 4.500%12/1
064159HB5
211
200000
PRN
DFND
200000
0
0
BARD C R INC
COM
067383109
312
988
SH
DFND
988
0
0
BAXTER INTL INC
COM
071813109
414
6831
SH
DFND
6831
0
0
BB&T CORP
COM
054937107
465
10244
SH
DFND
10244
0
0
BECTON DICKINSON & CO
COM
075887109
591
3031
SH
DFND
3031
0
0
BERKSHIRE HATHAWAY INC DEL
CALL
084670702
339
20
SH
Call
DFND
20
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
2291
13524
SH
DFND
13524
0
0
BEST BUY INC
COM
086516101
208
3632
SH
DFND
3632
0
0
BIOGEN INC
COM
09062X103
794
2926
SH
DFND
2926
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
210
2313
SH
DFND
2313
0
0
BLACKROCK INC
COM
09247X101
643
1522
SH
DFND
1522
0
0
BOSTON PROPERTIES INC
COM
101121101
255
2071
SH
DFND
2071
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
506
18259
SH
DFND
18259
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
1131
20301
SH
DFND
20301
0
0
BROADCOM LTD
SHS
Y09827109
1044
4480
SH
DFND
4480
0
0
BROCADE COMMUNICATIONS SYS I
NOTE 1.375% 1/0
111621AQ1
4433
4340000
PRN
DFND
4340000
0
0
BROOKFIELD ASSET MGMT INC
CL A LTD VT SH
112585104
529
10393
SH
DFND
10393
0
0
CABOT OIL & GAS CORP
COM
127097103
793
31616
SH
DFND
31616
0
0
CALLON PETE CO DEL
COM
13123X102
573
53984
SH
DFND
53984
0
0
CANADIAN NAT RES LTD
COM
136385101
494
13194
SH
DFND
13194
0
0
CANADIAN NATL RY CO
COM
136375102
932
8856
SH
DFND
8856
0
0
CANADIAN PAC RY LTD
COM
13645T100
367
1759
SH
DFND
1759
0
0
CAPITAL ONE FINL CORP
COM
14040H105
497
6017
SH
DFND
6017
0
0
CARDINAL HEALTH INC
COM
14149Y108
335
4293
SH
DFND
4293
0
0
CARDTRONICS INC
NOTE 1.000%12/0
14161HAG3
957
1000000
PRN
DFND
1000000
0
0
CARRIZO OIL & GAS INC
COM
144577103
438
25153
SH
DFND
25153
0
0
CATERPILLAR INC DEL
CALL
149123101
645
60
SH
Call
DFND
60
0
0
CBS CORP NEW
CL B
124857202
324
5079
SH
DFND
5079
0
0
CDN IMPERIAL BK COMM TORONTO
COM
136069101
497
4715
SH
DFND
4715
0
0
CELGENE CORP
COM
151020104
1251
9629
SH
DFND
9629
0
0
CEMEX SAB DE CV
NOTE 3.750% 3/1
151290BC6
23995
20000000
PRN
DFND
20000000
0
0
CENOVUS ENERGY INC
COM
15135U109
114
11947
SH
DFND
11947
0
0
CERNER CORP
COM
156782104
279
4195
SH
DFND
4195
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
826
2451
SH
DFND
2451
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
52
10506
SH
DFND
10506
0
0
CHUBB LIMITED
COM
H1467J104
799
5498
SH
DFND
5498
0
0
CIGNA CORPORATION
COM
125509109
525
3134
SH
DFND
3134
0
0
CIMAREX ENERGY CO
COM
171798101
811
8622
SH
DFND
8622
0
0
CISCO SYS INC
COM
17275R102
1744
55716
SH
DFND
55716
0
0
CITIGROUP INC
CALL
172967424
2207
330
SH
Call
DFND
330
0
0
CITIZENS FINL GROUP INC
COM
174610105
248
6940
SH
DFND
6940
0
0
CITRIX SYS INC
NOTE 0.500% 4/1
177376AD2
119060
98505000
PRN
DFND
98505000
0
0
CLEAN ENERGY FUELS CORP
COM
184499101
29
11438
SH
DFND
11438
0
0
CLOROX CO DEL
COM
189054109
231
1734
SH
DFND
1734
0
0
CME GROUP INC
COM
12572Q105
517
4125
SH
DFND
4125
0
0
COCA COLA CO
COM
191216100
2029
45235
SH
DFND
45235
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
482
7265
SH
DFND
7265
0
0
COLGATE PALMOLIVE CO
COM
194162103
738
9952
SH
DFND
9952
0
0
COMCAST CORP NEW
CL A
20030N101
2040
52410
SH
DFND
52410
0
0
COMCAST CORP NEW
CALL
20030N101
5449
1400
SH
Call
DFND
1400
0
0
CONCHO RES INC
COM
20605P101
1264
10402
SH
DFND
10402
0
0
CONOCOPHILLIPS
COM
20825C104
1557
35429
SH
DFND
35429
0
0
CONSOLIDATED EDISON INC
COM
209115104
311
3846
SH
DFND
3846
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
424
2190
SH
DFND
2190
0
0
CONTINENTAL RESOURCES INC
COM
212015101
726
22457
SH
DFND
22457
0
0
CORNING INC
COM
219350105
391
13015
SH
DFND
13015
0
0
COSTCO WHSL CORP NEW
COM
22160K105
811
5070
SH
DFND
5070
0
0
CREDIT SUISSE GROUP
DEBT 6.250%12/3
H3698DAL8
1333
1250000
PRN
DFND
1250000
0
0
CRESCENT PT ENERGY CORP
COM
22576C101
658
66302
SH
DFND
66302
0
0
CRITEO S A
SPONS ADS
226718104
43164
880000
SH
DFND
880000
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
412
4112
SH
DFND
4112
0
0
CSX CORP
COM
126408103
636
11661
SH
DFND
11661
0
0
CUMMINS INC
COM
231021106
359
2210
SH
DFND
2210
0
0
CVS HEALTH CORP
COM
126650100
983
12216
SH
DFND
12216
0
0
DANAHER CORP DEL
COM
235851102
671
7949
SH
DFND
7949
0
0
DEERE & CO
COM
244199105
434
3510
SH
DFND
3510
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
309
3522
SH
DFND
3522
0
0
DENTSPLY SIRONA INC
COM
24906P109
227
3498
SH
DFND
3498
0
0
DEVON ENERGY CORP NEW
COM
25179M103
895
28004
SH
DFND
28004
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
953
10729
SH
DFND
10729
0
0
DIGITAL RLTY TR INC
COM
253868103
249
2206
SH
DFND
2206
0
0
DISCOVER FINL SVCS
COM
254709108
317
5103
SH
DFND
5103
0
0
DISNEY WALT CO
CALL
254687106
1169
110
SH
Call
DFND
110
0
0
DISNEY WALT CO
COM DISNEY
254687106
1845
17363
SH
DFND
17363
0
0
DOLLAR GEN CORP NEW
COM
256677105
263
3644
SH
DFND
3644
0
0
DOMINION ENERGY INC
COM
25746U109
552
7208
SH
DFND
7208
0
0
DTE ENERGY CO
COM
233331107
251
2373
SH
DFND
2373
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
659
7886
SH
DFND
7886
0
0
DXC TECHNOLOGY CO
COM
23355L106
234
3050
SH
DFND
3050
0
0
DYCOM INDS INC
NOTE 0.750% 9/1
267475AB7
19496
16730000
PRN
DFND
16730000
0
0
EATON CORP PLC
SHS
G29183103
464
5957
SH
DFND
5957
0
0
EBAY INC
COM
278642103
448
12823
SH
DFND
12823
0
0
ECOLAB INC
COM
278865100
449
3379
SH
DFND
3379
0
0
EDISON INTL
COM
281020107
317
4054
SH
DFND
4054
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
342
2895
SH
DFND
2895
0
0
ELDORADO GOLD CORP NEW
COM
284902103
40
11700
SH
DFND
11700
0
0
ELECTRONIC ARTS INC
COM
285512109
396
3750
SH
DFND
3750
0
0
EMERSON ELEC CO
COM
291011104
488
8184
SH
DFND
8184
0
0
ENBRIDGE INC
COM
29250N105
1026
19863
SH
DFND
19863
0
0
ENCANA CORP
COM
292505104
158
13843
SH
DFND
13843
0
0
EOG RES INC
COM
26875P101
1509
16669
SH
DFND
16669
0
0
EQT CORP
COM
26884L109
748
12767
SH
DFND
12767
0
0
EQUIFAX INC
COM
294429105
223
1624
SH
DFND
1624
0
0
EQUINIX INC
COM PAR $0.001
29444U700
406
945
SH
DFND
945
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
315
4790
SH
DFND
4790
0
0
ESSEX PPTY TR INC
COM
297178105
232
902
SH
DFND
902
0
0
EURONET WORLDWIDE INC
NOTE 1.500%10/0
298736AH2
19274
14995000
PRN
DFND
14995000
0
0
EVERSOURCE ENERGY
COM
30040W108
250
4125
SH
DFND
4125
0
0
EXELON CORP
COM
30161N101
400
11083
SH
DFND
11083
0
0
EXPEDIA INC DEL
COM NEW
30212P303
206
1381
SH
DFND
1381
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
534
8367
SH
DFND
8367
0
0
FACEBOOK INC
CL A
30303M102
3840
25432
SH
DFND
25432
0
0
FEDEX CORP
COM
31428X106
676
3110
SH
DFND
3110
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
334
3906
SH
DFND
3906
0
0
FIFTH THIRD BANCORP
COM
316773100
278
10691
SH
DFND
10691
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
229
2290
SH
DFND
2290
0
0
FISERV INC
COM
337738108
362
2961
SH
DFND
2961
0
0
FLOWSERVE CORP
COM
34354P105
760
16365
SH
DFND
16365
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
491
43908
SH
DFND
43908
0
0
FORTIS INC
COM
349553107
257
5647
SH
DFND
5647
0
0
FORTIVE CORP
COM
34959J108
260
4103
SH
DFND
4103
0
0
FRANKLIN RES INC
COM
354613101
226
5044
SH
DFND
5044
0
0
GENERAL ELECTRIC CO
COM
369604103
2679
99184
SH
DFND
99184
0
0
GENERAL MLS INC
COM
370334104
417
7535
SH
DFND
7535
0
0
GENERAL MTRS CO
CALL
37045V100
2096
600
SH
Call
DFND
600
0
0
GENUINE PARTS CO
COM
372460105
202
2173
SH
DFND
2173
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
941
4240
SH
DFND
4240
0
0
GOLDMAN SACHS GROUP INC
CALL
38141G104
1886
85
SH
Call
DFND
85
0
0
GRAN TIERRA ENERGY INC
COM
38500T101
64
22057
SH
DFND
22057
0
0
GROUPON INC
COM
399473107
51
13339
SH
DFND
13339
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
526
35652
SH
DFND
35652
0
0
HALLIBURTON CO
COM
406216101
1446
33850
SH
DFND
33850
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
269
5116
SH
DFND
5116
0
0
HCA HEALTHCARE INC
COM
40412C101
339
3886
SH
DFND
3886
0
0
HCP INC
COM
40414L109
206
6453
SH
DFND
6453
0
0
HECLA MNG CO
COM
422704106
53
10452
SH
DFND
10452
0
0
HELMERICH & PAYNE INC
COM
423452101
705
12981
SH
DFND
12981
0
0
HERSHEY CO
COM
427866108
222
2067
SH
DFND
2067
0
0
HESS CORP
COM
42809H107
813
18535
SH
DFND
18535
0
0
HOLOGIC INC
FRNT 12/1
436440AG6
632
500000
PRN
DFND
500000
0
0
HOLOGIC INC
DEBT 2.000% 3/0
436440AC5
16208
10925000
PRN
DFND
10925000
0
0
HOME DEPOT INC
COM
437076102
2071
13503
SH
DFND
13503
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
193
10589
SH
DFND
10589
0
0
HUMANA INC
COM
444859102
435
1807
SH
DFND
1807
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
217
16068
SH
DFND
16068
0
0
IDEXX LABS INC
COM
45168D104
213
1319
SH
DFND
1319
0
0
IHS MARKIT LTD
SHS
G47567105
218
4956
SH
DFND
4956
0
0
ILLINOIS TOOL WKS INC
COM
452308109
606
4233
SH
DFND
4233
0
0
ILLUMINA INC
COM
452327109
305
1758
SH
DFND
1758
0
0
ILLUMINA INC
NOTE 6/1
452327AF6
42202
41485000
PRN
DFND
41485000
0
0
ILLUMINA INC
NOTE 0.500% 6/1
452327AH2
47694
44550000
PRN
DFND
44550000
0
0
IMPAX LABORATORIES INC
NOTE 2.000% 6/1
45256BAE1
2876
3360000
PRN
DFND
3360000
0
0
INCYTE CORP
COM
45337C102
274
2179
SH
DFND
2179
0
0
INGERSOLL-RAND PLC
SHS
G47791101
328
3585
SH
DFND
3585
0
0
INTEL CORP
COM
458140100
1761
52182
SH
DFND
52182
0
0
INTEL CORP
CALL
458140100
2699
800
SH
Call
DFND
800
0
0
INTEL CORP
SDCV 12/1
458140AD2
154705
118040000
PRN
DFND
118040000
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
474
7191
SH
DFND
7191
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
1545
10043
SH
DFND
10043
0
0
INTL PAPER CO
COM
460146103
303
5357
SH
DFND
5357
0
0
INTUIT
COM
461202103
399
3005
SH
DFND
3005
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
441
472
SH
DFND
472
0
0
INVESCO LTD
SHS
G491BT108
223
6326
SH
DFND
6326
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.875% 8/1
472145AB7
19462
17570000
PRN
DFND
17570000
0
0
JEFFERIES GROUP INC NEW
DBCV 3.875%11/0
472319AG7
15383
15150000
PRN
DFND
15150000
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
494
11392
SH
DFND
11392
0
0
JPMORGAN CHASE & CO
CALL
46625H100
2120
232
SH
Call
DFND
232
0
0
KELLOGG CO
COM
487836108
244
3514
SH
DFND
3514
0
0
KEYCORP NEW
COM
493267108
279
14869
SH
DFND
14869
0
0
KIMBERLY CLARK CORP
COM
494368103
555
4297
SH
DFND
4297
0
0
KINDER MORGAN INC DEL
COM
49456B101
456
23806
SH
DFND
23806
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
99
18800
SH
DFND
18800
0
0
KLA-TENCOR CORP
COM
482480100
201
2194
SH
DFND
2194
0
0
KRAFT HEINZ CO
COM
500754106
611
7136
SH
DFND
7136
0
0
KROGER CO
COM
501044101
260
11169
SH
DFND
11169
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
220
1428
SH
DFND
1428
0
0
LAM RESEARCH CORP
COM
512807108
301
2130
SH
DFND
2130
0
0
LAS VEGAS SANDS CORP
COM
517834107
352
5516
SH
DFND
5516
0
0
LAUDER ESTEE COS INC
CL A
518439104
273
2846
SH
DFND
2846
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
235
3967
SH
DFND
3967
0
0
LIBERTY GLOBAL PLC
SHS CL C
G5480U120
247
7914
SH
DFND
7914
0
0
LIBERTY INTERACTIVE LLC
DEB 1.750% 9/3
530610AD6
26817
23388000
PRN
DFND
23388000
0
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
33991
28430000
PRN
DFND
28430000
0
0
LILLY ELI & CO
COM
532457108
1054
12801
SH
DFND
12801
0
0
LINCOLN NATL CORP IND
COM
534187109
217
3214
SH
DFND
3214
0
0
LOEWS CORP
COM
540424108
216
4607
SH
DFND
4607
0
0
LOWES COS INC
COM
548661107
783
10098
SH
DFND
10098
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
1218
14428
SH
DFND
14428
0
0
M & T BK CORP
COM
55261F104
317
1957
SH
DFND
1957
0
0
MACQUARIE INFRASTRUCTURE COR
NOTE 2.000%10/0
55608BAB1
4378
4360000
PRN
DFND
4360000
0
0
MAGNA INTL INC
COM
559222401
308
5132
SH
DFND
5132
0
0
MANULIFE FINL CORP
COM
56501R106
552
22706
SH
DFND
22706
0
0
MARATHON OIL CORP
COM
565849106
850
71763
SH
DFND
71763
0
0
MARATHON PETE CORP
COM
56585A102
356
6808
SH
DFND
6808
0
0
MARRIOTT INTL INC NEW
CL A
571903202
413
4113
SH
DFND
4113
0
0
MARSH & MCLENNAN COS INC
COM
571748102
514
6589
SH
DFND
6589
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
1336
11002
SH
DFND
11002
0
0
MCDONALDS CORP
COM
580135101
1456
9509
SH
DFND
9509
0
0
MCKESSON CORP
COM
58155Q103
484
2940
SH
DFND
2940
0
0
MEDTRONIC PLC
SHS
G5960L103
1405
15834
SH
DFND
15834
0
0
METHANEX CORP
COM
59151K108
800
17619
SH
DFND
17619
0
0
METLIFE INC
COM
59156R108
613
11158
SH
DFND
11158
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
226
384
SH
DFND
384
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
209
6670
SH
DFND
6670
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
232
3009
SH
DFND
3009
0
0
MICRON TECHNOLOGY INC
COM
595112103
381
12751
SH
DFND
12751
0
0
MICRON TECHNOLOGY INC
NOTE 3.000%11/1
595112AY9
35634
31460000
PRN
DFND
31460000
0
0
MICROSOFT CORP
COM
594918104
5486
79588
SH
DFND
79588
0
0
MOHAWK INDS INC
COM
608190104
207
857
SH
DFND
857
0
0
MOLSON COORS BREWING CO
CL B
60871R209
210
2432
SH
DFND
2432
0
0
MONDELEZ INTL INC
CL A
609207105
777
17990
SH
DFND
17990
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
263
5295
SH
DFND
5295
0
0
MOODYS CORP
COM
615369105
287
2360
SH
DFND
2360
0
0
MORGAN STANLEY
COM NEW
617446448
765
17170
SH
DFND
17170
0
0
MORGAN STANLEY
CALL
617446448
1814
407
SH
Call
DFND
407
0
0
MYLAN N V
SHS EURO
N59465109
241
6203
SH
DFND
6203
0
0
NETFLIX INC
COM
64110L106
727
4863
SH
DFND
4863
0
0
NEWELL BRANDS INC
COM
651229106
293
5470
SH
DFND
5470
0
0
NEWMONT MINING CORP
COM
651639106
225
6945
SH
DFND
6945
0
0
NEXTERA ENERGY INC
COM
65339F101
737
5257
SH
DFND
5257
0
0
NIKE INC
CL B
654106103
898
15220
SH
DFND
15220
0
0
NOBLE ENERGY INC
COM
655044105
928
32775
SH
DFND
32775
0
0
NORFOLK SOUTHERN CORP
COM
655844108
432
3548
SH
DFND
3548
0
0
NORTHERN TR CORP
COM
665859104
275
2826
SH
DFND
2826
0
0
NUANCE COMMUNICATIONS INC
DBCV 1.000%12/1
67020YAK6
18865
19510000
PRN
DFND
19510000
0
0
NUCOR CORP
COM
670346105
248
4286
SH
DFND
4286
0
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
26669
19150000
PRN
DFND
19150000
0
0
NVIDIA CORP
COM
67066G104
903
6247
SH
DFND
6247
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
4348
39723
SH
DFND
39723
0
0
NXP SEMICONDUCTORS N V
DBCV 1.000%12/0
62952QAB6
40523
33900000
PRN
DFND
33900000
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
260
1188
SH
DFND
1188
0
0
OASIS PETE INC NEW
COM
674215108
441
54806
SH
DFND
54806
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
610
10183
SH
DFND
10183
0
0
OMNICOM GROUP INC
COM
681919106
258
3114
SH
DFND
3114
0
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
12849
12315000
PRN
DFND
12315000
0
0
ORACLE CORP
COM
68389X105
1738
34668
SH
DFND
34668
0
0
PACCAR INC
COM
693718108
313
4743
SH
DFND
4743
0
0
PARKER HANNIFIN CORP
COM
701094104
293
1831
SH
DFND
1831
0
0
PARSLEY ENERGY INC
CL A
701877102
672
24216
SH
DFND
24216
0
0
PAYCHEX INC
COM
704326107
261
4585
SH
DFND
4585
0
0
PAYPAL HLDGS INC
COM
70450Y103
687
12798
SH
DFND
12798
0
0
PDC ENERGY INC
COM
69327R101
566
13120
SH
DFND
13120
0
0
PDL BIOPHARMA INC
COM
69329Y104
36
14677
SH
DFND
14677
0
0
PEMBINA PIPELINE CORP
COM
706327103
249
5803
SH
DFND
5803
0
0
PENGROWTH ENERGY CORP
COM
70706P104
24
23251
SH
DFND
23251
0
0
PEPSICO INC
COM
713448108
1841
15942
SH
DFND
15942
0
0
PFIZER INC
COM
717081103
2384
70978
SH
DFND
70978
0
0
PHILIP MORRIS INTL INC
COM
718172109
2008
17097
SH
DFND
17097
0
0
PHILLIPS 66
COM
718546104
558
6752
SH
DFND
6752
0
0
PIONEER NAT RES CO
COM
723787107
333
2089
SH
DFND
2089
0
0
PNC FINL SVCS GROUP INC
COM
693475105
743
5948
SH
DFND
5948
0
0
POTASH CORP SASK INC
COM
73755L107
207
9781
SH
DFND
9781
0
0
PPG INDS INC
COM
693506107
374
3397
SH
DFND
3397
0
0
PPL CORP
COM
69351T106
328
8476
SH
DFND
8476
0
0
PRAXAIR INC
COM
74005P104
485
3656
SH
DFND
3656
0
0
PRECISION DRILLING CORP
COM 2010
74022D308
569
128517
SH
DFND
128517
0
0
PRICE T ROWE GROUP INC
COM
74144T108
275
3705
SH
DFND
3705
0
0
PRICELINE GRP INC
COM NEW
741503403
1040
556
SH
DFND
556
0
0
PRICELINE GRP INC
NOTE 0.900% 9/1
741503AX4
55610
48330000
PRN
DFND
48330000
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
66707
45250000
PRN
DFND
45250000
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
242
3778
SH
DFND
3778
0
0
PROCTER AND GAMBLE CO
COM
742718109
2435
27936
SH
DFND
27936
0
0
PROGRESSIVE CORP OHIO
COM
743315103
335
7589
SH
DFND
7589
0
0
PROLOGIS INC
COM
74340W103
396
6748
SH
DFND
6748
0
0
PROSPECT CAPITAL CORPORATION
NOTE 5.750% 3/1
74348TAL6
1043
1000000
PRN
DFND
1000000
0
0
PROSPECT CAPITAL CORPORATION
NOTE 5.875% 1/1
74348TAM4
17278
16300000
PRN
DFND
16300000
0
0
PROSPECT CAPITAL CORPORATION
NOTE 4.750% 4/1
74348TAQ5
46130
45370000
PRN
DFND
45370000
0
0
PRUDENTIAL FINL INC
COM
744320102
567
5239
SH
DFND
5239
0
0
PUBLIC STORAGE
COM
74460D109
371
1780
SH
DFND
1780
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
276
6416
SH
DFND
6416
0
0
QIAGEN NV
NOTE 0.375% 3/1
N72482AA5
18817
15200000
PRN
DFND
15200000
0
0
QUALCOMM INC
COM
747525103
931
16866
SH
DFND
16866
0
0
QUANTA SVCS INC
COM
74762E102
651
19777
SH
DFND
19777
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
214
1929
SH
DFND
1929
0
0
RED HAT INC
COM
756577102
231
2415
SH
DFND
2415
0
0
RED HAT INC
NOTE 0.250%10/0
756577AD4
87790
63165000
PRN
DFND
63165000
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
469
955
SH
DFND
955
0
0
REGIONS FINL CORP NEW
COM
7591EP100
252
17186
SH
DFND
17186
0
0
REPUBLIC SVCS INC
COM
760759100
249
3913
SH
DFND
3913
0
0
RESTAURANT BRANDS INTL INC
COM
76131D103
251
3097
SH
DFND
3097
0
0
REYNOLDS AMERICAN INC
COM
761713106
648
9965
SH
DFND
9965
0
0
RITE AID CORP
COM
767754104
52
17733
SH
DFND
17733
0
0
ROCKWELL AUTOMATION INC
COM
773903109
275
1699
SH
DFND
1699
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
246
4013
SH
DFND
4013
0
0
ROPER TECHNOLOGIES INC
COM
776696106
300
1297
SH
DFND
1297
0
0
ROSS STORES INC
COM
778296103
286
4950
SH
DFND
4950
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
1541
16370
SH
DFND
16370
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
237
2169
SH
DFND
2169
0
0
RPM INTL INC
NOTE 2.250%12/1
749685AT0
30176
25370000
PRN
DFND
25370000
0
0
RYLAND GROUP INC
NOTE 0.250% 6/0
783764AS2
2519
2650000
PRN
DFND
2650000
0
0
S&P GLOBAL INC
COM
78409V104
476
3259
SH
DFND
3259
0
0
SALESFORCE COM INC
COM
79466L302
650
7503
SH
DFND
7503
0
0
SALESFORCE COM INC
NOTE 0.250% 4/0
79466LAD6
46442
34920000
PRN
DFND
34920000
0
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
203
1504
SH
DFND
1504
0
0
SCHEIN HENRY INC
COM
806407102
225
1232
SH
DFND
1232
0
0
SCHLUMBERGER LTD
COM
806857108
1601
24321
SH
DFND
24321
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
605
14072
SH
DFND
14072
0
0
SELECT SECTOR SPDR TR
CALL
81369Y605
109165
44250
SH
Call
DFND
44250
0
0
SHERWIN WILLIAMS CO
COM
824348106
348
991
SH
DFND
991
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
603
3725
SH
DFND
3725
0
0
SIRIUS XM HLDGS INC
COM
82968B103
158
28964
SH
DFND
28964
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
220
2295
SH
DFND
2295
0
0
SOUTHERN CO
COM
842587107
541
11298
SH
DFND
11298
0
0
SPIRIT RLTY CAP INC NEW
NOTE 3.750% 5/1
84860WAB8
1000
1000000
PRN
DFND
1000000
0
0
SPIRIT RLTY CAP INC NEW
NOTE 2.875% 5/1
84860WAA0
8485
8500000
PRN
DFND
8500000
0
0
SPRINT CORP
COM SER 1
85207U105
111
13563
SH
DFND
13563
0
0
SRC ENERGY INC
COM
78470V108
749
111243
SH
DFND
111243
0
0
STANLEY BLACK & DECKER INC
COM
854502101
297
2112
SH
DFND
2112
0
0
STARBUCKS CORP
COM
855244109
963
16516
SH
DFND
16516
0
0
STARBUCKS CORP
CALL
855244109
1866
320
SH
Call
DFND
320
0
0
STARWOOD PPTY TR INC
NOTE 4.550% 3/0
85571BAA3
1380
1250000
PRN
DFND
1250000
0
0
STARWOOD PPTY TR INC
NOTE 4.000% 1/1
85571BAB1
21068
18180000
PRN
DFND
18180000
0
0
STATE STR CORP
COM
857477103
454
5061
SH
DFND
5061
0
0
SUN LIFE FINL INC
COM
866796105
317
6833
SH
DFND
6833
0
0
SUNCOR ENERGY INC NEW
COM
867224107
724
19116
SH
DFND
19116
0
0
SUNPOWER CORP
DBCV 4.000% 1/1
867652AL3
2405
2700000
PRN
DFND
2700000
0
0
SUNPOWER CORP
DBCV 0.750% 6/0
867652AG4
12069
12555000
PRN
DFND
12555000
0
0
SUNTRUST BKS INC
COM
867914103
368
6484
SH
DFND
6484
0
0
SYMANTEC CORP
COM
871503108
236
8350
SH
DFND
8350
0
0
SYNCHRONY FINL
COM
87165B103
303
10149
SH
DFND
10149
0
0
SYSCO CORP
COM
871829107
338
6720
SH
DFND
6720
0
0
T MOBILE US INC
COM
872590104
228
3763
SH
DFND
3763
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
377
4795
SH
DFND
4795
0
0
TENARIS S A
SPONSORED ADR
88031M109
737
23680
SH
DFND
23680
0
0
TESLA INC
COM
88160R101
517
1429
SH
DFND
1429
0
0
TESORO CORP
COM
881609101
200
2132
SH
DFND
2132
0
0
TEVA PHARMACEUTICAL FIN LLC
DBCV 0.250% 2/0
88163VAE9
23433
21660000
PRN
DFND
21660000
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADR
881624209
367
11059
SH
DFND
11059
0
0
TEXAS INSTRS INC
COM
882508104
894
11617
SH
DFND
11617
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
890
5101
SH
DFND
5101
0
0
THOMSON REUTERS CORP
COM
884903105
240
3997
SH
DFND
3997
0
0
TIME WARNER INC
COM NEW
887317303
886
8827
SH
DFND
8827
0
0
TJX COS INC NEW
COM
872540109
551
7634
SH
DFND
7634
0
0
TOLL BROS FIN CORP
NOTE 0.500% 9/1
88947EAM2
2302
2300000
PRN
DFND
2300000
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
1344
20560
SH
DFND
20560
0
0
TRANSCANADA CORP
COM
89353D107
622
10055
SH
DFND
10055
0
0
TRANSDIGM GROUP INC
COM
893641100
232
863
SH
DFND
863
0
0
TRAVELERS COMPANIES INC
COM
89417E109
471
3719
SH
DFND
3719
0
0
TRINITY INDS INC
NOTE 3.875% 6/0
896522AF6
38643
30510000
PRN
DFND
30510000
0
0
TURQUOISE HILL RES LTD
COM
900435108
74
21583
SH
DFND
21583
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
368
12979
SH
DFND
12979
0
0
TWITTER INC
NOTE 0.250% 9/1
90184LAB8
4623
4900000
PRN
DFND
4900000
0
0
TWITTER INC
NOTE 1.000% 9/1
90184LAD4
5000
5440000
PRN
DFND
5440000
0
0
U S SILICA HLDGS INC
COM
90346E103
640
18020
SH
DFND
18020
0
0
ULTA BEAUTY INC
COM
90384S303
201
700
SH
DFND
700
0
0
UNION PAC CORP
COM
907818108
1054
9677
SH
DFND
9677
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
902
8160
SH
DFND
8160
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
1140
9335
SH
DFND
9335
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
2102
11334
SH
DFND
11334
0
0
US BANCORP DEL
COM NEW
902973304
1027
19778
SH
DFND
19778
0
0
V F CORP
COM
918204108
260
4520
SH
DFND
4520
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
1118
16569
SH
DFND
16569
0
0
VANGUARD INTL EQUITY INDEX F
FTSE EMR MKT ETF
922042858
4661
114165
SH
DFND
114165
0
0
VANGUARD INTL EQUITY INDEX F
FTSE PACIFIC ETF
922042866
6726
102214
SH
DFND
102214
0
0
VANGUARD SCOTTSDALE FDS
INT-TERM CORP
92206C870
8728
99712
SH
DFND
99712
0
0
VENTAS INC
COM
92276F100
314
4522
SH
DFND
4522
0
0
VEREIT INC
COM
92339V100
129
15801
SH
DFND
15801
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
1998
44736
SH
DFND
44736
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
410
3182
SH
DFND
3182
0
0
VIPSHOP HLDGS LTD
NOTE 1.500% 3/1
92763WAA1
12208
12270000
PRN
DFND
12270000
0
0
VISA INC
COM CL A
92826C839
1959
20884
SH
DFND
20884
0
0
VISA INC
CALL
92826C839
4267
455
SH
Call
DFND
455
0
0
VORNADO RLTY TR
SH BEN INT
929042109
229
2439
SH
DFND
2439
0
0
VULCAN MATLS CO
COM
929160109
223
1764
SH
DFND
1764
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
817
10427
SH
DFND
10427
0
0
WASTE CONNECTIONS INC
COM
94106B101
221
2646
SH
DFND
2646
0
0
WASTE MGMT INC DEL
COM
94106L109
424
5779
SH
DFND
5779
0
0
WATERS CORP
COM
941848103
221
1200
SH
DFND
1200
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
51
13169
SH
DFND
13169
0
0
WEC ENERGY GROUP INC
COM
92939U106
253
4126
SH
DFND
4126
0
0
WELLS FARGO CO NEW
COM
949746101
2913
52580
SH
DFND
52580
0
0
WELLTOWER INC
COM
95040Q104
345
4610
SH
DFND
4610
0
0
WESTERN DIGITAL CORP
COM
958102105
314
3541
SH
DFND
3541
0
0
WEYERHAEUSER CO
COM
962166104
323
9631
SH
DFND
9631
0
0
WILLIAMS COS INC DEL
COM
969457100
309
10194
SH
DFND
10194
0
0
WILLIS TOWERS WATSON PUB LTD
SHS
G96629103
255
1754
SH
DFND
1754
0
0
XCEL ENERGY INC
COM
98389B100
297
6477
SH
DFND
6477
0
0
XEROX CORP
COM NEW
984121608
107
15400
SH
DFND
15400
0
0
XILINX INC
COM
983919101
228
3544
SH
DFND
3544
0
0
YAHOO INC
NOTE 12/0
984332AF3
10781
9505000
PRN
DFND
9505000
0
0
YAMANA GOLD INC
COM
98462Y100
47
15000
SH
DFND
15000
0
0
YUM BRANDS INC
COM
988498101
345
4679
SH
DFND
4679
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
350
2722
SH
DFND
2722
0
0
ZOETIS INC
CL A
98978V103
453
7268
SH
DFND
7268
0
0