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 1,575 6,690 SH   DFND   6,690 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 8,594 5,836,000 PRN   DFND   5,836,000 0 0
ABBVIE INC COM 00287Y109 183 1,890 SH   DFND   1,890 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 114 3,794 SH   DFND   3,794 0 0
ACTIVISION BLIZZARD INC COM 00507V109 3,483 55,000 SH   DFND   55,000 0 0
ADOBE SYS INC COM 00724F101 8,883 50,691 SH   DFND   50,691 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1 12 SH   DFND   12 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 49,221 603,055 SH   DFND   603,055 0 0
ADVANCED MICRO DEVICES INC COM 007903107 15,732 1,530,407 SH   DFND   1,530,407 0 0
AETNA INC NEW COM 00817Y108 3,600 19,959 SH   DFND   19,959 0 0
AGCO CORP COM 001084102 2,226 31,165 SH   DFND   31,165 0 0
AK STL HLDG CORP COM 001547108 3,877 684,953 SH   DFND   684,953 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 7,209 7,145,000 PRN   DFND   7,145,000 0 0
AKORN INC COM 009728106 12,731 395,000 SH   DFND   395,000 0 0
ALASKA AIR GROUP INC COM 011659109 7,846 106,741 SH   DFND   106,741 0 0
ALBEMARLE CORP COM 012653101 3,584 28,022 SH   DFND   28,022 0 0
ALCOA CORP COM 013872106 8,014 148,750 SH   DFND   148,750 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,148 9,602 SH   DFND   9,602 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 25,645 148,729 SH   DFND   148,729 0 0
ALLERGAN PLC SHS G0177J108 79 486 SH   DFND   486 0 0
ALLIANT ENERGY CORP COM 018802108 261 6,114 SH   DFND   6,114 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,376 55,168 SH   DFND   55,168 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 152 1,200 SH   DFND   1,200 0 0
ALPHABET INC CAP STK CL A 02079K305 12,701 12,057 SH   DFND   12,057 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 3,258 301,967 SH   DFND   301,967 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 8,078 288,483 SH   DFND   288,483 0 0
ALTRIA GROUP INC COM 02209S103 1,637 22,919 SH   DFND   22,919 0 0
AMAZON COM INC COM 023135106 26,316 22,502 SH   DFND   22,502 0 0
AMEREN CORP COM 023608102 40 684 SH   DFND   684 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,470 184,562 SH   DFND   184,562 0 0
AMERICAN ELEC PWR INC COM 025537101 685 9,313 SH   DFND   9,313 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 150 2,524 SH   DFND   2,524 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 1,476 35,456 SH   DFND   35,456 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 12,384 12,400,000 PRN   DFND   12,400,000 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 47 509 SH   DFND   509 0 0
AMGEN INC COM 031162100 2,869 16,500 SH   DFND   16,500 0 0
ANADARKO PETE CORP COM 032511107 9,950 185,502 SH   DFND   185,502 0 0
APPLE INC COM 037833100 5,735 33,853 SH   DFND   33,853 0 0
APPLIED MATLS INC COM 038222105 9,816 192,014 SH   DFND   192,014 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 208 5,500 SH   DFND   5,500 0 0
APTIV PLC SHS G6095L109 2,078 24,496 SH   DFND   24,496 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,141 12,575 SH   DFND   12,575 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 151 3,775 SH   DFND   3,775 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 118 31,974 SH   DFND   31,974 0 0
ASSOCIATED BANC CORP COM 045487105 5,754 226,504 SH   DFND   226,504 0 0
AT&T INC COM 00206R102 178 4,571 SH   DFND   4,571 0 0
ATLANTIC COAST FINL CORP COM 048426100 228 24,148 SH   DFND   24,148 0 0
AUTODESK INC COM 052769106 524 5,000 SH Call DFND   5,000 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 1,744 26,968 SH   DFND   26,968 0 0
AUTOLIV INC COM 052800109 1,059 8,336 SH   DFND   8,336 0 0
AUTOZONE INC COM 053332102 11,161 15,690 SH   DFND   15,690 0 0
AVALONBAY CMNTYS INC COM 053484101 622 3,487 SH   DFND   3,487 0 0
AVEO PHARMACEUTICALS INC COM 053588109 70 25,200 SH   DFND   25,200 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 2,584 3,000,000 PRN   DFND   3,000,000 0 0
AXALTA COATING SYS LTD COM G0750C108 10,007 309,235 SH   DFND   309,235 0 0
BAIDU INC SPON ADR REP A 056752108 1,984 8,471 SH   DFND   8,471 0 0
BAKER HUGHES A GE CO CL A 05722G100 2,531 79,985 SH   DFND   79,985 0 0
BB&T CORP COM 054937107 113 2,269 SH   DFND   2,269 0 0
BECTON DICKINSON & CO COM 075887109 21 97 SH   DFND   97 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 7,749 192,279 SH   DFND   192,279 0 0
BIOGEN INC COM 09062X103 1,041 3,268 SH   DFND   3,268 0 0
BIOVERATIV INC COM 09075E100 4 71 SH   DFND   71 0 0
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 6,254 6,115,000 PRN   DFND   6,115,000 0 0
BLUEBIRD BIO INC COM 09609G100 2,003 11,248 SH   DFND   11,248 0 0
BOB EVANS FARMS INC COM 096761101 9,000 114,188 SH   DFND   114,188 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 114 3,000 SH   DFND   3,000 0 0
BROADCOM LTD SHS Y09827109 19,122 74,431 SH   DFND   74,431 0 0
BROOKS AUTOMATION INC COM 114340102 78 3,251 SH   DFND   3,251 0 0
BURLINGTON STORES INC COM 122017106 16,131 131,108 SH   DFND   131,108 0 0
BWX TECHNOLOGIES INC COM 05605H100 728 12,030 SH   DFND   12,030 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 7,043 79,055 SH   DFND   79,055 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 2,765 82,599 SH   DFND   82,599 0 0
CALPINE CORP COM NEW 131347304 6,946 459,115 SH   DFND   459,115 0 0
CAMPBELL SOUP CO COM 134429109 504 10,471 SH   DFND   10,471 0 0
CANADIAN PAC RY LTD COM 13645T100 4,042 22,115 SH   DFND   22,115 0 0
CAPITAL ONE FINL CORP COM 14040H105 17,534 176,081 SH   DFND   176,081 0 0
CARDINAL HEALTH INC COM 14149Y108 54 880 SH   DFND   880 0 0
CARMAX INC COM 143130102 2,340 36,491 SH   DFND   36,491 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 73,759 1,111,328 SH   DFND   1,111,328 0 0
CATERPILLAR INC DEL COM 149123101 430 2,730 SH   DFND   2,730 0 0
CELADON GROUP INC COM 150838100 1,489 232,664 SH   DFND   232,664 0 0
CELGENE CORP COM 151020104 970 9,290 SH   DFND   9,290 0 0
CELSIUS HOLDINGS INC COM NEW 15118V207 67 12,814 SH   DFND   12,814 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 1,042 1,000,000 PRN   DFND   1,000,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 7,011 6,840,000 PRN   DFND   6,840,000 0 0
CENTRUS ENERGY CORP CL A 15643U104 197 49,203 SH   DFND   49,203 0 0
CF INDS HLDGS INC COM 125269100 336 7,900 SH Call DFND   7,900 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 24,964 685,266 SH   DFND   685,266 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 4,807 46,386 SH   DFND   46,386 0 0
CHENIERE ENERGY INC COM NEW 16411R208 9,557 177,515 SH   DFND   177,515 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 1,819 2,500,000 PRN   DFND   2,500,000 0 0
CHINA CORD BLOOD CORP SHS G21107100 6,349 638,136 SH   DFND   638,136 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 23 81 SH   DFND   81 0 0
CHROMADEX CORP COM NEW 171077407 97 16,473 SH   DFND   16,473 0 0
CHUBB LIMITED COM H1467J104 1,094 7,484 SH   DFND   7,484 0 0
CHURCH & DWIGHT INC COM 171340102 1,043 20,788 SH   DFND   20,788 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 3,269 2,500,000 PRN   DFND   2,500,000 0 0
CINCINNATI FINL CORP COM 172062101 32 429 SH   DFND   429 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 186 1,856,253 SH   DFND   1,856,253 0 0
CITRIX SYS INC COM 177376100 3,606 40,978 SH   DFND   40,978 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 21,132 16,300,000 PRN   DFND   16,300,000 0 0
CLEVELAND CLIFFS INC COM 185899101 1,730 239,927 SH   DFND   239,927 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 5,920 5,400,000 PRN   DFND   5,400,000 0 0
CLOROX CO DEL COM 189054109 1,500 10,087 SH   DFND   10,087 0 0
CLOVIS ONCOLOGY INC COM 189464100 128 1,886 SH   DFND   1,886 0 0
CME GROUP INC COM CL A 12572Q105 949 6,500 SH   DFND   6,500 0 0
CMS ENERGY CORP COM 125896100 392 8,281 SH   DFND   8,281 0 0
CNH INDL N V SHS N20944109 929 69,324 SH   DFND   69,324 0 0
COCA COLA CO COM 191216100 1,964 42,803 SH   DFND   42,803 0 0
COLGATE PALMOLIVE CO COM 194162103 5,658 74,990 SH   DFND   74,990 0 0
COMCAST CORP NEW CL A 20030N101 19,611 489,672 SH   DFND   489,672 0 0
COMMERCIAL METALS CO COM 201723103 1,331 62,435 SH   DFND   62,435 0 0
CONAGRA BRANDS INC COM 205887102 684 18,159 SH   DFND   18,159 0 0
CONCORDIA INTERNATIONAL CORP COM 20653P102 80 122,016 SH   DFND   122,016 0 0
CONSOLIDATED EDISON INC COM 209115104 577 6,797 SH   DFND   6,797 0 0
CONSTELLIUM NV CL A N22035104 2,920 261,940 SH   DFND   261,940 0 0
COOPER TIRE & RUBR CO COM 216831107 582 16,475 SH   DFND   16,475 0 0
CORNING INC COM 219350105 109 3,400 SH   DFND   3,400 0 0
COSTCO WHSL CORP NEW COM 22160K105 140 752 SH   DFND   752 0 0
CRITEO S A SPONS ADS 226718104 12,129 465,980 SH   DFND   465,980 0 0
CSRA INC COM 12650T104 154 5,160 SH   DFND   5,160 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4,055 91,959 SH   DFND   91,959 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 14,240 13,490,000 PRN   DFND   13,490,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 10,250 10,000,000 PRN   DFND   10,000,000 0 0
CVS HEALTH CORP COM 126650100 315 4,342 SH   DFND   4,342 0 0
CYTOSORBENTS CORP COM NEW 23283X206 156 24,047 SH   DFND   24,047 0 0
DANAHER CORP DEL COM 235851102 159 1,714 SH   DFND   1,714 0 0
DARDEN RESTAURANTS INC COM 237194105 34 358 SH   DFND   358 0 0
DASEKE INC COM 23753F107 3,347 234,194 SH   DFND   234,194 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 42,815 526,759 SH   DFND   526,759 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,153 20,596 SH   DFND   20,596 0 0
DENTSPLY SIRONA INC COM 24906P109 114 1,737 SH   DFND   1,737 0 0
DISCOVER FINL SVCS COM 254709108 65 846 SH   DFND   846 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 38,276 35,075,000 PRN   DFND   35,075,000 0 0
DISNEY WALT CO COM DISNEY 254687106 1,542 14,347 SH   DFND   14,347 0 0
DOLLAR TREE INC COM 256746108 20,892 194,689 SH   DFND   194,689 0 0
DOMINION ENERGY INC COM 25746U109 652 8,038 SH   DFND   8,038 0 0
DORIAN LPG LTD SHS USD Y2106R110 634 77,159 SH   DFND   77,159 0 0
DOVER CORP COM 260003108 1,008 9,977 SH   DFND   9,977 0 0
DOWDUPONT INC COM 26078J100 2,959 41,551 SH   DFND   41,551 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,165 11,999 SH   DFND   11,999 0 0
DTE ENERGY CO COM 233331107 57 521 SH   DFND   521 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 879 10,447 SH   DFND   10,447 0 0
DYCOM INDS INC COM 267475101 556 4,989 SH   DFND   4,989 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 876 31,300 SH   DFND   31,300 0 0
EDGEWELL PERS CARE CO COM 28035Q102 2,199 37,032 SH   DFND   37,032 0 0
EDISON INTL COM 281020107 556 8,790 SH   DFND   8,790 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,109 1,135,000 PRN   DFND   1,135,000 0 0
ENSCO PLC SHS CLASS A G3157S106 2,247 380,167 SH   DFND   380,167 0 0
ENTERGY CORP NEW COM 29364G103 527 6,474 SH   DFND   6,474 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 360 5,640 SH   DFND   5,640 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 16,674 13,525,000 PRN   DFND   13,525,000 0 0
EVEREST RE GROUP LTD COM G3223R108 8,037 36,324 SH   DFND   36,324 0 0
EVERSOURCE ENERGY COM 30040W108 972 15,381 SH   DFND   15,381 0 0
EXELON CORP COM 30161N101 106 2,687 SH   DFND   2,687 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 20 267 SH   DFND   267 0 0
EXTRA SPACE STORAGE INC COM 30225T102 958 10,958 SH   DFND   10,958 0 0
EXXON MOBIL CORP COM 30231G102 3,011 36,000 SH   DFND   36,000 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 4,192 4,075,000 PRN   DFND   4,075,000 0 0
F5 NETWORKS INC COM 315616102 38 290 SH   DFND   290 0 0
FACEBOOK INC CL A 30303M102 12,809 72,587 SH   DFND   72,587 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 2,005 383,440 SH   DFND   383,440 0 0
FARMLAND PARTNERS INC COM 31154R109 3,617 416,660 SH   DFND   416,660 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 474 3,568 SH   DFND   3,568 0 0
FIFTH THIRD BANCORP COM 316773100 1,673 55,140 SH   DFND   55,140 0 0
FIREEYE INC COM 31816Q101 99 7,000 SH   DFND   7,000 0 0
FIRSTENERGY CORP COM 337932107 596 19,480 SH   DFND   19,480 0 0
FLUOR CORP NEW COM 343412102 79 1,529 SH   DFND   1,529 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 3,099 33,000 SH   DFND   33,000 0 0
FOOT LOCKER INC COM 344849104 15,100 322,091 SH   DFND   322,091 0 0
FORTINET INC COM 34959E109 131 3,000 SH   DFND   3,000 0 0
FORWARD AIR CORP COM 349853101 585 10,193 SH   DFND   10,193 0 0
FRANKLIN RES INC COM 354613101 2,730 63,000 SH   DFND   63,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,348 71,072 SH   DFND   71,072 0 0
FREEPORT-MCMORAN INC CL B 35671D857 40,504 2,136,300 SH Call DFND   2,136,300 0 0
GALAPAGOS NV SPON ADR 36315X101 279 2,979 SH   DFND   2,979 0 0
GAP INC DEL COM 364760108 5,527 162,258 SH   DFND   162,258 0 0
GARDNER DENVER HLDGS INC COM 36555P107 2,073 61,084 SH   DFND   61,084 0 0
GARMIN LTD SHS H2906T109 18 300 SH   DFND   300 0 0
GATX CORP COM 361448103 14,579 234,550 SH   DFND   234,550 0 0
GENERAL ELECTRIC CO COM 369604103 46 2,649 SH   DFND   2,649 0 0
GENERAL MLS INC COM 370334104 1,198 20,209 SH   DFND   20,209 0 0
GENERAL MTRS CO COM 37045V100 998 24,343 SH   DFND   24,343 0 0
GENESEE & WYO INC CL A 371559105 8,092 102,785 SH   DFND   102,785 0 0
GENUINE PARTS CO COM 372460105 40 416 SH   DFND   416 0 0
GERDAU S A SPON ADR REP PFD 373737105 1,911 513,828 SH   DFND   513,828 0 0
GILEAD SCIENCES INC COM 375558103 834 11,646 SH   DFND   11,646 0 0
GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 558 1,000,000 PRN   DFND   1,000,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 895 30,018 SH   DFND   30,018 0 0
GOLDCORP INC NEW COM 380956409 3,071 240,495 SH   DFND   240,495 0 0
GOLDEN STAR RES LTD CDA NOTE 7.000% 8/1 38119TAG9 13,512 11,500,000 PRN   DFND   11,500,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 16,250 63,784 SH   DFND   63,784 0 0
GRAINGER W W INC COM 384802104 5,708 24,159 SH   DFND   24,159 0 0
GREENBRIER COS INC COM 393657101 6,845 128,433 SH   DFND   128,433 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 1,685 230,558 SH   DFND   230,558 0 0
HALLIBURTON CO COM 406216101 1,021 20,900 SH   DFND   20,900 0 0
HARLEY DAVIDSON INC COM 412822108 379 7,455 SH   DFND   7,455 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 711 12,633 SH   DFND   12,633 0 0
HAWAIIAN HOLDINGS INC COM 419879101 2,255 56,598 SH   DFND   56,598 0 0
HCA HEALTHCARE INC COM 40412C101 73 834 SH   DFND   834 0 0
HCP INC COM 40414L109 449 17,221 SH   DFND   17,221 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 3,152 31,000 SH   DFND   31,000 0 0
HEARTLAND EXPRESS INC COM 422347104 10,982 470,509 SH   DFND   470,509 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,645 218,119 SH   DFND   218,119 0 0
HELMERICH & PAYNE INC COM 423452101 153 2,360 SH   DFND   2,360 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 7,520 7,500,000 PRN   DFND   7,500,000 0 0
HERSHEY CO COM 427866108 497 4,378 SH   DFND   4,378 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 4,961 222,755 SH   DFND   222,755 0 0
HOLOGIC INC COM 436440101 91 2,131 SH   DFND   2,131 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 5,477 3,935,000 PRN   DFND   3,935,000 0 0
HONEYWELL INTL INC COM 438516106 9,043 58,968 SH   DFND   58,968 0 0
HORMEL FOODS CORP COM 440452100 69 1,899 SH   DFND   1,899 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 685 294,000 SH   DFND   294,000 0 0
HUDBAY MINERALS INC *W EXP 07/20/201 443628136 72 231,138 SH   DFND   231,138 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,786 32,925 SH   DFND   32,925 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,708 117,302 SH   DFND   117,302 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 141 600 SH   DFND   600 0 0
HUNTSMAN CORP COM 447011107 280 8,425 SH   DFND   8,425 0 0
IBERIABANK CORP COM 450828108 11,994 154,761 SH   DFND   154,761 0 0
ICICI BK LTD ADR 45104G104 5,416 556,671 SH   DFND   556,671 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 29,821 1,887,410 SH   DFND   1,887,410 0 0
ILLUMINA INC COM 452327109 2,491 11,400 SH   DFND   11,400 0 0
ILLUMINA INC NOTE 6/1 452327AF6 3,404 3,130,000 PRN   DFND   3,130,000 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 1,467 368,509 SH   DFND   368,509 0 0
INGERSOLL-RAND PLC SHS G47791101 1,988 22,286 SH   DFND   22,286 0 0
INGERSOLL-RAND PLC SHS G47791101 1,784 20,000 SH Call DFND   20,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 6,960 8,700,000 PRN   DFND   8,700,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,112 7,249 SH   DFND   7,249 0 0
INVESCO LTD SHS G491BT108 5,364 146,782 SH   DFND   146,782 0 0
ISHARES TR MSCI EAFE ETF 464287465 8,210 116,766 SH   DFND   116,766 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 9,853 9,300,000 PRN   DFND   9,300,000 0 0
IXYS CORP COM 46600W106 1,377 57,506 SH   DFND   57,506 0 0
JAMES RIV GROUP LTD COM G5005R107 1,270 31,730 SH   DFND   31,730 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 7,272 7,225,000 PRN   DFND   7,225,000 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 7,207 7,000,000 PRN   DFND   7,000,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 5,100 5,000,000 PRN   DFND   5,000,000 0 0
JOHNSON & JOHNSON COM 478160104 196 1,402 SH   DFND   1,402 0 0
JPMORGAN CHASE & CO COM 46625H100 534 4,989 SH   DFND   4,989 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 1,058 362,388 SH   DFND   362,388 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 15,058 143,113 SH   DFND   143,113 0 0
KELLOGG CO COM 487836108 1,486 21,854 SH   DFND   21,854 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 1,804 103,999 SH   DFND   103,999 0 0
KEY ENERGY SVCS INC DEL COM 49309J103 528 44,779 SH   DFND   44,779 0 0
KEYCORP NEW COM 493267108 1,727 85,599 SH   DFND   85,599 0 0
KIMBERLY CLARK CORP COM 494368103 2,623 21,739 SH   DFND   21,739 0 0
KIMCO RLTY CORP COM 49446R109 22 1,228 SH   DFND   1,228 0 0
KIRBY CORP COM 497266106 4,127 61,779 SH   DFND   61,779 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 8,888 203,298 SH   DFND   203,298 0 0
KRAFT HEINZ CO COM 500754106 1,181 15,186 SH   DFND   15,186 0 0
KROGER CO COM 501044101 924 33,678 SH   DFND   33,678 0 0
L BRANDS INC COM 501797104 1,725 28,652 SH   DFND   28,652 0 0
L3 TECHNOLOGIES INC COM 502413107 99 500 SH   DFND   500 0 0
LAMB WESTON HLDGS INC COM 513272104 563 9,978 SH   DFND   9,978 0 0
LAUDER ESTEE COS INC CL A 518439104 2,730 21,459 SH   DFND   21,459 0 0
LEAR CORP COM NEW 521865204 247 1,400 SH   DFND   1,400 0 0
LEE ENTERPRISES INC COM 523768109 50 21,303 SH   DFND   21,303 0 0
LEGACY ACQUISITION CORP UNIT 05/31/2024 524643202 95 9,547 SH   DFND   9,547 0 0
LEGGETT & PLATT INC COM 524660107 47 995 SH   DFND   995 0 0
LEIDOS HLDGS INC COM 525327102 966 14,967 SH   DFND   14,967 0 0
LENNAR CORP CL A 526057104 1,262 19,954 SH   DFND   19,954 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 3,230 90,126 SH   DFND   90,126 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 11,450 20,000,000 PRN   DFND   20,000,000 0 0
LIFETIME BRANDS INC COM 53222Q103 521 31,573 SH   DFND   31,573 0 0
LILLY ELI & CO COM 532457108 74 880 SH   DFND   880 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 9,712 7,500,000 PRN   DFND   7,500,000 0 0
LOWES COS INC COM 548661107 5,918 63,684 SH   DFND   63,684 0 0
LULULEMON ATHLETICA INC COM 550021109 20,267 257,885 SH   DFND   257,885 0 0
LUMENTUM HLDGS INC COM 55024U109 83 1,700 SH   DFND   1,700 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,311 39,079 SH   DFND   39,079 0 0
M & T BK CORP COM 55261F104 73 429 SH   DFND   429 0 0
MACERICH CO COM 554382101 429 6,532 SH   DFND   6,532 0 0
MADDEN STEVEN LTD COM 556269108 5,384 115,284 SH   DFND   115,284 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 2,036 240,964 SH   DFND   240,964 0 0
MANTECH INTL CORP CL A 564563104 50 1,000 SH   DFND   1,000 0 0
MARCHEX INC CL B 56624R108 75 23,072 SH   DFND   23,072 0 0
MARSH & MCLENNAN COS INC COM 571748102 19,446 238,929 SH   DFND   238,929 0 0
MASCO CORP COM 574599106 3,371 76,719 SH   DFND   76,719 0 0
MASTERCARD INCORPORATED CL A 57636Q104 13,704 90,535 SH   DFND   90,535 0 0
MATTEL INC COM 577081102 389 25,270 SH   DFND   25,270 0 0
MCDONALDS CORP COM 580135101 7,871 45,728 SH   DFND   45,728 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 6,951 5,986,000 PRN   DFND   5,986,000 0 0
MEDTRONIC PLC SHS G5960L103 308 3,810 SH   DFND   3,810 0 0
MERCK & CO INC COM 58933Y105 105 1,863 SH   DFND   1,863 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 6,581 104,556 SH   DFND   104,556 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 5,973 3,506,000 PRN   DFND   3,506,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 10,106 7,000,000 PRN   DFND   7,000,000 0 0
MICROSOFT CORP COM 594918104 11,750 137,363 SH   DFND   137,363 0 0
MID AMER APT CMNTYS INC COM 59522J103 33 324 SH   DFND   324 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 1,821 109,808 SH   DFND   109,808 0 0
MOHAWK INDS INC COM 608190104 3,442 12,474 SH   DFND   12,474 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 3,822 2,000,000 PRN   DFND   2,000,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 583 7,100 SH   DFND   7,100 0 0
MOMO INC ADR 60879B107 1,373 56,067 SH   DFND   56,067 0 0
MONDELEZ INTL INC CL A 609207105 753 17,591 SH   DFND   17,591 0 0
MONSANTO CO NEW COM 61166W101 32,491 278,220 SH   DFND   278,220 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 67 741 SH   DFND   741 0 0
MSC INDL DIRECT INC CL A 553530106 10,643 110,100 SH   DFND   110,100 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,773 259,655 SH   DFND   259,655 0 0
NASDAQ INC COM 631103108 26 335 SH   DFND   335 0 0
NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 3,541 1,500,200 SH   DFND   1,500,200 0 0
NAVISTAR INTL CORP NEW COM 63934E108 2,441 56,937 SH   DFND   56,937 0 0
NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934EAQ1 5,181 5,000,000 PRN   DFND   5,000,000 0 0
NEVSUN RES LTD COM 64156L101 1,856 759,804 SH   DFND   759,804 0 0
NEWELL BRANDS INC COM 651229106 205 6,624 SH   DFND   6,624 0 0
NEWMARK GROUP INC CL A 65158N102 233 14,679 SH   DFND   14,679 0 0
NEXA RES S A COM L67359106 3,354 171,010 SH   DFND   171,010 0 0
NEXTERA ENERGY INC COM 65339F101 206 1,320 SH   DFND   1,320 0 0
NIKE INC CL B 654106103 2,719 42,960 SH   DFND   42,960 0 0
NISOURCE INC COM 65473P105 23 915 SH   DFND   915 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,173 8,098 SH   DFND   8,098 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 7,164 7,500,000 PRN   DFND   7,500,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 7,506 6,400,000 PRN   DFND   6,400,000 0 0
NVIDIA CORP COM 67066G104 340 1,756 SH   DFND   1,756 0 0
NXP SEMICONDUCTORS N V COM N6596X109 47,742 407,738 SH   DFND   407,738 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 18,020 14,490,000 PRN   DFND   14,490,000 0 0
OCEAN RIG UDW INC COM CL A G66964118 9,854 367,672 SH   DFND   367,672 0 0
OCLARO INC COM NEW 67555N206 236 35,000 SH   DFND   35,000 0 0
OCWEN FINL CORP COM NEW 675746309 3,949 1,261,760 SH   DFND   1,261,760 0 0
OLD DOMINION FGHT LINES INC COM 679580100 5,267 40,040 SH   DFND   40,040 0 0
OLIN CORP COM PAR $1 680665205 4,734 133,051 SH   DFND   133,051 0 0
OMNICOM GROUP INC COM 681919106 312 4,288 SH   DFND   4,288 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 1,377 1,076,000 PRN   DFND   1,076,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 12,887 14,500,000 PRN   DFND   14,500,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 3,387 189,219 SH   DFND   189,219 0 0
PARKER HANNIFIN CORP COM 701094104 996 4,989 SH   DFND   4,989 0 0
PATTERSON COMPANIES INC COM 703395103 184 5,097 SH   DFND   5,097 0 0
PATTERSON UTI ENERGY INC COM 703481101 26,276 1,141,898 SH   DFND   1,141,898 0 0
PAYPAL HLDGS INC COM 70450Y103 8,068 109,593 SH   DFND   109,593 0 0
PC-TEL INC COM 69325Q105 103 13,927 SH   DFND   13,927 0 0
PEABODY ENERGY CORP NEW COM 704551100 5,883 149,426 SH   DFND   149,426 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 194 10,401 SH   DFND   10,401 0 0
PEPSICO INC COM 713448108 2,630 21,935 SH   DFND   21,935 0 0
PFIZER INC COM 717081103 611 16,874 SH   DFND   16,874 0 0
PG&E CORP COM 69331C108 64 1,436 SH   DFND   1,436 0 0
PHILIP MORRIS INTL INC COM 718172109 12,380 117,179 SH   DFND   117,179 0 0
PINNACLE WEST CAP CORP COM 723484101 403 4,727 SH   DFND   4,727 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 4,613 223,508 SH   DFND   223,508 0 0
PPL CORP COM 69351T106 843 27,229 SH   DFND   27,229 0 0
PRAXAIR INC COM 74005P104 3,125 20,206 SH   DFND   20,206 0 0
PRGX GLOBAL INC COM NEW 69357C503 169 23,777 SH   DFND   23,777 0 0
PRICELINE GRP INC COM NEW 741503403 3,215 1,850 SH   DFND   1,850 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 7,880 5,700,000 PRN   DFND   5,700,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 294 250,000 PRN   DFND   250,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 5,298 2,887,000 PRN   DFND   2,887,000 0 0
PROCTER AND GAMBLE CO COM 742718109 913 9,934 SH   DFND   9,934 0 0
PROGRESSIVE CORP OHIO COM 743315103 620 11,010 SH   DFND   11,010 0 0
PROPETRO HLDG CORP COM 74347M108 2,126 105,438 SH   DFND   105,438 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 152 22,600 SH   DFND   22,600 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 2,764 2,750,000 PRN   DFND   2,750,000 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 73 1,412 SH   DFND   1,412 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 5,389 4,600,000 PRN   DFND   4,600,000 0 0
QUALCOMM INC COM 747525103 25,094 391,965 SH   DFND   391,965 0 0
QUEST DIAGNOSTICS INC COM 74834L100 162 1,645 SH   DFND   1,645 0 0
RALPH LAUREN CORP CL A 751212101 439 4,238 SH   DFND   4,238 0 0
RAMACO RES INC COM 75134P303 430 62,479 SH   DFND   62,479 0 0
RAYTHEON CO COM NEW 755111507 94 500 SH   DFND   500 0 0
REALTY INCOME CORP COM 756109104 150 2,629 SH   DFND   2,629 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 8,250 5,000,000 PRN   DFND   5,000,000 0 0
REGAL ENTMT GROUP CL A 758766109 7,578 329,315 SH   DFND   329,315 0 0
RIO TINTO PLC SPONSORED ADR 767204100 2,752 51,988 SH   DFND   51,988 0 0
RITE AID CORP COM 767754104 255 129,361 SH   DFND   129,361 0 0
ROCKWELL AUTOMATION INC COM 773903109 4,513 22,984 SH   DFND   22,984 0 0
ROSS STORES INC COM 778296103 362 4,506 SH   DFND   4,506 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 8,224 525,149 SH   DFND   525,149 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,236 18,744 SH   DFND   18,744 0 0
RUSH ENTERPRISES INC CL A 781846209 608 11,967 SH   DFND   11,967 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 3,434 32,958 SH   DFND   32,958 0 0
SAEXPLORATION HLDGS INC COM NEW 78636X204 252 114,748 SH   DFND   114,748 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 9,210 6,000,000 PRN   DFND   6,000,000 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 3,047 607,900 SH   DFND   607,900 0 0
SCANA CORP NEW COM 80589M102 449 11,292 SH   DFND   11,292 0 0
SCHEIN HENRY INC COM 806407102 3 37 SH   DFND   37 0 0
SCHLUMBERGER LTD COM 806857108 3,411 50,615 SH   DFND   50,615 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3,339 65,000 SH   DFND   65,000 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 130 1,700 SH   DFND   1,700 0 0
SEALED AIR CORP NEW COM 81211K100 27 544 SH   DFND   544 0 0
SEMPRA ENERGY COM 816851109 76 707 SH   DFND   707 0 0
SENSEONICS HLDGS INC COM 81727U105 61 22,788 SH   DFND   22,788 0 0
SHERWIN WILLIAMS CO COM 824348106 3,075 7,500 SH   DFND   7,500 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 1,104 218,692 SH   DFND   218,692 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 7,935 57,805 SH   DFND   57,805 0 0
SIGNET JEWELERS LIMITED SHS G81276100 27 475 SH   DFND   475 0 0
SINOVAC BIOTECH LTD SHS P8696W104 2,136 271,072 SH   DFND   271,072 0 0
SMUCKER J M CO COM NEW 832696405 1,095 8,813 SH   DFND   8,813 0 0
SNAP ON INC COM 833034101 87 499 SH   DFND   499 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,882 2,000,000 PRN   DFND   2,000,000 0 0
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 1,855 86,624 SH   DFND   86,624 0 0
SOUTHERN CO COM 842587107 1,778 36,978 SH   DFND   36,978 0 0
SOUTHERN COPPER CORP COM 84265V105 61 1,290 SH   DFND   1,290 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 2,286 26,933 SH   DFND   26,933 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 5,864 157,711 SH   DFND   157,711 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 6,976 118,546 SH   DFND   118,546 0 0
SPROUTS FMRS MKT INC COM 85208M102 2,585 106,149 SH   DFND   106,149 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 1,686 149,700 SH   DFND   149,700 0 0
STARS GROUP INC COM 85570W100 590 25,264 SH   DFND   25,264 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 6,429 5,840,000 PRN   DFND   5,840,000 0 0
STEEL DYNAMICS INC COM 858119100 3,536 81,992 SH   DFND   81,992 0 0
STERICYCLE INC COM 858912108 50 729 SH   DFND   729 0 0
STIFEL FINL CORP COM 860630102 807 13,551 SH   DFND   13,551 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 2,260 129,528 SH   DFND   129,528 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 4,115 4,750,000 PRN   DFND   4,750,000 0 0
SUNTRUST BKS INC COM 867914103 9,102 140,921 SH   DFND   140,921 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,572 287,666 SH   DFND   287,666 0 0
SYSCO CORP COM 871829107 255 4,192 SH   DFND   4,192 0 0
T MOBILE US INC COM 872590104 2,512 39,559 SH   DFND   39,559 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 10,374 202,895 SH   DFND   202,895 0 0
TECK RESOURCES LTD CL B 878742204 10,048 383,956 SH   DFND   383,956 0 0
TEMPUR SEALY INTL INC COM 88023U101 4,817 76,845 SH   DFND   76,845 0 0
TENARIS S A SPONSORED ADR 88031M109 5,019 157,518 SH   DFND   157,518 0 0
TERADATA CORP DEL COM 88076W103 959 24,947 SH   DFND   24,947 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 9,303 6,500,000 PRN   DFND   6,500,000 0 0
TEREX CORP NEW COM 880779103 2,752 57,070 SH   DFND   57,070 0 0
TESARO INC COM 881569107 1,673 20,186 SH   DFND   20,186 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 9,042 8,500,000 PRN   DFND   8,500,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 15,735 14,545,000 PRN   DFND   14,545,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 991 850,000 PRN   DFND   850,000 0 0
THOR INDS INC COM 885160101 1,695 11,247 SH   DFND   11,247 0 0
TIFFANY & CO NEW COM 886547108 4,974 47,851 SH   DFND   47,851 0 0
TIME WARNER INC COM NEW 887317303 48,018 524,964 SH   DFND   524,964 0 0
TJX COS INC NEW COM 872540109 392 5,133 SH   DFND   5,133 0 0
TORCHMARK CORP COM 891027104 26 290 SH   DFND   290 0 0
TRACTOR SUPPLY CO COM 892356106 631 8,442 SH   DFND   8,442 0 0
TRANSOCEAN LTD REG SHS H8817H100 5,340 500,000 SH   DFND   500,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 37 272 SH   DFND   272 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 17,339 11,000,000 PRN   DFND   11,000,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 4,291 2,500,000 PRN   DFND   2,500,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 4,832 139,947 SH   DFND   139,947 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 19,202 20,620,000 PRN   DFND   20,620,000 0 0
TYME TECHNOLOGIES INC COM 90238J103 152 23,820 SH   DFND   23,820 0 0
U S SILICA HLDGS INC COM 90346E103 3,924 120,540 SH   DFND   120,540 0 0
UNITED BANKSHARES INC WEST V COM 909907107 2,499 71,927 SH   DFND   71,927 0 0
UNITED CONTL HLDGS INC COM 910047109 2,973 44,113 SH   DFND   44,113 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,439 12,078 SH   DFND   12,078 0 0
UNITED RENTALS INC COM 911363109 3,536 20,570 SH   DFND   20,570 0 0
UNITED STATES STL CORP NEW COM 912909108 1,361 38,666 SH   DFND   38,666 0 0
UNITED TECHNOLOGIES CORP COM 913017109 288 2,254 SH   DFND   2,254 0 0
UNIVAR INC COM 91336L107 1,000 32,300 SH   DFND   32,300 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 29 253 SH   DFND   253 0 0
US BANCORP DEL COM NEW 902973304 107 2,004 SH   DFND   2,004 0 0
VALE S A ADR 91912E105 8,958 732,514 SH   DFND   732,514 0 0
VALE S A ADR 91912E105 9,154 748,500 SH Call DFND   748,500 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,346 50,000 SH   DFND   50,000 0 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 2,134 81,935 SH   DFND   81,935 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 1,956 20,000 SH Put DFND   20,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 4,635 4,000,000 PRN   DFND   4,000,000 0 0
VERISK ANALYTICS INC COM 92345Y106 201 2,096 SH   DFND   2,096 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 319 6,023 SH   DFND   6,023 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 11,995 12,070,000 PRN   DFND   12,070,000 0 0
VISA INC COM CL A 92826C839 26,579 233,113 SH   DFND   233,113 0 0
VISTRA ENERGY CORP COM 92840M102 2,643 144,260 SH   DFND   144,260 0 0
VITAL THERAPIES INC COM 92847R104 65 10,951 SH   DFND   10,951 0 0
VORNADO RLTY TR SH BEN INT 929042109 39 499 SH   DFND   499 0 0
WABASH NATL CORP COM 929566107 1,709 78,757 SH   DFND   78,757 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,357 87,537 SH   DFND   87,537 0 0
WARRIOR MET COAL INC COM 93627C101 1,519 60,413 SH   DFND   60,413 0 0
WASTE MGMT INC DEL COM 94106L109 266 3,082 SH   DFND   3,082 0 0
WAYFAIR INC CL A 94419L101 3,237 40,319 SH   DFND   40,319 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 1,775 425,744 SH   DFND   425,744 0 0
WEC ENERGY GROUP INC COM 92939U106 503 7,574 SH   DFND   7,574 0 0
WELLS FARGO CO NEW COM 949746101 1,048 17,269 SH   DFND   17,269 0 0
WELLTOWER INC COM 95040Q104 68 1,067 SH   DFND   1,067 0 0
WESTERN UN CO COM 959802109 98 5,145 SH   DFND   5,145 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 7,470 8,000,000 PRN   DFND   8,000,000 0 0
WORLD FUEL SVCS CORP COM 981475106 10,524 374,001 SH   DFND   374,001 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 7,158 7,000,000 PRN   DFND   7,000,000 0 0
XCEL ENERGY INC COM 98389B100 616 12,808 SH   DFND   12,808 0 0
XPO LOGISTICS INC COM 983793100 560 6,111 SH   DFND   6,111 0 0
YAHOO INC NOTE 12/0 984332AF3 6,685 4,970,000 PRN   DFND   4,970,000 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 2,923 203,259 SH   DFND   203,259 0 0
YUM CHINA HLDGS INC COM 98850P109 3,112 77,751 SH   DFND   77,751 0 0
YUME INC COM 98872B104 3,488 729,616 SH   DFND   729,616 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 3,718 3,400,000 PRN   DFND   3,400,000 0 0
ZOETIS INC CL A 98978V103 3,314 46,000 SH   DFND   46,000 0 0