Lombard Odier Asset Management 13F-HR Quarterly holdings report by institutional manager

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
Expires:	Oct 31, 2018
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