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 1,446 6,946 SH   DFND   6,946 0 0
ABBOTT LABS COM 002824100 1,048 21,566 SH   DFND   21,566 0 0
ABBVIE INC COM 00287Y109 1,405 19,377 SH   DFND   19,377 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 898 7,263 SH   DFND   7,263 0 0
ACTIVISION BLIZZARD INC COM 00507V109 421 7,319 SH   DFND   7,319 0 0
ADOBE SYS INC COM 00724F101 824 5,825 SH   DFND   5,825 0 0
ADVANCED MICRO DEVICES INC COM 007903107 152 12,152 SH   DFND   12,152 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 748 85,312 SH   DFND   85,312 0 0
AES CORP COM 00130H105 114 10,243 SH   DFND   10,243 0 0
AETNA INC NEW COM 00817Y108 643 4,234 SH   DFND   4,234 0 0
AFLAC INC COM 001055102 415 5,342 SH   DFND   5,342 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 304 5,118 SH   DFND   5,118 0 0
AIR PRODS & CHEMS INC COM 009158106 368 2,569 SH   DFND   2,569 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 15,108 15,410,000 PRN   DFND   15,410,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 340 2,794 SH   DFND   2,794 0 0
ALLERGAN PLC SHS G0177J108 983 4,045 SH   DFND   4,045 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 212 826 SH   DFND   826 0 0
ALLSTATE CORP COM 020002101 410 4,637 SH   DFND   4,637 0 0
ALPHABET INC CAP STK CL A 02079K305 3,005 3,232 SH   DFND   3,232 0 0
ALPHABET INC CAP STK CL C 02079K107 3,082 3,392 SH   DFND   3,392 0 0
ALTRIA GROUP INC COM 02209S103 1,619 21,736 SH   DFND   21,736 0 0
AMAZON COM INC COM 023135106 4,265 4,406 SH   DFND   4,406 0 0
AMAZON COM INC CALL 023135106 38,042 393 SH Call DFND   393 0 0
AMERICAN ELEC PWR INC COM 025537101 412 5,932 SH   DFND   5,932 0 0
AMERICAN EXPRESS CO COM 025816109 778 9,236 SH   DFND   9,236 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 800 12,803 SH   DFND   12,803 0 0
AMERICAN INTL GROUP INC CALL 026874784 1,813 290 SH Call DFND   290 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 5,564 5,460,000 PRN   DFND   5,460,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 6,873 6,650,000 PRN   DFND   6,650,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 673 5,085 SH   DFND   5,085 0 0
AMERIPRISE FINL INC COM 03076C106 291 2,290 SH   DFND   2,290 0 0
AMERISOURCEBERGEN CORP COM 03073E105 244 2,586 SH   DFND   2,586 0 0
AMETEK INC NEW COM 031100100 203 3,345 SH   DFND   3,345 0 0
AMGEN INC COM 031162100 1,527 8,867 SH   DFND   8,867 0 0
AMGEN INC CALL 031162100 2,325 135 SH Call DFND   135 0 0
AMPHENOL CORP NEW CL A 032095101 303 4,101 SH   DFND   4,101 0 0
ANADARKO PETE CORP COM 032511107 984 21,704 SH   DFND   21,704 0 0
ANALOG DEVICES INC COM 032654105 346 4,441 SH   DFND   4,441 0 0
ANNALY CAP MGMT INC COM 035710409 192 15,937 SH   DFND   15,937 0 0
ANTHEM INC COM 036752103 640 3,403 SH   DFND   3,403 0 0
AON PLC SHS CL A G0408V102 447 3,362 SH   DFND   3,362 0 0
APACHE CORP COM 037411105 232 4,849 SH   DFND   4,849 0 0
APPLE INC COM 037833100 8,298 57,618 SH   DFND   57,618 0 0
APPLIED MATLS INC COM 038222105 537 13,008 SH   DFND   13,008 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 302 7,296 SH   DFND   7,296 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 25,562 24,300,000 PRN   DFND   24,300,000 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 31,810 30,700,000 PRN   DFND   30,700,000 0 0
ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 2,279 2,150,000 PRN   DFND   2,150,000 0 0
AT&T INC COM 00206R102 2,531 67,093 SH   DFND   67,093 0 0
AUTODESK INC COM 052769106 268 2,663 SH   DFND   2,663 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 578 5,641 SH   DFND   5,641 0 0
AUTOZONE INC COM 053332102 216 379 SH   DFND   379 0 0
AVALONBAY CMNTYS INC COM 053484101 346 1,799 SH   DFND   1,799 0 0
B2GOLD CORP COM 11777Q209 70 19,129 SH   DFND   19,129 0 0
BAKER HUGHES INC COM 057224107 636 11,673 SH   DFND   11,673 0 0
BALL CORP COM 058498106 200 4,741 SH   DFND   4,741 0 0
BANK MONTREAL QUE COM 063671101 709 7,450 SH   DFND   7,450 0 0
BANK N S HALIFAX COM 064149107 1,055 13,528 SH   DFND   13,528 0 0
BANK NEW YORK MELLON CORP COM 064058100 662 12,973 SH   DFND   12,973 0 0
BANK OF NOVA SCOTIA NOTE 4.500%12/1 064159HB5 211 200,000 PRN   DFND   200,000 0 0
BARD C R INC COM 067383109 312 988 SH   DFND   988 0 0
BAXTER INTL INC COM 071813109 414 6,831 SH   DFND   6,831 0 0
BB&T CORP COM 054937107 465 10,244 SH   DFND   10,244 0 0
BECTON DICKINSON & CO COM 075887109 591 3,031 SH   DFND   3,031 0 0
BERKSHIRE HATHAWAY INC DEL CALL 084670702 339 20 SH Call DFND   20 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,291 13,524 SH   DFND   13,524 0 0
BEST BUY INC COM 086516101 208 3,632 SH   DFND   3,632 0 0
BIOGEN INC COM 09062X103 794 2,926 SH   DFND   2,926 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 210 2,313 SH   DFND   2,313 0 0
BLACKROCK INC COM 09247X101 643 1,522 SH   DFND   1,522 0 0
BOSTON PROPERTIES INC COM 101121101 255 2,071 SH   DFND   2,071 0 0
BOSTON SCIENTIFIC CORP COM 101137107 506 18,259 SH   DFND   18,259 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,131 20,301 SH   DFND   20,301 0 0
BROADCOM LTD SHS Y09827109 1,044 4,480 SH   DFND   4,480 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 4,433 4,340,000 PRN   DFND   4,340,000 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 529 10,393 SH   DFND   10,393 0 0
CABOT OIL & GAS CORP COM 127097103 793 31,616 SH   DFND   31,616 0 0
CALLON PETE CO DEL COM 13123X102 573 53,984 SH   DFND   53,984 0 0
CANADIAN NAT RES LTD COM 136385101 494 13,194 SH   DFND   13,194 0 0
CANADIAN NATL RY CO COM 136375102 932 8,856 SH   DFND   8,856 0 0
CANADIAN PAC RY LTD COM 13645T100 367 1,759 SH   DFND   1,759 0 0
CAPITAL ONE FINL CORP COM 14040H105 497 6,017 SH   DFND   6,017 0 0
CARDINAL HEALTH INC COM 14149Y108 335 4,293 SH   DFND   4,293 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 957 1,000,000 PRN   DFND   1,000,000 0 0
CARRIZO OIL & GAS INC COM 144577103 438 25,153 SH   DFND   25,153 0 0
CATERPILLAR INC DEL CALL 149123101 645 60 SH Call DFND   60 0 0
CBS CORP NEW CL B 124857202 324 5,079 SH   DFND   5,079 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 497 4,715 SH   DFND   4,715 0 0
CELGENE CORP COM 151020104 1,251 9,629 SH   DFND   9,629 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 23,995 20,000,000 PRN   DFND   20,000,000 0 0
CENOVUS ENERGY INC COM 15135U109 114 11,947 SH   DFND   11,947 0 0
CERNER CORP COM 156782104 279 4,195 SH   DFND   4,195 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 826 2,451 SH   DFND   2,451 0 0
CHESAPEAKE ENERGY CORP COM 165167107 52 10,506 SH   DFND   10,506 0 0
CHUBB LIMITED COM H1467J104 799 5,498 SH   DFND   5,498 0 0
CIGNA CORPORATION COM 125509109 525 3,134 SH   DFND   3,134 0 0
CIMAREX ENERGY CO COM 171798101 811 8,622 SH   DFND   8,622 0 0
CISCO SYS INC COM 17275R102 1,744 55,716 SH   DFND   55,716 0 0
CITIGROUP INC CALL 172967424 2,207 330 SH Call DFND   330 0 0
CITIZENS FINL GROUP INC COM 174610105 248 6,940 SH   DFND   6,940 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 119,060 98,505,000 PRN   DFND   98,505,000 0 0
CLEAN ENERGY FUELS CORP COM 184499101 29 11,438 SH   DFND   11,438 0 0
CLOROX CO DEL COM 189054109 231 1,734 SH   DFND   1,734 0 0
CME GROUP INC COM 12572Q105 517 4,125 SH   DFND   4,125 0 0
COCA COLA CO COM 191216100 2,029 45,235 SH   DFND   45,235 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 482 7,265 SH   DFND   7,265 0 0
COLGATE PALMOLIVE CO COM 194162103 738 9,952 SH   DFND   9,952 0 0
COMCAST CORP NEW CL A 20030N101 2,040 52,410 SH   DFND   52,410 0 0
COMCAST CORP NEW CALL 20030N101 5,449 1,400 SH Call DFND   1,400 0 0
CONCHO RES INC COM 20605P101 1,264 10,402 SH   DFND   10,402 0 0
CONOCOPHILLIPS COM 20825C104 1,557 35,429 SH   DFND   35,429 0 0
CONSOLIDATED EDISON INC COM 209115104 311 3,846 SH   DFND   3,846 0 0
CONSTELLATION BRANDS INC CL A 21036P108 424 2,190 SH   DFND   2,190 0 0
CONTINENTAL RESOURCES INC COM 212015101 726 22,457 SH   DFND   22,457 0 0
CORNING INC COM 219350105 391 13,015 SH   DFND   13,015 0 0
COSTCO WHSL CORP NEW COM 22160K105 811 5,070 SH   DFND   5,070 0 0
CREDIT SUISSE GROUP DEBT 6.250%12/3 H3698DAL8 1,333 1,250,000 PRN   DFND   1,250,000 0 0
CRESCENT PT ENERGY CORP COM 22576C101 658 66,302 SH   DFND   66,302 0 0
CRITEO S A SPONS ADS 226718104 43,164 880,000 SH   DFND   880,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 412 4,112 SH   DFND   4,112 0 0
CSX CORP COM 126408103 636 11,661 SH   DFND   11,661 0 0
CUMMINS INC COM 231021106 359 2,210 SH   DFND   2,210 0 0
CVS HEALTH CORP COM 126650100 983 12,216 SH   DFND   12,216 0 0
DANAHER CORP DEL COM 235851102 671 7,949 SH   DFND   7,949 0 0
DEERE & CO COM 244199105 434 3,510 SH   DFND   3,510 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 309 3,522 SH   DFND   3,522 0 0
DENTSPLY SIRONA INC COM 24906P109 227 3,498 SH   DFND   3,498 0 0
DEVON ENERGY CORP NEW COM 25179M103 895 28,004 SH   DFND   28,004 0 0
DIAMONDBACK ENERGY INC COM 25278X109 953 10,729 SH   DFND   10,729 0 0
DIGITAL RLTY TR INC COM 253868103 249 2,206 SH   DFND   2,206 0 0
DISCOVER FINL SVCS COM 254709108 317 5,103 SH   DFND   5,103 0 0
DISNEY WALT CO CALL 254687106 1,169 110 SH Call DFND   110 0 0
DISNEY WALT CO COM DISNEY 254687106 1,845 17,363 SH   DFND   17,363 0 0
DOLLAR GEN CORP NEW COM 256677105 263 3,644 SH   DFND   3,644 0 0
DOMINION ENERGY INC COM 25746U109 552 7,208 SH   DFND   7,208 0 0
DTE ENERGY CO COM 233331107 251 2,373 SH   DFND   2,373 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 659 7,886 SH   DFND   7,886 0 0
DXC TECHNOLOGY CO COM 23355L106 234 3,050 SH   DFND   3,050 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 19,496 16,730,000 PRN   DFND   16,730,000 0 0
EATON CORP PLC SHS G29183103 464 5,957 SH   DFND   5,957 0 0
EBAY INC COM 278642103 448 12,823 SH   DFND   12,823 0 0
ECOLAB INC COM 278865100 449 3,379 SH   DFND   3,379 0 0
EDISON INTL COM 281020107 317 4,054 SH   DFND   4,054 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 342 2,895 SH   DFND   2,895 0 0
ELDORADO GOLD CORP NEW COM 284902103 40 11,700 SH   DFND   11,700 0 0
ELECTRONIC ARTS INC COM 285512109 396 3,750 SH   DFND   3,750 0 0
EMERSON ELEC CO COM 291011104 488 8,184 SH   DFND   8,184 0 0
ENBRIDGE INC COM 29250N105 1,026 19,863 SH   DFND   19,863 0 0
ENCANA CORP COM 292505104 158 13,843 SH   DFND   13,843 0 0
EOG RES INC COM 26875P101 1,509 16,669 SH   DFND   16,669 0 0
EQT CORP COM 26884L109 748 12,767 SH   DFND   12,767 0 0
EQUIFAX INC COM 294429105 223 1,624 SH   DFND   1,624 0 0
EQUINIX INC COM PAR $0.001 29444U700 406 945 SH   DFND   945 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 315 4,790 SH   DFND   4,790 0 0
ESSEX PPTY TR INC COM 297178105 232 902 SH   DFND   902 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 19,274 14,995,000 PRN   DFND   14,995,000 0 0
EVERSOURCE ENERGY COM 30040W108 250 4,125 SH   DFND   4,125 0 0
EXELON CORP COM 30161N101 400 11,083 SH   DFND   11,083 0 0
EXPEDIA INC DEL COM NEW 30212P303 206 1,381 SH   DFND   1,381 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 534 8,367 SH   DFND   8,367 0 0
FACEBOOK INC CL A 30303M102 3,840 25,432 SH   DFND   25,432 0 0
FEDEX CORP COM 31428X106 676 3,110 SH   DFND   3,110 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 334 3,906 SH   DFND   3,906 0 0
FIFTH THIRD BANCORP COM 316773100 278 10,691 SH   DFND   10,691 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 229 2,290 SH   DFND   2,290 0 0
FISERV INC COM 337738108 362 2,961 SH   DFND   2,961 0 0
FLOWSERVE CORP COM 34354P105 760 16,365 SH   DFND   16,365 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 491 43,908 SH   DFND   43,908 0 0
FORTIS INC COM 349553107 257 5,647 SH   DFND   5,647 0 0
FORTIVE CORP COM 34959J108 260 4,103 SH   DFND   4,103 0 0
FRANKLIN RES INC COM 354613101 226 5,044 SH   DFND   5,044 0 0
GENERAL ELECTRIC CO COM 369604103 2,679 99,184 SH   DFND   99,184 0 0
GENERAL MLS INC COM 370334104 417 7,535 SH   DFND   7,535 0 0
GENERAL MTRS CO CALL 37045V100 2,096 600 SH Call DFND   600 0 0
GENUINE PARTS CO COM 372460105 202 2,173 SH   DFND   2,173 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 941 4,240 SH   DFND   4,240 0 0
GOLDMAN SACHS GROUP INC CALL 38141G104 1,886 85 SH Call DFND   85 0 0
GRAN TIERRA ENERGY INC COM 38500T101 64 22,057 SH   DFND   22,057 0 0
GROUPON INC COM 399473107 51 13,339 SH   DFND   13,339 0 0
GULFPORT ENERGY CORP COM NEW 402635304 526 35,652 SH   DFND   35,652 0 0
HALLIBURTON CO COM 406216101 1,446 33,850 SH   DFND   33,850 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 269 5,116 SH   DFND   5,116 0 0
HCA HEALTHCARE INC COM 40412C101 339 3,886 SH   DFND   3,886 0 0
HCP INC COM 40414L109 206 6,453 SH   DFND   6,453 0 0
HECLA MNG CO COM 422704106 53 10,452 SH   DFND   10,452 0 0
HELMERICH & PAYNE INC COM 423452101 705 12,981 SH   DFND   12,981 0 0
HERSHEY CO COM 427866108 222 2,067 SH   DFND   2,067 0 0
HESS CORP COM 42809H107 813 18,535 SH   DFND   18,535 0 0
HOLOGIC INC FRNT 12/1 436440AG6 632 500,000 PRN   DFND   500,000 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 16,208 10,925,000 PRN   DFND   10,925,000 0 0
HOME DEPOT INC COM 437076102 2,071 13,503 SH   DFND   13,503 0 0
HOST HOTELS & RESORTS INC COM 44107P104 193 10,589 SH   DFND   10,589 0 0
HUMANA INC COM 444859102 435 1,807 SH   DFND   1,807 0 0
HUNTINGTON BANCSHARES INC COM 446150104 217 16,068 SH   DFND   16,068 0 0
IDEXX LABS INC COM 45168D104 213 1,319 SH   DFND   1,319 0 0
IHS MARKIT LTD SHS G47567105 218 4,956 SH   DFND   4,956 0 0
ILLINOIS TOOL WKS INC COM 452308109 606 4,233 SH   DFND   4,233 0 0
ILLUMINA INC COM 452327109 305 1,758 SH   DFND   1,758 0 0
ILLUMINA INC NOTE 6/1 452327AF6 42,202 41,485,000 PRN   DFND   41,485,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 47,694 44,550,000 PRN   DFND   44,550,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 2,876 3,360,000 PRN   DFND   3,360,000 0 0
INCYTE CORP COM 45337C102 274 2,179 SH   DFND   2,179 0 0
INGERSOLL-RAND PLC SHS G47791101 328 3,585 SH   DFND   3,585 0 0
INTEL CORP COM 458140100 1,761 52,182 SH   DFND   52,182 0 0
INTEL CORP CALL 458140100 2,699 800 SH Call DFND   800 0 0
INTEL CORP SDCV 12/1 458140AD2 154,705 118,040,000 PRN   DFND   118,040,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 474 7,191 SH   DFND   7,191 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,545 10,043 SH   DFND   10,043 0 0
INTL PAPER CO COM 460146103 303 5,357 SH   DFND   5,357 0 0
INTUIT COM 461202103 399 3,005 SH   DFND   3,005 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 441 472 SH   DFND   472 0 0
INVESCO LTD SHS G491BT108 223 6,326 SH   DFND   6,326 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 19,462 17,570,000 PRN   DFND   17,570,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 15,383 15,150,000 PRN   DFND   15,150,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 494 11,392 SH   DFND   11,392 0 0
JPMORGAN CHASE & CO CALL 46625H100 2,120 232 SH Call DFND   232 0 0
KELLOGG CO COM 487836108 244 3,514 SH   DFND   3,514 0 0
KEYCORP NEW COM 493267108 279 14,869 SH   DFND   14,869 0 0
KIMBERLY CLARK CORP COM 494368103 555 4,297 SH   DFND   4,297 0 0
KINDER MORGAN INC DEL COM 49456B101 456 23,806 SH   DFND   23,806 0 0
KINROSS GOLD CORP COM NO PAR 496902404 99 18,800 SH   DFND   18,800 0 0
KLA-TENCOR CORP COM 482480100 201 2,194 SH   DFND   2,194 0 0
KRAFT HEINZ CO COM 500754106 611 7,136 SH   DFND   7,136 0 0
KROGER CO COM 501044101 260 11,169 SH   DFND   11,169 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 220 1,428 SH   DFND   1,428 0 0
LAM RESEARCH CORP COM 512807108 301 2,130 SH   DFND   2,130 0 0
LAS VEGAS SANDS CORP COM 517834107 352 5,516 SH   DFND   5,516 0 0
LAUDER ESTEE COS INC CL A 518439104 273 2,846 SH   DFND   2,846 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 235 3,967 SH   DFND   3,967 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 247 7,914 SH   DFND   7,914 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 26,817 23,388,000 PRN   DFND   23,388,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 33,991 28,430,000 PRN   DFND   28,430,000 0 0
LILLY ELI & CO COM 532457108 1,054 12,801 SH   DFND   12,801 0 0
LINCOLN NATL CORP IND COM 534187109 217 3,214 SH   DFND   3,214 0 0
LOEWS CORP COM 540424108 216 4,607 SH   DFND   4,607 0 0
LOWES COS INC COM 548661107 783 10,098 SH   DFND   10,098 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,218 14,428 SH   DFND   14,428 0 0
M & T BK CORP COM 55261F104 317 1,957 SH   DFND   1,957 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 4,378 4,360,000 PRN   DFND   4,360,000 0 0
MAGNA INTL INC COM 559222401 308 5,132 SH   DFND   5,132 0 0
MANULIFE FINL CORP COM 56501R106 552 22,706 SH   DFND   22,706 0 0
MARATHON OIL CORP COM 565849106 850 71,763 SH   DFND   71,763 0 0
MARATHON PETE CORP COM 56585A102 356 6,808 SH   DFND   6,808 0 0
MARRIOTT INTL INC NEW CL A 571903202 413 4,113 SH   DFND   4,113 0 0
MARSH & MCLENNAN COS INC COM 571748102 514 6,589 SH   DFND   6,589 0 0
MASTERCARD INCORPORATED CL A 57636Q104 1,336 11,002 SH   DFND   11,002 0 0
MCDONALDS CORP COM 580135101 1,456 9,509 SH   DFND   9,509 0 0
MCKESSON CORP COM 58155Q103 484 2,940 SH   DFND   2,940 0 0
MEDTRONIC PLC SHS G5960L103 1,405 15,834 SH   DFND   15,834 0 0
METHANEX CORP COM 59151K108 800 17,619 SH   DFND   17,619 0 0
METLIFE INC COM 59156R108 613 11,158 SH   DFND   11,158 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 226 384 SH   DFND   384 0 0
MGM RESORTS INTERNATIONAL COM 552953101 209 6,670 SH   DFND   6,670 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 232 3,009 SH   DFND   3,009 0 0
MICRON TECHNOLOGY INC COM 595112103 381 12,751 SH   DFND   12,751 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 35,634 31,460,000 PRN   DFND   31,460,000 0 0
MICROSOFT CORP COM 594918104 5,486 79,588 SH   DFND   79,588 0 0
MOHAWK INDS INC COM 608190104 207 857 SH   DFND   857 0 0
MOLSON COORS BREWING CO CL B 60871R209 210 2,432 SH   DFND   2,432 0 0
MONDELEZ INTL INC CL A 609207105 777 17,990 SH   DFND   17,990 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 263 5,295 SH   DFND   5,295 0 0
MOODYS CORP COM 615369105 287 2,360 SH   DFND   2,360 0 0
MORGAN STANLEY COM NEW 617446448 765 17,170 SH   DFND   17,170 0 0
MORGAN STANLEY CALL 617446448 1,814 407 SH Call DFND   407 0 0
MYLAN N V SHS EURO N59465109 241 6,203 SH   DFND   6,203 0 0
NETFLIX INC COM 64110L106 727 4,863 SH   DFND   4,863 0 0
NEWELL BRANDS INC COM 651229106 293 5,470 SH   DFND   5,470 0 0
NEWMONT MINING CORP COM 651639106 225 6,945 SH   DFND   6,945 0 0
NEXTERA ENERGY INC COM 65339F101 737 5,257 SH   DFND   5,257 0 0
NIKE INC CL B 654106103 898 15,220 SH   DFND   15,220 0 0
NOBLE ENERGY INC COM 655044105 928 32,775 SH   DFND   32,775 0 0
NORFOLK SOUTHERN CORP COM 655844108 432 3,548 SH   DFND   3,548 0 0
NORTHERN TR CORP COM 665859104 275 2,826 SH   DFND   2,826 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 18,865 19,510,000 PRN   DFND   19,510,000 0 0
NUCOR CORP COM 670346105 248 4,286 SH   DFND   4,286 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 26,669 19,150,000 PRN   DFND   19,150,000 0 0
NVIDIA CORP COM 67066G104 903 6,247 SH   DFND   6,247 0 0
NXP SEMICONDUCTORS N V COM N6596X109 4,348 39,723 SH   DFND   39,723 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 40,523 33,900,000 PRN   DFND   33,900,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 260 1,188 SH   DFND   1,188 0 0
OASIS PETE INC NEW COM 674215108 441 54,806 SH   DFND   54,806 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 610 10,183 SH   DFND   10,183 0 0
OMNICOM GROUP INC COM 681919106 258 3,114 SH   DFND   3,114 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 12,849 12,315,000 PRN   DFND   12,315,000 0 0
ORACLE CORP COM 68389X105 1,738 34,668 SH   DFND   34,668 0 0
PACCAR INC COM 693718108 313 4,743 SH   DFND   4,743 0 0
PARKER HANNIFIN CORP COM 701094104 293 1,831 SH   DFND   1,831 0 0
PARSLEY ENERGY INC CL A 701877102 672 24,216 SH   DFND   24,216 0 0
PAYCHEX INC COM 704326107 261 4,585 SH   DFND   4,585 0 0
PAYPAL HLDGS INC COM 70450Y103 687 12,798 SH   DFND   12,798 0 0
PDC ENERGY INC COM 69327R101 566 13,120 SH   DFND   13,120 0 0
PDL BIOPHARMA INC COM 69329Y104 36 14,677 SH   DFND   14,677 0 0
PEMBINA PIPELINE CORP COM 706327103 249 5,803 SH   DFND   5,803 0 0
PENGROWTH ENERGY CORP COM 70706P104 24 23,251 SH   DFND   23,251 0 0
PEPSICO INC COM 713448108 1,841 15,942 SH   DFND   15,942 0 0
PFIZER INC COM 717081103 2,384 70,978 SH   DFND   70,978 0 0
PHILIP MORRIS INTL INC COM 718172109 2,008 17,097 SH   DFND   17,097 0 0
PHILLIPS 66 COM 718546104 558 6,752 SH   DFND   6,752 0 0
PIONEER NAT RES CO COM 723787107 333 2,089 SH   DFND   2,089 0 0
PNC FINL SVCS GROUP INC COM 693475105 743 5,948 SH   DFND   5,948 0 0
POTASH CORP SASK INC COM 73755L107 207 9,781 SH   DFND   9,781 0 0
PPG INDS INC COM 693506107 374 3,397 SH   DFND   3,397 0 0
PPL CORP COM 69351T106 328 8,476 SH   DFND   8,476 0 0
PRAXAIR INC COM 74005P104 485 3,656 SH   DFND   3,656 0 0
PRECISION DRILLING CORP COM 2010 74022D308 569 128,517 SH   DFND   128,517 0 0
PRICE T ROWE GROUP INC COM 74144T108 275 3,705 SH   DFND   3,705 0 0
PRICELINE GRP INC COM NEW 741503403 1,040 556 SH   DFND   556 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 55,610 48,330,000 PRN   DFND   48,330,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 66,707 45,250,000 PRN   DFND   45,250,000 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 242 3,778 SH   DFND   3,778 0 0
PROCTER AND GAMBLE CO COM 742718109 2,435 27,936 SH   DFND   27,936 0 0
PROGRESSIVE CORP OHIO COM 743315103 335 7,589 SH   DFND   7,589 0 0
PROLOGIS INC COM 74340W103 396 6,748 SH   DFND   6,748 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 1,043 1,000,000 PRN   DFND   1,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 17,278 16,300,000 PRN   DFND   16,300,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 46,130 45,370,000 PRN   DFND   45,370,000 0 0
PRUDENTIAL FINL INC COM 744320102 567 5,239 SH   DFND   5,239 0 0
PUBLIC STORAGE COM 74460D109 371 1,780 SH   DFND   1,780 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 276 6,416 SH   DFND   6,416 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 18,817 15,200,000 PRN   DFND   15,200,000 0 0
QUALCOMM INC COM 747525103 931 16,866 SH   DFND   16,866 0 0
QUANTA SVCS INC COM 74762E102 651 19,777 SH   DFND   19,777 0 0
QUEST DIAGNOSTICS INC COM 74834L100 214 1,929 SH   DFND   1,929 0 0
RED HAT INC COM 756577102 231 2,415 SH   DFND   2,415 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 87,790 63,165,000 PRN   DFND   63,165,000 0 0
REGENERON PHARMACEUTICALS COM 75886F107 469 955 SH   DFND   955 0 0
REGIONS FINL CORP NEW COM 7591EP100 252 17,186 SH   DFND   17,186 0 0
REPUBLIC SVCS INC COM 760759100 249 3,913 SH   DFND   3,913 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 251 3,097 SH   DFND   3,097 0 0
REYNOLDS AMERICAN INC COM 761713106 648 9,965 SH   DFND   9,965 0 0
RITE AID CORP COM 767754104 52 17,733 SH   DFND   17,733 0 0
ROCKWELL AUTOMATION INC COM 773903109 275 1,699 SH   DFND   1,699 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 246 4,013 SH   DFND   4,013 0 0
ROPER TECHNOLOGIES INC COM 776696106 300 1,297 SH   DFND   1,297 0 0
ROSS STORES INC COM 778296103 286 4,950 SH   DFND   4,950 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,541 16,370 SH   DFND   16,370 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 237 2,169 SH   DFND   2,169 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 30,176 25,370,000 PRN   DFND   25,370,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 2,519 2,650,000 PRN   DFND   2,650,000 0 0
S&P GLOBAL INC COM 78409V104 476 3,259 SH   DFND   3,259 0 0
SALESFORCE COM INC COM 79466L302 650 7,503 SH   DFND   7,503 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 46,442 34,920,000 PRN   DFND   34,920,000 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 203 1,504 SH   DFND   1,504 0 0
SCHEIN HENRY INC COM 806407102 225 1,232 SH   DFND   1,232 0 0
SCHLUMBERGER LTD COM 806857108 1,601 24,321 SH   DFND   24,321 0 0
SCHWAB CHARLES CORP NEW COM 808513105 605 14,072 SH   DFND   14,072 0 0
SELECT SECTOR SPDR TR CALL 81369Y605 109,165 44,250 SH Call DFND   44,250 0 0
SHERWIN WILLIAMS CO COM 824348106 348 991 SH   DFND   991 0 0
SIMON PPTY GROUP INC NEW COM 828806109 603 3,725 SH   DFND   3,725 0 0
SIRIUS XM HLDGS INC COM 82968B103 158 28,964 SH   DFND   28,964 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 220 2,295 SH   DFND   2,295 0 0
SOUTHERN CO COM 842587107 541 11,298 SH   DFND   11,298 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 1,000 1,000,000 PRN   DFND   1,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 8,485 8,500,000 PRN   DFND   8,500,000 0 0
SPRINT CORP COM SER 1 85207U105 111 13,563 SH   DFND   13,563 0 0
SRC ENERGY INC COM 78470V108 749 111,243 SH   DFND   111,243 0 0
STANLEY BLACK & DECKER INC COM 854502101 297 2,112 SH   DFND   2,112 0 0
STARBUCKS CORP COM 855244109 963 16,516 SH   DFND   16,516 0 0
STARBUCKS CORP CALL 855244109 1,866 320 SH Call DFND   320 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 1,380 1,250,000 PRN   DFND   1,250,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 21,068 18,180,000 PRN   DFND   18,180,000 0 0
STATE STR CORP COM 857477103 454 5,061 SH   DFND   5,061 0 0
SUN LIFE FINL INC COM 866796105 317 6,833 SH   DFND   6,833 0 0
SUNCOR ENERGY INC NEW COM 867224107 724 19,116 SH   DFND   19,116 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2,405 2,700,000 PRN   DFND   2,700,000 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 12,069 12,555,000 PRN   DFND   12,555,000 0 0
SUNTRUST BKS INC COM 867914103 368 6,484 SH   DFND   6,484 0 0
SYMANTEC CORP COM 871503108 236 8,350 SH   DFND   8,350 0 0
SYNCHRONY FINL COM 87165B103 303 10,149 SH   DFND   10,149 0 0
SYSCO CORP COM 871829107 338 6,720 SH   DFND   6,720 0 0
T MOBILE US INC COM 872590104 228 3,763 SH   DFND   3,763 0 0
TE CONNECTIVITY LTD REG SHS H84989104 377 4,795 SH   DFND   4,795 0 0
TENARIS S A SPONSORED ADR 88031M109 737 23,680 SH   DFND   23,680 0 0
TESLA INC COM 88160R101 517 1,429 SH   DFND   1,429 0 0
TESORO CORP COM 881609101 200 2,132 SH   DFND   2,132 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 23,433 21,660,000 PRN   DFND   21,660,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 367 11,059 SH   DFND   11,059 0 0
TEXAS INSTRS INC COM 882508104 894 11,617 SH   DFND   11,617 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 890 5,101 SH   DFND   5,101 0 0
THOMSON REUTERS CORP COM 884903105 240 3,997 SH   DFND   3,997 0 0
TIME WARNER INC COM NEW 887317303 886 8,827 SH   DFND   8,827 0 0
TJX COS INC NEW COM 872540109 551 7,634 SH   DFND   7,634 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 2,302 2,300,000 PRN   DFND   2,300,000 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,344 20,560 SH   DFND   20,560 0 0
TRANSCANADA CORP COM 89353D107 622 10,055 SH   DFND   10,055 0 0
TRANSDIGM GROUP INC COM 893641100 232 863 SH   DFND   863 0 0
TRAVELERS COMPANIES INC COM 89417E109 471 3,719 SH   DFND   3,719 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 38,643 30,510,000 PRN   DFND   30,510,000 0 0
TURQUOISE HILL RES LTD COM 900435108 74 21,583 SH   DFND   21,583 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 368 12,979 SH   DFND   12,979 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 4,623 4,900,000 PRN   DFND   4,900,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 5,000 5,440,000 PRN   DFND   5,440,000 0 0
U S SILICA HLDGS INC COM 90346E103 640 18,020 SH   DFND   18,020 0 0
ULTA BEAUTY INC COM 90384S303 201 700 SH   DFND   700 0 0
UNION PAC CORP COM 907818108 1,054 9,677 SH   DFND   9,677 0 0
UNITED PARCEL SERVICE INC CL B 911312106 902 8,160 SH   DFND   8,160 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,140 9,335 SH   DFND   9,335 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,102 11,334 SH   DFND   11,334 0 0
US BANCORP DEL COM NEW 902973304 1,027 19,778 SH   DFND   19,778 0 0
V F CORP COM 918204108 260 4,520 SH   DFND   4,520 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,118 16,569 SH   DFND   16,569 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 4,661 114,165 SH   DFND   114,165 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 6,726 102,214 SH   DFND   102,214 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 8,728 99,712 SH   DFND   99,712 0 0
VENTAS INC COM 92276F100 314 4,522 SH   DFND   4,522 0 0
VEREIT INC COM 92339V100 129 15,801 SH   DFND   15,801 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,998 44,736 SH   DFND   44,736 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 410 3,182 SH   DFND   3,182 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 12,208 12,270,000 PRN   DFND   12,270,000 0 0
VISA INC COM CL A 92826C839 1,959 20,884 SH   DFND   20,884 0 0
VISA INC CALL 92826C839 4,267 455 SH Call DFND   455 0 0
VORNADO RLTY TR SH BEN INT 929042109 229 2,439 SH   DFND   2,439 0 0
VULCAN MATLS CO COM 929160109 223 1,764 SH   DFND   1,764 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 817 10,427 SH   DFND   10,427 0 0
WASTE CONNECTIONS INC COM 94106B101 221 2,646 SH   DFND   2,646 0 0
WASTE MGMT INC DEL COM 94106L109 424 5,779 SH   DFND   5,779 0 0
WATERS CORP COM 941848103 221 1,200 SH   DFND   1,200 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 51 13,169 SH   DFND   13,169 0 0
WEC ENERGY GROUP INC COM 92939U106 253 4,126 SH   DFND   4,126 0 0
WELLS FARGO CO NEW COM 949746101 2,913 52,580 SH   DFND   52,580 0 0
WELLTOWER INC COM 95040Q104 345 4,610 SH   DFND   4,610 0 0
WESTERN DIGITAL CORP COM 958102105 314 3,541 SH   DFND   3,541 0 0
WEYERHAEUSER CO COM 962166104 323 9,631 SH   DFND   9,631 0 0
WILLIAMS COS INC DEL COM 969457100 309 10,194 SH   DFND   10,194 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 255 1,754 SH   DFND   1,754 0 0
XCEL ENERGY INC COM 98389B100 297 6,477 SH   DFND   6,477 0 0
XEROX CORP COM NEW 984121608 107 15,400 SH   DFND   15,400 0 0
XILINX INC COM 983919101 228 3,544 SH   DFND   3,544 0 0
YAHOO INC NOTE 12/0 984332AF3 10,781 9,505,000 PRN   DFND   9,505,000 0 0
YAMANA GOLD INC COM 98462Y100 47 15,000 SH   DFND   15,000 0 0
YUM BRANDS INC COM 988498101 345 4,679 SH   DFND   4,679 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 350 2,722 SH   DFND   2,722 0 0
ZOETIS INC CL A 98978V103 453 7,268 SH   DFND   7,268 0 0